# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001410368-26-066783
**Filing Date:** 2026-6
**Character Count:** 85025
**Document Hash:** cb1628c0d5fde6945457be9fd2ce5940
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066783.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066783

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05742
- **FILM NUMBER:** 261121711

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

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

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

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

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

## Series and Classes Contracts Data

### iShares U.S. Intermediate Government Bond Index Fund (Series ID: S000075206)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000234050 | iShares U.S. Intermediate Government Bond Index Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** BlackRock Funds

- **b. Investment Company Act file number:** 811-05742

- **c. CIK number of Registrant:** 0000844779

- **d. LEI of Registrant:** 549300OZUEVJZHOBFP42

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

**Item A.2. Information about the Series.**

- **a. Name of Series:** iShares U.S. Intermediate Government Bond Index Fund

- **b. EDGAR series identifier (if any):** S000075206

- **c. LEI of Series:** 549300ZFZHEO4YPOXJ51

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $8547905444.15

**Total Liabilities:** $1209685704.98

**Net Assets:** $7338219739.17

**Cash Not Reported:** $81974.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 34.34000000 | **1-Year:** 3579.84000000 | **5-Year:** 32052.32000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 491.26000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234050 | 1.17%                | -1.09%               | -0.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2673441.84             | $73387223.65                               |
| Month 2  | $-789475.52              | $-109495611.06                             |
| Month 3  | $-142570.57              | $-14983516.25                              |

### Schedule of Portfolio Investments

| Name                     | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61600000 | PA      | $61662562.81  | 0.84%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22700000 | PA      | $21717515.63  | 0.30%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16875500 | PA      | $15669165.51  | 0.21%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38135000 | PA      | $36844964.64  | 0.50%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29476500 | PA      | $29288817.52  | 0.40%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28207000 | PA      | $27883060.38  | 0.38%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25221400 | PA      | $25595780.16  | 0.35%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25500000 | PA      | $24991992.32  | 0.34%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46634700 | PA      | $46804115.00  | 0.64%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40235937.60  | 0.55%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE               | Federal National Mortgage Association                 | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   6096000 | PA      | $6742079.01   | 0.09%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34953515.80  | 0.48%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38553700 | PA      | $38177199.22  | 0.52%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62062400 | PA      | $57238018.44  | 0.78%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82159300 | PA      | $79739452.28  | 1.09%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50104100 | PA      | $49399511.09  | 0.67%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12914687.50  | 0.18%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39596875.20  | 0.54%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17900000 | PA      | $17609125.00  | 0.24%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60751300 | PA      | $57666273.05  | 0.79%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40012500.00  | 0.55%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25011500 | PA      | $25251845.01  | 0.34%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26482200 | PA      | $26569094.72  | 0.36%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29453906.40  | 0.40%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48735000 | PA      | $48247650.00  | 0.66%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36112000 | PA      | $33993241.43  | 0.46%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK | Federal Farm Credit Banks Funding Corp                | CUSIP: 3133EPUW3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1003119.10   | 0.01%             | 2026-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24972656.25  | 0.34%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Bonds                                   | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4979000 | PA      | $5264903.54   | 0.07%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Bonds                                   | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1841578.13   | 0.03%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77150400 | PA      | $76571772.00  | 1.04%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19249218.80  | 0.26%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30335000 | PA      | $29991361.48  | 0.41%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30205400 | PA      | $30266754.72  | 0.41%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26497200 | PA      | $26741471.06  | 0.36%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29628515.70  | 0.40%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21036093.75  | 0.29%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43937900 | PA      | $43968794.06  | 0.60%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75857900 | PA      | $77084664.86  | 1.05%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $50097656.50  | 0.68%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48000000 | PA      | $48795000.00  | 0.66%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52086000 | PA      | $51825570.00  | 0.71%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42374800 | PA      | $42126510.37  | 0.57%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65166500 | PA      | $56491209.69  | 0.77%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64038600 | PA      | $63833476.68  | 0.87%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55192700 | PA      | $55026690.85  | 0.75%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34900000 | PA      | $34728226.74  | 0.47%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28357600 | PA      | $28116117.45  | 0.38%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5576300 | PA      | $5387664.25   | 0.07%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62804700 | PA      | $61857723.20  | 0.84%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16111900 | PA      | $15405745.71  | 0.21%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29998300 | PA      | $30600609.77  | 0.42%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $28958203.20  | 0.39%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY    | Tennessee Valley Authority                            | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   3000000 | PA      | $2997357.09   | 0.04%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY    | Tennessee Valley Authority                            | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    130000 | PA      | $113619.15    | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30101953.20  | 0.41%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21981400 | PA      | $22070699.44  | 0.30%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5014062.50   | 0.07%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29247500 | PA      | $28523167.53  | 0.39%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37027800 | PA      | $37019121.79  | 0.50%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37620000 | PA      | $37467168.75  | 0.51%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34268000 | PA      | $32147667.50  | 0.44%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK   | Federal Home Loan Banks                               | CUSIP: 3130AWC24<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $500538.12    | 0.01%             | 2028-06-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49773437.50  | 0.68%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38329700 | PA      | $36311401.73  | 0.49%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27886600 | PA      | $26711223.31  | 0.36%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32857200 | PA      | $31068022.95  | 0.42%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34064900 | PA      | $33242552.19  | 0.45%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2967187.50   | 0.04%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4999023.45   | 0.07%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III      | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 593203796 | NS      | $593381757.23 | 8.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29793750.00  | 0.41%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $28319531.40  | 0.39%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41137000 | PA      | $40221059.19  | 0.55%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43310100 | PA      | $43342244.32  | 0.59%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26400000 | PA      | $26202000.00  | 0.36%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41518000 | PA      | $39000971.25  | 0.53%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49785156.50  | 0.68%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Bonds                                   | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7471000 | PA      | $7699215.74   | 0.10%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70011200 | PA      | $68463296.48  | 0.93%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28288900 | PA      | $27838045.66  | 0.38%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55601600 | PA      | $48277826.75  | 0.66%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20888700 | PA      | $20891963.86  | 0.28%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40251562.40  | 0.55%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36405700 | PA      | $36729938.27  | 0.50%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46000000 | PA      | $46406093.98  | 0.63%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33214000 | PA      | $31607791.88  | 0.43%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29118750.00  | 0.40%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC              | Federal Home Loan Mortgage Corp                       | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  15000000 | PA      | $16676064.00  | 0.23%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30202100 | PA      | $29548507.83  | 0.40%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46751400 | PA      | $46309453.41  | 0.63%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57169100 | PA      | $49500401.48  | 0.67%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65140400 | PA      | $57018206.38  | 0.78%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47000000 | PA      | $46533672.11  | 0.63%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29051100 | PA      | $29043156.27  | 0.40%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK   | Federal Home Loan Banks                               | CUSIP: 3130B82L5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   8435000 | PA      | $8387858.30   | 0.11%             | 2027-10-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $28338359.53  | 0.39%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29060000 | PA      | $27484403.13  | 0.37%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15962000 | PA      | $15557961.88  | 0.21%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29384900 | PA      | $29487058.37  | 0.40%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35314000 | PA      | $33639344.08  | 0.46%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49609400 | PA      | $48621087.98  | 0.66%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $50113281.50  | 0.68%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49982422.00  | 0.68%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40381250.00  | 0.55%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22203500 | PA      | $22756852.96  | 0.31%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24909000 | PA      | $24440010.36  | 0.33%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $63989453.45  | 0.87%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37700000 | PA      | $38127070.50  | 0.52%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29974218.90  | 0.41%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $50353515.50  | 0.69%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44109400 | PA      | $41805717.77  | 0.57%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48945312.50  | 0.67%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27700000 | PA      | $28678156.25  | 0.39%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40246875.20  | 0.55%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83119100 | PA      | $82398301.97  | 1.12%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80477000 | PA      | $78100413.59  | 1.06%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40758000 | PA      | $39958761.30  | 0.54%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28090300 | PA      | $28101272.91  | 0.38%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75661000 | PA      | $75170386.08  | 1.02%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38124000 | PA      | $36280347.38  | 0.49%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49591797.00  | 0.68%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66014100 | PA      | $63301333.08  | 0.86%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK   | Federal Home Loan Banks                               | CUSIP: 3130AGUW3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4704757.80   | 0.06%             | 2029-09-14      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39339300 | PA      | $38512560.22  | 0.52%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27813300 | PA      | $27550377.54  | 0.38%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34800000 | PA      | $34869328.21  | 0.48%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Bonds                                   | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6225000 | PA      | $6630597.66   | 0.09%             | 2029-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $28543359.30  | 0.39%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80000000 | PA      | $81693750.40  | 1.11%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60133200 | PA      | $59447305.69  | 0.81%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59563200 | PA      | $58590644.92  | 0.80%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE               | Federal National Mortgage Association                 | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   4441000 | PA      | $4731275.00   | 0.06%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21589100 | PA      | $20732282.59  | 0.28%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26495800 | PA      | $26423350.68  | 0.36%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS     | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  22655751 | NS      | $22662547.81  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28100000 | PA      | $28391976.70  | 0.39%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24751500 | PA      | $23013093.99  | 0.31%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32775100 | PA      | $32343646.62  | 0.44%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32509000 | PA      | $30446710.31  | 0.41%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39045000 | PA      | $36644342.77  | 0.50%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK   | Federal Home Loan Banks                               | CUSIP: 3130B7QM9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3560000 | PA      | $3541076.43   | 0.05%             | 2027-09-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43443500 | PA      | $44434554.84  | 0.61%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38296900 | PA      | $36286312.75  | 0.49%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46694100 | PA      | $45654426.91  | 0.62%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41132700 | PA      | $41817174.04  | 0.57%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22900000 | PA      | $22844539.18  | 0.31%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34946900 | PA      | $34937344.12  | 0.48%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26551000 | PA      | $26013757.24  | 0.35%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40001562.40  | 0.55%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29838200 | PA      | $29313700.54  | 0.40%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE               | Federal National Mortgage Association                 | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  17063000 | PA      | $19123705.34  | 0.26%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3974062.52   | 0.05%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36406000 | PA      | $36303608.13  | 0.49%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29545312.50  | 0.40%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77306500 | PA      | $77789665.63  | 1.06%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC              | Federal Home Loan Mortgage Corp                       | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2323000 | PA      | $2596586.68   | 0.04%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE               | Federal National Mortgage Association                 | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5819000 | PA      | $5112761.82   | 0.07%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34037800 | PA      | $32604489.69  | 0.44%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48312100 | PA      | $48780123.47  | 0.66%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25800000 | PA      | $25660922.00  | 0.35%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40225000.00  | 0.55%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37518000 | PA      | $35628910.17  | 0.49%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37380700 | PA      | $37366098.35  | 0.51%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33214000 | PA      | $31228944.70  | 0.43%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE               | Federal National Mortgage Association                 | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   8302000 | PA      | $9186844.51   | 0.13%             | 2030-01-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34339900 | PA      | $33776511.02  | 0.46%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Bonds                                   | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4122968.76   | 0.06%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25599000 | PA      | $24329049.74  | 0.33%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33584000 | PA      | $32774573.21  | 0.45%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25119140.75  | 0.34%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30107600 | PA      | $29841806.49  | 0.41%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34721093.75  | 0.47%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Bonds                                   | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4150000 | PA      | $4298816.43   | 0.06%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $50046875.00  | 0.68%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42300000 | PA      | $42894843.75  | 0.58%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77582800 | PA      | $77194886.00  | 1.05%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17566600 | PA      | $17384072.13  | 0.24%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24068600 | PA      | $23997146.34  | 0.33%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20045312.60  | 0.27%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK | Federal Farm Credit Banks Funding Corp                | CUSIP: 3133ETBF3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $499371.65    | 0.01%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $28137812.64  | 0.38%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63882900 | PA      | $59580785.95  | 0.81%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60000000 | PA      | $59946093.60  | 0.82%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43372700 | PA      | $43616671.44  | 0.59%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36500000 | PA      | $36494296.88  | 0.50%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20200000 | PA      | $20231562.50  | 0.28%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33823300 | PA      | $33335768.92  | 0.45%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61112000 | PA      | $53229507.18  | 0.73%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54408900 | PA      | $48160377.89  | 0.66%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $27755000.00  | 0.38%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33490800 | PA      | $29325381.75  | 0.40%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49270500 | PA      | $49547646.56  | 0.68%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE               | Federal National Mortgage Association                 | CUSIP: 3135G06L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1200000 | PA      | $1177495.38   | 0.02%             | 2026-12-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45004900 | PA      | $44329826.50  | 0.60%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46223900 | PA      | $45868192.76  | 0.63%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING   | Private Export Funding Corp                           | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5026567.70   | 0.07%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36000000 | PA      | $35905781.16  | 0.49%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY    | Tennessee Valley Authority                            | CUSIP: 880591FE7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1984964.62   | 0.03%             | 2030-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26511100 | PA      | $27207016.38  | 0.37%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26500000 | PA      | $25804375.00  | 0.35%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK   | Federal Home Loan Banks                               | CUSIP: 3130B9RC6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   9760000 | PA      | $9689814.47   | 0.13%             | 2028-03-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46235600 | PA      | $45982749.06  | 0.63%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20796600 | PA      | $20608130.81  | 0.28%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43068700 | PA      | $42557259.19  | 0.58%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26512600 | PA      | $27208555.75  | 0.37%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62445800 | PA      | $55601155.20  | 0.76%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47937700 | PA      | $47424617.04  | 0.65%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76915900 | PA      | $75557853.64  | 1.03%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49812500.00  | 0.68%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24760000 | PA      | $24448565.75  | 0.33%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28089900 | PA      | $28469552.70  | 0.39%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38854800 | PA      | $38924617.41  | 0.53%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $45889453.35  | 0.63%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury   | U.S. Treasury Notes                                   | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28089700 | PA      | $28094089.02  | 0.38%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer