# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-26-005384
**Filing Date:** 2026-3
**Character Count:** 75733
**Document Hash:** d941ed0ce0a5bcfbfec9f59ff41db86c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005384.hdr.sgml**: 20260305

**ACCESSION NUMBER**: 0002071691-26-005384

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260305

**DATE AS OF CHANGE**: 20260305

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0000097098

**ORGANIZATION NAME:**
- **EIN:** 520983343
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02354

**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:** BLACKROCK PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 20010126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 19990521

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TEMPORARY INVESTMENT FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BLACKROCK SELECT TREASURY BASED LIQUIDITY FUND (Series ID: S000001477)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000003942 | ADMINISTRATION                  |  |
| C000003943 | CASH MANAGEMENT                 |  |
| C000003948 | INSTITUTIONAL                   | TFFXX           |
| C000003949 | DOLLAR                          | TSDXX           |
| C000231604 | Mischler Financial Group Shares |  |
| C000237278 | Stern Brothers Shares           |  |
| C000238343 | Tigress Shares                  |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000097098

### General Information

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

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** BlackRock Select Treasury Based Liquidity Fund

**LEI of Series:** 549300ZAULWRIGH03856

**EDGAR Series Identifier:** S000001477

**Total number of share classes in the series:** 9

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

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

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

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

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-47015

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 21 days

- **WAL:** 21 days

- **Total Value of Portfolio Securities:** $6331650033.05

- **Amortized Cost of Portfolio Securities:** $6331371947.87

- **Cash:** $494420328.31

- **Total Other Assets:** $1225129.99

- **Total Liabilities:** $125321529.27

- **Net Assets of Series:** $6701695876.90

- **Number of Shares Outstanding (Series):** 6698877881.2600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $6620126090.20            | $6620126090.20             | 100.0000%                 | 100.0000%                  |
| 2026-02-03 | $7158527425.48            | $7158527425.48             | 100.0000%                 | 100.0000%                  |
| 2026-02-04 | $7039411187.01            | $7039411187.01             | 100.0000%                 | 100.0000%                  |
| 2026-02-05 | $6826080817.30            | $6826080817.30             | 100.0000%                 | 100.0000%                  |
| 2026-02-06 | $6767915455.92            | $6767915455.92             | 100.0000%                 | 100.0000%                  |
| 2026-02-09 | $7003081326.46            | $7003081326.46             | 100.0000%                 | 100.0000%                  |
| 2026-02-10 | $7254689351.05            | $7254689351.05             | 100.0000%                 | 100.0000%                  |
| 2026-02-11 | $7188833545.04            | $7188833545.04             | 100.0000%                 | 100.0000%                  |
| 2026-02-12 | $6512817476.16            | $6512817476.16             | 100.0000%                 | 100.0000%                  |
| 2026-02-13 | $5952981165.02            | $5952981165.02             | 100.0000%                 | 100.0000%                  |
| 2026-02-17 | $6119008061.19            | $6119008061.19             | 100.0000%                 | 100.0000%                  |
| 2026-02-18 | $6181087204.82            | $6181087204.82             | 100.0000%                 | 100.0000%                  |
| 2026-02-19 | $6020379477.80            | $6043359043.68             | 99.6200%                  | 100.0000%                  |
| 2026-02-20 | $6296639193.71            | $6319618759.59             | 99.6400%                  | 100.0000%                  |
| 2026-02-23 | $6551606432.41            | $6551606432.41             | 100.0000%                 | 100.0000%                  |
| 2026-02-24 | $6157063984.13            | $6157063984.13             | 100.0000%                 | 100.0000%                  |
| 2026-02-25 | $6252107180.97            | $6252107180.97             | 100.0000%                 | 100.0000%                  |
| 2026-02-26 | $6315069295.58            | $6315069295.58             | 100.0000%                 | 100.0000%                  |
| 2026-02-27 | $6825993648.09            | $6825993648.09             | 100.0000%                 | 100.0000%                  |

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

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0004                      |
|  |  |
| 2026-02-03 | 1.0004                      |
|  |  |
| 2026-02-04 | 1.0004                      |
|  |  |
| 2026-02-05 | 1.0004                      |
|  |  |
| 2026-02-06 | 1.0005                      |
|  |  |
| 2026-02-09 | 1.0004                      |
|  |  |
| 2026-02-10 | 1.0004                      |
|  |  |
| 2026-02-11 | 1.0004                      |
|  |  |
| 2026-02-12 | 1.0004                      |
|  |  |
| 2026-02-13 | 1.0007                      |
|  |  |
| 2026-02-17 | 1.0005                      |
|  |  |
| 2026-02-18 | 1.0005                      |
|  |  |
| 2026-02-19 | 1.0005                      |
|  |  |
| 2026-02-20 | 1.0006                      |
|  |  |
| 2026-02-23 | 1.0004                      |
|  |  |
| 2026-02-24 | 1.0004                      |
|  |  |
| 2026-02-25 | 1.0004                      |
|  |  |
| 2026-02-26 | 1.0004                      |
|  |  |
| 2026-02-27 | 1.0005                      |
|  |  |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $38495275.22

- **Number of Shares Outstanding:** 38479094.6300

- **Expense Reimbursement/Waiver:** 1214.70

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0004          |
|  |  |
| 2026-02-03 | 1.0004          |
|  |  |
| 2026-02-04 | 1.0004          |
|  |  |
| 2026-02-05 | 1.0004          |
|  |  |
| 2026-02-06 | 1.0005          |
|  |  |
| 2026-02-09 | 1.0004          |
|  |  |
| 2026-02-10 | 1.0004          |
|  |  |
| 2026-02-11 | 1.0004          |
|  |  |
| 2026-02-12 | 1.0004          |
|  |  |
| 2026-02-13 | 1.0007          |
|  |  |
| 2026-02-17 | 1.0005          |
|  |  |
| 2026-02-18 | 1.0005          |
|  |  |
| 2026-02-19 | 1.0005          |
|  |  |
| 2026-02-20 | 1.0006          |
|  |  |
| 2026-02-23 | 1.0004          |
|  |  |
| 2026-02-24 | 1.0004          |
|  |  |
| 2026-02-25 | 1.0004          |
|  |  |
| 2026-02-26 | 1.0004          |
|  |  |
| 2026-02-27 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $58735.88                 | $0.00                   |
| 2026-02-03 | $0.00                     | $1000002.20             |
| 2026-02-04 | $821.92                   | $0.00                   |
| 2026-02-05 | $1612955.76               | $74442.22               |
| 2026-02-06 | $2061.79                  | $0.00                   |
| 2026-02-09 | $160.24                   | $0.00                   |
| 2026-02-10 | $840.12                   | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $1120.14                  | $0.00                   |
| 2026-02-13 | $0.00                     | $120323.26              |
| 2026-02-17 | $986080.94                | $0.00                   |
| 2026-02-18 | $318828.04                | $0.00                   |
| 2026-02-19 | $0.00                     | $538.62                 |
| 2026-02-20 | $1240.19                  | $0.00                   |
| 2026-02-23 | $0.00                     | $191289.90              |
| 2026-02-24 | $2.03                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $2769670.53               | $15.21                  |
| 2026-02-27 | $92552.18                 | $138222.59              |

**Total Gross Subscriptions (Month):** $5845069.76

**Total Gross Redemptions (Month):** $1524834.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4200%           |
| 2026-02-03 | 3.4200%           |
| 2026-02-04 | 3.4100%           |
| 2026-02-05 | 3.4100%           |
| 2026-02-06 | 3.4100%           |
| 2026-02-09 | 3.3900%           |
| 2026-02-10 | 3.3900%           |
| 2026-02-11 | 3.3900%           |
| 2026-02-12 | 3.3900%           |
| 2026-02-13 | 3.3900%           |
| 2026-02-17 | 3.4000%           |
| 2026-02-18 | 3.4100%           |
| 2026-02-19 | 3.4100%           |
| 2026-02-20 | 3.4100%           |
| 2026-02-23 | 3.4100%           |
| 2026-02-24 | 3.4100%           |
| 2026-02-25 | 3.4100%           |
| 2026-02-26 | 3.4100%           |
| 2026-02-27 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 88.4500%         | 0.0000%              |
| Retail investor                                     |  | 11.3300%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $7359259.16

- **Number of Shares Outstanding:** 7356165.2600

- **Expense Reimbursement/Waiver:** 252.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0004          |
|  |  |
| 2026-02-03 | 1.0004          |
|  |  |
| 2026-02-04 | 1.0004          |
|  |  |
| 2026-02-05 | 1.0004          |
|  |  |
| 2026-02-06 | 1.0005          |
|  |  |
| 2026-02-09 | 1.0004          |
|  |  |
| 2026-02-10 | 1.0004          |
|  |  |
| 2026-02-11 | 1.0004          |
|  |  |
| 2026-02-12 | 1.0004          |
|  |  |
| 2026-02-13 | 1.0007          |
|  |  |
| 2026-02-17 | 1.0005          |
|  |  |
| 2026-02-18 | 1.0005          |
|  |  |
| 2026-02-19 | 1.0005          |
|  |  |
| 2026-02-20 | 1.0006          |
|  |  |
| 2026-02-23 | 1.0004          |
|  |  |
| 2026-02-24 | 1.0004          |
|  |  |
| 2026-02-25 | 1.0004          |
|  |  |
| 2026-02-26 | 1.0004          |
|  |  |
| 2026-02-27 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.43                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $38.38                    | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $17592.92               |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $6587.00                |
| 2026-02-26 | $0.00                     | $0.89                   |
| 2026-02-27 | $15723.98                 | $23628.94               |

**Total Gross Subscriptions (Month):** $15762.36

**Total Gross Redemptions (Month):** $47810.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.0200%           |
| 2026-02-03 | 3.0200%           |
| 2026-02-04 | 3.0100%           |
| 2026-02-05 | 3.0100%           |
| 2026-02-06 | 3.0100%           |
| 2026-02-09 | 2.9900%           |
| 2026-02-10 | 2.9900%           |
| 2026-02-11 | 2.9900%           |
| 2026-02-12 | 2.9900%           |
| 2026-02-13 | 2.9900%           |
| 2026-02-17 | 3.0000%           |
| 2026-02-18 | 3.0000%           |
| 2026-02-19 | 3.0100%           |
| 2026-02-20 | 3.0100%           |
| 2026-02-23 | 3.0100%           |
| 2026-02-24 | 3.0100%           |
| 2026-02-25 | 3.0100%           |
| 2026-02-26 | 3.0100%           |
| 2026-02-27 | 3.0100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9800%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $6413507402.27

- **Number of Shares Outstanding:** 6410810560.3200

- **Expense Reimbursement/Waiver:** 207835.04

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0004          |
|  |  |
| 2026-02-03 | 1.0004          |
|  |  |
| 2026-02-04 | 1.0004          |
|  |  |
| 2026-02-05 | 1.0004          |
|  |  |
| 2026-02-06 | 1.0005          |
|  |  |
| 2026-02-09 | 1.0004          |
|  |  |
| 2026-02-10 | 1.0004          |
|  |  |
| 2026-02-11 | 1.0004          |
|  |  |
| 2026-02-12 | 1.0004          |
|  |  |
| 2026-02-13 | 1.0007          |
|  |  |
| 2026-02-17 | 1.0005          |
|  |  |
| 2026-02-18 | 1.0005          |
|  |  |
| 2026-02-19 | 1.0005          |
|  |  |
| 2026-02-20 | 1.0006          |
|  |  |
| 2026-02-23 | 1.0004          |
|  |  |
| 2026-02-24 | 1.0004          |
|  |  |
| 2026-02-25 | 1.0004          |
|  |  |
| 2026-02-26 | 1.0004          |
|  |  |
| 2026-02-27 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $91534550.92              | $25884843.93            |
| 2026-02-03 | $175110549.68             | $43393289.85            |
| 2026-02-04 | $71527855.54              | $95527412.36            |
| 2026-02-05 | $223664548.22             | $113561034.59           |
| 2026-02-06 | $59576792.23              | $120245239.74           |
| 2026-02-09 | $76537202.65              | $18806282.81            |
| 2026-02-10 | $171838907.13             | $83632003.66            |
| 2026-02-11 | $257705432.30             | $209273612.76           |
| 2026-02-12 | $73581479.28              | $667079422.26           |
| 2026-02-13 | $70432267.48              | $635162895.92           |
| 2026-02-17 | $106574827.35             | $55164932.39            |
| 2026-02-18 | $108778004.37             | $44043280.17            |
| 2026-02-19 | $127483593.28             | $80924558.40            |
| 2026-02-20 | $398369675.21             | $120019053.19           |
| 2026-02-23 | $106646975.24             | $25211114.61            |
| 2026-02-24 | $37637611.09              | $214269794.56           |
| 2026-02-25 | $171946051.36             | $78049814.50            |
| 2026-02-26 | $78657825.35              | $121502346.22           |
| 2026-02-27 | $625890401.25             | $112976813.55           |

**Total Gross Subscriptions (Month):** $3033494549.93

**Total Gross Redemptions (Month):** $2864727745.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5200%           |
| 2026-02-03 | 3.5200%           |
| 2026-02-04 | 3.5100%           |
| 2026-02-05 | 3.5100%           |
| 2026-02-06 | 3.5100%           |
| 2026-02-09 | 3.4900%           |
| 2026-02-10 | 3.4900%           |
| 2026-02-11 | 3.4900%           |
| 2026-02-12 | 3.4900%           |
| 2026-02-13 | 3.4900%           |
| 2026-02-17 | 3.5000%           |
| 2026-02-18 | 3.5100%           |
| 2026-02-19 | 3.5100%           |
| 2026-02-20 | 3.5100%           |
| 2026-02-23 | 3.5100%           |
| 2026-02-24 | 3.5100%           |
| 2026-02-25 | 3.5100%           |
| 2026-02-26 | 3.5100%           |
| 2026-02-27 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 24.7000%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.2700%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.5700%          | 0.0000%              |
| Depository institution or other banking institution |  | 15.4300%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.8100%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $11344210.94

- **Number of Shares Outstanding:** 11339448.1000

- **Expense Reimbursement/Waiver:** 506.40

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0004          |
|  |  |
| 2026-02-03 | 1.0004          |
|  |  |
| 2026-02-04 | 1.0004          |
|  |  |
| 2026-02-05 | 1.0004          |
|  |  |
| 2026-02-06 | 1.0005          |
|  |  |
| 2026-02-09 | 1.0004          |
|  |  |
| 2026-02-10 | 1.0004          |
|  |  |
| 2026-02-11 | 1.0004          |
|  |  |
| 2026-02-12 | 1.0004          |
|  |  |
| 2026-02-13 | 1.0007          |
|  |  |
| 2026-02-17 | 1.0005          |
|  |  |
| 2026-02-18 | 1.0005          |
|  |  |
| 2026-02-19 | 1.0005          |
|  |  |
| 2026-02-20 | 1.0006          |
|  |  |
| 2026-02-23 | 1.0004          |
|  |  |
| 2026-02-24 | 1.0004          |
|  |  |
| 2026-02-25 | 1.0004          |
|  |  |
| 2026-02-26 | 1.0004          |
|  |  |
| 2026-02-27 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $7676581.82               | $0.00                   |
| 2026-02-03 | $23459.22                 | $0.00                   |
| 2026-02-04 | $12250.00                 | $0.00                   |
| 2026-02-05 | $0.00                     | $293509.41              |
| 2026-02-06 | $24190.00                 | $87197.69               |
| 2026-02-09 | $11000.00                 | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $2098.44                  | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $277.66                   | $0.00                   |
| 2026-02-17 | $10180742.71              | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $11930703.74            |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $37957.38                 | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $2326.37                  | $0.00                   |

**Total Gross Subscriptions (Month):** $17970883.60

**Total Gross Redemptions (Month):** $12311410.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2700%           |
| 2026-02-03 | 3.2700%           |
| 2026-02-04 | 3.2600%           |
| 2026-02-05 | 3.2600%           |
| 2026-02-06 | 3.2600%           |
| 2026-02-09 | 3.2500%           |
| 2026-02-10 | 3.2400%           |
| 2026-02-11 | 3.2400%           |
| 2026-02-12 | 3.2400%           |
| 2026-02-13 | 3.2400%           |
| 2026-02-17 | 3.2500%           |
| 2026-02-18 | 3.2600%           |
| 2026-02-19 | 3.2600%           |
| 2026-02-20 | 3.2600%           |
| 2026-02-23 | 3.2600%           |
| 2026-02-24 | 3.2600%           |
| 2026-02-25 | 3.2600%           |
| 2026-02-26 | 3.2600%           |
| 2026-02-27 | 3.2700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.5800%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $5035454.43

- **Number of Shares Outstanding:** 5033335.2900

- **Expense Reimbursement/Waiver:** 201.31

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0004          |
|  |  |
| 2026-02-03 | 1.0004          |
|  |  |
| 2026-02-04 | 1.0004          |
|  |  |
| 2026-02-05 | 1.0004          |
|  |  |
| 2026-02-06 | 1.0005          |
|  |  |
| 2026-02-09 | 1.0004          |
|  |  |
| 2026-02-10 | 1.0004          |
|  |  |
| 2026-02-11 | 1.0004          |
|  |  |
| 2026-02-12 | 1.0004          |
|  |  |
| 2026-02-13 | 1.0007          |
|  |  |
| 2026-02-17 | 1.0005          |
|  |  |
| 2026-02-18 | 1.0005          |
|  |  |
| 2026-02-19 | 1.0005          |
|  |  |
| 2026-02-20 | 1.0006          |
|  |  |
| 2026-02-23 | 1.0004          |
|  |  |
| 2026-02-24 | 1.0004          |
|  |  |
| 2026-02-25 | 1.0004          |
|  |  |
| 2026-02-26 | 1.0004          |
|  |  |
| 2026-02-27 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1000000.00               | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $500000.00                | $0.00                   |
| 2026-02-05 | $0.00                     | $400000.00              |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $1000000.00             |
| 2026-02-20 | $1000000.00               | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $75000.00               |
| 2026-02-25 | $0.00                     | $1000000.00             |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $6744.68                  | $0.00                   |

**Total Gross Subscriptions (Month):** $2506744.68

**Total Gross Redemptions (Month):** $2475000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5200%           |
| 2026-02-03 | 3.5200%           |
| 2026-02-04 | 3.5100%           |
| 2026-02-05 | 3.5100%           |
| 2026-02-06 | 3.5100%           |
| 2026-02-09 | 3.4900%           |
| 2026-02-10 | 3.4900%           |
| 2026-02-11 | 3.4900%           |
| 2026-02-12 | 3.4900%           |
| 2026-02-13 | 3.4900%           |
| 2026-02-17 | 3.5000%           |
| 2026-02-18 | 3.5100%           |
| 2026-02-19 | 3.5100%           |
| 2026-02-20 | 3.5100%           |
| 2026-02-23 | 3.5100%           |
| 2026-02-24 | 3.5100%           |
| 2026-02-25 | 3.5100%           |
| 2026-02-26 | 3.5100%           |
| 2026-02-27 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 19.8400%         | 0.0000%              |
| Depository institution or other banking institution                         |  | 29.7600%         | 0.0000%              |
| Non-financial corporation                                                   |  | 16.0300%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 32.7100%         | 0.0000%              |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $200143421.15

- **Number of Shares Outstanding:** 200059277.6600

- **Expense Reimbursement/Waiver:** 6851.47

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0004          |
|  |  |
| 2026-02-03 | 1.0004          |
|  |  |
| 2026-02-04 | 1.0004          |
|  |  |
| 2026-02-05 | 1.0004          |
|  |  |
| 2026-02-06 | 1.0005          |
|  |  |
| 2026-02-09 | 1.0004          |
|  |  |
| 2026-02-10 | 1.0004          |
|  |  |
| 2026-02-11 | 1.0004          |
|  |  |
| 2026-02-12 | 1.0004          |
|  |  |
| 2026-02-13 | 1.0007          |
|  |  |
| 2026-02-17 | 1.0005          |
|  |  |
| 2026-02-18 | 1.0005          |
|  |  |
| 2026-02-19 | 1.0005          |
|  |  |
| 2026-02-20 | 1.0006          |
|  |  |
| 2026-02-23 | 1.0004          |
|  |  |
| 2026-02-24 | 1.0004          |
|  |  |
| 2026-02-25 | 1.0004          |
|  |  |
| 2026-02-26 | 1.0004          |
|  |  |
| 2026-02-27 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $159.39                   | $0.00                   |

**Total Gross Subscriptions (Month):** $159.39

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5200%           |
| 2026-02-03 | 3.5200%           |
| 2026-02-04 | 3.5100%           |
| 2026-02-05 | 3.5100%           |
| 2026-02-06 | 3.5100%           |
| 2026-02-09 | 3.4900%           |
| 2026-02-10 | 3.4900%           |
| 2026-02-11 | 3.4900%           |
| 2026-02-12 | 3.4900%           |
| 2026-02-13 | 3.4900%           |
| 2026-02-17 | 3.5000%           |
| 2026-02-18 | 3.5100%           |
| 2026-02-19 | 3.5100%           |
| 2026-02-20 | 3.5100%           |
| 2026-02-23 | 3.5100%           |
| 2026-02-24 | 3.5100%           |
| 2026-02-25 | 3.5100%           |
| 2026-02-26 | 3.5100%           |
| 2026-02-27 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 99.9700%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $25810853.73

- **Number of Shares Outstanding:** 25800000.0000

- **Expense Reimbursement/Waiver:** 883.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0004          |
|  |  |
| 2026-02-03 | 1.0004          |
|  |  |
| 2026-02-04 | 1.0004          |
|  |  |
| 2026-02-05 | 1.0004          |
|  |  |
| 2026-02-06 | 1.0005          |
|  |  |
| 2026-02-09 | 1.0004          |
|  |  |
| 2026-02-10 | 1.0004          |
|  |  |
| 2026-02-11 | 1.0004          |
|  |  |
| 2026-02-12 | 1.0004          |
|  |  |
| 2026-02-13 | 1.0007          |
|  |  |
| 2026-02-17 | 1.0005          |
|  |  |
| 2026-02-18 | 1.0005          |
|  |  |
| 2026-02-19 | 1.0005          |
|  |  |
| 2026-02-20 | 1.0006          |
|  |  |
| 2026-02-23 | 1.0004          |
|  |  |
| 2026-02-24 | 1.0004          |
|  |  |
| 2026-02-25 | 1.0004          |
|  |  |
| 2026-02-26 | 1.0004          |
|  |  |
| 2026-02-27 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5200%           |
| 2026-02-03 | 3.5200%           |
| 2026-02-04 | 3.5100%           |
| 2026-02-05 | 3.5100%           |
| 2026-02-06 | 3.5100%           |
| 2026-02-09 | 3.4900%           |
| 2026-02-10 | 3.4900%           |
| 2026-02-11 | 3.4900%           |
| 2026-02-12 | 3.4900%           |
| 2026-02-13 | 3.4900%           |
| 2026-02-17 | 3.5000%           |
| 2026-02-18 | 3.5100%           |
| 2026-02-19 | 3.5100%           |
| 2026-02-20 | 3.5100%           |
| 2026-02-23 | 3.5100%           |
| 2026-02-24 | 3.5100%           |
| 2026-02-25 | 3.5100%           |
| 2026-02-26 | 3.5100%           |
| 2026-02-27 | 3.5200%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ045322
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 6.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIB 51   | 2051-02-15      | 0.1250%  | N/A     | $4999100.00        | $3520226.96        | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43   | 2043-02-15      | 0.6250%  | N/A     | $200.00            | $217.24            | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50   | 2050-05-15      | 1.2500%  | N/A     | $1800.00           | $901.89            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50   | 2050-08-15      | 1.3750%  | N/A     | $6403000.00        | $3277924.93        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46   | 2046-08-15      | 2.2500%  | N/A     | $3142800.00        | $2139136.94        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34 | 2034-08-15      | 3.8750%  | N/A     | $13916200.00       | $13893857.96       | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 54   | 2054-08-15      | 0.0000%  | N/A     | $300.00            | $77.24             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32 | 2032-05-31      | 4.1250%  | N/A     | $396069900.00      | $408853393.33      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34 | 2034-05-15      | 4.3750%  | N/A     | $26105000.00       | $27314159.08       | U.S. Treasuries (including strips) |
| TINT 08/15/26   | 2026-08-15      | 0.0000%  | N/A     | $106.20            | $104.42            | U.S. Treasuries (including strips) |

### Security 2: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ045355
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $7926000.00        | $7998430.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $94261000.00       | $96140080.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $1000.00           | $1014.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $10800.00          | $11043.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $200.00            | $197.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $2471700.00        | $2505967.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $11993800.00       | $14247506.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $55139600.00       | $72895562.03       | U.S. Treasuries (including strips) |

### Security 3: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ0452V9
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $117307400.00      | $31104057.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 0.0000%  | N/A     | $13854100.00       | $5337472.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $18757000.00       | $18003722.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 0.0000%  | N/A     | $75623000.00       | $18889642.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $6043300.00        | $2357642.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 0.0000%  | N/A     | $172490387.75      | $46707464.67       | U.S. Treasuries (including strips) |

### Security 4: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ045306
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 8.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/8 BOND 50 | 2050-08-15      | 1.3750%  | N/A     | $100484800.00      | $51777888.24       | U.S. Treasuries (including strips) |
| 2 BOND 50     | 2050-02-15      | 2.0000%  | N/A     | $420961000.00      | $257727471.82      | U.S. Treasuries (including strips) |
| 3 TPRN 48     | 2048-02-15      | 0.0000%  | N/A     | $176346200.00      | $62004734.69       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53 | 2053-08-15      | 4.1250%  | N/A     | $206212000.00      | $189489939.66      | U.S. Treasuries (including strips) |

### Security 5: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ0453C0
- **C.18 - Value (incl. sponsor support):** $563000000.00
- **C.18.a - Value (excl. sponsor support):** $563000000.00
- **C.19 - Percentage of Net Assets:** 8.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $271100.00         | $282511.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | N/A     | $100.00            | $110.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $328309400.00      | $339630530.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $85700.00          | $90136.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $4508800.00        | $4510368.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | N/A     | $227205100.00      | $229746445.53      | U.S. Treasuries (including strips) |

### Security 6: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ0453F3
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | N/A     | $116401400.00      | $124916282.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $7000.00           | $6876.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $17454700.00       | $17532976.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $100.00            | $98.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | N/A     | $322900.00         | $343833.51         | U.S. Treasuries (including strips) |

### Security 7: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ0454D7
- **C.18 - Value (incl. sponsor support):** $484000000.00
- **C.18.a - Value (excl. sponsor support):** $484000000.00
- **C.19 - Percentage of Net Assets:** 7.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $522122800.00      | $493680085.47      | U.S. Treasuries (including strips) |

### Security 8: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ0454S4
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **C.19 - Percentage of Net Assets:** 4.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $47906.01          | $30033.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $80700.00          | $80193.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $200.00            | $207.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $42200.00          | $36226.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $300.00            | $196.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $24475400.00       | $25546427.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8049%  | N/A     | $1180800.00        | $1184854.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $51800.00          | $49097.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | N/A     | $71370000.00       | $73538986.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $30000.00          | $31486.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $100.00            | $94.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $59200.00          | $45049.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $800.00            | $709.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $7200.00           | $4180.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $100.00            | $84.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $10300.00          | $8823.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $1200.00           | $928.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7219%  | N/A     | $1600.00           | $1604.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7209%  | N/A     | $2500.00           | $2507.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $400.00            | $258.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $67300.00          | $68057.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $200.00            | $166.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $178400.00         | $186580.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | N/A     | $400.00            | $412.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $30300.00          | $32141.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $200.00            | $166.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7829%  | N/A     | $416700.00         | $418348.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $200.00            | $184.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $221400.00         | $225177.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | N/A     | $169627400.00      | $169167709.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $20303900.00       | $19910619.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $400.00            | $320.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $100.00            | $54.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | N/A     | $64300.00          | $65234.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $200.00            | $153.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $41000.00          | $27027.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $2800.00           | $1818.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $42500.00          | $28522.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $1100.00           | $1167.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $200.00            | $207.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $500.00            | $523.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8129%  | N/A     | $1200.00           | $1205.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $3000.00           | $2169.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $200.00            | $169.04            | U.S. Treasuries (including strips) |

### Security 9: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $201264762.67
- **C.18.a - Value (excl. sponsor support):** $201264762.67
- **C.19 - Percentage of Net Assets:** 3.0000%
- **C.17 - Yield as of Reporting Date:** 1.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $307189780.93
- **C.18.a - Value (excl. sponsor support):** $307189780.93
- **C.19 - Percentage of Net Assets:** 4.5800%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $189176192.30
- **C.18.a - Value (excl. sponsor support):** $189176192.30
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199657096.00
- **C.18.a - Value (excl. sponsor support):** $199657096.00
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 3.1300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $239107140.95
- **C.18.a - Value (excl. sponsor support):** $239107140.95
- **C.19 - Percentage of Net Assets:** 3.5700%
- **C.17 - Yield as of Reporting Date:** 2.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49843923.50
- **C.18.a - Value (excl. sponsor support):** $49843923.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $205163271.76
- **C.18.a - Value (excl. sponsor support):** $205163271.76
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99778931.00
- **C.18.a - Value (excl. sponsor support):** $99778931.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.2300%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $152484721.03
- **C.18.a - Value (excl. sponsor support):** $152484721.03
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 0.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $106882569.45
- **C.18.a - Value (excl. sponsor support):** $106882569.45
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49773625.00
- **C.18.a - Value (excl. sponsor support):** $49773625.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180143922.00
- **C.18.a - Value (excl. sponsor support):** $180143922.00
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $409054872.66
- **C.18.a - Value (excl. sponsor support):** $409054872.66
- **C.19 - Percentage of Net Assets:** 6.1000%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499244755.00
- **C.18.a - Value (excl. sponsor support):** $499244755.00
- **C.19 - Percentage of Net Assets:** 7.4500%
- **C.17 - Yield as of Reporting Date:** 3.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $36212117.70
- **C.18.a - Value (excl. sponsor support):** $36212117.70
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137860811.82
- **C.18.a - Value (excl. sponsor support):** $137860811.82
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74505000.00
- **C.18.a - Value (excl. sponsor support):** $74505000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $168762447.60
- **C.18.a - Value (excl. sponsor support):** $168762447.60
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $243544091.68
- **C.18.a - Value (excl. sponsor support):** $243544091.68
- **C.19 - Percentage of Net Assets:** 3.6300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-03-05

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer