N-MFP3 0001094885 XXXXXXXX 2026-06-30 STATE STREET MASTER FUNDS 0001094885 549300NPC2XKLU7VNS49 State Street Treasury Plus Money Market Portfolio 5493008OWE0VKOXO4934 S000019934 1 N N SSGA Funds Management, Inc. 801-60103 Ernst & Young LLP Boston MA SSGA Funds Management, Inc. None N Y 0001107414 Treasury Plus Money Market Fund 333-30810 S000019118 0001107414 State Street Treasury Obligations Money Market Fund 333-30810 S000058519 0001107414 State Street Federal Treasury Plus Money Market Fund 333-30810 S000086382 N Government N N 29 66 82076879956.08 82356879956.08 0.9814 0.9848 2026-06-01 79157449917.88 79157449917.88 0.9807 0.9807 2026-06-02 75816913937.19 76041913937.19 0.9799 0.9828 2026-06-03 74655455179.87 74880455179.87 0.9796 0.9825 2026-06-04 74907285462.51 75132285462.51 0.9794 0.9824 2026-06-05 73099418994.29 73324418994.29 0.9790 0.9820 2026-06-08 83294195268.20 83294195268.20 0.9841 0.9841 2026-06-09 82327486085.24 82327486085.24 0.9839 0.9839 2026-06-10 76654640874.62 76654640874.62 0.9828 0.9828 2026-06-11 78707966479.14 78707966479.14 0.9830 0.9830 2026-06-12 80712108782.80 80712108782.80 0.9835 0.9835 2026-06-15 81652581897.41 81653581897.41 0.9837 0.9837 2026-06-16 81995039752.48 81996039752.48 0.9813 0.9813 2026-06-17 82318348131.05 82319348131.05 0.9811 0.9811 2026-06-18 82513922008.06 82513922008.06 0.9813 0.9813 2026-06-22 86379225786.15 86379225786.15 0.9821 0.9821 2026-06-23 85352975435.90 85352975435.90 0.9819 0.9819 2026-06-24 87497643890.68 87977643890.68 0.9823 0.9877 2026-06-25 87232751763.65 87432751763.65 0.9821 0.9843 2026-06-26 82920048622.15 83120048622.15 0.9813 0.9836 2026-06-29 85355814807.73 85555814807.73 0.9821 0.9844 2026-06-30 7187947148.39 79592867659.34 79604512658.76 117821173.76 1234290047.21 85675990933.70 0.0000 N 0.0000 0.0000 2026-06-01 0.0000 2026-06-02 0.0000 2026-06-03 0.0000 2026-06-04 0.0000 2026-06-05 0.0000 2026-06-08 0.0000 2026-06-09 0.0000 2026-06-10 0.0000 2026-06-11 0.0000 2026-06-12 0.0000 2026-06-15 0.0000 2026-06-16 0.0000 2026-06-17 0.0000 2026-06-18 0.0000 2026-06-22 0.0000 2026-06-23 0.0000 2026-06-24 0.0000 2026-06-25 0.0000 2026-06-26 0.0000 2026-06-29 0.0000 2026-06-30 0.0000 2026-06-01 0.0000 2026-06-02 0.0000 2026-06-03 0.0000 2026-06-04 0.0000 2026-06-05 0.0000 2026-06-08 0.0000 2026-06-09 0.0000 2026-06-10 0.0000 2026-06-11 0.0000 2026-06-12 0.0000 2026-06-15 0.0000 2026-06-16 0.0000 2026-06-17 0.0000 2026-06-18 0.0000 2026-06-22 0.0000 2026-06-23 0.0000 2026-06-24 0.0000 2026-06-25 0.0000 2026-06-26 0.0000 2026-06-29 0.0000 2026-06-30 N N Single Class C000055943 50000000.00 85675990933.70 0.0000 0.0000 2026-06-01 0.0000 2026-06-02 0.0000 2026-06-03 0.0000 2026-06-04 0.0000 2026-06-05 0.0000 2026-06-08 0.0000 2026-06-09 0.0000 2026-06-10 0.0000 2026-06-11 0.0000 2026-06-12 0.0000 2026-06-15 0.0000 2026-06-16 0.0000 2026-06-17 0.0000 2026-06-18 0.0000 2026-06-22 0.0000 2026-06-23 0.0000 2026-06-24 0.0000 2026-06-25 0.0000 2026-06-26 0.0000 2026-06-29 0.0000 2026-06-30 0.00 0.00 2026-06-01 0.00 0.00 2026-06-02 0.00 0.00 2026-06-03 0.00 0.00 2026-06-04 0.00 0.00 2026-06-05 0.00 0.00 2026-06-08 0.00 0.00 2026-06-09 0.00 0.00 2026-06-10 0.00 0.00 2026-06-11 0.00 0.00 2026-06-12 0.00 0.00 2026-06-15 0.00 0.00 2026-06-16 0.00 0.00 2026-06-17 0.00 0.00 2026-06-18 0.00 0.00 2026-06-22 0.00 0.00 2026-06-23 0.00 0.00 2026-06-24 0.00 0.00 2026-06-25 0.00 0.00 2026-06-26 0.00 0.00 2026-06-29 0.00 0.00 2026-06-30 0.00 0.00 0.0000 2026-06-01 0.0000 2026-06-02 0.0000 2026-06-03 0.0000 2026-06-04 0.0000 2026-06-05 0.0000 2026-06-08 0.0000 2026-06-09 0.0000 2026-06-10 0.0000 2026-06-11 0.0000 2026-06-12 0.0000 2026-06-15 0.0000 2026-06-16 0.0000 2026-06-17 0.0000 2026-06-18 0.0000 2026-06-22 0.0000 2026-06-23 0.0000 2026-06-24 0.0000 2026-06-25 0.0000 2026-06-26 0.0000 2026-06-29 0.0000 2026-06-30 N 0.00 Registered investment company 1.00 0.00 N U.S. Treasury Bill U.S. Treasury Bill 3.480000% 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0369 571387882.30 571387882.30 0.0067 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.531000% 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0368 346343426.00 346343426.00 0.0040 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.712000% 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0382 1228560382.00 1228560382.00 0.0143 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0365 605519454.11 605519454.11 0.0071 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797TP2 254900HROIFWPRGM1V77 US912797TP29 U.S. Treasury Debt Y 2026-07-23 2026-07-23 2026-07-23 N N N 0.0365 257434239.54 257434239.54 0.0030 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.525000% 912797TQ0 254900HROIFWPRGM1V77 US912797TQ02 U.S. Treasury Debt Y 2026-07-30 2026-07-30 2026-07-30 N N N 0.0366 301404606.19 301404606.19 0.0035 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0372 330154688.24 330154688.24 0.0039 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0375 375542804.26 375542804.26 0.0044 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.525000% 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0374 218621848.84 218621848.84 0.0026 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.630000% 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0374 224048903.58 224048903.58 0.0026 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.609000% 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0381 772815632.89 772815632.89 0.0090 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0379 760038893.61 760038893.61 0.0089 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.590000% 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0384 642652569.55 642652569.55 0.0075 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0386 1283765900.19 1283765900.19 0.0150 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.625000% 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0373 124390291.25 124390291.25 0.0015 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.620000% 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0371 304878026.86 304878026.86 0.0036 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0386 1089058349.99 1089058349.99 0.0127 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0388 1088694575.80 1088694575.80 0.0127 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0373 250059529.44 250059529.44 0.0029 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.617400% 912828Y95 254900HROIFWPRGM1V77 US912828Y958 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 149374006.77 149374006.77 0.0017 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.691900% 912828YD6 254900HROIFWPRGM1V77 US912828YD60 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0380 31174066.33 31174066.33 0.0004 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.610200% 912828YG9 254900HROIFWPRGM1V77 US912828YG91 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0381 245184456.53 245184456.53 0.0029 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.004400% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0388 95550849.24 95550849.24 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.624400% 912828YX2 254900HROIFWPRGM1V77 US912828YX25 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0397 597338294.49 597338294.49 0.0070 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.572700% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0402 145182562.50 145182562.50 0.0017 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.844600% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0402 40860683.49 40860683.49 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.722600% 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 527291845.15 527291845.15 0.0062 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.670500% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0377 232672235.74 232672235.74 0.0027 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.553900% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0381 623671951.05 623671951.05 0.0073 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.747700% 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0392 133280569.84 133280569.84 0.0016 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.654200% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0398 266481397.48 266481397.48 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0397 597646289.77 597646289.77 0.0070 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581400% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 803496217.21 803496217.21 0.0094 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.758600% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0407 148396875.00 148396875.00 0.0017 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.577900% 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0378 207508595.39 207508595.39 0.0024 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.586700% 91282CJK8 254900HROIFWPRGM1V77 US91282CJK80 U.S. Treasury Debt Y 2026-11-15 2026-11-15 2026-11-15 N N N 0.0390 26006445.83 26006445.83 0.0003 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.575200% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0402 370414745.62 370414745.62 0.0043 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.958000% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-07-01 2026-07-31 2026-07-31 N N N 0.0377 1610162373.55 1610162373.55 0.0188 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.723200% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 323955411.31 323955411.31 0.0038 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.673400% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0379 93797101.13 93797101.13 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.564400% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0383 720731883.36 720731883.36 0.0084 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.652700% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0393 268062700.52 268062700.52 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.981000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-07-01 2026-10-31 2026-10-31 N N N 0.0378 1812212921.31 1812212921.31 0.0212 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.658600% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0391 1073765834.44 1073765834.44 0.0125 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0398 868421838.62 868421838.62 0.0101 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.577800% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0401 59236923.04 59236923.04 0.0007 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.874000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-07-01 2027-01-31 2027-01-31 N N N 0.0380 1976418318.58 1976418318.58 0.0231 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.576200% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0401 46731422.10 46731422.10 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581100% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 455423620.97 455423620.97 0.0053 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.936000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-07-01 2027-04-30 2027-04-30 N N N 0.0379 495025989.76 495025989.76 0.0058 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.758500% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0407 68816718.75 68816718.75 0.0008 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.935000% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-07-01 2027-07-31 2027-07-31 N N N 0.0382 493554983.11 493554983.11 0.0058 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.966000% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-07-01 2027-10-31 2027-10-31 N N N 0.0385 136691217.39 136691217.39 0.0016 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-07-01 2028-01-31 2028-01-31 N N N 0.0386 2234426135.50 2234426135.50 0.0261 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.879000% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-07-01 2028-04-30 2028-04-30 N N N 0.0388 1190932267.83 1190932267.83 0.0139 N Y Y N Bank of Nova Scotia Tri Party Repo Bank of Nova Scotia Tri Party Repo 3.639900% 921BPA003 RCNB6OTYUAMMP879YW96 0001041839 921BPA003_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 9170000.00 8705658.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 100.00 95.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 7953300.00 7982846.77 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 1523500.00 1580478.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 75999900.00 75211553.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 53400.00 54117.30 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 40310000.00 47738724.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 100.00 97.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 100.00 98.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 100.00 98.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 3023900.00 2966485.97 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 5154000.00 7021473.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100.00 87.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 1985000.00 1725500.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 9393000.00 8849442.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 200.00 174.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 1100.00 1035.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 200.00 198.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 72652000.00 72906982.07 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 21557300.00 22749744.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 3165900.00 3181473.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 800.00 802.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 100.00 99.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1621000.00 1644721.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1000.00 1007.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 110900.00 112885.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 7663600.00 5100017.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 1823200.00 1365516.35 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 100.00 94.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 700.00 337.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 13425000.00 9408625.97 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 1780000.00 1721042.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 1903100.00 1790819.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 100.00 99.22 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 13004200.00 15041856.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 200.00 193.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 93710300.00 87200482.06 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 115614500.00 129768857.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 100.00 99.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 1332600.00 1338736.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 760500.00 741935.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 151900.00 151621.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 400.00 397.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 1000.00 1001.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 499100.00 498856.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 100.00 100.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 29687800.00 29687562.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 100.00 99.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 14411800.00 14415402.63 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 6700000.00 7338707.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 100.00 98.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 7766900.00 7716860.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 1000.00 1016.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 2822200.00 2864848.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 100.00 101.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 14137500.00 14642220.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 100.00 100.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 3169900.00 3212435.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 300.00 294.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 14600700.00 14782158.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 779900.00 771531.04 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 600000000.00 600000000.00 0.0070 N Y Y N Mizuho Securities USA Inc Tri Party Repo Mizuho Securities USA Inc Tri Party Repo 3.639900% 922FHA002 7TK5RJIZDFROZCA6XF66 0000812291 922FHA002_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 3537000.00 3531866.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 283889100.00 284260479.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 600.00 595.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 999600.00 1000939.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 999500.00 967503.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 7648300.00 7632655.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 515156800.00 517668067.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 300.00 303.93 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 799000000.00 799000000.00 0.0093 N Y Y N Mitsubishi UFJ Securities (USA) Inc Tri Party Repo Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.640000% 926QFA006 K5HU16E3LMSVCCJJJ255 0000867626 926QFA006_3.64_0828 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 500.00 494.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 38902300.00 38455886.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375000 0.00 10326100.00 10331360.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 800.00 787.95 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 7799200.00 9479264.63 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UT2 2026-08-11 NA 0.00 50000000.00 49788500.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UU9 2026-08-18 NA 0.00 25170000.00 25044150.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 1600.00 1506.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 200.00 189.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 12339000.00 12150993.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 3579000.00 3586442.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 24313700.00 24257049.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 900.00 891.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 8200600.00 8310369.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 1200.00 1220.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 43681000.00 43013596.55 U.S. Treasuries (including strips) Y 2026-07-01 2026-08-28 2026-08-28 N N N 0.0364 220000000.00 220000000.00 0.0026 N N N Y Barclays Bank PLC NY Tri Party Repo Barclays Bank PLC NY Tri Party Repo 3.639900% 926SGH006 G5GSEF7VJP5I7OUK5573 0000851376 926SGH006_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 112298200.00 152987754.39 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 12400.00 12315.22 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 150000000.00 150000000.00 0.0018 N Y Y N Barclays Bank PLC NY Tri Party Repo Barclays Bank PLC NY Tri Party Repo 3.700000% 926SGH006 G5GSEF7VJP5I7OUK5573 0000851376 926SGH006_3.70_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 88181800.00 101999199.92 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 184864700.00 183600824.47 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0370 280000000.00 280000000.00 0.0033 N Y Y N BNP Paribas Tri Party Repo BNP Paribas Tri Party Repo 3.639900% 927NEC009 R0MUWSFPU8MPRO8K5P83 0001197610 927NEC009_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 900.00 790.21 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 NA 0.00 57499800.00 25884569.97 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FT5 2050-11-15 NA 0.00 100.00 29.53 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 200.00 407.30 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803GY3 2054-02-15 NA 0.00 262344000.00 67034138.88 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803HB2 2054-05-15 NA 0.00 177556000.00 45064245.47 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803HD8 2054-08-15 NA 0.00 100.00 25.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100.00 99.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 15198600.00 15402757.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 100.00 100.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 100.00 99.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 100.00 99.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 100.00 99.75 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 600.00 601.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 100.00 97.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 100.00 98.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 800.00 802.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 700.00 714.58 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 100.00 73.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 100.00 94.90 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 2000.00 2313.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 300.00 291.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 100.00 96.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 100.00 97.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 49090000.00 49066546.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 700.00 682.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 100.00 100.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 100.00 99.82 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 100.00 99.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 100.00 100.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 100.00 100.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 100.00 99.80 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334S6 2031-08-15 NA 0.00 184.06 148.18 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334X5 2034-02-15 NA 0.00 767.35 550.44 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337P9 2031-05-15 NA 0.00 1881615.36 1531617.97 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337R5 2032-05-15 NA 0.00 9.17 7.14 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337V6 2034-05-15 NA 0.00 8.64 6.13 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337W4 2034-11-15 NA 0.00 4.06 2.81 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PC8 2027-02-15 NA 0.00 199.47 194.66 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X88 2035-05-15 NA 0.00 121000078.60 81717282.08 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XN5 2029-02-15 NA 0.00 220.92 198.11 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XS4 2029-05-15 NA 0.00 4.29 3.81 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 7.22 6.14 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XX3 2030-02-15 NA 0.00 200.33 172.10 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XY1 2030-08-15 NA 0.00 436.44 366.97 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Y20 2036-05-15 NA 0.00 20.06 12.89 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Y38 2036-11-15 NA 0.00 42.95 26.84 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Y46 2037-05-15 NA 0.00 0.64 0.39 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Z52 2037-08-15 NA 0.00 0.96 0.58 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834AE8 2038-05-15 NA 0.00 27386969.92 15750109.47 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834AT5 2038-08-15 NA 0.00 23.97 13.61 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834D47 2052-08-15 NA 0.00 0.01 0.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EV6 2039-11-15 NA 0.00 8.95 4.73 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834FB9 2040-02-15 NA 0.00 20863590.42 10857913.18 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834JB5 2040-08-15 NA 0.00 330811736.96 166972262.05 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834JH2 2040-11-15 NA 0.00 570.78 283.87 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KB3 2045-05-15 NA 0.00 2.68 1.03 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LR7 2042-08-15 NA 0.00 26.70 11.96 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LX4 2042-11-15 NA 0.00 54.65 24.12 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MD7 2043-02-15 NA 0.00 80.29 34.95 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PB8 2044-11-15 NA 0.00 10.00 3.93 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PT9 2045-11-15 NA 0.00 78.14 29.08 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 NA 0.00 114.03 41.88 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834QH4 2046-05-15 NA 0.00 49.06 17.79 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834RK6 2047-05-15 NA 0.00 847984.35 292451.15 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 NA 0.00 4.98 1.68 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834VV7 2050-05-15 NA 0.00 0.01 0.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834XG8 2051-08-15 NA 0.00 0.01 0.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 181517600.00 182353445.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 100.00 99.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 200.00 201.63 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 500.00 530.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 100.00 101.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 100.00 102.91 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 2100.00 2319.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 100.00 100.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 100.00 101.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 300.00 298.38 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 700.00 759.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 600.00 605.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 1000.00 1013.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 100.00 100.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 100.00 100.31 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 282445700.00 298895545.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 200.00 199.38 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 942000000.00 942000000.00 0.0110 N Y Y N Societe Generale Tri Party Repo Societe Generale Tri Party Repo 3.639900% 927NFC008 O2RNE8IBXP4R0TD8PU41 0000865845 927NFC008_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 100.00 101.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 2000.00 1978.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 400.00 398.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 19282900.00 19306717.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 200.00 200.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 100.00 97.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 48917900.00 48353119.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 100.00 87.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 1000.00 1002.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 27475900.00 27678397.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 15938800.00 16216572.60 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 100.00 98.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 300.00 255.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 18696900.00 18088018.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 265621000.00 265207228.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 19254900.00 19108011.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 34109900.00 34047365.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 16245900.00 16149377.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 100.00 99.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 50217700.00 50114741.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 38915900.00 39003523.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 13674900.00 13737869.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 13194700.00 13101858.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 21513900.00 21264979.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 18674800.00 19341506.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 16809900.00 17026841.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 188667000.00 187648410.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 20579800.00 21058259.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 238496000.00 239225797.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 31462900.00 31217082.41 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 1095000000.00 1095000000.00 0.0128 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.630000% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.63_0727 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 1200.00 1669.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 28400.00 27514.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 400.00 331.78 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 35200.00 37147.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 3200.00 3316.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 245344000.00 244858709.57 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 37491200.00 40670910.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 400.00 407.47 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-07 2026-07-07 N N N 0.0365 280000000.00 280000000.00 0.0033 N N N N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.639900% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 20824300.00 20752945.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 180798000.00 176838930.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 75547200.00 77080430.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 140091200.00 128347703.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 573961500.00 582360852.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 120184800.00 120881889.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 331969800.00 249484267.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 327260000.00 213397328.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 1353820800.00 1153343395.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 177419200.00 170769636.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 875904000.00 874585764.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 2371328000.00 2366637513.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 351824000.00 354973792.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 1226320000.00 1244185693.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 691014400.00 702791530.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 1339528400.00 1337208534.45 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 9582000000.00 9582000000.00 0.1118 N Y Y N Wells Fargo Securities LLC Tri Party Repo Wells Fargo Securities LLC Tri Party Repo 3.639900% 930REQ004 VYVVCKR63DVZZN70PB21 0000072971 930REQ004_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 32996800.00 33171487.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 169436300.00 169233669.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 111223400.00 83223781.63 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 280000000.00 280000000.00 0.0033 N Y Y N MUFG Securities EMEA Repo MUFG Securities EMEA Repo 3.639900% 931NXA006 K5HU16E3LMSVCCJJJ255 931NXA006_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 19999900.00 14092643.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 600000.00 289125.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 399900.00 227052.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 128395800.00 90037554.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 914900.00 892799.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 39565900.00 38094543.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 599900.00 555699.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 37141900.00 37242706.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 998900.00 963470.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 319900.00 318868.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 88599900.00 87179349.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 7894900.00 8089805.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 392900.00 401064.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 19999900.00 20181149.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1499900.00 1474703.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 45969900.00 45905254.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 399900.00 414483.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 19999900.00 19512402.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 141237200.00 140474806.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 432900.00 434455.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 74999800.00 69170158.26 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 565000000.00 565000000.00 0.0066 N Y Y N Prudential Legacy Insurance Company of New Jersey Repo Prudential Legacy Insurance Company of New Jersey Repo 3.660000% 932HJC000 54930052BY4D7ZQAQT90 0001755924 932HJC000_3.66_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 33000000.00 25734843.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 40000000.00 31081250.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 75000000.00 47844160.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 48000000.00 41767500.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XX3 2030-02-15 NA 0.00 1359000.00 1171058.45 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 144799156.00 144799156.00 0.0017 N Y Y N RBC Dominion Securities Inc. Tri Party Repo RBC Dominion Securities Inc. Tri Party Repo 3.639900% 932UEA000 549300QJJX6CVVUXLE15 0001317808 932UEA000_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 900.00 1065.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 100.00 76.92 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 2970800.00 3514197.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 11583500.00 11069165.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 100.00 100.48 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 26316000.00 30063761.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 765000.00 761415.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 453000.00 451952.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 619200.00 623067.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 3655000.00 3666457.13 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 25000000.00 26730708.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 1200.00 1170.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 2936800.00 2986852.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 60375400.00 58209870.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 200.00 173.85 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RS8 2026-09-03 NA 0.00 100.00 99.35 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SK4 2026-10-29 NA 0.00 413100.00 407931.29 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TX5 2026-08-20 NA 0.00 1137200.00 1131449.18 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UG0 2026-09-17 NA 0.00 100.00 99.21 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UM7 2026-11-05 NA 0.00 49500.00 48845.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100.00 75.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 216953800.00 162491203.16 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 1998000.00 1478340.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 39275500.00 28507958.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 41511800.00 35987202.10 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 679700.00 589329.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 100.00 91.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 800.00 693.49 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 600.00 653.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 34854400.00 34168676.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 4441100.00 4369008.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 3015300.00 2997384.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 86900.00 84240.64 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 700.00 766.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 428300.00 420854.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 100.00 98.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 100.00 99.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 345900.00 352930.22 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 2732200.00 2891325.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 81326000.00 80690605.27 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 485000000.00 485000000.00 0.0057 N Y Y N Royal Bank of Canada Tri Party Repo Royal Bank of Canada Tri Party Repo 3.639900% 933UAA003 ES7IP3U3RHIGC71XBU11 933UAA003_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 30000.00 35528.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 100.00 82.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 3547600.00 3386904.09 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 3000.00 6109.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 65000.00 68161.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 938100.00 948753.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 9000.00 9086.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 237365700.00 211371366.80 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 12000.00 25725.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 177403600.00 175563392.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 4523600.00 4495319.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 5000000.00 4924129.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 4415600.00 3439096.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 1584500.00 1292909.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 4129800.00 3203637.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 11000.00 9617.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 2369000.00 2052209.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 1828000.00 1787970.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 1196800.00 1107738.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 9000.00 8782.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 595000.00 607699.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 1100000.00 1060545.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 1000.00 996.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 15000000.00 14751268.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 2142000.00 2193874.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 791000.00 807053.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 42999700.00 42503248.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 6286000.00 6190978.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 19997700.00 19504926.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 17700.00 17990.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 22100.00 21187.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 260400.00 266323.60 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 15200.00 22421.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 800000.00 775043.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 158600.00 143932.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 2676100.00 2208840.23 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 5057000.00 5753690.92 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.980700 0.00 24000.00 24172.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 47700.00 47867.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 1339700.00 1352594.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 3511400.00 3531766.64 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 19800.00 20737.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 100.00 76.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 512900.00 385458.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 4083100.00 2950429.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 26070300.00 18605864.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 258700.00 196746.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 219500.00 173776.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 652200.00 486165.43 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 77000.00 72721.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 900.00 570.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 2462100.00 1397183.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 4148000.00 2923603.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 2789300.00 2053531.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 25601600.00 14891441.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 4500300.00 3064268.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 8000.00 5943.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 8584900.00 7442378.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 18671100.00 17043054.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 4903900.00 4807393.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 438400.00 432594.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 4507000.00 4469470.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 240090200.00 238258646.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 83625700.00 83370270.55 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334T4 2032-02-15 NA 0.00 350000.00 275548.35 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334X5 2034-02-15 NA 0.00 640000.00 459091.20 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335A4 2035-08-15 NA 0.00 284993.59 190150.29 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337N4 2030-11-15 NA 0.00 246004.80 204637.37 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 NA 0.00 687000.00 547121.30 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337R5 2032-05-15 NA 0.00 2062000.00 1605733.01 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337S3 2032-11-15 NA 0.00 2312000.00 1759346.46 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337T1 2033-05-15 NA 0.00 2124990.00 1579507.19 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337U8 2033-11-15 NA 0.00 2603990.00 1890827.45 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337V6 2034-05-15 NA 0.00 1952000.00 1383880.16 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 NA 0.00 1072896.33 992904.40 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X88 2035-05-15 NA 0.00 1574126.92 1063085.04 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X96 2035-11-15 NA 0.00 1977072.00 1301949.36 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 545086.42 463254.23 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Y20 2036-05-15 NA 0.00 1944538.13 1249087.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 53362000.00 52796734.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 33336900.00 33661939.69 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 1000000000.00 1000000000.00 0.0117 N Y Y N Prudential Insurance Company of America Repo Prudential Insurance Company of America Repo 3.660000% 934QUK007 X574KRZ6V5A7UBU45C31 0000729057 934QUK007_3.66_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 29000000.00 23279684.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 25000000.00 18807039.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 50000000.00 49320312.50 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834B56 2052-02-15 NA 0.00 50000000.00 13872750.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EP9 2039-08-15 NA 0.00 57000000.00 30853245.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834F29 2052-11-15 NA 0.00 35000000.00 9395260.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KV9 2041-11-15 NA 0.00 90000000.00 42653700.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834TF5 2048-02-15 NA 0.00 25000000.00 8428525.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UB2 2048-11-15 NA 0.00 25000000.00 8124575.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UH9 2049-02-15 NA 0.00 20000000.00 6419300.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UR7 2049-05-15 NA 0.00 25000000.00 7933675.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UY2 2049-08-15 NA 0.00 35000000.00 10950240.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834VE5 2049-11-15 NA 0.00 40000000.00 12385000.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834VM7 2050-02-15 NA 0.00 40000000.00 12218160.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WC8 2050-08-15 NA 0.00 50000000.00 14904650.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 NA 0.00 25000000.00 7358475.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FF5 2048-11-15 NA 0.00 15000000.00 4935765.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FM0 2050-02-15 NA 0.00 50000000.00 15439000.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FR9 2050-08-15 NA 0.00 50000000.00 15098850.00 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 305163750.00 305163750.00 0.0036 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BNYM Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.639900% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BNYM Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 1688550000.00 1672417593.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 656120700.00 650218607.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 1717458000.00 1698794346.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 1685476000.00 1685937820.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 407250000.00 412631640.00 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 6000000000.00 6000000000.00 0.0700 N Y Y N National Australia Bank New York Repo National Australia Bank New York Repo 3.639900% 935EJW000 F8SB4JFBSYQFRQEH3Z21 0000833029 935EJW000_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 206465000.00 203995538.51 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 200000000.00 200000000.00 0.0023 N Y Y N Standard Chartered Bank Tri Party Repo Standard Chartered Bank Tri Party Repo 3.639900% 935MKJ009 RILFO74KP1CM8P6PCT96 0000861350 935MKJ009_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 100.00 82.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 900.00 719.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 4100.00 3172.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 200.00 195.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 2900.00 2524.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 121227000.00 115343821.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 100.00 98.93 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UU9 2026-08-18 NA 0.00 2500.00 2487.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 100.00 103.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 100.00 100.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 1100.00 1105.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625000 0.00 100.00 100.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 700.00 1488.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 900.00 928.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 300.00 298.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 100.00 100.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 100.00 99.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 26261500.00 26172657.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 100.00 100.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 1000.00 993.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 200.00 200.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 100.00 99.75 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 700.00 702.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 3700.00 2841.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 100.00 81.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 900.00 783.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 800.00 699.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 100.00 97.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 200.00 195.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 5000000.00 5010480.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 100.00 96.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 100.00 99.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 1800.00 1836.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 200.00 197.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 300.00 291.68 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 4166100.00 5675623.33 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 172800.00 224930.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 6932100.00 6898185.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 32924100.00 30550716.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 200.00 198.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 500.00 458.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 400.00 350.17 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 200.00 242.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 7690900.00 7389905.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 100.00 95.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 100.00 99.75 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RG4 2026-08-06 NA 0.00 2183800.00 2175914.30 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RS8 2026-09-03 NA 0.00 90600.00 90011.73 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TN7 2026-07-16 NA 0.00 100.00 99.85 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TP2 2026-07-23 NA 0.00 27000.00 26940.76 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TW7 2026-08-13 NA 0.00 6459800.00 6431764.47 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UG0 2026-09-17 NA 0.00 100.00 99.21 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UQ8 2026-07-21 NA 0.00 100.00 99.80 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UT2 2026-08-11 NA 0.00 100.00 99.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 100.00 97.54 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 320400.00 483458.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 200.00 160.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 141600.00 142096.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 21163700.00 22334372.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 10000000.00 9996583.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 500.00 500.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 312200.00 318752.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 100.00 100.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 100.00 76.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 159300.00 120734.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 200.00 140.77 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 32700.00 32198.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 200.00 144.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 200.00 142.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 552600.00 420262.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 100.00 74.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 100.00 79.17 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 2300.00 2172.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 200.00 143.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 700.00 416.41 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 1000.00 739.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 200.00 96.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 100.00 70.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 600.00 349.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 300.00 209.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 100.00 70.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 100.00 83.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 441300.00 320315.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 900.00 766.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 4900.00 4247.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 400.00 365.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 100.00 81.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 200.00 181.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100.00 80.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 1200.00 1073.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 347900.00 311461.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 100.00 86.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 26500.00 25163.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 200.00 199.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 116637900.00 134914148.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 100.00 96.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 100.00 93.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 100.00 99.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 1100.00 1073.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 1000.00 989.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 400.00 396.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 25000200.00 24445720.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 300.00 300.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 16119500.00 16074163.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 300.00 294.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 100.00 100.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 100.00 99.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 500.00 500.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 72508900.00 72672161.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 44092200.00 44153671.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 100.00 100.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 800.00 798.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 14303900.00 14275606.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 200.00 200.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 1766000.00 1874378.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 6254900.00 6188641.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 100.00 102.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 400.00 407.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 200.00 202.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 139000.00 140215.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 5469700.00 5486437.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 100.00 102.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 20698500.00 20634824.44 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 570000000.00 570000000.00 0.0067 N Y Y N MUFG Securities (Canada) Ltd Tri Party Repo MUFG Securities (Canada) Ltd Tri Party Repo 3.639900% 937KFE008 U7M81AY481YLIOR75625 937KFE008_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 90505000.00 103394161.39 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 100.00 103.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 194167400.00 195380256.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 1100.00 1083.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 100.00 77.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 1000.00 974.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 100.00 102.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 300.00 307.27 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UH8 2026-09-24 NA 0.00 1000.00 991.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 1100.00 1054.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 109118700.00 90066056.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 37199200.00 37382192.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 499800.00 502238.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 179900.00 184624.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 75.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 200.00 96.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 92639400.00 60407628.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 188643000.00 107050451.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 10147500.00 8216565.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 1900.00 1737.68 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 100.00 96.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 1400.00 1393.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 4409400.00 4252364.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 199999800.00 196065014.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 7631000.00 7645113.04 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 200000000.00 201638919.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 27550700.00 27387011.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 1000.00 1001.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 81973000.00 82099285.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 8549200.00 8287572.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 200.00 190.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 100.00 99.73 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 39738900.00 42177658.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 842200.00 853501.08 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 1150000000.00 1150000000.00 0.0134 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.650000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_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 CORPORATION - BoA Y US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 1000.00 773.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 15000.00 14310.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 54000.00 51441.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 200.00 190.29 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VF1 2027-06-10 NA 0.00 847200.00 816398.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 100102000.00 101067383.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 100.00 95.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 9386300.00 9682470.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 200.00 200.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 9500000.00 9539392.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 100.00 100.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 400.00 397.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 71287000.00 55521988.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 1000.00 775.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 5538400.00 4821186.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 37524000.00 32506164.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 800.00 732.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 20897000.00 21343025.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 50895000.00 49069510.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 5175000.00 5188402.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 9614200.00 9471224.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 66075500.00 62251819.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 20939600.00 19715804.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 5595100.00 5566635.19 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TC1 2026-12-24 NA 0.00 84054400.00 82479556.76 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UN5 2026-07-07 NA 0.00 493922000.00 493627128.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 136400.00 126996.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 109052800.00 109589257.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 410482900.00 410385265.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 10623800.00 10845045.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 237987700.00 244237840.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 608800.00 611609.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 48308200.00 35692936.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 2450000.00 1863185.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 100.00 71.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 12346200.00 9203151.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 1000.00 895.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 324700.00 308132.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 40802300.00 39473535.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 4000.00 3901.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 159380200.00 157229750.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 8042000.00 7863636.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 7020000.00 6953892.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 398306000.00 398405567.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 3526300.00 3555643.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 5900.00 5976.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 200.00 203.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 39020000.00 39694057.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 3614500.00 3663001.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 88000000.00 90045910.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 16926000.00 17136357.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 370000.00 367109.21 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2500000000.00 2500000000.00 0.0292 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.650000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.65_0702 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BoA Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 10800300.00 10936052.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 2765400.00 2153836.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 12904000.00 12931047.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 11000.00 11028.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 3627000.00 3583047.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 1691000.00 1644109.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 14000.00 13848.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 43026100.00 37666005.27 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RS8 2026-09-03 NA 0.00 500200.00 496952.20 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UT2 2026-08-11 NA 0.00 442100.00 440282.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 1457900.00 1357386.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 500.00 503.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 200.00 201.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 800.00 423.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 800.00 724.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 12702900.00 12250500.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 30000.00 29953.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 98060800.00 97177762.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 5695000.00 5568690.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 6117200.00 6282501.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 11420200.00 11455145.81 U.S. Treasuries (including strips) Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0365 200000000.00 200000000.00 0.0023 N N Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.699900% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.70_0713 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BoA Y US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 10672500.00 8208817.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 100.00 95.15 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VD6 2026-09-22 NA 0.00 834900.00 827840.09 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VM6 2026-10-20 NA 0.00 20341000.00 20104535.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 9970300.00 9981076.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 100.00 99.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 200000.00 200252.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 100.00 100.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 4786200.00 3675995.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 6084400.00 5296480.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 675000.00 590154.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 30011100.00 28934669.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 22999900.00 21981366.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 46000.00 45794.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 24222500.00 22220605.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 21245000.00 20923852.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 10000.00 9683.99 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RF6 2026-07-09 NA 0.00 4902600.00 4898668.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 3346500.00 3371333.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 400000.00 400542.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 600.00 605.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 5256400.00 3699649.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 3396100.00 2454006.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 30337500.00 23072222.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 136000.00 97785.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 25777600.00 16439516.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 5792000.00 3776805.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 578700.00 474085.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 11682000.00 9459070.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 114900.00 114327.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 3000.00 2902.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 100.00 99.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 4788600.00 4880661.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 6146700.00 6366142.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 88000.00 89643.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 7021500.00 6900547.49 U.S. Treasuries (including strips) Y 2026-07-13 2026-07-13 2026-07-13 N N N 0.0370 225000000.00 225000000.00 0.0026 N N N Y Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.720000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.72_0720 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BoA Y US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 400.00 390.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 1000.00 870.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 50516200.00 48122302.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 136794400.00 126614610.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 83969000.00 81640570.25 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TC1 2026-12-24 NA 0.00 43917400.00 43094563.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 3111200.00 3034535.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 100.00 100.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 65738000.00 66041338.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 57502900.00 57999757.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 400.00 257.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 28496000.00 25817574.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 1000.00 949.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 20911000.00 20447214.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 14500.00 14658.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 100.00 101.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 24750300.00 25167283.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 98000.00 99561.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 100.00 100.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 11867000.00 11903313.02 U.S. Treasuries (including strips) Y 2026-07-20 2026-07-20 2026-07-20 N N N 0.0372 500000000.00 500000000.00 0.0058 N N N Y Australia & New Zealand Banking Group Ltd Repo Australia & New Zealand Banking Group Ltd Repo 3.650000% 943BACII1 JHE42UYNWWTJB8YTTU19 0000833029 943BACII1_3.65_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 84000000.00 73585566.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 130000000.00 87134564.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 67000000.00 49852187.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 43644000.00 33412224.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 215000000.00 137556383.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 170000000.00 108556975.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 106448000.00 67877232.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 150000000.00 137718750.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 95000000.00 88445787.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 100000000.00 98875000.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 139000000.00 134808281.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 100000000.00 103000000.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 35000000.00 35876188.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 80453000.00 82162626.25 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1210000000.00 1210000000.00 0.0141 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.640000% 944DQXII3 549300H47WTHXPU08X20 0000093748 944DQXII3_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - Morgan Stanley Y US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 521835200.00 511927245.52 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.980700 0.00 2021700.00 2036198.11 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.873700 0.00 22000.00 22149.58 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.935700 0.00 17379400.00 17510492.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 1448158400.00 1456101012.77 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.934700 0.00 8000000.00 8061170.42 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.965700 0.00 43332700.00 43692310.75 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.878700 0.00 645000.00 649427.18 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 2000000000.00 2000000000.00 0.0233 N Y Y N Fixed Income Clearing Corp. Repo - UBS Fixed Income Clearing Corp. Repo - UBS 3.660000% 944JXD905 549300H47WTHXPU08X20 0000093748 944JXD905_3.66_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - UBS N US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 310000000.00 172825000.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 270000000.00 293093754.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 35630000.00 36161066.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 270000000.00 272700917.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 250000000.00 249262058.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 340000000.00 336626562.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 360000000.00 359465625.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 320000000.00 320025000.00 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2000000000.00 2000000000.00 0.0233 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - JPM Fixed Income Clearing Corp. Tri Party Repo - JPM 3.639900% 952JMUII9 549300H47WTHXPU08X20 0000093748 952JMUII9_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - JPM Y US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 691783200.00 683400090.92 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 670000000.00 670000000.00 0.0078 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Northern Trust Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.639900% 954ZEB000 549300H47WTHXPU08X20 0000093748 954ZEB000_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - Northern Trust Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 145086100.00 143899838.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 1000000000.00 978073741.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 50000000.00 49062499.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 1118687600.00 1123963920.34 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2250000000.00 2250000000.00 0.0263 N Y Y N Canadian Imperial Bank of Commerce Tri Party Repo Canadian Imperial Bank of Commerce Tri Party Repo 3.639900% 965FJZ003 549300TDJKVQJ41VN031 0000800030 965FJZ003_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 1400.00 1329.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 25001100.00 23787789.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 2244700.00 1970883.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 45150600.00 42962196.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 700.00 705.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 981000.00 985724.94 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 100.00 114.24 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 3941300.00 8381794.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 4874800.00 4892910.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 3000000.00 2989773.70 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 99444100.00 103163283.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 47475000.00 47312326.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 2933000.00 2926217.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 25043200.00 24999828.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 25210100.00 25348368.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 25821900.00 25983195.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 42000.00 42269.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 1700.00 1688.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 32700.00 32495.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 2077000.00 2055311.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 400.00 399.01 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 5156800.00 5171955.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 1113100.00 908259.55 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 176000.00 208435.02 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 4746600.00 6363475.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 100.00 98.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 27000.00 26486.32 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 3311400.00 4265785.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 278000.00 276759.56 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 306000.00 372235.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 100.00 96.51 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 100.00 121.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 3334900.00 2898927.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 3401400.00 3245139.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 55911000.00 52675522.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 6491700.00 5650418.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 1805200.00 1796016.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 9132700.00 9130527.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 45258300.00 45920609.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 4149500.00 4235915.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 1400.00 1436.76 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 630104900.00 672249114.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 485000.00 502634.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 10297000.00 10445897.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 400.00 403.46 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 32224900.00 31468899.34 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 1600.00 1183.86 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 400.00 274.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 200.00 116.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 98529500.00 68924932.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 825300.00 507994.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 900.00 882.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 12230800.00 10602486.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 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91282CEV9 2029-06-30 3.250000 0.00 17234900.00 16804596.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 29159200.00 28916391.34 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 54744500.00 58422192.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 150000000.00 145115110.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 23423700.00 23387211.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 49127200.00 48684809.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 50100.00 49902.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 2387800.00 2329511.41 U.S. Treasuries (including 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Tri Party Repo - ING Fixed Income Clearing Corp. Tri Party Repo - ING 3.639900% 990ABKBQ5 549300H47WTHXPU08X20 0000093748 990ABKBQ5_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - ING Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 2000000.00 1898726.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 24999900.00 23867477.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 125000000.00 118941376.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 25000000.00 23707014.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 25000.00 24914.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 577735000.00 576398987.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 449350000.00 391117206.70 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 NA 0.00 1500.00 1484.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 500.00 318.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 1000.00 991.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 540000000.00 534015720.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 15773900.00 15773773.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 12000.00 11632.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 1381700000.00 1374240377.28 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 3000000000.00 3000000000.00 0.0350 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - WF Fixed Income Clearing Corp. Tri Party Repo - WF 3.639900% 990AECXX1 549300H47WTHXPU08X20 990AECXX1_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - WF Y US TREASURY N/B 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 102312000.00 103071233.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 270818700.00 223532468.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 195266000.00 152083221.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 178226000.00 145427604.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 141568000.00 123773256.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 173261900.00 150092737.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 179320000.00 143321152.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 195500000.00 148674591.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 272998500.00 197267494.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 322000000.00 231520817.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 236840000.00 140889617.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 339283000.00 163367648.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 362662000.00 191968329.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 277327700.00 188833330.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 187523000.00 139323596.55 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2395000000.00 2395000000.00 0.0280 N Y Y N Credit Agricole Corporate and Investment Bank Tri Party Repo Credit Agricole Corporate and Investment Bank Tri Party Repo 3.639900% 996JWK006 1VUV7VQFKUOQSJ21A208 0000033738 996JWK006_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 1085800.00 1807403.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 100.00 100.37 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 100.00 102.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 400.00 392.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 200.00 160.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 100.00 69.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 75.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 75766800.00 75834966.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 100.00 96.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 400.00 400.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 200.00 203.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 24173400.00 24270118.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 717900.00 732490.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 100.00 99.22 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 100634000.00 100634000.00 0.0012 N Y Y N Deutsche Bank Securities Inc. Tri Party Repo Deutsche Bank Securities Inc. Tri Party Repo 3.639900% 99VDGG008 9J6MBOOO7BECTDTUZW19 0001074042 99VDGG008_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803CX9 2036-02-15 NA 0.00 111180000.00 73796058.54 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PA2 2026-08-15 NA 0.00 56348962.71 56092405.88 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PB0 2026-11-15 NA 0.00 4421692.04 4360292.42 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XT2 2029-11-15 NA 0.00 80299368.16 69751243.16 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 200000000.00 200000000.00 0.0023 N Y Y N Goldman Sachs & Co. LLC Tri Party Repo Goldman Sachs & Co. LLC Tri Party Repo 3.499900% 99VDJN000 FOR8UP27PHTHYVLBNG30 0000886982 99VDJN000_3.50_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 150764600.00 151639056.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 103516800.00 103361007.22 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0350 250000000.00 250000000.00 0.0029 N Y Y N Goldman Sachs & Co. LLC Tri Party Repo Goldman Sachs & Co. LLC Tri Party Repo 3.639900% 99VDJN000 FOR8UP27PHTHYVLBNG30 0000886982 99VDJN000_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 876940800.00 882027186.02 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Z60 2038-02-15 NA 0.00 529874124.80 309379724.74 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834AT5 2038-08-15 NA 0.00 546382848.00 310168429.62 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EP9 2039-08-15 NA 0.00 100000000.00 53644800.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LB2 2042-02-15 NA 0.00 165000000.00 76179345.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 520013600.00 517206112.65 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2106476000.00 2106476000.00 0.0246 N Y Y N HSBC Securities USA Inc. Tri Party Repo HSBC Securities USA Inc. Tri Party Repo 3.639900% 99VDKG003 CYYGQCGNHMHPSMRL3R97 0000083246 99VDKG003_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 17763000.00 19027670.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 538400.00 581539.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 562100.00 607985.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 34359900.00 25296359.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 15547800.00 10586547.44 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 55000000.00 55000000.00 0.0006 N Y Y N Bank of America Tri Party Repo Bank of America Tri Party Repo 3.639900% 99VDMN006 549300HN4UKV1E2R3U73 0000065100 99VDMN006_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797VD6 2026-09-22 NA 0.00 3730700.00 3699153.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 15369900.00 15244058.48 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UK1 2026-10-15 NA 0.00 200.00 197.82 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UP0 2026-07-14 NA 0.00 833800.00 832721.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 175584000.00 175582595.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 122122800.00 124890121.54 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.957700 0.00 10693800.00 10764681.45 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 324523000.00 324523000.00 0.0038 N Y Y N UBS Securities LLC Tri Party Repo UBS Securities LLC Tri Party Repo 3.639900% 99VDQN002 T6FIZBDPKLYJKFCRVK44 0001070766 99VDQN002_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 684800.00 690220.32 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BH5 2026-08-15 NA 0.00 24900.00 24794.13 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 NA 0.00 400.00 394.47 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BL6 2027-08-15 NA 0.00 200.00 191.20 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BV4 2028-11-15 NA 0.00 1000.00 907.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 100.00 107.12 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 2705000.00 4303848.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 100.00 94.83 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 6642100.00 7588026.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 10000.00 10479.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 4000.00 4197.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 1000.00 1080.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 61100.00 61166.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 366700.00 365450.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 5035900.00 4983662.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 354500.00 358955.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 99900.00 100314.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 499500.00 501065.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 543700.00 539103.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 400.00 397.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 499300.00 498069.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 7721000.00 7556998.49 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 21000000.00 21061716.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 12800.00 9830.92 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 196100.00 209675.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 4000.00 3497.21 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 4670000.00 4629525.18 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 NA 0.00 35400.00 27958.99 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 4900.00 6569.13 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 1136800.00 1498627.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 4499500.00 5856913.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 100.00 99.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 200.00 191.15 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TX5 2026-08-20 NA 0.00 18900.00 18804.42 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 NA 0.00 460000.00 455311.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 15300.00 14017.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 100.00 101.64 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 2775700.00 4188317.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 14000.00 13422.09 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 4683600.00 6908703.04 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 570100.00 648641.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 499800.00 502207.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 140400.00 141262.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 349800.00 352407.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 300.00 304.39 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.873700 0.00 500.00 503.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 400.00 410.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 4780200.00 5099921.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 400.00 402.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 3000.00 3017.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 200.00 201.73 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 2033100.00 2001899.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100.00 75.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 500.00 361.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 100.00 71.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 8000.00 6021.56 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 3900.00 3808.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 500.00 380.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 23900.00 11944.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 14000.00 7410.64 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 327800.00 224891.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 2035500.00 1289099.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 600.00 333.92 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 421600.00 264864.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 24000.00 19979.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 400.00 340.77 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 100.00 86.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 8100.00 7338.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 3000.00 2429.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 400.00 385.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 100.00 99.02 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 179000.00 194992.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 328000.00 325454.73 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 1000000.00 1156692.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 799900.00 746941.62 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 9854700.00 10516730.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 361000.00 360827.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 181600.00 177166.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 104200.00 103405.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 499500.00 492760.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 450000.00 440019.45 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 5238000.00 5280923.31 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.874700 0.00 100.00 100.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 1463900.00 1459782.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 1994600.00 1992792.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 15943300.00 15841649.25 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335A4 2035-08-15 NA 0.00 360.50 240.53 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337S3 2032-11-15 NA 0.00 19998.90 15218.42 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337T1 2033-05-15 NA 0.00 0.10 0.07 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337V6 2034-05-15 NA 0.00 15000.00 10634.33 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PA2 2026-08-15 NA 0.00 55.05 54.80 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833QB9 2027-11-15 NA 0.00 10999.99 10401.35 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833RY8 2028-02-15 NA 0.00 0.09 0.08 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XT2 2029-11-15 NA 0.00 11000.00 9555.04 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 10000.00 8498.73 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KP2 2041-08-15 NA 0.00 0.01 0.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 3224000.00 3434877.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 499800.00 497035.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 449800.00 454526.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 1895200.00 1927129.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 309600.00 316318.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 571700.00 578503.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 357100.00 365672.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 290000.00 295319.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 500.00 504.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 419900.00 424810.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 86200.00 85734.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 455300.00 463165.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 499700.00 503666.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 499900.00 506357.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 200.00 201.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 22200.00 21826.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 499500.00 495597.44 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 130000000.00 130000000.00 0.0015 N Y Y N STATE STREET MASTER FUNDS 2026-07-08 /s/ Chad Hallett Chad Hallett Deputy Treasurer