# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-26-001890
**Filing Date:** 2026-2
**Character Count:** 70980
**Document Hash:** d9cc9f743c79eef1446ec06f4a36af88
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-001890.hdr.sgml**: 20260205

**ACCESSION NUMBER**: 0002071691-26-001890

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260205

**DATE AS OF CHANGE**: 20260205

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

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

**LEI of Series:** 549300ZAULWRIGH03856

**EDGAR Series Identifier:** S000001477

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 23 days

- **WAL:** 23 days

- **Total Value of Portfolio Securities:** $6313031408.39

- **Amortized Cost of Portfolio Securities:** $6312694843.67

- **Cash:** $231625069.32

- **Total Other Assets:** $1073567.76

- **Total Liabilities:** $21375494.04

- **Net Assets of Series:** $6524017986.71

- **Number of Shares Outstanding (Series):** 6521209132.6300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $6604672622.00            | $6642755724.53             | 99.4300%                  | 100.0000%                  |
| 2026-01-05 | $7003527358.24            | $7028140907.02             | 99.6500%                  | 100.0000%                  |
| 2026-01-06 | $7176192057.62            | $7407074805.36             | 96.8800%                  | 100.0000%                  |
| 2026-01-07 | $7769908581.40            | $7769908581.40             | 100.0000%                 | 100.0000%                  |
| 2026-01-08 | $7265402247.27            | $7265402247.27             | 100.0000%                 | 100.0000%                  |
| 2026-01-09 | $6935838990.23            | $6935838990.23             | 100.0000%                 | 100.0000%                  |
| 2026-01-12 | $6919008081.07            | $6919008081.07             | 100.0000%                 | 100.0000%                  |
| 2026-01-13 | $6831205318.51            | $6831205318.51             | 100.0000%                 | 100.0000%                  |
| 2026-01-14 | $6447124085.83            | $6447124085.83             | 100.0000%                 | 100.0000%                  |
| 2026-01-15 | $6846273318.59            | $6846273318.59             | 100.0000%                 | 100.0000%                  |
| 2026-01-16 | $7193921005.46            | $7193921005.46             | 100.0000%                 | 100.0000%                  |
| 2026-01-20 | $7161662067.12            | $7161662067.12             | 100.0000%                 | 100.0000%                  |
| 2026-01-21 | $7908859222.29            | $7908859222.29             | 100.0000%                 | 100.0000%                  |
| 2026-01-22 | $7077617766.61            | $7077617766.61             | 100.0000%                 | 100.0000%                  |
| 2026-01-23 | $6457244374.12            | $6457244374.12             | 100.0000%                 | 100.0000%                  |
| 2026-01-26 | $6545124882.84            | $6545124882.84             | 100.0000%                 | 100.0000%                  |
| 2026-01-27 | $6668143398.47            | $6668143398.47             | 100.0000%                 | 100.0000%                  |
| 2026-01-28 | $6615752559.35            | $6615752559.35             | 100.0000%                 | 100.0000%                  |
| 2026-01-29 | $6618188713.29            | $6618188713.29             | 100.0000%                 | 100.0000%                  |
| 2026-01-30 | $6546077019.26            | $6546077019.26             | 100.0000%                 | 100.0000%                  |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.7700%             |
| 2026-01-05 | 3.7400%             |
| 2026-01-06 | 3.7300%             |
| 2026-01-07 | 3.7200%             |
| 2026-01-08 | 3.7100%             |
| 2026-01-09 | 3.7000%             |
| 2026-01-12 | 3.6900%             |
| 2026-01-13 | 3.6900%             |
| 2026-01-14 | 3.6800%             |
| 2026-01-15 | 3.6800%             |
| 2026-01-16 | 3.6800%             |
| 2026-01-20 | 3.6800%             |
| 2026-01-21 | 3.6800%             |
| 2026-01-22 | 3.6800%             |
| 2026-01-23 | 3.6800%             |
| 2026-01-26 | 3.6800%             |
| 2026-01-27 | 3.6900%             |
| 2026-01-28 | 3.6800%             |
| 2026-01-29 | 3.6800%             |
| 2026-01-30 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0006                      |
|  |  |
| 2026-01-05 | 1.0005                      |
|  |  |
| 2026-01-06 | 1.0005                      |
|  |  |
| 2026-01-07 | 1.0004                      |
|  |  |
| 2026-01-08 | 1.0004                      |
|  |  |
| 2026-01-09 | 1.0006                      |
|  |  |
| 2026-01-12 | 1.0004                      |
|  |  |
| 2026-01-13 | 1.0004                      |
|  |  |
| 2026-01-14 | 1.0005                      |
|  |  |
| 2026-01-15 | 1.0004                      |
|  |  |
| 2026-01-16 | 1.0006                      |
|  |  |
| 2026-01-20 | 1.0004                      |
|  |  |
| 2026-01-21 | 1.0004                      |
|  |  |
| 2026-01-22 | 1.0004                      |
|  |  |
| 2026-01-23 | 1.0006                      |
|  |  |
| 2026-01-26 | 1.0004                      |
|  |  |
| 2026-01-27 | 1.0004                      |
|  |  |
| 2026-01-28 | 1.0004                      |
|  |  |
| 2026-01-29 | 1.0004                      |
|  |  |
| 2026-01-30 | 1.0005                      |
|  |  |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $34177541.16

- **Number of Shares Outstanding:** 34162832.6300

- **Expense Reimbursement/Waiver:** 1224.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0006          |
|  |  |
| 2026-01-05 | 1.0005          |
|  |  |
| 2026-01-06 | 1.0005          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0006          |
|  |  |
| 2026-01-12 | 1.0004          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0005          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0006          |
|  |  |
| 2026-01-20 | 1.0004          |
|  |  |
| 2026-01-21 | 1.0004          |
|  |  |
| 2026-01-22 | 1.0004          |
|  |  |
| 2026-01-23 | 1.0006          |
|  |  |
| 2026-01-26 | 1.0004          |
|  |  |
| 2026-01-27 | 1.0004          |
|  |  |
| 2026-01-28 | 1.0004          |
|  |  |
| 2026-01-29 | 1.0004          |
|  |  |
| 2026-01-30 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $4186686.59               | $102.34                 |
| 2026-01-05 | $562.85                   | $0.03                   |
| 2026-01-06 | $10360.99                 | $2000000.00             |
| 2026-01-07 | $0.00                     | $41.68                  |
| 2026-01-08 | $9460.00                  | $7000000.00             |
| 2026-01-09 | $280.46                   | $1000000.00             |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $10908.02               |
| 2026-01-14 | $0.00                     | $1460.77                |
| 2026-01-15 | $0.00                     | $59976.33               |
| 2026-01-16 | $2007418.06               | $0.00                   |
| 2026-01-20 | $0.00                     | $1000000.73             |
| 2026-01-21 | $3875277.67               | $0.00                   |
| 2026-01-22 | $0.00                     | $1797.33                |
| 2026-01-23 | $5844.70                  | $0.00                   |
| 2026-01-26 | $18336.37                 | $1000000.00             |
| 2026-01-27 | $0.00                     | $5731.47                |
| 2026-01-28 | $1130.54                  | $0.00                   |
| 2026-01-29 | $2000000.00               | $69.03                  |
| 2026-01-30 | $2089645.17               | $0.00                   |

**Total Gross Subscriptions (Month):** $14205003.40

**Total Gross Redemptions (Month):** $12080087.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5000%           |
| 2026-01-05 | 3.4700%           |
| 2026-01-06 | 3.4600%           |
| 2026-01-07 | 3.4500%           |
| 2026-01-08 | 3.4400%           |
| 2026-01-09 | 3.4300%           |
| 2026-01-12 | 3.4200%           |
| 2026-01-13 | 3.4200%           |
| 2026-01-14 | 3.4100%           |
| 2026-01-15 | 3.4100%           |
| 2026-01-16 | 3.4100%           |
| 2026-01-20 | 3.4100%           |
| 2026-01-21 | 3.4100%           |
| 2026-01-22 | 3.4100%           |
| 2026-01-23 | 3.4100%           |
| 2026-01-26 | 3.4100%           |
| 2026-01-27 | 3.4200%           |
| 2026-01-28 | 3.4100%           |
| 2026-01-29 | 3.4100%           |
| 2026-01-30 | 3.4200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 86.6300%         | 0.0000%              |
| Retail investor                                     |  | 13.1300%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $7365984.71

- **Number of Shares Outstanding:** 7362813.9400

- **Expense Reimbursement/Waiver:** 296.16

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0006          |
|  |  |
| 2026-01-05 | 1.0005          |
|  |  |
| 2026-01-06 | 1.0005          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0006          |
|  |  |
| 2026-01-12 | 1.0004          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0005          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0006          |
|  |  |
| 2026-01-20 | 1.0004          |
|  |  |
| 2026-01-21 | 1.0004          |
|  |  |
| 2026-01-22 | 1.0004          |
|  |  |
| 2026-01-23 | 1.0006          |
|  |  |
| 2026-01-26 | 1.0004          |
|  |  |
| 2026-01-27 | 1.0004          |
|  |  |
| 2026-01-28 | 1.0004          |
|  |  |
| 2026-01-29 | 1.0004          |
|  |  |
| 2026-01-30 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $5910.39                |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $38.38                    | $18153.41               |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.14                   |
| 2026-01-14 | $0.00                     | $6708.18                |
| 2026-01-15 | $38.38                    | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.27                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $38.38                    | $0.00                   |
| 2026-01-30 | $3.33                     | $0.00                   |

**Total Gross Subscriptions (Month):** $118.47

**Total Gross Redemptions (Month):** $30772.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.1000%           |
| 2026-01-05 | 3.0700%           |
| 2026-01-06 | 3.0600%           |
| 2026-01-07 | 3.0500%           |
| 2026-01-08 | 3.0400%           |
| 2026-01-09 | 3.0300%           |
| 2026-01-12 | 3.0200%           |
| 2026-01-13 | 3.0200%           |
| 2026-01-14 | 3.0100%           |
| 2026-01-15 | 3.0100%           |
| 2026-01-16 | 3.0100%           |
| 2026-01-20 | 3.0100%           |
| 2026-01-21 | 3.0100%           |
| 2026-01-22 | 3.0100%           |
| 2026-01-23 | 3.0100%           |
| 2026-01-26 | 3.0100%           |
| 2026-01-27 | 3.0200%           |
| 2026-01-28 | 3.0100%           |
| 2026-01-29 | 3.0100%           |
| 2026-01-30 | 3.0200%           |

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

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $6245833128.66

- **Number of Shares Outstanding:** 6243144017.7800

- **Expense Reimbursement/Waiver:** 257674.35

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0006          |
|  |  |
| 2026-01-05 | 1.0005          |
|  |  |
| 2026-01-06 | 1.0005          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0006          |
|  |  |
| 2026-01-12 | 1.0004          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0005          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0006          |
|  |  |
| 2026-01-20 | 1.0004          |
|  |  |
| 2026-01-21 | 1.0004          |
|  |  |
| 2026-01-22 | 1.0004          |
|  |  |
| 2026-01-23 | 1.0006          |
|  |  |
| 2026-01-26 | 1.0004          |
|  |  |
| 2026-01-27 | 1.0004          |
|  |  |
| 2026-01-28 | 1.0004          |
|  |  |
| 2026-01-29 | 1.0004          |
|  |  |
| 2026-01-30 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $253379280.75             | $47972222.85            |
| 2026-01-05 | $120366584.70             | $53692441.71            |
| 2026-01-06 | $201495551.58             | $12654868.76            |
| 2026-01-07 | $266045061.59             | $152042025.34           |
| 2026-01-08 | $388259791.49             | $288674881.75           |
| 2026-01-09 | $57788278.24              | $304308731.01           |
| 2026-01-12 | $116459222.59             | $141113866.28           |
| 2026-01-13 | $263459705.26             | $244850383.42           |
| 2026-01-14 | $27942583.14              | $406333025.47           |
| 2026-01-15 | $185645027.45             | $184839474.55           |
| 2026-01-16 | $450266058.26             | $108584082.19           |
| 2026-01-20 | $139173808.70             | $75546758.08            |
| 2026-01-21 | $351215692.28             | $90388453.71            |
| 2026-01-22 | $170048665.80             | $208679550.62           |
| 2026-01-23 | $53254531.32              | $677289829.99           |
| 2026-01-26 | $299346159.20             | $213434825.30           |
| 2026-01-27 | $188242757.87             | $115557584.34           |
| 2026-01-28 | $54397407.67              | $102279405.00           |
| 2026-01-29 | $118116048.49             | $69721651.73            |
| 2026-01-30 | $218031629.25             | $293992108.42           |

**Total Gross Subscriptions (Month):** $3922933845.63

**Total Gross Redemptions (Month):** $3791956170.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6000%           |
| 2026-01-05 | 3.5700%           |
| 2026-01-06 | 3.5600%           |
| 2026-01-07 | 3.5500%           |
| 2026-01-08 | 3.5400%           |
| 2026-01-09 | 3.5300%           |
| 2026-01-12 | 3.5200%           |
| 2026-01-13 | 3.5200%           |
| 2026-01-14 | 3.5100%           |
| 2026-01-15 | 3.5100%           |
| 2026-01-16 | 3.5100%           |
| 2026-01-20 | 3.5100%           |
| 2026-01-21 | 3.5100%           |
| 2026-01-22 | 3.5100%           |
| 2026-01-23 | 3.5100%           |
| 2026-01-26 | 3.5100%           |
| 2026-01-27 | 3.5200%           |
| 2026-01-28 | 3.5100%           |
| 2026-01-29 | 3.5100%           |
| 2026-01-30 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 25.3700%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.7400%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.2800%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.0800%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.3200%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $5681950.51

- **Number of Shares Outstanding:** 5679511.4900

- **Expense Reimbursement/Waiver:** 377.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0006          |
|  |  |
| 2026-01-05 | 1.0005          |
|  |  |
| 2026-01-06 | 1.0005          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0006          |
|  |  |
| 2026-01-12 | 1.0004          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0005          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0006          |
|  |  |
| 2026-01-20 | 1.0004          |
|  |  |
| 2026-01-21 | 1.0004          |
|  |  |
| 2026-01-22 | 1.0004          |
|  |  |
| 2026-01-23 | 1.0006          |
|  |  |
| 2026-01-26 | 1.0004          |
|  |  |
| 2026-01-27 | 1.0004          |
|  |  |
| 2026-01-28 | 1.0004          |
|  |  |
| 2026-01-29 | 1.0004          |
|  |  |
| 2026-01-30 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $4558.38                  | $0.00                   |
| 2026-01-05 | $88303.42                 | $0.01                   |
| 2026-01-06 | $512000.00                | $0.00                   |
| 2026-01-07 | $0.00                     | $5000.00                |
| 2026-01-08 | $6800.00                  | $0.00                   |
| 2026-01-09 | $0.00                     | $5343.75                |
| 2026-01-12 | $3870.64                  | $8368077.17             |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $2025634.44             |
| 2026-01-15 | $8092.50                  | $0.00                   |
| 2026-01-16 | $301.35                   | $0.00                   |
| 2026-01-20 | $397074.30                | $0.00                   |
| 2026-01-21 | $0.00                     | $354652.34              |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $37945.02                 | $0.00                   |
| 2026-01-27 | $5000.00                  | $0.00                   |
| 2026-01-28 | $2777.50                  | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $2612.09                  | $0.00                   |

**Total Gross Subscriptions (Month):** $1069335.20

**Total Gross Redemptions (Month):** $10758707.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3500%           |
| 2026-01-05 | 3.3200%           |
| 2026-01-06 | 3.3100%           |
| 2026-01-07 | 3.3000%           |
| 2026-01-08 | 3.2900%           |
| 2026-01-09 | 3.2800%           |
| 2026-01-12 | 3.2700%           |
| 2026-01-13 | 3.2700%           |
| 2026-01-14 | 3.2600%           |
| 2026-01-15 | 3.2600%           |
| 2026-01-16 | 3.2600%           |
| 2026-01-20 | 3.2600%           |
| 2026-01-21 | 3.2600%           |
| 2026-01-22 | 3.2600%           |
| 2026-01-23 | 3.2600%           |
| 2026-01-26 | 3.2700%           |
| 2026-01-27 | 3.2700%           |
| 2026-01-28 | 3.2700%           |
| 2026-01-29 | 3.2700%           |
| 2026-01-30 | 3.2700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.1400%          | 0.0000%              |
| Depository institution or other banking institution |  | 83.7100%         | 0.0000%              |
| Retail investor                                     |  | 7.3000%          | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $5003011.65

- **Number of Shares Outstanding:** 5000855.8700

- **Expense Reimbursement/Waiver:** 228.35

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0006          |
|  |  |
| 2026-01-05 | 1.0005          |
|  |  |
| 2026-01-06 | 1.0005          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0006          |
|  |  |
| 2026-01-12 | 1.0004          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0005          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0006          |
|  |  |
| 2026-01-20 | 1.0004          |
|  |  |
| 2026-01-21 | 1.0004          |
|  |  |
| 2026-01-22 | 1.0004          |
|  |  |
| 2026-01-23 | 1.0006          |
|  |  |
| 2026-01-26 | 1.0004          |
|  |  |
| 2026-01-27 | 1.0004          |
|  |  |
| 2026-01-28 | 1.0004          |
|  |  |
| 2026-01-29 | 1.0004          |
|  |  |
| 2026-01-30 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1000000.00               | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $1000000.00             |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $1000000.00               | $0.00                   |
| 2026-01-20 | $0.00                     | $1000000.00             |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $1000000.00               | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $1000000.00             |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $7479.42                  | $0.00                   |

**Total Gross Subscriptions (Month):** $3007479.42

**Total Gross Redemptions (Month):** $3000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6000%           |
| 2026-01-05 | 3.5700%           |
| 2026-01-06 | 3.5600%           |
| 2026-01-07 | 3.5500%           |
| 2026-01-08 | 3.5400%           |
| 2026-01-09 | 3.5300%           |
| 2026-01-12 | 3.5200%           |
| 2026-01-13 | 3.5200%           |
| 2026-01-14 | 3.5100%           |
| 2026-01-15 | 3.5100%           |
| 2026-01-16 | 3.5100%           |
| 2026-01-20 | 3.5100%           |
| 2026-01-21 | 3.5100%           |
| 2026-01-22 | 3.5100%           |
| 2026-01-23 | 3.5100%           |
| 2026-01-26 | 3.5100%           |
| 2026-01-27 | 3.5200%           |
| 2026-01-28 | 3.5100%           |
| 2026-01-29 | 3.5100%           |
| 2026-01-30 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 29.9500%         | 0.0000%              |
| Depository institution or other banking institution                         |  | 19.9700%         | 0.0000%              |
| Non-financial corporation                                                   |  | 16.0900%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 32.8300%         | 0.0000%              |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $200145256.76

- **Number of Shares Outstanding:** 200059100.9200

- **Expense Reimbursement/Waiver:** 8038.59

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0006          |
|  |  |
| 2026-01-05 | 1.0005          |
|  |  |
| 2026-01-06 | 1.0005          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0006          |
|  |  |
| 2026-01-12 | 1.0004          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0005          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0006          |
|  |  |
| 2026-01-20 | 1.0004          |
|  |  |
| 2026-01-21 | 1.0004          |
|  |  |
| 2026-01-22 | 1.0004          |
|  |  |
| 2026-01-23 | 1.0006          |
|  |  |
| 2026-01-26 | 1.0004          |
|  |  |
| 2026-01-27 | 1.0004          |
|  |  |
| 2026-01-28 | 1.0004          |
|  |  |
| 2026-01-29 | 1.0004          |
|  |  |
| 2026-01-30 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $176.74                   | $0.00                   |

**Total Gross Subscriptions (Month):** $176.74

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6000%           |
| 2026-01-05 | 3.5700%           |
| 2026-01-06 | 3.5600%           |
| 2026-01-07 | 3.5500%           |
| 2026-01-08 | 3.5400%           |
| 2026-01-09 | 3.5300%           |
| 2026-01-12 | 3.5200%           |
| 2026-01-13 | 3.5200%           |
| 2026-01-14 | 3.5100%           |
| 2026-01-15 | 3.5100%           |
| 2026-01-16 | 3.5100%           |
| 2026-01-20 | 3.5100%           |
| 2026-01-21 | 3.5100%           |
| 2026-01-22 | 3.5100%           |
| 2026-01-23 | 3.5100%           |
| 2026-01-26 | 3.5100%           |
| 2026-01-27 | 3.5200%           |
| 2026-01-28 | 3.5100%           |
| 2026-01-29 | 3.5100%           |
| 2026-01-30 | 3.5200%           |

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

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $25811113.26

- **Number of Shares Outstanding:** 25800000.0000

- **Expense Reimbursement/Waiver:** 1036.67

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0006          |
|  |  |
| 2026-01-05 | 1.0005          |
|  |  |
| 2026-01-06 | 1.0005          |
|  |  |
| 2026-01-07 | 1.0004          |
|  |  |
| 2026-01-08 | 1.0004          |
|  |  |
| 2026-01-09 | 1.0006          |
|  |  |
| 2026-01-12 | 1.0004          |
|  |  |
| 2026-01-13 | 1.0004          |
|  |  |
| 2026-01-14 | 1.0005          |
|  |  |
| 2026-01-15 | 1.0004          |
|  |  |
| 2026-01-16 | 1.0006          |
|  |  |
| 2026-01-20 | 1.0004          |
|  |  |
| 2026-01-21 | 1.0004          |
|  |  |
| 2026-01-22 | 1.0004          |
|  |  |
| 2026-01-23 | 1.0006          |
|  |  |
| 2026-01-26 | 1.0004          |
|  |  |
| 2026-01-27 | 1.0004          |
|  |  |
| 2026-01-28 | 1.0004          |
|  |  |
| 2026-01-29 | 1.0004          |
|  |  |
| 2026-01-30 | 1.0005          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6000%           |
| 2026-01-05 | 3.5700%           |
| 2026-01-06 | 3.5600%           |
| 2026-01-07 | 3.5500%           |
| 2026-01-08 | 3.5400%           |
| 2026-01-09 | 3.5300%           |
| 2026-01-12 | 3.5200%           |
| 2026-01-13 | 3.5200%           |
| 2026-01-14 | 3.5100%           |
| 2026-01-15 | 3.5100%           |
| 2026-01-16 | 3.5100%           |
| 2026-01-20 | 3.5100%           |
| 2026-01-21 | 3.5100%           |
| 2026-01-22 | 3.5100%           |
| 2026-01-23 | 3.5100%           |
| 2026-01-26 | 3.5100%           |
| 2026-01-27 | 3.5200%           |
| 2026-01-28 | 3.5100%           |
| 2026-01-29 | 3.5100%           |
| 2026-01-30 | 3.5200%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDY74K82
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $97000.00          | $38530.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | N/A     | $100.00            | $101.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $1721400.00        | $430740.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-11-15      | 0.0000%  | N/A     | $35961405.44       | $22208757.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $10697000.00       | $10047948.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 0.0000%  | N/A     | $3828311.04        | $2973923.90        | U.S. Treasuries (including strips) |

### Security 2: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDY74K90
- **C.18 - Value (incl. sponsor support):** $440000000.00
- **C.18.a - Value (excl. sponsor support):** $440000000.00
- **C.19 - Percentage of Net Assets:** 6.7400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $15300000.00       | $15767434.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | N/A     | $17137300.00       | $18089510.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $64659800.00       | $66389810.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $125133000.00      | $126116711.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $100.00            | $93.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $900.00            | $906.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $26533100.00       | $26499276.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | N/A     | $71406400.00       | $71848236.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $26476400.00       | $24941942.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $38138500.00       | $25531808.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $26105000.00       | $26809706.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $1000.00           | $878.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | N/A     | $3028100.00        | $3077258.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $3529600.00        | $3364264.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $30107500.00       | $30496044.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $2911500.00        | $3073308.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $200.00            | $199.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $7457200.00        | $3726826.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | N/A     | $600.00            | $724.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $3059100.00        | $3064858.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $200.00            | $103.63            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDY74KB5
- **C.18 - Value (incl. sponsor support):** $420000000.00
- **C.18.a - Value (excl. sponsor support):** $420000000.00
- **C.19 - Percentage of Net Assets:** 6.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $379800.00         | $346858.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | N/A     | $334280000.00      | $332086788.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $73615200.00       | $95966439.55       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDY74KW9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $45485600.00       | $46434307.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 0.0000%  | N/A     | $59789909.93       | $55565693.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDY74L08
- **C.18 - Value (incl. sponsor support):** $41000000.00
- **C.18.a - Value (excl. sponsor support):** $41000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $680500.00         | $803856.24         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $40520000.00       | $41000032.16       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | N/A     | $16000.00          | $15804.38          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | N/A     | $300.00            | $302.78            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | N/A     | $100.00            | $97.47             | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDY74L24
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 7.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | N/A     | $388700.00         | $386059.74         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $92900.00          | $94000.57          | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $8100.00           | $7487.01           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | N/A     | $19464300.00       | $19570084.24       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | N/A     | $5196500.00        | $5060018.84        | U.S. Treasuries (including strips) |
| BILL 02/03/26    | 2026-02-03      | 0.0000%  | N/A     | $73039000.00       | $73009565.28       | U.S. Treasuries (including strips) |
| BILL 02/05/26    | 2026-02-05      | 0.0000%  | N/A     | $10873900.00       | $10867266.92       | U.S. Treasuries (including strips) |
| BILL 02/10/26    | 2026-02-10      | 0.0000%  | N/A     | $375924000.00      | $375505596.59      | U.S. Treasuries (including strips) |

### Security 7: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDY74LV0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 7.6600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $504383900.00      | $510000098.33      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDY74M64
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.6000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | N/A     | $1508100.00        | $1183411.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $23950600.00       | $20613098.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $141161700.00      | $142325671.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $36761700.00       | $35039690.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $95254800.00       | $87381058.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $1406400.00        | $1429091.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $2098800.00        | $1900059.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $5651500.00        | $5508256.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $10522100.00       | $10619664.86       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $102200685.65
- **C.18.a - Value (excl. sponsor support):** $102200685.65
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $306347955.07
- **C.18.a - Value (excl. sponsor support):** $306347955.07
- **C.19 - Percentage of Net Assets:** 4.7000%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $309168612.28
- **C.18.a - Value (excl. sponsor support):** $309168612.28
- **C.19 - Percentage of Net Assets:** 4.7400%
- **C.17 - Yield as of Reporting Date:** 3.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $113885605.35
- **C.18.a - Value (excl. sponsor support):** $113885605.35
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $260913691.48
- **C.18.a - Value (excl. sponsor support):** $260913691.48
- **C.19 - Percentage of Net Assets:** 4.0000%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $244058392.00
- **C.18.a - Value (excl. sponsor support):** $244058392.00
- **C.19 - Percentage of Net Assets:** 3.7400%
- **C.17 - Yield as of Reporting Date:** 3.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84339977.55
- **C.18.a - Value (excl. sponsor support):** $84339977.55
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49635912.50
- **C.18.a - Value (excl. sponsor support):** $49635912.50
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124698472.50
- **C.18.a - Value (excl. sponsor support):** $124698472.50
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.2700%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497831635.00
- **C.18.a - Value (excl. sponsor support):** $497831635.00
- **C.19 - Percentage of Net Assets:** 7.6300%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299810230.93
- **C.18.a - Value (excl. sponsor support):** $299810230.93
- **C.19 - Percentage of Net Assets:** 4.6000%
- **C.17 - Yield as of Reporting Date:** 1.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $452663947.39
- **C.18.a - Value (excl. sponsor support):** $452663947.39
- **C.19 - Percentage of Net Assets:** 6.9400%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $87662349.28
- **C.18.a - Value (excl. sponsor support):** $87662349.28
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39996014.40
- **C.18.a - Value (excl. sponsor support):** $39996014.40
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 0.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49647465.50
- **C.18.a - Value (excl. sponsor support):** $49647465.50
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $407926167.19
- **C.18.a - Value (excl. sponsor support):** $407926167.19
- **C.19 - Percentage of Net Assets:** 6.2500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $571244294.32
- **C.18.a - Value (excl. sponsor support):** $571244294.32
- **C.19 - Percentage of Net Assets:** 8.7600%
- **C.17 - Yield as of Reporting Date:** 2.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-02-05

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer