# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001193125-25-233100
**Filing Date:** 2025-10
**Character Count:** 134938
**Document Hash:** 73942ac08474c49596b823c516f8f9f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-233100.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001193125-25-233100

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**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:** 251379050

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**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:** $63380417415.18

- **Amortized Cost of Portfolio Securities:** $63378932432.61

- **Cash:** $1003785564.58

- **Total Other Assets:** $5053356.88

- **Total Liabilities:** $222570521.39

- **Net Assets of Series:** $64165200832.68

- **Number of Shares Outstanding (Series):** 64162008999.6600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $64117424171.59           | $64117424171.59            | 100.0000%                 | 100.0000%                  |
| 2025-09-03 | $64298017718.02           | $64298017718.02            | 100.0000%                 | 100.0000%                  |
| 2025-09-04 | $63225188523.16           | $63254992773.16            | 99.9500%                  | 100.0000%                  |
| 2025-09-05 | $63243694313.09           | $63273498563.09            | 99.9500%                  | 100.0000%                  |
| 2025-09-08 | $66453339817.15           | $66453339817.15            | 100.0000%                 | 100.0000%                  |
| 2025-09-09 | $67939544530.96           | $67939544530.96            | 100.0000%                 | 100.0000%                  |
| 2025-09-10 | $67946004687.78           | $67946004687.78            | 100.0000%                 | 100.0000%                  |
| 2025-09-11 | $65679187043.12           | $65679187043.12            | 100.0000%                 | 100.0000%                  |
| 2025-09-12 | $65697437518.42           | $65697437518.42            | 100.0000%                 | 100.0000%                  |
| 2025-09-15 | $66310059974.93           | $66310059974.93            | 100.0000%                 | 100.0000%                  |
| 2025-09-16 | $66373814967.09           | $66373814967.09            | 100.0000%                 | 100.0000%                  |
| 2025-09-17 | $66752317667.01           | $66752317667.01            | 100.0000%                 | 100.0000%                  |
| 2025-09-18 | $64244291728.19           | $64244291728.19            | 100.0000%                 | 100.0000%                  |
| 2025-09-19 | $65011223944.17           | $65011223944.17            | 100.0000%                 | 100.0000%                  |
| 2025-09-22 | $65023310563.97           | $65023310563.97            | 100.0000%                 | 100.0000%                  |
| 2025-09-23 | $68015598562.90           | $68015598562.90            | 100.0000%                 | 100.0000%                  |
| 2025-09-24 | $68022965689.76           | $68022965689.76            | 100.0000%                 | 100.0000%                  |
| 2025-09-25 | $65044265533.79           | $65044265533.79            | 100.0000%                 | 100.0000%                  |
| 2025-09-26 | $65061538118.77           | $65061538118.77            | 100.0000%                 | 100.0000%                  |
| 2025-09-29 | $64373302939.13           | $64373302939.13            | 100.0000%                 | 100.0000%                  |
| 2025-09-30 | $64160052031.67           | $64160052031.67            | 100.0000%                 | 100.0000%                  |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3800%             |
| 2025-09-03 | 4.3800%             |
| 2025-09-04 | 4.3800%             |
| 2025-09-05 | 4.3900%             |
| 2025-09-08 | 4.3900%             |
| 2025-09-09 | 4.3900%             |
| 2025-09-10 | 4.4000%             |
| 2025-09-11 | 4.3900%             |
| 2025-09-12 | 4.3800%             |
| 2025-09-15 | 4.3900%             |
| 2025-09-16 | 4.3800%             |
| 2025-09-17 | 4.3800%             |
| 2025-09-18 | 4.3500%             |
| 2025-09-19 | 4.2700%             |
| 2025-09-22 | 4.2400%             |
| 2025-09-23 | 4.2100%             |
| 2025-09-24 | 4.1900%             |
| 2025-09-25 | 4.1900%             |
| 2025-09-26 | 4.1900%             |
| 2025-09-29 | 4.1900%             |
| 2025-09-30 | 4.2000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0001                      |
|  |  |
| 2025-09-03 | 1.0001                      |
|  |  |
| 2025-09-04 | 1.0001                      |
|  |  |
| 2025-09-05 | 1.0001                      |
|  |  |
| 2025-09-08 | 1.0001                      |
|  |  |
| 2025-09-09 | 1.0001                      |
|  |  |
| 2025-09-10 | 1.0001                      |
|  |  |
| 2025-09-11 | 1.0001                      |
|  |  |
| 2025-09-12 | 1.0001                      |
|  |  |
| 2025-09-15 | 1.0001                      |
|  |  |
| 2025-09-16 | 1.0001                      |
|  |  |
| 2025-09-17 | 1.0001                      |
|  |  |
| 2025-09-18 | 1.0001                      |
|  |  |
| 2025-09-19 | 1.0001                      |
|  |  |
| 2025-09-22 | 1.0001                      |
|  |  |
| 2025-09-23 | 1.0001                      |
|  |  |
| 2025-09-24 | 1.0001                      |
|  |  |
| 2025-09-25 | 1.0001                      |
|  |  |
| 2025-09-26 | 1.0001                      |
|  |  |
| 2025-09-29 | 1.0001                      |
|  |  |
| 2025-09-30 | 1.0001                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $2000000000.00

- **Net Assets of Class:** $64165200832.68

- **Number of Shares Outstanding:** 64162008999.6600

- **Expense Reimbursement/Waiver:** 6789191.79

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0001          |
|  |  |
| 2025-09-08 | 1.0001          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0001          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0001          |
|  |  |
| 2025-09-16 | 1.0001          |
|  |  |
| 2025-09-17 | 1.0001          |
|  |  |
| 2025-09-18 | 1.0001          |
|  |  |
| 2025-09-19 | 1.0001          |
|  |  |
| 2025-09-22 | 1.0001          |
|  |  |
| 2025-09-23 | 1.0001          |
|  |  |
| 2025-09-24 | 1.0001          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $1100000000.00            | $0.00                   |
| 2025-09-04 | $1000000000.00            | $0.00                   |
| 2025-09-15 | $600000000.00             | $0.00                   |
| 2025-09-17 | $400000000.00             | $0.00                   |
| 2025-09-19 | $750000000.00             | $0.00                   |
| 2025-09-29 | $0.00                     | $700000000.00           |

**Total Gross Subscriptions (Month):** $3850000000.00

**Total Gross Redemptions (Month):** $700000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.2900%           |
| 2025-09-03 | 4.2900%           |
| 2025-09-04 | 4.2900%           |
| 2025-09-05 | 4.3000%           |
| 2025-09-08 | 4.3000%           |
| 2025-09-09 | 4.3000%           |
| 2025-09-10 | 4.3100%           |
| 2025-09-11 | 4.3000%           |
| 2025-09-12 | 4.2900%           |
| 2025-09-15 | 4.3000%           |
| 2025-09-16 | 4.2900%           |
| 2025-09-17 | 4.2900%           |
| 2025-09-18 | 4.2600%           |
| 2025-09-19 | 4.1800%           |
| 2025-09-22 | 4.1500%           |
| 2025-09-23 | 4.1200%           |
| 2025-09-24 | 4.1000%           |
| 2025-09-25 | 4.1000%           |
| 2025-09-26 | 4.1000%           |
| 2025-09-29 | 4.1000%           |
| 2025-09-30 | 4.1100%           |

**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: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1430891151.60
- **C.18.a - Value (excl. sponsor support):** $1430891151.60
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2780698643.87
- **C.18.a - Value (excl. sponsor support):** $2780698643.87
- **C.19 - Percentage of Net Assets:** 4.3300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 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: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1998194880.00
- **C.18.a - Value (excl. sponsor support):** $1998194880.00
- **C.19 - Percentage of Net Assets:** 3.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **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: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $383478144.20
- **C.18.a - Value (excl. sponsor support):** $383478144.20
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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 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: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1596062000.00
- **C.18.a - Value (excl. sponsor support):** $1596062000.00
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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 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: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4172980392.74
- **C.18.a - Value (excl. sponsor support):** $4172980392.74
- **C.19 - Percentage of Net Assets:** 6.5000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1787526792.00
- **C.18.a - Value (excl. sponsor support):** $1787526792.00
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **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 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: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3175702208.00
- **C.18.a - Value (excl. sponsor support):** $3175702208.00
- **C.19 - Percentage of Net Assets:** 4.9500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 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: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194691932.71
- **C.18.a - Value (excl. sponsor support):** $194691932.71
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **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 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: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2246717902.50
- **C.18.a - Value (excl. sponsor support):** $2246717902.50
- **C.19 - Percentage of Net Assets:** 3.5000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **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 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: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $969232551.06
- **C.18.a - Value (excl. sponsor support):** $969232551.06
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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 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: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29908996.50
- **C.18.a - Value (excl. sponsor support):** $29908996.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **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: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $995331820.00
- **C.18.a - Value (excl. sponsor support):** $995331820.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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 14: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDSC4NQ6
- **C.18 - Value (incl. sponsor support):** $830000000.00
- **C.18.a - Value (excl. sponsor support):** $830000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $2398100.00        | $2477528.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $74863000.00       | $74833597.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $37199900.00       | $27923416.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $15883500.00       | $16062900.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $22044000.00       | $22308274.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $200.00            | $196.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $9133400.00        | $9383099.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $900.00            | $916.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $23999800.00       | $24283645.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $187702900.00      | $190034420.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $200.00            | $203.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $244900.00         | $258642.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $52858700.00       | $53779392.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $159100.00         | $161916.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $78228800.00       | $77500470.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $1979900.00        | $1998959.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $6375000.00        | $6549936.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $13970100.00       | $14222603.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $55104500.00       | $55727731.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $40213600.00       | $40711260.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $123140400.00      | $123524615.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $103324000.00      | $104856089.93      | U.S. Treasuries (including strips) |

### Security 15: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 4.200000%
- **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: BYDSC4NZ6
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 3.5100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 03/12/26    | 2026-03-12      | 0.0000%  | 0.0000% | $1600.00           | $1572.87           | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | 0.0000% | $3226200.00        | $2879264.13        | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 36    | 2036-02-15      | 0.0000%  | 0.0000% | $1711000.00        | $1119625.36        | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 39    | 2039-11-15      | 0.0000%  | 0.0000% | $1573400.00        | $836227.49         | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 40    | 2040-05-15      | 0.0000%  | 0.0000% | $10980300.00       | $5686697.37        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 42    | 2042-11-15      | 0.0000%  | 0.0000% | $18171200.00       | $8112423.21        | U.S. Treasuries (including strips) |
| 3 3/8 TPRN 44    | 2044-05-15      | 0.0000%  | 0.0000% | $72200.00          | $29680.70          | U.S. Treasuries (including strips) |
| 3 TPRN 44        | 2044-11-15      | 0.0000%  | 0.0000% | $32000.00          | $12808.19          | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 45    | 2045-02-15      | 0.0000%  | 0.0000% | $1095800.00        | $433033.86         | U.S. Treasuries (including strips) |
| 3 TPRN 45        | 2045-05-15      | 0.0000%  | 0.0000% | $1092200.00        | $426108.72         | U.S. Treasuries (including strips) |
| 3 TPRN 45        | 2045-11-15      | 0.0000%  | 0.0000% | $700.00            | $266.40            | U.S. Treasuries (including strips) |
| 2 1/2 TPRN 46    | 2046-05-15      | 0.0000%  | 0.0000% | $200.00            | $74.17             | U.S. Treasuries (including strips) |
| 3 TPRN 47        | 2047-05-15      | 0.0000%  | 0.0000% | $4530100.00        | $1595288.31        | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47    | 2047-08-15      | 0.0000%  | 0.0000% | $5161800.00        | $1793663.56        | U.S. Treasuries (including strips) |
| 1 3/8 TPRN 50    | 2050-08-15      | 0.0000%  | 0.0000% | $7003000.00        | $2113134.24        | U.S. Treasuries (including strips) |
| 1 7/8 TPRN 51    | 2051-02-15      | 0.0000%  | 0.0000% | $16150000.00       | $4752492.80        | U.S. Treasuries (including strips) |
| 2 3/8 TPRN 51    | 2051-05-15      | 0.0000%  | 0.0000% | $24276200.00       | $7068137.01        | U.S. Treasuries (including strips) |
| 1 7/8 TPRN 51    | 2051-11-15      | 0.0000%  | 0.0000% | $200.00            | $57.04             | U.S. Treasuries (including strips) |
| 2 1/4 TPRN 52    | 2052-02-15      | 0.0000%  | 0.0000% | $60753100.00       | $17106311.12       | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 53    | 2053-11-15      | 0.0000%  | 0.0000% | $3231100.00        | $853188.11         | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 54    | 2054-02-15      | 0.0000%  | 0.0000% | $2855000.00        | $743065.14         | U.S. Treasuries (including strips) |
| 4 5/8 TPRN 55    | 2055-02-15      | 0.0000%  | 0.0000% | $6303400.00        | $1574337.18        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | 0.0000% | $75000000.00       | $113380733.37      | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $118.96            | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | 0.0000% | $50000000.00       | $49269399.69       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $146000000.00      | $93898805.00       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $111808000.00      | $56637320.72       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | 0.0000% | $129845000.00      | $74698432.67       | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | 0.0000% | $114000000.00      | $71948616.74       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $133000000.00      | $110968982.25      | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  | 0.0000% | $6785700.00        | $6633865.62        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $82999900.00       | $83828550.25       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $150237000.00      | $152220053.28      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $6812900.00        | $6574967.98        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | 0.0000% | $4998400.00        | $6636412.23        | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $183616800.00      | $235436126.78      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  | 0.0000% | $441940300.00      | $529640803.87      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $323485000.00      | $387435872.92      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | 0.0000% | $665100.00         | $750579.21         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $96.65             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | 0.0000% | $120000000.00      | $122362156.32      | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 4.1435%  | 0.0000% | $6609400.00        | $6657952.39        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | 0.0000% | $10294000.00       | $10521010.11       | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | 0.0000% | $54857400.00       | $58051979.58       | U.S. Treasuries (including strips) |
| TINT 02/15/34    | 2034-02-15      | 0.0000%  | 0.0000% | $100.00            | $70.53             | U.S. Treasuries (including strips) |
| TINT 02/15/35    | 2035-02-15      | 0.0000%  | 0.0000% | $2847000.00        | $1908147.66        | U.S. Treasuries (including strips) |
| TINT 08/15/35    | 2035-08-15      | 0.0000%  | 0.0000% | $671.10            | $438.20            | U.S. Treasuries (including strips) |
| TINT 08/15/36    | 2036-08-15      | 0.0000%  | 0.0000% | $39.70             | $24.59             | U.S. Treasuries (including strips) |
| TINT 02/15/37    | 2037-02-15      | 0.0000%  | 0.0000% | $21.97             | $13.26             | U.S. Treasuries (including strips) |
| TINT 05/15/32    | 2032-05-15      | 0.0000%  | 0.0000% | $2175005.76        | $1668686.17        | U.S. Treasuries (including strips) |
| TINT 11/15/33    | 2033-11-15      | 0.0000%  | 0.0000% | $136.84            | $97.77             | U.S. Treasuries (including strips) |
| TINT 05/15/34    | 2034-05-15      | 0.0000%  | 0.0000% | $1165013.89        | $812137.01         | U.S. Treasuries (including strips) |
| TINT 11/15/34    | 2034-11-15      | 0.0000%  | 0.0000% | $9.38              | $6.37              | U.S. Treasuries (including strips) |
| TINT 11/15/29    | 2029-11-15      | 0.0000%  | 0.0000% | $2.80              | $2.40              | U.S. Treasuries (including strips) |
| TINT 05/15/30    | 2030-05-15      | 0.0000%  | 0.0000% | $64.16             | $53.74             | U.S. Treasuries (including strips) |
| TINT 02/15/30    | 2030-02-15      | 0.0000%  | 0.0000% | $42.40             | $35.89             | U.S. Treasuries (including strips) |
| TINT 11/15/36    | 2036-11-15      | 0.0000%  | 0.0000% | $10.36             | $6.33              | U.S. Treasuries (including strips) |
| TINT 05/15/37    | 2037-05-15      | 0.0000%  | 0.0000% | $13601770.41       | $8105363.00        | U.S. Treasuries (including strips) |
| TINT 02/15/38    | 2038-02-15      | 0.0000%  | 0.0000% | $0.31              | $0.18              | U.S. Treasuries (including strips) |
| TINT 05/15/38    | 2038-05-15      | 0.0000%  | 0.0000% | $3016.50           | $1700.49           | U.S. Treasuries (including strips) |
| TINT 02/15/52    | 2052-02-15      | 0.0000%  | 0.0000% | $200.79            | $55.36             | U.S. Treasuries (including strips) |
| TINT 11/15/38    | 2038-11-15      | 0.0000%  | 0.0000% | $216.83            | $118.95            | U.S. Treasuries (including strips) |
| TINT 11/15/39    | 2039-11-15      | 0.0000%  | 0.0000% | $8.02              | $4.15              | U.S. Treasuries (including strips) |
| TINT 02/15/40    | 2040-02-15      | 0.0000%  | 0.0000% | $668000.00         | $340772.18         | U.S. Treasuries (including strips) |
| TINT 05/15/40    | 2040-05-15      | 0.0000%  | 0.0000% | $10.00             | $5.03              | U.S. Treasuries (including strips) |
| TINT 08/15/40    | 2040-08-15      | 0.0000%  | 0.0000% | $977.93            | $484.13            | U.S. Treasuries (including strips) |
| TINT 11/15/40    | 2040-11-15      | 0.0000%  | 0.0000% | $56024791.46       | $27381276.45       | U.S. Treasuries (including strips) |
| TINT 02/15/41    | 2041-02-15      | 0.0000%  | 0.0000% | $12076255.05       | $5824401.96        | U.S. Treasuries (including strips) |
| TINT 05/15/41    | 2041-05-15      | 0.0000%  | 0.0000% | $1108458.17        | $527688.16         | U.S. Treasuries (including strips) |
| TINT 05/15/42    | 2042-05-15      | 0.0000%  | 0.0000% | $0.32              | $0.14              | U.S. Treasuries (including strips) |
| TINT 11/15/42    | 2042-11-15      | 0.0000%  | 0.0000% | $5534249.14        | $2406739.80        | U.S. Treasuries (including strips) |
| TINT 02/15/43    | 2043-02-15      | 0.0000%  | 0.0000% | $9445262.88        | $4048655.26        | U.S. Treasuries (including strips) |
| TINT 11/15/43    | 2043-11-15      | 0.0000%  | 0.0000% | $2190947.51        | $900227.47         | U.S. Treasuries (including strips) |
| TINT 02/15/44    | 2044-02-15      | 0.0000%  | 0.0000% | $2358342.20        | $955843.17         | U.S. Treasuries (including strips) |
| TINT 11/15/44    | 2044-11-15      | 0.0000%  | 0.0000% | $8434562.88        | $3288703.54        | U.S. Treasuries (including strips) |
| TINT 02/15/45    | 2045-02-15      | 0.0000%  | 0.0000% | $11.79             | $4.54              | U.S. Treasuries (including strips) |
| TINT 02/15/46    | 2046-02-15      | 0.0000%  | 0.0000% | $45.41             | $16.63             | U.S. Treasuries (including strips) |
| TINT 05/15/46    | 2046-05-15      | 0.0000%  | 0.0000% | $100.00            | $36.22             | U.S. Treasuries (including strips) |
| TINT 08/15/46    | 2046-08-15      | 0.0000%  | 0.0000% | $22.92             | $8.20              | U.S. Treasuries (including strips) |
| TINT 02/15/47    | 2047-02-15      | 0.0000%  | 0.0000% | $53.67             | $18.74             | U.S. Treasuries (including strips) |
| TINT 05/15/47    | 2047-05-15      | 0.0000%  | 0.0000% | $6195209.61        | $2137712.83        | U.S. Treasuries (including strips) |
| TINT 08/15/47    | 2047-08-15      | 0.0000%  | 0.0000% | $13.46             | $4.59              | U.S. Treasuries (including strips) |
| TINT 05/15/48    | 2048-05-15      | 0.0000%  | 0.0000% | $119.22            | $39.17             | U.S. Treasuries (including strips) |
| TINT 08/15/48    | 2048-08-15      | 0.0000%  | 0.0000% | $100.74            | $32.70             | U.S. Treasuries (including strips) |
| TINT 11/15/48    | 2048-11-15      | 0.0000%  | 0.0000% | $2.30              | $0.74              | U.S. Treasuries (including strips) |
| TINT 02/15/49    | 2049-02-15      | 0.0000%  | 0.0000% | $85.32             | $27.05             | U.S. Treasuries (including strips) |
| TINT 08/15/49    | 2049-08-15      | 0.0000%  | 0.0000% | $123.84            | $38.30             | U.S. Treasuries (including strips) |
| TINT 02/15/50    | 2050-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| TINT 08/15/50    | 2050-08-15      | 0.0000%  | 0.0000% | $1.93              | $0.57              | U.S. Treasuries (including strips) |
| TINT 08/15/51    | 2051-08-15      | 0.0000%  | 0.0000% | $24.09             | $6.78              | U.S. Treasuries (including strips) |

### Security 16: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW 4.200000%
- **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: BYDSC4P84
- **C.18 - Value (incl. sponsor support):** $3200000000.00
- **C.18.a - Value (excl. sponsor support):** $3200000000.00
- **C.19 - Percentage of Net Assets:** 4.9900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $635466300.00      | $658211756.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $553000500.00      | $559614145.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $566751400.00      | $575164257.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $4511900.00        | $4637545.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $15595200.00       | $15739900.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $38850500.00       | $39624134.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $289959400.00      | $294076248.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $548521400.00      | $545334754.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $573300000.00      | $571597299.00      | U.S. Treasuries (including strips) |

### Security 17: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 4.200000%
- **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: BYDSC4P92
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $24100.00          | $25438.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $500.00            | $554.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $1250900.00        | $1295673.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $65285300.00       | $66080736.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $84158600.00       | $85597580.35       | U.S. Treasuries (including strips) |

### Security 18: FIXED INCOME CLEARING CORPORATION - BNP

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNP 4.200000%
- **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: BYDSC4PD3
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 8.5700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2029-08-31      | 3.6250%  | 0.0000% | $721196000.00      | $721980043.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $15932200.00       | $15880515.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $22485900.00       | $22278827.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | 0.0000% | $7000.00           | $6988.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $65394000.00       | $65131508.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-13      | 0.0000%  | 0.0000% | $4998700.00        | $4974831.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $5680000.00        | $5632464.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | 0.0000% | $800.00            | $798.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $20000000.00       | $19391680.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $654200.00         | $646909.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $4958000.00        | $4921628.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | 0.0000% | $35100.00          | $34817.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $1500.00           | $1610.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $273500.00         | $289570.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $402700.00         | $429480.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $4399400.00        | $4570844.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $138194300.00      | $138368355.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $2302300.00        | $2358366.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $1289600.00        | $1275127.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $500100.00         | $457234.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $1935500.00        | $1538093.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $72400900.00       | $63234746.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $28000.00          | $22547.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $13374700.00       | $10567189.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $2754600.00        | $2164988.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $282400.00         | $200326.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $52762600.00       | $35378510.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $9329000.00        | $7091021.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $18771900.00       | $14417100.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $5248500.00        | $3853404.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $79114000.00       | $64662265.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $228900.00         | $172547.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $283400.00         | $210222.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $25000000.00       | $16060362.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $43460600.00       | $21980100.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $401900.00         | $254255.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $50350000.00       | $32315423.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $103050100.00      | $72737475.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $2502400.00        | $1704373.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $70252000.00       | $49899995.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $6100000.00        | $5204083.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $2330500.00        | $1717347.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $1591000.00        | $1364232.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $160532400.00      | $150997899.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $1301000.00        | $1084104.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $1376000.00        | $1157789.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $50818000.00       | $49389137.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $126046700.00      | $117302399.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $7463100.00        | $7480614.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $78461700.00       | $73040898.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $8884600.00        | $8725530.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $25912100.00       | $25682058.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $67016100.00       | $68589001.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $50000.00          | $48904.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $2208100.00        | $2171981.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $20238000.00       | $20302326.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $2189500.00        | $2114317.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $475000.00         | $471936.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $7000.00           | $6886.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $302000.00         | $298653.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $77750000.00       | $75751623.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $106367000.00      | $100349670.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $1105000.00        | $1102608.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $44902000.00       | $42218108.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $1900.00           | $1654.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $100000100.00      | $99199049.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $100000.00         | $93767.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $876100.00         | $767320.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $300.00            | $294.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $9651700.00        | $8991355.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $6750000.00        | $5853130.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $209000000.00      | $194971711.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $1003900.00        | $944048.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $9869600.00        | $8600125.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $1000.00           | $934.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $8000.00           | $7550.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $1100.00           | $1054.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $328078300.00      | $327308767.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $56253100.00       | $55011519.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $7757500.00        | $7697169.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $200000000.00      | $197794684.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $24700100.00       | $23887422.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $25941000.00       | $25770951.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $564000.00         | $554107.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $98200.00          | $99148.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $7243400.00        | $7447594.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $1995400.00        | $2034698.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $22000000.00       | $22070853.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $7002000.00        | $7087458.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $98200.00          | $99721.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $1300.00           | $1300.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $95142100.00       | $92693261.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $3889900.00        | $3929845.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $8000.00           | $8159.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $50000000.00       | $50744788.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $2587700.00        | $2691218.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.0685%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $303000.00         | $308277.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.1435%  | 0.0000% | $5341600.00        | $5381528.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $2207900.00        | $2225249.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $145545400.00      | $148136316.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $11295900.00       | $11370203.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $1300.00           | $1329.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $3281700.00        | $3314408.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $2051600.00        | $2086220.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $28140000.00       | $28573271.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $212085400.00      | $212725049.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.0485%  | 0.0000% | $4105900.00        | $4134472.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $2187700.00        | $2300029.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $55722000.00       | $57987670.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $4556900.00        | $4661116.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $5631800.00        | $5876434.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $298604000.00      | $307435265.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $22463900.00       | $23159449.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.0805%  | 0.0000% | $300.00            | $302.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $1000.00           | $990.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $4800000.00        | $4815939.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $8066700.00        | $8061196.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1035%  | 0.0000% | $72334000.00       | $72864583.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $134182900.00      | $137986381.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $25687000.00       | $26889459.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $26241000.00       | $26996342.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $166393000.00      | $168462868.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.9965%  | 0.0000% | $1407800.00        | $1415891.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $800.00            | $828.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $23428100.00       | $23653630.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $11100000.00       | $11296986.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $100839200.00      | $101647493.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $13260500.00       | $13420037.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.0585%  | 0.0000% | $2799200.00        | $2817582.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $84000000.00       | $85443122.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $225196900.00      | $230449490.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $18289000.00       | $18767376.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $3974500.00        | $4044039.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $448390000.00      | $455788285.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $26000000.00       | $26713466.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $5678500.00        | $5748773.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $3570000.00        | $3587140.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $12230900.00       | $12213790.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $37398000.00       | $37203623.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |

### Security 19: FIXED INCOME CLEARING CORPORATION - GS

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - GS 4.200000%
- **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: BYDSC4PE1
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 14.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2030-05-15      | 6.2500%  | 0.0000% | $299800.00         | $338666.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $1310000.00        | $1311649.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $21500000.00       | $20163791.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $326406400.00      | $232767911.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $2380000.00        | $1866009.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $1795794000.00     | $1407970287.23     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $46333300.00       | $37869607.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $36627000.00       | $18175654.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $1300000.00        | $975820.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $1756195200.00     | $1036199072.88     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $82763000.00       | $60988137.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $421500000.00      | $422489155.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $8793500.00        | $8219313.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $2958300.00        | $2909909.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $6719000.00        | $6488284.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $6310000.00        | $6240074.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $912400.00         | $894841.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $65180000.00       | $56284119.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $5181700.00        | $5170483.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $1500000.00        | $1410341.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $406300000.00      | $380924736.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $1513700.00        | $1496629.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $22423700.00       | $20113873.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $215011200.00      | $202449600.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1000000.00        | $932879.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $608520000.00      | $612893433.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $41211700.00       | $40229996.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $2000000.00        | $1992776.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $107509000.00      | $108985851.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $18649000.00       | $19026504.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $151590800.00      | $152941777.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $247502000.00      | $251907890.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $679060800.00      | $681448377.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $7819500.00        | $7962287.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $6000000.00        | $5959824.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $31349000.00       | $31738970.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $1462360000.00     | $1529965268.39     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $32296900.00       | $32607806.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $231000000.00      | $235099443.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $1510641600.00     | $1532588956.49     | U.S. Treasuries (including strips) |

### Security 20: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 4.200000%
- **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: BYDSC4PP6
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2029-11-30      | 4.1250%  | 0.0000% | $99070500.00       | $102000014.69      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - GS 4.200000%
- **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: BYDSC4PU5
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2029-08-31      | 3.6250%  | 0.0000% | $871605500.00      | $872553060.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $145449000.00      | $147447032.91      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 4.200000%
- **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: BYDSC4PV3
- **C.18 - Value (incl. sponsor support):** $9750000000.00
- **C.18.a - Value (excl. sponsor support):** $9750000000.00
- **C.19 - Percentage of Net Assets:** 15.2000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2036-02-15      | 4.5000%  | 0.0000% | $20000000.00       | $20774740.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $173000000.00      | $188880362.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $237000000.00      | $240235998.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $41870000.00       | $33273052.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $14000000.00       | $12608855.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $35000000.00       | $27815305.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $14000000.00       | $10698264.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $76245000.00       | $54086144.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $38000000.00       | $25479855.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $373000000.00      | $272067878.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $229200000.00      | $172773939.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $238000000.00      | $176545365.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $212340000.00      | $127735250.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $522547000.00      | $264276969.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $164821000.00      | $94753738.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $92000000.00       | $64937809.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $104000000.00      | $61362600.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $520100000.00      | $354237769.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $251100000.00      | $178356330.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $65000000.00       | $48415298.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $1196000000.00     | $868424271.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $259605000.00      | $221476424.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $1011710000.00     | $912253848.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $767853300.00      | $722248188.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $47400000.00       | $39497720.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $1068438000.00     | $976256107.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $487427000.00      | $410129242.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $19000000.00       | $17513273.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $120269000.00      | $109611272.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $295325600.00      | $301866914.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $563300000.00      | $524221907.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $288923000.00      | $284632204.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $528885200.00      | $530126361.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $169370000.00      | $170932904.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $30000000.00       | $29139667.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $800000.00         | $697100.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $900000.00         | $887173.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $270000000.00      | $269815788.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $818838800.00      | $819728995.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $220000.00         | $219526.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $51005649.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $243732200.00      | $255000000.54      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - CITI 4.210000%
- **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: BYDSC4PX9
- **C.18 - Value (incl. sponsor support):** $6250000000.00
- **C.18.a - Value (excl. sponsor support):** $6250000000.00
- **C.19 - Percentage of Net Assets:** 9.7400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2025-11-28      | 0.0000%  | 0.0000% | $9300.00           | $9240.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $31300.00          | $30927.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $138500.00         | $136073.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $1114800.00        | $1092579.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-23      | 0.0000%  | 0.0000% | $2500.00           | $2493.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $2263500.00        | $2212537.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-13      | 0.0000%  | 0.0000% | $10000.00          | $9952.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $1475000.00        | $1438073.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $197700.00         | $196199.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $44600.00          | $44226.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $27200.00          | $26929.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-07      | 0.0000%  | 0.0000% | $1827600.00        | $1826371.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $4930900.00        | $4793934.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $1628700.00        | $1611776.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | 0.0000% | $224300.00         | $223450.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $786200.00         | $782542.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-18      | 0.0000%  | 0.0000% | $2508700.00        | $2495358.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $1500.00           | $1490.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $4410600.00        | $4342967.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $8374300.00        | $8233335.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $29858500.00       | $29314388.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $3781500.00        | $3972164.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $24488100.00       | $25901791.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $54169200.00       | $57771587.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $16555200.00       | $9767981.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $12800000.00       | $7350377.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $19797300.00       | $12364215.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $3135200.00        | $2276491.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $20870400.00       | $15379418.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $168072000.00      | $166579898.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $102.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $24000000.00       | $23534916.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $175690800.00      | $172721932.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $25000.00          | $25286.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $278400.00         | $280507.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $177800.00         | $178365.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $17049900.00       | $16986198.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $15723800.00       | $15748082.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $16008100.00       | $15458417.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $200.00            | $199.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $549300.00         | $545757.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $140000.00         | $138979.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $2434000.00        | $2407027.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $110000.00         | $108650.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $149817100.00      | $139342974.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $800.00            | $787.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $6700.00           | $6527.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $22000.00          | $20111.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $400.00            | $386.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $2318500.00        | $2216799.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $18710600.00       | $17854343.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $50893600.00       | $44387502.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $65100.00          | $61753.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $20300.00          | $19044.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $329900.00         | $309296.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $223869000.00      | $222075697.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $3900.00           | $3681.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $2300300.00        | $2265123.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $2623900.00        | $2585880.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $6421300.00        | $6082775.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $120902200.00      | $114168269.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $1974400.00        | $1939502.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $4000.00           | $3901.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $161100.00         | $150077.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $207200.00         | $193158.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $822100.00         | $766919.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $2372200.00        | $2230771.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $8469300.00        | $8276812.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $649800.00         | $634420.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $146600.00         | $137027.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $4664200.00        | $4540300.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $1000.00           | $945.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $241716000.00      | $231651912.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $1000.00           | $983.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $20400.00          | $20352.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $385500.00         | $376991.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $4184900.00        | $4152354.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $18472000.00       | $18353298.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $14124400.00       | $13659682.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $37644900.00       | $37398129.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $94419600.00       | $92763459.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $1599900.00        | $1611398.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $3389200.00        | $3421943.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $100000000.00      | $102819043.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $5620100.00        | $5717232.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $50059300.00       | $51045201.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $144146000.00      | $146768832.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $2247900.00        | $2274485.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $9618000.00        | $9764448.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $200.00            | $201.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $133927500.00      | $134358830.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $17747500.00       | $17964106.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $200000.00         | $201059.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $124110900.00      | $123662611.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $177472000.00      | $177531275.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $15900.00          | $16165.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $142881400.00      | $143667623.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $75979700.00       | $76876460.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $26000.00          | $26318.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $22761700.00       | $23044430.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $364100.00         | $367838.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $208558100.00      | $212722588.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $1000.00           | $1020.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $3413600.00        | $3476773.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $773300.00         | $781464.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $149999000.00      | $153126705.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $76180300.00       | $78019421.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $300000.00         | $309161.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $25100.00          | $25537.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $17358100.00       | $17990982.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $327600.00         | $334406.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $2008100.00        | $2030602.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $295100.00         | $297418.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $14600.00          | $14859.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $915100.00         | $925160.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $505197500.00      | $516723630.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $1526500.00        | $1531103.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $74850200.00       | $77325401.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $8467200.00        | $8688603.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.0485%  | 0.0000% | $783400.00         | $788851.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $102.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $624500.00         | $635556.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $3939100.00        | $3966332.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $989200.00         | $1011865.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $107674900.00      | $111294729.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $642200.00         | $655956.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $28778300.00       | $29648354.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $2885700.00        | $2951100.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $219549100.00      | $222280210.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.9965%  | 0.0000% | $100.00            | $100.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $5630300.00        | $5741124.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $144500.00         | $145891.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $200319400.00      | $201925092.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.0585%  | 0.0000% | $10668000.00       | $10738056.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $313100.00         | $318479.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $3884900.00        | $3952872.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $4001600.00        | $4104342.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $1774743000.00     | $1806820684.64     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $98618200.00       | $100080512.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $107176000.00      | $107510404.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $88165000.00       | $87989375.32       | U.S. Treasuries (including strips) |

### Security 24: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.200000%
- **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: BYDSC4Q26
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 02/15/42 | 2042-02-15      | 0.0000%  | 0.0000% | $11210441.98       | $5100000.00        | U.S. Treasuries (including strips) |

### Security 25: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERN 4.200000%
- **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: BYDSC4QP5
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $1000.00           | $985.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $97.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $500.00            | $392.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $6048700.00        | $6035147.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $265895000.00      | $270607368.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $800.00            | $817.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $273246800.00      | $273332638.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $800.00            | $818.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $414534400.00      | $419021734.88      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA (NE 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDSC4QR1
- **C.18 - Value (incl. sponsor support):** $1934000000.00
- **C.18.a - Value (excl. sponsor support):** $1934000000.00
- **C.19 - Percentage of Net Assets:** 3.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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 | 2026-08-15      | 1.5000%  | 0.0000% | $21415200.00       | $21041290.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $1529300.00        | $2006760.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $3368000.00        | $3312907.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $96000.00          | $94377.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $2966900.00        | $2957084.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $20000.00          | $20151.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $4562600.00        | $4519522.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $245.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $19624400.00       | $19746257.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $200000.00         | $198710.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $61033200.00       | $60343524.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $45000.00          | $44271.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $100000.00         | $98772.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $150000.00         | $146998.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $37000.00          | $36434.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $45600.00          | $42611.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $48628000.00       | $47749664.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $38000.00          | $37268.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $634500.00         | $618191.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $15203500.00       | $14686570.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $54284900.00       | $51903692.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $20526300.00       | $19586950.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $65202600.00       | $56867278.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $51281400.00       | $48782594.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $1000500.00        | $863950.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $36000.00          | $33774.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $2744600.00        | $2738659.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $49845800.00       | $46866407.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $3970700.00        | $3457777.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $50399900.00       | $47406414.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $948300.00         | $943779.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $226162800.00      | $212037915.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $139100.00         | $137985.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $643000.00         | $635748.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $3314700.00        | $3108105.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $11000.00          | $10383.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $5466600.00        | $5160486.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $328000.00         | $322984.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $57768300.00       | $54722813.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $4048600.00        | $4962913.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $50753100.00       | $45525111.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $94.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $127400.00         | $125148.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $5204000.00        | $4899966.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $145000.00         | $142216.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $110400.00         | $107691.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $1179700.00        | $1098988.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $1912600.00        | $1658473.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $441100.00         | $429575.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1051800.00        | $981202.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $7476500.00        | $7269228.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $5036700.00        | $4922227.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $8761100.00        | $7634205.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $70261500.00       | $66157877.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $940000.00         | $878624.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $10959900.00       | $10668761.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $1600000.00        | $1510110.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $49992900.00       | $44507266.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $390200.00         | $381195.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $35000.00          | $33542.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $83459000.00       | $83263240.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $21503500.00       | $20463424.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $45904800.00       | $44891619.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $82000.00          | $81362.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $1252300.00        | $1244252.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $87429400.00       | $86465353.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $7000.00           | $6769.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $67117700.00       | $62682528.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $39056000.00       | $38799979.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $469700.00         | $473075.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $1386500.00        | $1399894.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $8454000.00        | $8619421.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $170000.00         | $174792.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $1361000.00        | $1398208.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $138500.00         | $140138.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $3950000.00        | $4015188.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $768000.00         | $773922.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $74176600.00       | $74415495.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $29100000.00       | $29550902.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $37833800.00       | $37846436.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $49794600.00       | $50305940.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $24790000.00       | $25285006.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $61225600.00       | $61082439.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $17000.00          | $18865.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $29720300.00       | $30249363.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $2032700.00        | $2155079.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $48137000.00       | $49728829.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $24748600.00       | $26019340.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $57000000.00       | $58710456.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.0805%  | 0.0000% | $3099400.00        | $3121350.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $4916000.00        | $5205811.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $36594500.00       | $38286272.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $32680700.00       | $33073881.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $49708600.00       | $50855662.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $30286000.00       | $30992403.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $2502600.00        | $2543892.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $44557000.00       | $45701015.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $25224000.00       | $25256421.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | 0.0000% | $394000.24         | $198220.73         | U.S. Treasuries (including strips) |

### Security 27: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES L 4.200000%
- **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: BYDSC4QY6
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | 0.0000% | $766500.00         | $760797.05         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | 0.0000% | $171460300.00      | $166997259.20      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | 0.0000% | $8598400.00        | $8218178.75        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | 0.0000% | $24160400.00       | $23731673.70       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $42800.00          | $42162.84          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $99466800.00       | $96138762.52       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | 0.0000% | $114981300.00      | $116085580.41      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | 0.0000% | $8256700.00        | $8526906.60        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $9881800.00        | $10130809.01       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $109756900.00      | $113002411.53      | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $166227600.00      | $170365559.00      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Funds

**Date:** 2025-10-07

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer