# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001752724-25-157902
**Filing Date:** 2025-6
**Character Count:** 62034
**Document Hash:** d760d881ac87faf9b03579e34357eb0b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-157902.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-157902

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**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:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 251076973

**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

### iShares Enhanced Roll Yield Index Fund (Series ID: S000087850)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000253864 | iShares Enhanced Roll Yield Index Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** BlackRock Funds

- **b. Investment Company Act file number:** 811-05742

- **c. CIK number of Registrant:** 0000844779

- **d. LEI of Registrant:** 549300OZUEVJZHOBFP42

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

**Item A.2. Information about the Series.**

- **a. Name of Series:** iShares Enhanced Roll Yield Index Fund

- **b. EDGAR series identifier (if any):** S000087850

- **c. LEI of Series:** 5299009A7GAAAP4JH693

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $361284892.13

**Total Liabilities:** $114872.45

**Net Assets:** $361170019.68

**Amount of Assets Invested in Other Investment Companies:** $17846460.89

**Cash Not Reported:** $23706760.21

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 2214.19000000 | **1-Year:** 1551.22000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000253864 | -0.49%               | 3.80%                | -5.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $18344.09                                  |
| Month 2  | $0.00                    | $-32599.64                                 |
| Month 3  | $0.00                    | $-7358.99                                  |

### Schedule of Portfolio Investments

| Name                                           | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR DEC25                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        62 | NC      | $-110723.30   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2000000 | PA      | $1975621.04   | 0.55%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | SVENSKA HANDELSBANKEN AB                         | CUSIP: 86959TJD9<br>LEI: N/A                  | Long             | STIV             | CORP              | SE        |    900000 | PA      | $900849.24    | 0.25%             | 2025-11-12      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR OCT25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        51 | NC      | $-156119.42   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO BANK LTD/NY                             | Mizuho Bank Ltd/New York NY                      | CUSIP: 60710TYE5<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   3400000 | PA      | $3400601.80   | 0.94%             | 2025-07-08      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT OCT25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        35 | NC      | $-131807.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE JUN25                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        57 | NC      | $-22507.57    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE JUL25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        22 | NC      | $-38295.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd                             | Macquarie Bank Ltd                               | CUSIP: 55607LAD6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |   2760000 | PA      | $2677134.86   | 0.74%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR OCT25                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       154 | NC      | $-1209307.70  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE JUN25                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        36 | NC      | $255878.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | SILVER FUTURE SEP25                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        28 | NC      | $-73482.61    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797ND5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21000000.00  | 5.81%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE NOV25                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       120 | NC      | $40724.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TR BK LTD NY B                 | SUMITOMO MITSUI TR BK LTD NY B                   | CUSIP: 86564P2Z3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1450000 | PA      | $1450012.04   | 0.40%             | 2025-05-30      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5420258.09   | 1.50%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BK CDA N Y                               | ROYAL BK CDA N Y                                 | CUSIP: 78015J4L8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1400000 | PA      | $1401908.62   | 0.39%             | 2025-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4955281.20   | 1.37%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE JUL25                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       156 | NC      | $181849.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797QK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4935947.90   | 1.37%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT JUL25                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        35 | NC      | $-397482.30   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE JUN25                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        31 | NC      | $-236706.24   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                       | Bank of Montreal/Chicago IL                      | CUSIP: 06370B2M5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |    890000 | PA      | $890229.16    | 0.25%             | 2025-11-13      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE JUL25                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        49 | NC      | $-26728.03    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9886163.50   | 2.74%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3000000 | PA      | $2978590.26   | 0.82%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                    | GOLD 100 OZ FUTR DEC25                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        56 | NC      | $2036174.09   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                          | CUSIP: 74271TTG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |   2750000 | PA      | $2734779.58   | 0.76%             | 2025-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR DEC25                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       104 | NC      | $381407.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE SEP25                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        19 | NC      | $623765.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE SEP25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        96 | NC      | $-779091.20   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE SEP25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $29414.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE AUG25                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $-105664.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR MAR26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        81 | NC      | $-6875.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE DEC25                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        20 | NC      | $140264.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9796008.30   | 2.71%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   9032078 | NS      | $9032077.57   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3486465.40   | 0.97%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE AUG25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $-126448.17   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9771123.60   | 2.71%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                               | MUFG Bank Ltd/New York NY                        | CUSIP: 55381BBS6<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |   4000000 | PA      | $4000887.20   | 1.11%             | 2025-07-07      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE JUL25                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        35 | NC      | $-25495.33    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT MAR26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        56 | NC      | $-119097.74   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BK                            | TORONTO DOMINION BK                              | CUSIP: 89115DPX8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1110000 | PA      | $1110841.38   | 0.31%             | 2025-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT SEP25                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        11 | NC      | $152062.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE AUG25                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        49 | NC      | $-50594.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR JUL25                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        65 | NC      | $-208316.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT DEC25                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        60 | NC      | $-235533.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) JUL25                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        71 | NC      | $-163253.57   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797LN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9950627.80   | 2.76%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR MAR26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        60 | NC      | $-35528.05    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19435585.00  | 5.38%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE OCT25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        97 | NC      | $-479423.53   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT OCT25                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        40 | NC      | $-133259.87   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BANK NY                       | Toronto-Dominion Bank/NY                         | CUSIP: 89115DL38<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   3000000 | PA      | $3000580.80   | 0.83%             | 2025-10-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                | BANK OF AMERICA                                  | CUSIP: 06051WSB1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2540000 | PA      | $2542749.04   | 0.70%             | 2026-01-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE JUN25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        22 | NC      | $-44884.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DG BANK NY BRANCH                              | DG BANK NY BRANCH                                | CUSIP: 23344JCW3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999907.80   | 0.55%             | 2025-06-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) MAR26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       120 | NC      | $-69193.75    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) DEC25                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        64 | NC      | $-213730.30   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR DEC25                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        27 | NC      | $67219.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE MAR26                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        21 | NC      | $280354.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                       | Svenska Handelsbanken/New York NY                | CUSIP: 86959TKL9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   2580000 | PA      | $2579410.99   | 0.71%             | 2026-01-13      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc                   | Citigroup Global Markets Inc                     | CUSIP: 17327AYE1<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | STIV             | CORP              | US        |   1010000 | PA      | $986224.60    | 0.27%             | 2025-11-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19988322.20  | 5.53%             | 2025-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR SEP25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        54 | NC      | $-487973.53   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) MAY26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       126 | NC      | $-125711.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | GOLD 100 OZ FUTR AUG25                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        58 | NC      | $3430300.85   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR JAN26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       102 | NC      | $157789.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE SEP25                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       162 | NC      | $11515.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE JUL25                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        31 | NC      | $-200837.90   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT SEP25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        35 | NC      | $-216390.43   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19934358.60  | 5.52%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT AUG25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        35 | NC      | $-450474.66   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR SEP25                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       152 | NC      | $-1917800.76  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE JUL25                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       121 | NC      | $92220.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE JAN26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       117 | NC      | $-226074.54   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                   | Sumitomo Mitsui Banking Corp                     | CUSIP: 86565GGY0<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | STIV             | CORP              | JP        |   2380000 | PA      | $2379940.74   | 0.66%             | 2025-06-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) OCT25                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       120 | NC      | $-118255.52   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA CHINESE BK CO NY                       | OVERSEA CHINESE BK CO NY                         | CUSIP: 69033NEB7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2380000 | PA      | $2380015.71   | 0.66%             | 2025-06-05      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT NOV25                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        11 | NC      | $48689.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G JUL25                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        56 | NC      | $-574995.25   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE SEP25                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        34 | NC      | $45662.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) SEP25                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        67 | NC      | $-140005.06   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4947068.35   | 1.37%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT OCT25                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        11 | NC      | $72054.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                                | CUSIP: 17277AS24<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |   1150000 | PA      | $1149725.15   | 0.32%             | 2025-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR JUL25                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        88 | NC      | $-133742.37   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE DEC25                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       158 | NC      | $-194676.04   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G AUG25                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        57 | NC      | $-506134.81   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G OCT25                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        56 | NC      | $-97369.95    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR JUN25                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        26 | NC      | $223019.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE SEP25                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $-143647.80   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT JUL25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        35 | NC      | $-478281.30   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT SEP25                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        36 | NC      | $-187587.03   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT JUL25                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        66 | NC      | $-157120.54   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE JUL25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        94 | NC      | $-1363511.51  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT SEP25                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        63 | NC      | $-133232.12   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE JUL25                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        19 | NC      | $635549.57    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE AUG25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        95 | NC      | $-1203786.48  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE AUG25                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        31 | NC      | $-243625.65   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG STAMFORD CT                             | UBS AG/Stamford CT                               | CUSIP: 90275DUR9<br>LEI: 254900R882POXXVAK772 | Long             | STIV             | CORP              | CH        |   1120000 | PA      | $1120079.86   | 0.31%             | 2025-11-03      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) MAR26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        60 | NC      | $-64072.35    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE OCT25                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        58 | NC      | $-12818.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR JUL25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        60 | NC      | $-105316.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR AUG25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        45 | NC      | $-313363.75   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                               | BANK OF MONTREAL                                 | CUSIP: 06367DNT8<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   2250000 | PA      | $2252614.05   | 0.62%             | 2026-01-13      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE MAR26                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       162 | NC      | $-16369.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE AUG25                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        35 | NC      | $-172502.37   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE JUL25                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        37 | NC      | $-42668.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8987355.00   | 2.49%             | 2025-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | SVENSKA HANDELSBANKEN AB                         | CUSIP: 86959TKH8<br>LEI: N/A                  | Long             | STIV             | CORP              | SE        |   3380000 | PA      | $3380334.62   | 0.94%             | 2025-11-07      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                   | DNB Bank ASA                                     | CUSIP: 2332K0YA4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |    940000 | PA      | $918604.94    | 0.25%             | 2025-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE JUL25                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $3716.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | GOLD 100 OZ FUTR JUN25                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        59 | NC      | $3624563.82   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR JUL25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        46 | NC      | $-273360.15   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE JUN25                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        12 | NC      | $95896.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR AUG25                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        57 | NC      | $-171766.53   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR JUN25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        46 | NC      | $-165477.91   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK USA NA                               | HSBC Bank USA NA                                 | CUSIP: 40435RWP2<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | STIV             | CORP              | US        |   1750000 | PA      | $1748822.25   | 0.48%             | 2025-12-04      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR AUG25                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        27 | NC      | $210002.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BK CDA N Y                               | ROYAL BK CDA N Y                                 | CUSIP: 78015JAC1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2001452.00   | 0.55%             | 2025-12-12      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE MAR26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       117 | NC      | $66627.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPERATIEVE CENTRALE                          | COOPERATIEVE CENTRALE                            | CUSIP: 21684XY91<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        |   6750000 | PA      | $6750821.48   | 1.87%             | 2025-10-14      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR DEC25                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        84 | NC      | $-88656.23    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797NE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24979559.00  | 6.92%             | 2025-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                    | SILVER FUTURE DEC25                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        27 | NC      | $158414.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Bank Ltd                             | Macquarie Bank Ltd                               | CUSIP: 55607KYA8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2930799.30   | 0.81%             | 2025-11-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR JAN26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        82 | NC      | $-151854.21   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR SEP25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        45 | NC      | $-12442.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797LB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19750000 | PA      | $19717626.40  | 5.46%             | 2025-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR AUG25                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       151 | NC      | $-2179395.31  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT AUG25                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        36 | NC      | $-424773.09   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE SEP25                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        31 | NC      | $-57256.40    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT AUG25                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        11 | NC      | $171790.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO BANK LTD/NY                             | Mizuho Bank Ltd/New York NY                      | CUSIP: 60710TB42<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   1000000 | PA      | $999784.20    | 0.28%             | 2026-02-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                    | SILVER FUTURE JUL25                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        29 | NC      | $225559.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                        | National Bank of Canada                          | CUSIP: 63307NNK9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   3580000 | PA      | $3579527.44   | 0.99%             | 2025-12-24      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST NY                       | Sumitomo Mitsui Trust NY                         | CUSIP: 86564P6U0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | JP        |   1800000 | PA      | $1799990.10   | 0.50%             | 2025-10-30      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) JUL25                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       113 | NC      | $-133608.47   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUS                       | Bank of Nova Scotia/Houston                      | CUSIP: 06418NFC1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | STIV             | CORP              | CA        |   3000000 | PA      | $2999937.90   | 0.83%             | 2026-01-02      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE JUN25                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        37 | NC      | $-6329.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR OCT25                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        27 | NC      | $117705.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR MAR26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       102 | NC      | $129376.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7368711.83   | 2.04%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9969473.10   | 2.76%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                        | National Bank of Canada                          | CUSIP: 63307NMP9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $999873.80    | 0.28%             | 2026-02-05      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G SEP25                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        57 | NC      | $-262641.03   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Salisbury Receivables Co LLC                   | Salisbury Receivables Co LLC                     | CUSIP: 79490AV47<br>LEI: 549300HB2PGDP0V6U989 | Long             | STIV             | CORP              | US        |   1820000 | PA      | $1798815.20   | 0.50%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR JUL25                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       106 | NC      | $335452.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE SEP25                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        36 | NC      | $39538.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9664622.50   | 2.68%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                             | Macquarie Bank Ltd                               | CUSIP: 55607LCK8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |    930000 | PA      | $895930.38    | 0.25%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR MAY26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        60 | NC      | $-11363.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE AUG25                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        36 | NC      | $-79565.65    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                        | Sumitomo Mitsui Banking Corp/New York            | CUSIP: 86565GGQ7<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        |    720000 | PA      | $720096.62    | 0.20%             | 2025-06-11      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                        | Sumitomo Mitsui Banking Corp/New York            | CUSIP: 86565GJC5<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        |   4000000 | PA      | $4000774.40   | 1.11%             | 2025-07-07      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15500000 | PA      | $15298473.34  | 4.24%             | 2025-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                       | Standard Chartered Bank/New York                 | CUSIP: 85325VQD5<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |   3500000 | PA      | $3501025.85   | 0.97%             | 2025-09-30      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NEW YORK                       | Nordea Bank Abp/New York NY                      | CUSIP: 65558WEX2<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |   2000000 | PA      | $1999912.00   | 0.55%             | 2025-07-14      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MIZUHO BK LTD NEW YORK BRH INS                 | MIZUHO BK LTD NEW YORK BRH INS                   | CUSIP: 60710TYN5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2640000 | PA      | $2645109.72   | 0.73%             | 2026-01-14      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TR&BK NY                        | Mitsubishi UFJ Trust & Banking Corp/NY           | CUSIP: 60683D4Y2<br>LEI: JBONEPAGQXF4QP29B387 | Long             | STIV             | CORP              | JP        |   3000000 | PA      | $3000404.70   | 0.83%             | 2025-08-08      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| DG BANK NY BRANCH                              | DG BANK NY BRANCH                                | CUSIP: 23344JCR4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3499934.90   | 0.97%             | 2025-08-07      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR NOV25                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       155 | NC      | $-734403.72   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-18

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer