# EDGAR Filing Document

**Accession Number:** 0000844779
**File Stem:** 0001410368-26-031772
**Filing Date:** 2026-3
**Character Count:** 55234
**Document Hash:** 51be1daf21de7bc640874bcf0e4456c6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031772.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031772

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**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:** 26795939

**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. Long Government Bond Index Fund (Series ID: S000075205)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000234049 | iShares U.S. Long Government Bond Index Fund |  |

## Nport-Ex

January 31, 2026

2026 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **BlackRock Funds**<sup>SM</sup> |
| • iShares U.S. Long Government Bond Index Fund |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Not FDIC Insured • May Lose Value • No Bank Guarantee**<br>

------

Schedule of Investments (unaudited)

January 31, 2026

**iShares U.S. Long Government Bond Index Fund** 

**(Percentages shown are based on Net Assets)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br>*(000)*<br>| *Value* |
| **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** |
| **Agency Obligations — 0.8%** | **Agency Obligations — 0.8%** |  |
| Fannie Mae, 5.63%, 07/15/37 | $4000 | &nbsp;&nbsp; $4391115 |
| Federal Home Loan Bank |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/14/36 | 1000 | &nbsp;&nbsp; 1095460 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/36 | 4730 | &nbsp;&nbsp; 5156436 |
| Tennessee Valley Authority |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/36 | 11841 | &nbsp;&nbsp; 13161096 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/42 | 66 | &nbsp;&nbsp; 54939 |
|  |  | &nbsp;&nbsp; 23859046 |
| **Total U.S. Government Sponsored Agency Securities — 0.8%** <br>**(Cost: $25,116,157)** | **Total U.S. Government Sponsored Agency Securities — 0.8%** <br>**(Cost: $25,116,157)** | &nbsp;&nbsp; 23859046 |
| **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** |
| U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/36 - 11/15/54 | 135536 | &nbsp;&nbsp; 129675661 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/37 - 08/15/55<sup>(a)</sup> | 297447 | &nbsp;&nbsp; 292510747 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/37 - 05/15/45 | 45152 | &nbsp;&nbsp; 46342741 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/38 - 08/15/43 | 87729 | &nbsp;&nbsp; 84835098 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/39 | 7161 | &nbsp;&nbsp; 6486300 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/39 - 08/15/54 | 171448 | &nbsp;&nbsp; 155909375 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/40 - 11/15/55<sup>(a)</sup> | 355016 | &nbsp;&nbsp; 342894658 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/15/40 - 08/15/40 | 92732 | &nbsp;&nbsp; 58268650 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/40 - 05/15/43 | 91979 | &nbsp;&nbsp; 82690417 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/40 - 08/15/50 | 124675 | &nbsp;&nbsp; 69977058 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/41 - 11/15/51 | 206749 | &nbsp;&nbsp; 123352769 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/41 - 02/15/52 | 185776 | &nbsp;&nbsp; 121443549 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/41 | 71305 | &nbsp;&nbsp; 47952814 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/41 - 11/15/43 | 46963 | &nbsp;&nbsp; 41341441 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/41 - 08/15/51 | 189256 | &nbsp;&nbsp; 116626992 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/41 - 05/15/48 | 121446 | &nbsp;&nbsp; 95630484 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 - 05/15/51 | 166366 | &nbsp;&nbsp; 110305666 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/42 - 08/15/52<sup>(a)</sup> | 324611 | &nbsp;&nbsp; 241679009 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/42 | 44977 | &nbsp;&nbsp; 37365965 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/42 - 11/15/47 | 99836 | &nbsp;&nbsp; 73281168 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/42 - 11/15/48 | 109305 | &nbsp;&nbsp; 89066736 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** |
| U.S. Treasury Bonds (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/42 - 11/15/52 | 96244 | &nbsp;&nbsp; $85164534 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/43 - 05/15/52<sup>(a)</sup> | 167090 | &nbsp;&nbsp; 120899614 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/43 - 05/15/53 | 195438 | &nbsp;&nbsp; 160232542 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/44 - 08/15/53 | 106369 | &nbsp;&nbsp; 95139333 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/45 - 05/15/46 | 98894 | &nbsp;&nbsp; 69132290 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/45 | 34013 | &nbsp;&nbsp; 34203921 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/15/50 | 60708 | &nbsp;&nbsp; 28969337 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/15/50 | 66776 | &nbsp;&nbsp; 34911171 |
| **Total U.S. Treasury Obligations — 97.8%** <br>**(Cost: $3,271,871,954)** | **Total U.S. Treasury Obligations — 97.8%** <br>**(Cost: $3,271,871,954)** | &nbsp;&nbsp; 2996290040 |
| **Total Long-Term Investments — 98.6%** <br>**(Cost: $3,296,988,111)** | **Total Long-Term Investments — 98.6%** <br>**(Cost: $3,296,988,111)** | &nbsp;&nbsp; 3020149086 |

---

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 3.7%** | **Money Market Funds — 3.7%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 3.82%<sup>(b)(c)(d)</sup><br>| 113116992 | &nbsp;&nbsp; 113173551 |
| **Total Short-Term Securities — 3.7%** <br>**(Cost: $113,163,673)** | **Total Short-Term Securities — 3.7%** <br>**(Cost: $113,163,673)** | &nbsp;&nbsp; 113173551 |
| **Total Investments — 102.3%** <br>**(Cost: $3,410,151,784)** | **Total Investments — 102.3%** <br>**(Cost: $3,410,151,784)** | &nbsp;&nbsp; 3133322637 |
| **Liabilities in Excess of Other Assets — (2.3)%** | **Liabilities in Excess of Other Assets — (2.3)%** | &nbsp;&nbsp; (69737214)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $3063585423 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> All or a portion of this security is on loan.

<sup>(b)</sup> Affiliate of the Fund.

<sup>(c)</sup> Annualized 7-day yield as of period end.

<sup>(d)</sup> All or a portion of this security was purchased with the cash collateral from loaned securities. 

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2026 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| *Proceeds* <br>*from Sales*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares<br>| $15552571<br> $97615692 <br><sup>(a)</sup><br>| &nbsp;&nbsp; $— | $166 | $5122 | $113173551 | 113116992<br> $96003 <br><sup>(b)</sup><br>| &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Represents net amount purchased (sold).

<sup>(b)</sup> All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of collateral investment fees, and other payments to and from borrowers of securities. 

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares U.S. Long Government Bond Index Fund** 

**Derivative Financial Instruments Outstanding as of Period End**

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp;&nbsp; *Expiration* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)*<br>| &nbsp;&nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Long Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Bond | &nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; $117 | &nbsp;&nbsp;&nbsp;&nbsp; $(3220)<br>|

---

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments at the measurement date. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Unadjusted price quotations in active markets/exchanges that the Fund has the ability to access for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $23859046 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $23859046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2996290040 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2996290040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 113173551 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 113173551 |
|  | &nbsp;&nbsp; $113173551 | &nbsp;&nbsp;&nbsp;&nbsp; $3020149086 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $3133322637 |
| Derivative Financial Instruments<sup>(a)</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; $(3220)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(3220)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Derivative financial instruments are futures contracts. Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

Schedule of Investments

------

## 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. Long Government Bond Index Fund

- **b. EDGAR series identifier (if any):** S000075205

- **c. LEI of Series:** 5493000M7EEG1SN8TY84

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

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

- **b. Date as of which information is reported:** 2026-01-31

**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:** $3380261441.87

**Total Liabilities:** $401461932.37

**Net Assets:** $2978799509.50

**Cash Not Reported:** $8305.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 19383.19000000 | **30-Year:** 0.00000000

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

- **3-Month:** 43.08000000 | **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 C000234049 | 0.49%                | -2.02%               | -0.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10792773.54            | $14046735.38                               |
| Month 2  | $-7039240.76             | $-63372088.37                              |
| Month 3  | $-1646955.91             | $-16258546.93                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL HOME LOAN BANK | Federal Home Loan Banks                               | CUSIP: 3133XFJ49<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1095459.64   | 0.04%             | 2036-03-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK | Federal Home Loan Banks                               | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4730000 | PA      | $5156436.56   | 0.17%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE             | Federal National Mortgage Association                 | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $4391115.44   | 0.15%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY  | Tennessee Valley Authority                            | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  11841000 | PA      | $13161095.90  | 0.44%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY  | Tennessee Valley Authority                            | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     66000 | PA      | $54938.76     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4115700 | PA      | $4212161.72   | 0.14%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2314800 | PA      | $2408838.75   | 0.08%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4952300 | PA      | $5263366.34   | 0.18%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5979000 | PA      | $5993013.28   | 0.20%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6175600 | PA      | $6248935.25   | 0.21%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7161000 | PA      | $6486299.53   | 0.22%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11776000 | PA      | $11487120.00  | 0.39%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12578000 | PA      | $12542624.38  | 0.42%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14184000 | PA      | $13929131.25  | 0.47%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13619600 | PA      | $13702594.44  | 0.46%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12798600 | PA      | $12524629.97  | 0.42%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13119100 | PA      | $12098270.03  | 0.41%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13049000 | PA      | $12531117.81  | 0.42%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13209000 | PA      | $13386495.94  | 0.45%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13816000 | PA      | $13407996.25  | 0.45%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12928000 | PA      | $11608940.00  | 0.39%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13552100 | PA      | $11165659.89  | 0.37%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14404500 | PA      | $11809439.30  | 0.40%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13404000 | PA      | $10756710.00  | 0.36%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15452000 | PA      | $11893211.25  | 0.40%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25533000 | PA      | $19548703.13  | 0.66%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19351500 | PA      | $15611217.89  | 0.52%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30497900 | PA      | $23602515.42  | 0.79%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21933300 | PA      | $18879773.39  | 0.63%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34034700 | PA      | $29732501.20  | 1.00%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32342500 | PA      | $27693265.63  | 0.93%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22110400 | PA      | $18209987.25  | 0.61%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28481800 | PA      | $22496171.72  | 0.76%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35357800 | PA      | $27275227.91  | 0.92%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47220800 | PA      | $33334933.50  | 1.12%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18250100 | PA      | $13998397.02  | 0.47%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15609000 | PA      | $11675044.22  | 0.39%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17766300 | PA      | $13532923.83  | 0.45%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17406800 | PA      | $12089566.56  | 0.41%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34266000 | PA      | $23707788.75  | 0.80%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33560000 | PA      | $22034237.50  | 0.74%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14097700 | PA      | $10381634.39  | 0.35%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29628400 | PA      | $22249076.63  | 0.75%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22689100 | PA      | $16981373.28  | 0.57%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25781000 | PA      | $18364934.22  | 0.62%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33069700 | PA      | $23474319.86  | 0.79%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37766700 | PA      | $28012269.52  | 0.94%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45655000 | PA      | $34547994.53  | 1.16%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44371000 | PA      | $32737478.44  | 1.10%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47887200 | PA      | $37733617.13  | 1.27%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47964600 | PA      | $35201519.72  | 1.18%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46608400 | PA      | $33310440.88  | 1.12%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36361800 | PA      | $22714761.94  | 0.76%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41204600 | PA      | $26364505.78  | 0.89%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52251400 | PA      | $30534411.88  | 1.03%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60708500 | PA      | $28969337.34  | 0.97%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68095800 | PA      | $33377581.97  | 1.12%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50937600 | PA      | $31859877.00  | 1.07%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41794300 | PA      | $26408773.31  | 0.89%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66775700 | PA      | $34911170.66  | 1.17%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56578900 | PA      | $36599475.94  | 1.23%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75052400 | PA      | $41806532.19  | 1.40%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62154600 | PA      | $43265428.59  | 1.45%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74383500 | PA      | $46698891.09  | 1.57%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52000000 | PA      | $38122500.00  | 1.28%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73799900 | PA      | $42135130.41  | 1.41%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71305300 | PA      | $47952814.25  | 1.61%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64542200 | PA      | $35528464.16  | 1.19%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63205500 | PA      | $43957450.08  | 1.48%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63854400 | PA      | $38572048.50  | 1.29%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50777700 | PA      | $37242269.34  | 1.25%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60276700 | PA      | $41929979.44  | 1.41%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44976900 | PA      | $37365965.20  | 1.25%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57413500 | PA      | $40934031.33  | 1.37%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39308000 | PA      | $33123131.88  | 1.11%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53844500 | PA      | $46474534.06  | 1.56%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36400000 | PA      | $33215000.00  | 1.12%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73196100 | PA      | $58957171.17  | 1.98%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39480100 | PA      | $35390208.39  | 1.19%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67966400 | PA      | $54702332.25  | 1.84%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39379900 | PA      | $35201938.73  | 1.18%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63834700 | PA      | $56234381.03  | 1.89%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40951100 | PA      | $38980328.31  | 1.31%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63532400 | PA      | $62043359.38  | 2.08%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38539500 | PA      | $38382933.28  | 1.29%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70355500 | PA      | $63297963.91  | 2.12%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38093500 | PA      | $36724514.84  | 1.23%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77521800 | PA      | $74239236.28  | 2.49%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42547200 | PA      | $41609832.00  | 1.40%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76267600 | PA      | $68593172.75  | 2.30%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42533600 | PA      | $38904952.25  | 1.31%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74573300 | PA      | $69947424.98  | 2.35%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36679000 | PA      | $35790680.47  | 1.20%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66407500 | PA      | $63595557.42  | 2.13%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36076800 | PA      | $35744217.00  | 1.20%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66774800 | PA      | $65261933.44  | 2.19%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40200000 | PA      | $41079375.00  | 1.38%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67000000 | PA      | $65513437.50  | 2.20%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34012600 | PA      | $34203920.88  | 1.15%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41583400 | PA      | $39835597.72  | 1.34%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury | U.S. Treasury Bonds                                   | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19657900 | PA      | $19120379.30  | 0.64%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| BLACKROCK CASH FUNDS   | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2364970 | NS      | $2366152.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III    | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 194553540 | NS      | $194650816.62 | 6.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade | US ULTRA BOND CBT MAR26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-3220.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** BlackRock Funds

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer