# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001193125-26-208592
**Filing Date:** 2026-5
**Character Count:** 101302
**Document Hash:** ca544cada348b556e29226efa5a00074
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-208592.hdr.sgml**: 20260506

**ACCESSION NUMBER**: 0001193125-26-208592

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260506

**DATE AS OF CHANGE**: 20260506

**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:** 26947746

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** BlackRock Funds

**CIK Number of Registrant:** 0000844779

**LEI of Registrant:** 549300OZUEVJZHOBFP42

**Name of Series:** Circle Reserve Fund

**LEI of Series:** 549300X6KEJFVQHDAG85

**EDGAR Series Identifier:** S000077205

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 12 days

- **WAL:** 12 days

- **Total Value of Portfolio Securities:** $66108672886.51

- **Amortized Cost of Portfolio Securities:** $66108582543.25

- **Cash:** $1003523872.62

- **Total Other Assets:** $4945043.37

- **Total Liabilities:** $749975131.90

- **Net Assets of Series:** $66367076327.34

- **Number of Shares Outstanding (Series):** 66362008999.6600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $66679678042.03           | $66679678042.03            | 100.0000%                 | 100.0000%                  |
| 2026-04-02 | $67479638097.91           | $67479638097.91            | 100.0000%                 | 100.0000%                  |
| 2026-04-06 | $67468576650.46           | $67468576650.46            | 100.0000%                 | 100.0000%                  |
| 2026-04-07 | $68661223513.53           | $68661223513.53            | 100.0000%                 | 100.0000%                  |
| 2026-04-08 | $67904083819.87           | $67904083819.87            | 100.0000%                 | 100.0000%                  |
| 2026-04-09 | $67728678632.26           | $67728678632.26            | 100.0000%                 | 100.0000%                  |
| 2026-04-10 | $67738992185.32           | $67738992185.32            | 100.0000%                 | 100.0000%                  |
| 2026-04-13 | $67749686501.17           | $67749686501.17            | 100.0000%                 | 100.0000%                  |
| 2026-04-14 | $67809035588.26           | $67809035588.26            | 100.0000%                 | 100.0000%                  |
| 2026-04-15 | $67815856243.35           | $67815856243.35            | 100.0000%                 | 100.0000%                  |
| 2026-04-16 | $69875744587.07           | $69875744587.07            | 100.0000%                 | 100.0000%                  |
| 2026-04-17 | $70034578132.74           | $70034578132.74            | 100.0000%                 | 100.0000%                  |
| 2026-04-20 | $71041519252.54           | $71041519252.54            | 100.0000%                 | 100.0000%                  |
| 2026-04-21 | $69835753846.86           | $69916215270.09            | 99.8800%                  | 100.0000%                  |
| 2026-04-22 | $70297091877.43           | $70297091877.43            | 100.0000%                 | 100.0000%                  |
| 2026-04-23 | $68186620721.03           | $68186620721.03            | 100.0000%                 | 100.0000%                  |
| 2026-04-24 | $67975620166.40           | $67975620166.40            | 100.0000%                 | 100.0000%                  |
| 2026-04-27 | $67487365688.95           | $67487365688.95            | 100.0000%                 | 100.0000%                  |
| 2026-04-28 | $67494140586.59           | $67494140586.59            | 100.0000%                 | 100.0000%                  |
| 2026-04-29 | $67500903328.66           | $67500903328.66            | 100.0000%                 | 100.0000%                  |
| 2026-04-30 | $67054714265.80           | $67054714265.80            | 100.0000%                 | 100.0000%                  |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.6800%             |
| 2026-04-02 | 3.6800%             |
| 2026-04-06 | 3.6800%             |
| 2026-04-07 | 3.6800%             |
| 2026-04-08 | 3.6700%             |
| 2026-04-09 | 3.6700%             |
| 2026-04-10 | 3.6600%             |
| 2026-04-13 | 3.6600%             |
| 2026-04-14 | 3.6600%             |
| 2026-04-15 | 3.6700%             |
| 2026-04-16 | 3.6800%             |
| 2026-04-17 | 3.6900%             |
| 2026-04-20 | 3.6900%             |
| 2026-04-21 | 3.6900%             |
| 2026-04-22 | 3.6800%             |
| 2026-04-23 | 3.6800%             |
| 2026-04-24 | 3.6900%             |
| 2026-04-27 | 3.6900%             |
| 2026-04-28 | 3.6900%             |
| 2026-04-29 | 3.6900%             |
| 2026-04-30 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0001                      |
|  |  |
| 2026-04-02 | 1.0001                      |
|  |  |
| 2026-04-06 | 1.0001                      |
|  |  |
| 2026-04-07 | 1.0001                      |
|  |  |
| 2026-04-08 | 1.0001                      |
|  |  |
| 2026-04-09 | 1.0001                      |
|  |  |
| 2026-04-10 | 1.0001                      |
|  |  |
| 2026-04-13 | 1.0001                      |
|  |  |
| 2026-04-14 | 1.0001                      |
|  |  |
| 2026-04-15 | 1.0001                      |
|  |  |
| 2026-04-16 | 1.0001                      |
|  |  |
| 2026-04-17 | 1.0001                      |
|  |  |
| 2026-04-20 | 1.0001                      |
|  |  |
| 2026-04-21 | 1.0001                      |
|  |  |
| 2026-04-22 | 1.0001                      |
|  |  |
| 2026-04-23 | 1.0001                      |
|  |  |
| 2026-04-24 | 1.0001                      |
|  |  |
| 2026-04-27 | 1.0001                      |
|  |  |
| 2026-04-28 | 1.0001                      |
|  |  |
| 2026-04-29 | 1.0001                      |
|  |  |
| 2026-04-30 | 1.0001                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $2000000000.00

