# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001410368-26-031785
**Filing Date:** 2026-3
**Character Count:** 98048
**Document Hash:** 38efb862d745954e88787fdcc4e512a5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031785.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031785

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**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:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 26795956

**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

### iShares Enhanced Roll Yield Index Fund (Series ID: S000087850)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000253864 | iShares Enhanced Roll Yield Index Fund |  |

## Nport-Ex

January 31, 2026

2026 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **BlackRock Funds**<sup>SM</sup> |
| • iShares Enhanced Roll Yield Index Fund |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Not FDIC Insured • May Lose Value • No Bank Guarantee**<br>

------

Consolidated Schedule of Investments (unaudited)

January 31, 2026

**iShares Enhanced Roll Yield Index Fund** 

**(Percentages shown are based on Net Assets)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br>*(000)*<br>| *Value* |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Certificates of Deposit — 18.2%** | **Certificates of Deposit — 18.2%** |  |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.28%, 02/09/26 | $3690 | &nbsp;&nbsp; $3690514 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/02/26 | 2880 | &nbsp;&nbsp; 2885098 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/14/26 | 1490 | &nbsp;&nbsp; 1491681 |
| &nbsp;&nbsp;&nbsp; Bank of America NA, Series GLOB, Class BN, 3.79%, <br> 08/24/26<br>| 4260 | &nbsp;&nbsp; 4259686 |
| &nbsp;&nbsp;&nbsp; Bank of Montreal, (1-day SOFR + 0.38%), 4.03%, <br> 02/19/27<sup>(a)</sup><br>| 3500 | &nbsp;&nbsp; 3500230 |
| Barclays Bank PLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.33%), 3.98%, 08/10/26 | 4000 | &nbsp;&nbsp; 4000753 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.40%), 4.04%, 11/13/26 | 4000 | &nbsp;&nbsp; 4001831 |
| BNP Paribas SA, 4.32%, 07/14/26 | 2850 | &nbsp;&nbsp; 2855709 |
| Canadian Imperial Bank of Commerce, 3.75%, 02/05/27 | 2730 | &nbsp;&nbsp; 2728925 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/17/26 | 1420 | &nbsp;&nbsp; 1423373 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/15/26 | 4000 | &nbsp;&nbsp; 4000517 |
| &nbsp;&nbsp;&nbsp; 4.02%, 11/17/26 | 1000 | &nbsp;&nbsp; 1001219 |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/22/27 | 2220 | &nbsp;&nbsp; 2220469 |
| &nbsp;&nbsp;&nbsp; Mizuho Bank Ltd., (1-day SOFR + 0.35%), 3.99%, <br> 02/06/26<sup>(a)</sup><br>| 1000 | &nbsp;&nbsp; 1000050 |
| &nbsp;&nbsp;&nbsp; MUFG Bank Ltd., (1-day SOFR + 0.28%), 3.93%, <br> 07/02/26<sup>(a)</sup><br>| 1840 | &nbsp;&nbsp; 1840600 |
| Natixis SA, 3.80%, 07/08/26 | 4260 | &nbsp;&nbsp; 4259707 |
| Nordea Bank Abp |  |  |
| &nbsp;&nbsp;&nbsp; 3.97%, 08/14/26 | 4100 | &nbsp;&nbsp; 4104191 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.25%), 3.90%, 03/17/26<sup>(a)</sup> | 3760 | &nbsp;&nbsp; 3760947 |
| &nbsp;&nbsp;&nbsp; Oversea-Chinese Banking Corp. Ltd., (1-day SOFR + <br> 0.28%), 3.92%, 08/14/26<sup>(a)</sup><br>| 4000 | &nbsp;&nbsp; 4000577 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.74%, 10/05/26 | 2080 | &nbsp;&nbsp; 2080073 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.38%), 4.03%, 05/01/26<sup>(a)</sup> | 3980 | &nbsp;&nbsp; 3982027 |
| &nbsp;&nbsp;&nbsp; Standard Chartered Bank, (1-day SOFR + 0.44%), <br> 4.09%, 11/23/26<sup>(a)</sup><br>| 3090 | &nbsp;&nbsp; 3091889 |
| Sumitomo Mitsui Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/10/26 | 2740 | &nbsp;&nbsp; 2741572 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.23%), 3.88%, 02/23/26<sup>(a)</sup> | 2000 | &nbsp;&nbsp; 2000133 |
| Svenska Handelsbanken AB |  |  |
| &nbsp;&nbsp;&nbsp; 3.94%, 11/17/26 | 1000 | &nbsp;&nbsp; 1001270 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.34%), 3.98%, 11/25/26<sup>(a)</sup> | 2750 | &nbsp;&nbsp; 2751596 |
| Swedbank AB, 4.36%, 04/09/26 | 2250 | &nbsp;&nbsp; 2252231 |
| &nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, (1-day SOFR + 0.40%), 4.05%, <br> 12/14/26<sup>(a)</sup><br>| 3100 | &nbsp;&nbsp; 3102229 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.89%, 08/12/26 | 3000 | &nbsp;&nbsp; 3001252 |
| &nbsp;&nbsp;&nbsp; 3.91%, 08/14/26 | 4000 | &nbsp;&nbsp; 4002178 |
|  |  | &nbsp;&nbsp; 87032527 |
| **Commercial Paper — 4.8%** | **Commercial Paper — 4.8%** |  |
| Aquitaine Funding Co. LLC, 4.18%, 03/02/26<sup>(b)(c)</sup> | 1850 | &nbsp;&nbsp; 1843961 |
| &nbsp;&nbsp;&nbsp; Australia & New Zealand Banking Group Ltd., 4.37%, <br> 06/22/26<sup>(b)(c)</sup><br>| 3960 | &nbsp;&nbsp; 3902391 |
| CDP Financial, Inc., 4.47%, 03/09/26<sup>(b)(c)</sup> | 1630 | &nbsp;&nbsp; 1623601 |
| Intrepid Funding Co. LLC, 3.93%, 07/24/26<sup>(b)(c)</sup> | 4420 | &nbsp;&nbsp; 4340824 |
| Macquarie Bank Ltd.<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/19/26<sup>(b)</sup> | 930 | &nbsp;&nbsp; 925400 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.40%), 4.05%, 01/07/27<sup>(a)</sup> | 3090 | &nbsp;&nbsp; 3091334 |
| &nbsp;&nbsp;&nbsp; National Bank of Canada, (1-day SOFR + 0.40%), <br> 4.05%, 12/29/26<sup>(a)(c)</sup><br>| 2000 | &nbsp;&nbsp; 2000830 |
| Swedbank AB, 4.06%, 06/10/26<sup>(b)(c)</sup> | 1250 | &nbsp;&nbsp; 1233287 |
| Verto Capital I Compartment D, 4.25%, 03/03/26<sup>(b)(c)</sup> | 4000 | &nbsp;&nbsp; 3986271 |
|  |  | &nbsp;&nbsp; 22947899 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | <br>*Shares*<br>| *Value* |
| **Money Market Funds — 10.1%** | **Money Market Funds — 10.1%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency Shares, <br> 3.64%<sup>(d)(e)</sup><br>| 48561862 | &nbsp;&nbsp; $48561862 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | *Par* <br>*(000)*<br>|  |
| **U.S. Treasury Obligations — 70.0%** | **U.S. Treasury Obligations — 70.0%** |  |
| U.S. Treasury Bills<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/03/26 | $10000 | &nbsp;&nbsp; 9999004 |
| &nbsp;&nbsp;&nbsp; 4.12%, 02/05/26 | 12000 | &nbsp;&nbsp; 11996408 |
| &nbsp;&nbsp;&nbsp; 3.89%, 02/10/26 | 13000 | &nbsp;&nbsp; 12989671 |
| &nbsp;&nbsp;&nbsp; 3.87%, 02/12/26 | 1365 | &nbsp;&nbsp; 1363638 |
| &nbsp;&nbsp;&nbsp; 3.86%, 02/19/26 - 03/26/26 | 17674 | &nbsp;&nbsp; 17615642 |
| &nbsp;&nbsp;&nbsp; 3.98%, 02/26/26 | 10000 | &nbsp;&nbsp; 9975878 |
| &nbsp;&nbsp;&nbsp; 3.64%, 03/03/26 - 11/27/26 | 42000 | &nbsp;&nbsp; 41544769 |
| &nbsp;&nbsp;&nbsp; 3.72%, 03/05/26 - 03/12/26 | 15326 | &nbsp;&nbsp; 15267497 |
| &nbsp;&nbsp;&nbsp; 3.81%, 03/19/26 | 10000 | &nbsp;&nbsp; 9954658 |
| &nbsp;&nbsp;&nbsp; 3.83%, 03/24/26 | 5000 | &nbsp;&nbsp; 4974721 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/31/26 | 3000 | &nbsp;&nbsp; 2982691 |
| &nbsp;&nbsp;&nbsp; 3.78%, 03/31/26 - 04/23/26 | 25000 | &nbsp;&nbsp; 24823195 |
| &nbsp;&nbsp;&nbsp; 3.82%, 04/09/26 - 04/30/26 | 15500 | &nbsp;&nbsp; 15387728 |
| &nbsp;&nbsp;&nbsp; 3.62%, 04/14/26 - 10/01/26 | 8000 | &nbsp;&nbsp; 7895609 |
| &nbsp;&nbsp;&nbsp; 3.74%, 04/30/26 | 5000 | &nbsp;&nbsp; 4956740 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/07/26 - 09/03/26 | 15000 | &nbsp;&nbsp; 14805637 |
| &nbsp;&nbsp;&nbsp; 4.11%, 05/14/26 | 5000 | &nbsp;&nbsp; 4950026 |
| &nbsp;&nbsp;&nbsp; 3.66%, 05/26/26 | 15000 | &nbsp;&nbsp; 14831842 |
| &nbsp;&nbsp;&nbsp; 3.67%, 06/02/26 | 10000 | &nbsp;&nbsp; 9881628 |
| &nbsp;&nbsp;&nbsp; 3.69%, 06/04/26 - 09/03/26 | 26000 | &nbsp;&nbsp; 25621371 |
| &nbsp;&nbsp;&nbsp; 4.04%, 06/11/26 | 10000 | &nbsp;&nbsp; 9873508 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/25/26 - 07/16/26 | 25000 | &nbsp;&nbsp; 24627857 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/09/26 | 10000 | &nbsp;&nbsp; 9846053 |
| &nbsp;&nbsp;&nbsp; 3.68%, 10/01/26 | 5000 | &nbsp;&nbsp; 4884772 |
| &nbsp;&nbsp;&nbsp; 3.53%, 12/24/26 | 10000 | &nbsp;&nbsp; 9694455 |
| &nbsp;&nbsp;&nbsp; 3.57%, 01/21/27 | 15000 | &nbsp;&nbsp; 14507675 |
|  |  | &nbsp;&nbsp; 335252673 |
| **Total Short-Term Securities — 103.1%** <br>**(Cost: $493,605,541)** | **Total Short-Term Securities — 103.1%** <br>**(Cost: $493,605,541)** | &nbsp;&nbsp; 493794961 |
| **Total Investments — 103.1%** <br>**(Cost: $493,605,541)** | **Total Investments — 103.1%** <br>**(Cost: $493,605,541)** | &nbsp;&nbsp; 493794961 |
| **Liabilities in Excess of Other Assets — (3.1)%** | **Liabilities in Excess of Other Assets — (3.1)%** | &nbsp;&nbsp; (14892941)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $478902020 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. 

<sup>(b)</sup> Rates are discount rates or a range of discount rates as of period end.

<sup>(c)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. 

<sup>(d)</sup> Affiliate of the Fund.

<sup>(e)</sup> Annualized 7-day yield as of period end.

------

Consolidated Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Enhanced Roll Yield Index Fund** 

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2026 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| *Proceeds* <br>*from Sales*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| BlackRock Cash Funds: Treasury, SL Agency Shares | $20708697<br> $27853165 <br><sup>(a)</sup><br>| &nbsp;&nbsp; $— | $— | $— | $48561862 | 48561862 | $252181 | $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Represents net amount purchased (sold).

**Derivative Financial Instruments Outstanding as of Period End**

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp;&nbsp; *Expiration* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)*<br>| &nbsp;&nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Sugar 11 | &nbsp;&nbsp; 174 | &nbsp;&nbsp;&nbsp;&nbsp; 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; $2781 | &nbsp;&nbsp;&nbsp;&nbsp; $(551216)<br>|
| &nbsp;&nbsp;&nbsp; Cotton No.2 | &nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp;&nbsp; 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2337 | &nbsp;&nbsp;&nbsp;&nbsp; (235556)<br>|
| &nbsp;&nbsp;&nbsp; Corn | &nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp;&nbsp; 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3983 | &nbsp;&nbsp;&nbsp;&nbsp; (252452)<br>|
| &nbsp;&nbsp;&nbsp; KC HRW Wheat | &nbsp;&nbsp; 87 | &nbsp;&nbsp;&nbsp;&nbsp; 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2370 | &nbsp;&nbsp;&nbsp;&nbsp; (208168)<br>|
| &nbsp;&nbsp;&nbsp; Soybean | &nbsp;&nbsp; 129 | &nbsp;&nbsp;&nbsp;&nbsp; 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6864 | &nbsp;&nbsp;&nbsp;&nbsp; 223273 |
| &nbsp;&nbsp;&nbsp; Soybean Meal | &nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp; 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3083 | &nbsp;&nbsp;&nbsp;&nbsp; (139636)<br>|
| &nbsp;&nbsp;&nbsp; Soybean Oil | &nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp;&nbsp; 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3339 | &nbsp;&nbsp;&nbsp;&nbsp; 408263 |
| &nbsp;&nbsp;&nbsp; Wheat | &nbsp;&nbsp; 97 | &nbsp;&nbsp;&nbsp;&nbsp; 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2609 | &nbsp;&nbsp;&nbsp;&nbsp; (201351)<br>|
| &nbsp;&nbsp;&nbsp; LME Aluminium Premiums | &nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp;&nbsp; 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4158 | &nbsp;&nbsp;&nbsp;&nbsp; 468872 |
| &nbsp;&nbsp;&nbsp; LME Lead | &nbsp;&nbsp; 47 | &nbsp;&nbsp;&nbsp;&nbsp; 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2340 | &nbsp;&nbsp;&nbsp;&nbsp; (51496)<br>|
| &nbsp;&nbsp;&nbsp; LME Nickel | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2785 | &nbsp;&nbsp;&nbsp;&nbsp; 346393 |
| &nbsp;&nbsp;&nbsp; LME Tin | &nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp; 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2853 | &nbsp;&nbsp;&nbsp;&nbsp; 854039 |
| &nbsp;&nbsp;&nbsp; LME Zinc | &nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3156 | &nbsp;&nbsp;&nbsp;&nbsp; 373099 |
| &nbsp;&nbsp;&nbsp; Coffee C | &nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp; 03/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2990 | &nbsp;&nbsp;&nbsp;&nbsp; (63878)<br>|
| &nbsp;&nbsp;&nbsp; WTI Crude Oil | &nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8546 | &nbsp;&nbsp;&nbsp;&nbsp; 681274 |
| &nbsp;&nbsp;&nbsp; Cattle Feeder | &nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp; 03/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2522 | &nbsp;&nbsp;&nbsp;&nbsp; 207344 |
| &nbsp;&nbsp;&nbsp; Copper | &nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp; 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4591 | &nbsp;&nbsp;&nbsp;&nbsp; 598656 |
| &nbsp;&nbsp;&nbsp; Natural Gas | &nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp; 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2537 | &nbsp;&nbsp;&nbsp;&nbsp; 281780 |
| &nbsp;&nbsp;&nbsp; Silver | &nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7460 | &nbsp;&nbsp;&nbsp;&nbsp; 3590985 |
| &nbsp;&nbsp;&nbsp; Brent Crude Oil | &nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp; 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14957 | &nbsp;&nbsp;&nbsp;&nbsp; 1158758 |
| &nbsp;&nbsp;&nbsp; Gasoline RBOB | &nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp; 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4010 | &nbsp;&nbsp;&nbsp;&nbsp; 280607 |
| &nbsp;&nbsp;&nbsp; NY Harbor ULSD | &nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp; 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4268 | &nbsp;&nbsp;&nbsp;&nbsp; 446493 |
| &nbsp;&nbsp;&nbsp; Low Sulphur Gasoil | &nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp; 04/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5110 | &nbsp;&nbsp;&nbsp;&nbsp; 577961 |
| &nbsp;&nbsp;&nbsp; LME Aluminium Premiums | &nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp;&nbsp; 04/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4165 | &nbsp;&nbsp;&nbsp;&nbsp; 329550 |
| &nbsp;&nbsp;&nbsp; LME Lead | &nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp; 04/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2305 | &nbsp;&nbsp;&nbsp;&nbsp; (78621)<br>|
| &nbsp;&nbsp;&nbsp; LME Nickel | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 04/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2795 | &nbsp;&nbsp;&nbsp;&nbsp; 386378 |
| &nbsp;&nbsp;&nbsp; LME Tin | &nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp; 04/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2857 | &nbsp;&nbsp;&nbsp;&nbsp; 858098 |
| &nbsp;&nbsp;&nbsp; LME Zinc | &nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 04/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3153 | &nbsp;&nbsp;&nbsp;&nbsp; 318090 |
| &nbsp;&nbsp;&nbsp; Lean Hogs | &nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp;&nbsp; 04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2702 | &nbsp;&nbsp;&nbsp;&nbsp; 173281 |
| &nbsp;&nbsp;&nbsp; WTI Crude Oil | &nbsp;&nbsp; 133 | &nbsp;&nbsp;&nbsp;&nbsp; 04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8555 | &nbsp;&nbsp;&nbsp;&nbsp; 667079 |
| &nbsp;&nbsp;&nbsp; Copper | &nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp; 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4613 | &nbsp;&nbsp;&nbsp;&nbsp; 610781 |
| &nbsp;&nbsp;&nbsp; Gold 100 OZ | &nbsp;&nbsp; 49 | &nbsp;&nbsp;&nbsp;&nbsp; 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 23251 | &nbsp;&nbsp;&nbsp;&nbsp; 5946584 |
| &nbsp;&nbsp;&nbsp; Natural Gas | &nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp; 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2405 | &nbsp;&nbsp;&nbsp;&nbsp; 145306 |
| &nbsp;&nbsp;&nbsp; Brent Crude Oil | &nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp; 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14833 | &nbsp;&nbsp;&nbsp;&nbsp; 1114598 |
| &nbsp;&nbsp;&nbsp; Cattle Feeder | &nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp; 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2508 | &nbsp;&nbsp;&nbsp;&nbsp; 96607 |
| &nbsp;&nbsp;&nbsp; Gasoline RBOB | &nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp; 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4021 | &nbsp;&nbsp;&nbsp;&nbsp; 187009 |
| &nbsp;&nbsp;&nbsp; Live Cattle | &nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp;&nbsp; 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3220 | &nbsp;&nbsp;&nbsp;&nbsp; 245750 |
| &nbsp;&nbsp;&nbsp; NY Harbor ULSD | &nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp; 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4259 | &nbsp;&nbsp;&nbsp;&nbsp; 196300 |
| &nbsp;&nbsp;&nbsp; Sugar 11 | &nbsp;&nbsp; 182 | &nbsp;&nbsp;&nbsp;&nbsp; 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2821 | &nbsp;&nbsp;&nbsp;&nbsp; (604635)<br>|
| &nbsp;&nbsp;&nbsp; Cotton No.2 | &nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp;&nbsp; 05/06/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2305 | &nbsp;&nbsp;&nbsp;&nbsp; (165446)<br>|
| &nbsp;&nbsp;&nbsp; Low Sulphur Gas | &nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp; 05/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5064 | &nbsp;&nbsp;&nbsp;&nbsp; 303513 |
| &nbsp;&nbsp;&nbsp; Corn | &nbsp;&nbsp; 179 | &nbsp;&nbsp;&nbsp;&nbsp; 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3900 | &nbsp;&nbsp;&nbsp;&nbsp; (241039)<br>|
| &nbsp;&nbsp;&nbsp; KC HRW Wheat | &nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp;&nbsp; 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2303 | &nbsp;&nbsp;&nbsp;&nbsp; (109046)<br>|

---

Consolidated Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Enhanced Roll Yield Index Fund** 

**Futures Contracts (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of*<br> *Contracts*<br>| &nbsp;&nbsp;&nbsp; *Expiration*<br> *Date*<br>| &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)*<br>| &nbsp;&nbsp;&nbsp; *Value/*<br> *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Soybean | &nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp; 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; $6731 | &nbsp;&nbsp;&nbsp;&nbsp; $53622 |
| &nbsp;&nbsp;&nbsp; Soybean Meal | &nbsp;&nbsp; 102 | &nbsp;&nbsp;&nbsp;&nbsp; 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3035 | &nbsp;&nbsp;&nbsp;&nbsp; (174269)<br>|
| &nbsp;&nbsp;&nbsp; Soybean Oil | &nbsp;&nbsp; 102 | &nbsp;&nbsp;&nbsp;&nbsp; 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3308 | &nbsp;&nbsp;&nbsp;&nbsp; 273510 |
| &nbsp;&nbsp;&nbsp; Wheat | &nbsp;&nbsp; 92 | &nbsp;&nbsp;&nbsp;&nbsp; 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2512 | &nbsp;&nbsp;&nbsp;&nbsp; (163073)<br>|
| &nbsp;&nbsp;&nbsp; Coffee C | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 05/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3075 | &nbsp;&nbsp;&nbsp;&nbsp; (162426)<br>|
| &nbsp;&nbsp;&nbsp; LME Aluminium Premiums | &nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp;&nbsp; 05/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4169 | &nbsp;&nbsp;&nbsp;&nbsp; 305704 |
| &nbsp;&nbsp;&nbsp; LME Lead | &nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp; 05/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2325 | &nbsp;&nbsp;&nbsp;&nbsp; (3027)<br>|
| &nbsp;&nbsp;&nbsp; LME Nickel | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 05/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2807 | &nbsp;&nbsp;&nbsp;&nbsp; 428159 |
| &nbsp;&nbsp;&nbsp; LME Tin | &nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp; 05/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2859 | &nbsp;&nbsp;&nbsp;&nbsp; 638171 |
| &nbsp;&nbsp;&nbsp; LME Zinc | &nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 05/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3147 | &nbsp;&nbsp;&nbsp;&nbsp; 280306 |
| &nbsp;&nbsp;&nbsp; WTI Crude Oil | &nbsp;&nbsp; 133 | &nbsp;&nbsp;&nbsp;&nbsp; 05/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8503 | &nbsp;&nbsp;&nbsp;&nbsp; 763105 |
| &nbsp;&nbsp;&nbsp; Cattle Feeder | &nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp; 05/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2663 | &nbsp;&nbsp;&nbsp;&nbsp; (2057)<br>|
| &nbsp;&nbsp;&nbsp; Copper | &nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp; 05/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4636 | &nbsp;&nbsp;&nbsp;&nbsp; 403442 |
| &nbsp;&nbsp;&nbsp; Natural Gas | &nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp;&nbsp; 05/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2202 | &nbsp;&nbsp;&nbsp;&nbsp; 136143 |
| &nbsp;&nbsp;&nbsp; Silver | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 05/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7123 | &nbsp;&nbsp;&nbsp;&nbsp; 3008591 |
| &nbsp;&nbsp;&nbsp; Brent Crude Oil | &nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp; 05/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14732 | &nbsp;&nbsp;&nbsp;&nbsp; 1275128 |
| &nbsp;&nbsp;&nbsp; Gasoline RBOB | &nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp; 05/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4005 | &nbsp;&nbsp;&nbsp;&nbsp; 274604 |
| &nbsp;&nbsp;&nbsp; NY Harbor ULSD | &nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp; 05/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4179 | &nbsp;&nbsp;&nbsp;&nbsp; 324264 |
| &nbsp;&nbsp;&nbsp; Low Sulphur Gas | &nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp;&nbsp; 06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5043 | &nbsp;&nbsp;&nbsp;&nbsp; 449342 |
| &nbsp;&nbsp;&nbsp; Lean Hogs | &nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp;&nbsp; 06/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2331 | &nbsp;&nbsp;&nbsp;&nbsp; 111306 |
| &nbsp;&nbsp;&nbsp; LME Aluminium Premiums | &nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4093 | &nbsp;&nbsp;&nbsp;&nbsp; 15262 |
| &nbsp;&nbsp;&nbsp; LME Lead | &nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2288 | &nbsp;&nbsp;&nbsp;&nbsp; (54670)<br>|
| &nbsp;&nbsp;&nbsp; LME Nickel | &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2816 | &nbsp;&nbsp;&nbsp;&nbsp; 16926 |
| &nbsp;&nbsp;&nbsp; LME Tin | &nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2860 | &nbsp;&nbsp;&nbsp;&nbsp; 309754 |
| &nbsp;&nbsp;&nbsp; LME Zinc | &nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3138 | &nbsp;&nbsp;&nbsp;&nbsp; 162203 |
| &nbsp;&nbsp;&nbsp; WTI Crude Oil | &nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp;&nbsp; 06/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8389 | &nbsp;&nbsp;&nbsp;&nbsp; 701172 |
| &nbsp;&nbsp;&nbsp; Copper | &nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp; 06/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4507 | &nbsp;&nbsp;&nbsp;&nbsp; (13168)<br>|
| &nbsp;&nbsp;&nbsp; Gold 100 OZ | &nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp; 06/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22947 | &nbsp;&nbsp;&nbsp;&nbsp; 2808955 |
| &nbsp;&nbsp;&nbsp; Natural Gas | &nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp; 06/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1993 | &nbsp;&nbsp;&nbsp;&nbsp; 423903 |
| &nbsp;&nbsp;&nbsp; Brent Crude Oil | &nbsp;&nbsp; 219 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14712 | &nbsp;&nbsp;&nbsp;&nbsp; 1221466 |
| &nbsp;&nbsp;&nbsp; Gasoline RBOB | &nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4058 | &nbsp;&nbsp;&nbsp;&nbsp; 297270 |
| &nbsp;&nbsp;&nbsp; Live Cattle | &nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3337 | &nbsp;&nbsp;&nbsp;&nbsp; 26442 |
| &nbsp;&nbsp;&nbsp; NY Harbor ULSD | &nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4142 | &nbsp;&nbsp;&nbsp;&nbsp; 373158 |
| &nbsp;&nbsp;&nbsp; Sugar 11 | &nbsp;&nbsp; 181 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2808 | &nbsp;&nbsp;&nbsp;&nbsp; (472795)<br>|
| &nbsp;&nbsp;&nbsp; Cotton No.2 | &nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp;&nbsp; 07/09/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2263 | &nbsp;&nbsp;&nbsp;&nbsp; (152011)<br>|
| &nbsp;&nbsp;&nbsp; Low Sulphur Gas | &nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp;&nbsp; 07/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4989 | &nbsp;&nbsp;&nbsp;&nbsp; 500191 |
| &nbsp;&nbsp;&nbsp; Corn | &nbsp;&nbsp; 174 | &nbsp;&nbsp;&nbsp;&nbsp; 07/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3845 | &nbsp;&nbsp;&nbsp;&nbsp; 19600 |
| &nbsp;&nbsp;&nbsp; KC HRW Wheat | &nbsp;&nbsp; 79 | &nbsp;&nbsp;&nbsp;&nbsp; 07/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2242 | &nbsp;&nbsp;&nbsp;&nbsp; (6680)<br>|
| &nbsp;&nbsp;&nbsp; Soybean | &nbsp;&nbsp; 122 | &nbsp;&nbsp;&nbsp;&nbsp; 07/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6652 | &nbsp;&nbsp;&nbsp;&nbsp; 86288 |
| &nbsp;&nbsp;&nbsp; Soybean Meal | &nbsp;&nbsp; 98 | &nbsp;&nbsp;&nbsp;&nbsp; 07/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2965 | &nbsp;&nbsp;&nbsp;&nbsp; (262422)<br>|
| &nbsp;&nbsp;&nbsp; Soybean Oil | &nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp; 07/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3263 | &nbsp;&nbsp;&nbsp;&nbsp; 169941 |
| &nbsp;&nbsp;&nbsp; Wheat | &nbsp;&nbsp; 88 | &nbsp;&nbsp;&nbsp;&nbsp; 07/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2445 | &nbsp;&nbsp;&nbsp;&nbsp; (38435)<br>|
| &nbsp;&nbsp;&nbsp; Lean Hogs | &nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp;&nbsp; 07/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2310 | &nbsp;&nbsp;&nbsp;&nbsp; 218299 |
| &nbsp;&nbsp;&nbsp; Coffee C | &nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp;&nbsp; 07/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3129 | &nbsp;&nbsp;&nbsp;&nbsp; 165154 |
| &nbsp;&nbsp;&nbsp; Silver | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 07/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7179 | &nbsp;&nbsp;&nbsp;&nbsp; 2455460 |
| &nbsp;&nbsp;&nbsp; Lean Hogs | &nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp;&nbsp; 08/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2334 | &nbsp;&nbsp;&nbsp;&nbsp; 79010 |
| &nbsp;&nbsp;&nbsp; Cattle Feeder | &nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp; 08/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2655 | &nbsp;&nbsp;&nbsp;&nbsp; 156298 |
| &nbsp;&nbsp;&nbsp; Gold 100 OZ | &nbsp;&nbsp; 47 | &nbsp;&nbsp;&nbsp;&nbsp; 08/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22638 | &nbsp;&nbsp;&nbsp;&nbsp; 936336 |
| &nbsp;&nbsp;&nbsp; Live Cattle | &nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 08/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3389 | &nbsp;&nbsp;&nbsp;&nbsp; 211399 |
| &nbsp;&nbsp;&nbsp; Corn | &nbsp;&nbsp; 179 | &nbsp;&nbsp;&nbsp;&nbsp; 09/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3949 | &nbsp;&nbsp;&nbsp;&nbsp; (134792)<br>|
| &nbsp;&nbsp;&nbsp; KC HRW Wheat | &nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp;&nbsp; 09/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2152 | &nbsp;&nbsp;&nbsp;&nbsp; 19062 |
| &nbsp;&nbsp;&nbsp; Wheat | &nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp;&nbsp; 09/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2356 | &nbsp;&nbsp;&nbsp;&nbsp; (46406)<br>|
| &nbsp;&nbsp;&nbsp; Coffee C | &nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3189 | &nbsp;&nbsp;&nbsp;&nbsp; (383586)<br>|
| &nbsp;&nbsp;&nbsp; Sugar 11 | &nbsp;&nbsp; 173 | &nbsp;&nbsp;&nbsp;&nbsp; 09/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2749 | &nbsp;&nbsp;&nbsp;&nbsp; (337885)<br>|
| &nbsp;&nbsp;&nbsp; Live Cattle | &nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3379 | &nbsp;&nbsp;&nbsp;&nbsp; 6098 |
| &nbsp;&nbsp;&nbsp; Soybean | &nbsp;&nbsp; 124 | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6694 | &nbsp;&nbsp;&nbsp;&nbsp; (154758)<br>|
| &nbsp;&nbsp;&nbsp; Cotton No.2 | &nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp; 12/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2234 | &nbsp;&nbsp;&nbsp;&nbsp; 21522 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares Enhanced Roll Yield Index Fund** 

**Futures Contracts (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of*<br> *Contracts*<br>| &nbsp;&nbsp;&nbsp; *Expiration*<br> *Date*<br>| &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)*<br>| &nbsp;&nbsp;&nbsp; *Value/*<br> *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Soybean Meal | &nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; $2911 | &nbsp;&nbsp;&nbsp;&nbsp; $(154544)<br>|
| &nbsp;&nbsp;&nbsp; Soybean Oil | &nbsp;&nbsp; 102 | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3277 | &nbsp;&nbsp;&nbsp;&nbsp; 116073 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $36699816 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> All or a portion of the security is held by a wholly-owned subsidiary.

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments at the measurement date. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Unadjusted price quotations in active markets/exchanges that the Fund has the ability to access for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Consolidated Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Certificates of Deposit | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $87032527 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $87032527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 22947899 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 22947899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 48561862 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 48561862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 335252673 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 335252673 |
|  | &nbsp;&nbsp; $48561862 | &nbsp;&nbsp;&nbsp;&nbsp; $445233099 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $493794961 |
| Derivative Financial Instruments<sup>(a)</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commodity Contracts | &nbsp;&nbsp; $42319360 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $42319360 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commodity Contracts | &nbsp;&nbsp; (5619544)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5619544)<br>|
|  | &nbsp;&nbsp; $36699816 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $36699816 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Derivative financial instruments are futures contracts. Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| SOFR | Secured Overnight Financing Rate |

---

Consolidated Schedule of Investments

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** BlackRock Funds

- **b. Investment Company Act file number:** 811-05742

- **c. CIK number of Registrant:** 0000844779

- **d. LEI of Registrant:** 549300OZUEVJZHOBFP42

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

**Item A.2. Information about the Series.**

- **a. Name of Series:** iShares Enhanced Roll Yield Index Fund

- **b. EDGAR series identifier (if any):** S000087850

- **c. LEI of Series:** 5299009A7GAAAP4JH693

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $486542010.12

**Total Liabilities:** $3145162.60

**Net Assets:** $483396847.52

**Amount of Assets Invested in Other Investment Companies:** $12119206.15

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 3407.71000000 | **1-Year:** 2002.63000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000253864 | 1.87%                | 1.01%                | 9.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $898.17                  | $-4499.35                                  |
| Month 2  | $262.18                  | $48452.66                                  |
| Month 3  | $0.00                    | $-65896.90                                 |

**Designated Index Information**

- **Index Name:** NASDAQ 100 Gross Index in USD

- **Index Identifier:** XNDX

### Schedule of Portfolio Investments

| Name                                           | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AQUITAINE FUNDING CO LLC                       | Aquitaine Funding Co LLC                         | CUSIP: 03843MC20<br>LEI: 549300RM1I17W1XLUM92 | Long             | STIV             | CORP              | US        |   1850000 | PA      | $1843961.23   | 0.38%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd        | CUSIP: 05253CFN1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |   3960000 | PA      | $3902391.50   | 0.81%             | 2026-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA/New York NY                     | BNP Paribas SA/New York NY                       | CUSIP: 05593DJ79<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | STIV             | CORP              | FR        |   2850000 | PA      | $2855708.84   | 0.59%             | 2026-07-14      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA/New York                    | Banco Santander SA/New York                      | CUSIP: 05973RFU1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |   2880000 | PA      | $2885097.60   | 0.60%             | 2026-06-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA/New York                    | Banco Santander SA/New York                      | CUSIP: 05973RGD8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |   3690000 | PA      | $3690514.02   | 0.76%             | 2026-02-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA/New York                    | Banco Santander SA/New York                      | CUSIP: 05973RHY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |   1490000 | PA      | $1491681.02   | 0.31%             | 2026-08-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                             | Bank of America NA                               | CUSIP: 06054RDM1<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             | CORP              | US        |   4260000 | PA      | $4259686.46   | 0.88%             | 2026-08-24      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                       | Bank of Montreal/Chicago IL                      | CUSIP: 06370B5T7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |   3500000 | PA      | $3500229.64   | 0.72%             | 2027-02-19      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                           | Barclays Bank PLC/NY                             | CUSIP: 06745GGH8<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |   4000000 | PA      | $4000753.20   | 0.83%             | 2026-08-10      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                           | Barclays Bank PLC/NY                             | CUSIP: 06745GGK1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |   4000000 | PA      | $4001831.20   | 0.83%             | 2026-11-13      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                              | CDP Financial Inc                                | CUSIP: 12509TC96<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |   1630000 | PA      | $1623600.62   | 0.34%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce/New York NY | Canadian Imperial Bank of Commerce/New York NY   | CUSIP: 13606DRR5<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |   2730000 | PA      | $2728925.20   | 0.56%             | 2027-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                   | Deutsche Bank AG/New York NY                     | CUSIP: 25161DAL7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | US        |   1420000 | PA      | $1423373.07   | 0.29%             | 2026-07-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                   | Deutsche Bank AG/New York NY                     | CUSIP: 25161DAX1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $1001219.00   | 0.21%             | 2026-11-17      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                   | Deutsche Bank AG/New York NY                     | CUSIP: 25161DBB8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $4000516.80   | 0.83%             | 2026-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                   | Deutsche Bank AG/New York NY                     | CUSIP: 25161DBC6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | US        |   2220000 | PA      | $2220468.86   | 0.46%             | 2027-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTREPID FUNDING CO LLC                        | Intrepid Funding Co LLC                          | CUSIP: 46125FGQ6<br>LEI: 984500FAJ11A8A3K3E69 | Long             | STIV             | CORP              | US        |   4420000 | PA      | $4340823.66   | 0.90%             | 2026-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                               | MUFG Bank Ltd/New York NY                        | CUSIP: 55381BQD3<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |   1840000 | PA      | $1840599.66   | 0.38%             | 2026-07-02      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                         | Macquarie Bank Ltd                               | CUSIP: 55607LCK8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |    930000 | PA      | $925399.57    | 0.19%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                         | Macquarie Bank Ltd                               | CUSIP: 55607NK90<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   3090000 | PA      | $3091334.26   | 0.64%             | 2027-01-07      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                             | Mizuho Bank Ltd/New York NY                      | CUSIP: 60710TB42<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   1000000 | PA      | $1000050.20   | 0.21%             | 2026-02-06      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                          | CUSIP: 63307NRE9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $2000830.46   | 0.41%             | 2026-12-29      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Natixis SA/New York NY                         | Natixis SA/New York NY                           | CUSIP: 63873TJY5<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |   4260000 | PA      | $4259706.91   | 0.88%             | 2026-07-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                       | Nordea Bank Abp/New York NY                      | CUSIP: 65558WLD8<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |   3760000 | PA      | $3760946.77   | 0.78%             | 2026-03-17      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp/New York NY                    | Nordea Bank Abp/New York NY                      | CUSIP: 65558WQF8<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | US        |   4100000 | PA      | $4104191.43   | 0.85%             | 2026-08-14      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BK CO NY                       | Oversea-Chinese Banking Corp Ltd/New York        | CUSIP: 69033NKK0<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |   4000000 | PA      | $4000576.80   | 0.83%             | 2026-08-14      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                        | Royal Bank of Canada/New York NY                 | CUSIP: 78015JF85<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | STIV             | CORP              | CA        |   3980000 | PA      | $3982026.62   | 0.82%             | 2026-05-01      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada/New York NY               | Royal Bank of Canada/New York NY                 | CUSIP: 78015JWQ6<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | STIV             | CORP              | US        |   2080000 | PA      | $2080072.80   | 0.43%             | 2026-10-05      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                       | Standard Chartered Bank/New York                 | CUSIP: 85325VTJ9<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |   3090000 | PA      | $3091888.76   | 0.64%             | 2026-11-23      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                     | CUSIP: 86565GQJ2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | STIV             | CORP              | JP        |   2740000 | PA      | $2741571.94   | 0.57%             | 2026-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                        | Sumitomo Mitsui Banking Corp/New York            | CUSIP: 86565GSC5<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        |   2000000 | PA      | $2000133.00   | 0.41%             | 2026-02-23      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken/New York NY              | Svenska Handelsbanken/New York NY                | CUSIP: 86959TSF4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   1000000 | PA      | $1001270.00   | 0.21%             | 2026-11-17      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                       | Svenska Handelsbanken/New York NY                | CUSIP: 86959TSL1<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   2750000 | PA      | $2751596.10   | 0.57%             | 2026-11-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Swedbank AB/New York                           | Swedbank AB/New York                             | CUSIP: 87019WM51<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   2250000 | PA      | $2252230.88   | 0.47%             | 2026-04-09      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| SWEDBANK                                       | Swedbank AB                                      | CUSIP: 87020XFA3<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   1250000 | PA      | $1233287.13   | 0.26%             | 2026-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NY                       | Toronto-Dominion Bank/NY                         | CUSIP: 89115DCH7<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   3100000 | PA      | $3102228.93   | 0.64%             | 2026-12-14      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   9674000 | PA      | $9657549.65   | 2.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9954658.30   | 2.06%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4950026.05   | 1.02%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9873508.30   | 2.04%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9846052.80   | 2.04%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  12000000 | PA      | $11996408.04  | 2.48%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13000000 | PA      | $12736868.04  | 2.63%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1365000 | PA      | $1363637.65   | 0.28%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9975877.80   | 2.06%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    326000 | PA      | $324988.21    | 0.07%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   8000000 | PA      | $7815634.96   | 1.62%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   8000000 | PA      | $7958092.32   | 1.65%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9999003.60   | 2.07%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10500000 | PA      | $10430988.75  | 2.16%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14880891.60  | 3.08%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9913479.30   | 2.05%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9906842.10   | 2.05%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13000000 | PA      | $12989670.72  | 2.69%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9970798.60   | 2.06%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7000000 | PA      | $6802583.27   | 1.41%             | 2026-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  18000000 | PA      | $17783297.46  | 3.68%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14945617.50  | 3.09%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4974721.05   | 1.03%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13000000 | PA      | $12924994.29  | 2.67%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9694454.90   | 2.01%             | 2026-12-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14788667.85  | 3.06%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4964746.55   | 1.03%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14507675.25  | 3.00%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9839188.90   | 2.04%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9825770.10   | 2.03%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14831841.90  | 3.07%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERTO CAPITAL I CO D                           | Verto Capital I Compartment D                    | CUSIP: 92541DC36<br>LEI: 6354002PK2XXIMVH8H29 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3986270.80   | 0.82%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp/NY                        | Westpac Banking Corp/NY                          | CUSIP: 96130AD88<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |   3000000 | PA      | $3001252.20   | 0.62%             | 2026-08-12      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp/NY                        | Westpac Banking Corp/NY                          | CUSIP: 96130AE20<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |   4000000 | PA      | $4002178.40   | 0.83%             | 2026-08-14      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  48561862 | NS      | $48561861.97  | 10.05%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR JUN26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        53 | NC      | $136142.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR MAY26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        60 | NC      | $145305.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR JUL26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        46 | NC      | $423902.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR APR26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        63 | NC      | $281779.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE MAY26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        31 | NC      | $403442.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR JUN26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        52 | NC      | $15262.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR JUN26                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       218 | NC      | $1114598.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE JUN26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       133 | NC      | $763105.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) MAR26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       174 | NC      | $-551216.25   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE MAR26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       129 | NC      | $223272.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE MAR26                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        24 | NC      | $-63878.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE MAR26                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       186 | NC      | $-252451.52   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) MAR26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        97 | NC      | $-201350.58   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | SILVER FUTURE JUL26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        18 | NC      | $2455460.16   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | GOLD 100 OZ FUTR JUN26                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        48 | NC      | $2808955.25   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE JUN26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        26 | NC      | $16925.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE APR26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       132 | NC      | $681273.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR MAR26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        74 | NC      | $-235555.79   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE JUN26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        37 | NC      | $162202.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR MAY26                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       218 | NC      | $1158757.77   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE MAY26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       133 | NC      | $667079.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR MAR26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        53 | NC      | $468872.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE MAR26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        47 | NC      | $-51496.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE MAR26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        37 | NC      | $373099.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE MAY26                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        26 | NC      | $-162425.66   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE JUL26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       122 | NC      | $86287.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE MAY26                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       179 | NC      | $-241039.29   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) MAY26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        92 | NC      | $-163072.67   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT APR26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        42 | NC      | $446492.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) MAY26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       182 | NC      | $-604635.41   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G JUN26                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        74 | NC      | $449341.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE JUL26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       132 | NC      | $701171.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE APR26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        46 | NC      | $-78621.46    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR APR26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        53 | NC      | $329549.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE APR26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        37 | NC      | $318090.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR MAR26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       105 | NC      | $-139635.74   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT MAY26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        43 | NC      | $196299.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR MAY26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        71 | NC      | $-165445.73   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR MAR26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       104 | NC      | $408263.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT MAR26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        87 | NC      | $-208167.94   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR JUL26                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       218 | NC      | $1275128.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR MAY26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        53 | NC      | $305704.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE MAY26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        46 | NC      | $-3026.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE MAY26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        37 | NC      | $280306.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE MAR26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        26 | NC      | $346393.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE MAR26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        31 | NC      | $598655.51    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE JUL26                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        27 | NC      | $165153.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE JUL26                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       174 | NC      | $19600.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) JUL26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        88 | NC      | $-38434.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT JUN26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        43 | NC      | $324263.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) JUL26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       181 | NC      | $-472795.11   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR AUG26                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       219 | NC      | $1221465.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE APR26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        26 | NC      | $386377.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE JUN26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        45 | NC      | $-54670.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | SILVER FUTURE MAR26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        19 | NC      | $3590984.59   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT JUL26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        43 | NC      | $373158.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE SEP26                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        28 | NC      | $-383586.22   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT MAY26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        83 | NC      | $-109046.13   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR MAY26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       102 | NC      | $273510.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR JUL26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        68 | NC      | $-152011.43   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR MAY26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       102 | NC      | $-174268.67   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE MAY26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       125 | NC      | $53621.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR APR26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        34 | NC      | $245749.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE APR26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        71 | NC      | $173281.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE MAY26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        26 | NC      | $428159.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) SEP26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        83 | NC      | $-46405.89    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE NOV26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       124 | NC      | $-154758.17   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE SEP26                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       179 | NC      | $-134792.23   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | GOLD 100 OZ FUTR APR26                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        49 | NC      | $5946584.17   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) OCT26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       173 | NC      | $-337884.70   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR JUL26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       100 | NC      | $169941.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR JUN26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        36 | NC      | $26442.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | SILVER FUTURE MAY26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        18 | NC      | $3008591.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G APR26                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        72 | NC      | $577960.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT APR26                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        44 | NC      | $280607.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT JUL26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        79 | NC      | $-6679.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT MAR26                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        14 | NC      | $207343.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR OCT26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        37 | NC      | $6097.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G MAY26                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        73 | NC      | $303513.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE JUN26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        54 | NC      | $111305.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT MAY26                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        44 | NC      | $187008.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT APR26                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        14 | NC      | $96606.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR DEC26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        65 | NC      | $21521.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR JUL26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        98 | NC      | $-262421.75   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT MAY26                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        15 | NC      | $-2057.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE MAR26                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $854038.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT JUN26                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        44 | NC      | $274603.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR AUG26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        37 | NC      | $211399.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G JUL26                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        74 | NC      | $500190.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT JUL26                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        45 | NC      | $297270.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE JUL26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        53 | NC      | $218298.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE APR26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        31 | NC      | $610781.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT SEP26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        74 | NC      | $19061.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE APR26                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $858097.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR DEC26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       102 | NC      | $116073.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR DEC26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        94 | NC      | $-154543.57   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE AUG26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        54 | NC      | $79009.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT AUG26                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        15 | NC      | $156298.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | GOLD 100 OZ FUTR AUG26                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        47 | NC      | $936335.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE MAY26                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $638170.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE JUN26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        30 | NC      | $-13167.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE JUN26                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        11 | NC      | $309754.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer