# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001145549-25-045932
**Filing Date:** 2025-7
**Character Count:** 109732
**Document Hash:** 37e73d6c5012a54448c456c38e020985
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-045932.hdr.sgml**: 20250707

**ACCESSION NUMBER**: 0001145549-25-045932

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250707

**DATE AS OF CHANGE**: 20250707

**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:** 251108447

**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):** 2025-06-30

**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:** 14 days

- **WAL:** 14 days

- **Total Value of Portfolio Securities:** $54105491802.44

- **Amortized Cost of Portfolio Securities:** $54105102352.45

- **Cash:** $1004147768.84

- **Total Other Assets:** $596210173.86

- **Total Liabilities:** $2540598169.35

- **Net Assets of Series:** $53164862125.80

- **Number of Shares Outstanding (Series):** 53162008999.6600

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $55092493955.69           | $55092493955.69            | 100.0000%                 | 100.0000%                  |
| 2025-06-03 | $54674149728.76           | $54674149728.76            | 100.0000%                 | 100.0000%                  |
| 2025-06-04 | $54680559334.24           | $54680559334.24            | 100.0000%                 | 100.0000%                  |
| 2025-06-05 | $53097360452.78           | $53097360452.78            | 100.0000%                 | 100.0000%                  |
| 2025-06-06 | $52712890633.40           | $52712890633.40            | 100.0000%                 | 100.0000%                  |
| 2025-06-09 | $52721682116.08           | $52721682116.08            | 100.0000%                 | 100.0000%                  |
| 2025-06-10 | $54621172244.01           | $54621172244.01            | 100.0000%                 | 100.0000%                  |
| 2025-06-11 | $54627703023.62           | $54627703023.62            | 100.0000%                 | 100.0000%                  |
| 2025-06-12 | $52740627781.43           | $52740627781.43            | 100.0000%                 | 100.0000%                  |
| 2025-06-13 | $53255764352.76           | $53255764352.76            | 100.0000%                 | 100.0000%                  |
| 2025-06-16 | $55239144646.85           | $55239144646.85            | 100.0000%                 | 100.0000%                  |
| 2025-06-17 | $55245801438.43           | $55245801438.43            | 100.0000%                 | 100.0000%                  |
| 2025-06-18 | $56253706481.15           | $56253706481.15            | 100.0000%                 | 100.0000%                  |
| 2025-06-20 | $53417485810.33           | $53417485810.33            | 100.0000%                 | 100.0000%                  |
| 2025-06-23 | $53530830341.73           | $53530830341.73            | 100.0000%                 | 100.0000%                  |
| 2025-06-24 | $54078989783.43           | $54078989783.43            | 100.0000%                 | 100.0000%                  |
| 2025-06-25 | $53411332214.19           | $53411332214.19            | 100.0000%                 | 100.0000%                  |
| 2025-06-26 | $54093999857.43           | $54527742828.88            | 99.2000%                  | 100.0000%                  |
| 2025-06-27 | $54108049224.28           | $54700794732.95            | 98.9200%                  | 100.0000%                  |
| 2025-06-30 | $55698773191.62           | $55698773191.62            | 100.0000%                 | 100.0000%                  |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3500%             |
| 2025-06-03 | 4.3500%             |
| 2025-06-04 | 4.3500%             |
| 2025-06-05 | 4.3400%             |
| 2025-06-06 | 4.3200%             |
| 2025-06-09 | 4.3200%             |
| 2025-06-10 | 4.3200%             |
| 2025-06-11 | 4.3200%             |
| 2025-06-12 | 4.3200%             |
| 2025-06-13 | 4.3200%             |
| 2025-06-16 | 4.3200%             |
| 2025-06-17 | 4.3200%             |
| 2025-06-18 | 4.3200%             |
| 2025-06-20 | 4.3200%             |
| 2025-06-23 | 4.3200%             |
| 2025-06-24 | 4.3200%             |
| 2025-06-25 | 4.3300%             |
| 2025-06-26 | 4.3400%             |
| 2025-06-27 | 4.3600%             |
| 2025-06-30 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0001                      |
|  |  |
| 2025-06-03 | 1.0001                      |
|  |  |
| 2025-06-04 | 1.0001                      |
|  |  |
| 2025-06-05 | 1.0001                      |
|  |  |
| 2025-06-06 | 1.0001                      |
|  |  |
| 2025-06-09 | 1.0001                      |
|  |  |
| 2025-06-10 | 1.0001                      |
|  |  |
| 2025-06-11 | 1.0001                      |
|  |  |
| 2025-06-12 | 1.0001                      |
|  |  |
| 2025-06-13 | 1.0001                      |
|  |  |
| 2025-06-16 | 1.0001                      |
|  |  |
| 2025-06-17 | 1.0001                      |
|  |  |
| 2025-06-18 | 1.0001                      |
|  |  |
| 2025-06-20 | 1.0001                      |
|  |  |
| 2025-06-23 | 1.0001                      |
|  |  |
| 2025-06-24 | 1.0001                      |
|  |  |
| 2025-06-25 | 1.0001                      |
|  |  |
| 2025-06-26 | 1.0001                      |
|  |  |
| 2025-06-27 | 1.0001                      |
|  |  |
| 2025-06-30 | 1.0001                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $2000000000.00

- **Net Assets of Class:** $53164862125.80

- **Number of Shares Outstanding:** 53162008999.6600

- **Expense Reimbursement/Waiver:** 4548138.71

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0001          |
|  |  |
| 2025-06-03 | 1.0001          |
|  |  |
| 2025-06-04 | 1.0001          |
|  |  |
| 2025-06-05 | 1.0001          |
|  |  |
| 2025-06-06 | 1.0001          |
|  |  |
| 2025-06-09 | 1.0001          |
|  |  |
| 2025-06-10 | 1.0001          |
|  |  |
| 2025-06-11 | 1.0001          |
|  |  |
| 2025-06-12 | 1.0001          |
|  |  |
| 2025-06-13 | 1.0001          |
|  |  |
| 2025-06-16 | 1.0001          |
|  |  |
| 2025-06-17 | 1.0001          |
|  |  |
| 2025-06-18 | 1.0001          |
|  |  |
| 2025-06-20 | 1.0001          |
|  |  |
| 2025-06-23 | 1.0001          |
|  |  |
| 2025-06-24 | 1.0001          |
|  |  |
| 2025-06-25 | 1.0001          |
|  |  |
| 2025-06-26 | 1.0001          |
|  |  |
| 2025-06-27 | 1.0001          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $500000000.00           |
| 2025-06-05 | $500000000.00             | $0.00                   |
| 2025-06-06 | $0.00                     | $400000000.00           |
| 2025-06-13 | $500000000.00             | $0.00                   |

**Total Gross Subscriptions (Month):** $1000000000.00

**Total Gross Redemptions (Month):** $900000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2600%           |
| 2025-06-03 | 4.2600%           |
| 2025-06-04 | 4.2600%           |
| 2025-06-05 | 4.2500%           |
| 2025-06-06 | 4.2300%           |
| 2025-06-09 | 4.2300%           |
| 2025-06-10 | 4.2300%           |
| 2025-06-11 | 4.2300%           |
| 2025-06-12 | 4.2300%           |
| 2025-06-13 | 4.2300%           |
| 2025-06-16 | 4.2300%           |
| 2025-06-17 | 4.2300%           |
| 2025-06-18 | 4.2300%           |
| 2025-06-20 | 4.2300%           |
| 2025-06-23 | 4.2300%           |
| 2025-06-24 | 4.2300%           |
| 2025-06-25 | 4.2400%           |
| 2025-06-26 | 4.2500%           |
| 2025-06-27 | 4.2700%           |
| 2025-06-30 | 4.2800%           |

**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: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3900208605.94
- **C.18.a - Value (excl. sponsor support):** $3900208605.94
- **C.19 - Percentage of Net Assets:** 7.3400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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 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: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $989077340.00
- **C.18.a - Value (excl. sponsor support):** $989077340.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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

### 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: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1722198927.04
- **C.18.a - Value (excl. sponsor support):** $1722198927.04
- **C.19 - Percentage of Net Assets:** 3.2400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **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 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: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2096136000.00
- **C.18.a - Value (excl. sponsor support):** $2096136000.00
- **C.19 - Percentage of Net Assets:** 3.9400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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 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: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2041063500.41
- **C.18.a - Value (excl. sponsor support):** $2041063500.41
- **C.19 - Percentage of Net Assets:** 3.8400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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: 912797PG6, C.4 - ISIN: US912797PG65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2254842774.25
- **C.18.a - Value (excl. sponsor support):** $2254842774.25
- **C.19 - Percentage of Net Assets:** 4.2400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2647400000.00
- **C.18.a - Value (excl. sponsor support):** $2647400000.00
- **C.19 - Percentage of Net Assets:** 4.9800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1858138008.87
- **C.18.a - Value (excl. sponsor support):** $1858138008.87
- **C.19 - Percentage of Net Assets:** 3.5000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $41997280.54
- **C.18.a - Value (excl. sponsor support):** $41997280.54
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **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: 912797PZ4, C.4 - ISIN: US912797PZ47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1124393041.96
- **C.18.a - Value (excl. sponsor support):** $1124393041.96
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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: 912797QA8, C.4 - ISIN: US912797QA86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2446542785.57
- **C.18.a - Value (excl. sponsor support):** $2446542785.57
- **C.19 - Percentage of Net Assets:** 4.6000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **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: 912797QB6, C.4 - ISIN: US912797QB69, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2642269406.68
- **C.18.a - Value (excl. sponsor support):** $2642269406.68
- **C.19 - Percentage of Net Assets:** 4.9700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **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: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1913104921.85
- **C.18.a - Value (excl. sponsor support):** $1913104921.85
- **C.19 - Percentage of Net Assets:** 3.6000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **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: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1362119209.33
- **C.18.a - Value (excl. sponsor support):** $1362119209.33
- **C.19 - Percentage of Net Assets:** 2.5600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 15: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.390000%
- **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: BYDM7EHZ0
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2027-08-31      | 0.5000%  | 0.0000% | $375125000.00      | $350644195.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $20548300.00       | $19090508.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $2608700.00        | $2434576.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $200.00            | $185.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $414300.00         | $399839.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $8085800.00        | $7463476.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $2300.00           | $2335.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $125868000.00      | $128410768.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $217694300.00      | $217609784.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $152619000.00      | $151666504.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $69615000.00       | $69805893.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $282264900.00      | $293733036.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $11105100.00       | $10777216.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1500.00           | $1526.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $400.00            | $404.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $19566300.00       | $19986829.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $104.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $150000400.00      | $151533576.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $106173300.00      | $106439264.12      | U.S. Treasuries (including strips) |

### Security 16: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 4.390000%
- **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: BYDM7EJ39
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 2.6300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2027-07-31      | 0.3750%  | 0.0000% | $1000.00           | $934.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $1751700.00        | $1627692.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $92629100.00       | $81670174.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $20788000.00       | $19273135.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $7630100.00        | $7095272.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $14724000.00       | $16175572.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $5459700.00        | $5506919.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $426800.00         | $430068.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $8986000.00        | $9179869.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $383536900.00      | $390129419.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $48500000.00       | $50421132.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $261076900.00      | $166422947.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $3518100.00        | $1795479.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $127780500.00      | $64368021.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $59332700.00       | $29476366.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | 0.0000% | $134102800.00      | $57267259.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $31152700.00       | $13127872.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $3056000.00        | $1201374.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $2030700.00        | $756480.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $4994800.00        | $1814066.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $51800.00          | $17840.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $906900.00         | $303698.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $200.00            | $66.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $8203100.00        | $2400382.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $300.00            | $145.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $100.00            | $28.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $825400.00         | $231161.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $4149900.00        | $1099486.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | 0.0000% | $6600000.00        | $1730150.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | 0.0000% | $208000.00         | $52885.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $3000.00           | $751.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $10191100.00       | $2512024.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $8303800.00        | $1981112.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $228765900.00      | $128648197.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $90000.00          | $116517.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $45771000.00       | $45985688.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $14010000.00       | $14639160.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $7900000.00        | $8028897.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $78455400.00       | $78663502.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $99993.20          | $76005.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $65.28             | $46.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $1724000.00        | $1154500.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $4749479.37        | $3095430.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $496.65            | $306.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $171.82            | $103.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $8540010.00        | $4993249.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $22564124.16       | $17779085.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $25239999.77       | $17593642.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $105.74            | $66.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $24353131.53       | $21192582.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $6615000.96        | $5638633.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | 0.0000% | $60198900.00       | $50762602.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $17486119.58       | $10366331.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $0.32              | $0.18              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $5.12              | $2.82              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $4.08              | $2.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $13274992.28       | $6897898.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 0.0000%  | 0.0000% | $1.59              | $0.81              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $12188246.52       | $6147849.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $94.55             | $46.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $37.82             | $18.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $154150369.68      | $71979127.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $5157000.00        | $2170833.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $9767359.68        | $3999890.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $5.12              | $1.90              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $5.55              | $1.75              | U.S. Treasuries (including strips) |

### Security 17: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 4.390000%
- **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: BYDM7EJ70
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 5.6400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2028-12-31      | 1.3750%  | 0.0000% | $300.00            | $276.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $26792400.00       | $25190787.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $92430800.00       | $88495563.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $482100.00         | $493923.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $1246574100.00     | $1284731326.82     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $1624310300.00     | $1661078428.34     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $7700.00           | $9655.85           | U.S. Treasuries (including strips) |

### Security 18: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW 4.390000%
- **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: BYDM7EJC9
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2027-09-30      | 4.1250%  | 0.0000% | $75096800.00       | $76500069.92       | U.S. Treasuries (including strips) |

### Security 19: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.380000%
- **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: BYDM7EJX3
- **C.18 - Value (incl. sponsor support):** $1101000000.00
- **C.18.a - Value (excl. sponsor support):** $1101000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2031-08-15      | 1.2500%  | 0.0000% | $140061300.00      | $120147608.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $336193700.00      | $316096504.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $382608000.00      | $379285442.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $213402600.00      | $221567237.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $83445300.00       | $85923252.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNP 4.390000%
- **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: BYDM7EJY1
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 6.8700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | 0.0000% | $200.00            | $192.12            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $85.98             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $64196000.00       | $60381334.76       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | 0.0000% | $500.00            | $464.72            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  | 0.0000% | $200.00            | $196.82            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $219178100.00      | $204548529.50      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | 0.0000% | $100335000.00      | $97036264.03       | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $2000.00           | $1850.66           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $47121600.00       | $43646222.73       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $110700.00         | $102673.02         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $51557900.00       | $47876109.73       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $92.30             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $2745900.00        | $2426846.75        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $177748100.00      | $167529900.84      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $199984100.00      | $197268000.75      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.51             | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $199308600.00      | $185577338.64      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $349999000.00      | $355353857.30      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | 0.0000% | $25453000.00       | $25546743.40       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | 0.0000% | $23580000.00       | $23975429.29       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | 0.0000% | $174847000.00      | $176003783.91      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $21532800.00       | $21475522.04       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $667100.00         | $698883.52         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $1000.00           | $1043.46           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $275700.00         | $284222.99         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | 0.0000% | $310600.00         | $319307.69         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 4.4850%  | 0.0000% | $22228000.00       | $22422122.73       | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $61584800.00       | $61753673.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $4131900.00        | $4316771.29        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $103.81            | U.S. Treasuries (including strips) |
| BILL 08/07/25    | 2025-08-07      | 0.0000%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | 0.0000% | $4000.00           | $4288.25           | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | 0.0000% | $12428700.00       | $13348710.28       | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | 0.0000% | $6898900.00        | $7354192.91        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | 0.0000% | $54030200.00       | $54515594.78       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $150044800.00      | $152899991.70      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  | 0.0000% | $1000.00           | $930.36            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $697000.00         | $676369.32         | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | 0.0000% | $500000.00         | $453098.40         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | 0.0000% | $200.00            | $164.86            | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | 0.0000% | $12600.00          | $10061.49          | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $15993400.00       | $12343954.42       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $11575400.00       | $8923669.75        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $36749900.00       | $31825804.64       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.32             | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $50000000.00       | $38530950.00       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | 0.0000% | $900.00            | $679.58            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | 0.0000% | $3979300.00        | $2931537.38        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | 0.0000% | $51199700.00       | $36416324.22       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $54433600.00       | $40881040.44       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $50494900.00       | $39988009.57       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $400.00            | $253.09            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $44771600.00       | $28786471.06       | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $400.00            | $232.42            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $67398300.00       | $37456318.78       | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $58070300.00       | $39906258.58       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.62             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $155556200.00      | $114005434.71      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | 0.0000% | $11630400.00       | $8190124.77        | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | 0.0000% | $5956000.00        | $4932244.01        | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $900.00            | $656.81            | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.59             | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $65499000.00       | $54116495.09       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.49             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $860100.00         | $795129.29         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $50400000.00       | $49063555.80       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $22368000.00       | $20702086.12       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $62637000.00       | $58166991.11       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $33200000.00       | $31711478.00       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | 0.0000% | $1600.00           | $1648.29           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $97.79             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $58577000.00       | $57741078.39       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $800.00            | $788.32            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $271000.00         | $263410.20         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | 0.0000% | $50204600.00       | $49698829.87       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $2132500.00        | $2033069.52        | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26  | 2026-05-31      | 2.1250%  | 0.0000% | $2000.00           | $1968.70           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $400.00            | $389.32            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $2155000.00        | $1986663.25        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | 0.0000% | $100000.00         | $97066.10          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $90.93             | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 4.4220%  | 0.0000% | $200.00            | $201.69            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $4814100.00        | $4761298.79        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | 0.0000% | $4801100.00        | $4849586.62        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $91186200.00       | $91415276.06       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $31059900.00       | $30988530.13       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 4.4450%  | 0.0000% | $200.00            | $201.71            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $50897000.00       | $51701408.56       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $48968000.00       | $49294200.33       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $300459000.00      | $304665200.66      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | 0.0000% | $426014000.00      | $438629126.57      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $7892300.00        | $8210686.85        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $104.71            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | 0.0000% | $15758900.00       | $16093071.76       | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $2000.00           | $2036.25           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $22881600.00       | $23076296.90       | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 4.4000%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - GS 4.310000%
- **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: BYDM7EK29
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2034-02-15      | 4.0000%  | 0.0000% | $92432000.00       | $92685460.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $14500000.00       | $14834299.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-24      | 0.0000%  | 0.0000% | $4458900.00        | $4447057.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100000.00         | $99624.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $2439600.00        | $2430447.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $1003100.00        | $1004821.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $604000.00         | $612455.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $3616700.00        | $3637731.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $10700.00          | $10765.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $714170400.00      | $718550717.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $181644000.00      | $181686686.34      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - GS 4.390000%
- **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: BYDM7EK37
- **C.18 - Value (incl. sponsor support):** $5250000000.00
- **C.18.a - Value (excl. sponsor support):** $5250000000.00
- **C.19 - Percentage of Net Assets:** 9.8700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2027-11-30      | 0.6250%  | 0.0000% | $55160900.00       | $51269149.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $245523600.00      | $228379358.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $68388700.00       | $63626316.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $15421200.00       | $14319959.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $49526900.00       | $45715062.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $857542400.00      | $825225914.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $310527200.00      | $309701187.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $636000000.00      | $655673816.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $1078316800.00     | $1034915087.96     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $4317500.00        | $2852036.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $30420000.00       | $19558926.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $831660800.00      | $534726915.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $26814100.00       | $12853834.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $137726000.00      | $113791789.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $473248000.00      | $439475265.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $603933000.00      | $602214836.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $5400000.00        | $5573178.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $392885600.00      | $395127405.23      | U.S. Treasuries (including strips) |

### Security 23: FIXED INCOME CLEARING CORPORATION - WFBK

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 4.390000%
- **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: BYDM7EK86
- **C.18 - Value (incl. sponsor support):** $4750000000.00
- **C.18.a - Value (excl. sponsor support):** $4750000000.00
- **C.19 - Percentage of Net Assets:** 8.9300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | 0.0000% | $5501600.00        | $5284878.88        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $170.78            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | 0.0000% | $78107500.00       | $73010174.01       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | 0.0000% | $2030200.00        | $1886039.16        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $1272800.00        | $1091125.30        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.94             | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  | 0.0000% | $1000.00           | $979.40            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $912200.00         | $791603.00         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  | 0.0000% | $17999700.00       | $17595023.71       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | 0.0000% | $1900.00           | $1850.63           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $92.62             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $500300.00         | $464573.18         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $107778800.00      | $104111713.63      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $113418100.00      | $97072255.07       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | 0.0000% | $4996900.00        | $4822491.15        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $7728900.00        | $7270424.60        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $300.00            | $265.14            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $58314700.00       | $54962364.77       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $74000000.00       | $72160214.44       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $20600.00          | $20054.05          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $357065600.00      | $333882669.59      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $49968700.00       | $49541868.76       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AR 25 | 2025-08-15      | 3.1250%  | 0.0000% | $4000300.00        | $4039410.96        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $12400.00          | $11545.71          | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $1300.00           | $1296.81           | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | 0.0000% | $700.00            | $710.63            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $400.00            | $406.12            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $300.00            | $303.08            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $61691000.00       | $61887855.98       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | 0.0000% | $338740100.00      | $339987679.79      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | 0.0000% | $2700.00           | $2723.93           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $94883500.00       | $92541916.22       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | 0.0000% | $42954200.00       | $43238384.04       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $11304900.00       | $11301221.72       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $43476300.00       | $41553593.24       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $10499000.00       | $10581616.63       | U.S. Treasuries (including strips) |
| 4 3/4 NOTE BE 25 | 2025-07-31      | 4.7500%  | 0.0000% | $700.00            | $713.86            | U.S. Treasuries (including strips) |
| TRFR BF 07/31/25 | 2025-07-31      | 4.3650%  | 0.0000% | $299700.00         | $301953.72         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $72810600.00       | $72616921.40       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | 0.0000% | $37791300.00       | $38568463.27       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | 0.0000% | $3935000.00        | $4039998.68        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $6324000.00        | $6568051.49        | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $10100.00          | $10324.81          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | 0.0000% | $3628500.00        | $3693769.02        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $100700000.00      | $102867179.60      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  | 0.0000% | $1000.00           | $1013.85           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $103989600.00      | $108642348.44      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $4700.00           | $4790.28           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | 0.0000% | $128753900.00      | $133985040.14      | U.S. Treasuries (including strips) |
| BILL 10/09/25    | 2025-10-09      | 0.0000%  | 0.0000% | $52997500.00       | $52383258.98       | U.S. Treasuries (including strips) |
| BILL 09/30/25    | 2025-09-30      | 0.0000%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | 0.0000% | $500.00            | $528.35            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | 0.0000% | $200.00            | $207.81            | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $106.60            | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $91.18             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | 0.0000% | $1000.00           | $981.89            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $191.95            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | 0.0000% | $800.00            | $821.21            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $1375700.00        | $1334980.31        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $76.16             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.09             | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.22             | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | 0.0000% | $28260800.00       | $21449236.30       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $14441400.00       | $10396400.32       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $27088000.00       | $19457357.80       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $2899100.00        | $1834309.52        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $32027800.00       | $20592682.36       | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $1011900.00        | $598842.99         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $20037200.00       | $9927425.97        | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $12463400.00       | $6556810.90        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $19180400.00       | $12194586.64       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $32271100.00       | $20456416.32       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $26089700.00       | $17410289.30       | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $31400.00          | $21578.27          | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $33387100.00       | $20572125.53       | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $95679100.00       | $69825061.48       | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $25690900.00       | $22501991.35       | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $1542100.00        | $1409561.13        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $332953800.00      | $275092637.82      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $93218100.00       | $84487942.20       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $101331900.00      | $82755964.09       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $78076900.00       | $70640488.07       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $92906300.00       | $89758133.61       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $13297400.00       | $13199856.92       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $30485600.00       | $28182761.92       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $56900.00          | $55752.43          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $46820400.00       | $45578875.16       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $335695400.00      | $330075607.23      | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $53796500.00       | $49957382.01       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $191.03            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $117168500.00      | $115006887.64      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $20018900.00       | $19760554.65       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $300.00            | $302.78            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $11000200.00       | $10843221.92       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $1000.00           | $971.99            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | 0.0000% | $900.00            | $897.44            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | 0.0000% | $200.00            | $198.41            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | 0.0000% | $8000.00           | $7848.59           | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $336098400.00      | $328628192.94      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $5000000.00        | $4866483.07        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $291.20            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $479200.00         | $492247.92         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $226814700.00      | $230004804.98      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $10052100.00       | $10029002.14       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $31100.00          | $31443.98          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $184391600.00      | $187305842.12      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $260958300.00      | $262696673.72      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $112698200.00      | $114275890.28      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | 0.0000% | $71475100.00       | $73759583.57       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $103.63            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $171964200.00      | $178901485.69      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $27939800.00       | $29254952.31       | U.S. Treasuries (including strips) |

### Security 24: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.390000%
- **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: BYDM7EKB9
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 NOTE E 30 | 2030-08-15      | 0.6250%  | 0.0000% | $17931200.00       | $15300061.80       | U.S. Treasuries (including strips) |

### Security 25: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERN 4.390000%
- **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: BYDM7EKU7
- **C.18 - Value (incl. sponsor support):** $1650000000.00
- **C.18.a - Value (excl. sponsor support):** $1650000000.00
- **C.19 - Percentage of Net Assets:** 3.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2027-05-31      | 0.5000%  | 0.0000% | $19800.00          | $18621.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $39417400.00       | $46249941.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $3845500.00        | $3334127.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $125144600.00      | $137547657.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $129990400.00      | $120251343.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $1468000.00        | $1259282.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $20824700.00       | $17803322.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $16639400.00       | $17413840.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $584100.00         | $649178.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $880600.00         | $856811.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $44512700.00       | $45845582.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $600700.00         | $605794.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $49100.00          | $50529.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $406500.00         | $415177.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $6554600.00        | $6674901.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $1261900.00        | $1347692.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-07      | 0.0000%  | 0.0000% | $16752300.00       | $16676747.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $23090300.00       | $22837230.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-22      | 0.0000%  | 0.0000% | $8933900.00        | $8911386.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-26      | 0.0000%  | 0.0000% | $34765300.00       | $34525767.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $31200.00          | $30688.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $25471800.00       | $24537239.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-07      | 0.0000%  | 0.0000% | $10900.00          | $10774.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $20349200.00       | $20081201.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $140119000.00      | $148958407.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $474900.00         | $431653.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $266200.00         | $258682.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $482900.00         | $461680.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $64874500.00       | $64172184.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $34733600.00       | $24169382.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $1070500.00        | $673200.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $30714400.00       | $22031327.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $11734200.00       | $7196238.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $1711100.00        | $1178070.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $241715600.00      | $152397999.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $960900.00         | $530712.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $49427800.00       | $30275856.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $17599200.00       | $10711446.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $40680200.00       | $34383772.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $18710100.00       | $15960520.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $19863400.00       | $17878436.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $132765600.00      | $122052404.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $40968400.00       | $40111064.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $64062000.00       | $60838720.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $114700000.00      | $113642179.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 2.7500%  | 0.0000% | $680500.00         | $684551.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | 0.0000% | $8444600.00        | $8479244.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $8732200.00        | $8472840.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.4450%  | 0.0000% | $359100.00         | $362162.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $2099000.00        | $2133887.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $815400.00         | $819925.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $112908700.00      | $113548444.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $22673300.00       | $22870404.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $127950800.00      | $129379842.69      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA (NE 4.400000%
- **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: BYDM7EL10
- **C.18 - Value (incl. sponsor support):** $3175000000.00
- **C.18.a - Value (excl. sponsor support):** $3175000000.00
- **C.19 - Percentage of Net Assets:** 5.9700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 | 2030-07-15      | 0.1250%  | 0.0000% | $10888900.00       | $12785772.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $26101700.00       | $32142545.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $48561600.00       | $45113328.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $87043100.00       | $80646041.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $85114900.00       | $79907393.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $218047000.00      | $263636028.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $6503900.00        | $6304952.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $24999900.00       | $21467104.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $66765000.00       | $57330277.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $216474600.00      | $200508866.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $5919800.00        | $5497062.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $97500.00          | $91716.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $352000.00         | $369031.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $6865300.00        | $7631459.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $200.00            | $206.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $436263100.00      | $479372423.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $58726200.00       | $59102942.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $45400.00          | $46910.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $3200.00           | $3221.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $1655000.00        | $1769312.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $53331200.00       | $54997251.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $10149200.00       | $10462952.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $54613400.00       | $54623285.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $5393100.00        | $5527380.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $75687900.00       | $78862642.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $879500.00         | $896947.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $189336600.00      | $193701783.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $24900000.00       | $25648830.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $230948200.00      | $299064924.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $14935700.00       | $14605888.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $30449300.00       | $38912753.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $38900.00          | $48801.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $5899400.00        | $7102947.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $56644000.00       | $76219154.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $138089000.00      | $183104354.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $336200.00         | $440694.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $6269100.00        | $7933095.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $22247000.00       | $21696173.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $18866000.00       | $22178737.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $9499900.00        | $9671719.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $31463600.00       | $32032666.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $400.00            | $412.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $95657200.00       | $95897508.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $64731000.00       | $64141169.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $14238000.00       | $14287807.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $387668100.00      | $401097952.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $700.00            | $729.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $3006500.00        | $3093277.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $38726100.00       | $39447810.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $110182000.00      | $112066934.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $51.45             | $40.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $5702317.78        | $3828479.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $1660.00           | $1219.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $3800258.47        | $3439895.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $5795850.00        | $5199080.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $8209920.00        | $4538115.38        | U.S. Treasuries (including strips) |

### Security 27: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES L 4.390000%
- **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: BYDM7EL51
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; 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 | 2025-07-31      | 0.2500%  | 0.0000% | $50607800.00       | $50477227.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $8626200.00        | $8401299.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $7037300.00        | $6791061.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $218879000.00      | $203536791.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $1382200.00        | $1390576.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $35375000.00       | $35355990.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $149687700.00      | $149068137.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $48706000.00       | $49745760.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $4257500.00        | $4242264.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $993100.00         | $990907.24         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Funds

**Date:** 2025-07-07

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer