# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001410368-26-066726
**Filing Date:** 2026-6
**Character Count:** 60935
**Document Hash:** bff52e35fac7ef54ad425cc13edc4b95
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066726.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066726

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**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:** 261121650

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $455158607.06

**Total Liabilities:** $136383.85

**Net Assets:** $455022223.21

**Amount of Assets Invested in Other Investment Companies:** $32745761.64

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2844.37000000 | **1-Year:** 1143.84000000 | **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 | 3.83%                | 8.31%                | 6.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1674.64                 | $-33609.83                                 |
| Month 2  | $0.00                    | $-228382.82                                |
| Month 3  | $23.28                   | $1783.74                                   |

**Designated Index Information**

- **Index Name:** NASDAQ 100 Gross Index in USD

- **Index Identifier:** XNDX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MIZUHO BANK LTD/NY                             | Mizuho Bank Ltd/New York NY                      | CUSIP: 60701AA52<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |   1280000 | PA      | $1279846.40   | 0.28%             | 2026-08-24      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) MAR27                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        67 | NC      | $143777.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE MAR27                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        22 | NC      | $-5083.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR AUG26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        28 | NC      | $368895.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR JUN26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        27 | NC      | $272231.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR AUG26                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       172 | NC      | $7125236.02   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G JUL26                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        57 | NC      | $3058845.09   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR MAR27                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        87 | NC      | $259901.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | GOLD 100 OZ FUTR JUN26                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        39 | NC      | $1487264.09   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BK CO NY                       | Oversea-Chinese Banking Corp Ltd/New York        | CUSIP: 69033NKK0<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |   4000000 | PA      | $4001335.60   | 0.88%             | 2026-08-14      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT AUG26                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        11 | NC      | $200016.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA NY                        | Royal Bank of Canada/New York NY                 | CUSIP: 78015JF85<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | STIV             | CORP              | CA        |   3980000 | PA      | $3980027.06   | 0.87%             | 2026-05-01      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR DEC26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        55 | NC      | $402051.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR DEC26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        86 | NC      | $891933.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE JUN26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        25 | NC      | $-63852.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT OCT26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        38 | NC      | $510473.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   8000000 | PA      | $7878058.96   | 1.73%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9766225.80   | 2.15%             | 2026-12-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR JUL26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        58 | NC      | $325842.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR MAR27                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        80 | NC      | $-17462.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT JUL26                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        35 | NC      | $2122765.47   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE JAN27                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       100 | NC      | $346278.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR JUN26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        42 | NC      | $359219.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14952066.60  | 3.29%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14608683.30  | 3.21%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR SEP26                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       181 | NC      | $5690961.52   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED BK/NY                       | Standard Chartered Bank/New York                 | CUSIP: 85325VTJ9<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |   3090000 | PA      | $3091499.73   | 0.68%             | 2026-11-23      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR JAN27                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        86 | NC      | $681585.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT OCT26                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        12 | NC      | $162706.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797UF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14802742.50  | 3.25%             | 2026-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) MAY27                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       132 | NC      | $38210.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR DEC26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        83 | NC      | $-106069.64   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce/New York NY | Canadian Imperial Bank of Commerce/New York NY   | CUSIP: 13606DRR5<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |   2730000 | PA      | $2724085.18   | 0.60%             | 2027-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE AUG26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        29 | NC      | $46546.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG/New York NY                   | Deutsche Bank AG/New York NY                     | CUSIP: 25161DAX1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999719.00    | 0.22%             | 2026-11-17      | Fixed         | 4.02%                 | 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        |  42085957 | NS      | $42085957.16  | 9.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp/New York NY                    | Nordea Bank Abp/New York NY                      | CUSIP: 65558WQF8<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | US        |   4100000 | PA      | $4100784.74   | 0.90%             | 2026-08-14      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                               | MUFG Bank Ltd/New York NY                        | CUSIP: 55381BQD3<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |   1840000 | PA      | $1840472.51   | 0.40%             | 2026-07-02      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  18000000 | PA      | $17938863.72  | 3.94%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) OCT26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       137 | NC      | $-110509.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG/New York NY                   | Deutsche Bank AG/New York NY                     | CUSIP: 25161DBB8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3997168.80   | 0.88%             | 2026-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp/NY                        | Westpac Banking Corp/NY                          | CUSIP: 96130AE20<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |   4000000 | PA      | $3999623.60   | 0.88%             | 2026-08-14      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE SEP26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       116 | NC      | $1590792.47   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA/New York                    | Banco Santander SA/New York                      | CUSIP: 05973RFU1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |   2880000 | PA      | $2881325.66   | 0.63%             | 2026-06-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                            | WELLS FARGO BANK NA                              | CUSIP: 95001KXU3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |   3590000 | PA      | $3589730.75   | 0.79%             | 2027-04-09      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14524295.85  | 3.19%             | 2027-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14565892.05  | 3.20%             | 2027-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE SEP26                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $60556.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                       | Bank of Montreal/Chicago IL                      | CUSIP: 06370B5T7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |   3500000 | PA      | $3501292.59   | 0.77%             | 2027-02-19      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                    | GOLD 100 OZ FUTR AUG26                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        38 | NC      | $57625.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9889262.10   | 2.17%             | 2026-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR DEC26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        29 | NC      | $170928.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) JUL26                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       137 | NC      | $-205508.95   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE SEP26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $238877.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE DEC26                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       138 | NC      | $234733.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce/New York NY | Canadian Imperial Bank of Commerce/New York NY   | CUSIP: 13606DTL6<br>LEI: 549300H8L46OOZOFHU82 | Long             | STIV             | CORP              | CA        |   4650000 | PA      | $4649989.77   | 1.02%             | 2026-09-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE JUL26                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       147 | NC      | $255267.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE JUL26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $247704.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE AUG26                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $-20581.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST & NZ BANKING GROUP                        | Australia & New Zealand Banking Group Ltd        | CUSIP: 05253CFN1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |   3960000 | PA      | $3937958.64   | 0.87%             | 2026-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT SEP26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        66 | NC      | $427930.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE JUL26                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $46389.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE JUL26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        37 | NC      | $-43136.01    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR MAR27                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        54 | NC      | $385182.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG/New York NY                   | Deutsche Bank AG/New York NY                     | CUSIP: 25161DAL7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | US        |   1420000 | PA      | $1421392.31   | 0.31%             | 2026-07-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE AUG26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        48 | NC      | $4014.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE SEP26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        29 | NC      | $36952.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9994003.90   | 2.20%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE AUG26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       111 | NC      | $3372138.71   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR OCT26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        41 | NC      | $-30427.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG/New York NY                   | Deutsche Bank AG/New York NY                     | CUSIP: 25161DBC6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | US        |   2220000 | PA      | $2216803.64   | 0.49%             | 2027-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE JUN26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        37 | NC      | $-116635.31   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SWEDBANK                                       | Swedbank AB                                      | CUSIP: 87020XFA3<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   1250000 | PA      | $1244696.63   | 0.27%             | 2026-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR JUL26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        50 | NC      | $-170991.64   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) JUL26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        76 | NC      | $279937.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR SEP26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        43 | NC      | $-8367.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT DEC26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        63 | NC      | $374202.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA/New York                    | Banco Santander SA/New York                      | CUSIP: 05973RHY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |   1490000 | PA      | $1490348.96   | 0.33%             | 2026-08-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE NOV26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       103 | NC      | $360853.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE MAR27                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       102 | NC      | $111552.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp/NY                        | Westpac Banking Corp/NY                          | CUSIP: 96130AD88<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |   3000000 | PA      | $2999598.30   | 0.66%             | 2026-08-12      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR NOV26                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       192 | NC      | $1616702.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN OIL FUTR JUL26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        82 | NC      | $1120900.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                             | Bank of America NA                               | CUSIP: 06054RDM1<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             | CORP              | US        |   4260000 | PA      | $4259111.66   | 0.94%             | 2026-08-24      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR AUG26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        47 | NC      | $-230013.59   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT JUL26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        33 | NC      | $2448816.75   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BANK NY                       | Toronto-Dominion Bank/NY                         | CUSIP: 89115DCH7<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   3100000 | PA      | $3101454.83   | 0.68%             | 2026-12-14      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                       | Svenska Handelsbanken/New York NY                | CUSIP: 86959TSL1<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   2750000 | PA      | $2750317.63   | 0.60%             | 2026-11-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR JAN27                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        81 | NC      | $-28420.12    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13000000 | PA      | $12838120.62  | 2.82%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                               | MUFG Bank Ltd/New York NY                        | CUSIP: 55381BTD0<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |   2500000 | PA      | $2500848.50   | 0.55%             | 2026-09-10      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| INTREPID FUNDING CO LLC                        | Intrepid Funding Co LLC                          | CUSIP: 46125FGQ6<br>LEI: 984500FAJ11A8A3K3E69 | Long             | STIV             | CORP              | US        |   4420000 | PA      | $4379942.87   | 0.96%             | 2026-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE OCT26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        57 | NC      | $-64826.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MUFG BANK LTD/NY                               | MUFG Bank Ltd/New York NY                        | CUSIP: 55381BSU3<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |   4250000 | PA      | $4249270.28   | 0.93%             | 2026-09-15      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE JUN26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        21 | NC      | $162399.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE SEP26                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       144 | NC      | $167933.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14962656.30  | 3.29%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE JUN26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        29 | NC      | $103794.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9910246.90   | 2.18%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                    | SILVER FUTURE JUL26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        15 | NC      | $1400403.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE AUG26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        36 | NC      | $-8135.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14886427.50  | 3.27%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE JUL26                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       102 | NC      | $589302.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE OCT26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       120 | NC      | $961051.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR OCT26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        29 | NC      | $177765.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G AUG26                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        60 | NC      | $2476537.56   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN MEAL FUTR JUL26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        83 | NC      | $-76670.70    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT SEP26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        37 | NC      | $1173528.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR AUG26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        43 | NC      | $99239.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797UL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  25000000 | PA      | $24565374.50  | 5.40%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                           | Barclays Bank PLC/NY                             | CUSIP: 06745GGK1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |   4000000 | PA      | $4000942.00   | 0.88%             | 2026-11-13      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE MAR27                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       136 | NC      | $123960.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO BANK NA                            | WELLS FARGO BANK NA                              | CUSIP: 95001KXK5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3489605.35   | 0.77%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT SEP26                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        11 | NC      | $88149.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT AUG26                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        36 | NC      | $1755780.47   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) MAR27                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       132 | NC      | $154531.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT NOV26                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        12 | NC      | $21659.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC NY                           | Barclays Bank PLC/NY                             | CUSIP: 06745GGH8<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |   4000000 | PA      | $4001803.20   | 0.88%             | 2026-08-10      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR OCT26                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       187 | NC      | $2807606.34   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT MAR27                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        60 | NC      | $178477.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Natixis SA/New York NY                         | Natixis SA/New York NY                           | CUSIP: 63873TJY5<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |   4260000 | PA      | $4259365.26   | 0.94%             | 2026-07-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR SEP26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        45 | NC      | $-194866.46   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9930923.30   | 2.18%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT OCT26                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        42 | NC      | $563588.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | SILVER FUTURE SEP26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        15 | NC      | $-539159.62   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4948207.65   | 1.09%             | 2026-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE AUG26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        24 | NC      | $42912.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) SEP26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        73 | NC      | $273560.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada/New York NY               | Royal Bank of Canada/New York NY                 | CUSIP: 78015JWQ6<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | STIV             | CORP              | US        |   2080000 | PA      | $2078454.35   | 0.46%             | 2026-10-05      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                              | CUSIP: 95001KXF6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999116.30    | 0.22%             | 2027-03-24      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4993531.60   | 1.10%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE JUL26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       105 | NC      | $4255355.21   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797UE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14480978.85  | 3.18%             | 2027-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR JUL26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        42 | NC      | $396319.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT AUG26                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        35 | NC      | $2136813.68   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE SEP26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        24 | NC      | $70681.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME TIN FUTURE JUN26                             | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         9 | NC      | $75844.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE JUN26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        56 | NC      | $-56179.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | COPPER FUTURE JUL26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        24 | NC      | $-2255.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE JUL26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        29 | NC      | $11968.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | GOLD 100 OZ FUTR DEC26                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        37 | NC      | $-2044769.95  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE DEC26                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        22 | NC      | $-112685.43   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14916846.90  | 3.28%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                          | CUSIP: 63307NRE9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $2001537.18   | 0.44%             | 2026-12-29      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA/New York NY                     | BNP Paribas SA/New York NY                       | CUSIP: 05593DJ79<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | STIV             | CORP              | FR        |   2850000 | PA      | $2852164.86   | 0.63%             | 2026-07-14      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE AUG26                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $229402.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE SEP26                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        21 | NC      | $-499908.87   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9959000.00   | 2.19%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR MAY27                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        52 | NC      | $164602.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | SILVER FUTURE DEC26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        14 | NC      | $-131335.03   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                              | CUSIP: 912797SU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7000000 | PA      | $6855279.83   | 1.51%             | 2026-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT JUL26                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        69 | NC      | $433717.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE SEP26                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        36 | NC      | $3519.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE JUL26                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        19 | NC      | $-124166.84   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE BANK LIMITED                         | Macquarie Bank Ltd                               | CUSIP: 55607NK90<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   3090000 | PA      | $3090883.74   | 0.68%             | 2027-01-07      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken/New York NY              | Svenska Handelsbanken/New York NY                | CUSIP: 86959TSF4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   1000000 | PA      | $999622.50    | 0.22%             | 2026-11-17      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT SEP26                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        38 | NC      | $1057506.09   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G SEP26                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        63 | NC      | $1400818.23   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE JUL26                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        48 | NC      | $88383.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) DEC26                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        70 | NC      | $305922.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G OCT26                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        64 | NC      | $495397.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer