# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001193125-26-040594
**Filing Date:** 2026-2
**Character Count:** 130559
**Document Hash:** 02f7ddf70fdb3ba93b2b951952302616
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040594.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040594

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK FUNDS
- **CENTRAL INDEX KEY:** 0000844779

**ORGANIZATION NAME:**
- **EIN:** 510318674
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 26605805

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

**Registrant Full Name:** BlackRock Funds

**CIK Number of Registrant:** 0000844779

**LEI of Registrant:** 549300OZUEVJZHOBFP42

**Name of Series:** Circle Reserve Fund

**LEI of Series:** 549300X6KEJFVQHDAG85

**EDGAR Series Identifier:** S000077205

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 17 days

- **WAL:** 17 days

- **Total Value of Portfolio Securities:** $59008053366.84

- **Amortized Cost of Portfolio Securities:** $59008247991.64

- **Cash:** $1003867180.87

- **Total Other Assets:** $12710718.64

- **Total Liabilities:** $207842997.24

- **Net Assets of Series:** $59816982893.91

- **Number of Shares Outstanding (Series):** 59812008999.6600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $65857588583.99           | $66111961670.75            | 99.6200%                  | 100.0000%                  |
| 2026-01-05 | $67851576425.33           | $68105949512.09            | 99.6300%                  | 100.0000%                  |
| 2026-01-06 | $68333523930.67           | $69890145708.14            | 97.7700%                  | 100.0000%                  |
| 2026-01-07 | $70845326118.64           | $70845326118.64            | 100.0000%                 | 100.0000%                  |
| 2026-01-08 | $67726359406.86           | $67726359406.86            | 100.0000%                 | 100.0000%                  |
| 2026-01-09 | $66940848911.46           | $66940848911.46            | 100.0000%                 | 100.0000%                  |
| 2026-01-12 | $66750034906.01           | $66750034906.01            | 100.0000%                 | 100.0000%                  |
| 2026-01-13 | $65991631948.28           | $65991631948.28            | 100.0000%                 | 100.0000%                  |
| 2026-01-14 | $66398116991.67           | $66398116991.67            | 100.0000%                 | 100.0000%                  |
| 2026-01-15 | $66137589278.10           | $66137589278.10            | 100.0000%                 | 100.0000%                  |
| 2026-01-16 | $66154114129.48           | $66154114129.48            | 100.0000%                 | 100.0000%                  |
| 2026-01-20 | $68156957510.29           | $68156957510.29            | 100.0000%                 | 100.0000%                  |
| 2026-01-21 | $68308781464.10           | $68308781464.10            | 100.0000%                 | 100.0000%                  |
| 2026-01-22 | $64489494553.13           | $64489494553.13            | 100.0000%                 | 100.0000%                  |
| 2026-01-23 | $63204070618.18           | $63204070618.18            | 100.0000%                 | 100.0000%                  |
| 2026-01-26 | $62615009618.87           | $62615009618.87            | 100.0000%                 | 100.0000%                  |
| 2026-01-27 | $62621393955.72           | $62621393955.72            | 100.0000%                 | 100.0000%                  |
| 2026-01-28 | $61627517196.01           | $61627517196.01            | 100.0000%                 | 100.0000%                  |
| 2026-01-29 | $61133575060.18           | $61133575060.18            | 100.0000%                 | 100.0000%                  |
| 2026-01-30 | $59951024607.04           | $59951024607.04            | 100.0000%                 | 100.0000%                  |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.7900%             |
| 2026-01-05 | 3.7700%             |
| 2026-01-06 | 3.7600%             |
| 2026-01-07 | 3.7400%             |
| 2026-01-08 | 3.7100%             |
| 2026-01-09 | 3.6800%             |
| 2026-01-12 | 3.6700%             |
| 2026-01-13 | 3.6800%             |
| 2026-01-14 | 3.6700%             |
| 2026-01-15 | 3.6800%             |
| 2026-01-16 | 3.6800%             |
| 2026-01-20 | 3.6800%             |
| 2026-01-21 | 3.6800%             |
| 2026-01-22 | 3.6800%             |
| 2026-01-23 | 3.6800%             |
| 2026-01-26 | 3.6900%             |
| 2026-01-27 | 3.6900%             |
| 2026-01-28 | 3.6900%             |
| 2026-01-29 | 3.6900%             |
| 2026-01-30 | 3.7000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0001                      |
|  |  |
| 2026-01-05 | 1.0001                      |
|  |  |
| 2026-01-06 | 1.0001                      |
|  |  |
| 2026-01-07 | 1.0001                      |
|  |  |
| 2026-01-08 | 1.0001                      |
|  |  |
| 2026-01-09 | 1.0001                      |
|  |  |
| 2026-01-12 | 1.0001                      |
|  |  |
| 2026-01-13 | 1.0001                      |
|  |  |
| 2026-01-14 | 1.0001                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0001                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $2000000000.00

- **Net Assets of Class:** $59816982893.91

- **Number of Shares Outstanding:** 59812008999.6600

- **Expense Reimbursement/Waiver:** 5792233.69

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $600000000.00           |
| 2026-01-06 | $500000000.00             | $0.00                   |
| 2026-01-09 | $0.00                     | $800000000.00           |
| 2026-01-12 | $0.00                     | $1000000000.00          |
| 2026-01-14 | $400000000.00             | $0.00                   |
| 2026-01-22 | $0.00                     | $600000000.00           |
| 2026-01-23 | $0.00                     | $1300000000.00          |
| 2026-01-26 | $0.00                     | $600000000.00           |
| 2026-01-28 | $0.00                     | $1000000000.00          |
| 2026-01-29 | $0.00                     | $500000000.00           |
| 2026-01-30 | $0.00                     | $1000000000.00          |

**Total Gross Subscriptions (Month):** $900000000.00

**Total Gross Redemptions (Month):** $7400000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.6800%           |
| 2026-01-06 | 3.6700%           |
| 2026-01-07 | 3.6500%           |
| 2026-01-08 | 3.6200%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5900%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5900%           |
| 2026-01-16 | 3.5900%           |
| 2026-01-20 | 3.5900%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.6000%           |
| 2026-01-27 | 3.6000%           |
| 2026-01-28 | 3.6000%           |
| 2026-01-29 | 3.6000%           |
| 2026-01-30 | 3.6100%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1803986150.38
- **C.18.a - Value (excl. sponsor support):** $1803986150.38
- **C.19 - Percentage of Net Assets:** 3.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $664624868.38
- **C.18.a - Value (excl. sponsor support):** $664624868.38
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $876075685.75
- **C.18.a - Value (excl. sponsor support):** $876075685.75
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3296706.40
- **C.18.a - Value (excl. sponsor support):** $3296706.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $698311446.00
- **C.18.a - Value (excl. sponsor support):** $698311446.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1301134149.52
- **C.18.a - Value (excl. sponsor support):** $1301134149.52
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1248560894.51
- **C.18.a - Value (excl. sponsor support):** $1248560894.51
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3143473828.85
- **C.18.a - Value (excl. sponsor support):** $3143473828.85
- **C.19 - Percentage of Net Assets:** 5.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3107229372.02
- **C.18.a - Value (excl. sponsor support):** $3107229372.02
- **C.19 - Percentage of Net Assets:** 5.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1158552298.13
- **C.18.a - Value (excl. sponsor support):** $1158552298.13
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2222966850.15
- **C.18.a - Value (excl. sponsor support):** $2222966850.15
- **C.19 - Percentage of Net Assets:** 3.7200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24229040.60
- **C.18.a - Value (excl. sponsor support):** $24229040.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1461382479.15
- **C.18.a - Value (excl. sponsor support):** $1461382479.15
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY BILL 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1095229597.00
- **C.18.a - Value (excl. sponsor support):** $1095229597.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDY74K90
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $6716100.00        | $2302769.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | 0.0000% | $58690100.00       | $14358767.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $100.00            | $23.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $54330400.00       | $53816927.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $300.00            | $294.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $1000.00           | $1006.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $200.00            | $203.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $31200.00          | $31706.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $166589.06         | $98737.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $4559262.76        | $2666443.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $16973107.20       | $8323119.55        | U.S. Treasuries (including strips) |

### Security 16: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDY74KK5
- **C.18 - Value (incl. sponsor support):** $6450000000.00
- **C.18.a - Value (excl. sponsor support):** $6450000000.00
- **C.19 - Percentage of Net Assets:** 10.7800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $2755400.00        | $2739099.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-17      | 0.0000%  | 0.0000% | $800.00            | $796.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $24999900.00       | $24665451.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-07      | 0.0000%  | 0.0000% | $299800.00         | $297892.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-16      | 0.0000%  | 0.0000% | $8500.00           | $8363.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $26574400.00       | $27058837.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $48481432.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $17551500.00       | $17202261.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $48316900.00       | $44232699.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $24279300.00       | $20169853.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $17800100.00       | $13738143.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $164808000.00      | $135384383.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $145495800.00      | $113531960.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $157261800.00      | $137991711.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $52700700.00       | $42388295.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $27902000.00       | $21247540.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $57205000.00       | $42492097.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $7270700.00        | $5207569.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $41117400.00       | $31425032.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $35123600.00       | $26425755.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $180763100.00      | $135304732.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $95597200.00       | $61748448.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $5470000.00        | $3252765.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $35000000.00       | $17419261.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $169650000.00      | $106980758.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $194898000.00      | $113296436.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $57473600.00       | $31938508.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $12715900.00       | $7830765.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $351870700.00      | $294780806.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $53542000.00       | $46776421.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $28823300.00       | $26360441.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $28630100.00       | $25804266.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $452989000.00      | $439038725.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $197269300.00      | $194542041.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $189300.00         | $185636.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $201206000.00      | $199023191.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $160196400.00      | $164814611.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $371172300.00      | $359930212.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $97222800.00       | $93885937.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $6773600.00        | $6816588.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $300.00            | $299.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $300.00            | $297.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $15999900.00       | $15830748.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $10391600.00       | $10237318.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $2913600.00        | $2810577.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $50251000.00       | $48047534.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $169181200.00      | $147624852.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $2999900.00        | $2851242.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $48419100.00       | $42362016.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $131400.00         | $124829.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $20500000.00       | $19550670.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $225285300.00      | $223395577.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $400226000.00      | $377796865.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $47159100.00       | $41281450.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $5237900.00        | $4947850.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $85834000.00       | $83300966.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $7552900.00        | $7526133.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $51638700.00       | $52265326.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $2156000.00        | $2180098.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $1100.00           | $1108.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $996000.00         | $1029436.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $12998100.00       | $13405180.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $734900.00         | $752054.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $45000000.00       | $46454522.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $80659200.00       | $81219114.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $25701000.00       | $26490182.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $168000.00         | $174240.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $18796600.00       | $19101507.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $81812000.00       | $83544656.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $6881300.00        | $7035242.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7947%  | 0.0000% | $120500.00         | $121747.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $16258900.00       | $16672138.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $82267000.00       | $84786780.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $1865000.00        | $1902813.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8177%  | 0.0000% | $7000000.00        | $7075863.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $2530500.00        | $2585230.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $17670200.00       | $18153721.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $2289400.00        | $2365044.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $160351500.00      | $163768759.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $3600100.00        | $3684470.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $39812800.00       | $40476345.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7727%  | 0.0000% | $367732400.00      | $371709409.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $253300.00         | $256244.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $44999300.00       | $45533528.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $288728200.00      | $291850165.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $800.00            | $813.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $438612500.00      | $449211001.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7717%  | 0.0000% | $7908800.00        | $7994574.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $356329000.00      | $362208782.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $75196200.00       | $75910542.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $90500.00          | $90666.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $10423700.00       | $10507895.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $410500.00         | $405801.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $100000000.00      | $100461706.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $75519800.00       | $75504315.52       | U.S. Treasuries (including strips) |

### Security 17: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDY74KS8
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE E 35 | 2035-08-15      | 4.2500%  | 0.0000% | $59847200.00       | $61200056.36       | U.S. Treasuries (including strips) |

### Security 18: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDY74L24
- **C.18 - Value (incl. sponsor support):** $64000000.00
- **C.18.a - Value (excl. sponsor support):** $64000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $400.00            | $396.32            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | 0.0000% | $5254500.00        | $5020818.97        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $100.21            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $1150800.00        | $1158385.55        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $22300.00          | $22746.21          | U.S. Treasuries (including strips) |
| TRFR BF 07/31/27 | 2027-07-31      | 3.7717%  | 0.0000% | $100.00            | $101.10            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | 0.0000% | $58129400.00       | $59077548.32       | U.S. Treasuries (including strips) |

### Security 19: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDY74L40
- **C.18 - Value (incl. sponsor support):** $925000000.00
- **C.18.a - Value (excl. sponsor support):** $925000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $696000.00         | $691677.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $4545000.00        | $4513775.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $81000.00          | $80330.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-24      | 0.0000%  | 0.0000% | $167100.00         | $166207.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-21      | 0.0000%  | 0.0000% | $200.00            | $193.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | 0.0000% | $410000.00         | $405846.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $2350300.00        | $2416863.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $1690300.00        | $1769921.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $10190400.00       | $10553141.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $713000.00         | $756952.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $14499900.00       | $15526923.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $282000.00         | $297232.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $335600.00         | $359803.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $297900.00         | $311644.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $33900.00          | $36462.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $1122800.00        | $1149397.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $92.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $624100.00         | $613474.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $579600.00         | $482831.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $12764600.00       | $10678957.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $23679100.00       | $19209062.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $20650500.00       | $16161719.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $75538400.00       | $66489195.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $41707500.00       | $36884316.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $117393800.00      | $102818293.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $36290100.00       | $29280206.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $591600.00         | $461876.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $2859100.00        | $2058892.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $842600.00         | $654057.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $4190000.00        | $2969780.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $200.00            | $133.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $2499000.00        | $1862404.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $70000.00          | $53743.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $200.00            | $151.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $72.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $7248500.00        | $5210812.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $46848700.00       | $35545732.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $6429500.00        | $4931007.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $151.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $508500.00         | $406197.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $20514000.00       | $15413371.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $2841900.00        | $1814572.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $3815000.00        | $2474524.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $15812600.00       | $7902539.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $1291600.00        | $684224.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $192851100.00      | $109752097.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $31308500.00       | $19926707.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $5175200.00        | $3831991.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $149473800.00      | $87251957.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $137268300.00      | $93695104.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $90773900.00       | $50676750.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $247669000.00      | $173866831.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $361200.00         | $399642.23         | U.S. Treasuries (including strips) |

### Security 20: FIXED INCOME CLEARING CORPORATION - BNP

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNP 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDY74L73
- **C.18 - Value (incl. sponsor support):** $5400000000.00
- **C.18.a - Value (excl. sponsor support):** $5400000000.00
- **C.19 - Percentage of Net Assets:** 9.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | 0.0000% | $100.00            | $104.43            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | 0.0000% | $5688900.00        | $5811908.32        | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | 0.0000% | $1861400.00        | $1716615.21        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $1390600.00        | $1369511.07        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | 0.0000% | $6761600.00        | $6680792.68        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | 0.0000% | $275000.00         | $284750.34         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $2750600.00        | $2695868.79        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | 0.0000% | $9880200.00        | $8207904.75        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | 0.0000% | $205500.00         | $171440.29         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | 0.0000% | $6947400.00        | $5437961.66        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | 0.0000% | $15207500.00       | $11866578.19       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $34729600.00       | $30630775.38       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | 0.0000% | $202400.00         | $168158.10         | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $31866300.00       | $24794063.63       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | 0.0000% | $20471000.00       | $14694002.81       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | 0.0000% | $200.00            | $154.69            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | 0.0000% | $2599900.00        | $1979839.45        | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | 0.0000% | $1836400.00        | $1411288.72        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $1713800.00        | $1210522.14        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $5018600.00        | $3500652.26        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $14647200.00       | $9774087.39        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | 0.0000% | $1881700.00        | $1397734.12        | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | 0.0000% | $400.00            | $306.00            | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | 0.0000% | $48458400.00       | $36596042.57       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $376874700.00      | $273386922.84      | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | 0.0000% | $406800.00         | $291366.63         | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $12599900.00       | $9526238.21        | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $1073000.00        | $807287.27         | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $40456100.00       | $30282185.90       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $265800.00         | $191808.70         | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $1800.00           | $1070.38           | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $1227900.00        | $590431.18         | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.06             | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | 0.0000% | $100322700.00      | $63694067.45       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $2668300.00        | $1408199.60        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.94             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $140944000.00      | $99300514.18       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $215779700.00      | $159251192.20      | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $6958700.00        | $4045171.88        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | 0.0000% | $148000000.00      | $110191089.91      | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | 0.0000% | $10719400.00       | $8980211.70        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $2201700.00        | $1889148.01        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $649600.00         | $535061.82         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.46             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $32600.00          | $31689.22          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $1019400.00        | $1008083.00        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $48509000.00       | $48829614.21       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | 0.0000% | $12052900.00       | $11095479.98       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $20270500.00       | $20033151.60       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $24730700.00       | $22767902.83       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $6952700.00        | $6599214.40        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | 0.0000% | $150000000.00      | $147926241.71      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $937400.00         | $938757.15         | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | 0.0000% | $59666000.00       | $61386077.39       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  | 0.0000% | $248092100.00      | $240577872.77      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | 0.0000% | $153200.00         | $150627.92         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $19200.00          | $19027.50          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $2022000.00        | $2015590.96        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $11940100.00       | $11831599.26       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $9300.00           | $9223.44           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | 0.0000% | $800.00            | $789.48            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $24999800.00       | $24115829.72       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $368900.00         | $324102.69         | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | 0.0000% | $604000.00         | $577757.87         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $4206400.00        | $4023857.22        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $10706000.00       | $10210218.69       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.76             | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | 0.0000% | $925200.00         | $917439.30         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | 0.0000% | $9748000.00        | $9619542.53        | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $260420700.00      | $256356324.21      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $1800.00           | $1723.25           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $48828175.82       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $1800.00           | $1797.84           | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $21680600.00       | $21226405.92       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $49775000.00       | $46865369.91       | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | 0.0000% | $12900.00          | $13160.34          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $3848600.00        | $3925539.19        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $32817700.00       | $33325200.17       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $150000000.00      | $151820222.80      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $196.66            | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $568651400.00      | $583922294.58      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | 0.0000% | $1997000.00        | $2011708.59        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $600.00            | $578.52            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $322100.00         | $324071.36         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  | 0.0000% | $401900.00         | $404773.55         | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $12298300.00       | $12461952.46       | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | 0.0000% | $800.00            | $823.52            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | 0.0000% | $350000000.00      | $351647876.09      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $5000000.00        | $5225739.17        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | 0.0000% | $134300.00         | $142216.02         | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $6229200.00        | $6403700.48        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | 0.0000% | $19981900.00       | $20467890.22       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | 0.0000% | $25000000.00       | $25591281.35       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | 0.0000% | $558800.00         | $572341.97         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $1506000.00        | $1579071.69        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $9868600.00        | $10276473.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $20312000.00       | $20830099.87       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | 0.0000% | $215500.00         | $219820.51         | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.7947%  | 0.0000% | $3200.00           | $3233.13           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $2000.00           | $2066.25           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $832000.00         | $836327.87         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $6733200.00        | $6901620.73        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | 0.0000% | $168400.00         | $170490.73         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $103.42            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $200000000.00      | $205472738.12      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $52025725.54       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $25995000.00       | $26668762.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $2614000.00        | $2732126.96        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $5574400.00        | $5870969.96        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | 0.0000% | $4899800.00        | $5061695.14        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $1400000.00        | $1423333.29        | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.7727%  | 0.0000% | $512600.00         | $518143.75         | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $700.00            | $708.64            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $101.16            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $5000.00           | $5059.36           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $19412000.00       | $19621898.44       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $180000000.00      | $182824879.45      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $136514000.00      | $138138786.63      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $99678500.00       | $100453233.79      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | 0.0000% | $1250000000.00     | $1276247717.39     | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $8991400.00        | $9069382.36        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | 0.0000% | $300000000.00      | $301607317.58      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $8050700.00        | $8113096.64        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - GS 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDY74LC2
- **C.18 - Value (incl. sponsor support):** $7500000000.00
- **C.18.a - Value (excl. sponsor support):** $7500000000.00
- **C.19 - Percentage of Net Assets:** 12.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 03/26/26    | 2026-03-26      | 0.0000%  | 0.0000% | $220400.00         | $219247.09         | U.S. Treasuries (including strips) |
| BILL 10/29/26    | 2026-10-29      | 0.0000%  | 0.0000% | $36591700.00       | $35653562.00       | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | 0.0000% | $340395200.00      | $330787205.08      | U.S. Treasuries (including strips) |
| BILL 04/21/26    | 2026-04-21      | 0.0000%  | 0.0000% | $1102700.00        | $1094187.16        | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  | 0.0000% | $3460300.00        | $3588688.93        | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | 0.0000% | $20496000.00       | $22438345.32       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | 0.0000% | $29562400.00       | $30230948.53       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | 0.0000% | $300000.00         | $305468.84         | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | 0.0000% | $10000.00          | $9880.49           | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | 0.0000% | $1500000.00        | $1152762.51        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | 0.0000% | $33430000.00       | $23612880.79       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $2104100.00        | $1404067.49        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | 0.0000% | $22950000.00       | $17540129.00       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $5820000.00        | $4378762.28        | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $19620000.00       | $14685955.58       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $523232800.00      | $332680172.70      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $1053552000.00     | $777549565.79      | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $55191000.00       | $37562394.70       | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $1540600.00        | $1078153.31        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $275100.00         | $251593.59         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $35013000.00       | $32234129.32       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $10040000.00       | $9529551.48        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | 0.0000% | $1077846000.00     | $1059749983.96     | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $38620700.00       | $37942472.50       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $1167300.00        | $1148025.19        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26  | 2026-03-31      | 0.7500%  | 0.0000% | $784000.00         | $782339.28         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $1057800.00        | $1005649.17        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $100000000.00      | $89812578.26       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $20663900.00       | $19540339.94       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $1240000.00        | $1226883.74        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $694700.00         | $696263.26         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $128000.00         | $128288.03         | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | 0.0000% | $711100.00         | $725450.89         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $3894300.00        | $3942008.36        | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $1780412800.00     | $1828225038.17     | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | 0.0000% | $46200000.00       | $47646912.02       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $595800.00         | $622699.08         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | 0.0000% | $538100.00         | $544659.89         | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $586360000.00      | $592283918.60      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | 0.0000% | $123000000.00      | $127568995.38      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $40000.00          | $40865.14          | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $12167200.00       | $12328937.92       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/27 | 2027-01-31      | 3.7107%  | 0.0000% | $2794200.00        | $2821723.52        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $1234624000.00     | $1263378938.65     | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $10000000.00       | $10149433.52       | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $500000000.00      | $508216148.35      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | 0.0000% | $1330000.00        | $1357927.57        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $307671400.00      | $310055995.35      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | 0.0000% | $1000000.00        | $1008077.34        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $18867000.00       | $18732391.21       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | 0.0000% | $2719000.00        | $2723467.53        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  | 0.0000% | $27650000.00       | $27606016.49       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - CITI 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDY74LE8
- **C.18 - Value (incl. sponsor support):** $7250000000.00
- **C.18.a - Value (excl. sponsor support):** $7250000000.00
- **C.19 - Percentage of Net Assets:** 12.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 08/06/26    | 2026-08-06      | 0.0000%  | 0.0000% | $3847400.00        | $3777931.35        | U.S. Treasuries (including strips) |
| BILL 03/26/26    | 2026-03-26      | 0.0000%  | 0.0000% | $14600.00          | $14523.63          | U.S. Treasuries (including strips) |
| BILL 04/09/26    | 2026-04-09      | 0.0000%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| BILL 12/24/26    | 2026-12-24      | 0.0000%  | 0.0000% | $2000.00           | $1938.95           | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | 0.0000% | $3504000.00        | $3723023.00        | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | 0.0000% | $71642000.00       | $75520275.15       | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | 0.0000% | $25009600.00       | $27776300.68       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | 0.0000% | $88749900.00       | $92681563.02       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  | 0.0000% | $93203200.00       | $99043758.27       | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | 0.0000% | $49994900.00       | $53675936.37       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | 0.0000% | $400.00            | $408.65            | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | 0.0000% | $222640000.00      | $205322450.96      | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | 0.0000% | $124780000.00      | $127054674.30      | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | 0.0000% | $150020000.00      | $132314478.81      | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | 0.0000% | $33377300.00       | $29142084.88       | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $225000000.00      | $175064702.07      | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | 0.0000% | $13682000.00       | $9543682.34        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $222300.00         | $148340.95         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | 0.0000% | $45000.00          | $33426.18          | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | 0.0000% | $82548500.00       | $59881123.36       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | 0.0000% | $541500.00         | $387844.22         | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $283540000.00      | $214372303.16      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | 0.0000% | $218953200.00      | $167340626.29      | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | 0.0000% | $26529700.00       | $19960008.51       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $3736200.00        | $2375538.50        | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | 0.0000% | $105068400.00      | $62479495.08       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | 0.0000% | $217376000.00      | $138010256.97      | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | 0.0000% | $100000000.00      | $52775160.22       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $250000000.00      | $162358435.08      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.66             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | 0.0000% | $11421500.00       | $8429372.60        | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $333543500.00      | $193892650.55      | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | 0.0000% | $347791000.00      | $291363024.72      | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $523475500.00      | $381147564.23      | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $184.27            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $250005600.00      | $205924340.86      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $8767900.00        | $8018711.15        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $476746000.00      | $388110097.48      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | 0.0000% | $3232000.00        | $2917821.67        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | 0.0000% | $50000000.00       | $45064926.09       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $697448000.00      | $677962576.48      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $50330468.78       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $93977000.00       | $87780205.65       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $41475000.00       | $40672422.68       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $235621000.00      | $238728789.77      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $1215300.00        | $1202115.67        | U.S. Treasuries (including strips) |
| 5 BOND 45        | 2045-05-15      | 5.0000%  | 0.0000% | $17949800.00       | $18545845.32       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $75838600.00       | $75948397.81       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $11105100.00       | $10910080.64       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | 0.0000% | $5000.00           | $4984.15           | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | 0.0000% | $200.00            | $198.81            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $4664900.00        | $4587871.75        | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | 0.0000% | $15516200.00       | $15597554.68       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $802900.00         | $775343.02         | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26  | 2026-05-31      | 2.1250%  | 0.0000% | $101900.00         | $101731.98         | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $513200.00         | $511617.16         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $775000.00         | $766806.66         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $97.92             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $24501600.00       | $23635245.62       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $600.00            | $577.09            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | 0.0000% | $4600400.00        | $4411168.82        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | 0.0000% | $12159700.00       | $11626507.00       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $1000.00           | $872.58            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $982000.00         | $933224.67         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | 0.0000% | $49856000.00       | $47692427.11       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $155000.00         | $147822.15         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $122058800.00      | $109557000.92      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | 0.0000% | $6277200.00        | $6224546.02        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $46786500.00       | $46290101.70       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $98.84             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $20752400.00       | $18165935.45       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $429700.00         | $405905.26         | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | 0.0000% | $74991500.00       | $74003274.86       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $7839000.00        | $6836013.59        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | 0.0000% | $25900.00          | $25462.83          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | 0.0000% | $1002100.00        | $941860.26         | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $57393700.00       | $54866910.54       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $29572600.00       | $28311710.93       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $4492200.00        | $4448378.27        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $660000.00         | $649306.16         | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $170858800.00      | $170653490.97      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $1002.25           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $51902600.00       | $48868599.67       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $31136800.00       | $30963229.37       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | 0.0000% | $900.00            | $917.24            | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | 0.0000% | $79100.00          | $80696.34          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $219462000.00      | $222855808.87      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $29927800.00       | $30290968.43       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $8850900.00        | $8929684.75        | U.S. Treasuries (including strips) |
| 4  NOTE AK 26    | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | 0.0000% | $4117000.00        | $4192001.25        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $800.00            | $806.15            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AN 26 | 2026-05-15      | 3.6250%  | 0.0000% | $1205400.00        | $1214260.29        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | 0.0000% | $133100200.00      | $128335164.31      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $34724000.00       | $34976195.64       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $303611600.00      | $305469806.42      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | 0.0000% | $14931400.00       | $14971904.93       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | 0.0000% | $2139800.00        | $2151925.48        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | 0.0000% | $1907600.00        | $1971639.86        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | 0.0000% | $15354600.00       | $15718286.39       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $1230500.00        | $1286054.41        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $216700.00         | $224594.71         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | 0.0000% | $38224900.00       | $38882824.87       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | 0.0000% | $200000.00         | $200061.35         | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | 0.0000% | $208738000.00      | $209907654.73      | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $54439400.00       | $55964427.48       | U.S. Treasuries (including strips) |
| 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $135232300.00      | $136598534.29      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | 0.0000% | $21348600.00       | $21770872.95       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | 0.0000% | $155092800.00      | $160645944.83      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | 0.0000% | $146186800.00      | $149644301.16      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $4596400.00        | $4713640.76        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | 0.0000% | $200.00            | $204.24            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $3896700.00        | $3949464.61        | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.7947%  | 0.0000% | $8100.00           | $8183.85           | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $24544900.00       | $25296693.21       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $3669100.00        | $3717161.52        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $4474000.00        | $4519463.85        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $600.00            | $599.05            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | 0.0000% | $3993500.00        | $4079873.32        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | 0.0000% | $20000.00          | $20248.31          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $2284000.00        | $2333119.19        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | 0.0000% | $574900.00         | $580404.72         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | 0.0000% | $2047100.00        | $2090725.86        | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $148106000.00      | $151552218.30      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | 0.0000% | $3200.00           | $3238.43           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $800.00            | $811.76            | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $78493000.00       | $79461466.15       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $150000000.00      | $151785296.70      | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | 0.0000% | $689200.00         | $692521.89         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $5589600.00        | $5623762.15        | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | 0.0000% | $44126000.00       | $45046349.41       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | 0.0000% | $800.00            | $807.60            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $894500.00         | $902257.99         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $2091800.00        | $2107427.40        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $939300.00         | $944583.22         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $1500.00           | $1511.63           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | 0.0000% | $300.00            | $298.24            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | 0.0000% | $138100.00         | $136780.36         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $5446800.00        | $5407939.18        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDY74LH1
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 13.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 BOND 36 | 2036-02-15      | 4.5000%  | 0.0000% | $18000000.00       | $18797408.61       | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39 | 2039-02-15      | 3.5000%  | 0.0000% | $18000000.00       | $16599910.70       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39 | 2039-05-15      | 4.2500%  | 0.0000% | $67700000.00       | $66673305.94       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39 | 2039-08-15      | 4.5000%  | 0.0000% | $2822000.00        | $2873443.59        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39 | 2039-11-15      | 4.3750%  | 0.0000% | $36000000.00       | $35693318.98       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41 | 2041-11-15      | 3.1250%  | 0.0000% | $999500.00         | $830327.40         | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42 | 2042-11-15      | 2.7500%  | 0.0000% | $125000000.00      | $96475185.08       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43 | 2043-05-15      | 2.8750%  | 0.0000% | $95300000.00       | $74363629.88       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43 | 2043-11-15      | 3.7500%  | 0.0000% | $14000000.00       | $12347704.99       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44 | 2044-02-15      | 3.6250%  | 0.0000% | $160940100.00      | $140518557.66      | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45 | 2045-02-15      | 2.5000%  | 0.0000% | $53574000.00       | $38455205.23       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45 | 2045-08-15      | 2.8750%  | 0.0000% | $55000000.00       | $41882830.00       | U.S. Treasuries (including strips) |
| 3 BOND 45     | 2045-11-15      | 3.0000%  | 0.0000% | $35276000.00       | $27109900.29       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46 | 2046-02-15      | 2.5000%  | 0.0000% | $53672000.00       | $37910575.47       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47 | 2047-08-15      | 2.7500%  | 0.0000% | $668891900.00      | $485217761.38      | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47 | 2047-11-15      | 2.7500%  | 0.0000% | $44700000.00       | $32015949.49       | U.S. Treasuries (including strips) |
| 3 BOND 48     | 2048-02-15      | 3.0000%  | 0.0000% | $10622000.00       | $8030833.76        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48 | 2048-05-15      | 3.1250%  | 0.0000% | $101671000.00      | $77704682.17       | U.S. Treasuries (including strips) |
| 2 BOND 50     | 2050-02-15      | 2.0000%  | 0.0000% | $413340000.00      | $245794877.41      | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50 | 2050-05-15      | 1.2500%  | 0.0000% | $425978900.00      | $204830381.94      | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50 | 2050-08-15      | 1.3750%  | 0.0000% | $731071200.00      | $363849145.88      | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40 | 2040-08-15      | 1.1250%  | 0.0000% | $258380000.00      | $162933619.16      | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40 | 2040-05-15      | 1.1250%  | 0.0000% | $64055000.00       | $40667999.27       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50 | 2050-11-15      | 1.6250%  | 0.0000% | $162200000.00      | $85601309.88       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41 | 2041-02-15      | 1.8750%  | 0.0000% | $1796420100.00     | $1265647630.31     | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51 | 2051-05-15      | 2.3750%  | 0.0000% | $894443200.00      | $567110251.22      | U.S. Treasuries (including strips) |
| 2 BOND 51     | 2051-08-15      | 2.0000%  | 0.0000% | $107865200.00      | $62703274.18       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41 | 2041-08-15      | 1.7500%  | 0.0000% | $400100000.00      | $272303711.09      | U.S. Treasuries (including strips) |
| 2 BOND 41     | 2041-11-15      | 2.0000%  | 0.0000% | $477509200.00      | $334173780.78      | U.S. Treasuries (including strips) |
| 3 BOND 52     | 2052-08-15      | 3.0000%  | 0.0000% | $228048000.00      | $166043949.96      | U.S. Treasuries (including strips) |
| 4 BOND 42     | 2042-11-15      | 4.0000%  | 0.0000% | $1522317000.00     | $1402610805.42     | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53 | 2053-02-15      | 3.6250%  | 0.0000% | $43959000.00       | $36208101.34       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43 | 2043-05-15      | 3.8750%  | 0.0000% | $291405000.00      | $263077916.00      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54 | 2054-02-15      | 4.2500%  | 0.0000% | $347571000.00      | $319961758.06      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44 | 2044-05-15      | 4.6250%  | 0.0000% | $521336600.00      | $515232240.95      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44 | 2044-11-15      | 4.6250%  | 0.0000% | $186140000.00      | $183566604.22      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55 | 2055-02-15      | 4.6250%  | 0.0000% | $463144400.00      | $454182153.13      | U.S. Treasuries (including strips) |

### Security 24: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDY74LN8
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 05/15/37 | 2037-05-15      | 0.0000%  | 0.0000% | $8483513.71        | $5100000.00        | U.S. Treasuries (including strips) |

### Security 25: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES L 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDY74LV0
- **C.18 - Value (incl. sponsor support):** $2700000000.00
- **C.18.a - Value (excl. sponsor support):** $2700000000.00
- **C.19 - Percentage of Net Assets:** 4.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $2054579200.00     | $2274423169.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $93849600.00       | $94501079.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $68954000.00       | $70741212.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $313819000.00      | $314334628.80      | U.S. Treasuries (including strips) |

### Security 26: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERN 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDY74M64
- **C.18 - Value (incl. sponsor support):** $1190000000.00
- **C.18.a - Value (excl. sponsor support):** $1190000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $337700.00         | $334224.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $6000000.00        | $3946980.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $56400.00          | $30025.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $42200000.00       | $16541260.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $43000000.00       | $16655577.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $999800.00         | $366869.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $478000.00         | $168407.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $282306000.00      | $88357825.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $64900000.00       | $20060135.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $74700.00          | $22499.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $17093500.00       | $5031249.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $35200.00          | $10210.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $49933400.00       | $14292437.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $40513800.00       | $11318866.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $2100000.00        | $572831.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $124084400.00      | $33450672.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $79000000.00       | $20914065.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $2214200.00        | $2199907.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $62369400.00       | $51956377.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $65900.00          | $50983.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $7941900.00        | $6097502.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $82586300.00       | $60385752.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $172075600.00      | $155781307.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $52079600.00       | $48785436.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $739200.00         | $537767.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 0.0000%  | 0.0000% | $204300.00         | $146956.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 0.0000%  | 0.0000% | $697700.00         | $666279.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $1283400.00        | $1638726.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $76400.00          | $75191.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $38237650.04       | $30039459.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $106779106.30      | $74254083.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $37116873.83       | $25143007.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $109983273.80      | $72656490.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $25157873.82       | $16170550.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 0.0000%  | 0.0000% | $53110234.29       | $42213819.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 0.0000%  | 0.0000% | $35124993.64       | $27285938.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | 0.0000% | $35118726.65       | $26651250.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $27790909.16       | $20068538.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $32141013.32       | $22070205.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 0.0000%  | 0.0000% | $2378662.95        | $2352975.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $19585057.11       | $19026412.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $14466310.86       | $13061689.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | 0.0000% | $27205513.28       | $18216240.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $37024216.12       | $24143824.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $17261251.75       | $15428452.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 0.0000%  | 0.0000% | $20085749.87       | $17777374.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | 0.0000% | $22228664.31       | $19266139.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $19113472.00       | $15696594.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $18491109.25       | $5000347.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $40950.87          | $22921.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $2374875.91        | $635369.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $0.07              | $0.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $70758.06          | $18253.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | 0.0000% | $51844608.01       | $21535524.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $111950.38         | $43382.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $181719.28         | $67571.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $32977866.64       | $11639603.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | 0.0000% | $71419529.66       | $24935414.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $1371098.16        | $471478.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $19049050.79       | $6484163.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | 0.0000% | $1263874.87        | $424013.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $12777715.99       | $4237090.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $35897726.90       | $11757079.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $22519074.97       | $6915270.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $86960712.84       | $26338921.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 0.0000%  | 0.0000% | $20419150.14       | $6111635.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $31631495.26       | $9338629.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $34902161.32       | $10173700.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | 0.0000% | $8215017.50        | $2364479.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $5899929.18        | $1674948.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $825053.07         | $231499.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 0.0000%  | 0.0000% | $4205976.70        | $1165522.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $1073607.82        | $294216.86         | U.S. Treasuries (including strips) |

### Security 27: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES L 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDY74ME7
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $570938700.00      | $586500028.60      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Funds

**Date:** 2026-02-06

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer