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2026-09-08 N N N 0.0374 397185056.00 397185056.00 0.0035 N Y Y N UNITED STATES TREASURY TREASURY 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0372 198459944.00 198459944.00 0.0017 N Y Y N UNITED STATES TREASURY TREASURY 912797VG9 254900HROIFWPRGM1V77 US912797VG91 U.S. Treasury Debt Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0392 1248254425.00 1248254425.00 0.0108 N Y Y N UNITED STATES TREASURY TREASURY 912797VH7 254900HROIFWPRGM1V77 US912797VH74 U.S. Treasury Debt Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0392 923209381.60 923209381.60 0.0080 N Y Y N UNITED STATES TREASURY TREASURY 912797VJ3 254900HROIFWPRGM1V77 US912797VJ31 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0397 779537257.95 779537257.95 0.0068 N Y Y N UNITED STATES TREASURY TREASURY 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N 0.0381 296773833.00 296773833.00 0.0026 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828Y95 254900HROIFWPRGM1V77 US912828Y958 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 274584571.25 274584571.25 0.0024 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0385 609329866.05 609329866.05 0.0053 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.500000% 912828ZS2 254900HROIFWPRGM1V77 US912828ZS21 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0410 725916210.00 725916210.00 0.0063 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.625000% 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 747106835.09 747106835.09 0.0065 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0378 1459357817.40 1459357817.40 0.0127 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0395 410366915.10 410366915.10 0.0036 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0396 1652810169.50 1652810169.50 0.0144 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0410 917699299.20 917699299.20 0.0080 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.500000% 91282CHM6 254900HROIFWPRGM1V77 US91282CHM64 U.S. Treasury Debt Y 2026-07-15 2026-07-15 2026-07-15 N N N 0.0368 200057416.00 200057416.00 0.0017 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.000000% 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0397 3428508901.44 3428508901.44 0.0298 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.957696% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-07-06 2026-07-31 2026-07-31 N N N 0.0376 1505067649.75 1505067649.75 0.0131 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.375000% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 1065557229.30 1065557229.30 0.0093 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0381 399640624.00 399640624.00 0.0035 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.980700% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-07-06 2026-10-31 2026-10-31 N N N 0.0377 2737515005.28 2737515005.28 0.0238 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0389 2075236342.48 2075236342.48 0.0180 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.873701% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-07-06 2027-01-31 2027-01-31 N N N 0.0380 2369688597.23 2369688597.23 0.0206 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.935696% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-07-06 2027-04-30 2027-04-30 N N N 0.0379 1272351937.28 1272351937.28 0.0111 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0409 1417071250.00 1417071250.00 0.0123 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.934699% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-07-06 2027-07-31 2027-07-31 N N N 0.0381 2881181398.76 2881181398.76 0.0250 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.965699% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-07-06 2027-10-31 2027-10-31 N N N 0.0384 3177444928.78 3177444928.78 0.0276 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.874702% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-07-06 2028-01-31 2028-01-31 N N N 0.0385 2630501672.50 2630501672.50 0.0229 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.878701% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-07-01 2028-04-30 2028-04-30 N N N 0.0387 1849894790.50 1849894790.50 0.0161 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA 3.640000% N/A 549300HXQQQCCUBS2Z23 0 BNTC839H1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912803CX9 2036-02-15 0.00 0.00 161000.00 106864.23 U.S. Treasuries (including strips) USTR N/A 912803DC4 2038-02-15 0.00 0.00 100.00 59.97 U.S. Treasuries (including strips) USTR N/A 912803DP5 2040-11-15 0.00 0.00 254000.00 128793.49 U.S. Treasuries (including strips) USTR N/A 912803DU4 2041-11-15 0.00 0.00 260000.00 124303.40 U.S. Treasuries (including strips) USTR N/A 912803DV2 2042-02-15 0.00 0.00 191900.00 90327.52 U.S. Treasuries (including strips) USTR N/A 912803EA7 2043-02-15 0.00 0.00 500.00 221.72 U.S. Treasuries (including strips) USTR N/A 912803EC3 2043-05-15 0.00 0.00 1695000.00 741042.14 U.S. Treasuries (including strips) USTR N/A 912803EF6 2044-02-15 0.00 0.00 19620000.00 8220956.58 U.S. Treasuries (including strips) USTR N/A 912803ER0 2046-02-15 0.00 0.00 1468000.00 552261.60 U.S. Treasuries (including strips) USTR N/A 912803EU3 2046-08-15 0.00 0.00 639000.00 234206.92 U.S. Treasuries (including strips) USTR N/A 912803EV1 2046-11-15 0.00 0.00 308000.00 111421.46 U.S. Treasuries (including strips) USTR N/A 912803EW9 2047-02-15 0.00 0.00 645000.00 230148.90 U.S. Treasuries (including strips) USTR N/A 912803FE8 2048-08-15 0.00 0.00 263000.00 86844.18 U.S. Treasuries (including strips) USTR N/A 912803FF5 2048-11-15 0.00 0.00 831000.00 271149.48 U.S. Treasuries (including strips) USTR N/A 912803FG3 2049-02-15 0.00 0.00 616000.00 198326.13 U.S. Treasuries (including strips) USTR N/A 912803FJ7 2049-05-15 0.00 0.00 346500.00 110140.92 U.S. Treasuries (including strips) USTR N/A 912803FK4 2049-08-15 0.00 0.00 899900.00 282519.11 U.S. Treasuries (including strips) USTR N/A 912803FL2 2049-11-15 0.00 0.00 100.00 30.99 U.S. Treasuries (including strips) USTR N/A 912803FT5 2050-11-15 0.00 0.00 166000.00 49012.83 U.S. Treasuries (including strips) USTR N/A 912803FY4 2051-05-15 0.00 0.00 52000.00 14972.31 U.S. Treasuries (including strips) USTR N/A 912803GC1 2051-11-15 0.00 0.00 242000.00 68043.38 U.S. Treasuries (including strips) USTR N/A 912803GH0 2052-05-15 0.00 0.00 30700.00 8441.30 U.S. Treasuries (including strips) USTR N/A 912803GU1 2053-08-15 0.00 0.00 27000.00 7036.34 U.S. Treasuries (including strips) USTR N/A 912803GY3 2054-02-15 0.00 0.00 401500.00 102591.28 U.S. Treasuries (including strips) USTR N/A 912803HB2 2054-05-15 0.00 0.00 2320000.00 588822.96 U.S. Treasuries (including strips) USTR N/A 912803HD8 2054-08-15 0.00 0.00 405100.00 101563.03 U.S. Treasuries (including strips) USTR N/A 912803HF3 2054-11-15 0.00 0.00 1735200.00 430744.31 U.S. Treasuries (including strips) USTR N/A 912803HH9 2055-02-15 0.00 0.00 954700.00 234478.14 U.S. Treasuries (including strips) USTR N/A 912803HL0 2055-05-15 0.00 0.00 401000.00 97671.57 U.S. Treasuries (including strips) USTR N/A 912803HN6 2055-08-15 0.00 0.00 4066600.00 980339.33 U.S. Treasuries (including strips) USTR N/A 912803HS5 2056-02-15 0.00 0.00 12871000.00 3042009.37 U.S. Treasuries (including strips) USTR N/A 912803HV8 2056-05-15 0.00 0.00 700000.00 163717.40 U.S. Treasuries (including strips) USTR N/A 9128285W6 2029-01-15 0.875000 0.00 127900.00 164762.34 U.S. Treasuries (including strips) USTR N/A 912828S50 2026-07-15 0.125000 0.00 2890200.00 4020141.16 U.S. Treasuries (including strips) USTR N/A 912828Z37 2030-01-15 0.125000 0.00 824600.00 1003090.06 U.S. Treasuries (including strips) USTR N/A 912828ZV5 2027-06-30 0.500000 0.00 106674400.00 102948049.86 U.S. Treasuries (including strips) USTR N/A 912828ZZ6 2030-07-15 0.125000 0.00 660000.00 801706.10 U.S. Treasuries (including strips) USTR N/A 91282CBF7 2031-01-15 0.125000 0.00 1920900.00 2272257.13 U.S. Treasuries (including strips) USTR N/A 91282CCZ2 2026-09-30 0.875000 0.00 74592400.00 74212914.63 U.S. Treasuries (including strips) USTR N/A 91282CDC2 2026-10-15 0.125000 0.00 1637800.00 1985120.74 U.S. Treasuries (including strips) USTR N/A 91282CEZ0 2032-07-15 0.625000 0.00 9200000.00 9818048.73 U.S. Treasuries (including strips) USTR N/A 91282CGH8 2028-01-31 3.500000 0.00 94391700.00 94826351.35 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 38526900.00 41046894.02 U.S. Treasuries (including strips) USTR N/A 91282CGW5 2028-04-15 1.250000 0.00 15000000.00 16429941.71 U.S. Treasuries (including strips) USTR N/A 91282CHA2 2028-04-30 3.500000 0.00 55412800.00 55106291.33 U.S. Treasuries (including strips) USTR N/A 91282CJH5 2028-10-15 2.375000 0.00 407200.00 449752.22 U.S. Treasuries (including strips) USTR N/A 91282CKD2 2029-02-28 4.250000 0.00 200026500.00 203378278.84 U.S. Treasuries (including strips) USTR N/A 91282CKF7 2031-03-31 4.125000 0.00 77813300.00 78430915.65 U.S. Treasuries (including strips) USTR N/A 91282CKT7 2029-05-31 4.500000 0.00 96959400.00 98260452.09 U.S. Treasuries (including strips) USTR N/A 91282CLA7 2026-07-31 3.957695 0.00 435185500.00 438070029.26 U.S. Treasuries (including strips) USTR N/A 91282CLE9 2034-07-15 1.875000 0.00 1983700.00 2099232.15 U.S. Treasuries (including strips) USTR N/A 91282CLL3 2027-09-15 3.375000 0.00 83691700.00 83788295.23 U.S. Treasuries (including strips) USTR N/A 91282CLW9 2034-11-15 4.250000 0.00 99663700.00 99518739.15 U.S. Treasuries (including strips) USTR N/A 91282CMV0 2027-03-31 3.875000 0.00 85810000.00 86551446.70 U.S. Treasuries (including strips) USTR N/A 91282CNN7 2030-07-31 3.875000 0.00 45748400.00 45999313.04 U.S. Treasuries (including strips) USTR N/A 91282CPH8 2030-10-15 1.125000 0.00 9764700.00 9793397.17 U.S. Treasuries (including strips) USTR N/A 9128334S6 2031-08-15 0.00 0.00 11233335.97 9043453.29 U.S. Treasuries (including strips) USTR N/A 9128334T4 2032-02-15 0.00 0.00 16540250.40 13021824.88 U.S. Treasuries (including strips) USTR N/A 9128334U1 2032-08-15 0.00 0.00 22827582.04 17573060.72 U.S. Treasuries (including strips) USTR N/A 9128334V9 2033-02-15 0.00 0.00 13051287.74 9816800.15 U.S. Treasuries (including strips) USTR N/A 9128334W7 2033-08-15 0.00 0.00 40481836.04 29739495.06 U.S. Treasuries (including strips) USTR N/A 9128334X5 2034-02-15 0.00 0.00 31575874.31 22650321.92 U.S. Treasuries (including strips) USTR N/A 9128334Y3 2034-08-15 0.00 0.00 11694948.83 8191609.96 U.S. Treasuries (including strips) USTR N/A 9128334Z0 2035-02-15 0.00 0.00 12422140.38 8491501.88 U.S. Treasuries (including strips) USTR N/A 9128335A4 2035-08-15 0.00 0.00 11679925.14 7792951.17 U.S. Treasuries (including strips) USTR N/A 9128335B2 2036-02-15 0.00 0.00 4576154.91 2976289.97 U.S. Treasuries (including strips) USTR N/A 9128337E4 2036-08-15 0.00 0.00 10704036.85 6778738.09 U.S. Treasuries (including strips) USTR N/A 9128337N4 2030-11-15 0.00 0.00 2132000.00 1773489.28 U.S. Treasuries (including strips) USTR N/A 9128337Q7 2031-11-15 0.00 0.00 2682400.00 2136241.90 U.S. Treasuries (including strips) USTR N/A 9128337R5 2032-05-15 0.00 0.00 4501000.00 3505045.73 U.S. Treasuries (including strips) USTR N/A 9128337S3 2032-11-15 0.00 0.00 3455660.00 2629629.40 U.S. Treasuries (including strips) USTR N/A 9128337T1 2033-05-15 0.00 0.00 7850000.00 5834912.85 U.S. Treasuries (including strips) USTR N/A 9128337U8 2033-11-15 0.00 0.00 6021619.82 4372460.74 U.S. Treasuries (including strips) USTR N/A 9128337V6 2034-05-15 0.00 0.00 14593000.00 10345780.31 U.S. Treasuries (including strips) USTR N/A 9128337W4 2034-11-15 0.00 0.00 2479100.03 1715358.73 U.S. Treasuries (including strips) USTR N/A 912833PA2 2026-08-15 0.00 0.00 9229681.78 9187659.04 U.S. Treasuries (including strips) USTR N/A 912833PB0 2026-11-15 0.00 0.00 2037000.00 2008714.22 U.S. Treasuries (including strips) USTR N/A 912833PC8 2027-02-15 0.00 0.00 10234591.06 9988050.00 U.S. Treasuries (including strips) USTR N/A 912833PD6 2027-05-15 0.00 0.00 102000.00 98493.75 U.S. Treasuries (including strips) USTR N/A 912833PE4 2027-08-15 0.00 0.00 9112000.00 8708830.45 U.S. Treasuries (including strips) USTR N/A 912833QB9 2027-11-15 0.00 0.00 1867000.00 1765394.13 U.S. Treasuries (including strips) USTR N/A 912833RY8 2028-02-15 0.00 0.00 7423434.00 6942187.62 U.S. Treasuries (including strips) USTR N/A 912833RZ5 2028-08-15 0.00 0.00 10168485.23 9314566.35 U.S. Treasuries (including strips) USTR N/A 912833WQ9 2028-05-15 0.00 0.00 1950000.49 1804614.30 U.S. Treasuries (including strips) USTR N/A 912833WR7 2028-11-15 0.00 0.00 2150000.00 1948979.30 U.S. Treasuries (including strips) USTR N/A 912833X88 2035-05-15 0.00 0.00 11884125.49 8025932.27 U.S. Treasuries (including strips) USTR N/A 912833X96 2035-11-15 0.00 0.00 5182265.18 3412646.00 U.S. Treasuries (including strips) USTR N/A 912833XN5 2029-02-15 0.00 0.00 10332298.88 9265313.37 U.S. Treasuries (including strips) USTR N/A 912833XP0 2029-08-15 0.00 0.00 9015957.41 7914829.52 U.S. Treasuries (including strips) USTR N/A 912833XS4 2029-05-15 0.00 0.00 2149999.78 1906998.20 U.S. Treasuries (including strips) USTR N/A 912833XT2 2029-11-15 0.00 0.00 2236000.00 1942279.04 U.S. Treasuries (including strips) USTR N/A 912833XU9 2030-05-15 0.00 0.00 2050000.00 1742239.65 U.S. Treasuries (including strips) USTR N/A 912833XX3 2030-02-15 0.00 0.00 3760334.00 3230412.69 U.S. Treasuries (including strips) USTR N/A 912833XY1 2030-08-15 0.00 0.00 48739000.00 40980628.50 U.S. Treasuries (including strips) USTR N/A 912833XZ8 2031-02-15 0.00 0.00 8884970.00 7311370.73 U.S. Treasuries (including strips) USTR N/A 912833Y20 2036-05-15 0.00 0.00 4495619.62 2887792.73 U.S. Treasuries (including strips) USTR N/A 912833Y38 2036-11-15 0.00 0.00 7350000.00 4593617.70 U.S. Treasuries (including strips) USTR N/A 912834A65 2051-11-15 0.00 0.00 6916000.00 1907889.26 U.S. Treasuries (including strips) USTR N/A 912834AD0 2037-11-15 0.00 0.00 2558000.00 1512325.41 U.S. Treasuries (including strips) USTR N/A 912834AE8 2038-05-15 0.00 0.00 3773065.53 2169871.12 U.S. Treasuries (including strips) USTR N/A 912834AT5 2038-08-15 0.00 0.00 8511000.00 4831490.44 U.S. Treasuries (including strips) USTR N/A 912834AU2 2039-02-15 0.00 0.00 12995416.91 7179461.02 U.S. Treasuries (including strips) USTR N/A 912834B56 2052-02-15 0.00 0.00 12146873.99 3313485.02 U.S. Treasuries (including strips) USTR N/A 912834D47 2052-08-15 0.00 0.00 13050498.20 3473116.04 U.S. Treasuries (including strips) USTR N/A 912834DU9 2038-11-15 0.00 0.00 2050000.00 1145904.90 U.S. Treasuries (including strips) USTR N/A 912834DV7 2039-05-15 0.00 0.00 3843000.00 2092025.44 U.S. Treasuries (including strips) USTR N/A 912834EP9 2039-08-15 0.00 0.00 8068000.00 4328062.46 U.S. Treasuries (including strips) USTR N/A 912834EV6 2039-11-15 0.00 0.00 4087086.53 2160245.93 U.S. Treasuries (including strips) USTR N/A 912834F29 2052-11-15 0.00 0.00 4000000.00 1050148.00 U.S. Treasuries (including strips) USTR N/A 912834F94 2053-02-15 0.00 0.00 11198334.00 2914086.47 U.S. Treasuries (including strips) USTR N/A 912834FB9 2040-02-15 0.00 0.00 3646000.00 1897465.90 U.S. Treasuries (including strips) USTR N/A 912834H84 2053-08-15 0.00 0.00 14005479.56 3563288.12 U.S. Treasuries (including strips) USTR N/A 912834HV3 2040-05-15 0.00 0.00 4615000.00 2367942.65 U.S. Treasuries (including strips) USTR N/A 912834J66 2053-11-15 0.00 0.00 7714667.37 1943046.98 U.S. Treasuries (including strips) USTR N/A 912834JB5 2040-08-15 0.00 0.00 8052000.00 4064126.22 U.S. Treasuries (including strips) USTR N/A 912834JH2 2040-11-15 0.00 0.00 3561000.00 1771041.98 U.S. Treasuries (including strips) USTR N/A 912834JP4 2041-02-15 0.00 0.00 218334.00 106993.27 U.S. Treasuries (including strips) USTR N/A 912834K56 2054-02-15 0.00 0.00 11666334.00 2905920.47 U.S. Treasuries (including strips) USTR N/A 912834KB3 2045-05-15 0.00 0.00 2050000.00 784899.90 U.S. Treasuries (including strips) USTR N/A 912834KH0 2041-05-15 0.00 0.00 5108000.00 2464002.15 U.S. Treasuries (including strips) USTR N/A 912834KP2 2041-08-15 0.00 0.00 6661000.00 3167698.50 U.S. Treasuries (including strips) USTR N/A 912834KV9 2041-11-15 0.00 0.00 3718000.00 1742972.37 U.S. Treasuries (including strips) USTR N/A 912834LB2 2042-02-15 0.00 0.00 9705125.40 4480788.46 U.S. Treasuries (including strips) USTR N/A 912834LK2 2042-05-15 0.00 0.00 2842907.30 1293409.11 U.S. Treasuries (including strips) USTR N/A 912834LR7 2042-08-15 0.00 0.00 11190906.59 5013996.17 U.S. Treasuries (including strips) USTR N/A 912834LX4 2042-11-15 0.00 0.00 2339000.00 1032406.53 U.S. Treasuries (including strips) USTR N/A 912834MD7 2043-02-15 0.00 0.00 7614000.00 3313978.27 U.S. Treasuries (including strips) USTR N/A 912834MM7 2043-05-15 0.00 0.00 2050000.00 879646.80 U.S. Treasuries (including strips) USTR N/A 912834MT2 2043-08-15 0.00 0.00 3290000.00 1390163.18 U.S. Treasuries (including strips) USTR N/A 912834MZ8 2043-11-15 0.00 0.00 5553000.00 2314346.02 U.S. Treasuries (including strips) USTR N/A 912834NF1 2044-02-15 0.00 0.00 8848960.00 3633471.47 U.S. Treasuries (including strips) USTR N/A 912834NP9 2044-05-15 0.00 0.00 2050000.00 829261.90 U.S. Treasuries (including strips) USTR N/A 912834NV6 2044-08-15 0.00 0.00 10803264.70 4310221.73 U.S. Treasuries (including strips) USTR N/A 912834PB8 2044-11-15 0.00 0.00 3656000.00 1437787.81 U.S. Treasuries (including strips) USTR N/A 912834PH5 2045-02-15 0.00 0.00 1935334.00 750797.34 U.S. Treasuries (including strips) USTR N/A 912834PM4 2045-08-15 0.00 0.00 12454000.00 4698296.41 U.S. Treasuries (including strips) USTR N/A 912834PT9 2045-11-15 0.00 0.00 2383999.00 887271.98 U.S. Treasuries (including strips) USTR N/A 912834PZ5 2046-02-15 0.00 0.00 10121968.72 3717677.65 U.S. Treasuries (including strips) USTR N/A 912834QH4 2046-05-15 0.00 0.00 2050128.00 743544.52 U.S. Treasuries (including strips) USTR N/A 912834QP6 2046-08-15 0.00 0.00 12672268.49 4535835.75 U.S. Treasuries (including strips) USTR N/A 912834QV3 2046-11-15 0.00 0.00 2450000.00 865144.00 U.S. Treasuries (including strips) USTR N/A 912834RB6 2047-02-15 0.00 0.00 105834.00 36875.63 U.S. Treasuries (including strips) USTR N/A 912834RR1 2047-08-15 0.00 0.00 133980.00 45638.55 U.S. Treasuries (including strips) USTR N/A 912834SZ2 2047-11-15 0.00 0.00 5703023.00 1919688.87 U.S. Treasuries (including strips) USTR N/A 912834TF5 2048-02-15 0.00 0.00 12247000.00 4069408.67 U.S. Treasuries (including strips) USTR N/A 912834TP3 2048-05-15 0.00 0.00 7518000.00 2464904.11 U.S. Treasuries (including strips) USTR N/A 912834TV0 2048-08-15 0.00 0.00 12000892.00 3888517.02 U.S. Treasuries (including strips) USTR N/A 912834UB2 2048-11-15 0.00 0.00 6483220.56 2077275.73 U.S. Treasuries (including strips) USTR N/A 912834UH9 2049-02-15 0.00 0.00 831334.00 262987.52 U.S. Treasuries (including strips) USTR N/A 912834UR7 2049-05-15 0.00 0.00 5573000.00 1740492.48 U.S. Treasuries (including strips) USTR N/A 912834UY2 2049-08-15 0.00 0.00 2352920.00 724457.01 U.S. Treasuries (including strips) USTR N/A 912834VE5 2049-11-15 0.00 0.00 7406945.00 2256918.36 U.S. Treasuries (including strips) USTR N/A 912834VM7 2050-02-15 0.00 0.00 11783000.00 3544137.87 U.S. Treasuries (including strips) USTR N/A 912834WC8 2050-08-15 0.00 0.00 12426000.00 3643700.83 U.S. Treasuries (including strips) USTR N/A 912834WJ3 2050-11-15 0.00 0.00 9873000.00 2857473.28 U.S. Treasuries (including strips) USTR N/A 912834WZ7 2051-05-15 0.00 0.00 8240976.31 2327639.04 U.S. Treasuries (including strips) USTR N/A 912834XG8 2051-08-15 0.00 0.00 12406802.00 3464041.15 U.S. Treasuries (including strips) USTR N/A 912834XP8 2054-05-15 0.00 0.00 5419613.59 1335907.65 U.S. Treasuries (including strips) USTR N/A 912834XW3 2054-08-15 0.00 0.00 15158983.41 3730262.00 U.S. Treasuries (including strips) USTR N/A 912834YC6 2054-11-15 0.00 0.00 13506700.00 3312585.71 U.S. Treasuries (including strips) USTR N/A 912834YK8 2055-02-15 0.00 0.00 9445320.00 2301257.76 U.S. Treasuries (including strips) USTR N/A 912834YT9 2055-05-15 0.00 0.00 4792191.00 1158804.50 U.S. Treasuries (including strips) USTR N/A 912834ZA9 2055-08-15 0.00 0.00 6592990.00 1590486.31 U.S. Treasuries (including strips) USTR N/A 912834ZG6 2055-11-15 0.00 0.00 4015000.00 963925.21 U.S. Treasuries (including strips) USTR N/A 912834ZP6 2056-02-15 0.00 0.00 6019110.00 1424404.32 U.S. Treasuries (including strips) USTR N/A 912834ZX9 2056-05-15 0.00 0.00 4000000.00 942096.00 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-29 Y ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.0000 7 N N N 0.0364 2000000000.00 2000000000.00 0.0174 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE TRI-PARTY CANADIAN IMPERIAL BAN 3.640000% N/A 2IGI19DL77OX0HC3ZE78 0 BNTC85G47 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810QF8 2040-02-15 2.125000 0.00 111500.00 168244.91 U.S. Treasuries (including strips) USTR N/A 912810RA8 2043-02-15 0.625000 0.00 8367700.00 8946982.14 U.S. Treasuries (including strips) USTR N/A 912810RW0 2047-02-15 0.875000 0.00 43529900.00 42861874.57 U.S. Treasuries (including strips) USTR N/A 9128282R0 2027-08-15 2.250000 0.00 100.00 98.79 U.S. Treasuries (including strips) USTR N/A 9128283R9 2028-01-15 0.500000 0.00 200.00 263.66 U.S. Treasuries (including strips) USTR N/A 9128283W8 2028-02-15 2.750000 0.00 200.00 197.69 U.S. Treasuries (including strips) USTR N/A 9128283W8 2028-02-15 2.750000 0.00 8750000.00 8648977.09 U.S. Treasuries (including strips) USTR N/A 912828Y38 2028-07-15 0.750000 0.00 56305400.00 73291663.87 U.S. Treasuries (including strips) USTR N/A 912828YD6 2026-08-31 1.375000 0.00 173500.00 173590.12 U.S. Treasuries (including strips) USTR N/A 912828Z78 2027-01-31 1.500000 0.00 16508700.00 16373534.51 U.S. Treasuries (including strips) USTR N/A 91282CCR0 2028-07-31 1.000000 0.00 24994000.00 23547638.37 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 200.00 173.37 U.S. Treasuries (including strips) USTR N/A 91282CDX6 2032-01-15 0.125000 0.00 4071700.00 4435485.19 U.S. Treasuries (including strips) USTR N/A 91282CEM9 2029-04-30 2.875000 0.00 2018700.00 1960479.94 U.S. Treasuries (including strips) USTR N/A 91282CFF3 2032-08-15 2.750000 0.00 100000000.00 93053252.49 U.S. Treasuries (including strips) USTR N/A 91282CFV8 2032-11-15 4.125000 0.00 742000.00 740844.15 U.S. Treasuries (including strips) USTR N/A 91282CHE4 2028-05-31 3.625000 0.00 61101600.00 60707941.43 U.S. Treasuries (including strips) USTR N/A 91282CHQ7 2028-07-31 4.125000 0.00 1357400.00 1380296.00 U.S. Treasuries (including strips) USTR N/A 91282CJA0 2028-09-30 4.625000 0.00 50000000.00 51085065.85 U.S. Treasuries (including strips) USTR N/A 91282CJM4 2030-11-30 4.375000 0.00 1000.00 1011.70 U.S. Treasuries (including strips) USTR N/A 91282CKQ3 2034-05-15 4.375000 0.00 57372100.00 57885738.07 U.S. Treasuries (including strips) USTR N/A 91282CKX8 2029-06-30 4.250000 0.00 464200.00 465620.45 U.S. Treasuries (including strips) USTR N/A 91282CLJ8 2031-08-31 3.750000 0.00 100.00 99.22 U.S. Treasuries (including strips) USTR N/A 91282CMA6 2029-11-30 4.125000 0.00 35875000.00 35975060.67 U.S. Treasuries (including strips) USTR N/A 91282CMU2 2030-03-31 4.000000 0.00 9871200.00 9916749.22 U.S. Treasuries (including strips) USTR N/A 91282CMZ1 2030-04-30 3.875000 0.00 28976000.00 28877227.59 U.S. Treasuries (including strips) USTR N/A 91282CNC1 2035-05-15 4.250000 0.00 33740000.00 33624389.89 U.S. Treasuries (including strips) USTR N/A 91282CND9 2028-05-15 3.750000 0.00 100.00 99.77 U.S. Treasuries (including strips) USTR N/A 91282CNF4 2032-05-31 4.125000 0.00 1800.00 1796.89 U.S. Treasuries (including strips) USTR N/A 91282CNL1 2027-06-30 3.750000 0.00 69577300.00 69341919.99 U.S. Treasuries (including strips) USTR N/A 91282CNR8 2032-07-31 4.000000 0.00 1646700.00 1653528.18 U.S. Treasuries (including strips) USTR N/A 91282CNT4 2035-08-15 4.250000 0.00 88328500.00 88880239.33 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-30 Y CANADIAN IMPERIAL BANK OF COMMER 1.0000 7 N N N 0.0364 700000000.00 700000000.00 0.0061 N N Y N RBC DOMINION SECURITIES INC TRI-PARTY RBC DOMINION SECURIT 3.640000% N/A 549300QJJX6CVVUXLE15 0 BNTC8M476 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797RS8 2026-09-03 0.00 0.00 1205000.00 1197175.94 U.S. Treasuries (including strips) USTR N/A 912797TF4 2026-07-02 0.00 0.00 369000.00 368963.10 U.S. Treasuries (including strips) USTR N/A 912797TF4 2026-07-02 0.00 0.00 122600.00 122587.74 U.S. Treasuries (including strips) USTR N/A 912797TP2 2026-07-23 0.00 0.00 4535500.00 4525549.11 U.S. Treasuries (including strips) USTR N/A 912797TQ0 2026-07-30 0.00 0.00 4461400.00 4448412.86 U.S. Treasuries (including strips) USTR N/A 912810QF8 2040-02-15 2.125000 0.00 22000.00 33196.30 U.S. Treasuries (including strips) USTR N/A 912810QP6 2041-02-15 2.125000 0.00 100.00 147.50 U.S. Treasuries (including strips) USTR N/A 912810QS0 2041-08-15 3.750000 0.00 38300.00 34757.93 U.S. Treasuries (including strips) USTR N/A 912810QX9 2042-08-15 2.750000 0.00 4984800.00 3882419.08 U.S. Treasuries (including strips) USTR N/A 912810RC4 2043-08-15 3.625000 0.00 300.00 261.15 U.S. Treasuries (including strips) USTR N/A 912810RD2 2043-11-15 3.750000 0.00 900.00 786.87 U.S. Treasuries (including strips) USTR N/A 912810RF7 2044-02-15 1.375000 0.00 600.00 710.57 U.S. Treasuries (including strips) USTR N/A 912810RK6 2045-02-15 2.500000 0.00 3796900.00 2716056.23 U.S. Treasuries (including strips) USTR N/A 912810RL4 2045-02-15 0.750000 0.00 16259200.00 16555703.69 U.S. Treasuries (including strips) USTR N/A 912810RM2 2045-05-15 3.000000 0.00 8585400.00 6603511.92 U.S. Treasuries (including strips) USTR N/A 912810RQ3 2046-02-15 2.500000 0.00 15833700.00 11144347.14 U.S. Treasuries (including strips) USTR N/A 912810RT7 2046-08-15 2.250000 0.00 4490100.00 2988098.17 U.S. Treasuries (including strips) USTR N/A 912810RY6 2047-08-15 2.750000 0.00 1462800.00 1057012.73 U.S. Treasuries (including strips) USTR N/A 912810RZ3 2047-11-15 2.750000 0.00 119400.00 85213.45 U.S. Treasuries (including strips) USTR N/A 912810SA7 2048-02-15 3.000000 0.00 124000.00 93334.16 U.S. Treasuries (including strips) USTR N/A 912810SB5 2048-02-15 1.000000 0.00 162300.00 158492.42 U.S. Treasuries (including strips) USTR N/A 912810SC3 2048-05-15 3.125000 0.00 262100.00 199331.84 U.S. Treasuries (including strips) USTR N/A 912810SD1 2048-08-15 3.000000 0.00 3100.00 2321.79 U.S. Treasuries (including strips) USTR N/A 912810SE9 2048-11-15 3.375000 0.00 723500.00 572788.26 U.S. Treasuries (including strips) USTR N/A 912810SK5 2049-11-15 2.375000 0.00 170500.00 109939.72 U.S. Treasuries (including strips) USTR N/A 912810SQ2 2040-08-15 1.125000 0.00 28600.00 18127.44 U.S. Treasuries (including strips) USTR N/A 912810SZ2 2051-08-15 2.000000 0.00 44700.00 26000.23 U.S. Treasuries (including strips) USTR N/A 912810TB4 2051-11-15 1.875000 0.00 100.00 55.65 U.S. Treasuries (including strips) USTR N/A 912810TE8 2052-02-15 0.125000 0.00 96400.00 60561.91 U.S. Treasuries (including strips) USTR N/A 912810TF5 2042-02-15 2.375000 0.00 2520500.00 1872650.96 U.S. Treasuries (including strips) USTR N/A 912810TG3 2052-05-15 2.875000 0.00 49070100.00 34389736.84 U.S. Treasuries (including strips) USTR N/A 912810TL2 2052-11-15 4.000000 0.00 19373900.00 16795524.52 U.S. Treasuries (including strips) USTR N/A 912810TN8 2053-02-15 3.625000 0.00 12011600.00 9840210.77 U.S. Treasuries (including strips) USTR N/A 912810TN8 2053-02-15 3.625000 0.00 1170100.00 958575.93 U.S. Treasuries (including strips) USTR N/A 912810TP3 2053-02-15 1.500000 0.00 100.00 86.71 U.S. Treasuries (including strips) USTR N/A 912810TQ1 2043-02-15 3.875000 0.00 3954400.00 3582713.95 U.S. Treasuries (including strips) USTR N/A 912810TS7 2043-05-15 3.875000 0.00 180097000.00 161038370.04 U.S. Treasuries (including strips) USTR N/A 912810TV0 2053-11-15 4.750000 0.00 94270600.00 92415401.73 U.S. Treasuries (including strips) USTR N/A 912810TW8 2043-11-15 4.750000 0.00 221600.00 220699.31 U.S. Treasuries (including strips) USTR N/A 912810TZ1 2044-02-15 4.500000 0.00 2100200.00 2048062.05 U.S. Treasuries (including strips) USTR N/A 912810UA4 2054-05-15 4.625000 0.00 24836100.00 23901126.39 U.S. Treasuries (including strips) USTR N/A 912810UC0 2054-08-15 4.250000 0.00 8544400.00 7820001.05 U.S. Treasuries (including strips) USTR N/A 912810UE6 2054-11-15 4.500000 0.00 10172800.00 9596134.49 U.S. Treasuries (including strips) USTR N/A 912810UE6 2054-11-15 4.500000 0.00 222455600.00 209845259.40 U.S. Treasuries (including strips) USTR N/A 912810UK2 2055-05-15 4.750000 0.00 86982500.00 85503754.01 U.S. Treasuries (including strips) USTR N/A 912810UM8 2055-08-15 4.750000 0.00 8700.00 8659.05 U.S. Treasuries (including strips) USTR N/A 912810UN6 2045-08-15 4.875000 0.00 3962300.00 4029830.46 U.S. Treasuries (including strips) USTR N/A 912810UP1 2055-11-15 4.625000 0.00 141205600.00 136140872.85 U.S. Treasuries (including strips) USTR N/A 9128283W8 2028-02-15 2.750000 0.00 2870800.00 2837655.25 U.S. Treasuries (including strips) USTR N/A 9128286B1 2029-02-15 2.625000 0.00 4619800.00 4491694.63 U.S. Treasuries (including strips) USTR N/A 9128286B1 2029-02-15 2.625000 0.00 32548000.00 31645455.83 U.S. Treasuries (including strips) USTR N/A 91282CBP5 2028-02-29 1.125000 0.00 17663400.00 16879102.99 U.S. Treasuries (including strips) USTR N/A 91282CCY5 2028-09-30 1.250000 0.00 5577400.00 5251434.01 U.S. Treasuries (including strips) USTR N/A 91282CDP3 2028-12-31 1.375000 0.00 246000.00 229980.48 U.S. Treasuries (including strips) USTR N/A 91282CDP3 2028-12-31 1.375000 0.00 28000.00 26176.64 U.S. Treasuries (including strips) USTR N/A 91282CDW8 2029-01-31 1.750000 0.00 5924500.00 5622216.50 U.S. Treasuries (including strips) USTR N/A 91282CDY4 2032-02-15 1.875000 0.00 2517400.00 2242128.36 U.S. Treasuries (including strips) USTR N/A 91282CDY4 2032-02-15 1.875000 0.00 100.00 89.07 U.S. Treasuries (including strips) USTR N/A 91282CEE7 2029-03-31 2.375000 0.00 45030600.00 43247255.61 U.S. Treasuries (including strips) USTR N/A 91282CEM9 2029-04-30 2.875000 0.00 10131900.00 9839692.21 U.S. Treasuries (including strips) USTR N/A 91282CEW7 2027-06-30 3.250000 0.00 29300.00 29056.02 U.S. Treasuries (including strips) USTR N/A 91282CFF3 2032-08-15 2.750000 0.00 22196700.00 20654751.30 U.S. Treasuries (including strips) USTR N/A 91282CFM8 2027-09-30 4.125000 0.00 690300.00 697325.29 U.S. Treasuries (including strips) USTR N/A 91282CGB1 2029-12-31 3.875000 0.00 22706000.00 22501532.47 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 100.00 106.54 U.S. Treasuries (including strips) USTR N/A 91282CGM7 2033-02-15 3.500000 0.00 397000.00 384850.81 U.S. Treasuries (including strips) USTR N/A 91282CGP0 2028-02-29 4.000000 0.00 499900.00 505362.34 U.S. Treasuries (including strips) USTR N/A 91282CGZ8 2030-04-30 3.500000 0.00 2755800.00 2707894.91 U.S. Treasuries (including strips) USTR N/A 91282CHF1 2030-05-31 3.750000 0.00 31263900.00 30902169.50 U.S. Treasuries (including strips) USTR N/A 91282CJH5 2028-10-15 2.375000 0.00 1800.00 1988.10 U.S. Treasuries (including strips) USTR N/A 91282CJJ1 2033-11-15 4.500000 0.00 1035000.00 1053985.01 U.S. Treasuries (including strips) USTR N/A 91282CJN2 2028-11-30 4.375000 0.00 132000.00 133153.82 U.S. Treasuries (including strips) USTR N/A 91282CJY8 2034-01-15 1.750000 0.00 3951800.00 4229147.80 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 2000000.00 1989202.25 U.S. Treasuries (including strips) USTR N/A 91282CKC4 2031-02-28 4.250000 0.00 132800.00 135094.08 U.S. Treasuries (including strips) USTR N/A 91282CKD2 2029-02-28 4.250000 0.00 18828100.00 19143596.33 U.S. Treasuries (including strips) USTR N/A 91282CKN0 2031-04-30 4.625000 0.00 7958400.00 8173455.39 U.S. Treasuries (including strips) USTR N/A 91282CKP5 2029-04-30 4.625000 0.00 2804800.00 2861805.99 U.S. Treasuries (including strips) USTR N/A 91282CKT7 2029-05-31 4.500000 0.00 100.00 101.34 U.S. Treasuries (including strips) USTR N/A 91282CLB5 2026-07-31 4.375000 0.00 143783300.00 146468230.70 U.S. Treasuries (including strips) USTR N/A 91282CLD1 2031-07-31 4.125000 0.00 100.00 101.46 U.S. Treasuries (including strips) USTR N/A 91282CLF6 2034-08-15 3.875000 0.00 476600.00 468586.91 U.S. Treasuries (including strips) USTR N/A 91282CLU3 2031-10-31 4.125000 0.00 34000.00 34119.33 U.S. Treasuries (including strips) USTR N/A 91282CLW9 2034-11-15 4.250000 0.00 62692200.00 62601014.19 U.S. Treasuries (including strips) USTR N/A 91282CLX7 2027-11-15 4.125000 0.00 2302000.00 2313324.12 U.S. Treasuries (including strips) USTR N/A 91282CLZ2 2031-11-30 4.125000 0.00 7127000.00 7125304.83 U.S. Treasuries (including strips) USTR N/A 91282CMB4 2027-12-15 4.000000 0.00 4493000.00 4491464.94 U.S. Treasuries (including strips) USTR N/A 91282CMC2 2031-12-31 4.500000 0.00 6052000.00 6140564.97 U.S. Treasuries (including strips) USTR N/A 91282CMG3 2030-01-31 4.250000 0.00 2000000.00 2041650.99 U.S. Treasuries (including strips) USTR N/A 91282CNC1 2035-05-15 4.250000 0.00 155900.00 155365.81 U.S. Treasuries (including strips) USTR N/A 91282CNJ6 2032-06-30 4.000000 0.00 12200900.00 12055489.67 U.S. Treasuries (including strips) USTR N/A 91282CNJ6 2032-06-30 4.000000 0.00 327000.00 323102.81 U.S. Treasuries (including strips) USTR N/A 91282CNK3 2030-06-30 3.875000 0.00 11008500.00 10894308.83 U.S. Treasuries (including strips) USTR N/A 91282CNR8 2032-07-31 4.000000 0.00 498030400.00 500095525.70 U.S. Treasuries (including strips) USTR N/A 91282CNS6 2035-07-15 1.875000 0.00 1343300.00 1379284.11 U.S. Treasuries (including strips) USTR N/A 91282CNV9 2027-08-31 3.625000 0.00 49999500.00 50320879.94 U.S. Treasuries (including strips) USTR N/A 91282CPD7 2030-10-31 3.625000 0.00 100.00 98.48 U.S. Treasuries (including strips) USTR N/A 91282CPE5 2027-10-31 3.500000 0.00 135484500.00 135150480.64 U.S. Treasuries (including strips) USTR N/A 91282CPK1 2028-11-15 3.500000 0.00 69700.00 68998.54 U.S. Treasuries (including strips) USTR N/A 91282CPW5 2031-01-31 3.750000 0.00 100.00 99.81 U.S. Treasuries (including strips) USTR N/A 91282CQQ7 2036-05-15 4.375000 0.00 2432600.00 2441055.11 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-31 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0364 2000000000.00 2000000000.00 0.0174 N N Y N FIXED INCOME CLEARING CORP-JP MORGAN TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.640000% N/A 549300H47WTHXPU08X20 0 BNTC9UBS3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912797SK4 2026-10-29 0.00 0.00 4982400.00 4920060.21 U.S. Treasuries (including strips) USTR N/A 912797TF4 2026-07-02 0.00 0.00 512444800.00 512393555.52 U.S. Treasuries (including strips) USTR N/A 912797TM9 2027-01-21 0.00 0.00 3703700.00 3626626.00 U.S. Treasuries (including strips) USTR N/A 912797UR6 2026-07-28 0.00 0.00 979900.00 977243.49 U.S. Treasuries (including strips) USTR N/A 912797UU9 2026-08-18 0.00 0.00 3953800.00 3934564.76 U.S. Treasuries (including strips) USTR N/A 912797UX3 2027-05-13 0.00 0.00 2378500.00 2300107.02 U.S. Treasuries (including strips) USTR N/A 912797VA2 2026-12-03 0.00 0.00 1740866000.00 1712496847.66 U.S. Treasuries (including strips) USTR N/A 912810EY0 2026-11-15 6.500000 0.00 19749900.00 20107531.19 U.S. Treasuries (including strips) USTR N/A 912828V98 2027-02-15 2.250000 0.00 18262700.00 18218337.79 U.S. Treasuries (including strips) USTR N/A 912828Y95 2026-07-31 1.875000 0.00 11940900.00 12014149.51 U.S. Treasuries (including strips) USTR N/A 912828YU8 2026-11-30 1.625000 0.00 246293600.00 244351320.60 U.S. Treasuries (including strips) USTR N/A 912828ZB9 2027-02-28 1.125000 0.00 30109500.00 29654353.34 U.S. Treasuries (including strips) USTR N/A 912828ZN3 2027-04-30 0.500000 0.00 204390000.00 198651506.37 U.S. Treasuries (including strips) USTR N/A 91282CBP5 2028-02-29 1.125000 0.00 341935200.00 326752463.16 U.S. Treasuries (including strips) USTR N/A 91282CEC1 2027-02-28 1.875000 0.00 8266800.00 8202649.90 U.S. Treasuries (including strips) USTR N/A 91282CHM6 2026-07-15 4.500000 0.00 55906800.00 57069625.62 U.S. Treasuries (including strips) USTR N/A 91282CHY0 2026-09-15 4.625000 0.00 4193300.00 4256667.85 U.S. Treasuries (including strips) USTR N/A 91282CJC6 2026-10-15 4.625000 0.00 18074500.00 18289601.47 U.S. Treasuries (including strips) USTR N/A 91282CJP7 2026-12-15 4.375000 0.00 84557400.00 84895716.93 U.S. Treasuries (including strips) USTR N/A 91282CJT9 2027-01-15 4.000000 0.00 55032800.00 56045433.31 U.S. Treasuries (including strips) USTR N/A 91282CKA8 2027-02-15 4.125000 0.00 132849800.00 134966002.63 U.S. Treasuries (including strips) USTR N/A 91282CKU4 2031-05-31 4.625000 0.00 1294836800.00 1324940439.53 U.S. Treasuries (including strips) USTR N/A 91282CLA7 2026-07-31 3.957695 0.00 33648000.00 33871028.21 U.S. Treasuries (including strips) USTR N/A 91282CLY5 2026-11-30 4.250000 0.00 9598800.00 9645638.36 U.S. Treasuries (including strips) USTR N/A 91282CMH1 2027-01-31 4.125000 0.00 105867600.00 107762581.49 U.S. Treasuries (including strips) USTR N/A 91282CMV0 2027-03-31 3.875000 0.00 110804800.00 111762215.84 U.S. Treasuries (including strips) USTR N/A 91282CNE7 2027-05-31 3.875000 0.00 57820900.00 57893767.61 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 5000000000.00 5000000000.00 0.0434 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE TRI-PARTY CANADIAN IMPERIAL BAN 3.640000% N/A 2IGI19DL77OX0HC3ZE78 0 BNTC9UDK8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797RG4 2026-08-06 0.00 0.00 15379700.00 15324163.90 U.S. Treasuries (including strips) USTR N/A 912797TF4 2026-07-02 0.00 0.00 395800.00 395760.42 U.S. Treasuries (including strips) USTR N/A 912797TP2 2026-07-23 0.00 0.00 300.00 299.34 U.S. Treasuries (including strips) USTR N/A 912797TW7 2026-08-13 0.00 0.00 74588800.00 74265084.61 U.S. Treasuries (including strips) USTR N/A 912797UQ8 2026-07-21 0.00 0.00 21125900.00 21083584.82 U.S. Treasuries (including strips) USTR N/A 912797US4 2026-08-04 0.00 0.00 1147500.00 1143605.39 U.S. Treasuries (including strips) USTR N/A 912810EZ7 2027-02-15 6.625000 0.00 4461100.00 4648276.57 U.S. Treasuries (including strips) USTR N/A 912810FD5 2028-04-15 3.625000 0.00 6904100.00 14682654.31 U.S. Treasuries (including strips) USTR N/A 912810QC5 2039-08-15 4.500000 0.00 100.00 100.74 U.S. Treasuries (including strips) USTR N/A 912810QE1 2040-02-15 4.625000 0.00 4226300.00 4295661.73 U.S. Treasuries (including strips) USTR N/A 912810QP6 2041-02-15 2.125000 0.00 105500.00 155621.35 U.S. Treasuries (including strips) USTR N/A 912810QQ4 2041-05-15 4.375000 0.00 850000.00 823484.04 U.S. Treasuries (including strips) USTR N/A 912810QT8 2041-11-15 3.125000 0.00 3869100.00 3193536.76 U.S. Treasuries (including strips) USTR N/A 912810RA8 2043-02-15 0.625000 0.00 146983000.00 157158391.91 U.S. Treasuries (including strips) USTR N/A 912810RE0 2044-02-15 3.625000 0.00 100.00 86.63 U.S. Treasuries (including strips) USTR N/A 912810RH3 2044-08-15 3.125000 0.00 25000000.00 19981200.14 U.S. Treasuries (including strips) USTR N/A 912810RH3 2044-08-15 3.125000 0.00 13738200.00 10980228.95 U.S. Treasuries (including strips) USTR N/A 912810RK6 2045-02-15 2.500000 0.00 133376000.00 95408548.22 U.S. Treasuries (including strips) USTR N/A 912810RM2 2045-05-15 3.000000 0.00 20100.00 15460.04 U.S. Treasuries (including strips) USTR N/A 912810RN0 2045-08-15 2.875000 0.00 34310000.00 26003778.37 U.S. Treasuries (including strips) USTR N/A 912810RN0 2045-08-15 2.875000 0.00 822000.00 622999.30 U.S. Treasuries (including strips) USTR N/A 912810RQ3 2046-02-15 2.500000 0.00 100.00 70.38 U.S. Treasuries (including strips) USTR N/A 912810RT7 2046-08-15 2.250000 0.00 300.00 199.65 U.S. Treasuries (including strips) USTR N/A 912810RV2 2047-02-15 3.000000 0.00 577400.00 439103.37 U.S. Treasuries (including strips) USTR N/A 912810RV2 2047-02-15 3.000000 0.00 800.00 608.39 U.S. Treasuries (including strips) USTR N/A 912810SB5 2048-02-15 1.000000 0.00 100.00 97.65 U.S. Treasuries (including strips) USTR N/A 912810SF6 2049-02-15 3.000000 0.00 100100.00 74616.92 U.S. Treasuries (including strips) USTR N/A 912810SJ8 2049-08-15 2.250000 0.00 100.00 63.52 U.S. Treasuries (including strips) USTR N/A 912810SL3 2050-02-15 2.000000 0.00 300.00 178.46 U.S. Treasuries (including strips) USTR N/A 912810SN9 2050-05-15 1.250000 0.00 9641600.00 4642512.35 U.S. Treasuries (including strips) USTR N/A 912810SP4 2050-08-15 1.375000 0.00 7189200.00 3592916.02 U.S. Treasuries (including strips) USTR N/A 912810SR0 2040-05-15 1.125000 0.00 5689600.00 3628509.68 U.S. Treasuries (including strips) USTR N/A 912810SS8 2050-11-15 1.625000 0.00 500.00 264.67 U.S. Treasuries (including strips) USTR N/A 912810SU3 2051-02-15 1.875000 0.00 150000400.00 85121687.48 U.S. Treasuries (including strips) USTR N/A 912810SV1 2051-02-15 0.125000 0.00 28241800.00 19375640.30 U.S. Treasuries (including strips) USTR N/A 912810SY5 2041-05-15 2.250000 0.00 100.00 73.62 U.S. Treasuries (including strips) USTR N/A 912810SZ2 2051-08-15 2.000000 0.00 15789200.00 9183954.97 U.S. Treasuries (including strips) USTR N/A 912810TA6 2041-08-15 1.750000 0.00 3432900.00 2337472.74 U.S. Treasuries (including strips) USTR N/A 912810TC2 2041-11-15 2.000000 0.00 43413400.00 30369236.18 U.S. Treasuries (including strips) USTR N/A 912810TD0 2052-02-15 2.250000 0.00 25212300.00 15518848.45 U.S. Treasuries (including strips) USTR N/A 912810TH1 2042-05-15 3.250000 0.00 600.00 499.48 U.S. Treasuries (including strips) USTR N/A 912810TR9 2053-05-15 3.625000 0.00 26648000.00 21577238.69 U.S. Treasuries (including strips) USTR N/A 912810TT5 2053-08-15 4.125000 0.00 311700.00 279053.25 U.S. Treasuries (including strips) USTR N/A 912810TW8 2043-11-15 4.750000 0.00 100.00 99.59 U.S. Treasuries (including strips) USTR N/A 912810TX6 2054-02-15 4.250000 0.00 100.00 91.45 U.S. Treasuries (including strips) USTR N/A 912810TZ1 2044-02-15 4.500000 0.00 2458500.00 2397467.17 U.S. Treasuries (including strips) USTR N/A 912810UA4 2054-05-15 4.625000 0.00 162100.00 155997.62 U.S. Treasuries (including strips) USTR N/A 912810UB2 2044-05-15 4.625000 0.00 7085100.00 6929952.25 U.S. Treasuries (including strips) USTR N/A 912810UD8 2044-08-15 4.125000 0.00 1300100.00 1203350.83 U.S. Treasuries (including strips) USTR N/A 912810UG1 2055-02-15 4.625000 0.00 900.00 876.94 U.S. Treasuries (including strips) USTR N/A 912810UH9 2055-02-15 2.375000 0.00 5499900.00 5452232.45 U.S. Treasuries (including strips) USTR N/A 912810UN6 2045-08-15 4.875000 0.00 728400.00 740814.30 U.S. Treasuries (including strips) USTR N/A 912810UQ9 2045-11-15 4.625000 0.00 10700.00 10406.23 U.S. Treasuries (including strips) USTR N/A 912810US5 2056-02-15 2.375000 0.00 6976900.00 6742394.01 U.S. Treasuries (including strips) USTR N/A 912810UT3 2046-02-15 4.625000 0.00 200.00 196.68 U.S. Treasuries (including strips) USTR N/A 9128282L3 2027-07-15 0.375000 0.00 200.00 268.13 U.S. Treasuries (including strips) USTR N/A 9128282R0 2027-08-15 2.250000 0.00 1100.00 1086.67 U.S. Treasuries (including strips) USTR N/A 9128283R9 2028-01-15 0.500000 0.00 100.00 131.83 U.S. Treasuries (including strips) USTR N/A 9128283R9 2028-01-15 0.500000 0.00 100.00 131.83 U.S. Treasuries (including strips) USTR N/A 9128285W6 2029-01-15 0.875000 0.00 100.00 128.82 U.S. Treasuries (including strips) USTR N/A 9128285W6 2029-01-15 0.875000 0.00 8000.00 10305.70 U.S. Treasuries (including strips) USTR N/A 9128287D6 2029-07-15 0.250000 0.00 1000.00 1243.32 U.S. Treasuries (including strips) USTR N/A 9128287D6 2029-07-15 0.250000 0.00 24510700.00 30474635.19 U.S. Treasuries (including strips) USTR N/A 912828Y95 2026-07-31 1.875000 0.00 7700.00 7747.23 U.S. Treasuries (including strips) USTR N/A 912828YS3 2029-11-15 1.750000 0.00 1803900.00 1673863.16 U.S. Treasuries (including strips) USTR N/A 912828YU8 2026-11-30 1.625000 0.00 1100100.00 1091424.58 U.S. Treasuries (including strips) USTR N/A 912828Z37 2030-01-15 0.125000 0.00 100.00 121.64 U.S. Treasuries (including strips) USTR N/A 91282CAU5 2027-10-31 0.500000 0.00 26643900.00 25419874.02 U.S. Treasuries (including strips) USTR N/A 91282CBB6 2027-12-31 0.625000 0.00 946900.00 898951.82 U.S. Treasuries (including strips) USTR N/A 91282CCM1 2031-07-15 0.125000 0.00 100.00 114.24 U.S. Treasuries (including strips) USTR N/A 91282CCR0 2028-07-31 1.000000 0.00 200.00 188.43 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 1800.00 1560.36 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 67334700.00 58370279.89 U.S. Treasuries (including strips) USTR N/A 91282CDP3 2028-12-31 1.375000 0.00 7884500.00 7371061.36 U.S. Treasuries (including strips) USTR N/A 91282CDW8 2029-01-31 1.750000 0.00 8626100.00 8185973.79 U.S. Treasuries (including strips) USTR N/A 91282CEJ6 2027-04-15 0.125000 0.00 16994400.00 19657289.86 U.S. Treasuries (including strips) USTR N/A 91282CEZ0 2032-07-15 0.625000 0.00 100.00 106.72 U.S. Treasuries (including strips) USTR N/A 91282CFF3 2032-08-15 2.750000 0.00 35475700.00 33011292.69 U.S. Treasuries (including strips) USTR N/A 91282CFJ5 2029-08-31 3.125000 0.00 64529900.00 63260342.25 U.S. Treasuries (including strips) USTR N/A 91282CGB1 2029-12-31 3.875000 0.00 51804500.00 51338000.48 U.S. Treasuries (including strips) USTR N/A 91282CGC9 2027-12-31 3.875000 0.00 7350500.00 7321583.13 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 100.00 106.54 U.S. Treasuries (including strips) USTR N/A 91282CGP0 2028-02-29 4.000000 0.00 1823100.00 1843020.77 U.S. Treasuries (including strips) USTR N/A 91282CGQ8 2030-02-28 4.000000 0.00 5140300.00 5182295.58 U.S. Treasuries (including strips) USTR N/A 91282CGT2 2028-03-31 3.625000 0.00 111200.00 111227.79 U.S. Treasuries (including strips) USTR N/A 91282CHQ7 2028-07-31 4.125000 0.00 5747800.00 5844751.26 U.S. Treasuries (including strips) USTR N/A 91282CHT1 2033-08-15 3.875000 0.00 6887100.00 6814144.72 U.S. Treasuries (including strips) USTR N/A 91282CHZ7 2030-09-30 4.625000 0.00 567900.00 584443.10 U.S. Treasuries (including strips) USTR N/A 91282CJT9 2027-01-15 4.000000 0.00 24770800.00 25226596.14 U.S. Treasuries (including strips) USTR N/A 91282CJW2 2029-01-31 4.000000 0.00 311400.00 315418.80 U.S. Treasuries (including strips) USTR N/A 91282CJW2 2029-01-31 4.000000 0.00 275000000.00 278549036.05 U.S. Treasuries (including strips) USTR N/A 91282CJY8 2034-01-15 1.750000 0.00 130491200.00 139649418.12 U.S. Treasuries (including strips) USTR N/A 91282CKQ3 2034-05-15 4.375000 0.00 258600.00 260915.18 U.S. Treasuries (including strips) USTR N/A 91282CKZ3 2027-07-15 4.375000 0.00 2467600.00 2523516.19 U.S. Treasuries (including strips) USTR N/A 91282CLD1 2031-07-31 4.125000 0.00 8424000.00 8546725.39 U.S. Treasuries (including strips) USTR N/A 91282CLM1 2031-09-30 3.625000 0.00 100200.00 98473.95 U.S. Treasuries (including strips) USTR N/A 91282CLV1 2029-10-15 1.625000 0.00 950100.00 1002654.90 U.S. Treasuries (including strips) USTR N/A 91282CLX7 2027-11-15 4.125000 0.00 7235800.00 7271394.71 U.S. Treasuries (including strips) USTR N/A 91282CMF5 2028-01-15 4.250000 0.00 1331900.00 1359853.85 U.S. Treasuries (including strips) USTR N/A 91282CMK4 2032-01-31 4.375000 0.00 57068200.00 58566950.92 U.S. Treasuries (including strips) USTR N/A 91282CML2 2035-01-15 2.125000 0.00 72733000.00 77597706.06 U.S. Treasuries (including strips) USTR N/A 91282CMR9 2032-02-29 4.125000 0.00 19923000.00 20114764.29 U.S. Treasuries (including strips) USTR N/A 91282CMS7 2028-03-15 3.875000 0.00 22092000.00 22245804.14 U.S. Treasuries (including strips) USTR N/A 91282CMV0 2027-03-31 3.875000 0.00 83464500.00 84185680.26 U.S. Treasuries (including strips) USTR N/A 91282CNA5 2032-04-30 4.000000 0.00 19006900.00 18917841.93 U.S. Treasuries (including strips) USTR N/A 91282CNC1 2035-05-15 4.250000 0.00 3893500.00 3880158.92 U.S. Treasuries (including strips) USTR N/A 91282CND9 2028-05-15 3.750000 0.00 335000.00 334225.31 U.S. Treasuries (including strips) USTR N/A 91282CNF4 2032-05-31 4.125000 0.00 1886400.00 1883133.04 U.S. Treasuries (including strips) USTR N/A 91282CNJ6 2032-06-30 4.000000 0.00 100.00 98.81 U.S. Treasuries (including strips) USTR N/A 91282CNN7 2030-07-31 3.875000 0.00 100.00 100.55 U.S. Treasuries (including strips) USTR N/A 91282CNS6 2035-07-15 1.875000 0.00 27300.00 28031.31 U.S. Treasuries (including strips) USTR N/A 91282CNW7 2032-08-31 3.875000 0.00 10006400.00 9939762.05 U.S. Treasuries (including strips) USTR N/A 91282CNW7 2032-08-31 3.875000 0.00 1800.00 1788.01 U.S. Treasuries (including strips) USTR N/A 91282CNY3 2028-09-15 3.375000 0.00 7259100.00 7213717.41 U.S. Treasuries (including strips) USTR N/A 91282CPH8 2030-10-15 1.125000 0.00 408039000.00 409238172.98 U.S. Treasuries (including strips) USTR N/A 91282CPK1 2028-11-15 3.500000 0.00 200.00 197.99 U.S. Treasuries (including strips) USTR N/A 91282CPM7 2032-11-30 3.750000 0.00 2102700.00 2050710.26 U.S. Treasuries (including strips) USTR N/A 91282CPR6 2030-12-31 3.625000 0.00 2006200.00 1961704.49 U.S. Treasuries (including strips) USTR N/A 91282CPS4 2027-12-31 3.375000 0.00 322700.00 319123.84 U.S. Treasuries (including strips) USTR N/A 91282CPW5 2031-01-31 3.750000 0.00 23288000.00 23245305.50 U.S. Treasuries (including strips) USTR N/A 91282CPZ8 2036-02-15 4.125000 0.00 7650000.00 7607491.15 U.S. Treasuries (including strips) USTR N/A 91282CQC8 2033-02-28 3.750000 0.00 4861300.00 4780038.83 U.S. Treasuries (including strips) USTR N/A 91282CQE4 2029-03-15 3.500000 0.00 46397000.00 46121338.27 U.S. Treasuries (including strips) USTR N/A 91282CQP9 2031-04-15 1.250000 0.00 66255600.00 65802626.39 U.S. Treasuries (including strips) USTR N/A 91282CQP9 2031-04-15 1.250000 0.00 16769500.00 16654850.96 U.S. Treasuries (including strips) USTR N/A 91282CQR5 2029-05-15 3.875000 0.00 67900.00 67760.79 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2300000000.00 2300000000.00 0.0200 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BAN 3.640000% N/A G5GSEF7VJP5I7OUK5573 0 BNTC9UDQ5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810FH6 2029-04-15 3.875000 0.00 687900.00 1474736.57 U.S. Treasuries (including strips) USTR N/A 912810FQ6 2032-04-15 3.375000 0.00 28407500.00 57852058.66 U.S. Treasuries (including strips) USTR N/A 912810PV4 2028-01-15 1.750000 0.00 12402700.00 19733583.34 U.S. Treasuries (including strips) USTR N/A 912828V49 2027-01-15 0.375000 0.00 1844300.00 2512554.21 U.S. Treasuries (including strips) USTR N/A 91282CKL4 2029-04-15 2.125000 0.00 42648000.00 46265070.30 U.S. Treasuries (including strips) USTR N/A 91282CLV1 2029-10-15 1.625000 0.00 239256000.00 252490474.61 U.S. Treasuries (including strips) USTR N/A 91282CML2 2035-01-15 2.125000 0.00 120610700.00 128677679.26 U.S. Treasuries (including strips) USTR N/A 91282CPH8 2030-10-15 1.125000 0.00 985000.00 987894.79 U.S. Treasuries (including strips) USTR N/A 91282CQP9 2031-04-15 1.250000 0.00 6000.00 5958.98 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 500000000.00 500000000.00 0.0043 N Y Y N RBC DOMINION SECURITIES INC TRI-PARTY RBC DOMINION SECURIT 3.640000% N/A 549300QJJX6CVVUXLE15 0 BNTC9UDS1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797TQ0 2026-07-30 0.00 0.00 1382700.00 1378674.96 U.S. Treasuries (including strips) USTR N/A 912797UM7 2026-11-05 0.00 0.00 1852200.00 1827713.92 U.S. Treasuries (including strips) USTR N/A 912797UV7 2026-08-25 0.00 0.00 115200.00 114558.45 U.S. Treasuries (including strips) USTR N/A 912797VH7 2026-12-17 0.00 0.00 10114800.00 9934483.46 U.S. Treasuries (including strips) USTR N/A 912810PZ5 2029-01-15 2.500000 0.00 14029600.00 22284810.98 U.S. Treasuries (including strips) USTR N/A 912810QY7 2042-11-15 2.750000 0.00 200.00 153.61 U.S. Treasuries (including strips) USTR N/A 912810RM2 2045-05-15 3.000000 0.00 1620500.00 1246417.30 U.S. Treasuries (including strips) USTR N/A 912810SD1 2048-08-15 3.000000 0.00 31495800.00 23589309.97 U.S. Treasuries (including strips) USTR N/A 912810SK5 2049-11-15 2.375000 0.00 200.00 128.96 U.S. Treasuries (including strips) USTR N/A 912810SM1 2050-02-15 0.250000 0.00 200.00 147.98 U.S. Treasuries (including strips) USTR N/A 912810ST6 2040-11-15 1.375000 0.00 100.00 65.21 U.S. Treasuries (including strips) USTR N/A 912810SW9 2041-02-15 1.875000 0.00 100.00 70.48 U.S. Treasuries (including strips) USTR N/A 912810TE8 2052-02-15 0.125000 0.00 100.00 62.83 U.S. Treasuries (including strips) USTR N/A 912810TH1 2042-05-15 3.250000 0.00 1000.00 832.47 U.S. Treasuries (including strips) USTR N/A 912810TJ7 2052-08-15 3.000000 0.00 100.00 72.59 U.S. Treasuries (including strips) USTR N/A 912810TW8 2043-11-15 4.750000 0.00 578000.00 575650.72 U.S. Treasuries (including strips) USTR N/A 912810UC0 2054-08-15 4.250000 0.00 49256400.00 45080415.20 U.S. Treasuries (including strips) USTR N/A 912828YU8 2026-11-30 1.625000 0.00 24976900.00 24779931.35 U.S. Treasuries (including strips) USTR N/A 91282CBJ9 2028-01-31 0.750000 0.00 19421600.00 18479064.60 U.S. Treasuries (including strips) USTR N/A 91282CBS9 2028-03-31 1.250000 0.00 447000.00 426752.21 U.S. Treasuries (including strips) USTR N/A 91282CDW8 2029-01-31 1.750000 0.00 857400.00 813653.20 U.S. Treasuries (including strips) USTR N/A 91282CEP2 2032-05-15 2.875000 0.00 35399900.00 33056205.37 U.S. Treasuries (including strips) USTR N/A 91282CHR5 2030-07-31 4.000000 0.00 3378900.00 3414407.46 U.S. Treasuries (including strips) USTR N/A 91282CHX2 2028-08-31 4.375000 0.00 953600.00 971933.04 U.S. Treasuries (including strips) USTR N/A 91282CKD2 2029-02-28 4.250000 0.00 710400.00 722303.94 U.S. Treasuries (including strips) USTR N/A 91282CLB5 2026-07-31 4.375000 0.00 37476800.00 38176621.27 U.S. Treasuries (including strips) USTR N/A 91282CLG4 2027-08-15 3.750000 0.00 20159600.00 20360688.11 U.S. Treasuries (including strips) USTR N/A 91282CLJ8 2031-08-31 3.750000 0.00 68046100.00 67514460.26 U.S. Treasuries (including strips) USTR N/A 91282CLZ2 2031-11-30 4.125000 0.00 33806900.00 33798858.95 U.S. Treasuries (including strips) USTR N/A 91282CND9 2028-05-15 3.750000 0.00 100.00 99.77 U.S. Treasuries (including strips) USTR N/A 91282CNJ6 2032-06-30 4.000000 0.00 289500.00 286049.74 U.S. Treasuries (including strips) USTR N/A 91282CNX5 2030-08-31 3.625000 0.00 10286800.00 10199842.22 U.S. Treasuries (including strips) USTR N/A 91282CPF2 2032-10-31 3.750000 0.00 200.00 195.75 U.S. Treasuries (including strips) USTR N/A 91282CPF2 2032-10-31 3.750000 0.00 143414000.00 140367747.90 U.S. Treasuries (including strips) USTR N/A 91282CQE4 2029-03-15 3.500000 0.00 400000.00 397623.45 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 490000000.00 490000000.00 0.0043 N Y Y N BANCO BILBAO VIZCAYA ARGENTARIA SA TRI-PARTY BANCO BILBAO VIZCAYA 3.640000% N/A K8MS7FD7N5Z2WQ51AZ71 0 BNTC9UDU6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797RS8 2026-09-03 0.00 0.00 100.00 99.35 U.S. Treasuries (including strips) USTR N/A 912797TW7 2026-08-13 0.00 0.00 13000.00 12943.58 U.S. Treasuries (including strips) USTR N/A 912797UU9 2026-08-18 0.00 0.00 6900.00 6866.43 U.S. Treasuries (including strips) USTR N/A 912810FP8 2031-02-15 5.375000 0.00 10000000.00 10711968.90 U.S. Treasuries (including strips) USTR N/A 912810PW2 2038-02-15 4.375000 0.00 5000000.00 5056783.04 U.S. Treasuries (including strips) USTR N/A 912810RF7 2044-02-15 1.375000 0.00 10000000.00 11842898.69 U.S. Treasuries (including strips) USTR N/A 912810RQ3 2046-02-15 2.500000 0.00 100.00 70.38 U.S. Treasuries (including strips) USTR N/A 912810RY6 2047-08-15 2.750000 0.00 37962800.00 27431749.39 U.S. Treasuries (including strips) USTR N/A 912810ST6 2040-11-15 1.375000 0.00 900.00 586.87 U.S. Treasuries (including strips) USTR N/A 912810TB4 2051-11-15 1.875000 0.00 2541700.00 1414559.62 U.S. Treasuries (including strips) USTR N/A 912810TC2 2041-11-15 2.000000 0.00 3749600.00 2622980.19 U.S. Treasuries (including strips) USTR N/A 912810TD0 2052-02-15 2.250000 0.00 100.00 61.55 U.S. Treasuries (including strips) USTR N/A 912810TM0 2042-11-15 4.000000 0.00 3000000.00 2738412.00 U.S. Treasuries (including strips) USTR N/A 912810TS7 2043-05-15 3.875000 0.00 100.00 89.41 U.S. Treasuries (including strips) USTR N/A 912810TT5 2053-08-15 4.125000 0.00 100.00 89.53 U.S. Treasuries (including strips) USTR N/A 912810UB2 2044-05-15 4.625000 0.00 17931500.00 17538840.49 U.S. Treasuries (including strips) USTR N/A 912810UC0 2054-08-15 4.250000 0.00 1728600.00 1582048.33 U.S. Treasuries (including strips) USTR N/A 912810UD8 2044-08-15 4.125000 0.00 100.00 92.56 U.S. Treasuries (including strips) USTR N/A 912810UE6 2054-11-15 4.500000 0.00 4091500.00 3859565.14 U.S. Treasuries (including strips) USTR N/A 912810UG1 2055-02-15 4.625000 0.00 10000100.00 9743916.72 U.S. Treasuries (including strips) USTR N/A 912810UH9 2055-02-15 2.375000 0.00 15144200.00 15012945.43 U.S. Treasuries (including strips) USTR N/A 912810UL0 2045-05-15 5.000000 0.00 570500.00 582676.75 U.S. Treasuries (including strips) USTR N/A 912810UN6 2045-08-15 4.875000 0.00 988000.00 1004838.73 U.S. Treasuries (including strips) USTR N/A 912810UP1 2055-11-15 4.625000 0.00 9000000.00 8677190.25 U.S. Treasuries (including strips) USTR N/A 912810UQ9 2045-11-15 4.625000 0.00 1421000.00 1381986.80 U.S. Treasuries (including strips) USTR N/A 912810UR7 2056-02-15 4.750000 0.00 6734000.00 6709387.82 U.S. Treasuries (including strips) USTR N/A 912810UU0 2056-05-15 5.000000 0.00 500000.00 512109.00 U.S. Treasuries (including strips) USTR N/A 912810UV8 2046-05-15 5.000000 0.00 76000.00 77542.42 U.S. Treasuries (including strips) USTR N/A 9128282L3 2027-07-15 0.375000 0.00 1613900.00 2163656.91 U.S. Treasuries (including strips) USTR N/A 9128283F5 2027-11-15 2.250000 0.00 3999900.00 3910956.22 U.S. Treasuries (including strips) USTR N/A 9128283R9 2028-01-15 0.500000 0.00 1601700.00 2111498.24 U.S. Treasuries (including strips) USTR N/A 9128284N7 2028-05-15 2.875000 0.00 10246500.00 10051557.78 U.S. Treasuries (including strips) USTR N/A 912828YS3 2029-11-15 1.750000 0.00 100.00 92.79 U.S. Treasuries (including strips) USTR N/A 912828Z78 2027-01-31 1.500000 0.00 999500.00 991316.56 U.S. Treasuries (including strips) USTR N/A 912828ZQ6 2030-05-15 0.625000 0.00 12200.00 10680.15 U.S. Treasuries (including strips) USTR N/A 91282CAE1 2030-08-15 0.625000 0.00 104500.00 90838.70 U.S. Treasuries (including strips) USTR N/A 91282CBL4 2031-02-15 1.125000 0.00 100.00 87.80 U.S. Treasuries (including strips) USTR N/A 91282CCY5 2028-09-30 1.250000 0.00 5000000.00 4707779.62 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 21724100.00 18831921.69 U.S. Treasuries (including strips) USTR N/A 91282CEP2 2032-05-15 2.875000 0.00 29310100.00 27369588.19 U.S. Treasuries (including strips) USTR N/A 91282CFU0 2027-10-31 4.125000 0.00 25000000.00 25161840.90 U.S. Treasuries (including strips) USTR N/A 91282CGH8 2028-01-31 3.500000 0.00 550000000.00 552532619.34 U.S. Treasuries (including strips) USTR N/A 91282CHK0 2028-06-30 4.000000 0.00 100.00 99.73 U.S. Treasuries (including strips) USTR N/A 91282CHU8 2026-08-15 4.375000 0.00 50000000.00 50842380.39 U.S. Treasuries (including strips) USTR N/A 91282CJC6 2026-10-15 4.625000 0.00 25000000.00 25297520.63 U.S. Treasuries (including strips) USTR N/A 91282CJT9 2027-01-15 4.000000 0.00 6999900.00 7128701.95 U.S. Treasuries (including strips) USTR N/A 91282CJY8 2034-01-15 1.750000 0.00 75100.00 80370.72 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 125000000.00 124325140.88 U.S. Treasuries (including strips) USTR N/A 91282CKA8 2027-02-15 4.125000 0.00 5502000.00 5589642.94 U.S. Treasuries (including strips) USTR N/A 91282CKT7 2029-05-31 4.500000 0.00 10040000.00 10174721.99 U.S. Treasuries (including strips) USTR N/A 91282CKX8 2029-06-30 4.250000 0.00 988400.00 991424.50 U.S. Treasuries (including strips) USTR N/A 91282CLP4 2026-09-30 3.500000 0.00 187849500.00 189336363.69 U.S. Treasuries (including strips) USTR N/A 91282CLY5 2026-11-30 4.250000 0.00 6700.00 6732.69 U.S. Treasuries (including strips) USTR N/A 91282CME8 2026-12-31 4.250000 0.00 31062900.00 31105021.29 U.S. Treasuries (including strips) USTR N/A 91282CMG3 2030-01-31 4.250000 0.00 100.00 102.08 U.S. Treasuries (including strips) USTR N/A 91282CMY4 2027-04-30 3.750000 0.00 55338500.00 55544084.33 U.S. Treasuries (including strips) USTR N/A 91282CNB3 2030-04-15 1.625000 0.00 10000000.00 10373997.36 U.S. Treasuries (including strips) USTR N/A 91282CPD7 2030-10-31 3.625000 0.00 9997100.00 9845402.32 U.S. Treasuries (including strips) USTR N/A 91282CPE5 2027-10-31 3.500000 0.00 16154900.00 16115072.20 U.S. Treasuries (including strips) USTR N/A 91282CPW5 2031-01-31 3.750000 0.00 6194500.00 6183143.47 U.S. Treasuries (including strips) USTR N/A 91282CPZ8 2036-02-15 4.125000 0.00 12817600.00 12746376.28 U.S. Treasuries (including strips) USTR N/A 91282CQQ7 2036-05-15 4.375000 0.00 1819000.00 1825322.39 U.S. Treasuries (including strips) USTR N/A 91282CQU8 2031-05-31 4.125000 0.00 1922000.00 1924679.56 U.S. Treasuries (including strips) USTR N/A 91282CQY0 2028-06-30 4.125000 0.00 168607400.00 168606051.14 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 1475000000.00 1475000000.00 0.0128 N Y Y N FIXED INCOME CLEARING CORP-STATE STREET TRI-PARTY FIXED INCOME CLEARING-STATE STREET 3.650000% N/A 549300H47WTHXPU08X20 0 BNTC9UDX0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 536761000.00 534934305.70 U.S. Treasuries (including strips) USTR N/A 91282CPF2 2032-10-31 3.750000 0.00 500000000.00 490315045.00 U.S. Treasuries (including strips) USTR N/A 912810FQ6 2032-04-15 3.375000 0.00 150000000.00 304746832.50 U.S. Treasuries (including strips) USTR N/A 912810QF8 2040-02-15 2.125000 0.00 175000000.00 263940250.00 U.S. Treasuries (including strips) USTR N/A 912810QZ4 2043-02-15 3.125000 0.00 100000000.00 81958370.00 U.S. Treasuries (including strips) USTR N/A 912810RX8 2047-05-15 3.000000 0.00 100000000.00 75464844.00 U.S. Treasuries (including strips) USTR N/A 912810SQ2 2040-08-15 1.125000 0.00 374371000.00 238345685.64 U.S. Treasuries (including strips) USTR N/A 912810SY5 2041-05-15 2.250000 0.00 18610200.00 13757735.70 U.S. Treasuries (including strips) USTR N/A 91282CCB5 2031-05-15 1.625000 0.00 124000000.00 110602188.12 U.S. Treasuries (including strips) USTR N/A 91282CCM1 2031-07-15 0.125000 0.00 211000000.00 241228052.01 U.S. Treasuries (including strips) USTR N/A 91282CCS8 2031-08-15 1.250000 0.00 130000000.00 113340383.00 U.S. Treasuries (including strips) USTR N/A 91282CDX6 2032-01-15 0.125000 0.00 159000000.00 173370586.95 U.S. Treasuries (including strips) USTR N/A 91282CDY4 2032-02-15 1.875000 0.00 50000000.00 44615245.00 U.S. Treasuries (including strips) USTR N/A 91282CEP2 2032-05-15 2.875000 0.00 400000000.00 374203124.00 U.S. Treasuries (including strips) USTR N/A 91282CEZ0 2032-07-15 0.625000 0.00 15000000.00 16018878.30 U.S. Treasuries (including strips) USTR N/A 91282CFF3 2032-08-15 2.750000 0.00 195000000.00 181795920.15 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 472000000.00 503121480.48 U.S. Treasuries (including strips) USTR N/A 91282CGM7 2033-02-15 3.500000 0.00 85000000.00 82556727.70 U.S. Treasuries (including strips) USTR N/A 91282CHC8 2033-05-15 3.375000 0.00 38000000.00 36212812.50 U.S. Treasuries (including strips) USTR N/A 91282CHP9 2033-07-15 1.375000 0.00 50000000.00 53106576.00 U.S. Treasuries (including strips) USTR N/A 91282CJY8 2034-01-15 1.750000 0.00 200000000.00 214183060.00 U.S. Treasuries (including strips) USTR N/A 91282CKF7 2031-03-31 4.125000 0.00 201167900.00 203066088.12 U.S. Treasuries (including strips) USTR N/A 91282CKN0 2031-04-30 4.625000 0.00 88600000.00 91134309.08 U.S. Treasuries (including strips) USTR N/A 91282CKQ3 2034-05-15 4.375000 0.00 387301100.00 391537205.78 U.S. Treasuries (including strips) USTR N/A 91282CKU4 2031-05-31 4.625000 0.00 50000000.00 51242283.50 U.S. Treasuries (including strips) USTR N/A 91282CKW0 2031-06-30 4.250000 0.00 92269000.00 92694302.88 U.S. Treasuries (including strips) USTR N/A 91282CLD1 2031-07-31 4.125000 0.00 325328900.00 330571894.05 U.S. Treasuries (including strips) USTR N/A 91282CLM1 2031-09-30 3.625000 0.00 25000000.00 24608137.00 U.S. Treasuries (including strips) USTR N/A 91282CLU3 2031-10-31 4.125000 0.00 30000000.00 30154738.50 U.S. Treasuries (including strips) USTR N/A 91282CLW9 2034-11-15 4.250000 0.00 814000000.00 814572347.82 U.S. Treasuries (including strips) USTR N/A 91282CLZ2 2031-11-30 4.125000 0.00 455000000.00 455703070.55 U.S. Treasuries (including strips) USTR N/A 91282CMC2 2031-12-31 4.500000 0.00 157400000.00 159957750.00 U.S. Treasuries (including strips) USTR N/A 91282CMM0 2035-02-15 4.625000 0.00 184000000.00 191126745.04 U.S. Treasuries (including strips) USTR N/A 91282CMR9 2032-02-29 4.125000 0.00 12900000.00 13044664.86 U.S. Treasuries (including strips) USTR N/A 91282CNA5 2032-04-30 4.000000 0.00 50000000.00 49858865.50 U.S. Treasuries (including strips) USTR N/A 91282CNC1 2035-05-15 4.250000 0.00 200000000.00 199781250.00 U.S. Treasuries (including strips) USTR N/A 91282CNF4 2032-05-31 4.125000 0.00 180040000.00 180057986.00 U.S. Treasuries (including strips) USTR N/A 91282CNR8 2032-07-31 4.000000 0.00 100000000.00 100598865.00 U.S. Treasuries (including strips) USTR N/A 91282CNS6 2035-07-15 1.875000 0.00 25000000.00 25696804.00 U.S. Treasuries (including strips) USTR N/A 91282CNW7 2032-08-31 3.875000 0.00 840000000.00 835894164.00 U.S. Treasuries (including strips) USTR N/A 91282CNZ0 2032-09-30 3.875000 0.00 100000000.00 99143144.00 U.S. Treasuries (including strips) USTR N/A 91282CPJ4 2035-11-15 4.000000 0.00 50000000.00 48890625.00 U.S. Treasuries (including strips) USTR N/A 91282CPM7 2032-11-30 3.750000 0.00 100000000.00 97713627.00 U.S. Treasuries (including strips) USTR N/A 91282CPY1 2033-01-31 4.000000 0.00 35000000.00 35133040.25 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 8500000000.00 8500000000.00 0.0738 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & 3.640000% N/A FOR8UP27PHTHYVLBNG30 0 BNTC9UDY8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810RE0 2044-02-15 3.625000 0.00 1228300.00 1067592.48 U.S. Treasuries (including strips) USTR N/A 912810RJ9 2044-11-15 3.000000 0.00 196300.00 152409.28 U.S. Treasuries (including strips) USTR N/A 912810RJ9 2044-11-15 3.000000 0.00 2460100.00 1910046.25 U.S. Treasuries (including strips) USTR N/A 912810RM2 2045-05-15 3.000000 0.00 188200.00 145273.46 U.S. Treasuries (including strips) USTR N/A 912810RN0 2045-08-15 2.875000 0.00 1036300.00 788259.19 U.S. Treasuries (including strips) USTR N/A 912810RU4 2046-11-15 2.875000 0.00 85456000.00 63383975.68 U.S. Treasuries (including strips) USTR N/A 912810RX8 2047-05-15 3.000000 0.00 31463200.00 23722623.54 U.S. Treasuries (including strips) USTR N/A 912810SL3 2050-02-15 2.000000 0.00 3012000.00 1799063.27 U.S. Treasuries (including strips) USTR N/A 912810SM1 2050-02-15 0.250000 0.00 49668100.00 36919823.05 U.S. Treasuries (including strips) USTR N/A 912810SU3 2051-02-15 1.875000 0.00 314000.00 178924.54 U.S. Treasuries (including strips) USTR N/A 912810SW9 2041-02-15 1.875000 0.00 2263400.00 1600727.19 U.S. Treasuries (including strips) USTR N/A 912810TJ7 2052-08-15 3.000000 0.00 26351800.00 19202236.36 U.S. Treasuries (including strips) USTR N/A 912810TR9 2053-05-15 3.625000 0.00 30544100.00 24826588.10 U.S. Treasuries (including strips) USTR N/A 912828V49 2027-01-15 0.375000 0.00 1555470000.00 2119302495.84 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2250000000.00 2250000000.00 0.0195 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES 3.640000% N/A 549300HN4UKV1E2R3U73 0 BNTC9UDZ5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 91282CPD7 2030-10-31 3.625000 0.00 87961500.00 86700029.31 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 85000000.00 85000000.00 0.0007 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA TRI-PARTY CREDIT AGRICOLE CORPO 3.640000% N/A 1VUV7VQFKUOQSJ21A208 0 BNTC9UE35 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912803GC1 2051-11-15 0.00 0.00 3000.00 843.51 U.S. Treasuries (including strips) USTR N/A 912803GS6 2053-05-15 0.00 0.00 400.00 105.34 U.S. Treasuries (including strips) USTR N/A 912803HB2 2054-05-15 0.00 0.00 300.00 76.14 U.S. Treasuries (including strips) USTR N/A 912810QK7 2040-08-15 3.875000 0.00 200.00 186.21 U.S. Treasuries (including strips) USTR N/A 912810QS0 2041-08-15 3.750000 0.00 100.00 90.75 U.S. Treasuries (including strips) USTR N/A 912810QU5 2042-02-15 3.125000 0.00 100.00 82.95 U.S. Treasuries (including strips) USTR N/A 912810QV3 2042-02-15 0.750000 0.00 1081800.00 1230837.02 U.S. Treasuries (including strips) USTR N/A 912810QW1 2042-05-15 3.000000 0.00 200.00 160.83 U.S. Treasuries (including strips) USTR N/A 912810QX9 2042-08-15 2.750000 0.00 945800.00 736637.78 U.S. Treasuries (including strips) USTR N/A 912810QZ4 2043-02-15 3.125000 0.00 1000.00 815.97 U.S. Treasuries (including strips) USTR N/A 912810RD2 2043-11-15 3.750000 0.00 200.00 174.86 U.S. Treasuries (including strips) USTR N/A 912810RR1 2046-02-15 1.000000 0.00 602100.00 630597.53 U.S. Treasuries (including strips) USTR N/A 912810RS9 2046-05-15 2.500000 0.00 477600.00 331898.09 U.S. Treasuries (including strips) USTR N/A 912810RW0 2047-02-15 0.875000 0.00 100.00 98.47 U.S. Treasuries (including strips) USTR N/A 912810SA7 2048-02-15 3.000000 0.00 1193500.00 898341.29 U.S. Treasuries (including strips) USTR N/A 912810SG4 2049-02-15 1.000000 0.00 2999800.00 2833099.93 U.S. Treasuries (including strips) USTR N/A 912810SK5 2049-11-15 2.375000 0.00 100.00 64.48 U.S. Treasuries (including strips) USTR N/A 912810SZ2 2051-08-15 2.000000 0.00 56047400.00 32600562.26 U.S. Treasuries (including strips) USTR N/A 912810TC2 2041-11-15 2.000000 0.00 788700.00 551724.04 U.S. Treasuries (including strips) USTR N/A 912810TD0 2052-02-15 2.250000 0.00 22292700.00 13721756.17 U.S. Treasuries (including strips) USTR N/A 912810TG3 2052-05-15 2.875000 0.00 100.00 70.08 U.S. Treasuries (including strips) USTR N/A 912810TH1 2042-05-15 3.250000 0.00 516400.00 429886.74 U.S. Treasuries (including strips) USTR N/A 912810TM0 2042-11-15 4.000000 0.00 300.00 273.84 U.S. Treasuries (including strips) USTR N/A 912810TQ1 2043-02-15 3.875000 0.00 2032200.00 1841187.35 U.S. Treasuries (including strips) USTR N/A 912810TR9 2053-05-15 3.625000 0.00 7861400.00 6365479.74 U.S. Treasuries (including strips) USTR N/A 912810TS7 2043-05-15 3.875000 0.00 100.00 89.41 U.S. Treasuries (including strips) USTR N/A 912810TS7 2043-05-15 3.875000 0.00 40976100.00 36639834.95 U.S. Treasuries (including strips) USTR N/A 912810TU2 2043-08-15 4.375000 0.00 83000.00 79889.21 U.S. Treasuries (including strips) USTR N/A 912810TX6 2054-02-15 4.250000 0.00 400.00 365.83 U.S. Treasuries (including strips) USTR N/A 912810TZ1 2044-02-15 4.500000 0.00 1200.00 1170.21 U.S. Treasuries (including strips) USTR N/A 912810UE6 2054-11-15 4.500000 0.00 8093400.00 7634609.44 U.S. Treasuries (including strips) USTR N/A 912810UF3 2044-11-15 4.625000 0.00 400.00 390.31 U.S. Treasuries (including strips) USTR N/A 912810UH9 2055-02-15 2.375000 0.00 100.00 99.13 U.S. Treasuries (including strips) USTR N/A 912810UN6 2045-08-15 4.875000 0.00 141800.00 144216.73 U.S. Treasuries (including strips) USTR N/A 912810UQ9 2045-11-15 4.625000 0.00 1200.00 1167.06 U.S. Treasuries (including strips) USTR N/A 912810UT3 2046-02-15 4.625000 0.00 100.00 98.34 U.S. Treasuries (including strips) USTR N/A 9128282L3 2027-07-15 0.375000 0.00 25974600.00 34822555.78 U.S. Treasuries (including strips) USTR N/A 9128282R0 2027-08-15 2.250000 0.00 464800.00 459167.50 U.S. Treasuries (including strips) USTR N/A 9128283R9 2028-01-15 0.500000 0.00 600.00 790.98 U.S. Treasuries (including strips) USTR N/A 9128283W8 2028-02-15 2.750000 0.00 300.00 296.54 U.S. Treasuries (including strips) USTR N/A 9128284N7 2028-05-15 2.875000 0.00 100.00 98.10 U.S. Treasuries (including strips) USTR N/A 912828Y95 2026-07-31 1.875000 0.00 6984000.00 7026842.21 U.S. Treasuries (including strips) USTR N/A 912828YB0 2029-08-15 1.625000 0.00 400.00 373.37 U.S. Treasuries (including strips) USTR N/A 912828YS3 2029-11-15 1.750000 0.00 100.00 92.79 U.S. Treasuries (including strips) USTR N/A 912828Z37 2030-01-15 0.125000 0.00 100.00 121.64 U.S. Treasuries (including strips) USTR N/A 912828Z78 2027-01-31 1.500000 0.00 100.00 99.18 U.S. Treasuries (including strips) USTR N/A 912828ZQ6 2030-05-15 0.625000 0.00 800.00 700.33 U.S. Treasuries (including strips) USTR N/A 91282CAV3 2030-11-15 0.875000 0.00 100.00 87.06 U.S. Treasuries (including strips) USTR N/A 91282CBB6 2027-12-31 0.625000 0.00 100.00 94.94 U.S. Treasuries (including strips) USTR N/A 91282CBJ9 2028-01-31 0.750000 0.00 100.00 95.15 U.S. Treasuries (including strips) USTR N/A 91282CDC2 2026-10-15 0.125000 0.00 851300.00 1031831.30 U.S. Treasuries (including strips) USTR N/A 91282CEB3 2029-02-28 1.875000 0.00 100.00 94.95 U.S. Treasuries (including strips) USTR N/A 91282CEJ6 2027-04-15 0.125000 0.00 400.00 462.67 U.S. Treasuries (including strips) USTR N/A 91282CEZ0 2032-07-15 0.625000 0.00 17500.00 18675.63 U.S. Treasuries (including strips) USTR N/A 91282CFF3 2032-08-15 2.750000 0.00 200.00 186.11 U.S. Treasuries (including strips) USTR N/A 91282CFJ5 2029-08-31 3.125000 0.00 200.00 196.06 U.S. Treasuries (including strips) USTR N/A 91282CFR7 2027-10-15 1.625000 0.00 400.00 448.97 U.S. Treasuries (including strips) USTR N/A 91282CJG7 2030-10-31 4.875000 0.00 100.00 103.57 U.S. Treasuries (including strips) USTR N/A 91282CJK8 2026-11-15 4.625000 0.00 100.00 100.83 U.S. Treasuries (including strips) USTR N/A 91282CJR3 2028-12-31 3.750000 0.00 3951600.00 3914292.94 U.S. Treasuries (including strips) USTR N/A 91282CKG5 2029-03-31 4.125000 0.00 8108100.00 8187155.17 U.S. Treasuries (including strips) USTR N/A 91282CKJ9 2027-04-15 4.500000 0.00 100.00 101.29 U.S. Treasuries (including strips) USTR N/A 91282CKL4 2029-04-15 2.125000 0.00 900.00 976.33 U.S. Treasuries (including strips) USTR N/A 91282CKT7 2029-05-31 4.500000 0.00 5874400.00 5953225.78 U.S. Treasuries (including strips) USTR N/A 91282CLF6 2034-08-15 3.875000 0.00 400.00 393.27 U.S. Treasuries (including strips) USTR N/A 91282CLG4 2027-08-15 3.750000 0.00 1200.00 1211.97 U.S. Treasuries (including strips) USTR N/A 91282CLW9 2034-11-15 4.250000 0.00 200.00 199.71 U.S. Treasuries (including strips) USTR N/A 91282CMF5 2028-01-15 4.250000 0.00 4135200.00 4221989.37 U.S. Treasuries (including strips) USTR N/A 91282CML2 2035-01-15 2.125000 0.00 429300.00 458013.49 U.S. Treasuries (including strips) USTR N/A 91282CMS7 2028-03-15 3.875000 0.00 700.00 704.88 U.S. Treasuries (including strips) USTR N/A 91282CMW8 2028-04-15 3.750000 0.00 3561000.00 3564849.03 U.S. Treasuries (including strips) USTR N/A 91282CNH0 2028-06-15 3.875000 0.00 11697000.00 11658389.55 U.S. Treasuries (including strips) USTR N/A 91282CNJ6 2032-06-30 4.000000 0.00 1000.00 988.08 U.S. Treasuries (including strips) USTR N/A 91282CNK3 2030-06-30 3.875000 0.00 370800.00 366953.69 U.S. Treasuries (including strips) USTR N/A 91282CNV9 2027-08-31 3.625000 0.00 16909500.00 17018188.56 U.S. Treasuries (including strips) USTR N/A 91282CPG0 2027-10-31 3.965695 0.00 300.00 302.49 U.S. Treasuries (including strips) USTR N/A 91282CPJ4 2035-11-15 4.000000 0.00 200.00 195.12 U.S. Treasuries (including strips) USTR N/A 91282CPK1 2028-11-15 3.500000 0.00 4866000.00 4817028.58 U.S. Treasuries (including strips) USTR N/A 91282CPL9 2027-11-30 3.375000 0.00 448000.00 444582.38 U.S. Treasuries (including strips) USTR N/A 91282CPM7 2032-11-30 3.750000 0.00 2379000.00 2320178.68 U.S. Treasuries (including strips) USTR N/A 91282CPP0 2028-12-15 3.500000 0.00 41108600.00 40553939.18 U.S. Treasuries (including strips) USTR N/A 91282CPX3 2028-01-31 3.874695 0.00 300.00 302.09 U.S. Treasuries (including strips) USTR N/A 91282CQG9 2031-03-31 3.875000 0.00 1479400.00 1474881.26 U.S. Treasuries (including strips) USTR N/A 9128337F1 2037-02-15 0.00 0.00 10.91 6.73 U.S. Treasuries (including strips) USTR N/A 9128337T1 2033-05-15 0.00 0.00 2.70 2.01 U.S. Treasuries (including strips) USTR N/A 9128337V6 2034-05-15 0.00 0.00 2.09 1.48 U.S. Treasuries (including strips) USTR N/A 912833PB0 2026-11-15 0.00 0.00 0.22 0.22 U.S. Treasuries (including strips) USTR N/A 912833PC8 2027-02-15 0.00 0.00 4.40 4.29 U.S. Treasuries (including strips) USTR N/A 912833Z52 2037-08-15 0.00 0.00 18.13 10.87 U.S. Treasuries (including strips) USTR N/A 912834AE8 2038-05-15 0.00 0.00 15.71 9.03 U.S. Treasuries (including strips) USTR N/A 912834AT5 2038-08-15 0.00 0.00 59.02 33.50 U.S. Treasuries (including strips) USTR N/A 912834AT5 2038-08-15 0.00 0.00 43.90 24.92 U.S. Treasuries (including strips) USTR N/A 912834AU2 2039-02-15 0.00 0.00 40.49 22.37 U.S. Treasuries (including strips) USTR N/A 912834DU9 2038-11-15 0.00 0.00 5.12 2.86 U.S. Treasuries (including strips) USTR N/A 912834DU9 2038-11-15 0.00 0.00 0.35 0.20 U.S. Treasuries (including strips) USTR N/A 912834DV7 2039-05-15 0.00 0.00 0.75 0.41 U.S. Treasuries (including strips) USTR N/A 912834EP9 2039-08-15 0.00 0.00 163.76 87.85 U.S. Treasuries (including strips) USTR N/A 912834G93 2053-05-15 0.00 0.00 2.23 0.57 U.S. Treasuries (including strips) USTR N/A 912834KH0 2041-05-15 0.00 0.00 2.13 1.03 U.S. Treasuries (including strips) USTR N/A 912834KV9 2041-11-15 0.00 0.00 197.81 92.73 U.S. Treasuries (including strips) USTR N/A 912834LK2 2042-05-15 0.00 0.00 1.17 0.53 U.S. Treasuries (including strips) USTR N/A 912834PB8 2044-11-15 0.00 0.00 1.33 0.52 U.S. Treasuries (including strips) USTR N/A 912834PM4 2045-08-15 0.00 0.00 440.00 165.99 U.S. Treasuries (including strips) USTR N/A 912834PT9 2045-11-15 0.00 0.00 2.01 0.75 U.S. Treasuries (including strips) USTR N/A 912834UR7 2049-05-15 0.00 0.00 2.54 0.79 U.S. Treasuries (including strips) USTR N/A 912834YK8 2055-02-15 0.00 0.00 0.29 0.07 U.S. Treasuries (including strips) USTR N/A 912834ZA9 2055-08-15 0.00 0.00 17.49 4.22 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 250000000.00 250000000.00 0.0022 N Y Y N FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.640000% N/A 549300H47WTHXPU08X20 0 BNTC9UE50 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912797UK1 2026-10-15 0.00 0.00 19500000.00 19284915.00 U.S. Treasuries (including strips) USTR N/A 912810RD2 2043-11-15 3.750000 0.00 75000000.00 65813962.50 U.S. Treasuries (including strips) USTR N/A 912810UP1 2055-11-15 4.625000 0.00 300000000.00 290343375.00 U.S. Treasuries (including strips) USTR N/A 912828ZZ6 2030-07-15 0.125000 0.00 50000000.00 60770749.79 U.S. Treasuries (including strips) USTR N/A 91282CBF7 2031-01-15 0.125000 0.00 30000000.00 35510550.74 U.S. Treasuries (including strips) USTR N/A 91282CCE9 2028-05-31 1.250000 0.00 500000000.00 474225795.08 U.S. Treasuries (including strips) USTR N/A 91282CCM1 2031-07-15 0.125000 0.00 75000000.00 85730956.51 U.S. Treasuries (including strips) USTR N/A 91282CCZ2 2026-09-30 0.875000 0.00 100000000.00 99483454.64 U.S. Treasuries (including strips) USTR N/A 91282CEJ6 2027-04-15 0.125000 0.00 1787528000.00 2067950604.44 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 1877600000.00 2001806481.92 U.S. Treasuries (including strips) USTR N/A 91282CGQ8 2030-02-28 4.000000 0.00 2070436700.00 2089072430.68 U.S. Treasuries (including strips) USTR N/A 91282CHP9 2033-07-15 1.375000 0.00 46545400.00 49448493.01 U.S. Treasuries (including strips) USTR N/A 91282CKP5 2029-04-30 4.625000 0.00 29746400.00 30367458.44 U.S. Treasuries (including strips) USTR N/A 91282CKX8 2029-06-30 4.250000 0.00 1549700.00 1555263.42 U.S. Treasuries (including strips) USTR N/A 91282CLL3 2027-09-15 3.375000 0.00 50000000.00 50063158.97 U.S. Treasuries (including strips) USTR N/A 91282CNA5 2032-04-30 4.000000 0.00 400000000.00 398684173.91 U.S. Treasuries (including strips) USTR N/A 91282CNG2 2030-05-31 4.000000 0.00 462499000.00 461827769.89 U.S. Treasuries (including strips) USTR N/A 91282CNP2 2027-07-31 3.875000 0.00 75000000.00 76022747.24 U.S. Treasuries (including strips) USTR N/A 91282CNU1 2028-08-15 3.625000 0.00 20469100.00 20539281.31 U.S. Treasuries (including strips) USTR N/A 91282CPZ8 2036-02-15 4.125000 0.00 50000000.00 49808164.36 U.S. Treasuries (including strips) USTR N/A 91282CQF1 2033-03-31 4.250000 0.00 18894600.00 19108240.10 U.S. Treasuries (including strips) USTR N/A 91282CQR5 2029-05-15 3.875000 0.00 18500000.00 18471024.38 U.S. Treasuries (including strips) USTR N/A 91282CQT1 2033-05-31 4.250000 0.00 110600.00 111002.99 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 8300000000.00 8300000000.00 0.0721 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 3.640000% N/A MBNUM2BPBDO7JBLYG310 0 BNTC9UE76 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810TA6 2041-08-15 1.750000 0.00 11243300.00 7679705.07 U.S. Treasuries (including strips) USTR N/A 912810TG3 2052-05-15 2.875000 0.00 100.00 70.36 U.S. Treasuries (including strips) USTR N/A 912810TK4 2042-08-15 3.375000 0.00 76305700.00 65233462.58 U.S. Treasuries (including strips) USTR N/A 912810UD8 2044-08-15 4.125000 0.00 1200.00 1114.30 U.S. Treasuries (including strips) USTR N/A 9128284N7 2028-05-15 2.875000 0.00 300.00 294.36 U.S. Treasuries (including strips) USTR N/A 91282CBP5 2028-02-29 1.125000 0.00 100.00 95.58 U.S. Treasuries (including strips) USTR N/A 91282CCV1 2028-08-31 1.125000 0.00 300.00 282.60 U.S. Treasuries (including strips) USTR N/A 91282CEM9 2029-04-30 2.875000 0.00 200.00 194.33 U.S. Treasuries (including strips) USTR N/A 91282CFV8 2032-11-15 4.125000 0.00 7665600.00 7664728.04 U.S. Treasuries (including strips) USTR N/A 91282CHZ7 2030-09-30 4.625000 0.00 100.00 103.00 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 79000000.00 79000000.00 0.0007 N Y Y N FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.660000% N/A 549300H47WTHXPU08X20 0 BNTC9UE84 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912797RF6 2026-07-09 0.00 0.00 549000.00 548559.70 U.S. Treasuries (including strips) USTR N/A 912797SK4 2026-10-29 0.00 0.00 348799400.00 344435221.91 U.S. Treasuries (including strips) USTR N/A 912797TM9 2027-01-21 0.00 0.00 2800000.00 2741732.00 U.S. Treasuries (including strips) USTR N/A 912797TN7 2026-07-16 0.00 0.00 811000.00 809785.93 U.S. Treasuries (including strips) USTR N/A 912797TV9 2027-02-18 0.00 0.00 6090000.00 5942975.22 U.S. Treasuries (including strips) USTR N/A 912797TX5 2026-08-20 0.00 0.00 371000.00 369123.85 U.S. Treasuries (including strips) USTR N/A 912797TY3 2026-08-27 0.00 0.00 11778000.00 11709746.49 U.S. Treasuries (including strips) USTR N/A 912797UE5 2027-04-15 0.00 0.00 414351000.00 401883592.76 U.S. Treasuries (including strips) USTR N/A 912797UG0 2026-09-17 0.00 0.00 184600.00 183135.20 U.S. Treasuries (including strips) USTR N/A 912797UN5 2026-07-07 0.00 0.00 16429000.00 16419191.89 U.S. Treasuries (including strips) USTR N/A 912797UQ8 2026-07-21 0.00 0.00 100000.00 99799.70 U.S. Treasuries (including strips) USTR N/A 912797UV7 2026-08-25 0.00 0.00 10000000.00 9944310.00 U.S. Treasuries (including strips) USTR N/A 912797UW5 2026-09-01 0.00 0.00 3307200.00 3286543.23 U.S. Treasuries (including strips) USTR N/A 912797VB0 2026-09-08 0.00 0.00 3092000.00 3070253.96 U.S. Treasuries (including strips) USTR N/A 912810FE3 2028-08-15 5.500000 0.00 6800.00 7126.34 U.S. Treasuries (including strips) USTR N/A 9128282A7 2026-08-15 1.500000 0.00 238200.00 238816.92 U.S. Treasuries (including strips) USTR N/A 9128284V9 2028-08-15 2.875000 0.00 21589800.00 21268731.29 U.S. Treasuries (including strips) USTR N/A 9128286B1 2029-02-15 2.625000 0.00 23171000.00 22528476.62 U.S. Treasuries (including strips) USTR N/A 912828YS3 2029-11-15 1.750000 0.00 1226500.00 1138085.91 U.S. Treasuries (including strips) USTR N/A 912828YU8 2026-11-30 1.625000 0.00 2250900.00 2233149.33 U.S. Treasuries (including strips) USTR N/A 912828Z94 2030-02-15 1.500000 0.00 831600.00 762871.53 U.S. Treasuries (including strips) USTR N/A 912828ZQ6 2030-05-15 0.625000 0.00 3923400.00 3434631.66 U.S. Treasuries (including strips) USTR N/A 91282CAD3 2027-07-31 0.375000 0.00 3789200.00 3645740.38 U.S. Treasuries (including strips) USTR N/A 91282CAE1 2030-08-15 0.625000 0.00 100.00 86.92 U.S. Treasuries (including strips) USTR N/A 91282CAH4 2027-08-31 0.500000 0.00 300.00 288.26 U.S. Treasuries (including strips) USTR N/A 91282CBB6 2027-12-31 0.625000 0.00 3200.00 3037.96 U.S. Treasuries (including strips) USTR N/A 91282CBJ9 2028-01-31 0.750000 0.00 2425200.00 2307504.40 U.S. Treasuries (including strips) USTR N/A 91282CBL4 2031-02-15 1.125000 0.00 1770400.00 1554440.31 U.S. Treasuries (including strips) USTR N/A 91282CCR0 2028-07-31 1.000000 0.00 8867300.00 8354163.95 U.S. Treasuries (including strips) USTR N/A 91282CCS8 2031-08-15 1.250000 0.00 7280000.00 6336560.06 U.S. Treasuries (including strips) USTR N/A 91282CDF5 2028-10-31 1.375000 0.00 10175200.00 9576839.35 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 100.00 86.68 U.S. Treasuries (including strips) USTR N/A 91282CDY4 2032-02-15 1.875000 0.00 3170300.00 2823635.32 U.S. Treasuries (including strips) USTR N/A 91282CEB3 2029-02-28 1.875000 0.00 5550000.00 5269986.03 U.S. Treasuries (including strips) USTR N/A 91282CEC1 2027-02-28 1.875000 0.00 133200.00 132166.38 U.S. Treasuries (including strips) USTR N/A 91282CEE7 2029-03-31 2.375000 0.00 4260000.00 4091291.45 U.S. Treasuries (including strips) USTR N/A 91282CFL0 2029-09-30 3.875000 0.00 24937800.00 24973899.03 U.S. Treasuries (including strips) USTR N/A 91282CFV8 2032-11-15 4.125000 0.00 319900.00 319401.67 U.S. Treasuries (including strips) USTR N/A 91282CFZ9 2027-11-30 3.875000 0.00 142988000.00 142919684.55 U.S. Treasuries (including strips) USTR N/A 91282CGH8 2028-01-31 3.500000 0.00 186305200.00 187163091.19 U.S. Treasuries (including strips) USTR N/A 91282CGP0 2028-02-29 4.000000 0.00 67813400.00 68554388.17 U.S. Treasuries (including strips) USTR N/A 91282CHE4 2028-05-31 3.625000 0.00 37094300.00 36855312.98 U.S. Treasuries (including strips) USTR N/A 91282CHJ3 2030-06-30 3.750000 0.00 2496600.00 2458734.07 U.S. Treasuries (including strips) USTR N/A 91282CHX2 2028-08-31 4.375000 0.00 309300.00 315246.32 U.S. Treasuries (including strips) USTR N/A 91282CJN2 2028-11-30 4.375000 0.00 570666900.00 575655136.79 U.S. Treasuries (including strips) USTR N/A 91282CJP7 2026-12-15 4.375000 0.00 1349300.00 1354698.59 U.S. Treasuries (including strips) USTR N/A 91282CJQ5 2030-12-31 3.750000 0.00 500.00 491.40 U.S. Treasuries (including strips) USTR N/A 91282CJR3 2028-12-31 3.750000 0.00 456816800.00 452503992.59 U.S. Treasuries (including strips) USTR N/A 91282CKN0 2031-04-30 4.625000 0.00 24707000.00 25374643.43 U.S. Treasuries (including strips) USTR N/A 91282CMZ1 2030-04-30 3.875000 0.00 39263600.00 39129759.56 U.S. Treasuries (including strips) USTR N/A 91282CNA5 2032-04-30 4.000000 0.00 175000300.00 174180324.69 U.S. Treasuries (including strips) USTR N/A 91282CNC1 2035-05-15 4.250000 0.00 51158000.00 50982707.12 U.S. Treasuries (including strips) USTR N/A 91282CNH0 2028-06-15 3.875000 0.00 29323600.00 29226806.16 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 2656000000.00 2656000000.00 0.0231 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES 3.640000% N/A ZBUT11V806EZRVTWT807 0 BNTC9UED3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810RZ3 2047-11-15 2.750000 0.00 778952000.00 555922852.84 U.S. Treasuries (including strips) USTR N/A 912810TQ1 2043-02-15 3.875000 0.00 813556800.00 737088128.73 U.S. Treasuries (including strips) USTR N/A 912810UA4 2054-05-15 4.625000 0.00 879182400.00 846084919.17 U.S. Treasuries (including strips) USTR N/A 91282CHJ3 2030-06-30 3.750000 0.00 320342400.00 315483766.82 U.S. Treasuries (including strips) USTR N/A 91282CKP5 2029-04-30 4.625000 0.00 1329153600.00 1356167902.88 U.S. Treasuries (including strips) USTR N/A 91282CLU3 2031-10-31 4.125000 0.00 457820800.00 459427584.30 U.S. Treasuries (including strips) USTR N/A 91282CMG3 2030-01-31 4.250000 0.00 2114678400.00 2158717629.18 U.S. Treasuries (including strips) USTR N/A 91282CNB3 2030-04-15 1.625000 0.00 688966400.00 714733561.18 U.S. Treasuries (including strips) USTR N/A 91282CNK3 2030-06-30 3.875000 0.00 2057718400.00 2036373687.04 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 9000000000.00 9000000000.00 0.0782 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) 3.640000% N/A SUVUFHICNZMP2WKHG940 0 BNTC9UEH4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 91282CAH4 2027-08-31 0.500000 0.00 4193300.00 4029189.37 U.S. Treasuries (including strips) USTR N/A 91282CME8 2026-12-31 4.250000 0.00 36408100.00 36457469.38 U.S. Treasuries (including strips) USTR N/A 91282CMK4 2032-01-31 4.375000 0.00 50000300.00 51313430.53 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 90000000.00 90000000.00 0.0008 N Y Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE 3.640000% N/A O2RNE8IBXP4R0TD8PU41 0 BNTC9UEJ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797SK4 2026-10-29 0.00 0.00 78227500.00 77239486.67 U.S. Treasuries (including strips) USTR N/A 912797TC1 2026-12-24 0.00 0.00 27704700.00 27183020.50 U.S. Treasuries (including strips) USTR N/A 912803EK5 2044-11-15 0.00 0.00 1000.00 403.75 U.S. Treasuries (including strips) USTR N/A 912810FH6 2029-04-15 3.875000 0.00 100.00 214.49 U.S. Treasuries (including strips) USTR N/A 912810PV4 2028-01-15 1.750000 0.00 1000.00 1591.29 U.S. Treasuries (including strips) USTR N/A 912810PW2 2038-02-15 4.375000 0.00 71655000.00 72633994.15 U.S. Treasuries (including strips) USTR N/A 912810PX0 2038-05-15 4.500000 0.00 38608000.00 39073728.30 U.S. Treasuries (including strips) USTR N/A 912810QB7 2039-05-15 4.250000 0.00 24737000.00 24190423.61 U.S. Treasuries (including strips) USTR N/A 912810QF8 2040-02-15 2.125000 0.00 200.00 302.27 U.S. Treasuries (including strips) USTR N/A 912810QX9 2042-08-15 2.750000 0.00 15795000.00 12344006.13 U.S. Treasuries (including strips) USTR N/A 912810QY7 2042-11-15 2.750000 0.00 22280000.00 17171741.86 U.S. Treasuries (including strips) USTR N/A 912810QZ4 2043-02-15 3.125000 0.00 16522000.00 13529254.58 U.S. Treasuries (including strips) USTR N/A 912810RB6 2043-05-15 2.875000 0.00 22739000.00 17704193.15 U.S. Treasuries (including strips) USTR N/A 912810RC4 2043-08-15 3.625000 0.00 18458000.00 16126231.25 U.S. Treasuries (including strips) USTR N/A 912810RD2 2043-11-15 3.750000 0.00 17942000.00 15744454.86 U.S. Treasuries (including strips) USTR N/A 912810RE0 2044-02-15 3.625000 0.00 20253000.00 17603151.08 U.S. Treasuries (including strips) USTR N/A 912810RH3 2044-08-15 3.125000 0.00 27246000.00 21859002.76 U.S. Treasuries (including strips) USTR N/A 912810RJ9 2044-11-15 3.000000 0.00 23617000.00 18336474.97 U.S. Treasuries (including strips) USTR N/A 912810RK6 2045-02-15 2.500000 0.00 31761000.00 22804182.17 U.S. Treasuries (including strips) USTR N/A 912810RL4 2045-02-15 0.750000 0.00 100.00 102.16 U.S. Treasuries (including strips) USTR N/A 912810RN0 2045-08-15 2.875000 0.00 20050000.00 15250986.09 U.S. Treasuries (including strips) USTR N/A 912810RQ3 2046-02-15 2.500000 0.00 23378000.00 16514995.45 U.S. Treasuries (including strips) USTR N/A 912810RR1 2046-02-15 1.000000 0.00 100.00 105.08 U.S. Treasuries (including strips) USTR N/A 912810RT7 2046-08-15 2.250000 0.00 36050000.00 24084027.47 U.S. Treasuries (including strips) USTR N/A 912810RU4 2046-11-15 2.875000 0.00 45516000.00 33759888.56 U.S. Treasuries (including strips) USTR N/A 912810RV2 2047-02-15 3.000000 0.00 22915000.00 17490970.13 U.S. Treasuries (including strips) USTR N/A 912810RW0 2047-02-15 0.875000 0.00 100.00 98.78 U.S. Treasuries (including strips) USTR N/A 912810RZ3 2047-11-15 2.750000 0.00 33708000.00 24141922.41 U.S. Treasuries (including strips) USTR N/A 912810SA7 2048-02-15 3.000000 0.00 67578900.00 51052334.39 U.S. Treasuries (including strips) USTR N/A 912810SC3 2048-05-15 3.125000 0.00 42376000.00 32343323.09 U.S. Treasuries (including strips) USTR N/A 912810SJ8 2049-08-15 2.250000 0.00 48208000.00 30736017.17 U.S. Treasuries (including strips) USTR N/A 912810SK5 2049-11-15 2.375000 0.00 21251000.00 13756723.29 U.S. Treasuries (including strips) USTR N/A 912810SL3 2050-02-15 2.000000 0.00 54341000.00 32457801.24 U.S. Treasuries (including strips) USTR N/A 912810SN9 2050-05-15 1.250000 0.00 86614000.00 41898699.67 U.S. Treasuries (including strips) USTR N/A 912810SP4 2050-08-15 1.375000 0.00 72180900.00 36248436.84 U.S. Treasuries (including strips) USTR N/A 912810SQ2 2040-08-15 1.125000 0.00 45373000.00 28860197.30 U.S. Treasuries (including strips) USTR N/A 912810SR0 2040-05-15 1.125000 0.00 58147000.00 37198162.26 U.S. Treasuries (including strips) USTR N/A 912810SU3 2051-02-15 1.875000 0.00 84924800.00 48392138.56 U.S. Treasuries (including strips) USTR N/A 912810SV1 2051-02-15 0.125000 0.00 100.00 68.90 U.S. Treasuries (including strips) USTR N/A 912810SW9 2041-02-15 1.875000 0.00 54545800.00 38576011.76 U.S. Treasuries (including strips) USTR N/A 912810SX7 2051-05-15 2.375000 0.00 124341000.00 79058339.19 U.S. Treasuries (including strips) USTR N/A 912810SZ2 2051-08-15 2.000000 0.00 185895000.00 108588438.27 U.S. Treasuries (including strips) USTR N/A 912810TB4 2051-11-15 1.875000 0.00 73350000.00 41004392.06 U.S. Treasuries (including strips) USTR N/A 912810TC2 2041-11-15 2.000000 0.00 73387000.00 51507840.14 U.S. Treasuries (including strips) USTR N/A 912810TD0 2052-02-15 2.250000 0.00 47824000.00 29557187.24 U.S. Treasuries (including strips) USTR N/A 912810TF5 2042-02-15 2.375000 0.00 46604000.00 34730561.17 U.S. Treasuries (including strips) USTR N/A 912810TG3 2052-05-15 2.875000 0.00 66075000.00 46492600.03 U.S. Treasuries (including strips) USTR N/A 912810TH1 2042-05-15 3.250000 0.00 39401000.00 32901509.54 U.S. Treasuries (including strips) USTR N/A 912810TJ7 2052-08-15 3.000000 0.00 106012000.00 77249655.86 U.S. Treasuries (including strips) USTR N/A 912810TK4 2042-08-15 3.375000 0.00 77524300.00 66275239.24 U.S. Treasuries (including strips) USTR N/A 912810TR9 2053-05-15 3.625000 0.00 74201000.00 60311407.56 U.S. Treasuries (including strips) USTR N/A 912810TS7 2043-05-15 3.875000 0.00 35486000.00 31832139.65 U.S. Treasuries (including strips) USTR N/A 912810TT5 2053-08-15 4.125000 0.00 47441000.00 42629689.73 U.S. Treasuries (including strips) USTR N/A 912810TV0 2053-11-15 4.750000 0.00 41183900.00 40522795.45 U.S. Treasuries (including strips) USTR N/A 912810TX6 2054-02-15 4.250000 0.00 56081100.00 51482418.82 U.S. Treasuries (including strips) USTR N/A 912810TZ1 2044-02-15 4.500000 0.00 38936800.00 38087657.23 U.S. Treasuries (including strips) USTR N/A 912810UA4 2054-05-15 4.625000 0.00 53503900.00 51687509.47 U.S. Treasuries (including strips) USTR N/A 912810UB2 2044-05-15 4.625000 0.00 38832000.00 38097735.42 U.S. Treasuries (including strips) USTR N/A 912810UD8 2044-08-15 4.125000 0.00 20209000.00 18765739.65 U.S. Treasuries (including strips) USTR N/A 912810UE6 2054-11-15 4.500000 0.00 24958900.00 23633956.79 U.S. Treasuries (including strips) USTR N/A 912810UF3 2044-11-15 4.625000 0.00 37758000.00 36961730.98 U.S. Treasuries (including strips) USTR N/A 912810UG1 2055-02-15 4.625000 0.00 13721000.00 13421167.72 U.S. Treasuries (including strips) USTR N/A 912810UK2 2055-05-15 4.750000 0.00 51226000.00 50545590.66 U.S. Treasuries (including strips) USTR N/A 912810UM8 2055-08-15 4.750000 0.00 35433000.00 35390625.26 U.S. Treasuries (including strips) USTR N/A 912810UN6 2045-08-15 4.875000 0.00 38972000.00 39752229.13 U.S. Treasuries (including strips) USTR N/A 912810UP1 2055-11-15 4.625000 0.00 54048700.00 52308939.91 U.S. Treasuries (including strips) USTR N/A 912810UQ9 2045-11-15 4.625000 0.00 38999000.00 38048253.13 U.S. Treasuries (including strips) USTR N/A 912810UT3 2046-02-15 4.625000 0.00 38990000.00 38456146.12 U.S. Treasuries (including strips) USTR N/A 912810UU0 2056-05-15 5.000000 0.00 72952900.00 75005065.07 U.S. Treasuries (including strips) USTR N/A 912810UV8 2046-05-15 5.000000 0.00 14989000.00 15340342.16 U.S. Treasuries (including strips) USTR N/A 9128282R0 2027-08-15 2.250000 0.00 700.00 691.64 U.S. Treasuries (including strips) USTR N/A 9128283R9 2028-01-15 0.500000 0.00 100.00 131.87 U.S. Treasuries (including strips) USTR N/A 9128283W8 2028-02-15 2.750000 0.00 100.00 98.87 U.S. Treasuries (including strips) USTR N/A 9128284N7 2028-05-15 2.875000 0.00 17696900.00 17364282.34 U.S. Treasuries (including strips) USTR N/A 9128285M8 2028-11-15 3.125000 0.00 100.00 98.14 U.S. Treasuries (including strips) USTR N/A 9128287D6 2029-07-15 0.250000 0.00 1000.00 1243.80 U.S. Treasuries (including strips) USTR N/A 912828Z37 2030-01-15 0.125000 0.00 2000.00 2434.08 U.S. Treasuries (including strips) USTR N/A 912828Z94 2030-02-15 1.500000 0.00 16715000.00 15345939.92 U.S. Treasuries (including strips) USTR N/A 91282CAH4 2027-08-31 0.500000 0.00 26987000.00 25930124.55 U.S. Treasuries (including strips) USTR N/A 91282CAU5 2027-10-31 0.500000 0.00 3005300.00 2867743.83 U.S. Treasuries (including strips) USTR N/A 91282CBB6 2027-12-31 0.625000 0.00 1000.00 949.50 U.S. Treasuries (including strips) USTR N/A 91282CBF7 2031-01-15 0.125000 0.00 200.00 236.74 U.S. Treasuries (including strips) USTR N/A 91282CBJ9 2028-01-31 0.750000 0.00 100.00 95.16 U.S. Treasuries (including strips) USTR N/A 91282CBS9 2028-03-31 1.250000 0.00 1000.00 954.91 U.S. Treasuries (including strips) USTR N/A 91282CCH2 2028-06-30 1.250000 0.00 1200.00 1134.33 U.S. Treasuries (including strips) USTR N/A 91282CCS8 2031-08-15 1.250000 0.00 300.00 261.44 U.S. Treasuries (including strips) USTR N/A 91282CCY5 2028-09-30 1.250000 0.00 16966000.00 15979561.53 U.S. Treasuries (including strips) USTR N/A 91282CDF5 2028-10-31 1.375000 0.00 300.00 282.45 U.S. Treasuries (including strips) USTR N/A 91282CDL2 2028-11-30 1.500000 0.00 15745000.00 14822130.57 U.S. Treasuries (including strips) USTR N/A 91282CDW8 2029-01-31 1.750000 0.00 14519000.00 13783995.68 U.S. Treasuries (including strips) USTR N/A 91282CDY4 2032-02-15 1.875000 0.00 1000.00 891.91 U.S. Treasuries (including strips) USTR N/A 91282CEB3 2029-02-28 1.875000 0.00 56788000.00 53944229.18 U.S. Treasuries (including strips) USTR N/A 91282CEE7 2029-03-31 2.375000 0.00 14064500.00 13513622.43 U.S. Treasuries (including strips) USTR N/A 91282CEP2 2032-05-15 2.875000 0.00 2000.00 1870.23 U.S. Treasuries (including strips) USTR N/A 91282CEZ0 2032-07-15 0.625000 0.00 1000.00 1067.99 U.S. Treasuries (including strips) USTR N/A 91282CFB2 2027-07-31 2.750000 0.00 200.00 199.41 U.S. Treasuries (including strips) USTR N/A 91282CFV8 2032-11-15 4.125000 0.00 71298000.00 71289889.85 U.S. Treasuries (including strips) USTR N/A 91282CFY2 2029-11-30 3.875000 0.00 16233000.00 16155182.72 U.S. Treasuries (including strips) USTR N/A 91282CGH8 2028-01-31 3.500000 0.00 100.00 100.49 U.S. Treasuries (including strips) USTR N/A 91282CGJ4 2030-01-31 3.500000 0.00 300.00 298.10 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 1000.00 1066.15 U.S. Treasuries (including strips) USTR N/A 91282CGS4 2030-03-31 3.625000 0.00 1000.00 991.43 U.S. Treasuries (including strips) USTR N/A 91282CGT2 2028-03-31 3.625000 0.00 62043900.00 62077526.43 U.S. Treasuries (including strips) USTR N/A 91282CGZ8 2030-04-30 3.500000 0.00 200.00 196.69 U.S. Treasuries (including strips) USTR N/A 91282CHF1 2030-05-31 3.750000 0.00 100.00 98.92 U.S. Treasuries (including strips) USTR N/A 91282CHJ3 2030-06-30 3.750000 0.00 100.00 98.56 U.S. Treasuries (including strips) USTR N/A 91282CHX2 2028-08-31 4.375000 0.00 100.00 101.95 U.S. Treasuries (including strips) USTR N/A 91282CHZ7 2030-09-30 4.625000 0.00 6000.00 6180.10 U.S. Treasuries (including strips) USTR N/A 91282CJA0 2028-09-30 4.625000 0.00 13631000.00 13932617.46 U.S. Treasuries (including strips) USTR N/A 91282CJG7 2030-10-31 4.875000 0.00 200.00 207.35 U.S. Treasuries (including strips) USTR N/A 91282CJM4 2030-11-30 4.375000 0.00 81146800.00 82173555.79 U.S. Treasuries (including strips) USTR N/A 91282CJW2 2029-01-31 4.000000 0.00 100.00 101.34 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 1000.00 996.13 U.S. Treasuries (including strips) USTR N/A 91282CKC4 2031-02-28 4.250000 0.00 100.00 101.84 U.S. Treasuries (including strips) USTR N/A 91282CKG5 2029-03-31 4.125000 0.00 100.00 101.03 U.S. Treasuries (including strips) USTR N/A 91282CKN0 2031-04-30 4.625000 0.00 1000.00 1028.18 U.S. Treasuries (including strips) USTR N/A 91282CKU4 2031-05-31 4.625000 0.00 200.00 204.89 U.S. Treasuries (including strips) USTR N/A 91282CKX8 2029-06-30 4.250000 0.00 3000.00 3010.77 U.S. Treasuries (including strips) USTR N/A 91282CKZ3 2027-07-15 4.375000 0.00 100.00 102.29 U.S. Treasuries (including strips) USTR N/A 91282CLD1 2031-07-31 4.125000 0.00 6693300.00 6798227.80 U.S. Treasuries (including strips) USTR N/A 91282CLE9 2034-07-15 1.875000 0.00 300.00 317.75 U.S. Treasuries (including strips) USTR N/A 91282CLG4 2027-08-15 3.750000 0.00 2000.00 2020.14 U.S. Treasuries (including strips) USTR N/A 91282CLJ8 2031-08-31 3.750000 0.00 100.00 99.33 U.S. Treasuries (including strips) USTR N/A 91282CLK5 2029-08-31 3.625000 0.00 1000.00 997.37 U.S. Treasuries (including strips) USTR N/A 91282CLL3 2027-09-15 3.375000 0.00 16347200.00 16367849.45 U.S. Treasuries (including strips) USTR N/A 91282CLW9 2034-11-15 4.250000 0.00 100.00 100.01 U.S. Treasuries (including strips) USTR N/A 91282CMC2 2031-12-31 4.500000 0.00 200.00 203.16 U.S. Treasuries (including strips) USTR N/A 91282CMD0 2029-12-31 4.375000 0.00 100.00 100.81 U.S. Treasuries (including strips) USTR N/A 91282CMF5 2028-01-15 4.250000 0.00 100.00 102.12 U.S. Treasuries (including strips) USTR N/A 91282CMG3 2030-01-31 4.250000 0.00 100.00 102.15 U.S. Treasuries (including strips) USTR N/A 91282CMN8 2028-02-15 4.250000 0.00 200.00 203.53 U.S. Treasuries (including strips) USTR N/A 91282CMR9 2032-02-29 4.125000 0.00 700.00 707.52 U.S. Treasuries (including strips) USTR N/A 91282CNR8 2032-07-31 4.000000 0.00 2000.00 2011.01 U.S. Treasuries (including strips) USTR N/A 91282CNV9 2027-08-31 3.625000 0.00 100.00 100.66 U.S. Treasuries (including strips) USTR N/A 91282CNW7 2032-08-31 3.875000 0.00 15742900.00 15658619.87 U.S. Treasuries (including strips) USTR N/A 91282CNX5 2030-08-31 3.625000 0.00 400.00 396.98 U.S. Treasuries (including strips) USTR N/A 91282CNY3 2028-09-15 3.375000 0.00 100.00 99.41 U.S. Treasuries (including strips) USTR N/A 91282CPB1 2027-09-30 3.500000 0.00 100.00 100.13 U.S. Treasuries (including strips) USTR N/A 91282CPD7 2030-10-31 3.625000 0.00 1000.00 985.66 U.S. Treasuries (including strips) USTR N/A 91282CPL9 2027-11-30 3.375000 0.00 100.00 99.26 U.S. Treasuries (including strips) USTR N/A 91282CPU9 2036-01-15 1.875000 0.00 300.00 302.73 U.S. Treasuries (including strips) USTR N/A 91282CQC8 2033-02-28 3.750000 0.00 100.00 98.47 U.S. Treasuries (including strips) USTR N/A 91282CQE4 2029-03-15 3.500000 0.00 100.00 99.46 U.S. Treasuries (including strips) USTR N/A 91282CQH7 2028-03-31 3.875000 0.00 200.00 201.09 U.S. Treasuries (including strips) USTR N/A 91282CQJ3 2029-04-15 3.875000 0.00 1000.00 1001.72 U.S. Treasuries (including strips) USTR N/A 91282CQK0 2031-04-30 3.875000 0.00 600.00 596.73 U.S. Treasuries (including strips) USTR N/A 91282CQR5 2029-05-15 3.875000 0.00 100.00 99.84 U.S. Treasuries (including strips) USTR N/A 91282CQT1 2033-05-31 4.250000 0.00 100.00 100.37 U.S. Treasuries (including strips) USTR N/A 912834EV6 2039-11-15 0.00 0.00 500.00 265.25 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2700000000.00 2700000000.00 0.0235 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES 3.640000% N/A ZBUT11V806EZRVTWT807 0 BNTC9UEK7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 9128282L3 2027-07-15 0.375000 0.00 1392004800.00 1866175601.64 U.S. Treasuries (including strips) USTR N/A 9128286B1 2029-02-15 2.625000 0.00 481570400.00 468216628.41 U.S. Treasuries (including strips) USTR N/A 91282CCS8 2031-08-15 1.250000 0.00 945216000.00 822722246.91 U.S. Treasuries (including strips) USTR N/A 91282CEV9 2029-06-30 3.250000 0.00 603143000.00 588084328.72 U.S. Treasuries (including strips) USTR N/A 91282CHR5 2030-07-31 4.000000 0.00 497882400.00 503114439.84 U.S. Treasuries (including strips) USTR N/A 91282CQB0 2028-02-29 3.375000 0.00 290950400.00 290686757.82 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 4450000000.00 4450000000.00 0.0387 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 3.640000% N/A R0MUWSFPU8MPRO8K5P83 0 BNTC9UEM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810SD1 2048-08-15 3.000000 0.00 38945800.00 29273916.12 U.S. Treasuries (including strips) USTR N/A 91282CQW4 2033-06-30 4.250000 0.00 8058000.00 8058000.00 U.S. Treasuries (including strips) USTR N/A 912833XY1 2030-08-15 0.00 0.00 69.70 58.67 U.S. Treasuries (including strips) USTR N/A 912834KB3 2045-05-15 0.00 0.00 68.50 26.34 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 36600000.00 36600000.00 0.0003 N Y Y N Northern Institutional Funds 2026-07-08 Kevin P. O Rourke Kevin P. O Rourke President