# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001193125-26-006231
**Filing Date:** 2026-1
**Character Count:** 143865
**Document Hash:** 44ad11f5a7efe4f934e73fde6d071f47
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-006231.hdr.sgml**: 20260107

**ACCESSION NUMBER**: 0001193125-26-006231

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260107

**DATE AS OF CHANGE**: 20260107

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 26515536

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMPASS CAPITAL FUNDS\
- **DATE OF NAME CHANGE:** 19961114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PNC FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NCP FUNDS
- **DATE OF NAME CHANGE:** 19890511

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**Registrant Full Name:** BlackRock Funds

**CIK Number of Registrant:** 0000844779

**LEI of Registrant:** 549300OZUEVJZHOBFP42

**Name of Series:** Circle Reserve Fund

**LEI of Series:** 549300X6KEJFVQHDAG85

**EDGAR Series Identifier:** S000077205

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 13 days

- **WAL:** 13 days

- **Total Value of Portfolio Securities:** $65753264494.44

- **Amortized Cost of Portfolio Securities:** $65751291474.45

- **Cash:** $1003742202.14

- **Total Other Assets:** $227353591.44

- **Total Liabilities:** $665830956.53

- **Net Assets of Series:** $66316556311.50

- **Number of Shares Outstanding (Series):** 66312008999.6600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $68740629326.81           | $68740629326.81            | 100.0000%                 | 100.0000%                  |
| 2025-12-02 | $69538500752.12           | $69538500752.12            | 100.0000%                 | 100.0000%                  |
| 2025-12-03 | $70000439021.38           | $70000439021.38            | 100.0000%                 | 100.0000%                  |
| 2025-12-04 | $68648652724.73           | $68648652724.73            | 100.0000%                 | 100.0000%                  |
| 2025-12-05 | $68665173495.08           | $68665173495.08            | 100.0000%                 | 100.0000%                  |
| 2025-12-08 | $69865579758.37           | $69865579758.37            | 100.0000%                 | 100.0000%                  |
| 2025-12-09 | $69872593643.01           | $70060678190.22            | 99.7300%                  | 100.0000%                  |
| 2025-12-10 | $70567374897.75           | $70567374897.75            | 100.0000%                 | 100.0000%                  |
| 2025-12-11 | $69194985404.57           | $69194985404.57            | 100.0000%                 | 100.0000%                  |
| 2025-12-12 | $69340389403.98           | $69340389403.98            | 100.0000%                 | 100.0000%                  |
| 2025-12-15 | $69352548295.64           | $69352548295.64            | 100.0000%                 | 100.0000%                  |
| 2025-12-16 | $69689127127.16           | $69799919361.26            | 99.8400%                  | 100.0000%                  |
| 2025-12-17 | $69477158054.36           | $69477158054.36            | 100.0000%                 | 100.0000%                  |
| 2025-12-18 | $70862461429.45           | $70862461429.45            | 100.0000%                 | 100.0000%                  |
| 2025-12-19 | $70277848677.96           | $70277848677.96            | 100.0000%                 | 100.0000%                  |
| 2025-12-22 | $72103676719.01           | $72103676719.01            | 100.0000%                 | 100.0000%                  |
| 2025-12-23 | $70324515444.24           | $70418819284.74            | 99.8700%                  | 100.0000%                  |
| 2025-12-24 | $72415782762.28           | $72415782762.28            | 100.0000%                 | 100.0000%                  |
| 2025-12-26 | $70120393593.65           | $70120393593.65            | 100.0000%                 | 100.0000%                  |
| 2025-12-29 | $69632881148.52           | $69632881148.52            | 100.0000%                 | 100.0000%                  |
| 2025-12-30 | $66877662904.82           | $66877662904.82            | 100.0000%                 | 100.0000%                  |
| 2025-12-31 | $67107009864.03           | $67107009864.03            | 100.0000%                 | 100.0000%                  |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0500%             |
| 2025-12-02 | 4.0500%             |
| 2025-12-03 | 4.0400%             |
| 2025-12-04 | 4.0200%             |
| 2025-12-05 | 3.9700%             |
| 2025-12-08 | 3.9600%             |
| 2025-12-09 | 3.9500%             |
| 2025-12-10 | 3.9500%             |
| 2025-12-11 | 3.9200%             |
| 2025-12-12 | 3.8400%             |
| 2025-12-15 | 3.8200%             |
| 2025-12-16 | 3.7900%             |
| 2025-12-17 | 3.7600%             |
| 2025-12-18 | 3.7600%             |
| 2025-12-19 | 3.7500%             |
| 2025-12-22 | 3.7400%             |
| 2025-12-23 | 3.7400%             |
| 2025-12-24 | 3.7300%             |
| 2025-12-26 | 3.7600%             |
| 2025-12-29 | 3.7700%             |
| 2025-12-30 | 3.7700%             |
| 2025-12-31 | 3.8100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0001                      |
|  |  |
| 2025-12-02 | 1.0001                      |
|  |  |
| 2025-12-03 | 1.0001                      |
|  |  |
| 2025-12-04 | 1.0001                      |
|  |  |
| 2025-12-05 | 1.0001                      |
|  |  |
| 2025-12-08 | 1.0001                      |
|  |  |
| 2025-12-09 | 1.0001                      |
|  |  |
| 2025-12-10 | 1.0001                      |
|  |  |
| 2025-12-11 | 1.0001                      |
|  |  |
| 2025-12-12 | 1.0001                      |
|  |  |
| 2025-12-15 | 1.0001                      |
|  |  |
| 2025-12-16 | 1.0001                      |
|  |  |
| 2025-12-17 | 1.0001                      |
|  |  |
| 2025-12-18 | 1.0001                      |
|  |  |
| 2025-12-19 | 1.0001                      |
|  |  |
| 2025-12-22 | 1.0001                      |
|  |  |
| 2025-12-23 | 1.0001                      |
|  |  |
| 2025-12-24 | 1.0001                      |
|  |  |
| 2025-12-26 | 1.0001                      |
|  |  |
| 2025-12-29 | 1.0001                      |
|  |  |
| 2025-12-30 | 1.0001                      |
|  |  |
| 2025-12-31 | 1.0001                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $2000000000.00

- **Net Assets of Class:** $66316556311.50

- **Number of Shares Outstanding:** 66312008999.6600

- **Expense Reimbursement/Waiver:** 6267117.80

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0001          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1250000000.00            | $0.00                   |
| 2025-12-02 | $1000000000.00            | $0.00                   |
| 2025-12-03 | $400000000.00             | $0.00                   |
| 2025-12-10 | $500000000.00             | $0.00                   |
| 2025-12-18 | $0.00                     | $700000000.00           |
| 2025-12-19 | $0.00                     | $600000000.00           |
| 2025-12-24 | $0.00                     | $1000000000.00          |
| 2025-12-29 | $0.00                     | $500000000.00           |

**Total Gross Subscriptions (Month):** $3150000000.00

**Total Gross Redemptions (Month):** $2800000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.9700%           |
| 2025-12-02 | 3.9600%           |
| 2025-12-03 | 3.9500%           |
| 2025-12-04 | 3.9300%           |
| 2025-12-05 | 3.8800%           |
| 2025-12-08 | 3.8700%           |
| 2025-12-09 | 3.8600%           |
| 2025-12-10 | 3.8600%           |
| 2025-12-11 | 3.8300%           |
| 2025-12-12 | 3.7500%           |
| 2025-12-15 | 3.7300%           |
| 2025-12-16 | 3.7000%           |
| 2025-12-17 | 3.6700%           |
| 2025-12-18 | 3.6700%           |
| 2025-12-19 | 3.6600%           |
| 2025-12-22 | 3.6500%           |
| 2025-12-23 | 3.6500%           |
| 2025-12-24 | 3.6400%           |
| 2025-12-26 | 3.6700%           |
| 2025-12-29 | 3.6800%           |
| 2025-12-30 | 3.6900%           |
| 2025-12-31 | 3.7200%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54478243.41
- **C.18.a - Value (excl. sponsor support):** $54478243.41
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1584492771.02
- **C.18.a - Value (excl. sponsor support):** $1584492771.02
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $543278000.00
- **C.18.a - Value (excl. sponsor support):** $543278000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $827333803.89
- **C.18.a - Value (excl. sponsor support):** $827333803.89
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $949352160.46
- **C.18.a - Value (excl. sponsor support):** $949352160.46
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $413303525.65
- **C.18.a - Value (excl. sponsor support):** $413303525.65
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1175087970.11
- **C.18.a - Value (excl. sponsor support):** $1175087970.11
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1244850568.37
- **C.18.a - Value (excl. sponsor support):** $1244850568.37
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2313556176.30
- **C.18.a - Value (excl. sponsor support):** $2313556176.30
- **C.19 - Percentage of Net Assets:** 3.4900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $503653578.18
- **C.18.a - Value (excl. sponsor support):** $503653578.18
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $807405667.23
- **C.18.a - Value (excl. sponsor support):** $807405667.23
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $138269903.92
- **C.18.a - Value (excl. sponsor support):** $138269903.92
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1398855198.80
- **C.18.a - Value (excl. sponsor support):** $1398855198.80
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2985190858.67
- **C.18.a - Value (excl. sponsor support):** $2985190858.67
- **C.19 - Percentage of Net Assets:** 4.5000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24156068.43
- **C.18.a - Value (excl. sponsor support):** $24156068.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDWSJLH9
- **C.18 - Value (incl. sponsor support):** $5179000000.00
- **C.18.a - Value (excl. sponsor support):** $5179000000.00
- **C.19 - Percentage of Net Assets:** 7.8100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $237300.00         | $234090.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $400.00            | $431.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $572730400.00      | $591072520.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $8323700.00        | $6975516.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $4208400.00        | $3419043.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $3082400.00        | $2223575.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $87732200.00       | $67408597.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $59860300.00       | $44425627.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $417692000.00      | $286095838.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $688800000.00      | $593661049.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $300.00            | $298.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $376036800.00      | $390373049.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $400.00            | $395.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $195000000.00      | $191657261.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $4742600.00        | $4734051.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $99998700.00       | $94897246.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $1849100.00        | $1834395.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $523614100.00      | $471158396.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $410500.00         | $405538.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $2562500.00        | $2612076.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $700.00            | $712.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $19733000.00       | $19976368.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $1905000.00        | $1982313.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $22550400.00       | $23225997.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $100906300.00      | $106010292.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $929800.00         | $952830.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $38956900.00       | $39825833.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $300900.00         | $307820.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $2600.00           | $2707.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $800.00            | $812.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $188295800.00      | $190328866.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $517707200.00      | $531636379.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $574092800.00      | $577883436.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $1039459200.00     | $1037256649.00     | U.S. Treasuries (including strips) |

### Security 17: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 3.820000%
- **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: BYDWSJLP1
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $4032600.00        | $3966384.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $945300.00         | $929253.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $348334.62         | $204362.00         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDWSJLT3
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $4928900.00        | $5100019.89        | U.S. Treasuries (including strips) |

### Security 19: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 3.820000%
- **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: BYDWSJLZ9
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $100.00            | $204.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $41400.00          | $39295.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $700.00            | $711.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $1961500.00        | $1999814.08        | U.S. Treasuries (including strips) |

