# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001193125-26-093396
**Filing Date:** 2026-3
**Character Count:** 126316
**Document Hash:** e31548ec3abbd17f2d18a40a1ea231bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-093396.hdr.sgml**: 20260305

**ACCESSION NUMBER**: 0001193125-26-093396

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260305

**DATE AS OF CHANGE**: 20260305

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779

**ORGANIZATION NAME:**
- **EIN:** 510318674
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 26725344

**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

### Circle Reserve Fund (Series ID: S000077205)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000237396 | Institutional Shares |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000844779

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

**Registrant Full Name:** BlackRock Funds

**CIK Number of Registrant:** 0000844779

**LEI of Registrant:** 549300OZUEVJZHOBFP42

**Name of Series:** Circle Reserve Fund

**LEI of Series:** 549300X6KEJFVQHDAG85

**EDGAR Series Identifier:** S000077205

**Total number of share classes in the series:** 1

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

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

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-26305

- **Is this a Feeder Fund?:** No

- **Is this a Master Fund?:** No

- **Is this series for insurance company separate accounts?:** No

- **Money Market Fund Category:** Government

- **Is this a Retail Money Market Fund?:** No

- **Is this a Government Money Market Fund?:** Yes

- **WAM:** 17 days

- **WAL:** 17 days

- **Total Value of Portfolio Securities:** $65006478948.13

- **Amortized Cost of Portfolio Securities:** $65006914224.32

- **Cash:** $1003382507.46

- **Total Other Assets:** $14019275.97

- **Total Liabilities:** $1257295495.10

- **Net Assets of Series:** $64767020512.65

- **Number of Shares Outstanding (Series):** 64762008999.6600

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $60160832199.63           | $60160832199.63            | 100.0000%                 | 100.0000%                  |
| 2026-02-03 | $60570154174.76           | $60570154174.76            | 100.0000%                 | 100.0000%                  |
| 2026-02-04 | $60576236062.28           | $60576236062.28            | 100.0000%                 | 100.0000%                  |
| 2026-02-05 | $61182528426.41           | $61182528426.41            | 100.0000%                 | 100.0000%                  |
| 2026-02-06 | $61396181008.78           | $61396181008.78            | 100.0000%                 | 100.0000%                  |
| 2026-02-09 | $64537269575.61           | $64537269575.61            | 100.0000%                 | 100.0000%                  |
| 2026-02-10 | $64801439883.59           | $64801439883.59            | 100.0000%                 | 100.0000%                  |
| 2026-02-11 | $65707988618.88           | $65707988618.88            | 100.0000%                 | 100.0000%                  |
| 2026-02-12 | $65066760080.13           | $65066760080.13            | 100.0000%                 | 100.0000%                  |
| 2026-02-13 | $64580931776.64           | $64580931776.64            | 100.0000%                 | 100.0000%                  |
| 2026-02-17 | $66753931903.59           | $66753931903.59            | 100.0000%                 | 100.0000%                  |
| 2026-02-18 | $66760675663.72           | $66760675663.72            | 100.0000%                 | 100.0000%                  |
| 2026-02-19 | $66044088282.11           | $66291768037.99            | 99.6300%                  | 100.0000%                  |
| 2026-02-20 | $66059184374.29           | $66306864130.17            | 99.6300%                  | 100.0000%                  |
| 2026-02-23 | $66918061586.44           | $66918061586.44            | 100.0000%                 | 100.0000%                  |
| 2026-02-24 | $64748738847.52           | $64748738847.52            | 100.0000%                 | 100.0000%                  |
| 2026-02-25 | $65055286336.88           | $65055286336.88            | 100.0000%                 | 100.0000%                  |
| 2026-02-26 | $66055849191.92           | $66055849191.92            | 100.0000%                 | 100.0000%                  |
| 2026-02-27 | $65975935527.21           | $65975935527.21            | 100.0000%                 | 100.0000%                  |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7000%             |
| 2026-02-03 | 3.7000%             |
| 2026-02-04 | 3.7000%             |
| 2026-02-05 | 3.7000%             |
| 2026-02-06 | 3.6700%             |
| 2026-02-09 | 3.6600%             |
| 2026-02-10 | 3.6600%             |
| 2026-02-11 | 3.6600%             |
| 2026-02-12 | 3.6600%             |
| 2026-02-13 | 3.6800%             |
| 2026-02-17 | 3.6900%             |
| 2026-02-18 | 3.7000%             |
| 2026-02-19 | 3.7000%             |
| 2026-02-20 | 3.7000%             |
| 2026-02-23 | 3.7000%             |
| 2026-02-24 | 3.6900%             |
| 2026-02-25 | 3.6900%             |
| 2026-02-26 | 3.6900%             |
| 2026-02-27 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0001                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0001                      |
|  |  |
| 2026-02-10 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $2000000000.00

- **Net Assets of Class:** $64767020512.65

- **Number of Shares Outstanding:** 64762008999.6600

- **Expense Reimbursement/Waiver:** 5170848.38

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-03 | $600000000.00             | $0.00                   |
| 2026-02-05 | $600000000.00             | $0.00                   |
| 2026-02-06 | $500000000.00             | $300000000.00           |
| 2026-02-09 | $1500000000.00            | $0.00                   |
| 2026-02-11 | $900000000.00             | $0.00                   |
| 2026-02-13 | $0.00                     | $500000000.00           |
| 2026-02-17 | $750000000.00             | $0.00                   |
| 2026-02-23 | $600000000.00             | $0.00                   |
| 2026-02-25 | $300000000.00             | $0.00                   |

**Total Gross Subscriptions (Month):** $5750000000.00

**Total Gross Redemptions (Month):** $800000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6100%           |
| 2026-02-03 | 3.6100%           |
| 2026-02-04 | 3.6100%           |
| 2026-02-05 | 3.6100%           |
| 2026-02-06 | 3.5800%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5700%           |
| 2026-02-11 | 3.5700%           |
| 2026-02-12 | 3.5700%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.6000%           |
| 2026-02-18 | 3.6100%           |
| 2026-02-19 | 3.6100%           |
| 2026-02-20 | 3.6100%           |
| 2026-02-23 | 3.6100%           |
| 2026-02-24 | 3.6000%           |
| 2026-02-25 | 3.6000%           |
| 2026-02-26 | 3.6000%           |
| 2026-02-27 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $666468838.75
- **C.18.a - Value (excl. sponsor support):** $666468838.75
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 2: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1588352448.00
- **C.18.a - Value (excl. sponsor support):** $1588352448.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $653786077.38
- **C.18.a - Value (excl. sponsor support):** $653786077.38
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1252105838.48
- **C.18.a - Value (excl. sponsor support):** $1252105838.48
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 5: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $225053822.40
- **C.18.a - Value (excl. sponsor support):** $225053822.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 6: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3152171618.76
- **C.18.a - Value (excl. sponsor support):** $3152171618.76
- **C.19 - Percentage of Net Assets:** 4.8700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 7: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3115767852.48
- **C.18.a - Value (excl. sponsor support):** $3115767852.48
- **C.19 - Percentage of Net Assets:** 4.8100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 8: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24297565.38
- **C.18.a - Value (excl. sponsor support):** $24297565.38
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 9: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2653985777.89
- **C.18.a - Value (excl. sponsor support):** $2653985777.89
- **C.19 - Percentage of Net Assets:** 4.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 10: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1465517942.47
- **C.18.a - Value (excl. sponsor support):** $1465517942.47
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 11: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1098338461.00
- **C.18.a - Value (excl. sponsor support):** $1098338461.00
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 12: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $45349837.44
- **C.18.a - Value (excl. sponsor support):** $45349837.44
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 13: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1244580212.50
- **C.18.a - Value (excl. sponsor support):** $1244580212.50
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 14: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2177198211.80
- **C.18.a - Value (excl. sponsor support):** $2177198211.80
- **C.19 - Percentage of Net Assets:** 3.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 15: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1072504443.40
- **C.18.a - Value (excl. sponsor support):** $1072504443.40
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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 16: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ045322
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $100.00            | $67.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $200.00            | $91.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $6715300.00        | $2402626.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $200.00            | $69.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $200.00            | $57.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $59.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $38823200.00       | $35852391.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $100.00            | $100.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $122900.00         | $122053.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $500.00            | $618.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $101124000.00      | $102378091.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $8923300.00        | $9009650.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $4000.00           | $4259.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $25903200.00       | $26422437.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $20.61             | $16.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $4654.19           | $3401.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $2.29              | $1.57              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $23.99             | $16.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $8.32              | $7.36              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $1.17              | $1.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.0000%  | 0.0000% | $2707246.79        | $2303750.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $38.52             | $18.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $34.92             | $16.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $16.60             | $7.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $2.58              | $1.03              | U.S. Treasuries (including strips) |

### Security 17: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ045397
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $3200.00           | $2109.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $525100.00         | $400054.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $6627600.00        | $4696701.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $200.00            | $199.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $400.00            | $408.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $200.00            | $203.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $178.44            | $119.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $0.06              | $0.05              | U.S. Treasuries (including strips) |

### Security 18: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ0453C0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $24000.00          | $22804.89          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $400.00            | $417.44            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $18700.00          | $19594.76          | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $82473300.00       | $86742823.36       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $298074400.00      | $313505280.22      | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | 0.0000% | $97023800.00       | $107599817.91      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $1147700.00        | $1163202.31        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $932900.00         | $946008.90         | U.S. Treasuries (including strips) |

### Security 19: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ0453N6
- **C.18 - Value (incl. sponsor support):** $448000000.00
- **C.18.a - Value (excl. sponsor support):** $448000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $500000.00         | $498999.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $5794600.00        | $5766554.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $78216300.00       | $78169370.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $200.00            | $195.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $105000.00         | $104862.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $1133900.00        | $1130827.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $157700.00         | $157048.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $63400.00          | $63049.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $545900.00         | $542488.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $330600.00         | $327862.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $290000.00         | $287392.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $12591200.00       | $12470324.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-17      | 0.0000%  | 0.0000% | $258000.00         | $257533.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-14      | 0.0000%  | 0.0000% | $100.00            | $99.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $174000.00         | $172841.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | 0.0000% | $3918000.00        | $3878036.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $357546300.00      | $248446806.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $443300.00         | $459602.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $21584300.00       | $27629388.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $25000000.00       | $29576527.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $38000000.00       | $47020249.45       | U.S. Treasuries (including strips) |

### Security 20: FIXED INCOME CLEARING CORPORATION - BNP

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNP 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ0453R7
- **C.18 - Value (incl. sponsor support):** $5900000000.00
- **C.18.a - Value (excl. sponsor support):** $5900000000.00
- **C.19 - Percentage of Net Assets:** 9.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-07      | 0.0000%  | 0.0000% | $20100000.00       | $20027157.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-21      | 0.0000%  | 0.0000% | $15067000.00       | $14609641.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | 0.0000% | $199999000.00      | $196523217.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $200.00            | $209.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $257200.00         | $265185.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $236900.00         | $221373.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $1780900.00        | $1808681.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $599200.00         | $615436.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $1503800.00        | $1538261.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $4496200.00        | $4661454.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $11962100.00       | $12200768.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $31123200.00       | $31172964.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $9600.00           | $10032.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $1000.00           | $1013.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $520000.00         | $482728.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $16165400.00       | $13915902.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $83.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $946200.00         | $758106.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $17679600.00       | $16168692.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $7760000.00        | $6888626.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $3830100.00        | $3139689.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $10282100.00       | $8320807.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $25800300.00       | $18950519.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $2230500.00        | $1735005.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $15011000.00       | $12006650.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $144.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $2447800.00        | $1779595.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $300.00            | $205.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $10000.00          | $7817.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $5684900.00        | $4219091.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $1595200.00        | $1191674.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $8050700.00        | $6222196.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $9446700.00        | $7524323.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $11194900.00       | $8609096.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $2750000.00        | $2280556.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $4020000.00        | $3076363.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $33554300.00       | $21921992.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $1980700.00        | $1337206.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $2100.00           | $1285.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $2917900.00        | $1895940.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $9802000.00        | $6465203.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $2668600.00        | $1477172.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $118833100.00      | $80197045.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $12515800.00       | $7312738.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $1000.00           | $722.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $6831000.00        | $4530955.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $36733000.00       | $28115478.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $1591500.00        | $952909.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $1242400.00        | $867590.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $18377400.00       | $10708322.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $202064900.00      | $146859325.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $999900.00         | $633282.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $3009500.00        | $2289736.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $3493900.00        | $2566883.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $4373900.00        | $3799318.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $1494700.00        | $1303621.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $87973900.00       | $83981091.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $68475000.00       | $57557322.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $355200.00         | $301650.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $64209500.00       | $60070337.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $10000.00          | $9189.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $950500.00         | $936327.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $64096000.00       | $60139151.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $425800.00         | $425119.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $151074300.00      | $152592943.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $5800.00           | $5943.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $96634800.00       | $90659564.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $19682900.00       | $18665183.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $295400.00         | $292354.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $3264400.00        | $3338176.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $2187600.00        | $2184837.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $800.00            | $815.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $150000000.00      | $151710793.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $17612300.00       | $17962367.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $276317000.00      | $281964804.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $1000.00           | $996.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $5565100.00        | $5574309.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $33340000.00       | $33127097.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $700.00            | $659.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $1317100.00        | $1294190.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $400.00            | $388.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $12298200.00       | $11902402.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $97880300.00       | $87162757.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $640000.00         | $564607.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $11457200.00       | $10940587.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $88.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $22594800.00       | $21508134.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $190.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $300000.00         | $288663.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $25000000.00       | $24939261.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $1100.00           | $1004.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $355750200.00      | $339441459.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $88.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $2697500.00        | $2668864.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $144782500.00      | $138117377.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $107919200.00      | $97790070.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $4179000.00        | $4093134.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $44068400.00       | $43764767.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $84000.00          | $82827.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $199475500.00      | $194690256.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $228367300.00      | $216271963.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $9891000.00        | $10249586.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $1000.00           | $986.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $7000000.00        | $7093852.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $197.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $203.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $139804900.00      | $142575531.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $400.00            | $426.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $2307600.00        | $2360885.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $4097800.00        | $4160878.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $10000.00          | $10137.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $21757800.00       | $22291609.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $14312900.00       | $14938498.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $99500.00          | $100555.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $21382900.00       | $21753590.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8049%  | 0.0000% | $48989300.00       | $49156635.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $100000200.00      | $102961671.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $4930200.00        | $5023900.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $19999900.00       | $20522405.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $676324000.00      | $692491431.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $7011000.00        | $7106819.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $2958700.00        | $3008018.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $100759500.00      | $104685386.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $16199400.00       | $17055456.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $59999700.00       | $62361148.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $40048900.00       | $41128229.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $38056800.00       | $38853441.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7829%  | 0.0000% | $512600.00         | $514634.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $98999400.00       | $102138390.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $800.00            | $828.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $1000.00           | $1024.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $649999000.00      | $663800795.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7819%  | 0.0000% | $21300.00          | $21386.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $800.00            | $820.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $1000.00           | $1029.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $3697600.00        | $3781512.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $58205900.00       | $59350529.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $224348700.00      | $227143978.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $2700000.00        | $2739323.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8129%  | 0.0000% | $29997000.00       | $30129639.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $4265000.00        | $4326483.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $407674700.00      | $412236154.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $165400.00         | $166514.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7219%  | 0.0000% | $200002000.00      | $200552705.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $7200.00           | $7340.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $500.00            | $506.93            | U.S. Treasuries (including strips) |

### Security 21: FIXED INCOME CLEARING CORPORATION - GS

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - GS 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ0453Y2
- **C.18 - Value (incl. sponsor support):** $9750000000.00
- **C.18.a - Value (excl. sponsor support):** $9750000000.00
- **C.19 - Percentage of Net Assets:** 15.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-31      | 0.0000%  | 0.0000% | $325000000.00      | $324054250.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-28      | 0.0000%  | 0.0000% | $81000.00          | $80538.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-28      | 0.0000%  | 0.0000% | $146000.00         | $145167.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | 0.0000% | $77700.00          | $77150.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $2761400.00        | $2870704.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $20633600.00       | $22366879.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $21781400.00       | $23611097.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $4739500.00        | $4975061.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $45612000.00       | $48012339.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $374980400.00      | $382462031.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $74500.00          | $70940.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $20000000.00       | $19044530.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $78493400.00       | $74743497.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $1780000.00        | $1860264.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $92845200.00       | $97031830.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $7400.00           | $6869.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $600200.00         | $501738.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $16500.00          | $14647.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $25900000.00       | $22342664.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $57715100.00       | $46706047.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $9410800.00        | $6806810.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $26607800.00       | $19245361.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $362392400.00      | $262117600.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $233965200.00      | $184094999.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $1745366400.00     | $1390189400.13     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $569868000.00      | $472587618.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $602500.00         | $453581.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $32019300.00       | $19603367.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $48960200.00       | $24701799.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $124520800.00      | $68927057.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $131275000.00      | $88593726.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $2400.00           | $1591.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $900078000.00      | $688920680.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $3500.00           | $2216.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $138211800.00      | $101540846.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $60600.00          | $45185.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $71736100.00       | $53489483.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $77842400.00       | $58042599.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $936500.00         | $876130.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $21814500.00       | $20045527.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $2700000.00        | $2816133.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $8195200.00        | $8182093.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1899900.00        | $1918998.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $4884000.00        | $4994379.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $64036300.00       | $66038933.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $49400.00          | $50409.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $407740000.00      | $416074036.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $435818400.00      | $430828731.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $97500.00          | $98285.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $62500.00          | $60952.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $4878300.00        | $4757514.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $1763000.00        | $1751741.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $92443000.00       | $87111782.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $60000.00          | $59530.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $1418900.00        | $1404003.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $11164500.00       | $11047286.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $55000.00          | $54012.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $13600.00          | $12110.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $1374900.00        | $1323320.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $59623500.00       | $57386730.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $254214400.00      | $224267735.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $679296000.00      | $652015600.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $139421400.00      | $133075657.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $33091400.00       | $30209056.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $128621600.00      | $122380484.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $1199800.00        | $1184450.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $1097400.00        | $1046880.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $29200.00          | $28600.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $419892800.00      | $411265299.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $1901600.00        | $1900653.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $152705400.00      | $152801918.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $1200900.00        | $1200196.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $119240200.00      | $119511373.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $875700.00         | $885131.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $852500.00         | $875879.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $15493700.00       | $15873963.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $58700.00          | $59909.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $76059400.00       | $77596194.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $50814400.00       | $51795330.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $112200.00         | $113532.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $27042100.00       | $27363347.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $3178800.00        | $3221654.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $25337500.00       | $25839731.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $6658000.00        | $6832038.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $33062100.00       | $34810904.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $4661400.00        | $4731452.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $537000.00         | $549622.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $700000.00         | $716453.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $6669900.00        | $6714731.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $2070500.00        | $2162980.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $1191400.00        | $1212639.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $1568800.00        | $1648505.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $180825200.00      | $185097280.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $157800.00         | $158778.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $550000.00         | $553411.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $73000.00          | $74044.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $352299600.00      | $357908980.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $51000.00          | $51821.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $9077000.00        | $9223167.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $31102600.00       | $32232902.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8279%  | 0.0000% | $34950000.00       | $35084207.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $328000.00         | $345333.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $61627100.00       | $64883780.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $870100.00         | $880952.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7209%  | 0.0000% | $7751000.00        | $7775413.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7209%  | 0.0000% | $34250800.00       | $34358681.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $313600000.00      | $328078927.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $8700000.00        | $9012386.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $576071200.00      | $588130079.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $372100.00         | $385262.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $6100000.00        | $6315774.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $3388800.00        | $3460756.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $16260000.00       | $16605257.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $2028000.00        | $2058997.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $286300.00         | $288774.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7819%  | 0.0000% | $49000.00          | $49199.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $28585000.00       | $29183810.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $810300.00         | $826959.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $758700.00         | $781153.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $464900.00         | $477021.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $101.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $1037200.00        | $1050123.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $396124000.00      | $401834409.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $27926300.00       | $28134883.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $21393300.00       | $21722212.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $942600.00         | $948949.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $13775000.00       | $14044252.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $21772000.00       | $21855217.39       | U.S. Treasuries (including strips) |

### Security 22: FIXED INCOME CLEARING CORPORATION - WFBK

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ045421
- **C.18 - Value (incl. sponsor support):** $7000000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000000.00
- **C.19 - Percentage of Net Assets:** 10.8100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 BOND 39 | 2039-11-15      | 4.3750%  | 0.0000% | $4000000.00        | $4091664.24        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41 | 2041-02-15      | 4.7500%  | 0.0000% | $1071579500.00     | $1119899790.37     | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42 | 2042-11-15      | 2.7500%  | 0.0000% | $123000000.00      | $98549020.96       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43 | 2043-02-15      | 3.1250%  | 0.0000% | $25000000.00       | $20898822.79       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44 | 2044-05-15      | 3.3750%  | 0.0000% | $65000000.00       | $56072323.62       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46 | 2046-02-15      | 2.5000%  | 0.0000% | $51461000.00       | $37221624.45       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46 | 2046-05-15      | 2.5000%  | 0.0000% | $38882000.00       | $28267926.34       | U.S. Treasuries (including strips) |
| 3 BOND 48     | 2048-02-15      | 3.0000%  | 0.0000% | $33027000.00       | $25525791.34       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49 | 2049-05-15      | 2.8750%  | 0.0000% | $369000000.00      | $277794885.68      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49 | 2049-08-15      | 2.2500%  | 0.0000% | $689570000.00      | $450515979.48      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49 | 2049-11-15      | 2.3750%  | 0.0000% | $597867400.00      | $403631165.57      | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40 | 2040-05-15      | 1.1250%  | 0.0000% | $64055000.00       | $42249399.73       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40 | 2040-11-15      | 1.3750%  | 0.0000% | $508592000.00      | $343234132.13      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51 | 2051-02-15      | 1.8750%  | 0.0000% | $28808700.00       | $16832362.99       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51 | 2051-11-15      | 1.8750%  | 0.0000% | $411779400.00      | $239939631.66      | U.S. Treasuries (including strips) |
| 4 BOND 52     | 2052-11-15      | 4.0000%  | 0.0000% | $704419000.00      | $641133794.67      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43 | 2043-08-15      | 4.3750%  | 0.0000% | $3920800.00        | $3862338.03        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53 | 2053-11-15      | 4.7500%  | 0.0000% | $323113000.00      | $332779057.50      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43 | 2043-11-15      | 4.7500%  | 0.0000% | $1167488500.00     | $1217704992.68     | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54 | 2054-11-15      | 4.5000%  | 0.0000% | $1600000000.00     | $1583502682.87     | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44 | 2044-11-15      | 4.6250%  | 0.0000% | $169540000.00      | $173371653.64      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55 | 2055-11-15      | 4.6250%  | 0.0000% | $22593000.00       | $22850679.78       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45 | 2045-11-15      | 4.6250%  | 0.0000% | $69000.00          | $70371.46          | U.S. Treasuries (including strips) |

### Security 23: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ045470
- **C.18 - Value (incl. sponsor support):** $301000000.00
- **C.18.a - Value (excl. sponsor support):** $301000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $7818500.00        | $2726928.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $376400.00         | $256195.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $335000.00         | $432331.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $122000.00         | $130542.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $302381200.00      | $303323623.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $146000.00         | $150437.04         | U.S. Treasuries (including strips) |

### Security 24: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES L 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ0454D7
- **C.18 - Value (incl. sponsor support):** $2650000000.00
- **C.18.a - Value (excl. sponsor support):** $2650000000.00
- **C.19 - Percentage of Net Assets:** 4.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 TRIN D 28 | 2028-07-15      | 0.7500%  | 0.0000% | $617662600.00      | $798361599.19      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32 | 2032-03-31      | 4.1250%  | 0.0000% | $1826771200.00     | $1904638466.64     | U.S. Treasuries (including strips) |

### Security 25: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERN 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ0454S4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $489800.00         | $269133.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $680402500.00      | $222783510.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $64900000.00       | $21001640.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $999900.00         | $315718.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $1927600.00        | $605439.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $16701200.00       | $5151518.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $49661200.00       | $14919565.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $16144500.00       | $13830281.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $17310800.00       | $14970051.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $81397500.00       | $75168843.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $25632000.00       | $21642747.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $5532300.00        | $5652503.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $8881800.00        | $8469312.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $35396044.80       | $28323561.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $34506302.43       | $25839561.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $101870754.65      | $74441544.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $107140652.28      | $72744860.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $22153430.12       | $14657462.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $11256071.01       | $7255021.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $32154828.53       | $26558570.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 0.0000%  | 0.0000% | $61049932.03       | $49390616.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 0.0000%  | 0.0000% | $34947409.71       | $27681109.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $13134998.23       | $9256876.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $16408845.80       | $15316394.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $671962.51         | $461884.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $11719473.81       | $10165705.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $4553242.45        | $2897601.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $13627031.52       | $8308428.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $47737158.62       | $28312765.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $40127078.39       | $24145105.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 0.0000%  | 0.0000% | $28978097.63       | $16958707.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $80088525.27       | $46209076.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $39208591.34       | $21990883.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 0.0000%  | 0.0000% | $28119246.64       | $15552755.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $43399506.89       | $23663233.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $35916216.68       | $9349494.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $20649040.37       | $6638521.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $82501441.96       | $26179357.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 0.0000%  | 0.0000% | $20543689.51       | $6439933.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $33100963.53       | $10100295.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $4938985.27        | $1490368.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $19769926.41       | $4915317.72        | U.S. Treasuries (including strips) |

### Security 26: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA (NE 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYJ0454V7
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $8897000.00        | $8992826.69        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $148686300.00      | $151206322.83      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | 0.0000% | $21431400.00       | $21755791.83       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $2856200.00        | $2923679.07        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $37192000.00       | $37271201.49       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $189368000.00      | $190408026.84      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $99479900.00       | $102779733.00      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $235927600.00      | $243338531.70      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $19100.00          | $19599.12          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $147424300.00      | $150327439.26      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | 0.0000% | $160433800.00      | $161976913.99      | U.S. Treasuries (including strips) |

### Security 27: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES L 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ045512
- **C.18 - Value (incl. sponsor support):** $1292000000.00
- **C.18.a - Value (excl. sponsor support):** $1292000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1278563400.00     | $1317840090.62     | U.S. Treasuries (including strips) |

### Security 28: FIXED INCOME CLEARING CORPORATION - CITI

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - CITI 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ05KA46
- **C.18 - Value (incl. sponsor support):** $9750000000.00
- **C.18.a - Value (excl. sponsor support):** $9750000000.00
- **C.19 - Percentage of Net Assets:** 15.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $466002000.00      | $401155445.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $39856700.00       | $32254105.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $1580000.00        | $1243219.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $344135600.00      | $226984974.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $393490000.00      | $301177674.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $2899000.00        | $2989661.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $624132800.00      | $668745588.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $203.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $476500.00         | $486239.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $12235800.00       | $12250210.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $602301600.00      | $567566670.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $700.00            | $677.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $578316000.00      | $511846304.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $2100.00           | $2070.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $87887000.00       | $84869417.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $426361000.00      | $438053791.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $128326600.00      | $132978930.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $181786600.00      | $182567100.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $49498000.00       | $51444236.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $800.00            | $815.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $366309000.00      | $371247330.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $203.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $1000.00           | $1023.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $6103200.00        | $6391631.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $2940800.00        | $3045848.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $558326000.00      | $571449690.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $200.00            | $203.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $343980000.00      | $349943176.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $116884800.00      | $117133709.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $431666900.00      | $440821504.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $800.00            | $829.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $131341600.00      | $133728847.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7209%  | 0.0000% | $1100.00           | $1103.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $231040000.00      | $243924904.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $19301000.00       | $19681083.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $144006200.00      | $146603997.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $363379200.00      | $366904809.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $650424000.00      | $656045740.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $135454000.00      | $138912796.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $243647000.00      | $249999950.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $121426800.00      | $123814680.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $1600.00           | $1623.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $1685606300.00     | $1698323680.89     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | 0.0000% | $150395600.00      | $152272982.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | 0.0000% | $156524000.00      | $159583484.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | 0.0000% | $246582000.00      | $250000465.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $128057600.00      | $128547064.45      | U.S. Treasuries (including strips) |

### Security 29: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYJ05R0C4
- **C.18 - Value (incl. sponsor support):** $4750000000.00
- **C.18.a - Value (excl. sponsor support):** $4750000000.00
- **C.19 - Percentage of Net Assets:** 7.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, 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

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $19538500.00       | $19289794.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-23      | 0.0000%  | 0.0000% | $28000000.00       | $27607272.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-18      | 0.0000%  | 0.0000% | $250000000.00      | $241763750.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $506900.00         | $538333.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $12528200.00       | $10508200.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $25454900.00       | $15584405.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $17713900.00       | $11683734.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $104817300.00      | $98060420.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $24147400.00       | $23787344.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $7285100.00        | $7588750.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $60686200.00       | $59897345.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $310061000.00      | $306511123.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $36000000.00       | $35235905.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $20241100.00       | $19998973.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $25000000.00       | $24551048.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $5940300.00        | $5749121.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $50860200.00       | $45291190.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $9331400.00        | $9005981.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $5000.00           | $4790.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $51846800.00       | $49508993.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $4358000.00        | $4160276.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $39599600.00       | $37889503.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $200.00            | $198.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $814100.00         | $807770.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $70599600.00       | $66753676.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $300.00            | $296.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $99315200.00       | $97907935.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $1722600.00        | $1721742.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $1923600.00        | $1924815.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $146600.00         | $143083.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $16104100.00       | $16184566.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $17958200.00       | $18020829.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $20099000.00       | $19833516.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $439800.00         | $450002.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $115699000.00      | $116614934.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $302332800.00      | $317151057.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $2440400.00        | $2496751.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $49997400.00       | $51783362.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $50446500.00       | $51632266.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $160691700.00      | $162897831.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $3913000.00        | $4059818.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $56720200.00       | $60404615.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $150801200.00      | $158462915.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $40669000.00       | $41666780.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $175000000.00      | $185722841.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $57877700.00       | $58491737.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $2420000.00        | $2461952.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8049%  | 0.0000% | $9598600.00        | $9631386.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $346900.00         | $349051.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $268096400.00      | $276035983.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $110601400.00      | $113245311.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $146579400.00      | $148913264.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $200.00            | $203.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $41110000.00       | $41930528.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $36353000.00       | $36908122.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $51376512.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $98299900.00       | $100073179.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $102.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $9879000.00        | $10088766.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $11257600.00       | $11429671.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $13242800.00       | $13520215.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $730084000.00      | $748726577.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $35208700.00       | $36250699.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $161807600.00      | $164989576.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $488700.00         | $496186.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $499999000.00      | $507657369.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $7524700.00        | $7648273.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8129%  | 0.0000% | $49800.00          | $50020.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $73314400.00       | $73867534.59       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Funds

**Date:** 2026-03-05

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer