N-MFP3 0000844779 XXXXXXXX 2026-04-30 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 12 12 66679678042.03 66679678042.03 1.0000 1.0000 2026-04-01 67479638097.91 67479638097.91 1.0000 1.0000 2026-04-02 67468576650.46 67468576650.46 1.0000 1.0000 2026-04-06 68661223513.53 68661223513.53 1.0000 1.0000 2026-04-07 67904083819.87 67904083819.87 1.0000 1.0000 2026-04-08 67728678632.26 67728678632.26 1.0000 1.0000 2026-04-09 67738992185.32 67738992185.32 1.0000 1.0000 2026-04-10 67749686501.17 67749686501.17 1.0000 1.0000 2026-04-13 67809035588.26 67809035588.26 1.0000 1.0000 2026-04-14 67815856243.35 67815856243.35 1.0000 1.0000 2026-04-15 69875744587.07 69875744587.07 1.0000 1.0000 2026-04-16 70034578132.74 70034578132.74 1.0000 1.0000 2026-04-17 71041519252.54 71041519252.54 1.0000 1.0000 2026-04-20 69835753846.86 69916215270.09 0.9988 1.0000 2026-04-21 70297091877.43 70297091877.43 1.0000 1.0000 2026-04-22 68186620721.03 68186620721.03 1.0000 1.0000 2026-04-23 67975620166.40 67975620166.40 1.0000 1.0000 2026-04-24 67487365688.95 67487365688.95 1.0000 1.0000 2026-04-27 67494140586.59 67494140586.59 1.0000 1.0000 2026-04-28 67500903328.66 67500903328.66 1.0000 1.0000 2026-04-29 67054714265.80 67054714265.80 1.0000 1.0000 2026-04-30 1003523872.62 66108672886.51 66108582543.25 4945043.37 749975131.90 66367076327.34 66362008999.6600 Y 1.0000 0.0368 2026-04-01 0.0368 2026-04-02 0.0368 2026-04-06 0.0368 2026-04-07 0.0367 2026-04-08 0.0367 2026-04-09 0.0366 2026-04-10 0.0366 2026-04-13 0.0366 2026-04-14 0.0367 2026-04-15 0.0368 2026-04-16 0.0369 2026-04-17 0.0369 2026-04-20 0.0369 2026-04-21 0.0368 2026-04-22 0.0368 2026-04-23 0.0369 2026-04-24 0.0369 2026-04-27 0.0369 2026-04-28 0.0369 2026-04-29 0.0369 2026-04-30 1.0001 2026-04-01 1.0001 2026-04-02 1.0001 2026-04-06 1.0001 2026-04-07 1.0001 2026-04-08 1.0001 2026-04-09 1.0001 2026-04-10 1.0001 2026-04-13 1.0001 2026-04-14 1.0001 2026-04-15 1.0001 2026-04-16 1.0001 2026-04-17 1.0001 2026-04-20 1.0001 2026-04-21 1.0001 2026-04-22 1.0001 2026-04-23 1.0001 2026-04-24 1.0001 2026-04-27 1.0001 2026-04-28 1.0001 2026-04-29 1.0001 2026-04-30 N N Institutional Shares C000237396 2000000000.00 66367076327.34 66362008999.6600 1.0001 2026-04-01 1.0001 2026-04-02 1.0001 2026-04-06 1.0001 2026-04-07 1.0001 2026-04-08 1.0001 2026-04-09 1.0001 2026-04-10 1.0001 2026-04-13 1.0001 2026-04-14 1.0001 2026-04-15 1.0001 2026-04-16 1.0001 2026-04-17 1.0001 2026-04-20 1.0001 2026-04-21 1.0001 2026-04-22 1.0001 2026-04-23 1.0001 2026-04-24 1.0001 2026-04-27 1.0001 2026-04-28 1.0001 2026-04-29 1.0001 2026-04-30 700000000.00 0.00 2026-04-07 500000000.00 0.00 2026-04-09 400000000.00 0.00 2026-04-16 0.00 700000000.00 2026-04-20 300000000.00 0.00 2026-04-23 0.00 500000000.00 2026-04-27 0.00 800000000.00 2026-04-30 1900000000.00 2000000000.00 0.0359 2026-04-01 0.0359 2026-04-02 0.0359 2026-04-06 0.0359 2026-04-07 0.0359 2026-04-08 0.0358 2026-04-09 0.0357 2026-04-10 0.0357 2026-04-13 0.0357 2026-04-14 0.0358 2026-04-15 0.0359 2026-04-16 0.0360 2026-04-17 0.0360 2026-04-20 0.0360 2026-04-21 0.0359 2026-04-22 0.0359 2026-04-23 0.0360 2026-04-24 0.0360 2026-04-27 0.0360 2026-04-28 0.0360 2026-04-29 0.0360 2026-04-30 Y 5881333.19 Depository institution or other banking institution 1.00 0.00 N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-14 2026-05-14 2026-05-14 N N N 0.0364 1240722822.53 1240722822.53 0.0187 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-11 2026-06-11 2026-06-11 N N N 0.0367 14639730.00 14639730.00 0.0002 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-09 2026-07-09 2026-07-09 N N N 0.0368 653663302.53 653663302.53 0.0098 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797SP3 254900HROIFWPRGM1V77 US912797SP38 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-07 2026-05-07 2026-05-07 N N N 0.0365 899660231.08 899660231.08 0.0136 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797SV0 254900HROIFWPRGM1V77 US912797SV06 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-21 2026-05-21 2026-05-21 N N N 0.0364 2602926381.38 2602926381.38 0.0392 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797SX6 254900HROIFWPRGM1V77 US912797SX61 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-04 2026-06-04 2026-06-04 N N N 0.0366 1175683230.10 1175683230.10 0.0177 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797TD9 254900HROIFWPRGM1V77 US912797TD98 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-18 2026-06-18 2026-06-18 N N N 0.0367 3222004553.01 3222004553.01 0.0485 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-02 2026-07-02 2026-07-02 N N N 0.0368 684229381.86 684229381.86 0.0103 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797TL1 254900HROIFWPRGM1V77 US912797TL15 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-05 2026-05-05 2026-05-05 N N N 0.0362 548784061.83 548784061.83 0.0083 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797TP2 254900HROIFWPRGM1V77 US912797TP29 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-23 2026-07-23 2026-07-23 N N N 0.0368 1696729218.90 1696729218.90 0.0256 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797TR8 254900HROIFWPRGM1V77 US912797TR84 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-12 2026-05-12 2026-05-12 N N N 0.0363 107782155.94 107782155.94 0.0016 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797TS6 254900HROIFWPRGM1V77 US912797TS67 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-19 2026-05-19 2026-05-19 N N N 0.0364 602755877.74 602755877.74 0.0091 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797TT4 254900HROIFWPRGM1V77 US912797TT41 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-26 2026-05-26 2026-05-26 N N N 0.0364 2585656734.79 2585656734.79 0.0390 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797TU1 254900HROIFWPRGM1V77 US912797TU14 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-02 2026-06-02 2026-06-02 N N N 0.0366 821167497.67 821167497.67 0.0124 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797UA3 254900HROIFWPRGM1V77 US912797UA31 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-16 2026-06-16 2026-06-16 N N N 0.0366 1708588586.19 1708588586.19 0.0257 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY BILL 0.000000% 912797UC9 254900HROIFWPRGM1V77 US912797UC96 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-30 2026-06-30 2026-06-30 N N N 0.0369 545679120.96 545679120.96 0.0082 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 3.640000% N/A R0MUWSFPU8MPRO8K5P83 0000310732 BYJ3GBCN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0.00 0.00 100.00 65.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0.00 0.00 268400.00 141126.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0.00 0.00 8255600.00 4280256.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 300.00 129.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0.00 0.00 6714500.00 2255937.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0.00 0.00 500.00 163.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0.00 0.00 33900.00 8405.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803HQ9 2055-11-15 0.00 0.00 1496200.00 341821.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 1494200.00 1377171.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 96200900.00 95739587.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0.00 0.00 847611.42 643250.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0.00 0.00 4994745.90 3428893.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0.00 0.00 1207000.00 1046539.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0.00 0.00 2707246.79 2273321.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0.00 0.00 2482000.00 1489542.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0.00 0.00 12352000.00 6381512.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0.00 0.00 85424658.22 43427333.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0.00 0.00 53513619.70 25982414.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0.00 0.00 5445000.03 2414095.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 6.52 2.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0.00 0.00 12000021.94 4158571.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0.00 0.00 13978000.00 4781454.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0.00 0.00 107.59 35.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0.00 0.00 6326058.96 1807671.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0.00 0.00 7336000.00 2020627.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0.00 0.00 263.81 71.01 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 200000000.00 200000000.00 0.0030 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) TRI-PARTY CREDIT AGRICOLE CIB (NEW 3.640000% N/A 254900BN8XS34XZDJ223 0001330437 BYJ3GBD11 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 5 3/8 TPRN 31 N/A 912803CK7 2031-02-15 0.00 0.00 200.00 164.72 U.S. Treasuries (including strips) 4 5/8 TPRN 40 N/A 912803DK6 2040-02-15 0.00 0.00 200.00 103.69 U.S. Treasuries (including strips) 2 7/8 TPRN 49 N/A 912803FJ7 2049-05-15 0.00 0.00 1200.00 367.68 U.S. Treasuries (including strips) 1 1/4 TPRN 50 N/A 912803FP3 2050-05-15 0.00 0.00 19900.00 5826.72 U.S. Treasuries (including strips) 2 3/8 TPRN 51 N/A 912803FY4 2051-05-15 0.00 0.00 100.00 27.69 U.S. Treasuries (including strips) 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625000 0.00 100.00 105.13 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3.000000 0.00 10000.00 7356.23 U.S. Treasuries (including strips) 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.250000 0.00 200.00 143.98 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375000 0.00 28400.00 17876.41 U.S. Treasuries (including strips) 2 BOND 41 N/A 912810TC2 2041-11-15 2.000000 0.00 100.00 69.52 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.250000 0.00 5705600.00 3423071.57 U.S. Treasuries (including strips) 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.500000 0.00 300.00 253.19 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125000 0.00 1674400.00 1518852.13 U.S. Treasuries (including strips) 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.500000 0.00 94000.00 88731.80 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.750000 0.00 100.00 97.24 U.S. Treasuries (including strips) 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875000 0.00 3900.00 3888.91 U.S. Treasuries (including strips) 0 7/8 TPRN F 30 N/A 912821FP5 2030-11-15 0.00 0.00 800.00 665.87 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375000 0.00 200.00 267.77 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.250000 0.00 11000.00 13733.79 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 N/A 912828S50 2026-07-15 0.125000 0.00 100.00 138.10 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.250000 0.00 200.00 190.33 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125000 0.00 1000.00 1208.40 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.250000 0.00 100.00 98.77 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125000 0.00 100.00 109.25 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125000 0.00 300.00 346.02 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625000 0.00 8400.00 9424.86 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.500000 0.00 400.00 385.75 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375000 0.00 100.00 102.44 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125000 0.00 5400.00 5490.95 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875000 0.00 400.00 401.36 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.500000 0.00 100.00 99.08 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 N/A 91282CPP0 2028-12-15 3.500000 0.00 100.00 100.18 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625000 0.00 300.00 298.16 U.S. Treasuries (including strips) TINT 05/15/54 N/A 912834XP8 2054-05-15 0.00 0.00 10.32 2.44 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 5000000.00 5000000.00 0.0001 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 3.640000% N/A MBNUM2BPBDO7JBLYG310 0000315030 BYJ3GBD37 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797QN0 2026-05-14 0.00 0.00 378389500.00 377899644.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797QX8 2026-06-11 0.00 0.00 375026700.00 373489090.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SP3 2026-05-07 0.00 0.00 537764700.00 537442939.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SV0 2026-05-21 0.00 0.00 92979100.00 92793916.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SW8 2026-05-28 0.00 0.00 35174000.00 35079689.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SX6 2026-06-04 0.00 0.00 37499000.00 37371503.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TE7 2026-06-25 0.00 0.00 53411300.00 53115498.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0.00 0.00 242987800.00 241477091.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TL1 2026-05-05 0.00 0.00 242371500.00 242275358.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TR8 2026-05-12 0.00 0.00 59592000.00 59526995.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TS6 2026-05-19 0.00 0.00 25000000.00 24955062.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TT4 2026-05-26 0.00 0.00 114876600.00 114590605.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TU1 2026-06-02 0.00 0.00 177865700.00 177297319.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TZ0 2026-06-09 0.00 0.00 7113100.00 7085358.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UA3 2026-06-16 0.00 0.00 34298900.00 34141125.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UB1 2026-06-23 0.00 0.00 134999700.00 134280227.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UC9 2026-06-30 0.00 0.00 2522200.00 2506982.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 6165800.00 6642411.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 100.00 94.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 400.00 380.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 21100.00 20767.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 1089900.00 1060010.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 4000000.00 3769174.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 1700.00 1644.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 63673000.00 79662678.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 832631900.00 776955747.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 687094500.00 643525030.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 100.00 97.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 4509800.00 4409030.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 8832700.00 8751997.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 442501000.00 427827110.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 244399000.00 239480302.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 13678000.00 13689766.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 126491500.00 126693009.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 100.00 101.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 83500.00 86452.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 219916100.00 225136259.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 2389216500.00 2417643090.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 1062914000.00 1059025549.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 996609200.00 985548812.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 67701700.00 68090110.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 661327800.00 701997911.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 1175825300.00 1202693231.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 76700.00 74862.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 1955500.00 1908645.05 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 11300000000.00 11300000000.00 0.1703 N Y Y N DEUTSCHE BANK AG TRI-PARTY DEUTSCHE BANK AG 3.640000% N/A 7LTWFZYICNSX8D621K86 0001074042 BYJ3GBDF0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 400.00 385.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 1200.00 1273.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 5000.00 5225.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 5000.00 5276.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 5000.00 5234.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 5000.00 5388.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 10000000.00 8485402.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 11000000.00 9072541.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 3000000.00 2097391.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 100.00 74.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 6000.00 4575.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 36400.00 25034.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 20000000.00 13829281.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 600.00 389.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 3900.00 2901.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 7100.00 5170.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 4300.00 3080.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 2000.00 1239.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 50000000.00 28991419.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 5100.00 2668.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 100.00 72.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 100000.00 96347.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 9000000.00 8046340.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 28000000.00 26991563.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 11999600.00 10644039.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 236558000.00 236866701.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 10713900.00 10819742.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 2199800.00 2161985.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 50000000.00 49585461.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 14027800.00 14058210.10 U.S. Treasuries (including strips) CASH & EQUIVALENTS N/A USD_CCASH 2026-05-01 0.00 0.00 51456449.49 51456449.49 Cash Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 465000000.00 465000000.00 0.0070 N Y Y N FIXED INCOME CLEARING CORPORATION - BARCLAYS BANK PLC FIXED INCOME CLEARING CORPORATION - BARCLAYS BANK PLC 3.660000% N/A 549300H47WTHXPU08X20 BYJ3GBDH6 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 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875000 0.00 73414500.00 67371698.97 U.S. Treasuries (including strips) 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125000 0.00 315491600.00 247325261.28 U.S. Treasuries (including strips) 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.250000 0.00 1600.00 1174.99 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.750000 0.00 459592000.00 307005318.01 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375000 0.00 200761600.00 168031069.21 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375000 0.00 305962400.00 289323971.98 U.S. Treasuries (including strips) 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.750000 0.00 248475200.00 248985758.88 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375000 0.00 117050000.00 113164277.57 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.500000 0.00 159779000.00 152999545.77 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4.000000 0.00 309229400.00 313994213.32 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.500000 0.00 24000000.00 24881624.62 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375000 0.00 24602000.00 25298058.54 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875000 0.00 106013000.00 106488547.81 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 3.803246 0.00 237070800.00 237330155.46 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875000 0.00 6000.00 5975.95 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.750000 0.00 1022600.00 1020087.08 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875000 0.00 392553600.00 392713806.92 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 N/A 91282CQK0 2031-04-30 3.875000 0.00 982087000.00 975241853.61 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 N/A 91282CQN4 2033-04-30 4.125000 0.00 2461754200.00 2448817681.68 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-01 2026-05-01 2026-05-01 N N N 0.0366 6000000000.00 6000000000.00 0.0904 N Y Y N FIXED INCOME CLEARING CORPORATION - BNP FIXED INCOME CLEARING CORPORATION - BNP 3.640000% N/A 549300H47WTHXPU08X20 BYJ3GBDJ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125000 0.00 900.00 955.45 U.S. Treasuries (including strips) 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.500000 0.00 300.00 313.75 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.500000 0.00 288100.00 294725.98 U.S. Treasuries (including strips) 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.750000 0.00 25100.00 26080.40 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.500000 0.00 1600.00 1633.92 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.250000 0.00 5982200.00 5881758.56 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375000 0.00 2205800.00 2172228.07 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.250000 0.00 249000.00 240502.12 U.S. Treasuries (including strips) 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.750000 0.00 196000.00 175059.31 U.S. Treasuries (including strips) 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125000 0.00 6615500.00 5390965.14 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.750000 0.00 38900.00 29754.98 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.750000 0.00 257080000.00 197362500.47 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125000 0.00 169900.00 136097.23 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875000 0.00 100.00 77.54 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625000 0.00 3104900.00 2638876.93 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375000 0.00 270500.00 223423.94 U.S. Treasuries (including strips) 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125000 0.00 934800.00 732823.49 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3.000000 0.00 24999700.00 19332165.66 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.500000 0.00 20911700.00 14645519.49 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3.000000 0.00 100.00 76.82 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.500000 0.00 367900.00 254757.17 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.250000 0.00 9600.00 6248.62 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3.000000 0.00 3863900.00 2878175.05 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3.000000 0.00 250300.00 187791.31 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125000 0.00 8594900.00 6529400.37 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3.000000 0.00 348400.00 255188.92 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375000 0.00 37282100.00 29508354.13 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3.000000 0.00 21900.00 15969.82 U.S. Treasuries (including strips) 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875000 0.00 1367500.00 980696.75 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375000 0.00 5086900.00 3263464.50 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2.000000 0.00 10022200.00 5817189.53 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375000 0.00 194661000.00 94723750.45 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125000 0.00 300.00 186.62 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375000 0.00 14999700.00 9692614.87 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875000 0.00 288400.00 159530.44 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875000 0.00 400.00 276.89 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375000 0.00 19462600.00 12260092.82 U.S. Treasuries (including strips) 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.250000 0.00 25000000.00 18359166.99 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2.000000 0.00 29920900.00 16969440.89 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875000 0.00 16735800.00 9233426.48 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.250000 0.00 100.00 60.06 U.S. Treasuries (including strips) 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875000 0.00 410787800.00 287072769.66 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3.000000 0.00 501000.00 355223.83 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375000 0.00 3282700.00 2747515.42 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4.000000 0.00 581200.00 533163.55 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625000 0.00 195000.00 156197.19 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625000 0.00 60696500.00 49123615.38 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875000 0.00 4159000.00 3732354.55 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125000 0.00 116600.00 102132.54 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375000 0.00 296900.00 280754.39 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.750000 0.00 12902300.00 12691576.64 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.500000 0.00 33000.00 31608.16 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625000 0.00 5132900.00 5048076.59 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.250000 0.00 3776100.00 3378264.62 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625000 0.00 296106200.00 290527726.06 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625000 0.00 5520300.00 5259103.80 U.S. Treasuries (including strips) 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.750000 0.00 200.00 196.89 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.750000 0.00 3999000.00 3936934.59 U.S. Treasuries (including strips) 5 BOND 45 N/A 912810UL0 2045-05-15 5.000000 0.00 16287100.00 16743109.11 U.S. Treasuries (including strips) 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625000 0.00 8092400.00 7912372.94 U.S. Treasuries (including strips) 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625000 0.00 17900.00 17277.48 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.250000 0.00 7536900.00 7431358.37 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.750000 0.00 179200.00 176661.91 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875000 0.00 100.00 99.31 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875000 0.00 107060900.00 105288942.73 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125000 0.00 1253000.00 1247089.74 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875000 0.00 200.00 200.00 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.500000 0.00 539800.00 532872.66 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.500000 0.00 14240900.00 13061330.50 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.500000 0.00 100.00 96.80 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.500000 0.00 105600.00 102134.44 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625000 0.00 5000.00 4345.41 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375000 0.00 1450400.00 1381705.25 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625000 0.00 2000700.00 1900304.52 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.750000 0.00 200000.00 189806.38 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.250000 0.00 1300000.00 1238268.97 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.250000 0.00 1100.00 1044.51 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.250000 0.00 38505400.00 36679413.85 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.250000 0.00 96762800.00 84083994.37 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125000 0.00 500.00 470.10 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.250000 0.00 949400.00 937933.76 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.750000 0.00 6801900.00 6448789.47 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875000 0.00 2000.00 1897.35 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875000 0.00 6844000.00 6760215.86 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875000 0.00 2022900.00 1962961.47 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875000 0.00 388234800.00 367113934.58 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.750000 0.00 100.00 97.73 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625000 0.00 700.00 698.82 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625000 0.00 800.00 773.17 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125000 0.00 4078600.00 4092291.86 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125000 0.00 1000.00 1015.47 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875000 0.00 400.00 405.23 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625000 0.00 475900.00 474935.50 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.750000 0.00 800.00 802.41 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875000 0.00 100.00 98.56 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375000 0.00 1194100.00 1214892.91 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625000 0.00 9144800.00 9329213.89 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.500000 0.00 1000.00 1036.73 U.S. Treasuries (including strips) 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4.000000 0.00 41659200.00 42006481.68 U.S. Treasuries (including strips) 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4.000000 0.00 27587700.00 27326245.73 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.250000 0.00 836067800.00 849799241.23 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125000 0.00 100.00 100.70 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375000 0.00 1700.00 1744.76 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.500000 0.00 6154400.00 6324417.51 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625000 0.00 1000.00 1045.12 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.250000 0.00 487740000.00 499031375.02 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 3.825246 0.00 1994900.00 1995684.00 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625000 0.00 2000.00 1962.40 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875000 0.00 140790400.00 141014836.05 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.250000 0.00 39332700.00 39901330.89 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125000 0.00 292615000.00 298050601.77 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.500000 0.00 52683200.00 54507731.28 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.250000 0.00 800.00 814.56 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.250000 0.00 12065500.00 12306121.00 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.250000 0.00 6064800.00 6136825.26 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125000 0.00 738300.00 750249.35 U.S. Treasuries (including strips) 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4.000000 0.00 4148800.00 4219327.14 U.S. Treasuries (including strips) 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4.000000 0.00 900.00 904.71 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.750000 0.00 26338300.00 26645956.08 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875000 0.00 11487000.00 11541229.37 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875000 0.00 808100.00 800399.80 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375000 0.00 55156200.00 54726519.41 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625000 0.00 165283000.00 163241145.30 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.500000 0.00 19548800.00 19389622.45 U.S. Treasuries (including strips) TRFR BK 10/31/27 N/A 91282CPG0 2027-10-31 3.833246 0.00 3823800.00 3829631.29 U.S. Treasuries (including strips) 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4.000000 0.00 738286800.00 729924625.15 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.750000 0.00 1094166200.00 1083859503.09 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875000 0.00 1144300000.00 1137994110.42 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.750000 0.00 20053700.00 20004420.30 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.500000 0.00 100.00 99.62 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.250000 0.00 910700.00 916223.04 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875000 0.00 55800.00 55959.71 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875000 0.00 100.00 100.04 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 6900000000.00 6900000000.00 0.1040 N Y Y N FIXED INCOME CLEARING CORPORATION - GS FIXED INCOME CLEARING CORPORATION - GS 3.640000% N/A 549300H47WTHXPU08X20 BYJ3GBDP8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797QX8 2026-06-11 0.00 0.00 1131900.00 1127262.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 930155000.00 914760071.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 245969200.00 245069416.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 8600000.00 8181309.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 55781700.00 52982564.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 655700.00 636271.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 711500000.00 711859470.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 30585500.00 30881177.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 68100.00 70336.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 675710400.00 676134705.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 17459000.00 17666452.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 954406400.00 960294164.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 14657900.00 14599136.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 406689600.00 405059181.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 1509577600.00 1535239523.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 1037870400.00 1025048872.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 1135006400.00 1120984884.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 1623545600.00 1612405204.76 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 9150000000.00 9150000000.00 0.1379 N Y Y N FIXED INCOME CLEARING CORPORATION - CITI FIXED INCOME CLEARING CORPORATION - CITI 3.650000% N/A 549300H47WTHXPU08X20 BYJ3GBDS2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y BILL 05/12/26 N/A 912797TR8 2026-05-12 0.00 0.00 12795300.00 12781314.74 U.S. Treasuries (including strips) 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375000 0.00 49998800.00 52234484.74 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625000 0.00 28158900.00 28212385.57 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.250000 0.00 100.00 96.59 U.S. Treasuries (including strips) 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625000 0.00 2594000.00 2217598.20 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625000 0.00 32740000.00 27825962.42 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3.000000 0.00 1804700.00 1386437.14 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.500000 0.00 100.00 68.88 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.750000 0.00 200.00 141.39 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375000 0.00 116871800.00 92502687.93 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375000 0.00 3105200.00 1992118.96 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875000 0.00 10376400.00 7182677.65 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.250000 0.00 18650800.00 15559323.87 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3.000000 0.00 39794100.00 28215194.67 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375000 0.00 23303500.00 19504287.78 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625000 0.00 100.00 80.10 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.250000 0.00 18163700.00 16248825.45 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.250000 0.00 100.00 98.60 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625000 0.00 125199000.00 121615306.59 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.250000 0.00 2000.00 1985.74 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625000 0.00 200.00 186.57 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.500000 0.00 47100.00 43198.72 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875000 0.00 100.00 97.04 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.250000 0.00 3200.00 3170.20 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625000 0.00 1000.00 966.47 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125000 0.00 300.00 298.68 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.500000 0.00 11718500.00 11319575.26 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625000 0.00 100.00 99.02 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4.000000 0.00 42830100.00 43490054.81 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625000 0.00 15940800.00 16262261.91 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.750000 0.00 9000.00 9005.65 U.S. Treasuries (including strips) 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4.000000 0.00 100.00 101.35 U.S. Treasuries (including strips) 4 5/8 NOTE BD 26 N/A 91282CKY6 2026-06-30 4.625000 0.00 2045900.00 2080460.35 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 N/A 91282CMH1 2027-01-31 4.125000 0.00 42499600.00 43054371.70 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875000 0.00 215588000.00 214723707.71 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875000 0.00 49999900.00 49523462.64 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625000 0.00 3200.00 3170.32 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875000 0.00 8114800.00 8004748.94 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-01 2026-05-01 2026-05-01 N N N 0.0365 800000000.00 800000000.00 0.0121 N Y Y N FIXED INCOME CLEARING CORPORATION - WFBK FIXED INCOME CLEARING CORPORATION - WFBK 3.640000% N/A 549300H47WTHXPU08X20 BYJ3GBE02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 3414522100.00 3441291764.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 1362158500.00 1249575475.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 1629784000.00 1633132827.94 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 6200000000.00 6200000000.00 0.0934 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 3.640000% N/A FOR8UP27PHTHYVLBNG30 0000769993 BYJ3GBE93 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 411721000.00 351391612.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 97820800.00 58687534.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 23899900.00 23849897.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 170280000.00 171006006.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 92836495.36 90948201.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834B56 2052-02-15 0.00 0.00 30091404.34 7916747.57 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 690000000.00 690000000.00 0.0104 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 3.640000% N/A ZBUT11V806EZRVTWT807 0000782124 BYJ3GBEE2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.500000 0.00 1599193600.00 1531339502.67 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.250000 0.00 435371200.00 413406133.65 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.250000 0.00 470368800.00 442165293.98 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875000 0.00 398392800.00 386588421.34 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625000 0.00 286982400.00 286500677.97 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 3000000000.00 3000000000.00 0.0452 N Y Y N NOMURA SECURITIES INTERNATIONAL INC TRI-PARTY NOMURA SECURITIES INTERN 3.640000% N/A OXTKY6Q8X53C9ILVV871 0000072267 BYJ3GBES1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 09/10/26 N/A 912797UF2 2026-09-10 0.00 0.00 465300.00 459106.86 U.S. Treasuries (including strips) 6 5/8 TPRN 27 N/A 912803BK8 2027-02-15 0.00 0.00 30000.00 29149.20 U.S. Treasuries (including strips) 5 1/2 TPRN 28 N/A 912803BP7 2028-08-15 0.00 0.00 808900.00 739235.91 U.S. Treasuries (including strips) 6 1/8 TPRN 29 N/A 912803CG6 2029-08-15 0.00 0.00 12900.00 11318.25 U.S. Treasuries (including strips) 4 3/4 TPRN 55 N/A 912803HN6 2055-08-15 0.00 0.00 6002000.00 1384841.46 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125000 0.00 94300.00 77855.98 U.S. Treasuries (including strips) 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625000 0.00 2099800.00 1792116.77 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875000 0.00 14431900.00 12934003.53 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.250000 0.00 3980200.00 3558449.43 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125000 0.00 80596800.00 73109544.30 U.S. Treasuries (including strips) 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625000 0.00 28473600.00 27800727.93 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125000 0.00 1783400.00 1698707.78 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.250000 0.00 101331400.00 96430262.65 U.S. Treasuries (including strips) TINT 11/15/30 N/A 9128337N4 2030-11-15 0.00 0.00 929598.94 772428.86 U.S. Treasuries (including strips) TINT 05/15/26 N/A 912833LZ1 2026-05-15 0.00 0.00 10157.08 10141.60 U.S. Treasuries (including strips) TINT 02/15/27 N/A 912833PC8 2027-02-15 0.00 0.00 8718552.78 8459916.91 U.S. Treasuries (including strips) TINT 05/15/27 N/A 912833PD6 2027-05-15 0.00 0.00 3047562.79 2929256.40 U.S. Treasuries (including strips) TINT 08/15/27 N/A 912833PE4 2027-08-15 0.00 0.00 0.01 0.01 U.S. Treasuries (including strips) TINT 08/15/28 N/A 912833RZ5 2028-08-15 0.00 0.00 14439670.19 13188328.37 U.S. Treasuries (including strips) TINT 11/15/28 N/A 912833WR7 2028-11-15 0.00 0.00 3891978.24 3519558.73 U.S. Treasuries (including strips) TINT 05/15/30 N/A 912833XU9 2030-05-15 0.00 0.00 337830.87 286737.33 U.S. Treasuries (including strips) TINT 05/15/53 N/A 912834G93 2053-05-15 0.00 0.00 168862.20 41769.75 U.S. Treasuries (including strips) TINT 05/15/54 N/A 912834XP8 2054-05-15 0.00 0.00 168862.20 39940.30 U.S. Treasuries (including strips) TINT 08/15/54 N/A 912834XW3 2054-08-15 0.00 0.00 366218.24 86552.02 U.S. Treasuries (including strips) TINT 02/15/55 N/A 912834YK8 2055-02-15 0.00 0.00 24092023.19 5615441.04 U.S. Treasuries (including strips) TINT 05/15/55 N/A 912834YT9 2055-05-15 0.00 0.00 168862.40 39180.13 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 250000000.00 250000000.00 0.0038 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 3.640000% N/A VYVVCKR63DVZZN70PB21 0000276523 BYJ3GBF68 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 475432800.00 421724522.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 340573000.00 335062961.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 16533300.00 16937409.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 268177200.00 269581814.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 523385000.00 528493049.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 507181300.00 506960297.85 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-05-01 2026-05-01 2026-05-01 N N N 0.0364 2038000000.00 2038000000.00 0.0307 N Y Y N BlackRock Funds 2026-05-06 /s/ Chuck Pulsfort Chuck Pulsfort Assistant Treasurer