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F1 Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. 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NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 2775000000.00 2775000000.00 0.0881 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NE 4.860000% N/A 549300HXQQQCCUBS2Z23 0001000275 BYD97CF77 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625000 0.00 4000.00 8467.68 U.S. Treasuries (including strips) 2 1/8 TRIB 40 N/A 912810QF8 2040-02-15 2.125000 0.00 15478500.00 23512893.18 U.S. Treasuries (including strips) 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625000 0.00 5361800.00 5876462.21 U.S. Treasuries (including strips) 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375000 0.00 2000000.00 2459531.15 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.500000 0.00 181500.00 174848.75 U.S. Treasuries (including strips) 2 1/4 NOTE R 24 N/A 9128283D0 2024-10-31 2.250000 0.00 198000.00 199411.27 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1989889.50 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625000 0.00 43705000.00 43354464.05 U.S. Treasuries (including strips) 2 5/8 NOTE G 26 N/A 9128286A3 2026-01-31 2.625000 0.00 19000.00 18800.64 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625000 0.00 64400.00 62183.17 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.250000 0.00 166000.00 162438.64 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375000 0.00 28949900.00 28642664.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375000 0.00 12822600.00 12292850.31 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125000 0.00 96000.00 94283.17 U.S. Treasuries (including strips) 2 NOTE B 25 N/A 912828J27 2025-02-15 2.000000 0.00 5392100.00 5354150.40 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 N/A 912828M56 2025-11-15 2.250000 0.00 141000.00 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1008554.35 U.S. Treasuries (including strips) 0 3/8 NOTE Y 25 N/A 912828ZL7 2025-04-30 0.375000 0.00 3167500.00 3101917.24 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625000 0.00 3044100.00 2594035.14 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.500000 0.00 1317300.00 1217760.42 U.S. Treasuries (including strips) 0 1/4 NOTE Z 25 N/A 912828ZT0 2025-05-31 0.250000 0.00 1310100.00 1277261.47 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 N/A 912828ZW3 2025-06-30 0.250000 0.00 3738000.00 3635242.38 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375000 0.00 25068000.00 22957164.18 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625000 0.00 74976000.00 63281712.12 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.500000 0.00 21000.00 19249.95 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 N/A 91282CAJ0 2025-08-31 0.250000 0.00 1296400.00 1253219.74 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375000 0.00 2044600.00 1861546.96 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875000 0.00 392000.00 335090.32 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625000 0.00 3567200.00 3264356.61 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625000 0.00 5835000.00 5324568.79 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 N/A 91282CBH3 2026-01-31 0.375000 0.00 595400.00 569577.86 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.750000 0.00 5734600.00 5240353.22 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125000 0.00 5978000.00 5153378.24 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125000 0.00 15000.00 13851.42 U.S. Treasuries (including strips) 0 3/4 NOTE Y 26 N/A 91282CBW0 2026-04-30 0.750000 0.00 24389000.00 23365423.11 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.250000 0.00 12000000.00 11135988.13 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.250000 0.00 49983000.00 46247153.97 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625000 0.00 25689000.00 24349575.67 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1.000000 0.00 3447300.00 3139079.01 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.250000 0.00 38935500.00 33333168.24 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125000 0.00 3000000.00 2737503.96 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.250000 0.00 1335200.00 1221060.43 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875000 0.00 25057000.00 23748072.43 U.S. Treasuries (including strips) 0 5/8 NOTE AT 24 N/A 91282CDB4 2024-10-15 0.625000 0.00 508000.00 508559.74 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375000 0.00 3052000.00 2817883.25 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125000 0.00 1317500.00 1258293.28 U.S. Treasuries (including strips) 0 3/4 NOTE AU 24 N/A 91282CDH1 2024-11-15 0.750000 0.00 552600.00 551393.95 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375000 0.00 1927600.00 1662052.38 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375000 0.00 1026600.00 942651.32 U.S. Treasuries (including strips) 1 1/8 NOTE AJ 25 N/A 91282CDS7 2025-01-15 1.125000 0.00 4302300.00 4269421.57 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.750000 0.00 1999000.00 1860820.75 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875000 0.00 2775200.00 2459317.72 U.S. Treasuries (including strips) 1 1/2 NOTE AK 25 N/A 91282CDZ1 2025-02-15 1.500000 0.00 27000.00 26750.90 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875000 0.00 22350300.00 20860090.77 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875000 0.00 4113100.00 3959096.76 U.S. Treasuries (including strips) 1 3/4 NOTE AL 25 N/A 91282CED9 2025-03-15 1.750000 0.00 4070000.00 4025983.51 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.500000 0.00 1842800.00 1796698.67 U.S. Treasuries (including strips) 2 5/8 NOTE AM 25 N/A 91282CEH0 2025-04-15 2.625000 0.00 110900.00 111279.08 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875000 0.00 620000.00 609417.92 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875000 0.00 11560000.00 11059940.41 U.S. Treasuries (including strips) 2 3/4 NOTE AN 25 N/A 91282CEQ0 2025-05-15 2.750000 0.00 2188200.00 2190553.41 U.S. Treasuries (including strips) 2 7/8 NOTE AP 25 N/A 91282CEU1 2025-06-15 2.875000 0.00 16100000.00 16093190.59 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.250000 0.00 1047100.00 1041257.18 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.250000 0.00 27254800.00 27264475.45 U.S. Treasuries (including strips) 3 NOTE AQ 25 N/A 91282CEY3 2025-07-15 3.000000 0.00 699200.00 697989.81 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625000 0.00 61038200.00 61936161.82 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625000 0.00 2986800.00 2875443.80 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 N/A 91282CFE6 2025-08-15 3.125000 0.00 3736400.00 3722243.71 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.750000 0.00 14936200.00 14018945.55 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125000 0.00 18700000.00 18528479.47 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125000 0.00 8054000.00 7913906.94 U.S. Treasuries (including strips) 3 1/2 NOTE AS 25 N/A 91282CFK2 2025-09-15 3.500000 0.00 4584200.00 4570136.94 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125000 0.00 26912700.00 27363783.76 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 N/A 91282CFP1 2025-10-15 4.250000 0.00 10058000.00 10286640.44 U.S. Treasuries (including strips) 4 3/8 NOTE BJ 24 N/A 91282CFQ9 2024-10-31 4.375000 0.00 26927000.00 27402302.96 U.S. Treasuries (including strips) TRFR BK 10/31/24 N/A 91282CFS5 2024-10-31 4.732706 0.00 248844000.00 250985806.78 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4.000000 0.00 13807700.00 14304714.17 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125000 0.00 1191300.00 1244821.24 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875000 0.00 3970600.00 4076959.14 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875000 0.00 2674000.00 2734033.08 U.S. Treasuries (including strips) 4 NOTE AV 25 N/A 91282CGA3 2025-12-15 4.000000 0.00 42696600.00 43278554.19 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875000 0.00 400.00 409.38 U.S. Treasuries (including strips) 4 1/4 NOTE BM 24 N/A 91282CGD7 2024-12-31 4.250000 0.00 14548000.00 14685027.61 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 N/A 91282CGE5 2026-01-15 3.875000 0.00 11800.00 11907.47 U.S. Treasuries (including strips) TRFR AX 01/31/25 N/A 91282CGF2 2025-01-31 4.792706 0.00 101282000.00 102152386.41 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 N/A 91282CGG0 2025-01-31 4.125000 0.00 300000.00 301539.49 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.500000 0.00 185000.00 185797.47 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.500000 0.00 3403700.00 3409679.04 U.S. Treasuries (including strips) 4 NOTE AK 26 N/A 91282CGL9 2026-02-15 4.000000 0.00 972900.00 980864.16 U.S. Treasuries (including strips) 4 5/8 NOTE AY 25 N/A 91282CGN5 2025-02-28 4.625000 0.00 3000000.00 3013727.62 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4.000000 0.00 68700.00 69929.24 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4.000000 0.00 48810200.00 49951622.48 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625000 0.00 387300.00 387920.84 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625000 0.00 1932800.00 1938103.60 U.S. Treasuries (including strips) 3 3/4 NOTE AM 26 N/A 91282CGV7 2026-04-15 3.750000 0.00 6029800.00 6136696.99 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.500000 0.00 50012000.00 50508250.57 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.500000 0.00 49992000.00 50640327.75 U.S. Treasuries (including strips) 4 1/4 NOTE BC 25 N/A 91282CHD6 2025-05-31 4.250000 0.00 1172200.00 1189289.11 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625000 0.00 50000000.00 50728366.65 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.750000 0.00 5881200.00 5998865.17 U.S. Treasuries (including strips) 4 5/8 NOTE BD 25 N/A 91282CHL8 2025-06-30 4.625000 0.00 181000.00 183750.39 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.500000 0.00 260500.00 266696.71 U.S. Treasuries (including strips) 4 3/4 NOTE BE 25 N/A 91282CHN4 2025-07-31 4.750000 0.00 187900.00 190423.62 U.S. Treasuries (including strips) TRFR BF 07/31/25 N/A 91282CHS3 2025-07-31 4.717706 0.00 30426900.00 30663183.41 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625000 0.00 61001600.00 62250146.34 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625000 0.00 15089500.00 15687874.12 U.S. Treasuries (including strips) 5 NOTE BH 25 N/A 91282CJB8 2025-09-30 5.000000 0.00 42256000.00 42685194.19 U.S. Treasuries (including strips) TRFR BK 10/31/25 N/A 91282CJD4 2025-10-31 4.762706 0.00 50000000.00 50396842.95 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875000 0.00 4694500.00 5109899.13 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.500000 0.00 8501200.00 9128223.01 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625000 0.00 1510300.00 1567488.64 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 N/A 91282CJL6 2025-11-30 4.875000 0.00 88400.00 90840.02 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375000 0.00 780800.00 824183.07 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.750000 0.00 95400.00 96937.94 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.750000 0.00 27442400.00 27909826.40 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.250000 0.00 17585000.00 17860381.10 U.S. Treasuries (including strips) 4 1/4 NOTE AW 26 N/A 91282CJV4 2026-01-31 4.250000 0.00 2371000.00 2401824.98 U.S. Treasuries (including strips) 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4.000000 0.00 16000000.00 16435510.96 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.250000 0.00 6000000.00 6193986.59 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.250000 0.00 7026900.00 7152435.92 U.S. Treasuries (including strips) TRFR BB 04/30/26 N/A 91282CKM2 2026-04-30 4.742706 0.00 22477000.00 22637530.06 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625000 0.00 6519900.00 6939481.25 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375000 0.00 26000000.00 27678826.50 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.250000 0.00 100.00 104.08 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 4.774706 0.00 50070000.00 50438675.07 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125000 0.00 12165000.00 12599614.53 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875000 0.00 21095300.00 21358901.59 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.750000 0.00 28308000.00 28568963.95 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375000 0.00 4089400.00 4077456.83 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625000 0.00 9040000.00 9029694.40 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.500000 0.00 18552600.00 18512934.54 U.S. Treasuries (including strips) TINT 11/15/28 N/A 912833WR7 2028-11-15 0.00 0.00 1.48 1.27 U.S. Treasuries (including strips) TINT 11/15/29 N/A 912833XT2 2029-11-15 0.00 0.00 6068.00 5026.68 U.S. Treasuries (including strips) TINT 08/15/41 N/A 912834KP2 2041-08-15 0.00 0.00 3.71 1.78 U.S. Treasuries (including strips) TINT 11/15/42 N/A 912834LX4 2042-11-15 0.00 0.00 3.28 1.48 U.S. Treasuries (including strips) TINT 02/15/49 N/A 912834UH9 2049-02-15 0.00 0.00 0.01 0.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-10-01 2024-10-01 2024-10-01 N N N 0.0486 1945000000.00 1945000000.00 0.0618 N Y Y N FIXED INCOME CLEARING CORPORATION - WFBK FIXED INCOME CLEARING CORPORATION - WFBK 4.880000% N/A 549300H47WTHXPU08X20 BYD97CFG7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375000 0.00 86281800.00 78276380.46 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625000 0.00 4105500.00 4436474.12 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.250000 0.00 14485000.00 15146319.92 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.750000 0.00 1000.00 827.90 U.S. Treasuries (including strips) 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.750000 0.00 50295800.00 48067218.25 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375000 0.00 28179300.00 25408661.91 U.S. Treasuries (including strips) 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125000 0.00 4567900.00 3916285.64 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.250000 0.00 2550900.00 1835123.84 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.750000 0.00 34008200.00 26670641.78 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125000 0.00 634500.00 534625.10 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3.000000 0.00 3347500.00 2728061.86 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375000 0.00 735700.00 647139.56 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.250000 0.00 183649800.00 127811904.73 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2.000000 0.00 200.00 130.97 U.S. Treasuries (including strips) 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.250000 0.00 3176800.00 1716280.50 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375000 0.00 61630300.00 34089798.95 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125000 0.00 900900.00 591650.98 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125000 0.00 6999900.00 4659320.69 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625000 0.00 99998900.00 59448621.06 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375000 0.00 14200.00 9713.36 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.750000 0.00 1000.00 711.58 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875000 0.00 100.00 63.00 U.S. Treasuries (including strips) 2 BOND 41 N/A 912810TC2 2041-11-15 2.000000 0.00 1231000.00 915035.54 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.250000 0.00 3485400.00 2386876.86 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375000 0.00 192523800.00 150618829.04 U.S. Treasuries (including strips) 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875000 0.00 54404200.00 43207938.05 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3.000000 0.00 318239700.00 257129721.61 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4.000000 0.00 229929400.00 227351891.43 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4.000000 0.00 73800000.00 73783985.40 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625000 0.00 11669600.00 10669424.84 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875000 0.00 114663400.00 111264748.16 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625000 0.00 11300.00 10444.73 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875000 0.00 63070800.00 61683258.17 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125000 0.00 216758700.00 217115972.53 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375000 0.00 107126300.00 110798455.66 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.250000 0.00 130168400.00 133426580.14 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.500000 0.00 457900.00 480700.21 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625000 0.00 139472400.00 153798551.64 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625000 0.00 290651900.00 313345637.04 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 N/A 9128284R8 2025-05-31 2.875000 0.00 25000300.00 25024308.61 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875000 0.00 3200.00 3132.10 U.S. Treasuries (including strips) 2 NOTE E 25 N/A 912828K74 2025-08-15 2.000000 0.00 100.00 98.51 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625000 0.00 3385900.00 3296589.27 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 N/A 912828YM6 2024-10-31 1.500000 0.00 400.00 401.33 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625000 0.00 1100.00 1060.83 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.500000 0.00 700.00 669.35 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.500000 0.00 100.00 90.04 U.S. Treasuries (including strips) 0 3/8 NOTE Y 25 N/A 912828ZL7 2025-04-30 0.375000 0.00 9499900.00 9303205.55 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.500000 0.00 19999100.00 18541461.68 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 N/A 912828ZW3 2025-06-30 0.250000 0.00 1300000.00 1264263.00 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625000 0.00 20172100.00 17025781.92 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.500000 0.00 2000.00 1833.33 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875000 0.00 800.00 683.86 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625000 0.00 1704700.00 1559976.65 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.750000 0.00 14000000.00 12793384.90 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125000 0.00 500.00 431.03 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625000 0.00 87744000.00 77941393.87 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125000 0.00 111168000.00 106172255.71 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375000 0.00 258990000.00 223311343.36 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375000 0.00 11998500.00 11017340.66 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.750000 0.00 4700000.00 4375116.33 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875000 0.00 1239100.00 1156482.84 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875000 0.00 1600.00 1540.09 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875000 0.00 9996400.00 9825782.69 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.250000 0.00 2500000.00 2500887.50 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 N/A 91282CFE6 2025-08-15 3.125000 0.00 8000000.00 7969690.00 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875000 0.00 3000.00 3040.47 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 N/A 91282CFP1 2025-10-15 4.250000 0.00 95000.00 97159.56 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125000 0.00 19000000.00 19641461.58 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125000 0.00 7128000.00 7448237.87 U.S. Treasuries (including strips) 4 1/2 NOTE AU 25 N/A 91282CFW6 2025-11-15 4.500000 0.00 8600000.00 8804611.20 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875000 0.00 5147700.00 5263269.30 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.500000 0.00 7107200.00 7137836.51 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625000 0.00 81798000.00 81929122.19 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625000 0.00 1795300.00 1800226.30 U.S. Treasuries (including strips) 3 3/4 NOTE AM 26 N/A 91282CGV7 2026-04-15 3.750000 0.00 43888900.00 44666967.47 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375000 0.00 12571300.00 12392715.26 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.750000 0.00 67416600.00 68765403.92 U.S. Treasuries (including strips) 4 3/4 NOTE BE 25 N/A 91282CHN4 2025-07-31 4.750000 0.00 12660900.00 12830944.00 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875000 0.00 4464000.00 4526253.83 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625000 0.00 46092000.00 47035385.06 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625000 0.00 2800.00 2951.35 U.S. Treasuries (including strips) 5 NOTE BJ 25 N/A 91282CJE2 2025-10-31 5.000000 0.00 960500.00 991446.39 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.500000 0.00 200.00 214.75 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 N/A 91282CJL6 2025-11-30 4.875000 0.00 31753800.00 32630268.39 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375000 0.00 43929000.00 45952560.08 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.250000 0.00 8700.00 8836.24 U.S. Treasuries (including strips) 4 1/4 NOTE AW 26 N/A 91282CJV4 2026-01-31 4.250000 0.00 14342000.00 14528458.00 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625000 0.00 9200.00 9344.76 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125000 0.00 600.00 616.84 U.S. Treasuries (including strips) 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.500000 0.00 60772800.00 61448168.13 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.250000 0.00 10800.00 11305.54 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 3250000000.00 3250000000.00 0.1032 N Y Y N BlackRock Funds 2024-10-22 /s/ Chuck Pulsfort Chuck Pulsfort Assistant Treasurer