### Security 20: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDWSJM96
- **C.18 - Value (incl. sponsor support):** $540000000.00
- **C.18.a - Value (excl. sponsor support):** $540000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $75616900.00       | $66297400.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $17299800.00       | $17204234.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $7847500.00        | $7697660.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $17542400.00       | $16646997.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $56563900.00       | $53641937.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $7006100.00        | $6695231.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $19811400.00       | $19622707.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $318200.00         | $317214.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $8133700.00        | $7965444.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $77952300.00       | $73686165.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $473900.00         | $481078.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $6816200.00        | $6901280.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $47496900.00       | $47798020.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $117800000.00      | $114136263.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $1955300.00        | $2074250.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $24969200.00       | $25354474.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $544500.00         | $559852.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $4074000.00        | $4152396.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $75991900.00       | $79567005.32       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNP 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMD7
- **C.18 - Value (incl. sponsor support):** $5900000000.00
- **C.18.a - Value (excl. sponsor support):** $5900000000.00
- **C.19 - Percentage of Net Assets:** 8.9000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | 0.0000% | $400.00            | $420.69            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | 0.0000% | $8009700.00        | $8233733.17        | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | 0.0000% | $835900.00         | $775237.07         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $8192900.00        | $8096826.39        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | 0.0000% | $1490600.00        | $1523815.04        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | 0.0000% | $868100.00         | $864287.65         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $103.20            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | 0.0000% | $22961100.00       | $22794549.19       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $800.00            | $787.39            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | 0.0000% | $198600.00         | $165781.94         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.80             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $693800.00         | $545312.58         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $77.54             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | 0.0000% | $8853500.00        | $7302054.71        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $78.36             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | 0.0000% | $8684900.00        | $7651342.62        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $6151400.00        | $5447348.85        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $21097700.00       | $18493120.37       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | 0.0000% | $5230300.00        | $4361257.80        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.74             | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $7700.00           | $6017.35           | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $10808200.00       | $7796797.70        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $800900.00         | $561240.12         | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | 0.0000% | $248300.00         | $190780.06         | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | 0.0000% | $5183600.00        | $3933378.69        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $4315100.00        | $3144040.11        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | 0.0000% | $20232200.00       | $14562216.49       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $3600000.00        | $2734855.20        | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $10000.00          | $7561.41           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $34156000.00       | $27323627.56       | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $21985300.00       | $16539409.28       | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $119.53            | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $125000000.00      | $60462799.72       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $194044100.00      | $97115821.81       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $50000200.00       | $31749364.50       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | 0.0000% | $1936500.00        | $1237933.88        | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $1000.00           | $530.79            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | 0.0000% | $590800.00         | $336672.25         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $8587400.00        | $6089198.68        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $21450000.00       | $15919227.24       | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $138150200.00      | $80726411.57       | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $605000.00         | $425981.37         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $1439500.00        | $1077700.75        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | 0.0000% | $64741300.00       | $45775097.59       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $188516400.00      | $162477996.41      | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $63358000.00       | $55631230.42       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $900.00            | $745.43            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $14600.00          | $13413.51          | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | 0.0000% | $2021200.00        | $1832422.01        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $481785000.00      | $436559239.82      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $3733100.00        | $3645507.47        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $200.00            | $198.76            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $4138400.00        | $4184170.34        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $26304400.00       | $24351732.32       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $123315000.00      | $122004408.18      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | 0.0000% | $137109900.00      | $133661047.42      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $200000000.00      | $185134500.00      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $111901000.00      | $106844443.58      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $25841200.00       | $25498099.93       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $120460700.00      | $122590625.87      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $11000.00          | $11079.49          | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | 0.0000% | $83623300.00       | $86393091.85       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $151033100.00      | $147301536.05      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | 0.0000% | $1100.00           | $1086.85           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $15796000.00       | $15493934.92       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | 0.0000% | $200.00            | $198.68            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $76000.00          | $74697.19          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26  | 2026-02-15      | 1.6250%  | 0.0000% | $475000.00         | $476660.48         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | 0.0000% | $600.00            | $562.15            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | 0.0000% | $800.00            | $787.36            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | 0.0000% | $1945400.00        | $1856643.27        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.39             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | 0.0000% | $285800.00         | $272682.66         | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $1557200.00        | $1365253.11        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $13376700.00       | $12692685.21       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $88.62             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  | 0.0000% | $15089500.00       | $15037140.69       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.98             | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $100100.00         | $98783.38          | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.30             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $29526000.00       | $27864821.08       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $14394000.00       | $13593741.69       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $10001200.00       | $9451893.98        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $200.00            | $196.37            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $3682300.00        | $3600416.69        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $191.10            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $956000.00         | $944445.84         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $28717900.00       | $28248782.00       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $700.00            | $661.30            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | 0.0000% | $1306600.00        | $1334566.24        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $91866400.00       | $93624145.31       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $23600.00          | $23904.49          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $50199100.00       | $50685177.89       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $315118000.00      | $311180285.47      | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $300.00            | $308.30            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | 0.0000% | $6600000.00        | $6681398.38        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $20164800.00       | $20290079.67       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $96.84             | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51826723.76       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | 0.0000% | $1192200.00        | $1213364.71        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | 0.0000% | $2306700.00        | $2445941.13        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $100000000.00      | $104116723.20      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | 0.0000% | $8697100.00        | $8825843.80        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | 0.0000% | $13781900.00       | $13813874.01       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 3.8471%  | 0.0000% | $62000.00          | $62424.22          | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $115485000.00      | $117198219.97      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | 0.0000% | $412295000.00      | $428434372.06      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $381891000.00      | $392522014.51      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $51097061.54       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $189000.00         | $195379.02         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $8551000.00        | $8762799.72        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51115250.00       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | 0.0000% | $56548100.00       | $56848144.22       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $3200.00           | $3307.42           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | 0.0000% | $16443800.00       | $16822016.25       | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51534271.74       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $150000000.00      | $155325170.38      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $5718800.00        | $5731394.23        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $400.00            | $407.39            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | 0.0000% | $18868000.00       | $19128644.85       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $15318600.00       | $15448912.71       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | 0.0000% | $115000.00         | $115950.15         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $13286500.00       | $13623524.92       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | 0.0000% | $20575000.00       | $20805603.92       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $24390000.00       | $24986968.83       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $12819300.00       | $13063617.30       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $534666000.00      | $546457550.40      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $52690000.00       | $53529704.52       | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $152309200.00      | $154688929.43      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | 0.0000% | $357900.00         | $363992.01         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $79893900.00       | $80756529.89       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $11622000.00       | $11748985.42       | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $50002000.00       | $50457168.21       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $6101900.00        | $6255172.00        | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27 | 2027-07-31      | 3.7611%  | 0.0000% | $4998200.00        | $5033895.11        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $100009600.00      | $101037983.80      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $150600000.00      | $151594386.01      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $24200000.00       | $24424139.34       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | 0.0000% | $10217200.00       | $10254088.44       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | 0.0000% | $100000000.00      | $100645679.01      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | 0.0000% | $150501000.00      | $150182097.53      | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27 | 2027-10-31      | 3.7921%  | 0.0000% | $10270400.00       | $10347519.08       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | 0.0000% | $31100000.00       | $31138169.44       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | 0.0000% | $167960000.00      | $167010132.67      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - GS 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJML9
- **C.18 - Value (incl. sponsor support):** $8850000000.00
- **C.18.a - Value (excl. sponsor support):** $8850000000.00
- **C.19 - Percentage of Net Assets:** 13.3500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $7954300.00        | $7945796.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $604916800.00      | $600528970.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $3790000.00        | $3079121.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $869774400.00      | $660751955.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $14286700.00       | $7583279.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $398362800.00      | $227010328.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $1319827200.00     | $771225186.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $71900000.00       | $44529575.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $245197200.00      | $225270820.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $796035200.00      | $721686334.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $200000000.00      | $199014720.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $36957700.00       | $35096752.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $2053000.00        | $2007347.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $162158400.00      | $158334872.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $236681600.00      | $231744119.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $154687400.00      | $157680130.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $758508000.00      | $769900509.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $610579200.00      | $616076397.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $462000000.00      | $483691765.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $222100000.00      | $222589119.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $221370400.00      | $225458336.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $2106150400.00     | $2146290578.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $58800000.00       | $61228842.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $441243200.00      | $448275158.80      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - GS 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMM7
- **C.18 - Value (incl. sponsor support):** $4900000000.00
- **C.18.a - Value (excl. sponsor support):** $4900000000.00
- **C.19 - Percentage of Net Assets:** 7.3900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-10      | 0.0000%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $100.00            | $104.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $100.00            | $106.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $100.00            | $107.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $10402400.00       | $11405849.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $600.00            | $641.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $551000.00         | $566411.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $1780000.00        | $1851332.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $24000000.00       | $22066644.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $25000000.00       | $19591057.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $469666400.00      | $368050464.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $87.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $8400.00           | $6374.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $76.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $10700.00          | $8559.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $170982000.00      | $136779730.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $61439900.00       | $39276289.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $70.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $200.00            | $127.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $272765600.00      | $168930964.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $11599900.00       | $11327722.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $300.00            | $281.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $98.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $6649200.00        | $6560916.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $3492400.00        | $3554150.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $23328400.00       | $23213178.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $369625600.00      | $372296699.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $731400.00         | $723450.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $8460000.00        | $8368052.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $199.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200.00            | $198.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $200.00            | $201.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $2264300.00        | $2252212.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $3489900.00        | $3471269.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $309600.00         | $305923.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $114017000.00      | $112296302.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $129305600.00      | $113495339.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $1289958400.00     | $1132234541.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $94.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $300.00            | $295.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $1094800.00        | $1035387.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $64400.00          | $63621.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $1438200.00        | $1364275.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $197.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $163466800.00      | $154428312.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $95200.00          | $95678.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $133902400.00      | $136493003.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $73700.00          | $75277.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $201.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $13612400.00       | $13818968.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $85000.00          | $85744.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $200.00            | $202.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $239444000.00      | $242397083.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $200.00            | $199.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $200.00            | $201.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $23204900.00       | $23347545.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $64220000.00       | $64614774.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $102.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $26137000.00       | $26991735.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $103.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $3059800.00        | $3087348.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $102.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $800.00            | $832.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $2000.00           | $2088.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $96774500.00       | $100758438.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $910400.00         | $935102.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $5981700.00        | $6144007.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $21500000.00       | $22083380.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $300.00            | $308.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $25100.00          | $25472.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $200.00            | $204.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $188500.00         | $192673.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $1564400.00        | $1599040.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $2070500.00        | $2144036.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $200.00            | $204.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $215162400.00      | $221152053.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $200.00            | $206.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $114338000.00      | $117826954.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $249687600.00      | $255256881.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $200.00            | $200.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $200.00            | $205.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $1300.00           | $1322.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $300.00            | $302.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $18698000.00       | $19388423.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $90935000.00       | $94292774.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $3843400.00        | $3951338.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $518432000.00      | $532991644.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $103.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $1700.00           | $1770.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.7001%  | 0.0000% | $434300.00         | $436989.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $200.00            | $204.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $7923000.00        | $8088027.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $200.00            | $206.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $115371400.00      | $118863338.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $136606600.00      | $140220230.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $10000000.00       | $10136936.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $788000.00         | $800311.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $500000.00         | $509480.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $16259800.00       | $16407812.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $47000.00          | $48264.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $200.00            | $205.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $200.00            | $204.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7611%  | 0.0000% | $2000000.00        | $2014283.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $201.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $50093700.00       | $50417144.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $45038900.00       | $44766273.82       | U.S. Treasuries (including strips) |

### Security 24: FIXED INCOME CLEARING CORPORATION - CITI

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - CITI 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMP0
- **C.18 - Value (incl. sponsor support):** $9850000000.00
- **C.18.a - Value (excl. sponsor support):** $9850000000.00
- **C.19 - Percentage of Net Assets:** 14.8500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $400.00            | $410.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $80808000.00       | $85113956.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $3828300.00        | $4242743.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $1000.00           | $1028.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $3200.00           | $3271.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $10999500.00       | $10388722.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $300878800.00      | $276641057.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $4965100.00        | $4033811.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $78.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $6000.00           | $4948.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $127243000.00      | $99712999.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $12966200.00       | $10132750.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $12150000.00       | $9293513.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $70.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $3499400.00        | $2611032.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $148936000.00      | $113014447.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $1200.00           | $874.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $345200.00         | $248459.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $5700.00           | $4559.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $4100.00           | $2975.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $99817000.00       | $48281722.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $335400.00         | $212973.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $145974000.00      | $93315858.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $358020000.00      | $209204690.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $6656900.00        | $4559607.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $14000.00          | $10249.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $3609600.00        | $2955104.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $2816000.00        | $2749926.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $2689000.00        | $2672349.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $83400.00          | $82513.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $49998500.00       | $46894330.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $12019200.00       | $11476079.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $900.00            | $934.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $103.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $1000.00           | $975.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $13800.00          | $13635.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $1100.00           | $1092.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $196.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $128000.00         | $127430.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $239522300.00      | $238373131.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $2820700.00        | $2802108.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $1276500.00        | $1289085.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $202666600.00      | $199192438.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $24849400.00       | $24724629.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $38672900.00       | $38466444.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $421840000.00      | $396796519.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $6749300.00        | $6631970.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $27427900.00       | $26796768.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $700.00            | $677.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $3100.00           | $2726.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $315300.00         | $299113.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $700.00            | $613.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $1659000.00        | $1573409.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $987900.00         | $986739.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $50462500.00       | $47882110.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $68882500.00       | $65795147.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $191.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $1456300.00        | $1387116.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $44350300.00       | $39907283.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $95806700.00       | $90982503.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $371000.00         | $366868.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $108700.00         | $107161.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $230339800.00      | $217208728.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $22574700.00       | $22218237.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1645400.00        | $1553921.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $98.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $300.00            | $294.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $300.00            | $283.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $45200.00          | $44194.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $13837000.00       | $13221444.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $205604000.00      | $185227255.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $2000.00           | $1988.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $376435800.00      | $370286575.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $208396000.00      | $203482237.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $1128000.00        | $1117144.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $323174000.00      | $323259131.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $16173700.00       | $16515293.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $78965600.00       | $80879304.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $272500.00         | $272488.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $1000.00           | $1006.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $900000.00         | $904359.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $200.00            | $193.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $167900.00         | $168572.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $565474200.00      | $572391080.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $572300.00         | $587062.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $13108800.00       | $13513107.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $405580000.00      | $414139867.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $79801800.00       | $84001414.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $6861600.00        | $6983411.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $82443800.00       | $84680826.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $4089600.00        | $4180154.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $301488400.00      | $310319846.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $842416000.00      | $877147555.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $3147200.00        | $3207208.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $8534300.00        | $8935001.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $1383200.00        | $1408273.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $2458200.00        | $2540721.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $1000.00           | $1035.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $537400.00         | $544579.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $800.00            | $800.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $500.00            | $509.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $619309600.00      | $629856883.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $3185000.00        | $3251130.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $58818500.00       | $60853894.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $524469100.00      | $536769545.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $10424100.00       | $10536651.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $524424200.00      | $530154214.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $1063810000.00     | $1090531560.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $1171800.00        | $1197808.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $1400.00           | $1420.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $4737200.00        | $4785911.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $1625400.00        | $1636756.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $595708800.00      | $596439921.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $540504000.00      | $537662445.70      | U.S. Treasuries (including strips) |

### Security 25: FIXED INCOME CLEARING CORPORATION - WFBK

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDWSJMT2
- **C.18 - Value (incl. sponsor support):** $9750000000.00
- **C.18.a - Value (excl. sponsor support):** $9750000000.00
- **C.19 - Percentage of Net Assets:** 14.7000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 6 BOND 26     | 2026-02-15      | 6.0000%  | 0.0000% | $655000.00         | $671695.95         | U.S. Treasuries (including strips) |
| 5 BOND 37     | 2037-05-15      | 5.0000%  | 0.0000% | $19000000.00       | $20508554.23       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39 | 2039-08-15      | 4.5000%  | 0.0000% | $334000000.00      | $341442522.00      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40 | 2040-11-15      | 4.2500%  | 0.0000% | $434408000.00      | $423141434.12      | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41 | 2041-08-15      | 3.7500%  | 0.0000% | $14000000.00       | $12872209.00       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41 | 2041-11-15      | 3.1250%  | 0.0000% | $12400.00          | $10350.94          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43 | 2043-08-15      | 3.6250%  | 0.0000% | $75740000.00       | $66726466.62       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43 | 2043-11-15      | 3.7500%  | 0.0000% | $14000000.00       | $12397646.71       | U.S. Treasuries (including strips) |
| 3 BOND 44     | 2044-11-15      | 3.0000%  | 0.0000% | $35000000.00       | $27351595.41       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45 | 2045-08-15      | 2.8750%  | 0.0000% | $24000000.00       | $18357558.00       | U.S. Treasuries (including strips) |
| 3 BOND 45     | 2045-11-15      | 3.0000%  | 0.0000% | $13259000.00       | $10235194.29       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47 | 2047-08-15      | 2.7500%  | 0.0000% | $373000000.00      | $271772835.50      | U.S. Treasuries (including strips) |
| 3 BOND 48     | 2048-08-15      | 3.0000%  | 0.0000% | $222000000.00      | $167863302.00      | U.S. Treasuries (including strips) |
| 3 BOND 49     | 2049-02-15      | 3.0000%  | 0.0000% | $229200000.00      | $172425784.80      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49 | 2049-05-15      | 2.8750%  | 0.0000% | $66000000.00       | $47893646.78       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50 | 2050-08-15      | 1.3750%  | 0.0000% | $547300000.00      | $273914482.73      | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40 | 2040-08-15      | 1.1250%  | 0.0000% | $258380000.00      | $164067359.71      | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40 | 2040-05-15      | 1.1250%  | 0.0000% | $47455000.00       | $30336252.15       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50 | 2050-11-15      | 1.6250%  | 0.0000% | $168900000.00      | $89650923.70       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51 | 2051-02-15      | 1.8750%  | 0.0000% | $126739500.00      | $72223549.68       | U.S. Treasuries (including strips) |
| 2 BOND 51     | 2051-08-15      | 2.0000%  | 0.0000% | $106540000.00      | $62255370.52       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41 | 2041-08-15      | 1.7500%  | 0.0000% | $398100000.00      | $272676405.45      | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42 | 2042-05-15      | 3.2500%  | 0.0000% | $257549000.00      | $216964900.99      | U.S. Treasuries (including strips) |
| 3 BOND 52     | 2052-08-15      | 3.0000%  | 0.0000% | $231431700.00      | $169425824.64      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42 | 2042-08-15      | 3.3750%  | 0.0000% | $436863800.00      | $376522970.57      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43 | 2043-02-15      | 3.8750%  | 0.0000% | $1368413000.00     | $1257206522.83     | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43 | 2043-05-15      | 3.8750%  | 0.0000% | $188998700.00      | $171346416.68      | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53 | 2053-08-15      | 4.1250%  | 0.0000% | $55730000.00       | $50498555.24       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43 | 2043-08-15      | 4.3750%  | 0.0000% | $344700600.00      | $336612631.30      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54 | 2054-05-15      | 4.6250%  | 0.0000% | $632100100.00      | $616200299.48      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44 | 2044-05-15      | 4.6250%  | 0.0000% | $385494400.00      | $382662200.33      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54 | 2054-08-15      | 4.2500%  | 0.0000% | $106302000.00      | $98400838.09       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44 | 2044-08-15      | 4.1250%  | 0.0000% | $550974000.00      | $516766641.47      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54 | 2054-11-15      | 4.5000%  | 0.0000% | $798290600.00      | $762217629.61      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55 | 2055-05-15      | 4.7500%  | 0.0000% | $1066070000.00     | $1060804586.03     | U.S. Treasuries (including strips) |
| 5 BOND 45     | 2045-05-15      | 5.0000%  | 0.0000% | $1268129000.00     | $1316475899.66     | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55 | 2055-08-15      | 4.7500%  | 0.0000% | $9043000.00        | $9108349.24        | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45 | 2045-08-15      | 4.8750%  | 0.0000% | $7275000.00        | $7515964.37        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55 | 2055-11-15      | 4.6250%  | 0.0000% | $38424000.00       | $37474660.99       | U.S. Treasuries (including strips) |

### Security 26: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDWSJMX3
- **C.18 - Value (incl. sponsor support):** $16000000.00
- **C.18.a - Value (excl. sponsor support):** $16000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $16161600.00       | $9663941.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $99100.00          | $83432.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $45900.00          | $41888.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $35000.00          | $33220.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $307300.00         | $309627.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $90.72             | $84.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $19398998.85       | $5259844.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $1448999.99        | $493419.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $1527208.00        | $434252.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 0.0000%  | 0.0000% | $1041.00           | $288.63            | U.S. Treasuries (including strips) |

### Security 27: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES L 3.820000%
- **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: BYDWSJN38
- **C.18 - Value (incl. sponsor support):** $2569000000.00
- **C.18.a - Value (excl. sponsor support):** $2569000000.00
- **C.19 - Percentage of Net Assets:** 3.8700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $3935500.00        | $2975792.91        | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $36873600.00       | $37978312.21       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | 0.0000% | $111425900.00      | $112200087.15      | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | 0.0000% | $2139190400.00     | $2141815856.59     | U.S. Treasuries (including strips) |
| TINT 08/15/27    | 2027-08-15      | 0.0000%  | 0.0000% | $344531904.55      | $325410039.32      | U.S. Treasuries (including strips) |

### Security 28: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERN 3.830000%
- **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: BYDWSJNF1
- **C.18 - Value (incl. sponsor support):** $1525000000.00
- **C.18.a - Value (excl. sponsor support):** $1525000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5 1/2 TPRN 28   | 2028-08-15      | 0.0000%  | 0.0000% | $29900.00          | $27289.97          | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 36   | 2036-02-15      | 0.0000%  | 0.0000% | $8499700.00        | $5645067.26        | U.S. Treasuries (including strips) |
| 5 TPRN 37       | 2037-05-15      | 0.0000%  | 0.0000% | $215100.00         | $133930.94         | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 39   | 2039-11-15      | 0.0000%  | 0.0000% | $490000.00         | $262178.91         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 43   | 2043-05-15      | 0.0000%  | 0.0000% | $789600.00         | $342445.57         | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 43   | 2043-08-15      | 0.0000%  | 0.0000% | $27300.00          | $11653.28          | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 45   | 2045-02-15      | 0.0000%  | 0.0000% | $41999900.00       | $16503314.71       | U.S. Treasuries (including strips) |
| 3 TPRN 45       | 2045-05-15      | 0.0000%  | 0.0000% | $43000000.00       | $16701071.00       | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 45   | 2045-08-15      | 0.0000%  | 0.0000% | $104998800.00      | $40149231.15       | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 46   | 2046-11-15      | 0.0000%  | 0.0000% | $101300.00         | $36260.33          | U.S. Treasuries (including strips) |
| 3 TPRN 47       | 2047-02-15      | 0.0000%  | 0.0000% | $453300.00         | $160127.32         | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 48   | 2048-05-15      | 0.0000%  | 0.0000% | $154900.00         | $51191.35          | U.S. Treasuries (including strips) |
| 3 TPRN 49       | 2049-02-15      | 0.0000%  | 0.0000% | $488400.00         | $155078.23         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 49   | 2049-05-15      | 0.0000%  | 0.0000% | $799492800.00      | $250804089.33      | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 45   | 2045-02-15      | 0.0000%  | 0.0000% | $249600.00         | $98413.79          | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29   | 2029-08-15      | 6.1250%  | 0.0000% | $226800.00         | $251450.15         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40   | 2040-02-15      | 4.6250%  | 0.0000% | $4537600.00        | $4685402.11        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41   | 2041-11-15      | 3.1250%  | 0.0000% | $76646900.00       | $63958005.28       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42   | 2042-08-15      | 2.7500%  | 0.0000% | $204695100.00      | $160877145.77      | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42   | 2042-11-15      | 2.7500%  | 0.0000% | $24999600.00       | $19395251.55       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43   | 2043-08-15      | 3.6250%  | 0.0000% | $59567800.00       | $52489760.41       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45   | 2045-08-15      | 2.8750%  | 0.0000% | $525400.00         | $402009.94         | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50   | 2050-02-15      | 0.2500%  | 0.0000% | $47261900.00       | $34641237.95       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54   | 2054-08-15      | 4.2500%  | 0.0000% | $7517700.00        | $6964453.66        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45   | 2045-11-15      | 4.6250%  | 0.0000% | $7093000.00        | $7011693.45        | U.S. Treasuries (including strips) |
| 4 1/2 TPRN F 33 | 2033-11-15      | 0.0000%  | 0.0000% | $48200.00          | $35285.29          | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27 | 2027-01-15      | 0.3750%  | 0.0000% | $863900.00         | $1152168.94        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30 | 2030-05-15      | 0.6250%  | 0.0000% | $5977200.00        | $5259166.13        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29 | 2029-01-31      | 1.7500%  | 0.0000% | $15436100.00       | $14751181.95       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32 | 2032-02-15      | 1.8750%  | 0.0000% | $42331200.00       | $38156211.32       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30 | 2030-04-30      | 3.5000%  | 0.0000% | $17624700.00       | $17635323.99       | U.S. Treasuries (including strips) |
| TINT 08/15/33   | 2033-08-15      | 0.0000%  | 0.0000% | $37018583.03       | $27095862.90       | U.S. Treasuries (including strips) |
| TINT 02/15/34   | 2034-02-15      | 0.0000%  | 0.0000% | $56934913.25       | $40662516.50       | U.S. Treasuries (including strips) |
| TINT 08/15/35   | 2035-08-15      | 0.0000%  | 0.0000% | $109608704.64      | $72560524.04       | U.S. Treasuries (including strips) |
| TINT 02/15/36   | 2036-02-15      | 0.0000%  | 0.0000% | $25286304.75       | $16317985.76       | U.S. Treasuries (including strips) |
| TINT 02/15/37   | 2037-02-15      | 0.0000%  | 0.0000% | $24951198.96       | $15244184.52       | U.S. Treasuries (including strips) |
| TINT 11/15/31   | 2031-11-15      | 0.0000%  | 0.0000% | $56065158.29       | $44584415.50       | U.S. Treasuries (including strips) |
| TINT 05/15/32   | 2032-05-15      | 0.0000%  | 0.0000% | $29749370.86       | $23122192.76       | U.S. Treasuries (including strips) |
| TINT 11/15/32   | 2032-11-15      | 0.0000%  | 0.0000% | $1152222.99        | $874787.28         | U.S. Treasuries (including strips) |
| TINT 05/15/33   | 2033-05-15      | 0.0000%  | 0.0000% | $63737704.65       | $47230276.52       | U.S. Treasuries (including strips) |
| TINT 02/15/27   | 2027-02-15      | 0.0000%  | 0.0000% | $33755073.21       | $32448853.14       | U.S. Treasuries (including strips) |
| TINT 11/15/28   | 2028-11-15      | 0.0000%  | 0.0000% | $18525.27          | $16720.50          | U.S. Treasuries (including strips) |
| TINT 05/15/35   | 2035-05-15      | 0.0000%  | 0.0000% | $22098935.77       | $14811325.52       | U.S. Treasuries (including strips) |
| TINT 11/15/35   | 2035-11-15      | 0.0000%  | 0.0000% | $31906073.29       | $20856202.46       | U.S. Treasuries (including strips) |
| TINT 05/15/29   | 2029-05-15      | 0.0000%  | 0.0000% | $119334.38         | $105593.50         | U.S. Treasuries (including strips) |
| TINT 05/15/30   | 2030-05-15      | 0.0000%  | 0.0000% | $1197447.66        | $1016953.98        | U.S. Treasuries (including strips) |
| TINT 02/15/30   | 2030-02-15      | 0.0000%  | 0.0000% | $31437242.36       | $26966017.69       | U.S. Treasuries (including strips) |
| TINT 02/15/31   | 2031-02-15      | 0.0000%  | 0.0000% | $18793213.47       | $15447307.33       | U.S. Treasuries (including strips) |
| TINT 05/15/36   | 2036-05-15      | 0.0000%  | 0.0000% | $22753373.26       | $14476105.63       | U.S. Treasuries (including strips) |
| TINT 11/15/36   | 2036-11-15      | 0.0000%  | 0.0000% | $1156303.75        | $715743.93         | U.S. Treasuries (including strips) |
| TINT 05/15/37   | 2037-05-15      | 0.0000%  | 0.0000% | $116805561.24      | $70445667.59       | U.S. Treasuries (including strips) |
| TINT 11/15/37   | 2037-11-15      | 0.0000%  | 0.0000% | $1131666.98        | $663929.78         | U.S. Treasuries (including strips) |
| TINT 08/15/38   | 2038-08-15      | 0.0000%  | 0.0000% | $82670714.88       | $46446887.74       | U.S. Treasuries (including strips) |
| TINT 11/15/38   | 2038-11-15      | 0.0000%  | 0.0000% | $5696473.01        | $3153630.12        | U.S. Treasuries (including strips) |
| TINT 05/15/39   | 2039-05-15      | 0.0000%  | 0.0000% | $47976775.06       | $25719293.62       | U.S. Treasuries (including strips) |
| TINT 08/15/40   | 2040-08-15      | 0.0000%  | 0.0000% | $16886783.30       | $8402069.69        | U.S. Treasuries (including strips) |
| TINT 11/15/40   | 2040-11-15      | 0.0000%  | 0.0000% | $23714797.39       | $11628290.04       | U.S. Treasuries (including strips) |
| TINT 02/15/41   | 2041-02-15      | 0.0000%  | 0.0000% | $16393726.33       | $7917743.58        | U.S. Treasuries (including strips) |
| TINT 05/15/45   | 2045-05-15      | 0.0000%  | 0.0000% | $46330917.08       | $17492052.42       | U.S. Treasuries (including strips) |
| TINT 05/15/41   | 2041-05-15      | 0.0000%  | 0.0000% | $28798698.89       | $13724163.95       | U.S. Treasuries (including strips) |
| TINT 08/15/41   | 2041-08-15      | 0.0000%  | 0.0000% | $25466816.58       | $11944955.65       | U.S. Treasuries (including strips) |
| TINT 05/15/42   | 2042-05-15      | 0.0000%  | 0.0000% | $2085724.65        | $934815.53         | U.S. Treasuries (including strips) |
| TINT 08/15/42   | 2042-08-15      | 0.0000%  | 0.0000% | $44691.07          | $19724.22          | U.S. Treasuries (including strips) |
| TINT 11/15/43   | 2043-11-15      | 0.0000%  | 0.0000% | $1685402.10        | $690895.20         | U.S. Treasuries (including strips) |
| TINT 02/15/44   | 2044-02-15      | 0.0000%  | 0.0000% | $10965946.25       | $4426338.41        | U.S. Treasuries (including strips) |
| TINT 05/15/44   | 2044-05-15      | 0.0000%  | 0.0000% | $1454078.04        | $579537.34         | U.S. Treasuries (including strips) |
| TINT 08/15/44   | 2044-08-15      | 0.0000%  | 0.0000% | $12031434.97       | $4719041.61        | U.S. Treasuries (including strips) |
| TINT 11/15/44   | 2044-11-15      | 0.0000%  | 0.0000% | $11772335.81       | $4559743.51        | U.S. Treasuries (including strips) |
| TINT 02/15/45   | 2045-02-15      | 0.0000%  | 0.0000% | $53695637.31       | $20546957.79       | U.S. Treasuries (including strips) |
| TINT 08/15/45   | 2045-08-15      | 0.0000%  | 0.0000% | $32993116.96       | $12265092.25       | U.S. Treasuries (including strips) |
| TINT 11/15/45   | 2045-11-15      | 0.0000%  | 0.0000% | $58843709.41       | $21589815.83       | U.S. Treasuries (including strips) |
| TINT 02/15/46   | 2046-02-15      | 0.0000%  | 0.0000% | $44409487.36       | $16085516.01       | U.S. Treasuries (including strips) |
| TINT 05/15/46   | 2046-05-15      | 0.0000%  | 0.0000% | $51509411.84       | $18437227.36       | U.S. Treasuries (including strips) |
| TINT 08/15/46   | 2046-08-15      | 0.0000%  | 0.0000% | $32888365.18       | $11615151.04       | U.S. Treasuries (including strips) |
| TINT 11/15/46   | 2046-11-15      | 0.0000%  | 0.0000% | $66450964.47       | $23192516.27       | U.S. Treasuries (including strips) |
| TINT 02/15/47   | 2047-02-15      | 0.0000%  | 0.0000% | $284701.76         | $97934.27          | U.S. Treasuries (including strips) |
| TINT 05/15/47   | 2047-05-15      | 0.0000%  | 0.0000% | $14062202.88       | $4788517.57        | U.S. Treasuries (including strips) |
| TINT 08/15/47   | 2047-08-15      | 0.0000%  | 0.0000% | $732268.77         | $245843.86         | U.S. Treasuries (including strips) |
| TINT 11/15/47   | 2047-11-15      | 0.0000%  | 0.0000% | $7509258.24        | $2490828.47        | U.S. Treasuries (including strips) |
| TINT 02/15/48   | 2048-02-15      | 0.0000%  | 0.0000% | $35765519.73       | $11717356.51       | U.S. Treasuries (including strips) |
| TINT 05/15/48   | 2048-05-15      | 0.0000%  | 0.0000% | $1454054.39        | $470643.96         | U.S. Treasuries (including strips) |
| TINT 08/15/48   | 2048-08-15      | 0.0000%  | 0.0000% | $781331.19         | $249832.21         | U.S. Treasuries (including strips) |
| TINT 11/15/48   | 2048-11-15      | 0.0000%  | 0.0000% | $15667691.52       | $4942937.33        | U.S. Treasuries (including strips) |

### Security 29: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA (NE 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDWSJNJ3
- **C.18 - Value (incl. sponsor support):** $1599000000.00
- **C.18.a - Value (excl. sponsor support):** $1599000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $60370700.00       | $60048411.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $40697900.00       | $40214610.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $150337300.00      | $148068471.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $47399800.00       | $45488631.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $80699800.00       | $77017960.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $3921300.00        | $3741324.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $13017200.00       | $12348943.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $90920700.00       | $86271488.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $51750000.00       | $48872872.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $74617900.00       | $73308097.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $80927100.00       | $79949019.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $30815800.00       | $29899114.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $6629100.00        | $6680561.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $73764400.00       | $74217846.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $8003700.00        | $8171350.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $121839000.00      | $126608412.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $50000000.00       | $50953361.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $161316300.00      | $162688590.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $71616900.00       | $71696902.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $52214000.00       | $52498313.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $51903500.00       | $52694671.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $64381000.00       | $65608008.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $10612800.00       | $10910849.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $7375000.00        | $7608547.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $25973900.00       | $26760050.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $164635800.00      | $165297306.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $3390800.00        | $3475972.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $39514400.00       | $39880380.64       | U.S. Treasuries (including strips) |

### Security 30: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES L 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDWSJNR5
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $75729300.00       | $76881218.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $24958900.00       | $25118817.30       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Funds

**Date:** 2026-01-07

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer