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Aa1 Standard and Poor's Ratings Services AA+ 2026-07-01 2028-04-30 2028-04-30 N N N 0.0388 231121855.35 231121855.35 0.0112 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 3.900000% N/A KX1WK48MPD4Y2NCUIZ63 0001456764 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y N Y 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 782500.00 820377.73 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 100.00 80.69 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 700.00 870.66 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 800.00 1041.71 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 2101800.00 1478897.42 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 400.00 223.61 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 100.00 70.19 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 700.00 809.81 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 100.00 96.80 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 4954100.00 4872107.81 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 4599800.00 4557762.28 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 22868700.00 23252633.63 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 100.00 101.85 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 4999900.00 4890861.02 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 300.00 305.19 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 100.00 101.04 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 4999800.00 5017749.28 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 200.00 158.92 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 200.00 96.75 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 100.00 99.89 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 100.00 100.70 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 5137000.00 5054232.54 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 100.00 96.85 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 100.00 98.99 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 100.00 95.58 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.500000 0.00 300.00 310.12 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 100.00 105.59 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 30786600.00 30316210.52 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 5000000.00 5038960.93 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 5019800.00 5009782.99 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 12852000.00 11678753.35 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 100.00 101.03 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 500.00 499.27 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 200.00 127.16 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 100.00 98.91 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 200.00 201.75 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 1400.00 1434.13 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 100.00 101.31 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 100.00 100.66 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 200.00 211.83 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 900.00 891.40 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.750000 0.00 200.00 214.23 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 100.00 97.66 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 700.00 694.84 U.S. Treasuries (including strips) 5 BOND 46 N/A 912810UV8 2046-05-15 5.000000 0.00 2000.00 2046.88 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0390 100000000.00 100000000.00 0.0048 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 3.640000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 BYJ7GHA04 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 100.00 109.02 U.S. Treasuries (including strips) TINT 02/15/40 N/A 912834FB9 2040-02-15 0.00 0.00 122.88 64.24 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0.00 0.00 7805.99 3363.11 U.S. Treasuries (including strips) TINT 05/15/31 N/A 9128337P9 2031-05-15 0.00 0.00 1310.24 1067.83 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 400000.00 402971.05 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 573000.00 611961.69 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 100.00 106.78 U.S. Treasuries (including strips) 4 3/4 TPRN 56 N/A 912803HS5 2056-02-15 0.00 0.00 1500.00 357.24 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 1000000.00 1000000.00 0.0000 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY THE BANK OF NOVA SCOTIA 3.640000% N/A L3I9ZG2KFGXZ61BMYR72 0001041839 BYJ7GHA46 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 1026800.00 1244596.31 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125000 0.00 2558600.00 2727855.81 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 828000.00 1128136.49 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 5000000.00 5000000.00 0.0002 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.640000% N/A MBNUM2BPBDO7JBLYG310 0001456764 BYJ7GHA87 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 94982400.00 90819962.54 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 31753000.00 31580048.83 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 120000000.00 120000000.00 0.0058 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.640000% N/A 254900BN8XS34XZDJ223 0001335241 BYJ7GHA95 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0.00 0.00 14.56 12.79 U.S. Treasuries (including strips) TINT 08/15/31 N/A 9128334S6 2031-08-15 0.00 0.00 225.28 181.62 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 35709009.92 19220088.92 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 200.00 199.53 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 52266400.00 52178723.11 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 800.00 794.03 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 70000000.00 70000000.00 0.0034 N Y Y N DEUTSCHE BANK AG TRI-PARTY DEUTSCHE BANK AG 3.640000% N/A 7LTWFZYICNSX8D621K86 0001022437 BYJ7GHAB0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 8950200.00 5100033.42 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 5000000.00 5000000.00 0.0002 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 3.640000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 BYJ7GHAL8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 200.00 192.46 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 N/A 91282CNS6 2035-07-15 1.875000 0.00 123068800.00 126479847.42 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 124000000.00 124000000.00 0.0060 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.640000% N/A 254900BN8XS34XZDJ223 0001335241 BYJ7GHAM6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 100.00 87.75 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 100.00 71.80 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 200.00 183.14 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 5800.00 5384.32 U.S. Treasuries (including strips) 4 3/4 TPRN 55 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0.00 0.00 20768200.00 5094273.31 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 5000000.00 5000000.00 0.0002 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) TRI-PARTY CREDIT AGRICOLE CORPORAT AND INVESTMENT BANK (NEW YORK BRANCH) 3.640000% N/A 254900BN8XS34XZDJ223 0001335241 BYJ7GHAN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JB5 2500-12-31 0.00 0.00 3944888.00 1985542.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QV3 2500-12-31 0.00 0.00 9.00 3.17 U.S. Treasuries (including strips) TREASURY (CPI) NOTE 254900HROIFWPRGM1V77 91282CDC2 2500-12-31 0.125000 0.00 147180795.00 178445237.94 U.S. Treasuries (including strips) TREASURY NOTE 254900HROIFWPRGM1V77 91282CJJ1 2500-12-31 4.500000 0.00 1208.00 1228.63 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP N/A 912803GE7 2500-12-31 0.00 0.00 6246225.00 1730155.54 U.S. Treasuries (including strips) TREASURY NOTE 254900HROIFWPRGM1V77 91282CBP5 2500-12-31 1.125000 0.00 86.00 82.17 U.S. Treasuries (including strips) TREASURY (CPI) NOTE 254900HROIFWPRGM1V77 91282CFR7 2500-12-31 1.625000 0.00 11636074.00 13060447.45 U.S. Treasuries (including strips) TREASURY NOTE 254900HROIFWPRGM1V77 91282CKP5 2500-12-31 4.625000 0.00 91085434.00 92923076.22 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP N/A 912803DP5 2500-12-31 0.00 0.00 48300.00 24410.37 U.S. Treasuries (including strips) TREASURY NOTE 254900HROIFWPRGM1V77 912828ZS2 2500-12-31 0.500000 0.00 604.00 584.93 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP N/A 912803BH5 2500-12-31 0.00 0.00 107640.00 107152.26 U.S. Treasuries (including strips) TREASURY (CPI) NOTE 254900HROIFWPRGM1V77 912828S50 2500-12-31 0.125000 0.00 27724631.00 38588078.84 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP N/A 912834AE8 2500-12-31 0.00 0.00 12511517.00 7180926.50 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP N/A 912834DU9 2500-12-31 0.00 0.00 13501655.00 7531391.93 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP N/A 912834LK2 2500-12-31 0.00 0.00 1209269.00 548941.99 U.S. Treasuries (including strips) TREASURY STRIP PSTRIP N/A 912821NN1 2500-12-31 0.00 0.00 169826.00 167451.09 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP N/A 912803GF4 2500-12-31 0.00 0.00 5585378.00 2615091.41 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP N/A 9128203H8 2500-12-31 0.00 0.00 26738.00 25510.77 U.S. Treasuries (including strips) TREASURY STRIP (PRIN) PSTRIP N/A 912821EZ4 2500-12-31 0.00 0.00 6124.00 5158.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334X5 2500-12-31 0.00 0.00 39175.00 28063.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337S3 2500-12-31 0.00 0.00 301844.00 229519.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337T1 2500-12-31 0.00 0.00 2489054.00 1848608.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833X96 2500-12-31 0.00 0.00 5306457.00 3488166.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834EV6 2500-12-31 0.00 0.00 846883.00 446399.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RR1 2500-12-31 0.00 0.00 2219826.00 753440.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834YK8 2500-12-31 0.00 0.00 14.00 3.40 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 345000000.00 345000000.00 0.0167 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.640000% N/A MBNUM2BPBDO7JBLYG310 0001456764 BYJ7GHAP9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY NOTE 254900HROIFWPRGM1V77 91282CPR6 2500-12-31 3.625000 0.00 281352959.00 274962309.42 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 270000000.00 270000000.00 0.0131 N Y Y N FIXED INCOME CLEARING CORPORATION - BNP FIXED INCOME CLEARING CORPORATION - BNP 3.640000% N/A 549300H47WTHXPU08X20 0000753835 BYJ7GHAW4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed income clearing corp Y 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 1000.00 1007.42 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 800.00 786.55 U.S. Treasuries (including strips) 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.500000 0.00 4500.00 4122.78 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 11913900.00 11849578.37 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 200.00 200.92 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 99200.00 99987.37 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 286500.00 281564.74 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 61500.00 59294.13 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 1866400.00 1815158.45 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 579000.00 569398.98 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 36552000.00 36318952.99 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 50000000.00 50000000.00 0.0024 N Y Y N FIXED INCOME CLEARING CORPORATION - CITI FIXED INCOME CLEARING CORPORATION - CITI 3.650000% N/A 549300H47WTHXPU08X20 BYJ7GHB37 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed income clearing corp Y 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 485544800.00 420903128.30 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 2606300.00 2545672.15 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 346572000.00 348276874.31 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 127181800.00 128005128.66 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 548895200.00 547083359.93 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375000 0.00 198720800.00 198824020.34 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 34840900.00 34809329.22 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 937129600.00 941996641.47 U.S. Treasuries (including strips) BILL 08/04/26 N/A 912797US4 2026-08-04 0.00 0.00 175496200.00 174900565.90 U.S. Treasuries (including strips) BILL 06/10/27 N/A 912797VF1 2027-06-10 0.00 0.00 155607200.00 149949789.03 U.S. Treasuries (including strips) 4 NOTE BC 28 N/A 91282CQS3 2028-05-31 4.000000 0.00 163558400.00 163705551.62 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 3050000000.00 3050000000.00 0.1475 N Y Y N FIXED INCOME CLEARING CORPORATION - BNYM FIXED INCOME CLEARING CORPORATION - BNYM 3.640000% N/A 549300H47WTHXPU08X20 BYJ7GHB60 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed income clearing corp Y 1 3/4 TRIB 28 N/A 912810PV4 2028-01-15 1.750000 0.00 588784700.00 936928619.55 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 289687700.00 288565776.35 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 1114381700.00 1120505623.26 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2300000000.00 2300000000.00 0.1112 N Y Y N FIXED INCOME CLEARING CORPORATION - WFBK FIXED INCOME CLEARING CORPORATION - WFBK 3.640000% N/A 549300H47WTHXPU08X20 BYJ7GHBH6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed income clearing corp Y 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 75335000.00 53023575.79 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 23203300.00 17296293.11 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 48771700.00 30979729.41 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 1800000.00 1758136.95 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 172000.00 112156.51 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 1965200.00 1143079.34 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 130500000.00 100229285.25 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 15917000.00 16035116.36 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 358700.00 203553.79 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.250000 0.00 69000000.00 45918525.99 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 100107400.00 74977123.57 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 13062300.00 10700971.16 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 10971000.00 8510607.88 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 125959500.00 90103264.68 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 795000.00 791768.72 U.S. Treasuries (including strips) 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.500000 0.00 810000.00 742099.71 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1480625700.00 1491537911.41 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 300000.00 292607.55 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.250000 0.00 100000000.00 95872050.00 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 412700.00 340397.33 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 67858000.00 52505602.51 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 38100000.00 27191227.05 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 915500.00 580268.11 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 445800.00 328205.76 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 117589000.00 105272997.10 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 5000000.00 3789533.43 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 64000000.00 62794096.00 U.S. Treasuries (including strips) 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 1385000.00 1379937.95 U.S. Treasuries (including strips) 5 BOND 46 N/A 912810UV8 2046-05-15 5.000000 0.00 578200.00 589934.57 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2250000000.00 2250000000.00 0.1088 N Y Y N FIXED INCOME CLEARING CORPORATION - JPM FIXED INCOME CLEARING CORPORATION - JPM 3.640000% N/A 549300H47WTHXPU08X20 BYJ7GHBJ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed income clearing corp Y 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 11200.00 10634.93 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 2000.00 1896.56 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 3200.00 3242.94 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 6400.00 6407.39 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 3200.00 3014.82 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 4800.00 4727.20 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 3112000.00 3078605.71 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 20511000.00 20456502.27 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 13865600.00 14187961.11 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 400.00 403.46 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 3200.00 3210.03 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 13816000.00 13204771.55 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 3200.00 3192.11 U.S. Treasuries (including strips) BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 3200.00 3159.96 U.S. Treasuries (including strips) TRFR BK 10/31/27 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.965695 0.00 2400.00 2419.92 U.S. Treasuries (including strips) BILL 08/20/26 N/A 912797TX5 2026-08-20 0.00 0.00 3200.00 3183.82 U.S. Treasuries (including strips) BILL 09/01/26 N/A 912797UW5 2026-09-01 0.00 0.00 18000.00 17887.57 U.S. Treasuries (including strips) BILL 12/10/26 N/A 912797VG9 2026-12-10 0.00 0.00 1600.00 1572.64 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.878695 0.00 800.00 805.49 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125000 0.00 6400.00 6409.86 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 50000000.00 50000000.00 0.0024 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES LLC 3.640000% N/A ZBUT11V806EZRVTWT807 0000782124 BYJ7GHBT0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 3200.00 3014.82 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 300.00 306.97 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 10214400.00 10196710.17 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 10000000.00 10000000.00 0.0005 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 3.640000% N/A KX1WK48MPD4Y2NCUIZ63 0001456764 BYJ7GHC36 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 900.00 889.25 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 400.00 484.84 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 184800.00 175545.78 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 200.00 207.59 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 847900.00 842874.65 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 1000000.00 1000000.00 0.0000 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.640000% N/A 549300HXQQQCCUBS2Z23 BYJ7GHC93 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/32 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0.00 0.00 0.10 0.08 U.S. Treasuries (including strips) TINT 08/15/32 N/A 9128334U1 2032-08-15 0.00 0.00 0.10 0.08 U.S. Treasuries (including strips) TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0.00 0.00 0.02 0.01 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 1179.10 866.21 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 100.00 70.04 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 9213600.00 9224234.15 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 1359000.00 974851.47 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 10000000.00 10000000.00 0.0005 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 3.640000% N/A SUVUFHICNZMP2WKHG940 0001335977 BYJ7GHCF9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 6 1/8 BOND 27 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 3943100.00 4080001.47 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 4000000.00 4000000.00 0.0002 N Y Y N FIXED INCOME CLEARING CORPORATION - SSB FIXED INCOME CLEARING CORPORATION - SSB 3.650000% N/A 549300H47WTHXPU08X20 BYJ7J7DJ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed income clearing corp Y 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.500000 0.00 2960600.00 3054192.76 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3.000000 0.00 5443400.00 4186823.77 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 1974200.00 2006600.43 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 3911100.00 3191352.02 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 2280800.00 1769300.38 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 8999400.00 6253944.04 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 9375800.00 7022163.35 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 4641800.00 3674870.12 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 24183900.00 23513289.27 U.S. Treasuries (including strips) 6 1/8 BOND 27 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 197000.00 203778.23 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 49392600.00 28729727.55 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 12807800.00 7883545.22 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 559300.00 511882.24 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 300000.00 263404.93 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 35650100.00 34035254.69 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 3530700.00 3348094.28 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 20954800.00 19803773.79 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 123423100.00 119863531.51 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 137432500.00 128333609.55 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 12228300.00 11792802.53 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 100.00 100.14 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 70146200.00 69751503.43 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 83536600.00 82948816.64 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 150393500.00 145791080.84 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625000 0.00 217700.00 217754.42 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 53844000.00 54879155.00 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 2219100.00 2283743.09 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 2367300.00 2326591.91 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 6000000.00 6077433.51 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 7207700.00 7275168.29 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 81410500.00 82774669.20 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 8677900.00 8755591.07 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 204433600.00 207176797.29 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 29197400.00 29622763.53 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 803700.00 702676.92 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 202100.00 187531.32 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 41093200.00 40402298.67 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 9127000.00 9294416.56 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 6028300.00 5675981.57 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 5294100.00 5328372.08 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 1499900.00 1072931.27 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 8787200.00 8614272.30 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 164000.00 160886.17 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 14871400.00 14971313.38 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 89400.00 85430.43 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 3380600.00 3501290.27 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 10070700.00 10258754.74 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 14452200.00 14521808.27 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 10685600.00 10902778.84 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 34288700.00 34020804.62 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 1111300.00 1117745.70 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 25464000.00 25377199.17 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 3827300.00 2697566.78 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 15612400.00 12641567.14 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 1214300.00 1209364.48 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 10124000.00 9878870.12 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 100.00 98.30 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 1522500.00 1416735.77 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 50252600.00 50174319.01 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 10667400.00 10571340.06 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 10999000.00 11119184.64 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 133334200.00 133140265.41 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 23947300.00 23941604.08 U.S. Treasuries (including strips) 6 5/8 BOND 27 N/A 912810EZ7 2027-02-15 6.625000 0.00 127800.00 133162.17 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 73700.00 35487.18 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 6998500.00 3971483.61 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 14501400.00 10162998.04 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 3463500.00 2837388.03 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 15247500.00 14856888.45 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 981700.00 935178.51 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 335527100.00 315994262.23 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 2881800.00 2566682.10 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 3800.00 3705.13 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 43545100.00 43041273.20 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 52897300.00 52095006.65 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.750000 0.00 2292300.00 2320788.85 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 140117600.00 140977871.04 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 126966300.00 131582658.58 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 2989000.00 2983823.49 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 65234000.00 66345799.28 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 76565600.00 77370196.16 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 22729600.00 22995401.43 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 314600.00 316135.12 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 6000000.00 5986125.00 U.S. Treasuries (including strips) 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.500000 0.00 2032000.00 1861662.49 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 10479300.00 10320285.34 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 3000000.00 1499297.29 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 18829900.00 18652578.42 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 63132800.00 63891673.41 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.250000 0.00 988000.00 657500.05 U.S. Treasuries (including strips) 4 3/4 BOND 37 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 81100.00 85045.12 U.S. Treasuries (including strips) BILL 08/13/26 N/A 912797TW7 2026-08-13 0.00 0.00 166000.00 165279.56 U.S. Treasuries (including strips) BILL 09/24/26 N/A 912797UH8 2026-09-24 0.00 0.00 86500.00 85748.92 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 652700.00 644071.31 U.S. Treasuries (including strips) BILL 12/03/26 N/A 912797VA2 2026-12-03 0.00 0.00 2855000.00 2808474.92 U.S. Treasuries (including strips) BILL 09/08/26 254900HROIFWPRGM1V77 912797VB0 2026-09-08 0.00 0.00 100.00 99.30 U.S. Treasuries (including strips) BILL 06/10/27 N/A 912797VF1 2027-06-10 0.00 0.00 100.00 96.36 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125000 0.00 2519600.00 2523481.63 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2500000000.00 2500000000.00 0.1209 N Y Y N Master Investment Portfolio 2026-07-07 /s/ Chuck Pulsfort Chuck Pulsfort Assistant Treasurer