N-MFP3 0000106830 XXXXXXXX 2026-06-30 Vanguard Money Market Reserves 0000106830 549300MNJHPQMETCSE49 Vanguard Federal Money Market Fund NI8UG8EJBPTZ3Y6R3164 S000004462 1 N N 002-52698 The Vanguard Group, Inc. 801-11953 Vanguard Capital Management, LLC 801-134586 PRICEWATERHOUSECOOPERS LLC Philadelphia PA State Street Bank and Trust Company The Vanguard Group, Inc. 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US3130B9BJ87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-28 2026-08-28 N N N 0.0370 208992476.00 208992476.00 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.625000% 3130B9BU3 2549001DPIFGXC1TOL40 US3130B9BU33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-03 2026-08-03 N N N 0.0375 486318950.95 486318950.95 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.625000% 3130B9CB4 2549001DPIFGXC1TOL40 US3130B9CB43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-03 2026-08-03 N N N 0.0375 181074024.36 181074024.36 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.625000% 3130B9CE8 2549001DPIFGXC1TOL40 US3130B9CE81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-04 2026-08-04 N N N 0.0375 633694087.41 633694087.41 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 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categorized as coupon-paying notes) Y 2026-07-01 2026-07-23 2026-07-23 N N N 0.0363 618359487.71 618359487.71 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130B9KN9 2549001DPIFGXC1TOL40 US3130B9KN98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-23 2026-07-23 N N N 0.0363 572990259.00 572990259.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130B9KS8 2549001DPIFGXC1TOL40 US3130B9KS85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-24 2026-07-24 N N N 0.0363 285994280.00 285994280.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130B9N22 2549001DPIFGXC1TOL40 US3130B9N223 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-24 2026-08-24 N N N 0.0365 154997365.00 154997365.00 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.625000% 3130B9N71 2549001DPIFGXC1TOL40 US3130B9N710 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-02 2026-07-02 N N N 0.0364 309980000.00 309980000.00 0.0008 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B9NN6 2549001DPIFGXC1TOL40 US3130B9NN61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N 0.0400 1853011657.88 1853011657.88 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B9NS5 2549001DPIFGXC1TOL40 US3130B9NS58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N 0.0400 924514375.00 924514375.00 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B9P61 2549001DPIFGXC1TOL40 US3130B9P616 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0400 923634083.35 923634083.35 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130B9PA2 2549001DPIFGXC1TOL40 US3130B9PA23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-02 2026-07-02 N N N 0.0364 756184243.82 756184243.82 0.0020 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.743000% 3130B9PQ7 2549001DPIFGXC1TOL40 US3130B9PQ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0402 787265706.23 787265706.23 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130B9PT1 2549001DPIFGXC1TOL40 US3130B9PT14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-25 2026-09-25 N N N 0.0365 152390123.36 152390123.36 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.735000% 3130B9PV6 2549001DPIFGXC1TOL40 US3130B9PV69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0402 2581479626.32 2581479626.32 0.0069 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130B9RY8 2549001DPIFGXC1TOL40 US3130B9RY80 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-10 2026-08-10 N N N 0.0373 874611136.89 874611136.89 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.747000% 3130B9SK7 2549001DPIFGXC1TOL40 US3130B9SK77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-09 2026-09-09 2026-09-09 N N N 0.0404 2267940775.80 2267940775.80 0.0061 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.747000% 3130B9SS0 2549001DPIFGXC1TOL40 US3130B9SS04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-09 2026-09-09 2026-09-09 N N N 0.0404 999357000.00 999357000.00 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130B9TY6 2549001DPIFGXC1TOL40 US3130B9TY62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-10 2026-08-10 N N N 0.0373 756550033.03 756550033.03 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.635000% 3130B9UY4 2549001DPIFGXC1TOL40 US3130B9UY44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-16 2026-09-16 N N N 0.0374 385886879.40 385886879.40 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130BA3E5 2549001DPIFGXC1TOL40 US3130BA3E56 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-02 2026-07-02 N N N 0.0364 189634431.10 189634431.10 0.0005 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130BA3V7 2549001DPIFGXC1TOL40 US3130BA3V71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-02 2026-07-02 N N N 0.0362 75844848.31 75844848.31 0.0002 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130BA6G7 2549001DPIFGXC1TOL40 US3130BA6G77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-02 2026-07-02 N N N 0.0364 2134392865.61 2134392865.61 0.0057 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130BA6H5 2549001DPIFGXC1TOL40 US3130BA6H50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-01 2026-09-01 N N N 0.0377 1160742764.23 1160742764.23 0.0031 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.635000% 3130BA6J1 2549001DPIFGXC1TOL40 US3130BA6J17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-01 2026-10-01 N N N 0.0373 1067819421.32 1067819421.32 0.0029 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.635000% 3130BA6M4 2549001DPIFGXC1TOL40 US3130BA6M46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-30 2026-09-30 N N N 0.0373 947550363.05 947550363.05 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130BA6R3 2549001DPIFGXC1TOL40 US3130BA6R33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-06 2026-07-06 N N N 0.0364 363867452.91 363867452.91 0.0010 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130BA6U6 2549001DPIFGXC1TOL40 US3130BA6U61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-02 2026-07-02 N N N 0.0365 618273763.45 618273763.45 0.0017 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.625000% 3130BA6V4 2549001DPIFGXC1TOL40 US3130BA6V45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-03 2026-08-03 N N N 0.0375 465108720.63 465108720.63 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.625000% 3130BA7A9 2549001DPIFGXC1TOL40 US3130BA7A98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-04 2026-08-04 N N N 0.0375 464678735.68 464678735.68 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130BABL0 2549001DPIFGXC1TOL40 US3130BABL06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-10 2026-07-10 N N N 0.0363 293706475.48 293706475.48 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130BAD46 2549001DPIFGXC1TOL40 US3130BAD462 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-17 2026-08-17 N N N 0.0372 1113516025.58 1113516025.58 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130BAD53 2549001DPIFGXC1TOL40 US3130BAD538 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-18 2026-08-18 N N N 0.0372 1108516200.58 1108516200.58 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130BAD61 2549001DPIFGXC1TOL40 US3130BAD611 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-19 2026-08-19 N N N 0.0372 608534309.13 608534309.13 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.625000% 3130BAD79 2549001DPIFGXC1TOL40 US3130BAD793 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-15 2026-07-15 N N N 0.0364 999985000.00 999985000.00 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.635000% 3130BAD87 2549001DPIFGXC1TOL40 US3130BAD876 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-14 2026-09-14 N N N 0.0374 999966000.00 999966000.00 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130BADF1 2549001DPIFGXC1TOL40 US3130BADF10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-15 2026-10-15 N N N 0.0372 1749930000.00 1749930000.00 0.0047 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130BADH7 2549001DPIFGXC1TOL40 US3130BADH75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-18 2026-11-18 N N N 0.0371 999940000.00 999940000.00 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130BADP9 2549001DPIFGXC1TOL40 US3130BADP91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-16 2026-10-16 N N N 0.0372 499979000.00 499979000.00 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.625000% 3130BADS3 2549001DPIFGXC1TOL40 US3130BADS31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-17 2026-07-17 N N N 0.0363 199996600.00 199996600.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130BAEF0 2549001DPIFGXC1TOL40 US3130BAEF01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-15 2026-10-15 N N N 0.0372 607569810.38 607569810.38 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130BAEH6 2549001DPIFGXC1TOL40 US3130BAEH66 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-19 2026-10-19 N N N 0.0375 151875101.76 151875101.76 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.635000% 3130BAEJ2 2549001DPIFGXC1TOL40 US3130BAEJ23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-24 2026-08-24 N N N 0.0371 303601195.31 303601195.31 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BAEN3 2549001DPIFGXC1TOL40 US3130BAEN35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-16 2026-11-16 N N N 0.0371 242977327.23 242977327.23 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130BAF36 2549001DPIFGXC1TOL40 US3130BAF368 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-21 2026-07-21 N N N 0.0363 91003452.92 91003452.92 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130BAF44 2549001DPIFGXC1TOL40 US3130BAF442 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-23 2026-07-23 N N N 0.0363 91003270.91 91003270.91 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130BAHE0 2549001DPIFGXC1TOL40 US3130BAHE09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-28 2026-07-28 N N N 0.0363 493275134.30 493275134.30 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BAJ57 2549001DPIFGXC1TOL40 US3130BAJ576 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-22 2026-12-22 N N N 0.0368 106136603.52 106136603.52 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130BAJ73 2549001DPIFGXC1TOL40 US3130BAJ733 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-27 2026-10-27 N N N 0.0372 758875715.20 758875715.20 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130BAJB4 2549001DPIFGXC1TOL40 US3130BAJB42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-02 2026-11-02 N N N 0.0375 189695402.90 189695402.90 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130BAJC2 2549001DPIFGXC1TOL40 US3130BAJC25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-03 2026-11-03 N N N 0.0372 758857501.60 758857501.60 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130BAJT5 2549001DPIFGXC1TOL40 US3130BAJT59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-05 2026-10-05 N N N 0.0377 299661039.00 299661039.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130BAKA4 2549001DPIFGXC1TOL40 US3130BAKA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-05 2026-11-05 N N N 0.0372 1282518174.96 1282518174.96 0.0034 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130BAKJ5 2549001DPIFGXC1TOL40 US3130BAKJ58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-05 2026-10-05 N N N 0.0377 303620220.54 303620220.54 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130BAKK2 2549001DPIFGXC1TOL40 US3130BAKK22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-05 2026-08-05 N N N 0.0375 113866470.03 113866470.03 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130BALA3 2549001DPIFGXC1TOL40 US3130BALA31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-03 2026-08-03 N N N 0.0375 645185643.85 645185643.85 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130BALJ4 2549001DPIFGXC1TOL40 US3130BALJ40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-04 2026-08-04 N N N 0.0375 608601132.78 608601132.78 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130BAN78 2549001DPIFGXC1TOL40 US3130BAN784 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-13 2026-10-13 N N N 0.0372 379626712.60 379626712.60 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.635000% 3130BAN86 2549001DPIFGXC1TOL40 US3130BAN867 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-14 2026-09-14 N N N 0.0374 379627092.24 379627092.24 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130BAN94 2549001DPIFGXC1TOL40 US3130BAN941 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-12 2026-11-12 N N N 0.0371 759246720.47 759246720.47 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BANT0 2549001DPIFGXC1TOL40 US3130BANT04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-10 2026-12-10 N N N 0.0369 189822216.97 189822216.97 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.830000% 3130BAV46 2549001DPIFGXC1TOL40 US3130BAV464 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0408 757112715.19 757112715.19 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BAWC7 2549001DPIFGXC1TOL40 US3130BAWC77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-27 2026-11-27 N N N 0.0371 592706290.80 592706290.80 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BAWG8 2549001DPIFGXC1TOL40 US3130BAWG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-30 2026-11-30 N N N 0.0371 592045325.41 592045325.41 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BAX69 2549001DPIFGXC1TOL40 US3130BAX692 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-02 2026-12-02 N N N 0.0369 1301039330.56 1301039330.56 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BAXS1 2549001DPIFGXC1TOL40 US3130BAXS11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-09 2026-12-09 N N N 0.0368 602903823.60 602903823.60 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BAYV3 2549001DPIFGXC1TOL40 US3130BAYV31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-11 2026-12-11 N N N 0.0368 106633708.24 106633708.24 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BAZZ3 2549001DPIFGXC1TOL40 US3130BAZZ36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-15 2026-12-15 N N N 0.0368 1749900250.00 1749900250.00 0.0047 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.635000% 3130BB2B0 2549001DPIFGXC1TOL40 US3130BB2B09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-14 2026-09-14 N N N 0.0375 151349248.51 151349248.51 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BB2Q7 2549001DPIFGXC1TOL40 US3130BB2Q77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-10 2026-12-10 N N N 0.0368 755363920.00 755363920.00 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BB2R5 2549001DPIFGXC1TOL40 US3130BB2R50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-11 2026-12-11 N N N 0.0368 566490441.98 566490441.98 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BB4H5 2549001DPIFGXC1TOL40 US3130BB4H50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-18 2026-11-18 N N N 0.0371 607264210.72 607264210.72 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BB4J1 2549001DPIFGXC1TOL40 US3130BB4J17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-18 2026-12-18 N N N 0.0368 759159946.90 759159946.90 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BB4M4 2549001DPIFGXC1TOL40 US3130BB4M46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-16 2026-11-16 N N N 0.0374 151800718.86 151800718.86 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BB4Y8 2549001DPIFGXC1TOL40 US3130BB4Y83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-13 2026-11-13 N N N 0.0371 607263603.44 607263603.44 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BB4Z5 2549001DPIFGXC1TOL40 US3130BB4Z58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-15 2026-12-15 N N N 0.0368 607326313.35 607326313.35 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BB5C5 2549001DPIFGXC1TOL40 US3130BB5C54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-13 2026-11-13 N N N 0.0371 151819696.36 151819696.36 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BB5Y7 2549001DPIFGXC1TOL40 US3130BB5Y74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-16 2026-11-16 N N N 0.0374 1363921316.39 1363921316.39 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BB5Z4 2549001DPIFGXC1TOL40 US3130BB5Z40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-16 2026-12-16 N N N 0.0368 303121059.38 303121059.38 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-14 2026-12-14 N N N 0.0368 909369087.44 909369087.44 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BB7H2 2549001DPIFGXC1TOL40 US3130BB7H24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-18 2026-12-18 N N N 0.0368 1171891406.25 1171891406.25 0.0031 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BB7J8 2549001DPIFGXC1TOL40 US3130BB7J89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-17 2026-11-17 N N N 0.0371 781255937.43 781255937.43 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BB7K5 2549001DPIFGXC1TOL40 US3130BB7K52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-18 2026-11-18 N N N 0.0371 234377812.50 234377812.50 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BB7L3 2549001DPIFGXC1TOL40 US3130BB7L36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-23 2026-11-23 N N N 0.0373 390590625.00 390590625.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BBA21 2549001DPIFGXC1TOL40 US3130BBA219 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-24 2026-12-24 N N N 0.0368 390632421.88 390632421.88 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BBA39 2549001DPIFGXC1TOL40 US3130BBA391 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-25 2026-11-25 N N N 0.0371 351570976.61 351570976.61 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BBAA3 2549001DPIFGXC1TOL40 US3130BBAA33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-22 2026-09-22 N N N 0.0373 417002085.00 417002085.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BBAH8 2549001DPIFGXC1TOL40 US3130BBAH85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-22 2027-01-22 N N N 0.0374 195324570.44 195324570.44 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BBB53 2549001DPIFGXC1TOL40 US3130BBB530 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-22 2026-10-22 N N N 0.0372 422005908.00 422005908.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BBB61 2549001DPIFGXC1TOL40 US3130BBB613 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-24 2026-11-24 N N N 0.0371 384005760.00 384005760.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BBBY0 2549001DPIFGXC1TOL40 US3130BBBY00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-26 2026-10-26 N N N 0.0375 331971116.00 331971116.00 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BBBZ7 2549001DPIFGXC1TOL40 US3130BBBZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-23 2026-11-23 N N N 0.0373 376967955.00 376967955.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BBC45 2549001DPIFGXC1TOL40 US3130BBC454 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-24 2026-09-24 N N N 0.0373 1227008589.00 1227008589.00 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BBC60 2549001DPIFGXC1TOL40 US3130BBC603 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-28 2026-12-28 N N N 0.0368 101002525.00 101002525.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BBCC7 2549001DPIFGXC1TOL40 US3130BBCC70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-23 2026-12-23 N N N 0.0368 385007315.00 385007315.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BBCM5 2549001DPIFGXC1TOL40 US3130BBCM52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-28 2026-10-28 N N N 0.0372 249003735.00 249003735.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BBCN3 2549001DPIFGXC1TOL40 US3130BBCN36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-25 2026-11-25 N N N 0.0371 377006409.00 377006409.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BBCP8 2549001DPIFGXC1TOL40 US3130BBCP83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-02 2026-11-02 N N N 0.0375 413956944.00 413956944.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BBD36 2549001DPIFGXC1TOL40 US3130BBD361 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-29 2026-12-29 N N N 0.0368 377008671.00 377008671.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BBD69 2549001DPIFGXC1TOL40 US3130BBD692 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-01 2026-12-01 N N N 0.0369 1300000000.00 1300000000.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.000000% 3130BBD93 2549001DPIFGXC1TOL40 US3130BBD932 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-01 2026-10-01 N N N 0.0373 1636000000.00 1636000000.00 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BBDC6 2549001DPIFGXC1TOL40 US3130BBDC61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-29 2026-09-29 N N N 0.0373 654005886.00 654005886.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BBDK8 2549001DPIFGXC1TOL40 US3130BBDK87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-29 2026-12-29 N N N 0.0368 226004520.00 226004520.00 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BBDL6 2549001DPIFGXC1TOL40 US3130BBDL60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-01 2026-12-01 N N N 0.0369 225999322.00 225999322.00 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BBDM4 2549001DPIFGXC1TOL40 US3130BBDM44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-30 2026-10-30 N N N 0.0371 249003735.00 249003735.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BBDN2 2549001DPIFGXC1TOL40 US3130BBDN27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-27 2026-10-27 N N N 0.0372 622009330.00 622009330.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BBDW2 2549001DPIFGXC1TOL40 US3130BBDW26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-23 2026-12-23 N N N 0.0368 377007540.00 377007540.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BBE35 2549001DPIFGXC1TOL40 US3130BBE351 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-29 2026-10-29 N N N 0.0371 249003984.00 249003984.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BBE84 2549001DPIFGXC1TOL40 US3130BBE849 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-02 2026-10-02 N N N 0.0373 940998118.00 940998118.00 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BBEA9 2549001DPIFGXC1TOL40 US3130BBEA96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-03 2026-11-03 N N N 0.0372 164999835.00 164999835.00 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BBEB7 2549001DPIFGXC1TOL40 US3130BBEB79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-04 2026-11-04 N N N 0.0372 682999317.00 682999317.00 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BBEE1 2549001DPIFGXC1TOL40 US3130BBEE19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-04 2027-01-04 N N N 0.0376 376961169.00 376961169.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BBEK7 2549001DPIFGXC1TOL40 US3130BBEK78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-02 2026-12-07 2026-12-07 N N N 0.0371 943904656.00 943904656.00 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BBEM3 2549001DPIFGXC1TOL40 US3130BBEM35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-07 2026-10-07 N N N 0.0373 792999207.00 792999207.00 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BBEP6 2549001DPIFGXC1TOL40 US3130BBEP65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-02 2027-01-04 2027-01-04 N N N 0.0377 376961923.00 376961923.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BBEX9 2549001DPIFGXC1TOL40 US3130BBEX99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-06 2026-11-06 2026-11-06 N N N 0.0000 1874682375.00 1874682375.00 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BBEY7 2549001DPIFGXC1TOL40 US3130BBEY72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-06 2026-12-02 2026-12-02 N N N 0.0000 673000000.00 673000000.00 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BBEZ4 2549001DPIFGXC1TOL40 US3130BBEZ48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-06 2027-01-06 2027-01-06 N N N 0.0000 1245000000.00 1245000000.00 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.000000% 3130BBF26 2549001DPIFGXC1TOL40 US3130BBF267 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-06 2026-10-06 2026-10-06 N N N 0.0100 750000000.00 750000000.00 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3130BBF75 2549001DPIFGXC1TOL40 US3130BBF754 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-07 2026-12-07 N N N 0.0000 673000000.00 673000000.00 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.000000% 3130BBF83 2549001DPIFGXC1TOL40 US3130BBF838 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-10-07 2026-10-07 N N N 0.0100 375000000.00 375000000.00 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385A22 2549001DPIFGXC1TOL40 US313385A228 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0366 49848150.00 49848150.00 0.0001 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385A71 2549001DPIFGXC1TOL40 US313385A715 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0377 630180255.28 630180255.28 0.0017 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385B47 2549001DPIFGXC1TOL40 US313385B473 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-10 2026-08-10 2026-08-10 N N N 0.0377 377159827.10 377159827.10 0.0010 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385B54 2549001DPIFGXC1TOL40 US313385B549 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-11 2026-08-11 2026-08-11 N N N 0.0377 377120442.30 377120442.30 0.0010 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385B62 2549001DPIFGXC1TOL40 US313385B622 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-12 2026-08-12 2026-08-12 N N N 0.0377 2521157776.96 2521157776.96 0.0067 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385B88 2549001DPIFGXC1TOL40 US313385B887 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-14 2026-08-14 2026-08-14 N N N 0.0377 1932292473.86 1932292473.86 0.0052 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385C53 2549001DPIFGXC1TOL40 US313385C539 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-19 2026-08-19 2026-08-19 N N N 0.0377 1136099514.57 1136099514.57 0.0030 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N 0.0377 211949531.28 211949531.28 0.0006 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385D29 2549001DPIFGXC1TOL40 US313385D297 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-24 2026-08-24 2026-08-24 N N N 0.0377 306298300.00 306298300.00 0.0008 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385D45 2549001DPIFGXC1TOL40 US313385D453 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-26 2026-08-26 2026-08-26 N N N 0.0378 613310376.73 613310376.73 0.0016 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N 0.0378 1557670268.23 1557670268.23 0.0042 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385E36 2549001DPIFGXC1TOL40 US313385E360 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0384 770542126.80 770542126.80 0.0021 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385E51 2549001DPIFGXC1TOL40 US313385E519 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0384 541038109.01 541038109.01 0.0014 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F27 2549001DPIFGXC1TOL40 US313385F276 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-09 2026-09-09 2026-09-09 N N N 0.0384 289251114.60 289251114.60 0.0008 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F43 2549001DPIFGXC1TOL40 US313385F433 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-11 2026-09-11 2026-09-11 N N N 0.0384 968811596.69 968811596.69 0.0026 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F92 2549001DPIFGXC1TOL40 US313385F920 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-16 2026-09-16 2026-09-16 N N N 0.0384 2554261653.17 2554261653.17 0.0068 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385G26 2549001DPIFGXC1TOL40 US313385G266 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0384 292239273.33 292239273.33 0.0008 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385G83 2549001DPIFGXC1TOL40 US313385G837 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-23 2026-09-23 2026-09-23 N N N 0.0385 371743875.00 371743875.00 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385H74 2549001DPIFGXC1TOL40 US313385H744 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0385 894167376.02 894167376.02 0.0024 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385H82 2549001DPIFGXC1TOL40 US313385H827 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0385 187702410.70 187702410.70 0.0005 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385H90 2549001DPIFGXC1TOL40 US313385H900 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0385 563047958.61 563047958.61 0.0015 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385J72 2549001DPIFGXC1TOL40 US313385J724 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0385 411502654.27 411502654.27 0.0011 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385K54 2549001DPIFGXC1TOL40 US313385K540 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-14 2026-10-14 2026-10-14 N N N 0.0386 84130325.84 84130325.84 0.0002 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385K70 2549001DPIFGXC1TOL40 US313385K706 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-16 2026-10-16 2026-10-16 N N N 0.0386 75098591.39 75098591.39 0.0002 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385L20 2549001DPIFGXC1TOL40 US313385L209 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-19 2026-10-19 2026-10-19 N N N 0.0386 370704750.00 370704750.00 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385L61 2549001DPIFGXC1TOL40 US313385L613 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N 0.0387 360110347.60 360110347.60 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385M37 2549001DPIFGXC1TOL40 US313385M371 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-28 2026-10-28 2026-10-28 N N N 0.0387 1321707590.65 1321707590.65 0.0035 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385N28 2549001DPIFGXC1TOL40 US313385N288 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0391 205301825.44 205301825.44 0.0005 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385N44 2549001DPIFGXC1TOL40 US313385N445 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0391 189154458.98 189154458.98 0.0005 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385P26 2549001DPIFGXC1TOL40 US313385P267 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0391 288220172.35 288220172.35 0.0008 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385P34 2549001DPIFGXC1TOL40 US313385P341 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-13 2026-11-13 2026-11-13 N N N 0.0391 174012206.99 174012206.99 0.0005 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385P83 2549001DPIFGXC1TOL40 US313385P838 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-18 2026-11-18 2026-11-18 N N N 0.0392 323906538.51 323906538.51 0.0009 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0393 1863712096.08 1863712096.08 0.0050 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385R65 2549001DPIFGXC1TOL40 US313385R651 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-02 2026-12-02 2026-12-02 N N N 0.0393 187418372.51 187418372.51 0.0005 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385S64 2549001DPIFGXC1TOL40 US313385S642 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0394 373411796.28 373411796.28 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385T48 2549001DPIFGXC1TOL40 US313385T483 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-16 2026-12-16 2026-12-16 N N N 0.0395 73256143.12 73256143.12 0.0002 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0356 780933679.90 780933679.90 0.0021 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385YV2 2549001DPIFGXC1TOL40 US313385YV23 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0356 304697831.93 304697831.93 0.0008 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385YZ3 2549001DPIFGXC1TOL40 US313385YZ37 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-06 2026-07-06 2026-07-06 N N N 0.0358 217986606.79 217986606.79 0.0006 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZB5 2549001DPIFGXC1TOL40 US313385ZB59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-08 2026-07-08 2026-07-08 N N N 0.0359 881350270.39 881350270.39 0.0024 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZC3 2549001DPIFGXC1TOL40 US313385ZC33 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0359 563389620.32 563389620.32 0.0015 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-10 2026-07-10 2026-07-10 N N N 0.0360 156656196.30 156656196.30 0.0004 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZH2 2549001DPIFGXC1TOL40 US313385ZH20 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-14 2026-07-14 2026-07-14 N N N 0.0361 429230843.21 429230843.21 0.0011 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZJ8 2549001DPIFGXC1TOL40 US313385ZJ85 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-15 2026-07-15 2026-07-15 N N N 0.0361 679825546.44 679825546.44 0.0018 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZK5 2549001DPIFGXC1TOL40 US313385ZK58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-16 2026-07-16 2026-07-16 N N N 0.0361 429144025.63 429144025.63 0.0011 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-17 2026-07-17 2026-07-17 N N N 0.0362 417236259.28 417236259.28 0.0011 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZR0 2549001DPIFGXC1TOL40 US313385ZR02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-22 2026-07-22 2026-07-22 N N N 0.0363 2182665071.07 2182665071.07 0.0058 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 U.S. 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Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133ER3C3 254900C5LP6DN9OP9V83 US3133ER3C35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-07 2026-08-07 N N N 0.0374 36204665.34 36204665.34 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.620000% 3133ET6P7 254900C5LP6DN9OP9V83 US3133ET6P74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0362 38125961.87 38125961.87 0.0001 N Y Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.625000% 3133EWBM1 254900C5LP6DN9OP9V83 US3133EWBM11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-29 2026-07-29 N N N 0.0364 9194760.93 9194760.93 0.0000 N N N N Federal Farm Credit Banks Funding Corp. 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Federal Farm Credit Banks Funding Corp. 3.650000% 3133EWQA1 254900C5LP6DN9OP9V83 US3133EWQA18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-19 2027-01-19 N N N 0.0376 162244234.43 162244234.43 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.650000% 3133EWSP6 254900C5LP6DN9OP9V83 US3133EWSP68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-08 2026-12-08 N N N 0.0368 84754914.40 84754914.40 0.0002 N N N N Fannie Mae Discount Notes Fannie Mae Discount Notes 313589ZB2 B1V7KEBTPIMZEU4LTD58 US313589ZB20 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-08 2026-07-08 2026-07-08 N N N 0.0359 14990544.30 14990544.30 0.0000 N N Y N Fannie Mae Discount Notes Fannie Mae Discount Notes 313589ZJ5 B1V7KEBTPIMZEU4LTD58 US313589ZJ55 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-15 2026-07-15 2026-07-15 N N N 0.0361 60513041.60 60513041.60 0.0002 N N Y N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-11 2026-12-11 N N N 0.0368 107225515.69 107225515.69 0.0003 N N N N United States Treasury Bill United States Treasury Bill 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0368 3766963038.80 3766963038.80 0.0101 N Y Y N United States Treasury Bill United States Treasury Bill 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0388 1855587195.15 1855587195.15 0.0050 N Y Y N United States Treasury Bill United States Treasury Bill 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0365 1546370164.05 1546370164.05 0.0041 N Y Y N United States Treasury Bill United States Treasury Bill 912797TN7 254900HROIFWPRGM1V77 US912797TN70 U.S. Treasury Debt Y 2026-07-16 2026-07-16 2026-07-16 N N N 0.0366 7410653759.80 7410653759.80 0.0198 N Y Y N United States Treasury Bill United States Treasury Bill 912797TP2 254900HROIFWPRGM1V77 US912797TP29 U.S. 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912797UN5 254900HROIFWPRGM1V77 US912797UN51 U.S. Treasury Debt Y 2026-07-07 2026-07-07 2026-07-07 N N N 0.0364 1739959752.50 1739959752.50 0.0046 N Y Y N United States Treasury Bill United States Treasury Bill 912797UP0 254900HROIFWPRGM1V77 US912797UP00 U.S. Treasury Debt Y 2026-07-14 2026-07-14 2026-07-14 N N N 0.0364 8687621400.29 8687621400.29 0.0232 N Y Y N United States Treasury Bill United States Treasury Bill 912797UQ8 254900HROIFWPRGM1V77 US912797UQ82 U.S. Treasury Debt Y 2026-07-21 2026-07-21 2026-07-21 N N N 0.0366 7525200937.00 7525200937.00 0.0201 N Y Y N United States Treasury Bill United States Treasury Bill 912797US4 254900HROIFWPRGM1V77 US912797US49 U.S. Treasury Debt Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0367 5656481868.43 5656481868.43 0.0151 N Y Y N United States Treasury Bill United States Treasury Bill 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0372 1866870127.08 1866870127.08 0.0050 N Y Y N United 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2044-02-15 1.375000 0.00 300.00 355.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 200000000.00 207271785.64 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 300.00 314.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 153300.00 152110.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 53661000.00 54086915.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 146952000.00 146607057.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 339900.00 339579.49 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 37762900.00 38774486.55 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-24 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0366 864000000.00 864000000.00 0.0023 N N Y N Royal Bank of Canada Royal Bank of Canada 3.660000% ARP1H8Z73 ES7IP3U3RHIGC71XBU11 0000352613 ARP1H8Z73_3.66_0727 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 79798500.00 81606746.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 46745400.00 46453156.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 112239700.00 111798149.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 28396200.00 28308843.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 129636500.00 130260887.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 25393500.00 22733842.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 13947700.00 13424948.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 27455500.00 26194188.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 22700300.00 22305692.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 177984100.00 178480523.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 156584100.00 152696863.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 8898300.00 8703447.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 139607200.00 139771859.45 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 819500.00 905137.39 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 15800.00 16547.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 2225100.00 2213086.97 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 60000.00 58592.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 201418400.00 199092928.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 42899500.00 43239999.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 268700.00 256800.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 150733800.00 151702666.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 12754100.00 12667789.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 27800.00 27378.16 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-27 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0366 1346000000.00 1346000000.00 0.0036 N N Y N Royal Bank of Canada Royal Bank of Canada 3.660000% ARP1HCYO8 ES7IP3U3RHIGC71XBU11 0000352613 ARP1HCYO8_3.66_0731 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 140100.00 170425.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 1628700.00 1604079.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 69976900.00 70689065.24 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 203000.00 214822.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 15780800.00 15800292.22 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 39000.00 47373.54 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 1140000.00 1214565.91 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 1132900.00 1136229.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 47556300.00 46395403.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 1767900.00 1724188.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 1644000.00 1604747.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 95107200.00 93823959.09 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 46300.00 99259.05 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 94000.00 191431.61 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 136400.00 118264.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 163632000.00 156219948.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 2445900.00 2454484.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 9379900.00 9425670.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 119913000.00 120247455.05 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 4849900.00 7154009.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 10164600.00 10056926.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 3623700.00 3564877.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 189184300.00 188606448.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 164099600.00 164951861.58 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 15000000.00 14869995.22 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 232500.00 231911.64 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 100.00 98.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 22472800.00 21009371.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 124247600.00 110661423.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 885800.00 870567.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 29405200.00 29127585.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 17304400.00 17210975.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 2124600.00 2152046.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 165453100.00 164906958.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 22999000.00 22760431.37 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 52492900.00 56019331.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 149975000.00 149833581.73 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 5000000.00 5133939.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 84122000.00 83596084.34 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-31 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0366 1545000000.00 1545000000.00 0.0041 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.630000% ARP1HOX21 R0MUWSFPU8MPRO8K5P83 ARP1HOX21_3.63_0713 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 2100.00 2096.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 6600.00 6596.85 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 548500.00 1117023.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 5760000.00 5725777.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 1753590800.00 1750951645.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 188200.00 142638.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 74016000.00 68874295.36 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-13 Y BNP Paribas SA 1.0000 7 N N N 0.0363 1791000000.00 1791000000.00 0.0048 N N Y N Royal Bank of Canada Royal Bank of Canada 3.640000% ARP1I1HH5 ES7IP3U3RHIGC71XBU11 0000352613 ARP1I1HH5_3.64_0817 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 165250400.00 167349342.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 84241900.00 83910492.37 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 100.00 100.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 108757100.00 88062064.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 26006500.00 23162751.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 67691200.00 67052127.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 967200.00 903165.32 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-08-17 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0364 422000000.00 422000000.00 0.0011 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.640000% ARP1I4EB5 R0MUWSFPU8MPRO8K5P83 ARP1I4EB5_3.64_0727 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 60163000.00 33483161.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 137631000.00 96277839.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 1573200.00 1071196.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 88095000.00 62091329.62 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 95248500.00 65346425.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 52036400.00 32029803.15 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 35088600.00 22043907.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 2439000.00 1709321.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 227798000.00 189634659.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 64700.00 65434.77 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 143613500.00 124519088.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 97398200.00 87196935.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.874695 0.00 1872800.00 1885848.99 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 18581900.00 28038655.29 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 42522200.00 62723813.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 24998500.00 24218665.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 448100.00 406658.73 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 16880000.00 19205517.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 109056400.00 106910224.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 62390000.00 62136415.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 106766500.00 97645272.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 52012600.00 50054546.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 71359400.00 69796789.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 208587000.00 190902878.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 154301000.00 145554139.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 509777300.00 513534358.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 199715000.00 162962048.80 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 181071800.00 193607103.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 274998000.00 239386211.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 51147700.00 44718561.98 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 16213900.00 19201957.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 54101000.00 44622815.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 16400100.00 16003008.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 72198800.00 70349205.96 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 50864400.00 50423558.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 50000000.00 50104804.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 92739200.00 92302684.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 139950000.00 142335202.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 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912810SK5 2049-11-15 2.375000 0.00 50000000.00 32240387.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 97735700.00 58140286.41 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 462079600.00 341897494.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 14239500.00 7116414.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 1654900.00 1048919.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 162300000.00 105831407.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 2093000.00 1473131.27 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 328000000.00 333981426.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 109651800.00 112146168.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 5000000.00 3820005.00 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-27 Y BNP Paribas SA 1.0000 7 N N N 0.0364 4806000000.00 4806000000.00 0.0128 N N Y N Royal Bank of Canada Royal Bank of Canada 3.660000% ARP1I4HX4 ES7IP3U3RHIGC71XBU11 0000352613 ARP1I4HX4_3.66_0824 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875000 0.00 153800.00 154743.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 19308800.00 18023627.18 U.S. Treasuries (including strips) 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91282CBS9 2028-03-31 1.250000 0.00 8658000.00 8265817.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 53080200.00 53093468.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 13315000.00 13083540.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 11785400.00 11709470.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 46138700.00 46071591.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1108100.00 1113551.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 5509100.00 5535982.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 21420300.00 21415205.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 60970700.00 61140756.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 133342600.00 131543465.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 49576000.00 49026598.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 1266400.00 1268796.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 117800.00 117145.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 400.00 380.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625000 0.00 598000.00 598003.46 U.S. Treasuries (including 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0.00 8508400.00 8579200.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 12308000.00 12393688.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 10001700.00 10059711.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 12022600.00 12035595.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 1279800.00 1284554.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 475200.00 474225.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 253400.00 253627.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 81700.00 81813.90 U.S. Treasuries 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2030-05-31 4.000000 0.00 12269500.00 12240699.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 12482200.00 12333437.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 1050600.00 1063805.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 49965300.00 48579780.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 20258200.00 20024172.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 7556000.00 7493081.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 5517400.00 5408850.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 196100.00 196383.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 151420100.00 152773038.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 13462500.00 13518323.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 46373500.00 46064674.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 1707800.00 1693363.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 29830300.00 29377650.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 159604000.00 159210517.16 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-08-24 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0366 2313000000.00 2313000000.00 0.0062 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.630000% ARP1I9367 R0MUWSFPU8MPRO8K5P83 ARP1I9367_3.63_0729 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 303302600.00 212171087.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 236564800.00 196932744.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 238897600.00 207103912.90 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 25443400.00 27107619.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 60102400.00 58635240.31 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 6558600.00 9674485.39 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 552904700.00 534591304.50 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 315036600.00 334370257.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 8670700.00 8797587.02 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 275601700.00 294035165.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 130473700.00 106463017.13 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 42677800.00 45632314.07 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 519030700.00 614682799.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 59376500.00 60465643.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 275056200.00 276012226.59 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 162961600.00 165933377.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 9497500.00 7198218.74 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 20033400.00 20981585.56 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 126389700.00 124450078.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 282464100.00 277780260.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 245114400.00 243791058.50 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 224934400.00 233346887.08 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 571041800.00 557645079.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 8029100.00 7711123.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 29319800.00 19118642.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 74597600.00 75265453.66 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.934695 0.00 353900.00 356606.03 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 51954500.00 53346248.88 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-29 Y BNP Paribas SA 1.0000 7 N N N 0.0363 4680000000.00 4680000000.00 0.0125 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.620000% ARP1ICAO3 R0MUWSFPU8MPRO8K5P83 ARP1ICAO3_3.62_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 65099400.00 64586024.00 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 84391500.00 94723313.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 100.00 61.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 300.00 301.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 300000.00 302236.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625000 0.00 44000000.00 44000254.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 35100000.00 35728273.90 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 58965000.00 71469437.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 34992000.00 35497993.83 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 17548200.00 18378760.45 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 18589000.00 18303726.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 47300000.00 46673653.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 69400.00 69239.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 63099800.00 62610147.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 19375000.00 19699660.56 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 60000.00 83457.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 100000000.00 100893500.00 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-08-03 Y BNP Paribas SA 1.0000 7 N N N 0.0362 601000000.00 601000000.00 0.0016 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.610000% ARP1IEFP1 549300445CON3DBMU275 0000800030 ARP1IEFP1_3.61_0702 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 56400.00 31388.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 9230100.00 5368785.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 5300.00 3356.54 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 99600.00 68331.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 848900.00 787705.77 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 400.00 486.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 44300.00 40638.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 547500.00 539223.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 2736200.00 2711560.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 700.00 697.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 4500.00 4601.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 38100.00 38583.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 196100.00 198956.89 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 1005800.00 1064378.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 12387900.00 12179621.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 1000.00 988.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 172900.00 171729.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 9382800.00 9183500.25 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 700.00 697.47 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TN7 2026-07-16 0.00 0.00 100.00 99.85 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 119100.00 116224.69 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 100.00 98.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 553900.00 340940.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 1100.00 817.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 1926400.00 1398269.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 200.00 170.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 200.00 173.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 4040000.00 3912331.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 2083400.00 2004522.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 100.00 86.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 23976500.00 24086906.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 14426700.00 14325190.31 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 100.00 106.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 39300.00 39621.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 100.00 99.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 354800.00 355209.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 100.00 98.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 5596300.00 5640595.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 452700.00 454880.41 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 8800.00 8825.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 215900.00 210629.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 200.00 197.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 1437400.00 1463428.44 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 78100.00 166091.93 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 119988000.00 199729894.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 400.00 365.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 119000.00 97487.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 23000.00 20838.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 43645100.00 35340015.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 10290500.00 10087988.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 30000.00 28621.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 1634700.00 1555367.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 6763200.00 5938200.80 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 74343100.00 81430186.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 16000.00 15911.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 42700.00 40610.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 37400.00 37629.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 15999900.00 16056053.82 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 700.00 738.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 3200.00 3195.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 100.00 100.49 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 470200.00 474053.10 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 2211800.00 3262590.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 1100.00 1006.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 575400.00 553738.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 100.00 92.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 1181900.00 1120772.83 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 939500.00 1073297.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 15983400.00 15940932.10 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 200.00 212.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 3899000.00 3857697.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 480600.00 490686.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 16097800.00 16385943.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 14862400.00 15252723.09 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 15496500.00 16532974.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 27032000.00 27300642.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 3212300.00 3202488.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 4146700.00 3216747.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 4046300.00 3816927.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 895900.00 874207.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 10600.00 10328.45 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 14307700.00 14183695.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 35564100.00 34959492.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 24702000.00 25123002.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 100.00 87.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 827000.00 820886.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 620000.00 627378.51 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 356300.00 393533.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 241300.00 245726.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 520000.00 522399.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 576500.00 577123.13 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 1717800.00 1706055.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 431700.00 334030.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 97100.00 69459.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 2955000.00 2239614.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 26300.00 18510.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 1200.00 886.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 240100.00 244972.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 8415700.00 8332944.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 349600.00 326834.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 110209000.00 108749612.42 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 1259600.00 1372138.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 300.00 303.87 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 104100.00 111406.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 100.00 99.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 593100.00 591067.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 7572600.00 7559485.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100.00 99.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 166600.00 120384.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 75.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 97800.00 72902.45 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 100.00 131.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 190400.00 187568.50 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 400.00 515.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 17860200.00 17721605.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 300000.00 280138.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 200.00 192.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 300.00 305.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 193300.00 195797.10 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 52400.00 56844.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 400.00 410.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 1806300.00 1800189.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 739600.00 743656.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 14200500.00 14391250.06 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 6330600.00 4684076.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 190400.00 91679.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 200.00 126.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 1300.00 688.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 100.00 65.21 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 475000.00 590576.84 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 4357900.00 4650660.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 1625600.00 1620552.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 6172400.00 5743618.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 180100.00 181712.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 4434900.00 4494409.81 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 2993600.00 3013712.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 70123800.00 70414574.34 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 13337200.00 13694474.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 7990000.00 8039909.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 117300.00 118053.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 11008100.00 10934791.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 93800.00 92376.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 400000.00 399013.85 U.S. Treasuries (including strips) Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0361 906000000.00 906000000.00 0.0024 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.630000% ARP1IN2T7 R0MUWSFPU8MPRO8K5P83 ARP1IN2T7_3.63_0810 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875000 0.00 212185400.00 213487016.75 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 100518200.00 112824359.70 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TN7 2026-07-16 0.00 0.00 798000.00 796805.39 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UP0 2026-07-14 0.00 0.00 22222000.00 22193266.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 65100.00 64641.94 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 100.00 203.65 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 235874100.00 272833730.79 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-08-10 Y BNP Paribas SA 1.0000 7 N N N 0.0363 610000000.00 610000000.00 0.0016 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.620000% ARP1IUR31 549300445CON3DBMU275 0000800030 ARP1IUR31_3.62_0715 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 100.00 55.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 25000000.00 17488400.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 779900.00 453637.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 140800.00 139689.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 41653300.00 41164414.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 13208200.00 13118816.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 667000.00 410556.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 900.00 749.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 300.00 302.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 8923100.00 8855029.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 71100.00 64900.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 21164400.00 20371171.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 100.00 98.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 200.00 198.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 12006000.00 11939286.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 553400.00 562482.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 61000.00 62387.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 6300.00 5066.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 19100.00 17468.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 100.00 96.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 1514700.00 1436360.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 446600.00 445235.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 50300.00 38632.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 100.00 87.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 1000.00 943.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 117400.00 114392.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 1135300.00 1129956.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 100.00 96.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 4707100.00 4080433.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 2527700.00 2619604.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 1000.00 986.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 800.00 793.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 1000.00 1011.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 21273800.00 21236956.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 116400.00 116126.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 54700.00 54068.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 28561900.00 29055297.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 100.00 100.79 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 200.00 216.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 1000.00 996.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 287600.00 289177.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 300.00 158.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 400.00 260.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 21915600.00 21733108.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 3235000.00 3300749.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 633700.00 629479.85 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-15 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0362 197000000.00 197000000.00 0.0005 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.640000% ARP1IYOY8 R0MUWSFPU8MPRO8K5P83 ARP1IYOY8_3.64_0817 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 2175900.00 2167340.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 53300.00 51615.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 30000.00 30327.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 20806700.00 20906914.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.750000 0.00 54000.00 55575.59 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 1183000.00 1882237.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 7750100.00 7752037.36 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 214623500.00 235083439.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 400000.00 402981.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 46212200.00 45700076.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 89553000.00 85496510.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 1900.00 1790.05 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 11000100.00 13332840.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 682146200.00 683197096.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 400.00 394.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 479000.00 487274.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 4000000.00 4053730.52 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 991200.00 997859.37 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-08-17 Y BNP Paribas SA 1.0000 7 N N N 0.0364 1080000000.00 1080000000.00 0.0029 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.650000% ARP1J0829 549300445CON3DBMU275 0000800030 ARP1J0829_3.65_0730 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 39405400.00 25695187.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 121558500.00 70705785.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 21840100.00 14870994.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 31160500.00 22940905.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 36610100.00 25803618.67 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 5881700.00 4035213.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375000 0.00 100.00 100.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 2544100.00 2531653.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 3138800.00 2912534.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 237700.00 235825.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 34275100.00 31442397.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 100.00 101.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 3911800.00 3909931.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 88872400.00 88072104.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 2826600.00 2890651.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 8249000.00 8369175.90 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 183800.00 194504.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 7235700.00 7114045.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 400.00 397.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.965695 0.00 100.00 100.83 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 83608700.00 83306788.98 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 9037500.00 8978819.51 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 3479100.00 3435569.50 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TN7 2026-07-16 0.00 0.00 957600.00 956166.47 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 6425700.00 6411602.01 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 1482600.00 1446807.07 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 43093900.00 42906872.47 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0.00 0.00 69193900.00 68843986.45 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 2042800.00 2021979.78 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 1100.00 1087.99 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UR6 2026-07-28 0.00 0.00 5271500.00 5257208.96 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797US4 2026-08-04 0.00 0.00 1500.00 1494.91 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UT2 2026-08-11 0.00 0.00 300.00 298.77 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0.00 0.00 67039600.00 66713452.35 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 100.00 96.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 45592700.00 28063532.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 6323400.00 4698084.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 85541900.00 71210937.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 400.00 386.03 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 1944000.00 2361388.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 100.00 96.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 1400.00 1216.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 28479300.00 28367262.43 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 400.00 426.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 377000.00 365462.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 28255200.00 28486041.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 8964200.00 9053616.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 2350000.00 2379205.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 737500.00 731737.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 7265100.00 7273485.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 100.00 98.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 5481500.00 5422679.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 85200.00 85874.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 318100.00 319632.11 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 723200.00 725325.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 8861300.00 8644986.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 9000000.00 8777472.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 17572000.00 17334908.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625000 0.00 100.00 104.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 2678000.00 2762658.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 200.00 211.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 299200.00 291827.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 387100.00 389972.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 600.00 547.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 15101900.00 12371863.79 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 300.00 260.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 6593700.00 5973938.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 5040400.00 4081278.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 6430200.00 5756715.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 1100.00 1049.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 167000.00 158895.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 14478800.00 13835906.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 314000.00 299776.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 13007700.00 12885206.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 96714700.00 96738876.56 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 493800.00 540873.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 3958600.00 3889786.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 35332100.00 33603079.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 29900.00 29707.36 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 99664300.00 105177242.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 1135400.00 1133748.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 200.00 200.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 10700000.00 10729843.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 10000000.00 9786480.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 2060900.00 2062189.55 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 400000.00 403277.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 15277300.00 15192408.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 974000.00 973117.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 22840300.00 23215153.37 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 22422400.00 33833673.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 289400.00 295983.30 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 100.00 147.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 1307300.00 1079039.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 8262000.00 6852948.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 100.00 80.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 8996800.00 8228189.41 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 11682700.00 11295743.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 1808400.00 1740321.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 1200.00 1173.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 56123100.00 51364952.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 100.00 92.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 129941200.00 123643081.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 1847400.00 1751853.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 4148200.00 3920343.52 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 278600.00 318276.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 622600.00 586571.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 347700.00 302640.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 7284500.00 7265145.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.500000 0.00 400.00 408.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 1139100.00 1158313.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 1365500.00 1351035.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 100.00 99.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 4817800.00 4888303.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 2999900.00 3022009.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 13125700.00 13143498.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 15050200.00 15319591.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 138200.00 141829.47 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 106130400.00 113228872.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 36455900.00 35846505.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 6183200.00 6082829.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 1000.00 994.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 1379500.00 1375286.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 1000.00 993.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 1199500.00 1198914.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 8574400.00 6678184.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 13255900.00 10816456.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 10152100.00 7875357.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 200.00 173.26 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 42173900.00 49946122.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 43759000.00 41278433.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 16907900.00 16498513.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 23195500.00 22601276.02 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 3240200.00 3212117.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 2367600.00 2372562.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 6341600.00 6233789.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 317800.00 316304.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 20566400.00 20916918.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 34000.00 32780.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 200.00 188.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 4197200.00 3950380.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 3655000.00 3627981.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 17004300.00 14740479.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 873900.00 865306.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 194000.00 199651.28 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 14226000.00 15712610.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 17814700.00 18141475.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 884700.00 916866.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 28900.00 29178.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 400.00 402.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 16676400.00 16753350.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 1800.00 1801.95 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 28795300.00 28598433.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 40000.00 40139.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 4075000.00 4068867.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 6245000.00 6232647.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 74000.00 73999.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 8870700.00 7089889.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 13436000.00 10396199.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 11589500.00 8290377.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 1399500.00 1076433.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 8200.00 6214.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 59966500.00 42206653.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 200.00 133.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 20686300.00 15284253.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 29220400.00 22221642.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 11464000.00 11149258.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 13329800.00 13108764.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 700.00 691.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 2320900.00 2169762.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 5539100.00 5256480.61 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 16161600.00 17605554.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 1053400.00 938213.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 8302600.00 8238172.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 27250800.00 27569472.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 11999000.00 12103884.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 1000.00 982.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 300.00 297.17 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 1200.00 1284.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 28086700.00 27935063.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 11532500.00 11716204.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 49956500.00 49722425.56 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 2000.00 2074.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 9257600.00 9225878.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 77847900.00 77667876.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 16521000.00 16492388.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 7019200.00 7002723.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 8713600.00 6218726.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 100.00 76.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 11252900.00 8908816.84 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 600.00 790.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 65785100.00 64533522.02 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 146825900.00 189142915.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 3443600.00 3348110.23 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 400.00 462.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 4462400.00 4333702.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 1353100.00 1263516.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 111038000.00 112898627.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 246800.00 250242.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 197986400.00 199557847.27 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 11352400.00 12315221.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 162039300.00 161504426.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 3300.00 3260.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 1900500.00 1894070.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 24603000.00 24912243.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 25400.00 25539.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 304700.00 193545.10 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 833500.00 616715.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 6480500.00 3120415.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 10540700.00 5267880.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 48106300.00 30679516.21 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 3465800.00 4309097.28 U.S. Treasuries 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2048-02-15 3.000000 0.00 100.00 75.27 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 100.00 131.83 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 69354000.00 80221230.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 5900.00 5993.98 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 7512200.00 5558354.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 94800.00 92171.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 1000.00 955.72 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.934695 0.00 2024500.00 2039979.94 U.S. Treasuries (including strips) Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0364 327000000.00 327000000.00 0.0009 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.640000% ARP1J8AQ6 549300WO2DKF0Q3YMV43 ARP1J8AQ6_3.64_0702 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 100.00 73.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 146264100.00 85076058.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 227200.00 143887.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 1190300.00 662450.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 2184600.00 1528206.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 200.00 185.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 39183500.00 38862683.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 1300.00 1192.56 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 11606800.00 13027787.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 1000.00 1001.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 2416100.00 2412336.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 200.00 199.90 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 100.00 105.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 1600.00 1615.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 14824900.00 14843211.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 2000.00 1995.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 8250300.00 8075055.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.965695 0.00 100.00 100.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 300.00 184.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 4830000.00 4020822.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 300.00 255.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 100.00 86.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 1400.00 1367.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 200.00 194.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50945000.00 51179589.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 200.00 198.59 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 300.00 319.62 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 5814900.00 5831989.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 32876400.00 32432812.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 200.00 211.82 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 495400.00 786900.22 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 18474300.00 16018013.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 2413600.00 1954323.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 10615000.00 9491675.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 7501000.00 7156402.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 31664000.00 31671915.31 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 12082200.00 12750528.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 8504800.00 8492429.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 1000.00 999.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 1064000.00 1066013.71 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 243000.00 366668.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 100.00 97.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 600.00 544.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 1376500.00 1141743.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 400.00 365.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 100.00 97.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 400.00 370.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 3931600.00 3753510.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 500.00 475.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 100.00 94.51 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 998900.00 1141157.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 1400.00 1383.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 200.00 199.47 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 12618300.00 13392679.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 98702600.00 99739824.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 12056500.00 11928785.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 1000.00 999.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 800.00 801.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 1077900.00 1100522.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 100.00 101.79 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 992600.00 1058989.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 60543100.00 60183391.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 10400.00 10368.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 2338700.00 1821500.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 100.00 82.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 8984200.00 8754042.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 5475200.00 5486676.50 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 27582200.00 33431430.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 92032000.00 94712921.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 100.00 102.17 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 100.00 110.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 7496100.00 7558476.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 1300.00 1311.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1830000.00 1823761.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 300.00 214.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 11932300.00 11604701.69 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 54927500.00 73637935.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 3220200.00 3030213.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 900.00 888.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 300.00 301.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 200.00 198.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 12994800.00 13233911.36 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 4508000.00 4824383.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 600.00 598.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 200.00 150.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 1500.00 1083.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 6838400.00 4880432.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 26972800.00 20302287.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 100.00 97.78 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 300.00 395.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 100.00 98.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 2104000.00 2063970.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 16896700.00 16474840.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 1000.00 1015.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 10163200.00 10262292.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 9557100.00 9534666.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 1553600.00 1548471.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 722600.00 715104.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 8305500.00 8409894.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 929100.00 941580.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 6919100.00 4461489.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 600.00 356.92 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 1100.00 813.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 688800.00 344238.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 319000.00 310154.25 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 200.00 248.66 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 200.00 278.19 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 11603600.00 15807988.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 100.00 98.84 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 1400.00 1494.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 8158000.00 7591284.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 100.00 98.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 100.00 102.32 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 100.00 100.67 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.934695 0.00 400.00 403.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 200.00 200.83 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 3819600.00 3921918.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 100.00 100.62 U.S. Treasuries (including strips) Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0364 891000000.00 891000000.00 0.0024 N N Y N Smbc Nikko Securities America Smbc Nikko Securities America 3.640000% ARP1J8D18 6PJDTY319315T5LR2241 ARP1J8D18_3.64_0702 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 49400.00 28033.33 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 70264100.00 71576173.37 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 3360600.00 3556323.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 29607800.00 29644371.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.965695 0.00 17366900.00 17511024.97 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 100.00 99.64 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 98997700.00 97142879.09 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 200.00 193.98 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 400.00 396.62 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 663900.00 417085.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 100.00 74.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 484900.00 351962.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 15200200.00 14995110.18 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 1932400.00 3935345.18 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 100.00 166.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 400.00 390.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 9000000.00 8830419.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 3090300.00 3085805.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 183831300.00 183787575.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 2374900.00 2322227.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.874695 0.00 10072400.00 10142580.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 3800000.00 3796556.66 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 22000.00 33196.30 U.S. Treasuries (including strips) UNITED STATES 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584747.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 515500.00 515248.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 870000.00 699623.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 858000.00 668254.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 9995100.00 9753091.14 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 4301000.00 4263723.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 1000.00 1011.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 10665500.00 10861137.27 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 307787200.00 328373374.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 403400.00 418067.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 42219500.00 42132939.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 7800.00 5763.10 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 2882600.00 2785710.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 3763100.00 3700700.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 3657500.00 3645032.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 199700.00 199231.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 100.00 76.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 600.00 356.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 100.00 63.77 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 898300.00 1116874.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 3961000.00 3948701.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 19816100.00 20218851.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 17351800.00 17507146.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 72400.00 73046.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 713700.00 730292.80 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 110000.00 112946.66 U.S. Treasuries (including strips) Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0364 891000000.00 891000000.00 0.0024 N N Y N Societe Generale SA Societe Generale SA 3.640000% ARP1J8LO9 85M6SLXL8PVZZO6V3174 0001145665 ARP1J8LO9_3.64_0702 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 240018200.00 239644311.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 237757100.00 235364312.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 3157600.00 3158389.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 129449100.00 128733069.19 U.S. Treasuries (including strips) Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0364 595000000.00 595000000.00 0.0016 N N Y N DNB Bank ASA DNB Bank ASA 3.650000% ARP1JANR5 549300GKFG0RYRRQ1414 0001498632 ARP1JANR5_3.65_0702 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 178615800.00 178530462.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 4603400.00 4641009.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 1423200.00 1406733.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 47783900.00 47059161.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 1640000.00 1608861.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 100.00 98.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 1020100.00 1009518.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 64676900.00 63929736.28 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 8000000.00 8537433.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 19000000.00 18626195.03 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2027-10-15 1.625000 0.00 117700.00 132109.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 2107000.00 2103717.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 420000.00 419799.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 676500.00 686355.62 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 200.00 211.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 7700.00 7647.89 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 16152300.00 16093974.04 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 54639100.00 54519221.81 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254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 818200.00 833015.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 589400.00 609679.63 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 100.00 212.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 7954000.00 7206379.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 989400.00 952317.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 100.00 98.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 100.00 87.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 6593200.00 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1143300.00 1120806.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 1744100.00 1779547.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 800.00 803.32 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 100.00 102.68 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-24 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0364 590000000.00 590000000.00 0.0016 N N Y N RBC Dominion Securities Inc. 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(including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 100.00 101.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 99999200.00 101269348.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 86600.00 84760.53 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 3136200.00 3124875.18 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 100.00 99.35 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 200.00 197.50 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0.00 0.00 400.00 399.96 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0.00 0.00 293400.00 292756.28 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 0.00 0.00 211400.00 210784.61 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 718000.00 714883.88 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 400.00 387.96 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 100.00 99.21 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0.00 0.00 900.00 894.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 13294400.00 8183060.61 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 100.00 62.82 U.S. Treasuries 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91282CLJ8 2031-08-31 3.750000 0.00 2447800.00 2428675.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 67781300.00 66126690.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 4910100.00 4957453.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 90.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 100.00 89.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 100.00 89.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 174000.00 170575.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 2106100.00 2012584.15 U.S. Treasuries 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2043-11-15 4.750000 0.00 7245300.00 7215851.48 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 700.00 676.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 70100.00 64156.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 13800.00 12773.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 27900.00 26547.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 12061700.00 11399162.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 100.00 98.48 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 500.00 530.68 U.S. 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3033400.00 2169897.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 53968700.00 37985178.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 800.00 771.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 3422700.00 3328730.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 43700.00 40854.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 2340100.00 2327466.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 24914300.00 24945697.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 100.00 98.85 U.S. Treasuries (including strips) UNITED 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9128287D6 2029-07-15 0.250000 0.00 86800.00 107920.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 12640100.00 12897002.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 236700.00 238819.12 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 5000000.00 5033592.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 625200.00 629105.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 121818000.00 121517673.61 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-08-28 Y RBC Dominion Securities. 1.0000 7 N N N 0.0369 675000000.00 675000000.00 0.0018 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.650000% ARP1JED15 549300WO2DKF0Q3YMV43 ARP1JED15_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 200.00 111.31 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 19536600.00 21928410.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 400.00 397.50 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0.00 0.00 100.00 99.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 172000.00 105870.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 100.00 96.84 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 12148400.00 13822056.31 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 10182900.00 11633085.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 100.00 99.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 7542800.00 7701107.91 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 483200.00 516651.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 100.00 101.17 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 24541100.00 18158214.71 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 1000.00 1243.32 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 100.00 130.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 636400.00 592190.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 200.00 200.83 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 73000000.00 73000000.00 0.0002 N Y Y N Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York 3.650000% ARP1JED23 549300WO2DKF0Q3YMV43 ARP1JED23_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. 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2042-08-15 3.375000 0.00 200.00 170.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 7495000.00 7284568.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 4419100.00 3868578.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 100.00 100.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 100.00 96.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 159155000.00 160455275.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 100.00 99.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 49999700.00 49138404.07 U.S. Treasuries (including 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2043-05-15 3.875000 0.00 1539900.00 1376941.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 853900.00 816122.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 155900000.00 154895584.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 20992000.00 20749117.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 194768600.00 195706692.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 267156800.00 268797045.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 100.00 100.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 55046000.00 55239191.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 161147000.00 161939722.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.874695 0.00 900.00 906.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 472582000.00 472153773.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 456000.00 445394.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 190437200.00 177307691.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 6037700.00 5788466.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 295852000.00 244194835.50 U.S. Treasuries (including 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254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 25364800.00 25496533.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 2911100.00 2892539.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 119594000.00 119401888.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 213603000.00 166365022.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 68431400.00 52558086.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 3354100.00 3156859.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 4027200.00 4114595.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 49929300.00 50845153.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 27408300.00 27804631.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 100.00 100.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 400.00 403.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 100.00 100.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 200.00 200.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 628800.00 630985.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 25205400.00 20145365.68 U.S. Treasuries (including 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2030-11-30 4.375000 0.00 325000.00 328800.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 140659800.00 141222584.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 128490000.00 126280485.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 811800.00 804135.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 70828000.00 71742076.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 337251400.00 336095808.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 1000.00 998.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 75.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 37236400.00 36203848.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 700.00 695.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 3997000.00 4066046.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 78489700.00 79254986.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 1351800.00 1369262.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 413900.00 425084.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 300427000.00 297310670.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 100.00 101.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 400.00 402.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 100.00 99.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 100168000.00 99856981.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 884500.00 867098.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 74999700.00 75669822.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 100.00 100.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 3756400.00 3767894.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 14883100.00 14976066.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 100.00 100.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 300.00 297.97 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 4190000000.00 4190000000.00 0.0112 N Y Y N Fixed Income Clearing Corp. - State Street Bank and Trust Co. Fixed Income Clearing Corp. - State Street Bank and Trust Co. 3.650000% ARP1JED31 571474TGEMMWANRLN572 ARP1JED31_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. 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254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 1300000000.00 1314578629.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 338852000.00 341387531.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 779537000.00 779171592.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 145608000.00 129926731.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 80000000.00 78731250.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 113133900.00 112814558.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 247677900.00 252318915.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 321354000.00 330545990.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 318323800.00 326232768.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 604431900.00 595975190.53 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 15184000000.00 15184000000.00 0.0405 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.640000% ARP1JED49 549300WO2DKF0Q3YMV43 ARP1JED49_3.64_0707 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 135946500.00 86096107.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 100.00 56.75 U.S. Treasuries (including 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91282CLV1 2029-10-15 1.625000 0.00 14999900.00 15829621.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 1614000.00 1618501.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 33020200.00 32315152.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 100.00 97.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 1100.00 1100.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 52320900.00 52224978.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 5739900.00 5750763.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 2116400.00 2104639.77 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2039-02-15 3.500000 0.00 25647400.00 23562612.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 85319200.00 83434029.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 60876000.00 61496921.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 40871000.00 40211372.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 27500000.00 24989551.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 26750000.00 23995652.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 27600000.00 26648782.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 46950000.00 44801042.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 65000000.00 61925519.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 43860000.00 41644850.70 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 141350000.00 167313878.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 44500000.00 42347478.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 24500000.00 21534800.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 44500000.00 42532949.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 35403000.00 35422187.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 27400000.00 27102265.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 31400000.00 30774512.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 125600000.00 125495585.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 40650000.00 39817843.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 35182000.00 33828601.23 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 66160000.00 97785519.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 89280000.00 86752728.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 100073000.00 91084123.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 80193000.00 66386752.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 33600000.00 33563292.00 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 100650000.00 97628871.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 179625000.00 176228515.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 52000000.00 47772371.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 54600000.00 51701559.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 44250000.00 42254808.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 46250000.00 44016588.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 24735000.00 24380052.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 45000000.00 45771324.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 52126700.00 52121765.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 57750000.00 58974816.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 122800000.00 126196458.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 48000000.00 47969897.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 36000000.00 35450714.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 32250000.00 32614648.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 50300000.00 50197114.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 64500000.00 64482974.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 37600000.00 37592767.11 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 93000000.00 110474579.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 227820000.00 188591617.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 50500000.00 49396470.37 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 102300000.00 101789948.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 30150000.00 30309616.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 50000000.00 49335875.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 51600000.00 51538290.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 44250000.00 41677213.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 45000000.00 42368364.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 40500000.00 41290401.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 22000000.00 22660336.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 50787100.00 51910882.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 27655000.00 28670874.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 102100000.00 105990819.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 27850000.00 28149255.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 53275000.00 53138628.45 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 200000000.00 198773962.77 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 102055000.00 104253038.40 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 170084700.00 178728317.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 88767400.00 59303092.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 150496000.00 145651721.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 29750000.00 29024732.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 33500000.00 33041315.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 43750000.00 41185659.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 37700000.00 35262695.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 48155000.00 48799582.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 31275000.00 31318041.58 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 31300000.00 30675579.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 41900000.00 31494463.72 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 48950000.00 46395771.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 51500000.00 50913699.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 50250000.00 49305538.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 42870000.00 42248542.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 45500000.00 44655667.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 46500000.00 45233263.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 33000000.00 31707457.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 40621800.00 41189259.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 185616000.00 187302534.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 127700000.00 126352765.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 42000000.00 42539210.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 36000000.00 36490918.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 107115900.00 51816299.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 35200000.00 22389503.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 131231500.00 83952235.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 47250000.00 25116269.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 29275000.00 27992074.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 31809100.00 31032926.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 51100000.00 50950125.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 43850000.00 43814527.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 47609600.00 47711511.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 45305000.00 46411755.10 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 58524100.00 58935085.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 60000000.00 60482366.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 33195900.00 32945292.97 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 6808000000.00 6808000000.00 0.0182 N Y Y N Bank of Montreal Bank of Montreal 3.650000% ARP1JEDR8 NQQ6HPCNCCU6TUTQYE16 0000009622 ARP1JEDR8_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 44701300.00 30667886.24 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875000 0.00 359100.00 361302.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 9212000.00 8598859.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375000 0.00 1034100.00 1034637.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 83900.00 83780.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 22653100.00 22542272.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 80200.00 74418.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 793300.00 787044.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 430000.00 425334.93 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 197300.00 240006.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 5220200.00 5177459.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 80500.00 73846.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 10200.00 10045.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 12015600.00 12137884.53 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 10709900.00 12021082.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 2699800.00 2704793.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 114800.00 115543.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 10206100.00 10190201.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 44800.00 44547.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 31800.00 31784.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 800.00 792.80 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.957695 0.00 93400.00 94019.08 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 298100.00 303666.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 223100.00 226350.24 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 1515000.00 1603234.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 2087100.00 2052009.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 4642100.00 4587615.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 2800900.00 2804359.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 17693600.00 17573863.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.965695 0.00 106742000.00 107627833.81 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 39000.00 24501.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 1129800.00 1103518.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 113700.00 110507.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 25973000.00 22737342.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 4227600.00 4094002.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 10999600.00 10615361.97 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 18126700.00 22018615.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 6675000.00 6422283.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 340500.00 295986.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 168900.00 168235.55 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 15549900.00 16566998.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 13855400.00 13431389.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 1501700.00 1518108.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 22224300.00 22405869.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 1029500.00 1039769.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 11818400.00 11965279.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 8567300.00 8500364.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 99300.00 99414.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 18056700.00 17745654.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 11855500.00 11728280.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 1565800.00 1578193.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 557000.00 559682.76 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 3007400.00 3016238.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 18612600.00 18158247.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 9281000.00 9187596.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 1134500.00 1125845.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 9988500.00 9750013.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 24823800.00 24488863.05 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 16600.00 35302.51 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 3323200.00 7124356.09 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 1194300.00 2432199.72 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 787400.00 1310692.06 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 925100.00 1471900.31 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 3285300.00 5218416.03 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 618900.00 536612.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 481700.00 460389.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 700.00 667.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 99800.00 86880.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 1175300.00 1119604.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 3387400.00 3215872.23 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 473900.00 560582.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 26724600.00 25427648.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 14499500.00 12730799.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 200.00 190.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 854100.00 846056.92 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 5100.00 5586.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 14800.00 14542.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 695200.00 690721.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 600.00 593.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 77900.00 78480.72 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.980695 0.00 450000.00 453227.06 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 8344300.00 8805865.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 263900.00 263516.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 51500.00 51751.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 14014600.00 13703770.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 27827000.00 27518621.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 6164600.00 6168457.34 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 6801400.00 6857134.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.874695 0.00 7804500.00 7858878.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 3100100.00 3105967.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 100.00 99.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 752500.00 750383.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 750400.00 749720.03 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 39400.00 59451.56 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 24894400.00 36721329.09 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 8277900.00 9418326.69 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 1947200.00 1882704.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 4199800.00 3996239.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 11326900.00 10086471.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 1458600.00 1383162.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 2008100.00 1897797.08 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 11262700.00 12866663.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625000 0.00 4458300.00 4458325.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 6000.00 5652.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 640500.00 557495.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 17832000.00 17561542.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 7659200.00 7638849.51 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 16256600.00 17254260.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 36400.00 37013.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 249200.00 253398.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 54600.00 54581.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 27442300.00 27843890.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 14881400.00 14991075.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 12596100.00 12613180.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 337300.00 344379.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 2646000.00 2693362.19 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.873695 0.00 669000.00 673548.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 12389900.00 12715289.17 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 96000.00 102420.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 699400.00 687708.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 1214800.00 1195080.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 18677400.00 18566430.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 82100.00 81849.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 6555100.00 6589144.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 8465500.00 8475484.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 660200.00 655990.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 110000.00 109946.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.878695 0.00 1478300.00 1488446.81 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 1489800.00 1592936.41 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 5133400.00 6079433.61 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 21970100.00 21779685.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 99200.00 93425.03 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 37800.00 37704.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 1046200.00 1040877.51 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 9200.00 11151.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 100.00 94.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 511300.00 507520.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 749900.00 650064.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 1573400.00 1557928.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 10816100.00 10946112.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 99100.00 101005.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 69500.00 70550.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 775500.00 798090.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 2425500.00 2478136.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 88800.00 89856.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 99200.00 102741.52 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 9100.00 10050.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 1329500.00 1353887.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 2762100.00 2785084.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 3958400.00 4102323.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 155200.00 157904.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 732400.00 742990.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 400.00 402.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 5313300.00 5344117.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 4859300.00 4881722.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 16100.00 16239.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 21386500.00 21409616.35 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.935695 0.00 10770300.00 10851540.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 1386000.00 1391149.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 5907000.00 5897511.21 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 98633100.00 97958769.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 32133000.00 32244686.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 3534800.00 3527552.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 1146900.00 1147931.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 2343700.00 2346967.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 9291500.00 9305814.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 10831500.00 10831413.35 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 15725100.00 16011863.82 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 627800.00 657513.92 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 15088600.00 14857044.94 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 32100.00 31021.06 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 7688700.00 7708613.14 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 18188000.00 24383537.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 9672700.00 9555485.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 3648200.00 3432961.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 689900.00 644973.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 370300.00 365396.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 4123600.00 3913203.13 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 46000.00 50109.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 11635500.00 10363186.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 538300.00 511141.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 1129400.00 1120635.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 14172300.00 14338031.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 42600.00 42972.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 6900.00 6927.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 1000.00 982.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 10700.00 10896.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 300.00 302.81 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 11431000.00 12233257.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 4769000.00 4743252.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 425600.00 423605.82 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 1384300.00 1436072.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 6619500.00 6596818.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 378800.00 377924.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 16470900.00 16491657.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 7300700.00 7288056.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 19466000.00 19420307.23 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 944200.00 922048.94 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 67400.00 63654.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 99600.00 97385.24 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 1989300.00 2622465.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 62100.00 61383.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 53800.00 52776.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 2650800.00 2600469.92 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 8178400.00 10535514.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 1500.00 1458.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 600.00 576.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 620100.00 617008.09 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 27765700.00 32116368.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 2753800.00 2674379.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 886700.00 881208.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 543600.00 507610.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 200.00 192.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 994800.00 983847.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 5900400.00 5982706.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 38100.00 38402.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 524900.00 530017.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 57500.00 58242.80 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 1455500.00 1578944.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 4599700.00 4723995.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 849100.00 846297.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 274000.00 270734.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 6000000.00 5937762.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 100.00 99.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 12465900.00 12622588.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 228600.00 229853.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 314900.00 319129.94 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.934695 0.00 13038600.00 13138297.09 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 17223800.00 12744068.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 99800.00 95380.43 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 37700.00 46873.15 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 821900.00 1143226.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 2095400.00 2086050.33 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 25436300.00 34652758.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 3433200.00 3424860.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 426300.00 421375.28 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 19623800.00 25543925.69 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 2496500.00 2664212.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 25461800.00 25382741.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 1436100.00 1336337.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 700.00 699.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 767000.00 751910.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 21202700.00 21392522.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 995100.00 1003991.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 6300.00 6384.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 99500.00 101813.27 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 18124800.00 18246571.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 894800.00 897538.09 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 5199000.00 5338269.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 7237700.00 7282909.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 2281500.00 2288651.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 99000.00 99636.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 7400.00 7350.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 20658100.00 20483470.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 13657000.00 13449766.38 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1572000000.00 1572000000.00 0.0042 N Y Y N Natixis SA Natixis SA 3.640000% ARP1JEDS6 KX1WK48MPD4Y2NCUIZ63 0001503859 ARP1JEDS6_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 100.00 55.65 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 50000000.00 52912036.87 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 27074300.00 17009039.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 7933700.00 5894485.57 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 108447900.00 94028999.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 1046427800.00 1007208322.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 575000000.00 474602268.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 109902000.00 91158654.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 185494900.00 184740955.98 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 140000000.00 159937932.65 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 12863500.00 13652927.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 514700.00 400874.88 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 864400.00 1023700.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 35453600.00 34545347.13 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 400.00 497.33 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2095000000.00 2095000000.00 0.0056 N Y Y N Deutsche Bank AG Deutsche Bank AG 3.640000% ARP1JEDT4 9J6MBOOO7BECTDTUZW19 0000948046 ARP1JEDT4_3.64_0707 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 17802000.00 21655359.10 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 251650700.00 282459585.39 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 101322400.00 107223491.30 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 277533600.00 295686708.90 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 28929900.00 29014921.17 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 22685600.00 26835085.90 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 3813900.00 4177476.98 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 55879100.00 58970059.18 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 70640900.00 71219773.83 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 70427700.00 80457576.71 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 108622200.00 115288296.55 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 157848500.00 191322708.39 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 159630900.00 170307723.53 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 14176400.00 14079479.36 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 37343300.00 50063875.75 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 103363100.00 112598054.58 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 115297000.00 123388848.90 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 181786000.00 239645887.66 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 59825400.00 77067810.11 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 25462600.00 29452390.72 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 150376900.00 163130694.28 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 135256400.00 168166941.22 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 15050200.00 20934166.68 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 3043700.00 4146538.66 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 74175500.00 96552831.75 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-07 N N N 0.0364 2502000000.00 2502000000.00 0.0067 N N Y N Banco Santander SA Banco Santander SA 3.640000% ARP1JEDV9 5493006QMFDDMYWIAM13 0000891478 ARP1JEDV9_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 24996100.00 16299275.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 119999300.00 83943830.32 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 18500000.00 12692156.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 1999000.00 1977312.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 9667200.00 9652140.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 30756500.00 30479537.72 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 7240600.00 7375807.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 1862000.00 1885650.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 5492900.00 5572923.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 155250800.00 152640563.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 108312000.00 107634852.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 37535700.00 26306097.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 747600.00 730209.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 39121000.00 34006703.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 111474300.00 110689940.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 4481900.00 4344742.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 19618700.00 19778982.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 338000.00 341371.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 147212000.00 149041560.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 1500.00 1488.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 21999900.00 21932220.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 800.00 800.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 652500.00 641260.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 200.00 197.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 15069600.00 15188878.68 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 2628000.00 2635723.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 11999100.00 11706189.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 19247900.00 19101065.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 19482000.00 17783247.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 199800.00 178873.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 100.00 95.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 161174900.00 140310285.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 3000000.00 2634049.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 49998400.00 50010898.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 3999900.00 3804159.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 3164400.00 3127787.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 20000000.00 19963333.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 200.00 198.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 3750000.00 3676201.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 300.00 298.78 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 2409900.00 2330078.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 12288400.00 12019311.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 7999900.00 7586149.89 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 100.00 114.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 104998000.00 91390952.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 23920000.00 23557205.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 4999000.00 5083320.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 141816500.00 140314233.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 1999900.00 1967436.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 350400.00 305023.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 9790100.00 9553054.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 6125500.00 6096667.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 20000000.00 17337355.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 499700.00 494786.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 5000000.00 5060101.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 4200500.00 4291656.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 114182600.00 118259015.01 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 11000100.00 11735835.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 34580400.00 35837706.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 100.00 100.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 250200.00 192442.83 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 17377600.00 23297084.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 11409800.00 11271534.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 4999700.00 4744602.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 51846800.00 46177477.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 16351600.00 15526613.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 1998900.00 2022275.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 49999800.00 50436851.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 7894600.00 7758844.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 93624200.00 92740293.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 50000000.00 50645279.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 24839800.00 25072315.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 33457900.00 32821355.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 204839300.00 191277658.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 20494000.00 19982326.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 6048000.00 6152477.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 7161000.00 7280994.54 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 10611200.00 11511159.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 400.00 398.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 602900.00 610998.53 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 5000000.00 3699551.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 20623000.00 13071402.71 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 2000000.00 2486639.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 49999700.00 49422090.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 18865900.00 18893209.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 100.00 102.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 75366900.00 76378212.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 30993200.00 31713760.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 26539900.00 26621112.09 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2356000000.00 2356000000.00 0.0063 N Y Y N Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 3.650000% ARP1JEDY3 5493009W53901OCHI065 0000842180 ARP1JEDY3_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 62491900.00 42550937.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 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