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Aa1 Standard and Poor's Ratings Services AA+ 2026-08-03 2028-04-30 2028-04-30 N N N 0.0389 231387087.39 231387087.39 0.0097 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 3.640000% N/A KX1WK48MPD4Y2NCUIZ63 0001456764 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y N Y 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 39687900.00 30823931.94 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 100.00 98.04 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 100.00 74.07 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 200.00 105.60 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 2746900.00 2587264.89 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 100.00 92.65 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 5326100.00 4413843.28 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 200.00 174.95 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 39171100.00 38716715.24 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 300.00 314.86 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 800.00 582.27 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 2226300.00 1529792.30 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 51900.00 48677.47 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 100.00 96.78 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 100.00 98.04 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 14900.00 9952.69 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 1000.00 901.53 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 100.00 94.28 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 100.00 93.03 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 200.00 187.05 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 4816000.00 4853182.73 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 153400.00 152518.29 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 100.00 98.76 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 100.00 97.15 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 9776800.00 9728649.26 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 1574100.00 1444813.75 U.S. Treasuries (including strips) 5 BOND 46 N/A 912810UV8 2046-05-15 5.000000 0.00 100.00 98.40 U.S. Treasuries (including strips) BILL 11/03/26 N/A 912797VP9 2026-11-03 0.00 0.00 7763300.00 7687452.56 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 100000000.00 100000000.00 0.0042 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 3.640000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 BYJ9TZ8S8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 100.00 79.55 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 1000.00 791.78 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 4557400.00 4358852.31 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 1000.00 998.49 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 299900.00 293144.45 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 200.00 144.27 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100.00 59.69 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 100.00 92.29 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 15471800.00 8675846.98 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 412800.00 404602.89 U.S. Treasuries (including strips) 4 3/8 BOND 38 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 3773600.00 3714683.37 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1600.00 1604.99 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 13199600.00 10238493.19 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 100.00 91.21 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 300.00 294.93 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 200.00 198.81 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 100.00 97.23 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 500.00 304.41 U.S. Treasuries (including strips) 5 BOND 46 N/A 912810UV8 2046-05-15 5.000000 0.00 23121300.00 22557301.12 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125000 0.00 2400.00 2383.01 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 811900.00 749983.34 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 50000000.00 50000000.00 0.0021 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 3.640000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 BYJ9TZ8W9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 TPRN 47 N/A 912803EW9 2047-02-15 0.00 0.00 2600.00 869.09 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125000 0.00 5789400.00 7040874.66 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 100.00 95.77 U.S. Treasuries (including strips) 3 5/8 TPRN 53 N/A 912803GP2 2053-02-15 0.00 0.00 9103800.00 2224704.71 U.S. Treasuries (including strips) 2 3/4 TPRN 42 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0.00 0.00 2500.00 1069.33 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 100.00 100.73 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0.00 0.00 100.00 51.10 U.S. Treasuries (including strips) 4 5/8 TPRN 55 254900HROIFWPRGM1V77 912803HH9 2055-02-15 0.00 0.00 3640000.00 815727.64 U.S. Treasuries (including strips) 5 TPRN 56 N/A 912803HV8 2056-05-15 0.00 0.00 547900.00 116523.54 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 10000000.00 10000000.00 0.0004 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY THE BANK OF NOVA SCOTIA 3.640000% N/A L3I9ZG2KFGXZ61BMYR72 0001041839 BYJ9TZ8Y5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 11374000.00 10203049.70 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 100.00 92.60 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 10000000.00 10000000.00 0.0004 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 3.640000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 BYJ9TZ8Z2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 100.00 130.03 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 1000.00 1319.90 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 96515600.00 117298281.20 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625000 0.00 200.00 225.39 U.S. Treasuries (including strips) BILL 08/27/26 N/A 912797TY3 2026-08-27 0.00 0.00 100.00 99.73 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 115000000.00 115000000.00 0.0048 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 3.640000% N/A 254900BN8XS34XZDJ223 0001335241 BYJ9TZ957 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 49999700.00 47583589.23 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 124003800.00 123427016.99 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 100.00 93.03 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 24057400.00 24000023.10 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 200.00 91.18 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 200.00 190.31 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 24466800.00 24000010.16 U.S. Treasuries (including strips) 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 32155400.00 22384983.04 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 23811400.00 23749960.01 U.S. Treasuries (including strips) 5 BOND 56 N/A 912810UU0 2056-05-15 5.000000 0.00 15680000.00 15354043.48 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 275000000.00 275000000.00 0.0115 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 3.640000% N/A 254900BN8XS34XZDJ223 0001335241 BYJ9TZ965 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0.00 0.00 245686.72 164851.61 U.S. Treasuries (including strips) TINT 08/15/31 N/A 9128334S6 2031-08-15 0.00 0.00 99830.57 79775.91 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 483600.00 417437.72 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 200.00 188.83 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 67034000.00 33661132.21 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 200.00 184.07 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 100.00 121.53 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 23025000.00 14153868.81 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 100.00 88.54 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0.00 0.00 1699400.00 552163.95 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 300.00 282.50 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625000 0.00 300.00 276.33 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0.00 0.00 372.91 273.64 U.S. Treasuries (including strips) TINT 11/15/54 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0.00 0.00 8799989.76 1969173.71 U.S. Treasuries (including strips) 6 3/4 TPRN 26 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0.00 0.00 200.00 199.66 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 50000000.00 50000000.00 0.0021 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.640000% N/A 254900BN8XS34XZDJ223 0001335241 BYJ9TZ981 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/4 TPRN 39 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 12605555.67 6774389.49 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 1122531.15 833717.36 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0.00 0.00 16792482.01 7040180.91 U.S. Treasuries (including strips) TINT 02/15/43 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0.00 0.00 237105.92 97874.00 U.S. Treasuries (including strips) TINT 02/15/49 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0.00 0.00 137252.86 40324.62 U.S. Treasuries (including strips) 3 5/8 TPRN 43 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0.00 0.00 8284469.50 3379757.03 U.S. Treasuries (including strips) TINT 11/15/32 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0.00 0.00 490.70 369.16 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0.00 0.00 0.60 0.42 U.S. Treasuries (including strips) TINT 11/15/37 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0.00 0.00 4367869.66 2510472.40 U.S. Treasuries (including strips) TINT 05/15/39 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0.00 0.00 83711920.81 43933188.01 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0.00 0.00 262012.58 157476.90 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 63956827.33 74231535.96 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 99.83 72.86 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.750000 0.00 22178074.83 20465273.14 U.S. Treasuries (including strips) TINT 02/15/43 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0.00 0.00 3374316.75 1392870.71 U.S. Treasuries (including strips) TINT 05/15/36 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0.00 0.00 5581251.35 3506197.91 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.750000 0.00 35187755.83 32470222.95 U.S. Treasuries (including strips) TINT 05/15/31 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0.00 0.00 156738.33 126741.44 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 17394760.33 17103616.25 U.S. Treasuries (including strips) TINT 05/15/42 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0.00 0.00 3293881.03 1426085.79 U.S. Treasuries (including strips) 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 99.83 58.59 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0.00 0.00 66476620.67 21599384.16 U.S. Treasuries (including strips) 0 3/4 TRIB 45 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 26394236.17 25695523.61 U.S. Treasuries (including strips) 3 3/8 TPRN 48 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0.00 0.00 8774551.33 2662523.53 U.S. Treasuries (including strips) 2 3/8 TPRN 42 N/A 912803GF4 2042-02-15 0.00 0.00 64177858.33 28687887.74 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0.00 0.00 237029.88 154993.84 U.S. Treasuries (including strips) TINT 08/15/47 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0.00 0.00 1272741.13 404922.59 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 13828913.33 13272708.43 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0.00 0.00 42266840.54 25041074.21 U.S. Treasuries (including strips) TINT 08/15/31 N/A 9128334S6 2031-08-15 0.00 0.00 153657229.02 122789489.25 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 81.78 57.79 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 2918927.00 1284949.61 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 18629499.00 7844267.26 U.S. Treasuries (including strips) TINT 02/15/48 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0.00 0.00 414132.63 128329.35 U.S. Treasuries (including strips) TINT 02/15/55 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0.00 0.00 237109.12 52535.55 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 109199696.67 144132427.09 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125000 0.00 1751575.83 1738500.08 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 599000000.00 599000000.00 0.0252 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.640000% N/A MBNUM2BPBDO7JBLYG310 0001456764 BYJ9TZ999 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 503483200.00 500471111.76 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125000 0.00 1441279900.00 1437528937.73 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1900000000.00 1900000000.00 0.0798 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.640000% N/A MBNUM2BPBDO7JBLYG310 0001456764 BYJ9TZ9A6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 200.00 195.22 U.S. Treasuries (including strips) BILL 07/08/27 N/A 912797VQ7 2027-07-08 0.00 0.00 105877000.00 101998725.49 U.S. Treasuries (including strips) BILL 11/24/26 N/A 912797VY0 2026-11-24 0.00 0.00 1100.00 1086.65 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 100000000.00 100000000.00 0.0042 N Y Y N DEUTSCHE BANK AG TRI-PARTY DEUTSCHE BANK AG 3.640000% N/A 7LTWFZYICNSX8D621K86 0001022437 BYJ9TZ9E8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 5000.00 5247.67 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 50000000.00 49754438.40 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 13000000.00 10863436.07 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 6000.00 4399.83 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 36400.00 24561.34 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 49999200.00 33298066.14 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 3900.00 2846.29 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 200.00 145.62 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 7100.00 5065.11 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 4300.00 2954.73 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 5100.00 2560.97 U.S. Treasuries (including strips) 6 1/8 BOND 27 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 1200.00 1244.25 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 185000000.00 124640379.78 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 80000000.00 66297565.22 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 45000000.00 39364152.76 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 63300000.00 55387433.55 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 3961100.00 4012562.61 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 5000.00 5398.41 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 50000000.00 28312463.54 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 5000.00 5163.05 U.S. Treasuries (including strips) 5 1/4 BOND 29 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 5000.00 5250.68 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 4000.00 3178.97 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 46000.00 44517.04 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 118410700.00 110396268.03 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 573000.00 569384.37 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 100.00 72.78 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 50000000.00 47831610.60 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625000 0.00 2000.00 1842.17 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 21000000.00 20299398.00 U.S. Treasuries (including strips) BILL 12/31/26 N/A 912797VJ3 2026-12-31 0.00 0.00 31000000.00 30497800.00 U.S. Treasuries (including strips) BILL 01/28/27 N/A 912797VU8 2027-01-28 0.00 0.00 14100000.00 13829378.70 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 N/A 91282CRA1 2031-07-31 4.375000 0.00 282510900.00 282531240.78 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 900000000.00 900000000.00 0.0378 N Y Y N FIXED INCOME CLEARING CORPORATION - BNYM FIXED INCOME CLEARING CORPORATION - BNYM 3.640000% N/A 549300H47WTHXPU08X20 BYJ9TZ9K4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed income clearing corp Y 0 1/2 TRIN A 28 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 816616700.00 1077850493.79 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.250000 0.00 767272300.00 758149557.45 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1800000000.00 1800000000.00 0.0756 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.640000% N/A MBNUM2BPBDO7JBLYG310 0001456764 BYJ9TZ9P3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/8 TRIB 32 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 36048247.78 73135126.73 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 975435.56 843525.50 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 80700436.67 72073216.68 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 43911911.11 44026966.28 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 17319015.00 19021193.19 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 205000000.00 205000000.00 0.0086 N Y Y N FIXED INCOME CLEARING CORPORATION - SSB FIXED INCOME CLEARING CORPORATION - SSB 3.640000% N/A 549300H47WTHXPU08X20 BYJ9TZ9U2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed income clearing corp Y 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 135500.00 105775.79 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 20600.00 15259.94 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 7558900.00 5677427.96 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 769900.00 755952.20 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 19596100.00 19029974.41 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 100.00 66.15 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 100.00 87.50 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 25998700.00 24794867.36 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 3233800.00 3091534.36 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 12228300.00 11767517.28 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 6285800.00 6252376.97 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 322400.00 321861.48 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 44415200.00 43990072.51 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 84074800.00 80380193.76 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 12175900.00 12121839.00 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 25200.00 25057.89 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 2280100.00 2332042.20 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 2367300.00 2309907.10 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 4783500.00 4734588.56 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 44816300.00 44903070.20 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 6049500.00 6000353.86 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 37146000.00 36477260.56 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 26781100.00 27193738.82 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 200.00 148.92 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 3391600.00 2825592.59 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 100.00 86.71 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 10079800.00 8710356.78 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 100.00 95.25 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 4110600.00 3853461.42 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 1074700.00 1019008.53 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 38602000.00 37420566.49 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 1256900.00 1196019.53 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.750000 0.00 3014800.00 2770373.57 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 84829800.00 82385598.97 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 68912200.00 67359883.78 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 42034600.00 39388598.46 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 43545100.00 42808708.81 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 9127000.00 9150700.64 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 32386300.00 32056413.15 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 9515900.00 5680197.05 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 2093200.00 1822086.11 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 8929200.00 8474519.18 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 100.00 94.19 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 25819500.00 25532283.88 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 5368400.00 5467965.03 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 13732000.00 13465416.88 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 6028300.00 5674358.41 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 22431800.00 22538523.03 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 6251600.00 6117375.28 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 3742600.00 3851702.40 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 333985800.00 339691801.62 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 25000900.00 25592683.80 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 13109000.00 13046365.20 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 45202700.00 44548531.68 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375000 0.00 20095100.00 20169476.99 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 54704600.00 54277393.54 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 3800.00 3695.99 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 117286300.00 117584500.42 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 4886900.00 4871990.07 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 77900.00 79529.87 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 1906000.00 1936472.63 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 2774000.00 2784232.36 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 27776100.00 26118061.26 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 135709100.00 132591816.24 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625000 0.00 206800.00 188771.45 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 635200.00 560475.79 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 68572200.00 68971848.10 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 122599300.00 123976090.14 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 4941000.00 4906671.12 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 918300.00 890040.54 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 25500.00 25138.03 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 42206000.00 40967324.32 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 20508700.00 19952950.04 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 66080300.00 65575578.67 U.S. Treasuries (including strips) BILL 09/08/26 N/A 912797VB0 2026-09-08 0.00 0.00 200.00 199.27 U.S. Treasuries (including strips) BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 1072500.00 1043585.40 U.S. Treasuries (including strips) BILL 10/06/26 N/A 912797VK0 2026-10-06 0.00 0.00 4000000.00 3973956.00 U.S. Treasuries (including strips) BILL 07/08/27 N/A 912797VQ7 2027-07-08 0.00 0.00 3984700.00 3838648.79 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 117247300.00 114919080.86 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125000 0.00 47951600.00 47612102.67 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.250000 0.00 100.00 98.35 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2000000000.00 2000000000.00 0.0840 N Y Y N FIXED INCOME CLEARING CORPORATION - WFBK FIXED INCOME CLEARING CORPORATION - WFBK 3.640000% N/A 549300H47WTHXPU08X20 BYJ9TZ9X6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed income clearing corp Y 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 1270934700.00 1254249869.26 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 280248700.00 275750222.50 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1500000000.00 1500000000.00 0.0630 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES LLC 3.640000% N/A ZBUT11V806EZRVTWT807 0000782124 BYJ9TZA89 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 604748800.00 609135981.56 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 899570800.00 920864090.62 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1500000000.00 1500000000.00 0.0630 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES LLC 3.640000% N/A ZBUT11V806EZRVTWT807 0000782124 BYJ9TZAE6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 51062200.00 50976738.90 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 23400.00 23293.27 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 50000000.00 50000000.00 0.0021 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LLC 3.650000% N/A 7TK5RJIZDFROZCA6XF66 BYJ9TZAM8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 616967600.00 610659086.17 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 128326000.00 121361104.96 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125000 0.00 290033300.00 287979864.24 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1000000000.00 1000000000.00 0.0420 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 3.640000% N/A KX1WK48MPD4Y2NCUIZ63 0001456764 BYJ9TZAR7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 100.00 94.28 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 5493000.00 5041841.01 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 54000.00 53660.39 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 1000.00 872.65 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 1300.00 1313.97 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 100.00 99.50 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 800.00 796.06 U.S. Treasuries (including strips) 3 5/8 TRIB 28 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 500.00 1066.53 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 100.00 100.15 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 200.00 199.17 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 5000000.00 5000000.00 0.0002 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.650000% N/A 549300HXQQQCCUBS2Z23 BYJ9TZAY2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 100.00 100.58 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 51319900.00 51256200.85 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 28346300.00 26964998.82 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 25021400.00 23833108.69 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 25424700.00 24130057.33 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 101299000.00 95800995.67 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 25000000.00 24890237.91 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 23955900.00 22447919.71 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 105800.00 103103.19 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 49998900.00 50128735.19 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 24613200.00 24854159.21 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 420100.00 427370.46 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 49955500.00 50559100.36 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 418576000.00 414312384.86 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 86.78 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 15484600.00 14953994.43 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 24999900.00 24958058.50 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 700.00 650.75 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 17154900.00 17340078.57 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 38141000.00 37842699.24 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 7888600.00 8075327.11 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 32668900.00 32196119.41 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 24965100.00 24712078.71 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 200.00 191.95 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 44151200.00 43274474.74 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 100.00 97.53 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 4475300.00 4482714.79 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 800.00 691.04 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 13300000.00 12814188.30 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 9010300.00 9124046.03 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 9073400.00 9037292.40 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 9999700.00 9987560.36 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 24312900.00 24168457.06 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 26022000.00 25654698.18 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 24218900.00 24668075.83 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 15374800.00 15646674.68 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 1000.00 998.68 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 25357900.00 25199940.13 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 6374200.00 6432130.84 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 232665600.00 233523825.84 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 730100.00 721538.34 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 100.00 99.52 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 24374000.00 24273523.64 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 51397000.00 49954389.00 U.S. Treasuries (including strips) BILL 12/31/26 N/A 912797VJ3 2026-12-31 0.00 0.00 100.00 98.41 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 42000000.00 41246131.04 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 700.00 646.62 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1500000000.00 1500000000.00 0.0630 N Y Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE SA 3.640000% N/A O2RNE8IBXP4R0TD8PU41 0000865845 BYJ9TZB39 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 08/06/26 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 3879200.00 3876868.60 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 6885200.00 6861721.47 U.S. Treasuries (including strips) BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 3117400.00 3051529.34 U.S. Treasuries (including strips) BILL 08/20/26 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0.00 0.00 20399800.00 20358796.40 U.S. Treasuries (including strips) BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 10382700.00 10099875.25 U.S. Treasuries (including strips) BILL 10/22/26 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 20479700.00 20306032.14 U.S. Treasuries (including strips) BILL 09/22/26 N/A 912797VD6 2026-09-22 0.00 0.00 3298000.00 3280190.80 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 882400.00 876231.14 U.S. Treasuries (including strips) BILL 05/13/27 N/A 912797UX3 2027-05-13 0.00 0.00 2080500.00 2018189.02 U.S. Treasuries (including strips) BILL 06/10/27 N/A 912797VF1 2027-06-10 0.00 0.00 8405100.00 8126723.09 U.S. Treasuries (including strips) BILL 10/15/26 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 9954600.00 9877631.03 U.S. Treasuries (including strips) BILL 08/25/26 N/A 912797UV7 2026-08-25 0.00 0.00 5898900.00 5884093.76 U.S. Treasuries (including strips) BILL 09/29/26 N/A 912797VE4 2026-09-29 0.00 0.00 4623300.00 4595051.64 U.S. Treasuries (including strips) BILL 11/03/26 N/A 912797VP9 2026-11-03 0.00 0.00 2814600.00 2787101.36 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 100000000.00 100000000.00 0.0042 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 3.640000% N/A SUVUFHICNZMP2WKHG940 0001335977 BYJ9TZB70 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 5164000.00 5100058.12 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 5000000.00 5000000.00 0.0002 N Y Y N Master Investment Portfolio 2026-08-06 /s/ Chuck Pulsfort Chuck Pulsfort Assistant Treasurer