- **Net Assets of Class:** $66367076327.34

- **Number of Shares Outstanding:** 66362008999.6600

- **Expense Reimbursement/Waiver:** 5881333.19

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0001          |
|  |  |
| 2026-04-02 | 1.0001          |
|  |  |
| 2026-04-06 | 1.0001          |
|  |  |
| 2026-04-07 | 1.0001          |
|  |  |
| 2026-04-08 | 1.0001          |
|  |  |
| 2026-04-09 | 1.0001          |
|  |  |
| 2026-04-10 | 1.0001          |
|  |  |
| 2026-04-13 | 1.0001          |
|  |  |
| 2026-04-14 | 1.0001          |
|  |  |
| 2026-04-15 | 1.0001          |
|  |  |
| 2026-04-16 | 1.0001          |
|  |  |
| 2026-04-17 | 1.0001          |
|  |  |
| 2026-04-20 | 1.0001          |
|  |  |
| 2026-04-21 | 1.0001          |
|  |  |
| 2026-04-22 | 1.0001          |
|  |  |
| 2026-04-23 | 1.0001          |
|  |  |
| 2026-04-24 | 1.0001          |
|  |  |
| 2026-04-27 | 1.0001          |
|  |  |
| 2026-04-28 | 1.0001          |
|  |  |
| 2026-04-29 | 1.0001          |
|  |  |
| 2026-04-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-07 | $700000000.00             | $0.00                   |
| 2026-04-09 | $500000000.00             | $0.00                   |
| 2026-04-16 | $400000000.00             | $0.00                   |
| 2026-04-20 | $0.00                     | $700000000.00           |
| 2026-04-23 | $300000000.00             | $0.00                   |
| 2026-04-27 | $0.00                     | $500000000.00           |
| 2026-04-30 | $0.00                     | $800000000.00           |

**Total Gross Subscriptions (Month):** $1900000000.00

**Total Gross Redemptions (Month):** $2000000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5900%           |
| 2026-04-02 | 3.5900%           |
| 2026-04-06 | 3.5900%           |
| 2026-04-07 | 3.5900%           |
| 2026-04-08 | 3.5900%           |
| 2026-04-09 | 3.5800%           |
| 2026-04-10 | 3.5700%           |
| 2026-04-13 | 3.5700%           |
| 2026-04-14 | 3.5700%           |
| 2026-04-15 | 3.5800%           |
| 2026-04-16 | 3.5900%           |
| 2026-04-17 | 3.6000%           |
| 2026-04-20 | 3.6000%           |
| 2026-04-21 | 3.6000%           |
| 2026-04-22 | 3.5900%           |
| 2026-04-23 | 3.5900%           |
| 2026-04-24 | 3.6000%           |
| 2026-04-27 | 3.6000%           |
| 2026-04-28 | 3.6000%           |
| 2026-04-29 | 3.6000%           |
| 2026-04-30 | 3.6000%           |

**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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1240722822.53
- **C.18.a - Value (excl. sponsor support):** $1240722822.53
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14639730.00
- **C.18.a - Value (excl. sponsor support):** $14639730.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **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: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $653663302.53
- **C.18.a - Value (excl. sponsor support):** $653663302.53
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $899660231.08
- **C.18.a - Value (excl. sponsor support):** $899660231.08
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, 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: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2602926381.38
- **C.18.a - Value (excl. sponsor support):** $2602926381.38
- **C.19 - Percentage of Net Assets:** 3.9200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1175683230.10
- **C.18.a - Value (excl. sponsor support):** $1175683230.10
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3222004553.01
- **C.18.a - Value (excl. sponsor support):** $3222004553.01
- **C.19 - Percentage of Net Assets:** 4.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $684229381.86
- **C.18.a - Value (excl. sponsor support):** $684229381.86
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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 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: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $548784061.83
- **C.18.a - Value (excl. sponsor support):** $548784061.83
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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 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: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1696729218.90
- **C.18.a - Value (excl. sponsor support):** $1696729218.90
- **C.19 - Percentage of Net Assets:** 2.5600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $107782155.94
- **C.18.a - Value (excl. sponsor support):** $107782155.94
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **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 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: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $602755877.74
- **C.18.a - Value (excl. sponsor support):** $602755877.74
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **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 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: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2585656734.79
- **C.18.a - Value (excl. sponsor support):** $2585656734.79
- **C.19 - Percentage of Net Assets:** 3.9000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **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 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: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $821167497.67
- **C.18.a - Value (excl. sponsor support):** $821167497.67
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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 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: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1708588586.19
- **C.18.a - Value (excl. sponsor support):** $1708588586.19
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $545679120.96
- **C.18.a - Value (excl. sponsor support):** $545679120.96
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **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 17: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 3.640000%
- **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: BYJ3GBCN4
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $100.00            | $65.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $268400.00         | $141126.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $8255600.00        | $4280256.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $300.00            | $129.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $6714500.00        | $2255937.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $500.00            | $163.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $33900.00          | $8405.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 0.0000%  | 0.0000% | $1496200.00        | $341821.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $1494200.00        | $1377171.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | 0.0000% | $96200900.00       | $95739587.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $847611.42         | $643250.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $4994745.90        | $3428893.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | 0.0000% | $1207000.00        | $1046539.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.0000%  | 0.0000% | $2707246.79        | $2273321.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $2482000.00        | $1489542.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $12352000.00       | $6381512.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | 0.0000% | $85424658.22       | $43427333.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $53513619.70       | $25982414.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $5445000.03        | $2414095.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $6.52              | $2.38              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $12000021.94       | $4158571.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $13978000.00       | $4781454.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $107.59            | $35.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $6326058.96        | $1807671.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $7336000.00        | $2020627.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $263.81            | $71.01             | 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 3.640000%
- **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: BYJ3GBD11
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | 0.0000% | $200.00            | $164.72            | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 40    | 2040-02-15      | 0.0000%  | 0.0000% | $200.00            | $103.69            | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 49    | 2049-05-15      | 0.0000%  | 0.0000% | $1200.00           | $367.68            | U.S. Treasuries (including strips) |
| 1 1/4 TPRN 50    | 2050-05-15      | 0.0000%  | 0.0000% | $19900.00          | $5826.72           | U.S. Treasuries (including strips) |
| 2 3/8 TPRN 51    | 2051-05-15      | 0.0000%  | 0.0000% | $100.00            | $27.69             | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $105.13            | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $10000.00          | $7356.23           | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $143.98            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $28400.00          | $17876.41          | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.52             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $5705600.00        | $3423071.57        | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  | 0.0000% | $300.00            | $253.19            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $1674400.00        | $1518852.13        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $94000.00          | $88731.80          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.24             | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | 0.0000% | $3900.00           | $3888.91           | U.S. Treasuries (including strips) |
| 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | 0.0000% | $800.00            | $665.87            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $267.77            | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $11000.00          | $13733.79          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $138.10            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $190.33            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | 0.0000% | $1000.00           | $1208.40           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $98.77             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $109.25            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | 0.0000% | $300.00            | $346.02            | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | 0.0000% | $8400.00           | $9424.86           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $400.00            | $385.75            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $102.44            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | 0.0000% | $5400.00           | $5490.95           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $400.00            | $401.36            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | 0.0000% | $100.00            | $100.18            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | 0.0000% | $300.00            | $298.16            | U.S. Treasuries (including strips) |
| TINT 05/15/54    | 2054-05-15      | 0.0000%  | 0.0000% | $10.32             | $2.44              | U.S. Treasuries (including strips) |

### Security 19: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 3.640000%
- **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: BYJ3GBD37
- **C.18 - Value (incl. sponsor support):** $11300000000.00
- **C.18.a - Value (excl. sponsor support):** $11300000000.00
- **C.19 - Percentage of Net Assets:** 17.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $378389500.00      | $377899644.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $375026700.00      | $373489090.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $537764700.00      | $537442939.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $92979100.00       | $92793916.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $35174000.00       | $35079689.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $37499000.00       | $37371503.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-25      | 0.0000%  | 0.0000% | $53411300.00       | $53115498.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-02      | 0.0000%  | 0.0000% | $242987800.00      | $241477091.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $242371500.00      | $242275358.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | 0.0000% | $59592000.00       | $59526995.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-19      | 0.0000%  | 0.0000% | $25000000.00       | $24955062.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-26      | 0.0000%  | 0.0000% | $114876600.00      | $114590605.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-02      | 0.0000%  | 0.0000% | $177865700.00      | $177297319.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | 0.0000% | $7113100.00        | $7085358.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-16      | 0.0000%  | 0.0000% | $34298900.00       | $34141125.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-23      | 0.0000%  | 0.0000% | $134999700.00      | $134280227.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.0000%  | 0.0000% | $2522200.00        | $2506982.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $6165800.00        | $6642411.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $380.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $21100.00          | $20767.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1089900.00        | $1060010.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 2.3750%  | 0.0000% | $4000000.00        | $3769174.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $1700.00           | $1644.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $63673000.00       | $79662678.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $832631900.00      | $776955747.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $687094500.00      | $643525030.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $4509800.00        | $4409030.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $8832700.00        | $8751997.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $442501000.00      | $427827110.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $244399000.00      | $239480302.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $13678000.00       | $13689766.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $126491500.00      | $126693009.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $83500.00          | $86452.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $219916100.00      | $225136259.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $2389216500.00     | $2417643090.62     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1062914000.00     | $1059025549.11     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $996609200.00      | $985548812.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $67701700.00       | $68090110.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $661327800.00      | $701997911.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $1175825300.00     | $1202693231.13     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $76700.00          | $74862.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $1955500.00        | $1908645.05        | U.S. Treasuries (including strips) |

### Security 20: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.640000%
- **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: BYJ3GBDF0
- **C.18 - Value (incl. sponsor support):** $465000000.00
- **C.18.a - Value (excl. sponsor support):** $465000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | 0.0000% | $400.00            | $385.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $1200.00           | $1273.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $5000.00           | $5225.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $5000.00           | $5276.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $5000.00           | $5234.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $5000.00           | $5388.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $10000000.00       | $8485402.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $11000000.00       | $9072541.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $3000000.00        | $2097391.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $6000.00           | $4575.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $36400.00          | $25034.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $20000000.00       | $13829281.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $600.00            | $389.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $3900.00           | $2901.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $7100.00           | $5170.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $4300.00           | $3080.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $2000.00           | $1239.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $50000000.00       | $28991419.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $5100.00           | $2668.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $100000.00         | $96347.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $9000000.00        | $8046340.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | 0.0000% | $28000000.00       | $26991563.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $11999600.00       | $10644039.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $236558000.00      | $236866701.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $10713900.00       | $10819742.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $2199800.00        | $2161985.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $50000000.00       | $49585461.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $14027800.00       | $14058210.10       | U.S. Treasuries (including strips) |
| CASH & EQUIVALENTS     | 2026-05-01      | 0.0000%  | 0.0000% | $51456449.49       | $51456449.49       | Cash                               |

### Security 21: FIXED INCOME CLEARING CORPORATION - BARCLAYS BANK PLC

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDH6
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 9.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  | 0.0000% | $73414500.00       | $67371698.97       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | 0.0000% | $315491600.00      | $247325261.28      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $1600.00           | $1174.99           | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $459592000.00      | $307005318.01      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $200761600.00      | $168031069.21      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $305962400.00      | $289323971.98      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $248475200.00      | $248985758.88      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $117050000.00      | $113164277.57      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | 0.0000% | $159779000.00      | $152999545.77      | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $309229400.00      | $313994213.32      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $24000000.00       | $24881624.62       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $24602000.00       | $25298058.54       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $106013000.00      | $106488547.81      | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.8032%  | 0.0000% | $237070800.00      | $237330155.46      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $6000.00           | $5975.95           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | 0.0000% | $1022600.00        | $1020087.08        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  | 0.0000% | $392553600.00      | $392713806.92      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  | 0.0000% | $982087000.00      | $975241853.61      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33  | 2033-04-30      | 4.1250%  | 0.0000% | $2461754200.00     | $2448817681.68     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNP 3.640000%
- **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: BYJ3GBDJ2
- **C.18 - Value (incl. sponsor support):** $6900000000.00
- **C.18.a - Value (excl. sponsor support):** $6900000000.00
- **C.19 - Percentage of Net Assets:** 10.4000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | 0.0000% | $900.00            | $955.45            | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | 0.0000% | $300.00            | $313.75            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | 0.0000% | $288100.00         | $294725.98         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  | 0.0000% | $25100.00          | $26080.40          | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | 0.0000% | $1600.00           | $1633.92           | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $5982200.00        | $5881758.56        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | 0.0000% | $2205800.00        | $2172228.07        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | 0.0000% | $249000.00         | $240502.12         | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | 0.0000% | $196000.00         | $175059.31         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | 0.0000% | $6615500.00        | $5390965.14        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $38900.00          | $29754.98          | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | 0.0000% | $257080000.00      | $197362500.47      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | 0.0000% | $169900.00         | $136097.23         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.54             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $3104900.00        | $2638876.93        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | 0.0000% | $270500.00         | $223423.94         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | 0.0000% | $934800.00         | $732823.49         | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $24999700.00       | $19332165.66       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $20911700.00       | $14645519.49       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $76.82             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $367900.00         | $254757.17         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $9600.00           | $6248.62           | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | 0.0000% | $3863900.00        | $2878175.05        | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | 0.0000% | $250300.00         | $187791.31         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | 0.0000% | $8594900.00        | $6529400.37        | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $348400.00         | $255188.92         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $37282100.00       | $29508354.13       | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $21900.00          | $15969.82          | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $1367500.00        | $980696.75         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $5086900.00        | $3263464.50        | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $10022200.00       | $5817189.53        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $194661000.00      | $94723750.45       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $300.00            | $186.62            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $14999700.00       | $9692614.87        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | 0.0000% | $288400.00         | $159530.44         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $400.00            | $276.89            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | 0.0000% | $19462600.00       | $12260092.82       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $25000000.00       | $18359166.99       | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $29920900.00       | $16969440.89       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $16735800.00       | $9233426.48        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.06             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  | 0.0000% | $410787800.00      | $287072769.66      | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $501000.00         | $355223.83         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $3282700.00        | $2747515.42        | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $581200.00         | $533163.55         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $195000.00         | $156197.19         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $60696500.00       | $49123615.38       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | 0.0000% | $4159000.00        | $3732354.55        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $116600.00         | $102132.54         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $296900.00         | $280754.39         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $12902300.00       | $12691576.64       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $33000.00          | $31608.16          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $5132900.00        | $5048076.59        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $3776100.00        | $3378264.62        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $296106200.00      | $290527726.06      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $5520300.00        | $5259103.80        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $200.00            | $196.89            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $3999000.00        | $3936934.59        | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | 0.0000% | $16287100.00       | $16743109.11       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | 0.0000% | $8092400.00        | $7912372.94        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 46    | 2046-02-15      | 4.6250%  | 0.0000% | $17900.00          | $17277.48          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $7536900.00        | $7431358.37        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $179200.00         | $176661.91         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $107060900.00      | $105288942.73      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | 0.0000% | $1253000.00        | $1247089.74        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | 0.0000% | $539800.00         | $532872.66         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $14240900.00       | $13061330.50       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.80             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $105600.00         | $102134.44         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $5000.00           | $4345.41           | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $1450400.00        | $1381705.25        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $2000700.00        | $1900304.52        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $200000.00         | $189806.38         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $1300000.00        | $1238268.97        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $1100.00           | $1044.51           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $38505400.00       | $36679413.85       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $96762800.00       | $84083994.37       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $500.00            | $470.10            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | 0.0000% | $949400.00         | $937933.76         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $6801900.00        | $6448789.47        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $2000.00           | $1897.35           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $6844000.00        | $6760215.86        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $2022900.00        | $1962961.47        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $388234800.00      | $367113934.58      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | 0.0000% | $700.00            | $698.82            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $800.00            | $773.17            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $4078600.00        | $4092291.86        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $1000.00           | $1015.47           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $400.00            | $405.23            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | 0.0000% | $475900.00         | $474935.50         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | 0.0000% | $800.00            | $802.41            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.56             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $1194100.00        | $1214892.91        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $9144800.00        | $9329213.89        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1036.73           | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $41659200.00       | $42006481.68       | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $27587700.00       | $27326245.73       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | 0.0000% | $836067800.00      | $849799241.23      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $1700.00           | $1744.76           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | 0.0000% | $6154400.00        | $6324417.51        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | 0.0000% | $1000.00           | $1045.12           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $487740000.00      | $499031375.02      | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.8252%  | 0.0000% | $1994900.00        | $1995684.00        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $2000.00           | $1962.40           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $140790400.00      | $141014836.05      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $39332700.00       | $39901330.89       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | 0.0000% | $292615000.00      | $298050601.77      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | 0.0000% | $52683200.00       | $54507731.28       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | 0.0000% | $800.00            | $814.56            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $12065500.00       | $12306121.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | 0.0000% | $6064800.00        | $6136825.26        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $738300.00         | $750249.35         | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $4148800.00        | $4219327.14        | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | 0.0000% | $900.00            | $904.71            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $26338300.00       | $26645956.08       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $11487000.00       | $11541229.37       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | 0.0000% | $808100.00         | $800399.80         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $55156200.00       | $54726519.41       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | 0.0000% | $165283000.00      | $163241145.30      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $19548800.00       | $19389622.45       | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27 | 2027-10-31      | 3.8332%  | 0.0000% | $3823800.00        | $3829631.29        | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $738286800.00      | $729924625.15      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | 0.0000% | $1094166200.00     | $1083859503.09     | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  | 0.0000% | $1144300000.00     | $1137994110.42     | U.S. Treasuries (including strips) |
| 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | 0.0000% | $20053700.00       | $20004420.30       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE J 33  | 2033-03-31      | 4.2500%  | 0.0000% | $910700.00         | $916223.04         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  | 0.0000% | $55800.00          | $55959.71          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - GS 3.640000%
- **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: BYJ3GBDP8
- **C.18 - Value (incl. sponsor support):** $9150000000.00
- **C.18.a - Value (excl. sponsor support):** $9150000000.00
- **C.19 - Percentage of Net Assets:** 13.7900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $1131900.00        | $1127262.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $930155000.00      | $914760071.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $245969200.00      | $245069416.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $8600000.00        | $8181309.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $55781700.00       | $52982564.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $655700.00         | $636271.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $711500000.00      | $711859470.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $30585500.00       | $30881177.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $68100.00          | $70336.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $675710400.00      | $676134705.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $17459000.00       | $17666452.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $954406400.00      | $960294164.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $14657900.00       | $14599136.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $406689600.00      | $405059181.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1509577600.00     | $1535239523.41     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $1037870400.00     | $1025048872.35     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $1135006400.00     | $1120984884.46     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $1623545600.00     | $1612405204.76     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - CITI 3.650000%
- **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: BYJ3GBDS2
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 05/12/26    | 2026-05-12      | 0.0000%  | 0.0000% | $12795300.00       | $12781314.74       | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | 0.0000% | $49998800.00       | $52234484.74       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $28158900.00       | $28212385.57       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $96.59             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | 0.0000% | $2594000.00        | $2217598.20        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $32740000.00       | $27825962.42       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | 0.0000% | $1804700.00        | $1386437.14        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.88             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $141.39            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | 0.0000% | $116871800.00      | $92502687.93       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $3105200.00        | $1992118.96        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $10376400.00       | $7182677.65        | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | 0.0000% | $18650800.00       | $15559323.87       | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $39794100.00       | $28215194.67       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $23303500.00       | $19504287.78       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.10             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $18163700.00       | $16248825.45       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $125199000.00      | $121615306.59      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $2000.00           | $1985.74           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | 0.0000% | $200.00            | $186.57            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $47100.00          | $43198.72          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $97.04             | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $3200.00           | $3170.20           | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $1000.00           | $966.47            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $300.00            | $298.68            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $11718500.00       | $11319575.26       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $42830100.00       | $43490054.81       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $15940800.00       | $16262261.91       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | 0.0000% | $9000.00           | $9005.65           | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $101.35            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | 0.0000% | $2045900.00        | $2080460.35        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $42499600.00       | $43054371.70       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $215588000.00      | $214723707.71      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | 0.0000% | $49999900.00       | $49523462.64       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $3200.00           | $3170.32           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $8114800.00        | $8004748.94        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 3.640000%
- **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: BYJ3GBE02
- **C.18 - Value (incl. sponsor support):** $6200000000.00
- **C.18.a - Value (excl. sponsor support):** $6200000000.00
- **C.19 - Percentage of Net Assets:** 9.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $3414522100.00     | $3441291764.61     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $1362158500.00     | $1249575475.34     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $1629784000.00     | $1633132827.94     | U.S. Treasuries (including strips) |

### Security 26: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 3.640000%
- **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: BYJ3GBE93
- **C.18 - Value (incl. sponsor support):** $690000000.00
- **C.18.a - Value (excl. sponsor support):** $690000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $411721000.00      | $351391612.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $97820800.00       | $58687534.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $23899900.00       | $23849897.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $170280000.00      | $171006006.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $92836495.36       | $90948201.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $30091404.34       | $7916747.57        | U.S. Treasuries (including strips) |

### Security 27: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES L 3.640000%
- **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: BYJ3GBEE2
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 4.5200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE P 27 | 2027-08-31      | 0.5000%  | 0.0000% | $1599193600.00     | $1531339502.67     | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28 | 2028-06-30      | 1.2500%  | 0.0000% | $435371200.00      | $413406133.65      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28 | 2028-09-30      | 1.2500%  | 0.0000% | $470368800.00      | $442165293.98      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29 | 2029-04-30      | 2.8750%  | 0.0000% | $398392800.00      | $386588421.34      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27 | 2027-05-31      | 2.6250%  | 0.0000% | $286982400.00      | $286500677.97      | U.S. Treasuries (including strips) |

### Security 28: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERN 3.640000%
- **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: BYJ3GBES1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 09/10/26   | 2026-09-10      | 0.0000%  | 0.0000% | $465300.00         | $459106.86         | U.S. Treasuries (including strips) |
| 6 5/8 TPRN 27   | 2027-02-15      | 0.0000%  | 0.0000% | $30000.00          | $29149.20          | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28   | 2028-08-15      | 0.0000%  | 0.0000% | $808900.00         | $739235.91         | U.S. Treasuries (including strips) |
| 6 1/8 TPRN 29   | 2029-08-15      | 0.0000%  | 0.0000% | $12900.00          | $11318.25          | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 55   | 2055-08-15      | 0.0000%  | 0.0000% | $6002000.00        | $1384841.46        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41   | 2041-11-15      | 3.1250%  | 0.0000% | $94300.00          | $77855.98          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43   | 2043-08-15      | 3.6250%  | 0.0000% | $2099800.00        | $1792116.77        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43   | 2043-05-15      | 3.8750%  | 0.0000% | $14431900.00       | $12934003.53       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54   | 2054-08-15      | 4.2500%  | 0.0000% | $3980200.00        | $3558449.43        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44   | 2044-08-15      | 4.1250%  | 0.0000% | $80596800.00       | $73109544.30       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45   | 2045-11-15      | 4.6250%  | 0.0000% | $28473600.00       | $27800727.93       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28 | 2028-02-29      | 1.1250%  | 0.0000% | $1783400.00        | $1698707.78        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28 | 2028-03-31      | 1.2500%  | 0.0000% | $101331400.00      | $96430262.65       | U.S. Treasuries (including strips) |
| TINT 11/15/30   | 2030-11-15      | 0.0000%  | 0.0000% | $929598.94         | $772428.86         | U.S. Treasuries (including strips) |
| TINT 05/15/26   | 2026-05-15      | 0.0000%  | 0.0000% | $10157.08          | $10141.60          | U.S. Treasuries (including strips) |
| TINT 02/15/27   | 2027-02-15      | 0.0000%  | 0.0000% | $8718552.78        | $8459916.91        | U.S. Treasuries (including strips) |
| TINT 05/15/27   | 2027-05-15      | 0.0000%  | 0.0000% | $3047562.79        | $2929256.40        | U.S. Treasuries (including strips) |
| TINT 08/15/27   | 2027-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| TINT 08/15/28   | 2028-08-15      | 0.0000%  | 0.0000% | $14439670.19       | $13188328.37       | U.S. Treasuries (including strips) |
| TINT 11/15/28   | 2028-11-15      | 0.0000%  | 0.0000% | $3891978.24        | $3519558.73        | U.S. Treasuries (including strips) |
| TINT 05/15/30   | 2030-05-15      | 0.0000%  | 0.0000% | $337830.87         | $286737.33         | U.S. Treasuries (including strips) |
| TINT 05/15/53   | 2053-05-15      | 0.0000%  | 0.0000% | $168862.20         | $41769.75          | U.S. Treasuries (including strips) |
| TINT 05/15/54   | 2054-05-15      | 0.0000%  | 0.0000% | $168862.20         | $39940.30          | U.S. Treasuries (including strips) |
| TINT 08/15/54   | 2054-08-15      | 0.0000%  | 0.0000% | $366218.24         | $86552.02          | U.S. Treasuries (including strips) |
| TINT 02/15/55   | 2055-02-15      | 0.0000%  | 0.0000% | $24092023.19       | $5615441.04        | U.S. Treasuries (including strips) |
| TINT 05/15/55   | 2055-05-15      | 0.0000%  | 0.0000% | $168862.40         | $39180.13          | U.S. Treasuries (including strips) |

### Security 29: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES L 3.640000%
- **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: BYJ3GBF68
- **C.18 - Value (incl. sponsor support):** $2038000000.00
- **C.18.a - Value (excl. sponsor support):** $2038000000.00
- **C.19 - Percentage of Net Assets:** 3.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $475432800.00      | $421724522.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $340573000.00      | $335062961.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $16533300.00       | $16937409.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $268177200.00      | $269581814.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $523385000.00      | $528493049.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $507181300.00      | $506960297.85      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Funds

**Date:** 2026-05-06

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer