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F1+ Standard and Poor's Ratings Services A-1+ 2026-09-15 2026-09-15 2026-09-15 N N N 0.0371 284515073.16 284515073.16 0.0074 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-22 2026-09-22 2026-09-22 N N N 0.0371 212880573.61 212880573.61 0.0055 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-29 2026-09-29 2026-09-29 N N N 0.0372 47865372.35 47865372.35 0.0012 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.375000% 912828X88 254900HROIFWPRGM1V77 US912828X885 U.S. Treasury Debt Y Fitch, Inc. 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F1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0383 35669379.24 35669379.24 0.0009 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.500000% 912828ZN3 254900HROIFWPRGM1V77 US912828ZN34 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0387 96929903.41 96929903.41 0.0025 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 91282CCJ8 254900HROIFWPRGM1V77 US91282CCJ80 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-30 2026-06-30 2026-06-30 N N N 0.0370 58108307.24 58108307.24 0.0015 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.625000% 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 130894187.94 130894187.94 0.0034 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.750000% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-31 2026-08-31 2026-08-31 N N N 0.0375 265492159.22 265492159.22 0.0069 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-30 2026-09-30 2026-09-30 N N N 0.0374 354623555.57 354623555.57 0.0092 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0379 15837934.11 15837934.11 0.0004 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0381 332086581.02 332086581.02 0.0086 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0383 173070258.16 173070258.16 0.0045 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0388 123473374.95 123473374.95 0.0032 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0391 82586622.56 82586622.56 0.0021 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.125000% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-15 2027-02-15 2027-02-15 N N N 0.0383 88671047.53 88671047.53 0.0023 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-15 2027-03-15 2027-03-15 N N N 0.0382 18873401.85 18873401.85 0.0005 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.500000% 91282CKR1 254900HROIFWPRGM1V77 US91282CKR15 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-15 2027-05-15 2027-05-15 N N N 0.0392 80796935.37 80796935.37 0.0021 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.809970% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2026-07-31 2026-07-31 N N N 0.0365 313295680.82 313295680.82 0.0081 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.375000% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-07-31 2026-07-31 2026-07-31 N N N 0.0369 214997616.93 214997616.93 0.0056 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.750000% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-08-31 2026-08-31 2026-08-31 N N N 0.0372 32784679.69 32784679.69 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-09-30 2026-09-30 2026-09-30 N N N 0.0375 192241722.91 192241722.91 0.0050 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.832970% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2026-10-31 2026-10-31 N N N 0.0365 1898362733.44 1898362733.44 0.0490 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0377 214886132.14 214886132.14 0.0056 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.250000% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0381 169000948.75 169000948.75 0.0044 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.725968% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2027-01-31 2027-01-31 N N N 0.0367 131454665.59 131454665.59 0.0034 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0384 77375708.67 77375708.67 0.0020 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-03-31 2027-03-31 2027-03-31 N N N 0.0384 583846595.62 583846595.62 0.0151 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.787970% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2027-04-30 2027-04-30 N N N 0.0368 2372157566.58 2372157566.58 0.0613 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-04-30 2027-04-30 2027-04-30 N N N 0.0387 412708660.73 412708660.73 0.0107 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y Fitch, Inc. F1+ 2027-05-31 2027-05-31 2027-05-31 N N N 0.0390 223993581.04 223993581.04 0.0058 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.792060% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2027-07-31 2027-07-31 N N N 0.0370 744644146.61 744644146.61 0.0192 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.823060% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2027-10-31 2027-10-31 N N N 0.0370 625058840.36 625058840.36 0.0161 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.732062% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2028-01-31 2028-01-31 N N N 0.0372 582636520.31 582636520.31 0.0151 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.736062% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Fitch, Inc. F1+ 2026-06-01 2028-04-30 2028-04-30 N N N 0.0374 316955136.47 316955136.47 0.0082 N Y Y N HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 3.620002% TPR055BBD CYYGQCGNHMHPSMRL3R97 0000853784 TPR055BBD7791632HS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 05/15/45 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0.00 0.00 40497988.00 15126890.00 U.S. Treasuries (including strips) TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 23506534.00 11658677.00 U.S. Treasuries (including strips) TINT 02/15/40 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0.00 0.00 33867039.00 17329120.00 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0.00 0.00 54718956.00 47987703.00 U.S. Treasuries (including strips) TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0.00 0.00 53246935.00 47725068.00 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0.00 0.00 41647309.00 27591342.00 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 104646400.00 114336483.00 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 42525300.00 37265982.00 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 5541000.00 7433415.00 U.S. Treasuries (including strips) 4 1/4 TPRN E 35 254900HROIFWPRGM1V77 912821SR7 2035-08-15 0.00 0.00 1533000.00 1021559.00 U.S. Treasuries (including strips) 4 5/8 TPRN AT 26 254900HROIFWPRGM1V77 912821NH4 2026-10-15 0.00 0.00 765000.00 754520.00 U.S. Treasuries (including strips) 1 5/8 TPRN C 31 254900HROIFWPRGM1V77 912821MH5 2031-05-15 0.00 0.00 1755000.00 1430049.00 U.S. Treasuries (including strips) 4 7/8 TPRN 45 254900HROIFWPRGM1V77 912803HP1 2045-08-15 0.00 0.00 1500000.00 564746.00 U.S. Treasuries (including strips) 4 1/4 TPRN 54 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0.00 0.00 58923900.00 14522090.00 U.S. Treasuries (including strips) 3 5/8 TPRN 53 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0.00 0.00 3850800.00 989136.00 U.S. Treasuries (including strips) 3 TPRN 47 254900HROIFWPRGM1V77 912803EW9 2047-02-15 0.00 0.00 9042800.00 3147690.00 U.S. Treasuries (including strips) 2 1/2 TPRN 46 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0.00 0.00 47314300.00 17145472.00 U.S. Treasuries (including strips) 3 TPRN 45 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0.00 0.00 750200.00 279042.00 U.S. Treasuries (including strips) 3 1/8 TPRN 44 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0.00 0.00 3774500.00 1503723.00 U.S. Treasuries (including strips) 6 1/8 TPRN 29 254900HROIFWPRGM1V77 912803CG6 2029-08-15 0.00 0.00 6033900.00 5298506.00 U.S. Treasuries (including strips) 6 3/8 TPRN 27 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0.00 0.00 6986000.00 6667243.00 U.S. Treasuries (including strips) 6 1/2 TPRN 26 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 0.00 0.00 4958500.00 4877548.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services 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0.00 565800.00 585353.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 10109200.00 10302616.00 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 688400.00 699149.00 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 19185500.00 19452849.00 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 30000000.00 32028865.00 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 1000000.00 991415.00 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 6482200.00 6563124.00 U.S. Treasuries (including strips) 4NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 17900000.00 17911799.00 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 31855500.00 29540420.00 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 8621600.00 9226247.00 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 10000000.00 10925983.00 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 21860000.00 20980328.00 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 30499000.00 29470788.00 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 40900000.00 40081090.00 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 679300.00 897168.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 21043400.00 19908477.00 U.S. Treasuries (including 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Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 6000000.00 5806631.00 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 10529500.00 10278454.00 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 4073200.00 3036515.00 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 34000000.00 25995576.00 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 2280500.00 2097918.00 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 276800.00 266866.00 U.S. Treasuries (including strips) 3 3/8 TRIB 32 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 4863800.00 9928462.00 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 9000000.00 19347875.00 U.S. Treasuries (including strips) 6 3/8 BOND 27 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375000 0.00 371300.00 388796.00 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 19520200.00 19280980.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0363 558000000.00 558000000.00 0.0144 N N Y N SOCIETE GENERALE SOCIETE GENERALE 3.620002% TPR056ABB O2RNE8IBXP4R0TD8PU41 0000865845 TPR056ABB7791631SO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 100222100.00 76500005.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0362 75000000.00 75000000.00 0.0019 N N Y N SOCIETE GENERALE SOCIETE GENERALE 3.620002% TPR058EAC O2RNE8IBXP4R0TD8PU41 0000865845 TPR058EAC7791632SO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 27886700.00 19346926.00 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 74875900.00 57153130.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0362 75000000.00 75000000.00 0.0019 N N Y N SOCIETE GENERALE SOCIETE GENERALE 3.620002% TPR0595F4 O2RNE8IBXP4R0TD8PU41 0000865845 TPR0595F47791633SO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 110267300.00 76500028.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-05 2026-06-05 N N N 0.0362 75000000.00 75000000.00 0.0019 N N Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 3.710002% TPR05A961 549300HN4UKV1E2R3U73 TPR05A9617791634BO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 11/15/46 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0.00 0.00 12342113.00 4239874.00 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 609100.00 623154.00 U.S. Treasuries (including strips) 4NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 11617400.00 11614974.00 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 18844000.00 18721991.00 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 43330200.00 41300008.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-30 Y BOFA SECURITIES, INC. 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 N N 0.0371 74999985.00 74999985.00 0.0019 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.720000% TPR100F65 MBNUM2BPBDO7JBLYG310 0000315030 TPR100F65779163CGM U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 3257400.00 3291103.00 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 100.00 103.00 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 173896400.00 167850132.00 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 1300.00 1286.00 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 100.00 98.00 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 35208000.00 32792788.00 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 51700.00 64497.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-24 2026-06-24 2026-06-24 N N N 0.0372 199984460.00 199984460.00 0.0052 N N N Y ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.669998% TPR101006 N.A. TPR1010067791631RO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 17800.00 17675.00 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 65300.00 65085.00 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 107210400.00 101917321.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-02 2026-06-02 2026-06-02 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0367 99999960.00 99999960.00 0.0026 N N Y N ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 3.589999% TPR101287 N.A. TPR1012877791632RO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 39232300.00 39103407.00 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 113709100.00 112927901.00 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 193138900.00 193965805.00 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 70500.00 71482.00 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 64867100.00 61931452.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2026-09-01 Y ROYAL BANK OF CANADA-NEW YORK BR 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0359 399835200.00 399835200.00 0.0103 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.710000% TPR10136E MBNUM2BPBDO7JBLYG310 0000315030 TPR10136E7791639CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 58637800.00 58321478.00 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 82400.00 83253.00 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 4402100.00 4249042.00 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 100.00 99.00 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 100.00 98.00 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 232659000.00 216698969.00 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 6600.00 6568.00 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 1300.00 1622.00 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 10520200.00 11338919.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-24 2026-06-24 2026-06-24 N N N 0.0371 284978283.00 284978283.00 0.0074 N N N Y BNP PARIBAS BNP PARIBAS 3.560000% TPR101659 R0MUWSFPU8MPRO8K5P83 0000310732 TPR1016597791631BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 11/15/48 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0.00 0.00 20.00 6.00 U.S. Treasuries (including strips) TINT 08/15/46 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0.00 0.00 10860002.00 3783809.00 U.S. Treasuries (including strips) TINT 05/15/46 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0.00 0.00 71.00 25.00 U.S. Treasuries (including strips) TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 4865316.00 1787395.00 U.S. Treasuries (including strips) TINT 02/15/44 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0.00 0.00 58570091.00 23478231.00 U.S. Treasuries (including strips) TINT 08/15/41 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0.00 0.00 4595026.00 2140464.00 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0.00 0.00 19930119.00 10336756.00 U.S. Treasuries (including strips) TINT 11/15/36 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0.00 0.00 8828950.00 5455373.00 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0.00 0.00 6807.00 5592.00 U.S. Treasuries (including strips) TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 883.00 868.00 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0.00 0.00 10.00 7.00 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 92309000.00 91811038.00 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 1600.00 1620.00 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 200.00 192.00 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0.00 0.00 2061000.00 696793.00 U.S. Treasuries (including strips) 3 TPRN 45 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0.00 0.00 6500100.00 2411589.00 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 899500.00 389927.00 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0.00 0.00 2873200.00 1493604.00 U.S. Treasuries (including strips) 4 3/8 TPRN 39 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0.00 0.00 100.00 53.00 U.S. Treasuries (including strips) 4 1/2 TPRN 36 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0.00 0.00 14044600.00 9206657.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-07 2026-06-07 2026-09-10 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0356 149999835.00 149999835.00 0.0039 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.700000% TPR10166A MBNUM2BPBDO7JBLYG310 0000315030 TPR10166A7791637CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 684400.00 681652.00 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 100.00 100.00 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 96736300.00 99999965.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 13100.00 13341.00 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 100.00 109.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 1367900.00 1304687.00 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 100.00 215.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-24 2026-06-24 2026-06-24 N N N 0.0370 99992450.00 99992450.00 0.0026 N N N Y BNP PARIBAS BNP PARIBAS 3.610001% TPR101EA8 R0MUWSFPU8MPRO8K5P83 0000310732 TPR101EA87791632BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 22366126.00 8216756.00 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0.00 0.00 10600742.00 5498075.00 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0.00 0.00 37.00 31.00 U.S. Treasuries (including strips) TINT 05/15/35 254900HROIFWPRGM1V77 912833X88 2035-05-15 0.00 0.00 3817303.00 2556868.00 U.S. Treasuries (including strips) TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 76.00 75.00 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 50045.00 37503.00 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 122191500.00 121532337.00 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 800.00 795.00 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 100.00 96.00 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 400.00 499.00 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0.00 0.00 5800.00 1961.00 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0.00 0.00 19342500.00 10055005.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-07 2026-06-07 2026-06-24 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0361 144999913.00 144999913.00 0.0037 N N Y N RBC DOMINION SECURITIES INC. RBC DOMINION SECURITIES INC. 3.610001% TPR101EAE 549300QJJX6CVVUXLE15 0001317808 TPR101EAE7791631RB U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 100.00 100.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 75000.00 76435.00 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 76583200.00 69866614.00 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 90270000.00 76839335.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 1147600.00 817084.00 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 100.00 73.00 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 328100.00 244594.00 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 55000.00 55233.00 U.S. Treasuries (including strips) BILL 07/02/26 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0.00 0.00 600.00 598.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1+ 2026-06-07 2026-06-07 2026-06-24 Y RBC DOMINION SECURITIES INC. 1.0000 7 N Standard and Poor's Ratings Services A-1+ N N 0.0361 144989473.00 144989473.00 0.0037 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR10269A 1VUV7VQFKUOQSJ21A208 0001330437 TPR10269A7791635CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 32179200.00 31947233.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 31348800.00 31948587.00 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 32260000.00 31948150.00 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 33735000.00 31948123.00 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 35977000.00 31948509.00 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 1100.00 951.00 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 100.00 95.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 2000.00 1973.00 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 32335000.00 31948377.00 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 28021000.00 25563471.00 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 1900.00 1707.00 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 400.00 393.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 1700.00 945.00 U.S. Treasuries (including strips) BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 1500.00 1489.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-06 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 212976932.10 212976932.10 0.0055 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR10269E 1VUV7VQFKUOQSJ21A208 0001330437 TPR10269E7791636CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 100.00 99.00 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 32179200.00 31947233.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 31348800.00 31948587.00 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 26346000.00 26091319.00 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 33177000.00 31419680.00 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 35977000.00 31948509.00 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 1500.00 1297.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 26389000.00 31948226.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 1900.00 1874.00 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 400.00 398.00 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 32335000.00 31948377.00 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 2000.00 1797.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 100.00 71.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 1700.00 945.00 U.S. Treasuries (including strips) BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 1600.00 1588.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-06 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 212976932.10 212976932.10 0.0055 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.610001% TPR1027F3 MBNUM2BPBDO7JBLYG310 0000315030 TPR1027F37791633CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 66775500.00 70729485.00 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 9940000.00 9811675.00 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 698629300.00 694860537.00 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 100.00 101.00 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 7815100.00 7808931.00 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 19298100.00 18878283.00 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 5400.00 5212.00 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 286900.00 267219.00 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 21800.00 21695.00 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 100.00 125.00 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 12633600.00 13616791.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-09-08 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0361 799658320.00 799658320.00 0.0207 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR103563 1VUV7VQFKUOQSJ21A208 0001330437 TPR103563779163ACR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 82760800.00 82498546.00 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 83096000.00 82496994.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 800.00 813.00 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 800.00 805.00 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 1200.00 1208.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 37053600.00 37762535.00 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 92901000.00 82498498.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 68143000.00 82498313.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 1300.00 1283.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 59527200.00 82498029.00 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 400.00 395.00 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 1700.00 1093.00 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 2000.00 1536.00 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 101333000.00 82498525.00 U.S. Treasuries (including strips) 2 1/8 TRIB 40 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 18763200.00 28241427.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-28 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 550000000.00 550000000.00 0.0142 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR103565 1VUV7VQFKUOQSJ21A208 0001330437 TPR1035657791638CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 8019400.00 7972909.00 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 100.00 99.00 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.822617 0.00 100.00 100.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 300.00 305.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 40598000.00 41249282.00 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 23236000.00 23614806.00 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 40962000.00 41249756.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 40475200.00 41249600.00 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 33326000.00 33003845.00 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 40846300.00 41249845.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 1857000.00 2248204.00 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 1100.00 955.00 U.S. Treasuries (including strips) 2 3/8 TRIB 56 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 7770000.00 7409561.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 43120000.00 41248787.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 3500.00 1945.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-07-28 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 275000000.00 275000000.00 0.0071 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.540000% TPR103E84 MBNUM2BPBDO7JBLYG310 0000315030 TPR103E847791631CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 100.00 100.00 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 143474200.00 140000000.00 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 55000.00 53805.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 2873300.00 2745032.00 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 1200.00 1110.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-11-10 2026-11-10 2026-11-10 N N N 0.0354 139809278.00 139809278.00 0.0036 N N N Y CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.620002% TPR103EB9 MBNUM2BPBDO7JBLYG310 0000315030 TPR103EB97791635CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 86518000.00 87413174.00 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 100.00 103.00 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 221478300.00 213777639.00 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 34000.00 33636.00 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 700.00 683.00 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 1374600.00 1714845.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-08-10 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 296999673.30 296999673.30 0.0077 N N Y N BNP PARIBAS BNP PARIBAS 3.640000% TPR104296 R0MUWSFPU8MPRO8K5P83 0000310732 TPR1042967791633BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 309471000.00 375064193.00 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 10263900.00 13993969.00 U.S. Treasuries (including strips) 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 417600.00 121179.00 U.S. Treasuries (including strips) 1 1/4 TPRN 50 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0.00 0.00 421300.00 124017.00 U.S. Treasuries (including strips) BILL 08/25/26 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0.00 0.00 12802000.00 12689598.00 U.S. Treasuries (including strips) BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 27600.00 26946.00 U.S. Treasuries (including strips) BILL 06/18/26 254900HROIFWPRGM1V77 912797TD9 2026-06-18 0.00 0.00 21323000.00 21280098.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-08-17 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0364 414909073.50 414909073.50 0.0107 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.620002% TPR1043FE MBNUM2BPBDO7JBLYG310 0000315030 TPR1043FE7791636CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 17300.00 17231.00 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 79901800.00 80728518.00 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 128916100.00 133265439.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 1000.00 1018.00 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 532900.00 527195.00 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 133508200.00 130329624.00 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 58321800.00 72757766.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 2739700.00 2613094.00 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 100.00 215.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-08-18 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 411999588.00 411999588.00 0.0106 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR104F02 1VUV7VQFKUOQSJ21A208 0001330437 TPR104F027791634CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 4424900.00 4415938.00 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 14829700.00 14999825.00 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 100.00 101.00 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 14597200.00 14999595.00 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 100.00 102.00 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 5.000000 0.00 12687700.00 12993564.00 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 100.00 102.00 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 9664600.00 11177677.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 12388000.00 14997712.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 13090600.00 14999971.00 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 10282000.00 13413890.00 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 100.00 99.00 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 200.00 129.00 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 1300.00 1293.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-09-04 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 99980720.00 99980720.00 0.0026 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR1053FC 1VUV7VQFKUOQSJ21A208 0001330437 TPR1053FC7791637CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 100.00 99.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 35579200.00 36149969.00 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 100.00 102.00 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 4405600.00 4498354.00 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 6600000.00 6751187.00 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 29207000.00 28924662.00 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 100.00 101.00 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 41819100.00 36149940.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 29858000.00 36148021.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 31548200.00 36149762.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 1000.00 987.00 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 25197000.00 24895724.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 1700.00 1210.00 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 56245400.00 36149880.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-09-11 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 240999734.90 240999734.90 0.0062 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.700000% TPR10557F MBNUM2BPBDO7JBLYG310 0000315030 TPR10557F7791638CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 100.00 100.00 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 153722300.00 149999944.00 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 59000.00 57718.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 3078600.00 2941167.00 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 1200.00 1110.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-12-14 2026-12-14 2026-12-14 N N N 0.0370 149877330.00 149877330.00 0.0039 N N N Y BNP PARIBAS BNP PARIBAS 3.650000% TPR1055C1 R0MUWSFPU8MPRO8K5P83 0000310732 TPR1055C17791634BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/51 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0.00 0.00 153.00 41.00 U.S. Treasuries (including strips) TINT 08/15/50 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0.00 0.00 26.00 7.00 U.S. Treasuries (including strips) TINT 02/15/50 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 1503943.00 438866.00 U.S. Treasuries (including strips) TINT 08/15/48 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0.00 0.00 89.00 28.00 U.S. Treasuries (including strips) TINT 11/15/47 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0.00 0.00 25.00 8.00 U.S. Treasuries (including strips) TINT 05/15/47 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0.00 0.00 539.00 181.00 U.S. Treasuries (including strips) TINT 02/15/47 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0.00 0.00 44.00 15.00 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0.00 0.00 1211209.00 464649.00 U.S. Treasuries (including strips) TINT 05/15/42 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0.00 0.00 90.00 40.00 U.S. Treasuries (including strips) TINT 11/15/40 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0.00 0.00 9117037.00 4445093.00 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0.00 0.00 12097014.00 6274116.00 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0.00 0.00 238.00 200.00 U.S. Treasuries (including strips) TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0.00 0.00 50.00 32.00 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0.00 0.00 23120280.00 21137484.00 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0.00 0.00 6082877.00 4287176.00 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 1489899.00 1089466.00 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.868617 0.00 100.00 100.00 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 109788300.00 110209413.00 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 128898700.00 129901479.00 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 100.00 95.00 U.S. Treasuries (including strips) 3 5/8 TPRN 53 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0.00 0.00 6063300.00 1555916.00 U.S. Treasuries (including strips) 4 TPRN 52 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0.00 0.00 773400.00 200744.00 U.S. Treasuries (including strips) 1 5/8 TPRN 50 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0.00 0.00 100.00 29.00 U.S. Treasuries (including strips) 1 1/8 TPRN 40 254900HROIFWPRGM1V77 912803FS7 2040-08-15 0.00 0.00 100.00 50.00 U.S. Treasuries (including strips) 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 200.00 58.00 U.S. Treasuries (including strips) 1 1/4 TPRN 50 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0.00 0.00 500.00 147.00 U.S. Treasuries (including strips) 3 TPRN 48 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0.00 0.00 1787700.00 573474.00 U.S. Treasuries (including strips) 3 1/8 TPRN 48 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0.00 0.00 14664400.00 4769068.00 U.S. Treasuries (including strips) 2 1/2 TPRN 45 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0.00 0.00 100.00 39.00 U.S. Treasuries (including strips) 3 3/8 TPRN 44 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0.00 0.00 623500.00 251589.00 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0.00 0.00 100.00 52.00 U.S. Treasuries (including strips) 4 1/2 TPRN 36 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0.00 0.00 500.00 328.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-07 2026-06-07 2026-09-16 Y BNP Paribas SA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0365 280000000.00 280000000.00 0.0072 N N Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.620002% TPR105B7F MBNUM2BPBDO7JBLYG310 0000315030 TPR105B7F7791634CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 136585400.00 137998605.00 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 100.00 103.00 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 53700.00 53125.00 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 1000.00 976.00 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 2170000.00 2707124.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 100.00 95.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-11-13 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 137865436.20 137865436.20 0.0036 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.610001% TPR106535 1VUV7VQFKUOQSJ21A208 0001330437 TPR1065357791632CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 200.00 198.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 200.00 203.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 10334000.00 10499780.00 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 10275600.00 10499930.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 8671000.00 10497672.00 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 2000.00 2004.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 10976000.00 10499691.00 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 10749000.00 9806279.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 15412500.00 8401667.00 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 12833400.00 10499923.00 U.S. Treasuries (including strips) BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 200.00 199.00 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 100.00 99.00 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 696000.00 692353.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-10-02 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0361 69999958.00 69999958.00 0.0018 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.620002% TPR10665C ZBUT11V806EZRVTWT807 0000782124 TPR10665C7791633JP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 1227590400.00 1067138050.00 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 142576000.00 194230844.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 86502400.00 119882633.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-07 2026-06-09 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0362 1349980425.00 1349980425.00 0.0349 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.620002% TPR106A4E ZBUT11V806EZRVTWT807 0000782124 TPR106A4E7791632JP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 171845600.00 176549805.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 425903200.00 519191688.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-07 2026-06-15 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0362 679999252.00 679999252.00 0.0176 N N Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 3.620002% TPR106B6A ZBUT11V806EZRVTWT807 0000782124 TPR106B6A7791631JP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 250104700.00 237971249.00 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 327238400.00 432191544.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-07 2026-06-22 Y J.P. MORGAN SECURITIES LLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0362 654999476.00 654999476.00 0.0169 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR107223 1VUV7VQFKUOQSJ21A208 0001330437 TPR1072237791633CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 6763500.00 6749802.00 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 6576900.00 6749859.00 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.822617 0.00 96300.00 96693.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 300.00 305.00 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 6568600.00 6749674.00 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 3480000.00 3684859.00 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 6610800.00 6749982.00 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 1489300.00 1620074.00 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 6815000.00 6749121.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 5574000.00 6748244.00 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 100.00 87.00 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 100.00 99.00 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 1200.00 1203.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-10-22 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 44968860.00 44968860.00 0.0012 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.620002% TPR1077FC G5GSEF7VJP5I7OUK5573 0000312070 TPR1077FC7791631BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/54 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0.00 0.00 127663309.00 30329100.00 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0.00 0.00 62621314.00 54917953.00 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0.00 0.00 17688822.00 16189323.00 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0.00 0.00 149330243.00 108131671.00 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 284049600.00 281698995.00 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 140164400.00 139182289.00 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 85842600.00 84066190.00 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 100.00 101.00 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 77815400.00 78107614.00 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 5.000000 0.00 8693500.00 8903075.00 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 141209200.00 140244749.00 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 2252500.00 2013601.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 925000000.00 925000000.00 0.0239 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.620002% TPR107E03 1VUV7VQFKUOQSJ21A208 0001330437 TPR107E037791639CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 100.00 99.00 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 100.00 101.00 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 10521200.00 10499891.00 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 1600.00 1587.00 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 58166400.00 57747101.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100.00 102.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 56838000.00 57749808.00 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 100.00 102.00 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 38860000.00 39770353.00 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 100.00 102.00 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 1200.00 1208.00 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 5700.00 5700.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 47700000.00 57748698.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 200.00 229.00 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 1100.00 956.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 41669600.00 57749396.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 44060000.00 42147996.00 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 30459000.00 27787651.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 794100.00 565394.00 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 18001200.00 10499715.00 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 37185000.00 30423710.00 U.S. Treasuries (including strips) BILL 07/23/26 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 100.00 99.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-07 2026-11-06 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0362 385000000.00 385000000.00 0.0099 N N Y N FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.620000% TPR108D46 549300H47WTHXPU08X20 0001232861 TPR108D46779163DBN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY Y 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 54222000.00 51651824.00 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 12571400.00 12095347.00 U.S. Treasuries (including strips) 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 70000000.00 51119163.00 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 53950000.00 52015698.00 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 37334500.00 37117992.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 200000000.00 200000000.00 0.0052 N Y Y N FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.620000% TPR108D49 549300H47WTHXPU08X20 0001232861 TPR108D49779163FSS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CHC8 2029-08-31 3.125000 0.00 31233100.00 29541961.01 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNB3 2033-05-15 3.375000 0.00 194012900.00 202001344.14 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-09-30 3.500000 0.00 249358100.00 254580960.11 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-10-31 4.125000 0.00 340800000.00 315506826.08 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CNC1 2030-04-15 1.625000 0.00 468550700.00 463597809.74 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLR0 2026-10-15 0.125000 0.00 568633900.00 570771098.91 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 1800000000.00 1800000000.00 0.0465 N Y Y N FIXED INCOME CLEARING CORPORATION / BNP PARIBAS FIXED INCOME CLEARING CORPORATION / BNP PARIBAS 3.610000% TPR108D4B 549300H47WTHXPU08X20 0001232861 TPR108D4B779163CBN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / BNP PARIBAS Y 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 499642400.00 501166002.00 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 11200.00 10853.00 U.S. Treasuries (including strips) TRFR BK 10/31/27 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.853617 0.00 1000.00 1005.00 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 1000.00 1003.00 U.S. Treasuries (including strips) TRFR AX 01/31/27 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.761617 0.00 2500.00 2508.00 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 74746000.00 76174067.00 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 252072000.00 259020767.00 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 136731000.00 141388755.00 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 4126900.00 4200905.00 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 100.00 99.00 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 88708000.00 89110174.00 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 200000000.00 199101898.00 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 396156000.00 387504568.00 U.S. Treasuries (including strips) TRFR BF 07/31/26 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.845617 0.00 1000.00 1003.00 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 175949900.00 174249030.00 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 50000200.00 46366465.00 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 49999900.00 44401208.00 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 98799200.00 85779077.00 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 1000.00 912.00 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 9738700.00 9390507.00 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 563068000.00 532100674.00 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 288306000.00 283138710.00 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 5921600.00 4761003.00 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 345326400.00 293947612.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 50000000.00 35599696.00 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 500.00 363.00 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 194500.00 95164.00 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 52999100.00 30913241.00 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 268871600.00 167572594.00 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 200.00 141.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 3300000000.00 3300000000.00 0.0853 N Y Y N FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC. FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC. 3.630000% TPR108D4D 549300H47WTHXPU08X20 0001232861 TPR108D4D779163GBO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / BOFA SECURITIES, INC. Y 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 200.00 198.00 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 6105100.00 5769335.00 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 44637000.00 39902824.00 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 64669600.00 40304936.00 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 200.00 159.00 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 100.00 92.00 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 400.00 402.00 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 121734800.00 118022059.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 200000000.00 200000000.00 0.0052 N Y Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 3.620000% TPR108D54 549300HN4UKV1E2R3U73 TPR108D547791633BO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 07/31/26 254900HROIFWPRGM1V77 912834UX4 2026-07-31 0.00 0.00 19935.00 19806.00 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 25404000.00 25247450.00 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 8773600.00 8933041.00 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 50690100.00 48304741.00 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 2280400.00 1431402.00 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 18664200.00 18063559.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 100000000.00 100000000.00 0.0026 N Y Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 3.570000% TPR108D59 549300HN4UKV1E2R3U73 TPR108D597791632BO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0.00 0.00 20.00 6.00 U.S. Treasuries (including strips) TINT 11/15/46 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0.00 0.00 41.00 14.00 U.S. Treasuries (including strips) TINT 02/15/40 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0.00 0.00 655.00 335.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 100.00 115.00 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 67141600.00 63391037.00 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 52782400.00 38607929.00 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 200.00 156.00 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 400.00 284.00 U.S. Treasuries (including strips) 4 1/8 TPRN 53 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0.00 0.00 500.00 126.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0357 100000000.00 100000000.00 0.0026 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 3.560000% TPR108D63 1VUV7VQFKUOQSJ21A208 0001330437 TPR108D637791631CR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 5593476.00 2058779.00 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0.00 0.00 24207718.00 9305181.00 U.S. Treasuries (including strips) TINT 08/15/44 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0.00 0.00 6874235.00 2681832.00 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0.00 0.00 748605.00 344143.00 U.S. Treasuries (including strips) TINT 08/15/41 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0.00 0.00 703117.00 328185.00 U.S. Treasuries (including strips) TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 1335488.00 662370.00 U.S. Treasuries (including strips) TINT 02/15/53 254900HROIFWPRGM1V77 912834F94 2053-02-15 0.00 0.00 1449999.00 364663.00 U.S. Treasuries (including strips) TINT 08/15/52 254900HROIFWPRGM1V77 912834D47 2052-08-15 0.00 0.00 1450000.00 373820.00 U.S. Treasuries (including strips) TINT 02/15/52 254900HROIFWPRGM1V77 912834B56 2052-02-15 0.00 0.00 1449999.00 383339.00 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0.00 0.00 880817.00 235991.00 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0.00 0.00 9537907.00 5743184.00 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0.00 0.00 550031.00 452527.00 U.S. Treasuries (including strips) TINT 08/15/27 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0.00 0.00 1323560.00 1263436.00 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0.00 0.00 149.00 108.00 U.S. Treasuries (including strips) TINT 05/15/32 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0.00 0.00 54.00 42.00 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0.00 0.00 324750.00 198297.00 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 1818.00 1268.00 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 20988414.00 15000000.00 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 549991.00 412869.00 U.S. Treasuries (including strips) TINT 08/15/32 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0.00 0.00 27432.00 21091.00 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 100.00 101.00 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 700.00 718.00 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 340800.00 343273.00 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 6700.00 6800.00 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 2699200.00 2711437.00 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 100.00 98.00 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 449000.00 468769.00 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 800.00 803.00 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 400.00 394.00 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 100.00 95.00 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 14996600.00 14985871.00 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 600.00 674.00 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 13977500.00 14957765.00 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 8225800.00 7826738.00 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 943000.00 915000.00 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 3444200.00 4204845.00 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875000 0.00 82900.00 83414.00 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 50600.00 49145.00 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 200.00 197.00 U.S. Treasuries (including strips) 2 3/8 TRIB 56 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 400.00 381.00 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 800.00 706.00 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 100.00 90.00 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 1313800.00 792432.00 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 688900.00 337061.00 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 1100.00 806.00 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 100.00 113.00 U.S. Treasuries (including strips) 3 5/8 TPRN 53 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0.00 0.00 6791600.00 1723953.00 U.S. Treasuries (including strips) 1 1/8 TPRN 40 254900HROIFWPRGM1V77 912803FQ1 2040-05-15 0.00 0.00 13136800.00 6727040.00 U.S. Treasuries (including strips) 2 3/8 TPRN 49 254900HROIFWPRGM1V77 912803FL2 2049-11-15 0.00 0.00 19800.00 5960.00 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0.00 0.00 400.00 141.00 U.S. Treasuries (including strips) 3 1/8 TPRN 44 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0.00 0.00 300.00 120.00 U.S. Treasuries (including strips) 3 5/8 TPRN 44 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0.00 0.00 7961700.00 3263206.00 U.S. Treasuries (including strips) 4 3/8 TPRN 40 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0.00 0.00 5377800.00 2760758.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0356 100000000.00 100000000.00 0.0026 N Y Y N SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 3.610000% TPR108D7B 5U0XI89JRFVHWIBS4F54 0001158084 TPR108D7B779163SUM U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 686000.00 683337.00 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 48100.00 47819.00 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 169600.00 169613.00 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 200.00 203.00 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 147000.00 143562.00 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 104439600.00 100705520.00 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 4900.00 4225.00 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 339600.00 276480.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 100000000.00 100000000.00 0.0026 N Y Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 3.610000% TPR108D7F VYVVCKR63DVZZN70PB21 0001224385 TPR108D7F779163WEL U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 103882500.00 102000010.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 100000000.00 100000000.00 0.0026 N Y Y N FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.620000% TPR108D9C 549300H47WTHXPU08X20 0001232861 TPR108D9C779163ESS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.625000 0.00 6326200.00 6188469.18 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLK5 2035-05-15 4.250000 0.00 98774100.00 98237611.11 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-11-15 1.750000 0.00 100880500.00 99573919.71 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 200000000.00 200000000.00 0.0052 N Y Y N BNP PARIBAS Joint Account I 3.610000% TPR108DA6 R0MUWSFPU8MPRO8K5P83 0000310732 TPR108DA6779163BNP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0.00 0.00 744.77 273.76 U.S. Treasuries (including strips) TINT 08/15/43 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0.00 0.00 306077.65 126577.93 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0.00 0.00 28.40 22.88 U.S. Treasuries (including strips) TINT 05/15/28 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0.00 0.00 38.66 35.50 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0.00 0.00 21.30 20.51 U.S. Treasuries (including strips) TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 101.77 100.20 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0.00 0.00 343338.85 221468.57 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0.00 0.00 8409181.72 5571083.20 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 5512.38 4039.41 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 243465370.95 242259142.22 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 83297457.63 81790254.95 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 265121029.47 266787878.82 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 156810942.26 158568271.24 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 21195860.00 21867675.51 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 10302074.74 10107418.54 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 3227741.47 3193139.03 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 157.79 157.00 U.S. Treasuries (including strips) 4NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 6343531.32 6347712.74 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 631157.89 787016.81 U.S. Treasuries (including strips) 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0.00 0.00 1262.32 366.86 U.S. Treasuries (including strips) 1 1/4 TPRN 50 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0.00 0.00 2524.63 743.98 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0.00 0.00 72504.26 25586.35 U.S. Treasuries (including strips) 3 3/4 TPRN 41 254900HROIFWPRGM1V77 912803DT7 2041-08-15 0.00 0.00 188085.05 89711.99 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0.00 0.00 13391119.26 6977616.99 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 788947368.42 788947368.42 0.0204 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK Joint Account I 3.610000% TPR108DA6 1VUV7VQFKUOQSJ21A208 0001330437 TPR108DA6779163CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/48 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0.00 0.00 214494.28 69256.17 U.S. Treasuries (including strips) TINT 02/15/47 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0.00 0.00 5197186.06 1764096.57 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 5868.98 2653.23 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0.00 0.00 5376574.54 2917942.35 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0.00 0.00 5588956.81 4790942.85 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0.00 0.00 11857852.91 8777858.40 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0.00 0.00 6459048.20 3935536.93 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 157.79 158.58 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 1577.89 1573.95 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 78.89 79.68 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 631.16 625.64 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 157.79 157.79 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 35733004.21 35784610.84 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 236.68 237.47 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 36984038.05 37212177.17 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 552.26 560.15 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 1689925.26 1698662.86 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 2017890.68 2051265.52 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 161734.21 160365.39 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 5544958.79 5543254.66 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 236.68 237.47 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 15906599.05 16038462.93 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 157.79 153.84 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 788.95 799.99 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 157.79 156.21 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 913601.05 912330.85 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 157.79 158.58 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 315.58 304.53 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 361890.16 366913.39 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 1183.42 1331.74 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 78.89 79.68 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 78.89 78.11 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 3673891.21 3258123.84 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 1602904.37 1587311.61 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 33053107.79 40300778.31 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 78.89 109.66 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 78.89 98.62 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 8651439.05 11617485.90 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 807882.11 807347.20 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 157.79 155.42 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 4874905.79 4508127.31 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 788.95 758.97 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 15321200.11 14708671.62 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 8262724.68 7412312.79 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 157.79 151.48 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 34728674.21 32926540.91 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 78.89 70.22 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 157.79 94.67 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 1630990.89 1122504.85 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 1617815.47 880871.57 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 126152.68 73477.82 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 78.89 58.38 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 78.89 76.53 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 7573.89 5304.09 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 255224.47 174112.79 U.S. Treasuries (including strips) 2 1/2 TPRN 46 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0.00 0.00 157.79 56.80 U.S. Treasuries (including strips) 6 1/4 TPRN 30 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0.00 0.00 315.58 268.24 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 236684210.53 236684210.53 0.0061 N Y Y N THE BANK OF NOVA SCOTIA Joint Account I 3.610000% TPR108DA6 L3I9ZG2KFGXZ61BMYR72 0000009631 TPR108DA6779163THE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 280813271.53 278570048.80 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 2588536.32 2693556.26 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 78.89 80.47 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 149032.16 155593.83 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 165757.84 167745.20 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 14085392.95 14251680.17 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 78.89 74.95 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 27529529.47 26193975.70 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 3088728.95 2681684.96 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 473.37 459.17 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 1678485.53 1593541.14 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 553762.16 445228.25 U.S. Treasuries (including strips) 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 27454579.47 17011220.04 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 78.89 48.91 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 236.68 111.24 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 631.16 464.69 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 35191786.32 24763413.73 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 2051.26 1626.81 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 78.89 71.01 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 97443520.63 97005986.20 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 17724333.79 17444431.04 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 473368421.05 473368421.05 0.0122 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.610000% TPR108DB4 G5GSEF7VJP5I7OUK5573 0000312070 TPR108DB4779163BAR Other Instrument U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-07 2026-06-07 2026-06-30 Y Barclays Bank PLC 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0361 900000000.00 900000000.00 0.0233 N N Y N Forward Settling Repurchase Agreement to be collateralized upon settlement. The response for Item C.7 is Y. The response for Item C.8 is N. CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 3.610000% TPR108DE1 MBNUM2BPBDO7JBLYG310 0000315030 TPR108DE17791632CG U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 1004800.00 999968.00 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 22300.00 19592.00 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 500.00 397.00 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 100.00 80.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 1000000.00 1000000.00 0.0000 N Y Y N RBC DOMINION SECURITIES INC. RBC DOMINION SECURITIES INC. 3.600000% TPR108DFC 549300QJJX6CVVUXLE15 0001317808 TPR108DFC7791632RB U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 154726800.00 154184506.00 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 24821100.00 24914309.00 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 149984200.00 141181278.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0360 314000000.00 314000000.00 0.0081 N Y Y N DEUTSCHE BANK SECURITIES INC. DEUTSCHE BANK SECURITIES INC. 3.600000% TPR108DFF 9J6MBOOO7BECTDTUZW19 0000058056 TPR108DFF779163DEU U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 220891300.00 209428854.00 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 116669200.00 86233229.00 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 12005400.00 10337978.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0360 300000000.00 300000000.00 0.0078 N Y Y N FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 3.590000% TPR108E01 549300H47WTHXPU08X20 0001232861 TPR108E01779163BSS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY Y UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 91282CDC2 2029-11-30 4.125000 0.00 84148900.00 102000000.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0359 100000000.00 100000000.00 0.0026 N Y Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 3.550000% TPR108E05 549300HN4UKV1E2R3U73 TPR108E057791631BO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 05/15/54 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0.00 0.00 37155401.00 8828383.00 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 41725000.00 42171618.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2026-06-01 2026-06-01 2026-06-01 N N N 0.0355 50000000.00 50000000.00 0.0013 N Y Y N FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 3.580000% TPR108E0C 549300H47WTHXPU08X20 0001232861 TPR108E0C779163ABN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Y FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) Y 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 220546200.00 225420071.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-06-01 2026-06-01 2026-06-01 N N N 0.0358 221000000.00 221000000.00 0.0057 N Y Y N Goldman Sachs Trust 2026-06-05 Allison Fracchiolla Allison Fracchiolla Assistant Treasurer