N-MFP3 0000844779 XXXXXXXX 2024-11-30 BlackRock Funds 0000844779 549300OZUEVJZHOBFP42 Circle Reserve Fund 549300X6KEJFVQHDAG85 S000077205 1 N N 033-26305 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Government N Y 14 14 30658843398.47 30658843398.47 1.0000 1.0000 2024-11-01 31035238966.86 31035238966.86 1.0000 1.0000 2024-11-04 32000785345.19 32050621581.30 0.9984 1.0000 2024-11-05 32136668833.87 32136668833.87 1.0000 1.0000 2024-11-06 32220089313.59 32220089313.59 1.0000 1.0000 2024-11-07 32103250977.63 32103250977.63 1.0000 1.0000 2024-11-08 32103250977.63 32103250977.63 1.0000 1.0000 2024-11-11 32431753476.71 32486210788.71 0.9983 1.0000 2024-11-12 33429205745.08 33429205745.08 1.0000 1.0000 2024-11-13 32503269625.87 32503269625.87 1.0000 1.0000 2024-11-14 32472324015.14 32472324015.14 1.0000 1.0000 2024-11-15 32703200506.81 32703200506.81 1.0000 1.0000 2024-11-18 34876907304.58 34876907304.58 1.0000 1.0000 2024-11-19 34965416699.47 34965416699.47 1.0000 1.0000 2024-11-20 33234562815.13 33234562815.13 1.0000 1.0000 2024-11-21 33124940362.97 33124940362.97 1.0000 1.0000 2024-11-22 34230423154.56 34230423154.56 1.0000 1.0000 2024-11-25 35454610548.14 35454610548.14 1.0000 1.0000 2024-11-26 35463443200.53 35463443200.53 1.0000 1.0000 2024-11-27 33362728833.64 33362728833.64 1.0000 1.0000 2024-11-29 1003899312.11 32481641264.54 32481450463.78 7143078.76 128274177.52 33364218677.13 33362008999.6600 Y 1.0000 0.0487 2024-11-01 0.0486 2024-11-04 0.0486 2024-11-05 0.0485 2024-11-06 0.0485 2024-11-07 0.0482 2024-11-08 0.0473 2024-11-11 0.0471 2024-11-12 0.0469 2024-11-13 0.0466 2024-11-14 0.0466 2024-11-15 0.0466 2024-11-18 0.0465 2024-11-19 0.0465 2024-11-20 0.0465 2024-11-21 0.0465 2024-11-22 0.0465 2024-11-25 0.0465 2024-11-26 0.0464 2024-11-27 0.0465 2024-11-29 1.0001 2024-11-01 1.0001 2024-11-04 1.0001 2024-11-05 1.0001 2024-11-06 1.0001 2024-11-07 1.0001 2024-11-08 1.0001 2024-11-11 1.0001 2024-11-12 1.0001 2024-11-13 1.0001 2024-11-14 1.0001 2024-11-15 1.0001 2024-11-18 1.0001 2024-11-19 1.0001 2024-11-20 1.0001 2024-11-21 1.0001 2024-11-22 1.0001 2024-11-25 1.0001 2024-11-26 1.0001 2024-11-27 1.0001 2024-11-29 N N Institutional Shares C000237396 2000000000.00 33364218677.13 33362008999.6600 1.0001 2024-11-01 1.0001 2024-11-04 1.0001 2024-11-05 1.0001 2024-11-06 1.0001 2024-11-07 1.0001 2024-11-08 1.0001 2024-11-11 1.0001 2024-11-12 1.0001 2024-11-13 1.0001 2024-11-14 1.0001 2024-11-15 1.0001 2024-11-18 1.0001 2024-11-19 1.0001 2024-11-20 1.0001 2024-11-21 1.0001 2024-11-22 1.0001 2024-11-25 1.0001 2024-11-26 1.0001 2024-11-27 1.0001 2024-11-29 1625000000.00 0.00 2024-11-07 300000000.00 0.00 2024-11-14 1000000000.00 0.00 2024-11-25 2925000000.00 0.00 0.0478 2024-11-01 0.0477 2024-11-04 0.0477 2024-11-05 0.0476 2024-11-06 0.0476 2024-11-07 0.0467 2024-11-08 0.0464 2024-11-11 0.0462 2024-11-12 0.0460 2024-11-13 0.0457 2024-11-14 0.0457 2024-11-15 0.0457 2024-11-18 0.0456 2024-11-19 0.0456 2024-11-20 0.0456 2024-11-21 0.0455 2024-11-22 0.0456 2024-11-25 0.0456 2024-11-26 0.0456 2024-11-27 0.0456 2024-11-29 Y 3207304.11 Depository institution or other banking institution 1.00 0.00 N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912796ZV4 254900HROIFWPRGM1V77 US912796ZV40 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2024-12-26 2024-12-26 2024-12-26 N N N 0.0462 1356551656.27 1356551656.27 0.0407 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797JR9 254900HROIFWPRGM1V77 US912797JR94 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2025-01-23 2025-01-23 2025-01-23 N N N 0.0452 257343226.21 257343226.21 0.0077 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797KA4 254900HROIFWPRGM1V77 US912797KA41 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2025-02-20 2025-02-20 2025-02-20 N N N 0.0450 28974406.01 28974406.01 0.0009 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797LF2 254900HROIFWPRGM1V77 US912797LF29 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2024-12-05 2024-12-05 2024-12-05 N N N 0.0451 750421925.71 750421925.71 0.0225 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797LP0 254900HROIFWPRGM1V77 US912797LP01 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2024-12-12 2024-12-12 2024-12-12 N N N 0.0461 1148049.71 1148049.71 0.0000 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797LQ8 254900HROIFWPRGM1V77 US912797LQ83 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2024-12-19 2024-12-19 2024-12-19 N N N 0.0462 1726880802.15 1726880802.15 0.0518 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797LR6 254900HROIFWPRGM1V77 US912797LR66 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2025-01-02 2025-01-02 2025-01-02 N N N 0.0458 2933451597.78 2933451597.78 0.0879 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797LX3 254900HROIFWPRGM1V77 US912797LX35 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2025-01-09 2025-01-09 2025-01-09 N N N 0.0458 1990517600.00 1990517600.00 0.0597 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797LY1 254900HROIFWPRGM1V77 US912797LY18 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2025-01-16 2025-01-16 2025-01-16 N N N 0.0457 26550271.47 26550271.47 0.0008 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797ME4 254900HROIFWPRGM1V77 US912797ME45 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2024-12-03 2024-12-03 2024-12-03 N N N 0.0454 365004573.18 365004573.18 0.0109 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797MN4 254900HROIFWPRGM1V77 US912797MN44 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2024-12-10 2024-12-10 2024-12-10 N N N 0.0459 1682206737.52 1682206737.52 0.0504 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797MP9 254900HROIFWPRGM1V77 US912797MP91 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2024-12-17 2024-12-17 2024-12-17 N N N 0.0461 436272971.83 436272971.83 0.0131 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797MQ7 254900HROIFWPRGM1V77 US912797MQ74 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2024-12-24 2024-12-24 2024-12-24 N N N 0.0463 1753210073.40 1753210073.40 0.0525 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797MR5 254900HROIFWPRGM1V77 US912797MR57 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2024-12-31 2024-12-31 2024-12-31 N N N 0.0463 581861830.00 581861830.00 0.0174 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797MX2 254900HROIFWPRGM1V77 US912797MX26 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2025-01-14 2025-01-14 2025-01-14 N N N 0.0456 141540449.56 141540449.56 0.0042 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797MY0 254900HROIFWPRGM1V77 US912797MY09 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. GOVT Standard and Poor's Ratings Services A-1+ 2025-01-21 2025-01-21 2025-01-21 N N N 0.0455 769705093.74 769705093.74 0.0231 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 4.580000% N/A G5GSEF7VJP5I7OUK5573 0001505713 BYDBQ80S0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 02/13/25 N/A 912797MK0 2025-02-13 0.00 0.00 145424600.00 144127848.84 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375000 0.00 538580800.00 284293967.42 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875000 0.00 507501000.00 438509697.67 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.750000 0.00 523889100.00 479196747.45 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875000 0.00 764299000.00 754779415.20 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.500000 0.00 112100.00 114746.61 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625000 0.00 188232200.00 193977632.15 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 2250000000.00 2250000000.00 0.0674 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 4.580000% N/A MBNUM2BPBDO7JBLYG310 0000315030 BYDBQ8142 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 1400.00 1093.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 100.00 99.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 70300.00 55545.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 3638300.00 2832363.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 176169100.00 145239134.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 38878800.00 37710570.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 959600.00 719567.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 3096500.00 2050211.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 166575200.00 103585599.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 1577241500.00 980815307.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 15317600.00 11678446.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 2301300.00 1164348.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 46285800.00 23418412.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 62546900.00 37465268.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 1865100.00 1331806.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 266481700.00 178454402.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 4698500.00 2893152.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 166800200.00 124243110.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 54801900.00 42319961.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 53488700.00 46742682.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 71485300.00 68425356.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 18207200.00 18493682.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 448573700.00 462763285.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 2240900.00 2198654.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKH3 2026-03-31 4.500000 0.00 394200.00 397960.90 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 2250000000.00 2250000000.00 0.0674 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 4.580000% N/A R0MUWSFPU8MPRO8K5P83 0000310732 BYDBQ8167 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 5 TPRN 37 N/A 912803DA8 2037-05-15 0.00 0.00 100.00 59.39 U.S. Treasuries (including strips) 4 3/8 TPRN 39 N/A 912803DJ9 2039-11-15 0.00 0.00 13266800.00 6946722.02 U.S. Treasuries (including strips) 4 5/8 TPRN 40 N/A 912803DK6 2040-02-15 0.00 0.00 226373400.00 117128087.27 U.S. Treasuries (including strips) 4 3/8 TPRN 40 N/A 912803DM2 2040-05-15 0.00 0.00 61233500.00 31341938.34 U.S. Treasuries (including strips) 3 1/8 TPRN 41 N/A 912803DU4 2041-11-15 0.00 0.00 26700.00 12612.44 U.S. Treasuries (including strips) 2 3/4 TPRN 42 N/A 912803DZ3 2042-11-15 0.00 0.00 99678600.00 44268562.08 U.S. Treasuries (including strips) 2 7/8 TPRN 43 N/A 912803EC3 2043-05-15 0.00 0.00 80121300.00 34709348.37 U.S. Treasuries (including strips) 3 TPRN 44 N/A 912803EK5 2044-11-15 0.00 0.00 100000.00 40169.50 U.S. Treasuries (including strips) 2 1/2 TPRN 45 N/A 912803EL3 2045-02-15 0.00 0.00 117853200.00 46913234.06 U.S. Treasuries (including strips) 3 TPRN 45 N/A 912803EN9 2045-05-15 0.00 0.00 81258700.00 32024216.19 U.S. Treasuries (including strips) 2 7/8 TPRN 45 N/A 912803EP4 2045-08-15 0.00 0.00 19143900.00 7458961.18 U.S. Treasuries (including strips) 3 TPRN 45 N/A 912803EQ2 2045-11-15 0.00 0.00 4694700.00 1808374.97 U.S. Treasuries (including strips) 2 1/2 TPRN 46 N/A 912803ER0 2046-02-15 0.00 0.00 11906000.00 4513850.34 U.S. Treasuries (including strips) 3 TPRN 47 N/A 912803EY5 2047-05-15 0.00 0.00 1679700.00 601033.61 U.S. Treasuries (including strips) 2 3/4 TPRN 47 N/A 912803EZ2 2047-08-15 0.00 0.00 38499600.00 13611610.58 U.S. Treasuries (including strips) 2 3/4 TPRN 47 N/A 912803FA6 2047-11-15 0.00 0.00 200.00 70.01 U.S. Treasuries (including strips) 3 1/8 TPRN 48 N/A 912803FD0 2048-05-15 0.00 0.00 3281000.00 1124352.77 U.S. Treasuries (including strips) 1 3/8 TPRN 50 N/A 912803FR9 2050-08-15 0.00 0.00 158785700.00 49829334.45 U.S. Treasuries (including strips) 1 5/8 TPRN 50 N/A 912803FT5 2050-11-15 0.00 0.00 2521000.00 784540.24 U.S. Treasuries (including strips) 1 7/8 TPRN 51 N/A 912803FV0 2051-02-15 0.00 0.00 170000000.00 52553630.00 U.S. Treasuries (including strips) 2 TPRN 51 N/A 912803GA5 2051-08-15 0.00 0.00 7583800.00 2301971.48 U.S. Treasuries (including strips) 4 TPRN 52 N/A 912803GM9 2052-11-15 0.00 0.00 6415100.00 1906356.02 U.S. Treasuries (including strips) 3 5/8 TPRN 53 N/A 912803GS6 2053-05-15 0.00 0.00 37811200.00 10982792.40 U.S. Treasuries (including strips) 4 3/4 TPRN 53 N/A 912803GW7 2053-11-15 0.00 0.00 1590000.00 462531.00 U.S. Treasuries (including strips) 4 1/4 TPRN 54 N/A 912803GY3 2054-02-15 0.00 0.00 307000.00 87866.16 U.S. Treasuries (including strips) 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375000 0.00 100.00 101.98 U.S. Treasuries (including strips) 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.750000 0.00 7250400.00 8090184.08 U.S. Treasuries (including strips) 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625000 0.00 5161100.00 5423538.02 U.S. Treasuries (including strips) 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.750000 0.00 10871000.00 11096289.04 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4.000000 0.00 511345000.00 473306025.51 U.S. Treasuries (including strips) 2 1/8 TRIB 54 N/A 912810TY4 2054-02-15 2.125000 0.00 100.00 101.57 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.500000 0.00 773180900.00 789386254.41 U.S. Treasuries (including strips) TINT 02/15/32 N/A 9128334T4 2032-02-15 0.00 0.00 4696985.26 3441584.43 U.S. Treasuries (including strips) TINT 08/15/32 N/A 9128334U1 2032-08-15 0.00 0.00 33.13 23.73 U.S. Treasuries (including strips) TINT 02/15/35 N/A 9128334Z0 2035-02-15 0.00 0.00 27184876.04 17294392.88 U.S. Treasuries (including strips) TINT 08/15/35 N/A 9128335A4 2035-08-15 0.00 0.00 482.67 299.93 U.S. Treasuries (including strips) TINT 02/15/36 N/A 9128335B2 2036-02-15 0.00 0.00 620.25 376.24 U.S. Treasuries (including strips) TINT 08/15/36 N/A 9128337E4 2036-08-15 0.00 0.00 321611.14 190303.10 U.S. Treasuries (including strips) TINT 02/15/37 N/A 9128337F1 2037-02-15 0.00 0.00 16051333.18 9257638.51 U.S. Treasuries (including strips) TINT 11/15/30 N/A 9128337N4 2030-11-15 0.00 0.00 67953106.00 52648571.56 U.S. Treasuries (including strips) TINT 05/15/31 N/A 9128337P9 2031-05-15 0.00 0.00 182417235.73 138241436.17 U.S. Treasuries (including strips) TINT 11/15/33 N/A 9128337U8 2033-11-15 0.00 0.00 38456601.28 26008314.82 U.S. Treasuries (including strips) TINT 05/15/34 N/A 9128337V6 2034-05-15 0.00 0.00 20179999.26 13342147.77 U.S. Treasuries (including strips) TINT 08/15/25 N/A 912833LW8 2025-08-15 0.00 0.00 11.42 11.07 U.S. Treasuries (including strips) TINT 11/15/25 N/A 912833LX6 2025-11-15 0.00 0.00 38124.70 36544.81 U.S. Treasuries (including strips) TINT 08/15/26 N/A 912833PA2 2026-08-15 0.00 0.00 12884478.70 11968327.84 U.S. Treasuries (including strips) TINT 05/15/35 N/A 912833X88 2035-05-15 0.00 0.00 16670811.36 10481572.59 U.S. Treasuries (including strips) TINT 05/15/29 N/A 912833XS4 2029-05-15 0.00 0.00 38334610.50 31731588.85 U.S. Treasuries (including strips) TINT 05/15/36 N/A 912833Y20 2036-05-15 0.00 0.00 871145.87 522221.46 U.S. Treasuries (including strips) TINT 11/15/36 N/A 912833Y38 2036-11-15 0.00 0.00 26887291.56 15698682.92 U.S. Treasuries (including strips) TINT 08/15/37 N/A 912833Z52 2037-08-15 0.00 0.00 180196000.02 101203119.10 U.S. Treasuries (including strips) TINT 02/15/38 N/A 912833Z60 2038-02-15 0.00 0.00 1250203.26 683119.81 U.S. Treasuries (including strips) TINT 11/15/37 N/A 912834AD0 2037-11-15 0.00 0.00 35.29 19.53 U.S. Treasuries (including strips) TINT 08/15/38 N/A 912834AT5 2038-08-15 0.00 0.00 113667.84 60583.48 U.S. Treasuries (including strips) TINT 02/15/39 N/A 912834AU2 2039-02-15 0.00 0.00 101.86 52.92 U.S. Treasuries (including strips) TINT 08/15/39 N/A 912834EP9 2039-08-15 0.00 0.00 12163930.02 6136349.94 U.S. Treasuries (including strips) TINT 02/15/40 N/A 912834FB9 2040-02-15 0.00 0.00 295.41 145.23 U.S. Treasuries (including strips) TINT 02/15/41 N/A 912834JP4 2041-02-15 0.00 0.00 165864000.00 77205711.26 U.S. Treasuries (including strips) TINT 08/15/41 N/A 912834KP2 2041-08-15 0.00 0.00 14700000.00 6672359.40 U.S. Treasuries (including strips) TINT 08/15/42 N/A 912834LR7 2042-08-15 0.00 0.00 0.16 0.07 U.S. Treasuries (including strips) TINT 08/15/43 N/A 912834MT2 2043-08-15 0.00 0.00 15701016.57 6458346.25 U.S. Treasuries (including strips) TINT 11/15/43 N/A 912834MZ8 2043-11-15 0.00 0.00 1140857.39 464164.67 U.S. Treasuries (including strips) TINT 02/15/44 N/A 912834NF1 2044-02-15 0.00 0.00 0.09 0.04 U.S. Treasuries (including strips) TINT 08/15/45 N/A 912834PM4 2045-08-15 0.00 0.00 343.46 128.88 U.S. Treasuries (including strips) TINT 02/15/46 N/A 912834PZ5 2046-02-15 0.00 0.00 58000.00 21256.77 U.S. Treasuries (including strips) TINT 05/15/46 N/A 912834QH4 2046-05-15 0.00 0.00 23679910.13 8577715.93 U.S. Treasuries (including strips) TINT 08/15/46 N/A 912834QP6 2046-08-15 0.00 0.00 581023.21 208237.56 U.S. Treasuries (including strips) TINT 02/15/47 N/A 912834RB6 2047-02-15 0.00 0.00 20139735.02 7061313.33 U.S. Treasuries (including strips) TINT 08/15/47 N/A 912834RR1 2047-08-15 0.00 0.00 5.21 1.79 U.S. Treasuries (including strips) TINT 11/15/48 N/A 912834UB2 2048-11-15 0.00 0.00 296000.00 96185.79 U.S. Treasuries (including strips) TINT 02/15/49 N/A 912834UH9 2049-02-15 0.00 0.00 747000.00 239518.08 U.S. Treasuries (including strips) TINT 02/15/50 N/A 912834VM7 2050-02-15 0.00 0.00 1032999.99 318648.47 U.S. Treasuries (including strips) TINT 02/15/51 N/A 912834WR5 2051-02-15 0.00 0.00 48000.00 14315.52 U.S. Treasuries (including strips) TINT 08/15/51 N/A 912834XG8 2051-08-15 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 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 2250000000.00 2250000000.00 0.0674 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) TRI-PARTY CREDIT AGRICOLE CIB (NEW 4.580000% N/A 254900BN8XS34XZDJ223 0001330437 BYDBQ81T7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375000 0.00 127101400.00 104786238.85 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3.000000 0.00 100000900.00 77692929.63 U.S. Treasuries (including strips) 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.250000 0.00 44926400.00 22730621.03 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375000 0.00 105140100.00 68134124.89 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875000 0.00 144000600.00 86255612.76 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875000 0.00 175741700.00 103732617.13 U.S. Treasuries (including strips) 2 BOND 41 N/A 912810TC2 2041-11-15 2.000000 0.00 104001100.00 73108767.28 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375000 0.00 121001500.00 105483356.14 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625000 0.00 94580600.00 82652054.63 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.250000 0.00 88443000.00 86775659.12 U.S. Treasuries (including strips) BILL 01/16/25 N/A 912797LY1 2025-01-16 0.00 0.00 151074500.00 150174095.98 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375000 0.00 80001700.00 86597707.12 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.250000 0.00 96000500.00 94928332.43 U.S. Treasuries (including strips) 3 BOND 42 N/A 912810QW1 2042-05-15 3.000000 0.00 113102700.00 92610325.40 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625000 0.00 95000600.00 84607304.08 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375000 0.00 122025800.00 103423607.30 U.S. Treasuries (including strips) 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125000 0.00 85095800.00 69826580.58 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3.000000 0.00 102637200.00 79775196.93 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2.000000 0.00 178161500.00 109704880.24 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 1650000000.00 1650000000.00 0.0495 N Y Y N FIXED INCOME CLEARING CORPORATION - GS FIXED INCOME CLEARING CORPORATION - GS 4.590000% N/A 549300H47WTHXPU08X20 BYDBQ8209 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.750000 0.00 42700000.00 33968626.97 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375000 0.00 30400000.00 25889225.17 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3.000000 0.00 750800.00 589460.07 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375000 0.00 24510000.00 20311320.55 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375000 0.00 694018000.00 470861028.77 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625000 0.00 24700000.00 13843793.09 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875000 0.00 133200000.00 80251110.56 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875000 0.00 700912800.00 422290019.55 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375000 0.00 480260000.00 323496656.33 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375000 0.00 18630000.00 12548916.64 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625000 0.00 658776000.00 573534294.78 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.750000 0.00 18500000.00 19545897.81 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.250000 0.00 89803500.00 88620235.43 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.250000 0.00 265460800.00 242351069.44 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1.000000 0.00 10000000.00 8976540.43 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.250000 0.00 21000000.00 18915822.24 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875000 0.00 44753700.00 41082983.71 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375000 0.00 77553200.00 72523241.76 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875000 0.00 53500.00 55255.00 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875000 0.00 358349600.00 329280953.43 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2.000000 0.00 9790000.00 6063611.45 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-12-02 2024-12-02 2024-12-02 N N N 0.0459 2750000000.00 2750000000.00 0.0824 N Y Y N FIXED INCOME CLEARING CORPORATION - WFBK FIXED INCOME CLEARING CORPORATION - WFBK 4.580000% N/A 549300H47WTHXPU08X20 BYDBQ8225 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 5 BOND 37 N/A 912810PU6 2037-05-15 5.000000 0.00 11940300.00 12851460.73 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.250000 0.00 6588000.00 6506405.29 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.750000 0.00 15813600.00 12580006.54 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125000 0.00 20179800.00 16906623.50 U.S. Treasuries (including strips) 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.750000 0.00 50295800.00 45476319.44 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375000 0.00 28179400.00 23998119.47 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.250000 0.00 2552400.00 1758496.34 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3.000000 0.00 851400.00 672835.29 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.750000 0.00 117010200.00 87965366.04 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125000 0.00 1944600.00 1544443.25 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3.000000 0.00 204819600.00 160322604.17 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375000 0.00 1840700.00 1525379.34 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375000 0.00 9259300.00 6282032.34 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375000 0.00 48805500.00 25762354.00 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125000 0.00 100000000.00 63128548.90 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375000 0.00 219008400.00 142697500.31 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875000 0.00 102996200.00 73089174.35 U.S. Treasuries (including strips) 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.250000 0.00 12600000.00 9399526.49 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875000 0.00 1922000.00 1141285.79 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.250000 0.00 3485400.00 2289820.59 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375000 0.00 145682400.00 109918832.43 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3.000000 0.00 318239700.00 247172098.14 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4.000000 0.00 58766400.00 54667088.71 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4.000000 0.00 73899400.00 69870475.73 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625000 0.00 69301500.00 60918068.16 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625000 0.00 23634900.00 20576684.19 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875000 0.00 101571300.00 93963266.22 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125000 0.00 389304300.00 374717376.60 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375000 0.00 205046900.00 205042778.97 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.750000 0.00 23387300.00 24709501.40 U.S. Treasuries (including strips) 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.750000 0.00 99800.00 103523.24 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625000 0.00 85214900.00 88418526.39 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625000 0.00 3385900.00 3262089.33 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.750000 0.00 214730000.00 192714548.22 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.500000 0.00 81979600.00 77860786.27 U.S. Treasuries (including strips) 0 3/8 NOTE Y 25 N/A 912828ZL7 2025-04-30 0.375000 0.00 539300.00 530489.14 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.500000 0.00 8999900.00 8251527.28 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.500000 0.00 49998500.00 45666340.82 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625000 0.00 12145200.00 10020522.02 U.S. Treasuries (including strips) 0 3/4 NOTE Y 26 N/A 91282CBW0 2026-04-30 0.750000 0.00 1393900.00 1327647.69 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375000 0.00 3138600.00 2832362.15 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125000 0.00 111168200.00 105008285.88 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375000 0.00 14100100.00 12736653.44 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875000 0.00 1239100.00 1137468.52 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875000 0.00 30862200.00 29490486.38 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875000 0.00 7000000.00 6666521.24 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.750000 0.00 167573000.00 160524689.09 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.500000 0.00 24000200.00 23826178.20 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625000 0.00 4794200.00 4747918.11 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.500000 0.00 50000400.00 49140586.47 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4.000000 0.00 110009600.00 111353338.55 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125000 0.00 48002900.00 48632466.63 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875000 0.00 11465200.00 11322397.32 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375000 0.00 20000000.00 20378521.44 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.500000 0.00 79979900.00 81868171.93 U.S. Treasuries (including strips) 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4.000000 0.00 25780000.00 25662075.55 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375000 0.00 184828000.00 188844010.06 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.750000 0.00 41106100.00 41139010.78 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625000 0.00 1248800.00 1215340.54 U.S. Treasuries (including strips) 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.500000 0.00 3093000.00 2863129.85 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 3250000000.00 3250000000.00 0.0974 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NE 4.580000% N/A 549300HXQQQCCUBS2Z23 0001000275 BYDBQ82S8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 7 5/8 TPRN 25 N/A 912803BE2 2025-02-15 0.00 0.00 500.00 496.07 U.S. Treasuries (including strips) 6 7/8 TPRN 25 N/A 912803BF9 2025-08-15 0.00 0.00 20000.00 19469.56 U.S. Treasuries (including strips) 6 TPRN 26 N/A 912803BG7 2026-02-15 0.00 0.00 30000.00 28549.20 U.S. Treasuries (including strips) 6 3/4 TPRN 26 N/A 912803BH5 2026-08-15 0.00 0.00 40000.00 37345.56 U.S. Treasuries (including strips) 6 1/2 TPRN 26 N/A 912803BJ1 2026-11-15 0.00 0.00 225000.00 208720.35 U.S. Treasuries (including strips) 6 1/8 TPRN 27 N/A 912803BM4 2027-11-15 0.00 0.00 1665100.00 1477246.75 U.S. Treasuries (including strips) 5 1/2 TPRN 28 N/A 912803BP7 2028-08-15 0.00 0.00 100.00 86.29 U.S. Treasuries (including strips) 5 1/4 TPRN 28 N/A 912803BV4 2028-11-15 0.00 0.00 100.00 85.16 U.S. Treasuries (including strips) 6 1/4 TPRN 30 N/A 912803CH4 2030-05-15 0.00 0.00 1200.00 961.03 U.S. Treasuries (including strips) 5 3/8 TPRN 31 N/A 912803CK7 2031-02-15 0.00 0.00 100.00 77.80 U.S. Treasuries (including strips) 4 1/2 TPRN 36 N/A 912803CX9 2036-02-15 0.00 0.00 100.00 63.58 U.S. Treasuries (including strips) 4 3/4 TPRN 37 N/A 912803CZ4 2037-02-15 0.00 0.00 400000.00 241742.00 U.S. Treasuries (including strips) 4 1/4 TPRN 39 N/A 912803DG5 2039-05-15 0.00 0.00 500200.00 270418.12 U.S. Treasuries (including strips) 4 3/8 TPRN 39 N/A 912803DJ9 2039-11-15 0.00 0.00 397000.00 209400.43 U.S. Treasuries (including strips) 4 3/4 TPRN 41 N/A 912803DQ3 2041-02-15 0.00 0.00 165000.00 82347.04 U.S. Treasuries (including strips) 3 3/4 TPRN 41 N/A 912803DT7 2041-08-15 0.00 0.00 400.00 193.55 U.S. Treasuries (including strips) 3 1/8 TPRN 41 N/A 912803DU4 2041-11-15 0.00 0.00 2100.00 1000.03 U.S. Treasuries (including strips) 3 1/8 TPRN 42 N/A 912803DV2 2042-02-15 0.00 0.00 22000.00 10311.80 U.S. Treasuries (including strips) 2 3/4 TPRN 42 N/A 912803DY6 2042-08-15 0.00 0.00 824800.00 374362.70 U.S. Treasuries (including strips) 2 3/4 TPRN 42 N/A 912803DZ3 2042-11-15 0.00 0.00 100.00 44.77 U.S. Treasuries (including strips) 3 1/8 TPRN 43 N/A 912803EA7 2043-02-15 0.00 0.00 464000.00 205476.83 U.S. Treasuries (including strips) 3 3/4 TPRN 43 N/A 912803EE9 2043-11-15 0.00 0.00 55000.00 23520.26 U.S. Treasuries (including strips) 3 3/8 TPRN 44 N/A 912803EH2 2044-05-15 0.00 0.00 19500.00 8112.45 U.S. Treasuries (including strips) 3 TPRN 44 N/A 912803EK5 2044-11-15 0.00 0.00 132000.00 53421.06 U.S. Treasuries (including strips) 3 TPRN 45 N/A 912803EQ2 2045-11-15 0.00 0.00 130000.00 50495.25 U.S. Treasuries (including strips) 2 7/8 TPRN 46 N/A 912803EV1 2046-11-15 0.00 0.00 900.00 332.58 U.S. Treasuries (including strips) 3 TPRN 47 N/A 912803EW9 2047-02-15 0.00 0.00 45000.00 16406.19 U.S. Treasuries (including strips) 2 3/4 TPRN 47 N/A 912803EZ2 2047-08-15 0.00 0.00 180000.00 64249.20 U.S. Treasuries (including strips) 3 TPRN 48 N/A 912803FE8 2048-08-15 0.00 0.00 100.00 34.22 U.S. Treasuries (including strips) 1 5/8 TPRN 50 N/A 912803FT5 2050-11-15 0.00 0.00 32000.00 10056.67 U.S. Treasuries (including strips) 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625000 0.00 4000.00 8274.58 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.500000 0.00 216820900.00 207105609.49 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375000 0.00 1782000.00 1608127.62 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625000 0.00 111859400.00 109270221.68 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625000 0.00 8359800.00 8566618.33 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375000 0.00 148800.00 153906.59 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375000 0.00 86674100.00 89338588.72 U.S. Treasuries (including strips) TINT 08/15/31 N/A 9128334S6 2031-08-15 0.00 0.00 0.38 0.29 U.S. Treasuries (including strips) TINT 02/15/33 N/A 9128334V9 2033-02-15 0.00 0.00 13.70 9.62 U.S. Treasuries (including strips) TINT 08/15/33 N/A 9128334W7 2033-08-15 0.00 0.00 35481.01 24331.32 U.S. Treasuries (including strips) TINT 02/15/34 N/A 9128334X5 2034-02-15 0.00 0.00 15.00 10.07 U.S. Treasuries (including strips) TINT 08/15/34 N/A 9128334Y3 2034-08-15 0.00 0.00 5702390.00 3742529.88 U.S. Treasuries (including strips) TINT 02/15/35 N/A 9128334Z0 2035-02-15 0.00 0.00 78000.00 49952.14 U.S. Treasuries (including strips) TINT 08/15/35 N/A 9128335A4 2035-08-15 0.00 0.00 1.00 0.63 U.S. Treasuries (including strips) TINT 02/15/36 N/A 9128335B2 2036-02-15 0.00 0.00 1588130.00 970584.06 U.S. Treasuries (including strips) TINT 11/15/31 N/A 9128337Q7 2031-11-15 0.00 0.00 1.00 0.74 U.S. Treasuries (including strips) TINT 05/15/33 N/A 9128337T1 2033-05-15 0.00 0.00 1.00 0.69 U.S. Treasuries (including strips) TINT 11/15/33 N/A 9128337U8 2033-11-15 0.00 0.00 138.00 93.64 U.S. Treasuries (including strips) TINT 11/15/34 N/A 9128337W4 2034-11-15 0.00 0.00 98809.65 64062.25 U.S. Treasuries (including strips) TINT 02/15/25 N/A 912833LU2 2025-02-15 0.00 0.00 70.00 69.38 U.S. Treasuries (including strips) TINT 08/15/25 N/A 912833LW8 2025-08-15 0.00 0.00 44.00 42.69 U.S. Treasuries (including strips) TINT 11/15/25 N/A 912833LX6 2025-11-15 0.00 0.00 6.00 5.76 U.S. Treasuries (including strips) TINT 08/15/26 N/A 912833PA2 2026-08-15 0.00 0.00 2.09 1.94 U.S. Treasuries (including strips) TINT 02/15/27 N/A 912833PC8 2027-02-15 0.00 0.00 120.00 109.38 U.S. Treasuries (including strips) TINT 05/15/27 N/A 912833PD6 2027-05-15 0.00 0.00 4.00 3.61 U.S. Treasuries (including strips) TINT 08/15/27 N/A 912833PE4 2027-08-15 0.00 0.00 20.00 17.84 U.S. Treasuries (including strips) TINT 02/15/28 N/A 912833RY8 2028-02-15 0.00 0.00 3800258.47 3321737.52 U.S. Treasuries (including strips) TINT 08/15/28 N/A 912833RZ5 2028-08-15 0.00 0.00 805000.00 689066.31 U.S. Treasuries (including strips) TINT 05/15/28 N/A 912833WQ9 2028-05-15 0.00 0.00 5795850.00 5011961.29 U.S. Treasuries (including strips) TINT 11/15/28 N/A 912833WR7 2028-11-15 0.00 0.00 1661918.13 1407857.38 U.S. Treasuries (including strips) TINT 05/15/35 N/A 912833X88 2035-05-15 0.00 0.00 34.64 21.93 U.S. Treasuries (including strips) TINT 11/15/35 N/A 912833X96 2035-11-15 0.00 0.00 647000.00 400240.67 U.S. Treasuries (including strips) TINT 02/15/29 N/A 912833XN5 2029-02-15 0.00 0.00 1.00 0.84 U.S. Treasuries (including strips) TINT 08/15/29 N/A 912833XP0 2029-08-15 0.00 0.00 60.00 49.21 U.S. Treasuries (including strips) TINT 05/15/29 N/A 912833XS4 2029-05-15 0.00 0.00 386000.00 320138.75 U.S. Treasuries (including strips) TINT 11/15/29 N/A 912833XT2 2029-11-15 0.00 0.00 6078.00 4929.36 U.S. Treasuries (including strips) TINT 05/15/30 N/A 912833XU9 2030-05-15 0.00 0.00 383996.00 305072.53 U.S. Treasuries (including strips) TINT 02/15/30 N/A 912833XX3 2030-02-15 0.00 0.00 2809997.44 2257161.35 U.S. Treasuries (including strips) TINT 08/15/30 N/A 912833XY1 2030-08-15 0.00 0.00 1022000.00 802637.92 U.S. Treasuries (including strips) TINT 05/15/36 N/A 912833Y20 2036-05-15 0.00 0.00 354000.00 213846.09 U.S. Treasuries (including strips) TINT 11/15/36 N/A 912833Y38 2036-11-15 0.00 0.00 2169000.00 1276528.08 U.S. Treasuries (including strips) TINT 05/15/37 N/A 912833Y46 2037-05-15 0.00 0.00 49.00 28.14 U.S. Treasuries (including strips) TINT 08/15/37 N/A 912833Z52 2037-08-15 0.00 0.00 85.00 48.12 U.S. Treasuries (including strips) TINT 02/15/38 N/A 912833Z60 2038-02-15 0.00 0.00 8209920.00 4520882.76 U.S. Treasuries (including strips) TINT 11/15/37 N/A 912834AD0 2037-11-15 0.00 0.00 364000.00 203152.04 U.S. Treasuries (including strips) TINT 05/15/38 N/A 912834AE8 2038-05-15 0.00 0.00 141000.00 76746.58 U.S. Treasuries (including strips) TINT 08/15/38 N/A 912834AT5 2038-08-15 0.00 0.00 1.00 0.54 U.S. Treasuries (including strips) TINT 08/15/39 N/A 912834EP9 2039-08-15 0.00 0.00 377999.35 192428.89 U.S. Treasuries (including strips) TINT 11/15/39 N/A 912834EV6 2039-11-15 0.00 0.00 990000.00 497040.39 U.S. Treasuries (including strips) TINT 05/15/40 N/A 912834HV3 2040-05-15 0.00 0.00 926000.00 453164.95 U.S. Treasuries (including strips) TINT 08/15/40 N/A 912834JB5 2040-08-15 0.00 0.00 393000.00 189574.95 U.S. Treasuries (including strips) TINT 11/15/40 N/A 912834JH2 2040-11-15 0.00 0.00 0.01 0.00 U.S. Treasuries (including strips) TINT 02/15/41 N/A 912834JP4 2041-02-15 0.00 0.00 231000.00 108514.33 U.S. Treasuries (including strips) TINT 05/15/45 N/A 912834KB3 2045-05-15 0.00 0.00 63.00 24.11 U.S. Treasuries (including strips) TINT 08/15/41 N/A 912834KP2 2041-08-15 0.00 0.00 3.71 1.70 U.S. Treasuries (including strips) TINT 02/15/42 N/A 912834LB2 2042-02-15 0.00 0.00 663000.00 295507.72 U.S. Treasuries (including strips) TINT 11/15/42 N/A 912834LX4 2042-11-15 0.00 0.00 1445534.62 619846.69 U.S. Treasuries (including strips) TINT 02/15/43 N/A 912834MD7 2043-02-15 0.00 0.00 397000.00 168345.47 U.S. Treasuries (including strips) TINT 08/15/43 N/A 912834MT2 2043-08-15 0.00 0.00 960000.00 398903.04 U.S. Treasuries (including strips) TINT 02/15/44 N/A 912834NF1 2044-02-15 0.00 0.00 806998.00 326485.57 U.S. Treasuries (including strips) TINT 05/15/44 N/A 912834NP9 2044-05-15 0.00 0.00 1.01 0.40 U.S. Treasuries (including strips) TINT 08/15/44 N/A 912834NV6 2044-08-15 0.00 0.00 330000.00 130448.67 U.S. Treasuries (including strips) TINT 02/15/45 N/A 912834PH5 2045-02-15 0.00 0.00 7468720.00 2888146.56 U.S. Treasuries (including strips) TINT 08/15/45 N/A 912834PM4 2045-08-15 0.00 0.00 515000.00 194722.02 U.S. Treasuries (including strips) TINT 02/15/46 N/A 912834PZ5 2046-02-15 0.00 0.00 552000.00 203729.95 U.S. Treasuries (including strips) TINT 05/15/46 N/A 912834QH4 2046-05-15 0.00 0.00 40000.00 14608.68 U.S. Treasuries (including strips) TINT 08/15/46 N/A 912834QP6 2046-08-15 0.00 0.00 1.00 0.36 U.S. Treasuries (including strips) TINT 11/15/46 N/A 912834QV3 2046-11-15 0.00 0.00 50000.00 17827.55 U.S. Treasuries (including strips) TINT 02/15/47 N/A 912834RB6 2047-02-15 0.00 0.00 915000.00 323370.15 U.S. Treasuries (including strips) TINT 05/15/47 N/A 912834RK6 2047-05-15 0.00 0.00 1.00 0.35 U.S. Treasuries (including strips) TINT 08/15/47 N/A 912834RR1 2047-08-15 0.00 0.00 1895000.00 654184.32 U.S. Treasuries (including strips) TINT 02/15/48 N/A 912834TF5 2048-02-15 0.00 0.00 117000.00 39552.08 U.S. Treasuries (including strips) TINT 05/15/48 N/A 912834TP3 2048-05-15 0.00 0.00 2120000.00 708947.08 U.S. Treasuries (including strips) TINT 08/15/48 N/A 912834TV0 2048-08-15 0.00 0.00 869737.00 287844.68 U.S. Treasuries (including strips) TINT 11/15/48 N/A 912834UB2 2048-11-15 0.00 0.00 233854.00 76462.54 U.S. Treasuries (including strips) TINT 02/15/49 N/A 912834UH9 2049-02-15 0.00 0.00 3.51 1.13 U.S. Treasuries (including strips) TINT 11/15/47 N/A 912834SZ2 2047-11-15 0.00 0.00 21.36 7.30 U.S. Treasuries (including strips) TINT 11/15/41 N/A 912834KV9 2041-11-15 0.00 0.00 20.00 9.03 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 445000000.00 445000000.00 0.0133 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 4.580000% N/A VYVVCKR63DVZZN70PB21 0000276523 BYDBQ8357 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 3/4 NOTE H 25 N/A 9128283Z1 2025-02-28 2.750000 0.00 208400.00 208901.41 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 N/A 9128284Z0 2025-08-31 2.750000 0.00 1070600.00 1064286.69 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 N/A 9128285N6 2025-11-30 2.875000 0.00 96900.00 96826.98 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625000 0.00 36171500.00 34319813.67 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.250000 0.00 9957800.00 9728589.28 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375000 0.00 1175300.00 1146501.18 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875000 0.00 292700.00 284286.21 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625000 0.00 47900500.00 46126909.89 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.500000 0.00 207425500.00 196819847.67 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625000 0.00 10270300.00 9471899.41 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625000 0.00 105332100.00 87298055.60 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.500000 0.00 104829100.00 95636554.14 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 N/A 91282CAB7 2025-07-31 0.250000 0.00 97700.00 95089.95 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375000 0.00 21082200.00 19093347.75 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.500000 0.00 30802900.00 27730050.50 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375000 0.00 804500.00 774425.18 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625000 0.00 13972400.00 12581832.13 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125000 0.00 1342400.00 1128295.91 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125000 0.00 161600.00 147164.75 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.250000 0.00 23853600.00 21746574.30 U.S. Treasuries (including strips) 0 3/4 NOTE Y 26 N/A 91282CBW0 2026-04-30 0.750000 0.00 70850100.00 67441489.57 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625000 0.00 153468800.00 131552143.66 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625000 0.00 193862600.00 182930499.36 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125000 0.00 12174200.00 10929862.37 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 N/A 91282CCW9 2026-08-31 0.750000 0.00 92158000.00 86897680.43 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375000 0.00 101619900.00 91559582.64 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.250000 0.00 83376600.00 79155480.12 U.S. Treasuries (including strips) 1 NOTE AV 24 N/A 91282CDN8 2024-12-15 1.000000 0.00 13435200.00 13472064.07 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375000 0.00 8300.00 7485.97 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.750000 0.00 5092900.00 4656138.38 U.S. Treasuries (including strips) 1 3/4 NOTE AL 25 N/A 91282CED9 2025-03-15 1.750000 0.00 8169600.00 8133193.74 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.500000 0.00 475400.00 459577.68 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875000 0.00 113731400.00 104244026.47 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.250000 0.00 823400.00 815805.71 U.S. Treasuries (including strips) 3 NOTE AQ 25 N/A 91282CEY3 2025-07-15 3.000000 0.00 21713500.00 21770486.60 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.750000 0.00 198600.00 181179.44 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125000 0.00 62335000.00 61115997.75 U.S. Treasuries (including strips) 3 1/2 NOTE AS 25 N/A 91282CFK2 2025-09-15 3.500000 0.00 218200.00 218218.19 U.S. Treasuries (including strips) 4 1/2 NOTE AU 25 N/A 91282CFW6 2025-11-15 4.500000 0.00 11258300.00 11286821.00 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875000 0.00 14945200.00 15049863.12 U.S. Treasuries (including strips) 4 NOTE AV 25 N/A 91282CGA3 2025-12-15 4.000000 0.00 2442900.00 2477861.24 U.S. Treasuries (including strips) 4 1/4 NOTE BM 24 N/A 91282CGD7 2024-12-31 4.250000 0.00 5481600.00 5574997.41 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 N/A 91282CGE5 2026-01-15 3.875000 0.00 547600.00 552632.42 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625000 0.00 263000.00 266483.75 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625000 0.00 85813200.00 84884553.15 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.500000 0.00 54020600.00 53032556.04 U.S. Treasuries (including strips) 4 1/4 NOTE BC 25 N/A 91282CHD6 2025-05-31 4.250000 0.00 18527800.00 18898928.14 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.750000 0.00 73900.00 73811.58 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.500000 0.00 15139100.00 15444163.72 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4.000000 0.00 44228100.00 44446992.56 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875000 0.00 144544400.00 142356819.52 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625000 0.00 3892800.00 3954252.45 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625000 0.00 18941000.00 19387186.05 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875000 0.00 78669900.00 80974643.84 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375000 0.00 21619000.00 22322405.82 U.S. Treasuries (including strips) 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4.000000 0.00 86286000.00 87182020.05 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125000 0.00 32385600.00 32696656.98 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.250000 0.00 260300.00 264108.01 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.250000 0.00 706900.00 713780.43 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125000 0.00 81631400.00 81944085.08 U.S. Treasuries (including strips) 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.500000 0.00 87146600.00 87978029.28 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.500000 0.00 247408600.00 256523639.76 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625000 0.00 19677200.00 20298805.54 U.S. Treasuries (including strips) 4 5/8 NOTE BD 26 N/A 91282CKY6 2026-06-30 4.625000 0.00 775200.00 793946.86 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4.000000 0.00 125960000.00 126849047.60 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875000 0.00 526700.00 516942.72 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.750000 0.00 19161300.00 19173816.24 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875000 0.00 341100.00 340006.61 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2024-12-02 2024-12-02 2024-12-02 N N N 0.0458 2615000000.00 2615000000.00 0.0784 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 4.570000% N/A FOR8UP27PHTHYVLBNG30 0000769993 BYDBR9RV1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 8652000.00 7767670.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 232033600.00 216631635.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJU6 2026-01-31 4.709274 0.00 700.00 703.10 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2024-12-02 2024-12-02 2024-12-02 N N N 0.0457 220000000.00 220000000.00 0.0066 N Y Y N BlackRock Funds 2024-12-05 /s/ Chuck Pulsfort Chuck Pulsfort Assistant Treasurer