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Citigroup Global Markets, Inc. 3.64000000 N/A MBNUM2BPBDO7JBLYG310 BYJ9TZ9A6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 N/A 100.00 113.75 U.S. Treasuries (including strips) BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0 N/A 3500.00 3416.35 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 4700.00 5455.06 U.S. Treasuries (including strips) BILL 01/28/27 N/A 912797VU8 2027-01-28 0 N/A 4841600.00 4748675.17 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 317900.00 316542.99 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 18900.00 25797.59 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 5000000.00 5000000.00 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.12500000 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2027-02-15 2027-02-15 2027-02-15 N N N 0.0402 24548369.61 24548369.61 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2027-01-07 2027-01-07 2027-01-07 N N N 0.0382 610798642.54 610798642.54 0.0049 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.50000000 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2027-03-31 2027-03-31 2027-03-31 N N N 0.0402 116731707.68 116731707.68 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UT2 254900HROIFWPRGM1V77 US912797UT22 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2026-08-11 2026-08-11 2026-08-11 N N N 0.0266 2159198057.82 2159198057.82 0.0175 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.00000000 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2027-01-15 2027-01-15 2027-01-15 N N N 0.0392 106933406.25 106933406.25 0.0009 N Y Y N HSBC Securities USA, Inc. 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Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 120400.00 123142.79 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 10231000.00 9935429.41 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 12344400.00 12218659.94 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 20022100.00 20274858.99 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 50020500.00 50993475.66 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 505800.00 505021.83 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 65800000.00 65579109.40 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 893100.00 777744.38 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 202164000.00 199219421.03 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 879000.00 838299.16 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 376900.00 361165.56 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 4512100.00 4549099.22 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 13753500.00 13730527.07 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 11198300.00 11239747.71 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 10003000.00 9411607.64 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 100.00 98.59 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 5291600.00 5148206.88 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 52170500.00 51590155.36 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 587400.00 580511.74 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 1049900.00 1030879.62 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 45000.00 44126.40 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 417900.00 408300.70 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 200.00 194.33 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 11116600.00 10149794.33 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 14088100.00 13714121.99 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 78112600.00 79802618.18 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 100978000.00 95745271.20 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 9900.00 8554.98 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 1326500.00 1342527.78 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 20207500.00 19318504.72 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 100110000.00 94134133.77 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 5713200.00 5752821.04 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 179000000.00 180455747.33 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 1000000.00 1001580.33 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 830500.00 836561.52 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 900.00 879.72 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 382600.00 378804.42 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.5 N/A 8500.00 8549.52 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 79000.00 74977.27 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 934600.00 894505.95 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 4099400.00 4117947.05 U.S. Treasuries (including strips) Y Moody's NR Fitch NR Standard & Poor's NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1000000000.00 1000000000.00 0.0081 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.64000000 N/A FOR8UP27PHTHYVLBNG30 BYJ9TZA22 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 10577100.00 9877533.65 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 4500000.00 4427767.20 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 19000.00 18206.81 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 10000000.00 9898140.00 U.S. Treasuries (including strips) BILL 10/27/26 N/A 912797VN4 2026-10-27 0 N/A 487600.00 483345.69 U.S. Treasuries (including strips) BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0 N/A 2904000.00 2825708.16 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 22019500.00 21698022.60 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 108195600.00 108014877.28 U.S. Treasuries (including strips) 5 3/8 BOND 31 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 20127700.00 21403771.83 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 52819200.00 51297320.39 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 5071200.00 4630160.03 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 3336900.00 3316252.37 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 16572800.00 16609129.48 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 15000000.00 14949645.00 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 9887100.00 9796317.35 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 196413600.00 195336467.82 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 842798000.00 840434089.02 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 4220000.00 4193712.70 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 988268800.00 930244244.52 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 51657000.00 51082367.53 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 4565000.00 4636163.93 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 1025900.00 1024321.65 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 1331500.00 1311028.19 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 N/A 18733600.00 18661925.25 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 636250000.00 631829487.98 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1 Fitch F1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2900000000.00 2900000000.00 0.0235 N Y Y N BNP Paribas SA BNP Paribas SA 3.64000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ9TZ8W9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/41 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) TRFR AX 01/31/27 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.950148083 N/A 300.00 300.14 U.S. Treasuries (including strips) TINT 11/15/48 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 31.16 18.46 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 2.13 0.62 U.S. Treasuries (including strips) TINT 05/15/47 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 50.86 16.44 U.S. Treasuries (including strips) TINT 08/15/50 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 118.68 32.31 U.S. Treasuries (including strips) 4 1/4 TPRN 54 N/A 912803GY3 2054-02-15 0 N/A 1100.00 257.09 U.S. Treasuries (including strips) TINT 05/15/48 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 5.05 4.63 U.S. Treasuries (including strips) TINT 02/15/44 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 2624.91 1017.31 U.S. Treasuries (including strips) TINT 02/15/40 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 62.63 31.41 U.S. Treasuries (including strips) 4 3/4 TPRN 53 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0 N/A 100.00 23.62 U.S. Treasuries (including strips) 4 1/8 TPRN 53 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 N/A 200.00 47.77 U.S. Treasuries (including strips) 4 3/4 TPRN 56 N/A 912803HS5 2056-02-15 0 N/A 1500.00 322.46 U.S. Treasuries (including strips) TINT 05/15/44 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 102.76 39.23 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 10094300.00 3279809.67 U.S. Treasuries (including strips) TINT 05/15/45 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) 3 5/8 TPRN 43 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 N/A 200.00 81.59 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 0.14 0.08 U.S. Treasuries (including strips) 3 5/8 TPRN 53 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 200.00 48.27 U.S. Treasuries (including strips) 3 5/8 TPRN 53 N/A 912803GP2 2053-02-15 0 N/A 2752000.00 672508.99 U.S. Treasuries (including strips) TINT 08/15/48 N/A 912834TV0 2048-08-15 0 N/A 47.28 14.26 U.S. Treasuries (including strips) TINT 08/15/43 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 38239011.14 15289562.69 U.S. Treasuries (including strips) TINT 02/15/51 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 161.74 42.75 U.S. Treasuries (including strips) TINT 08/15/36 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 61.09 37.79 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 4.011148083 N/A 300.00 300.38 U.S. Treasuries (including strips) TINT 02/15/38 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 92.49 52.44 U.S. Treasuries (including strips) TINT 08/15/46 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 103.33 34.63 U.S. Treasuries (including strips) TINT 02/15/49 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 128.68 37.81 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 N/A 5333600.00 5234901.58 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 65.67 34.01 U.S. Treasuries (including strips) 4 3/4 TPRN 55 N/A 912803HN6 2055-08-15 0 N/A 100.00 21.94 U.S. Treasuries (including strips) 3 TPRN 48 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0 N/A 1300.00 399.62 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 24000000.00 24000000.00 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.25000000 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-06-30 2027-06-30 2027-06-30 N N N 0.0413 203087588.34 203087588.34 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.75000000 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2027-06-30 2027-06-30 2027-06-30 N N N 0.0413 605344849.41 605344849.41 0.0049 N Y Y N Citibank NA Citibank NA 3.64000000 N/A E57ODZWZ7FF32TWEFA76 BYJ9TZ9B4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 N/A 9600.00 9603.74 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 300.00 329.49 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 53100.00 51184.97 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 8279000.00 7802694.12 U.S. Treasuries (including strips) 1 3/4 TRIB 28 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 58300.00 92282.50 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 100.00 92.88 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 143318100.00 94043310.97 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 N/A 100.00 100.09 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 300.00 317.60 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 100.00 88.54 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 100000000.00 100000000.00 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-10-06 2026-10-06 2026-10-06 N N N 0.0357 1724518217.83 1724518217.83 0.0140 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-10-20 2026-10-20 2026-10-20 N N N 0.0362 591851726.23 591851726.23 0.0048 N Y Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 3.64000000 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 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 52783000.00 52866414.73 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 92773000.00 89933635.95 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 140000000.00 140000000.00 0.0011 N Y Y N Citibank NA Citibank NA 3.78000000 N/A E57ODZWZ7FF32TWEFA76 BYJ1LMJM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 237148000.00 243097213.30 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 41820900.00 39662881.49 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 1136300.00 1006109.72 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 15606000.00 15396474.35 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 1000400.00 983311.17 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 1159500.00 1134148.40 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 10400600.00 10282735.20 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 N/A 2528600.00 2481808.19 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 25021000.00 32535917.07 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 N/A 13060800.00 13079763.36 U.S. 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91282CMR9 2032-02-29 4.125 N/A 14663200.00 14648890.71 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 202100.00 151795.66 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 400.00 404.32 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 100.00 66.15 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 175830000.00 166238062.59 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 64139900.00 63234562.12 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 370451000.00 368559106.74 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 311785000.00 312757289.66 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 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Bank of America Securities, Inc. 3.64000000 N/A 549300HN4UKV1E2R3U73 BYJ9TZAN6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0 N/A 392356000.00 385225322.06 U.S. Treasuries (including strips) BILL 11/03/26 N/A 912797VP9 2026-11-03 0 N/A 509656000.00 504823951.46 U.S. Treasuries (including strips) BILL 11/19/26 N/A 912797UZ8 2026-11-19 0 N/A 28575700.00 28256280.83 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 60030400.00 72972777.93 U.S. Treasuries (including strips) BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0 N/A 28750500.00 28721720.75 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1+ Moody's NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1000000000.00 1000000000.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2026-08-20 2026-08-20 2026-08-20 N N N 0.0312 2127157599.67 2127157599.67 0.0172 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 3.64000000 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 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.75 N/A 825800.00 721333.11 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 N/A 4079900.00 3724219.66 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 644200.00 646576.24 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 200800.00 203893.89 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 1000000.00 999870.00 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 200.00 198.15 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 243700.00 241609.42 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 4650600.00 4642831.95 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 11630500.00 11578860.58 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 40805200.00 39267592.06 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 3000000.00 2992215.66 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 314700.00 315281.78 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 96600.00 89803.98 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 1150400.00 1150150.75 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 1001000.00 660145.46 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 35112900.00 34480762.46 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 3949000.00 3872336.97 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 719000.00 729780.09 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 264900.00 249505.68 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 698100.00 641501.19 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 7248200.00 7174086.92 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 N/A 93492800.00 92830870.98 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 47230500.00 45869647.60 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 871100.00 864567.78 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 1281100.00 1214712.78 U.S. Treasuries (including strips) 5 BOND 56 N/A 912810UU0 2056-05-15 5 N/A 3543600.00 3438946.71 U.S. Treasuries (including strips) BILL 10/22/26 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0 N/A 200.00 198.36 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 4467600.00 3849731.12 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 N/A 1670400.00 1664009.05 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 316100.00 228014.22 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 307000.00 311908.24 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 22378500.00 21064583.67 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 973200.00 912321.47 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 44528500.00 43525451.01 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 169000.00 170654.48 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 200.00 198.94 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 1510000.00 1469081.64 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 25400.00 25494.01 U.S. Treasuries (including strips) BILL 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254900HROIFWPRGM1V77 912797UU9 2026-08-18 0 N/A 688300.00 687265.49 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 384900.00 285123.77 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 467500.00 446956.05 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 12557700.00 12790601.38 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 9500000.00 9039848.50 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 2526100.00 2501921.01 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 246500.00 250711.34 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 1600.00 1587.00 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's 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142205550.38 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 300.00 303.46 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 116664200.00 115017479.02 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 85611400.00 84265246.35 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 50001400.00 50800809.27 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 103951000.00 95941120.66 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 24213200.00 23550430.76 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 7618500.00 7579592.32 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 19758400.00 19820015.82 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 5800.00 5791.08 U.S. Treasuries (including strips) TRFR AX 01/31/27 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.9501 N/A 280000.00 280132.16 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 24068500.00 23526332.97 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 14894700.00 13957105.75 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 10117400.00 10057292.53 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 6083500.00 5973289.03 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 8247800.00 8196467.75 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 16132300.00 15972259.47 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 20951700.00 21428993.69 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 461907200.00 456856552.71 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 75095600.00 76488360.55 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 312967200.00 310282410.87 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 4848400.00 4818399.71 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 74395300.00 72211922.07 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 4487300.00 4525155.98 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 15409600.00 14239004.88 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 54663900.00 52616244.97 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875 N/A 390605200.00 393124863.94 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 N/A 1705800.00 1706521.32 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 20947300.00 20921299.85 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 153802600.00 153492421.11 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 22176300.00 21340660.06 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 377116800.00 388110320.40 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 500.00 496.74 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 2100.00 2093.79 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 15319000.00 15199368.82 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 600.00 601.16 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 236788800.00 204537697.10 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 47792200.00 47567066.88 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 700.00 686.05 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 85619800.00 87082576.91 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 233613200.00 230201629.63 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 98816900.00 99523847.38 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 13934500.00 14180905.66 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 1000.00 971.63 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 16580700.00 14433146.92 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 19051800.00 19142508.73 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 1300.00 1305.88 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 48855900.00 45799719.18 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 29486600.00 27694699.32 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 699100.00 701687.54 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 39999000.00 39924908.52 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 19998900.00 19717855.46 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 99046600.00 98098558.96 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 21413700.00 20690794.90 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 14941100.00 14733219.50 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 1400.00 1386.06 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 52897600.00 52530080.19 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 21001400.00 20004022.51 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 700.00 697.82 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 3153900.00 3148621.42 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 10195000.00 10139090.62 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 47690600.00 45482354.93 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 N/A 27623200.00 27668966.84 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 N/A 67999900.00 68051933.97 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 30860000.00 30241716.21 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 20727700.00 20763171.78 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 20857700.00 20524404.38 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 4000.00 3982.24 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 700.00 706.95 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 148513800.00 150802076.42 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 21921400.00 20625373.95 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 60539600.00 55631321.49 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.5 N/A 651600.00 655396.52 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 124770200.00 118690209.86 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 23727400.00 23437593.54 U.S. Treasuries (including strips) 4 NOTE BC 28 N/A 91282CQS3 2028-05-31 4 N/A 42551400.00 42618063.86 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 65542200.00 64935258.23 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 21092900.00 20483532.30 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 161130000.00 152384667.50 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 819500.00 808813.94 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 18030200.00 17951038.70 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 98490300.00 94425277.02 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 16836000.00 16259086.46 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 50936500.00 49180528.66 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 24241400.00 24279709.49 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 66322700.00 56864952.86 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 17573700.00 17602333.42 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 29242600.00 27988101.52 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 21351800.00 21621345.12 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 N/A 252724000.00 252495645.22 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 26042000.00 24907454.23 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 42826300.00 41853058.06 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 21108000.00 20688056.34 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 49517800.00 46610444.90 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1 Fitch NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 5500000000.00 5500000000.00 0.0445 N Y Y N Natixis SA Natixis SA 3.64000000 N/A KX1WK48MPD4Y2NCUIZ63 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y N Y 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 2000.00 1978.20 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 890000.00 884402.79 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 1427700.00 1344729.73 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 100.00 101.33 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 100.00 99.23 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 N/A 100.00 99.61 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 100.00 93.20 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 100.00 95.52 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 995900.00 956292.78 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 100.00 92.03 U.S. Treasuries (including strips) 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 600.00 352.13 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 300.00 218.43 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 N/A 100.00 97.93 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 16528100.00 7534920.95 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 5277400.00 4373484.63 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 28828000.00 28858413.54 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 800.00 795.40 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 100.00 98.47 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 1000.00 994.88 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 N/A 882000.00 878348.52 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 117963500.00 116595123.40 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 N/A 100.00 91.79 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 100.00 98.66 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 1000.00 993.22 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 34312400.00 20776764.83 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 9460800.00 9185930.65 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 100.00 99.23 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 200.00 157.49 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 200.00 196.09 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 5951100.00 6027689.69 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 100.00 94.96 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 100.00 94.66 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 2100.00 2074.04 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 2000.00 2015.44 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 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(including strips) 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 800.00 796.82 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 200.00 200.32 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 500.00 366.08 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 100.00 97.45 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 1400.00 951.76 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 74999700.00 76390681.94 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 15000100.00 15355159.87 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 100.00 99.56 U.S. Treasuries (including strips) 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.5 N/A 848200.00 832665.86 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 900.00 601.29 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 16998700.00 14797007.04 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 367232000.00 361337289.73 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 100.00 93.07 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 18313800.00 16892725.21 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 1100.00 1109.98 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 500.00 462.83 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 100.00 99.24 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 N/A 21700.00 21903.66 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 1000.00 989.37 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 400.00 377.88 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 300.00 282.39 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 N/A 73100.00 71716.31 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 860900.00 857077.60 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 8451500.00 8450401.30 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 11535200.00 11471940.96 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 N/A 566600.00 566839.59 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 999700.00 726594.13 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 30208100.00 20701263.45 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 200.00 185.93 U.S. Treasuries (including strips) 6 1/8 BOND 27 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 100.00 103.63 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 12569600.00 12491823.48 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 50000000.00 42796850.82 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 800.00 801.30 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 44446500.00 36807654.64 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 49999700.00 49859458.99 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 288391000.00 285442192.62 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 N/A 999800.00 1001456.49 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 1000.00 1017.08 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125 N/A 293600.00 292277.77 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 N/A 815900.00 801255.20 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 1000.00 866.87 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 100.00 101.27 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 999000.00 992777.01 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 1000.00 992.19 U.S. Treasuries (including strips) 5 3/8 BOND 31 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 999300.00 1062654.41 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 100.00 101.95 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 9900.00 9866.77 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 2200.00 2199.34 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 16511100.00 15610380.91 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 100.00 86.71 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 N/A 30995000.00 30863829.67 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 94500.00 77584.46 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 410100.00 398064.25 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 1300.00 1273.95 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 414999000.00 416054134.96 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 300.00 299.55 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 50000000.00 49540903.53 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 200.00 148.92 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.75 N/A 1000.00 969.78 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 100.00 59.96 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 85623500.00 51110073.89 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 64999900.00 64050923.01 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 1000.00 977.03 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 17993100.00 17971256.38 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 1500.00 1512.30 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 7757800.00 5506857.91 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 600.00 609.24 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 881300.00 857418.31 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 11902100.00 7421864.36 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 1200.00 924.05 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 100.00 71.44 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 299300.00 260641.47 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 49463000.00 49155154.65 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 5470000.00 5301668.04 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 N/A 515900.00 510289.00 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 109200000.00 107766422.40 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 20930000.00 20212798.74 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 6000.00 5964.30 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 1488700.00 1472139.70 U.S. Treasuries (including strips) 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 N/A 100.00 99.91 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 500.00 303.54 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 5869200.00 5416952.46 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 4687800.00 3191166.53 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 300.00 198.45 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 18981900.00 18270857.01 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 4.0121 N/A 149600.00 149765.91 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 11199600.00 8931448.85 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 181202900.00 176809810.98 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 17833100.00 16654427.66 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 31695100.00 32380844.62 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 100.00 99.98 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 500.00 337.66 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 4337200.00 4064181.16 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 43380800.00 28221460.21 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 88807700.00 84997877.18 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 1000.00 969.39 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 300.00 300.58 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2400000000.00 2400000000.00 0.0194 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-11-12 2026-11-12 2026-11-12 N N N 0.0370 305802589.57 305802589.57 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.87500000 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2027-05-31 2027-05-31 2027-05-31 N N N 0.0411 1665698638.53 1665698638.53 0.0135 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.12500000 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-10-31 2026-10-31 2026-10-31 N N N 0.0393 50421294.39 50421294.39 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.25000000 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2027-03-15 2027-03-15 2027-03-15 N N N 0.0400 410798473.60 410798473.60 0.0033 N Y Y N Nomura Securities Co. Ltd. Nomura Securities Co. 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254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 261232.10 198867.38 U.S. Treasuries (including strips) TINT 11/15/34 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 0.03 0.02 U.S. Treasuries (including strips) 4 1/4 TPRN 39 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0 N/A 22600.00 12145.53 U.S. Treasuries (including strips) TINT 05/15/32 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 25909061.54 19968554.18 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 40755000.00 31371573.30 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 N/A 8708600.00 18706131.26 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 17114100.00 16941608.94 U.S. Treasuries (including strips) 1 5/8 TPRN 50 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 47600.00 13039.40 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 64781000.00 47981218.64 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 27967500.00 20908268.77 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 46726600.00 34539329.59 U.S. Treasuries (including strips) 6 3/4 TPRN 26 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0 N/A 11000.00 10981.08 U.S. Treasuries (including strips) 6 1/4 TPRN 30 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0 N/A 25200.00 21408.51 U.S. Treasuries (including strips) TINT 08/15/26 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 34930327.02 34876883.62 U.S. Treasuries (including strips) 1 3/4 TPRN F 29 N/A 912821DF9 2029-11-15 0 N/A 95800.00 83225.29 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 33310831.15 19438035.86 U.S. Treasuries (including strips) 5 3/8 TPRN 31 254900HROIFWPRGM1V77 912803CK7 2031-02-15 0 N/A 17000.00 13977.11 U.S. Treasuries (including strips) TINT 11/15/27 N/A 912833QB9 2027-11-15 0 N/A 28105.37 26641.22 U.S. Treasuries (including strips) TINT 11/15/37 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 97674.53 56139.32 U.S. Treasuries (including strips) Y Standard & Poor's NR Fitch NR Moody's NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 250000000.00 250000000.00 0.0020 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.05714960 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-10-31 2026-10-31 N N N 0.0388 3725482073.04 3725482073.04 0.0302 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.64000000 N/A 254900BN8XS34XZDJ223 BYJ9TZ908 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 N/A 100.00 33.91 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 177544000.00 165468977.52 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 100.00 84.06 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 100.00 86.66 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 999900.00 989822.12 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 N/A 200.00 160.50 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 200.00 198.28 U.S. Treasuries (including strips) TINT 08/15/52 254900HROIFWPRGM1V77 912834D47 2052-08-15 0 N/A 10.81 2.65 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 14200.00 13407.18 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 0.11 0.05 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 1000.00 603.06 U.S. Treasuries (including strips) 2 3/8 TPRN 51 254900HROIFWPRGM1V77 912803FY4 2051-05-15 0 N/A 100.00 26.65 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 1800.00 1807.50 U.S. Treasuries (including strips) TINT 05/15/41 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 4374557.41 2017331.52 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 6274200.00 6894541.19 U.S. Treasuries (including strips) TINT 05/15/52 N/A 912834C55 2052-05-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 1523000.00 1534126.67 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 700.00 331.49 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 100.00 99.12 U.S. Treasuries (including strips) 6 3/4 TPRN 26 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0 N/A 400.00 399.31 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 100.00 97.22 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 4203920.93 3045803.77 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 1000.00 970.95 U.S. Treasuries (including strips) TINT 02/15/32 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 1225626.85 955852.90 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 100.00 109.83 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 800.00 493.01 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 185692200.00 182925880.73 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 0.01 0.01 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 767146.62 627884.19 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 0.13 0.11 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 300.00 282.57 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 219000.00 237606.38 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 1685.36 1160.82 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 900.00 909.67 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 200.00 122.44 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 1683500.00 1773668.12 U.S. Treasuries (including strips) 6 1/8 TPRN 29 254900HROIFWPRGM1V77 912803CG6 2029-08-15 0 N/A 6400.00 5620.80 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 542151.47 475321.00 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 100.00 92.03 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 287619.76 213618.65 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 100.00 108.70 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 251600.00 253542.52 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 539200.00 552726.64 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 1900.00 1658.04 U.S. Treasuries (including strips) 1 7/8 TPRN B 32 N/A 912821HJ7 2032-02-15 0 N/A 100.00 78.32 U.S. Treasuries (including strips) 4 3/8 TPRN 40 N/A 912803DM2 2040-05-15 0 N/A 1100.00 553.26 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 2288000.00 2240179.28 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 400.00 357.24 U.S. Treasuries (including strips) TINT 08/15/42 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 17475744.41 7438131.19 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 3514200.00 2806235.32 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 350700.00 306336.39 U.S. Treasuries (including strips) 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 1300.00 905.00 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 647.91 271.63 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 500.00 384.88 U.S. Treasuries (including strips) 6 5/8 TPRN 27 N/A 912803BK8 2027-02-15 0 N/A 100.00 97.96 U.S. Treasuries (including strips) 5 BOND 56 N/A 912810UU0 2056-05-15 5 N/A 100.00 97.92 U.S. Treasuries (including strips) BILL 06/10/27 N/A 912797VF1 2027-06-10 0 N/A 100.00 96.69 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 200.00 143.37 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 100.00 101.93 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 N/A 91282CQT1 2033-05-31 4.25 N/A 21722600.00 21550629.42 U.S. Treasuries (including strips) 2 1/4 TPRN B 27 254900HROIFWPRGM1V77 9128206P7 2027-02-15 0 N/A 200.00 195.74 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 1096500.00 1330649.23 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 19.87 18.23 U.S. Treasuries (including strips) 4 3/4 TPRN 55 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 N/A 359800.00 79791.05 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 100.00 58.53 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 200.00 190.66 U.S. Treasuries (including strips) 4 1/4 TPRN 54 N/A 912803GY3 2054-02-15 0 N/A 377200.00 88158.81 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 48339200.00 47778586.13 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 N/A 100.00 42.11 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 1858300.00 1858498.22 U.S. Treasuries (including strips) TINT 08/15/46 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 237485.74 79587.17 U.S. Treasuries (including strips) TINT 11/15/43 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 N/A 800.00 972.93 U.S. Treasuries (including strips) 2 1/2 TPRN 45 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 N/A 100.00 37.38 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 100.00 101.15 U.S. Treasuries (including strips) 4 5/8 TPRN 54 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 200.00 46.37 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 847200.00 733689.62 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 49995900.00 49530638.15 U.S. Treasuries (including strips) 4 3/4 TPRN 55 N/A 912803HN6 2055-08-15 0 N/A 200.00 43.88 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 300.00 317.60 U.S. Treasuries (including strips) 6 1/4 TPRN 30 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0 N/A 100.00 84.95 U.S. Treasuries (including strips) 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 18086700.00 10614856.43 U.S. Treasuries (including strips) TINT 05/15/51 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 400.00 403.72 U.S. Treasuries (including strips) 0 5/8 TRIB 43 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 100.00 102.63 U.S. Treasuries (including strips) TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 6737663.73 6041892.15 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 400.00 382.09 U.S. Treasuries (including strips) TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 26.00 9.21 U.S. Treasuries (including strips) TINT 02/15/43 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 7.98 3.29 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 620.24 549.87 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 100.00 99.85 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 4716800.00 6335489.48 U.S. Treasuries (including strips) TINT 02/15/54 254900HROIFWPRGM1V77 912834K56 2054-02-15 0 N/A 0.98 0.22 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 900.00 898.83 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 217223.10 151556.77 U.S. Treasuries (including strips) 3 5/8 TRIB 28 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 411600.00 877965.69 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 100.00 99.23 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 82392600.00 80339376.41 U.S. Treasuries (including strips) TINT 11/15/36 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 N/A 161.87 98.76 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 1999900.00 1721410.00 U.S. Treasuries (including strips) TINT 11/15/27 N/A 912833QB9 2027-11-15 0 N/A 221.25 209.72 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 100.00 52.80 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 11379.89 7240.56 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 N/A 0.05 0.01 U.S. Treasuries (including strips) TINT 02/15/41 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 64.21 30.15 U.S. Treasuries (including strips) TINT 05/15/48 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 N/A 9728122.87 2971202.20 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 1124999.68 941982.48 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 410.67 339.89 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 100.00 50.22 U.S. Treasuries (including strips) TINT 11/15/34 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 3455366.92 2348668.19 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 4287700.00 4232855.63 U.S. Treasuries (including strips) TINT 11/15/47 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 61.15 19.22 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 N/A 300.30 134.40 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 2613400.00 2680451.13 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 1743528.22 1247440.39 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 200.00 200.84 U.S. Treasuries (including strips) 6 1/8 TPRN 27 N/A 912803BM4 2027-11-15 0 N/A 200.00 189.62 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 400.00 399.43 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 67081200.00 64383164.97 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 300.00 302.87 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 100.00 85.62 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 N/A 91282CRA1 2031-07-31 4.375 N/A 100.00 100.01 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 N/A 79100.00 78888.01 U.S. Treasuries (including strips) TINT 02/15/38 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 198.94 112.79 U.S. Treasuries (including strips) 1 1/4 TPRN E 31 N/A 912821MX0 2031-08-15 0 N/A 238000.00 190964.06 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 4201283.30 2968673.00 U.S. Treasuries (including strips) TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 655282.10 439683.15 U.S. Treasuries (including strips) 4 5/8 TPRN AU 26 254900HROIFWPRGM1V77 912821NN1 2026-11-15 0 N/A 200.00 197.74 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 12975500.00 13048076.18 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 70300.00 74002.98 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 3766500.00 3616705.25 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 20479400.00 20136626.89 U.S. Treasuries (including strips) TINT 08/15/50 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 128.63 35.01 U.S. Treasuries (including strips) 0 1/8 TRIN A 31 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 76800.00 90666.16 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 66.74 43.64 U.S. Treasuries (including strips) TINT 02/15/53 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 1.59 0.38 U.S. Treasuries (including strips) TINT 08/15/31 N/A 9128334S6 2031-08-15 0 N/A 11450336.86 9150113.04 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 1000.00 995.73 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 3106600.00 3130764.85 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 300.00 291.76 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 15396200.00 14573457.70 U.S. Treasuries (including strips) 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.75 N/A 600.00 571.54 U.S. Treasuries (including strips) TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 6461704.83 6390147.91 U.S. Treasuries (including strips) TINT 11/15/46 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 249878.18 82725.42 U.S. Treasuries (including strips) TINT 05/15/42 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 15.15 6.56 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 100.00 67.37 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 434987700.00 426474801.59 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 3999900.00 4052602.68 U.S. Treasuries (including strips) 4 1/4 TPRN C 35 N/A 912821SB2 2035-05-15 0 N/A 1100.00 733.43 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 N/A 3355100.00 3781015.72 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 800.00 792.83 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 113776800.00 138276331.30 U.S. Treasuries (including strips) TINT 05/15/54 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0 N/A 57.24 12.89 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 436361200.00 431194683.39 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 200.00 188.11 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 244600.00 243998.65 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 1584400.00 1473951.73 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 700.00 695.82 U.S. Treasuries (including strips) 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 N/A 200.00 55.57 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 100.00 69.22 U.S. Treasuries (including strips) 1 5/8 TPRN C 31 N/A 912821MH5 2031-05-15 0 N/A 700.00 568.18 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 600.00 596.55 U.S. Treasuries (including strips) 4 1/2 TPRN 36 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 100.00 64.95 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 N/A 200.00 183.57 U.S. Treasuries (including strips) TINT 08/15/47 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 2.66 0.85 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 200.00 157.50 U.S. Treasuries (including strips) TINT 11/15/32 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 16401435.52 12339127.97 U.S. Treasuries (including strips) 2 3/8 TPRN C 29 254900HROIFWPRGM1V77 912821CA1 2029-05-15 0 N/A 200.00 177.58 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 5.89 5.52 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 425900.00 434532.35 U.S. Treasuries (including strips) TINT 05/15/31 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 9890026.84 7997253.73 U.S. Treasuries (including strips) 3 3/8 TPRN 48 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 N/A 39500.00 11985.76 U.S. Treasuries (including strips) BILL 08/18/26 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0 N/A 300.00 299.46 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 2504500.00 2311078.71 U.S. Treasuries (including strips) 1 TRIB 46 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 100.00 99.95 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 1550208.02 574110.24 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 69600.00 60899.93 U.S. Treasuries (including strips) TINT 05/15/39 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 0.33 0.18 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 N/A 100.00 98.36 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 16691500.00 16735234.00 U.S. Treasuries (including strips) 5 TPRN 56 N/A 912803HV8 2056-05-15 0 N/A 300.00 63.80 U.S. Treasuries (including strips) 3 1/8 TPRN F 28 N/A 912821AW5 2028-11-15 0 N/A 1000.00 907.45 U.S. Treasuries (including strips) TINT 08/15/44 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 579589.77 218132.09 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 9806000.00 9478852.23 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 100.00 99.48 U.S. Treasuries (including strips) 2 3/8 TPRN 42 N/A 912803GF4 2042-02-15 0 N/A 200.00 89.40 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 100.00 93.79 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 5434700.00 5435980.78 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 N/A 491200.00 489281.86 U.S. Treasuries (including strips) 3 1/8 TPRN 41 254900HROIFWPRGM1V77 912803DU4 2041-11-15 0 N/A 600.00 273.90 U.S. Treasuries (including strips) BILL 08/27/26 N/A 912797TY3 2026-08-27 0 N/A 3810100.00 3799774.63 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 126831300.00 124989826.82 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 300.00 409.49 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 N/A 7146000.00 7152474.92 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 300.00 281.51 U.S. Treasuries (including strips) 2 7/8 TPRN C 28 N/A 9128205B9 2028-05-15 0 N/A 42500.00 39413.90 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 2300.00 2256.12 U.S. Treasuries (including strips) TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 18521088.23 11940138.12 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 7855600.00 7739641.40 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 1800.00 1750.86 U.S. Treasuries (including strips) TINT 05/15/28 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 N/A 223.44 207.18 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 2264400.00 2370451.77 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 213700.00 211278.24 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 300.00 373.14 U.S. Treasuries (including strips) TINT 05/15/38 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 19.17 10.69 U.S. Treasuries (including strips) 4 TPRN F 35 254900HROIFWPRGM1V77 912821TF2 2035-11-15 0 N/A 100.00 65.03 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 300.00 297.22 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 2400.00 2732.53 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 100.00 99.11 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 238400.00 241468.17 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 511500.00 510379.82 U.S. Treasuries (including strips) 5 1/2 TPRN 28 254900HROIFWPRGM1V77 912803BP7 2028-08-15 0 N/A 100.00 91.77 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 93634100.00 90883068.06 U.S. Treasuries (including strips) TRFR BB 04/30/28 N/A 91282CQM6 2028-04-30 3.9551 N/A 400.00 400.32 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 600.00 339.75 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 287566800.00 282451752.43 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 51.21 20.81 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 22958300.00 26646566.80 U.S. Treasuries (including strips) TINT 08/15/27 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 35.56 34.07 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 4.0111 N/A 200.00 200.25 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 0.33 0.20 U.S. Treasuries (including strips) TINT 08/15/48 N/A 912834TV0 2048-08-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) 2 1/8 TRIB 41 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 N/A 200.00 286.84 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.75 N/A 100.00 97.40 U.S. Treasuries (including strips) BILL 11/03/26 N/A 912797VP9 2026-11-03 0 N/A 500.00 495.12 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 455200.00 453082.71 U.S. Treasuries (including strips) TINT 08/15/38 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 1890070.05 1040090.43 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 N/A 14160790.60 10390975.73 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 N/A 498500.00 491828.68 U.S. Treasuries (including strips) 4 1/4 TPRN F 34 254900HROIFWPRGM1V77 912821QX6 2034-11-15 0 N/A 100.00 68.40 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 900.00 892.66 U.S. Treasuries (including strips) TINT 08/15/26 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 12.97 12.95 U.S. Treasuries (including strips) 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 100.00 89.71 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 899600.00 882792.47 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 500.00 500.40 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 956300.00 954195.34 U.S. Treasuries (including strips) TINT 02/15/45 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) TINT 05/15/46 N/A 912834QH4 2046-05-15 0 N/A 4414448.64 1502364.89 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 100.00 77.67 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 100.00 98.91 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 9271900.00 12056663.18 U.S. Treasuries (including strips) 5 TPRN 45 N/A 912803HM8 2045-05-15 0 N/A 800.00 294.60 U.S. Treasuries (including strips) TINT 05/15/36 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 9728184.87 6111343.01 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 100.00 100.24 U.S. Treasuries (including strips) TINT 05/15/35 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 5021222.27 3326715.41 U.S. Treasuries (including strips) TINT 08/15/32 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 238910.65 181874.79 U.S. Treasuries (including strips) 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 N/A 709700.00 709976.78 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 100.00 94.25 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 5969400.00 5866718.11 U.S. Treasuries (including strips) TINT 02/15/40 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 1062260.49 532753.38 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 0.01 0.01 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 13283700.00 12779568.42 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 100.00 99.66 U.S. Treasuries (including strips) TINT 05/15/32 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 7220466.16 5564936.02 U.S. Treasuries (including strips) 0 5/8 TPRN C 30 N/A 912821EK7 2030-05-15 0 N/A 500.00 424.67 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 1021300.00 1031193.84 U.S. Treasuries (including strips) TINT 11/15/31 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 34.00 26.86 U.S. Treasuries (including strips) 1 3/8 TPRN F 31 N/A 912821GU3 2031-11-15 0 N/A 100.00 79.29 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 2605300.00 846506.26 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 472.87 284.21 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 400.00 398.22 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2400000000.00 2400000000.00 0.0194 N Y Y N Goldman Sachs & Co. 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NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 90496400.00 90357171.29 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 226993600.00 217104396.82 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 1806400.00 1749000.19 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 89000.00 86995.19 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 2300200.00 2233747.90 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 100.00 98.54 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 100.00 101.77 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 234599000.00 232271659.97 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 200.00 190.31 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 953700.00 905136.96 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 127366800.00 119836683.73 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 25206100.00 25665399.25 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 9480000.00 9271444.74 U.S. Treasuries (including strips) BILL 10/20/26 N/A 912797VM6 2026-10-20 0 N/A 28462300.00 28235455.47 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 400.00 218.82 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 301331200.00 282481426.78 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 23000000.00 21935017.87 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 100.00 100.18 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 400.00 396.57 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 8000000.00 7962314.67 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 33542300.00 31217605.87 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 56497100.00 54368195.11 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 15069100.00 14768808.00 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 100.00 88.24 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 100.00 95.71 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 100.00 99.56 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 2900.00 1359.21 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 2510500.00 2449635.36 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 5326900.00 5325296.43 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 10000000.00 9481795.16 U.S. Treasuries (including strips) 5 1/4 BOND 29 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.25 N/A 100.00 104.85 U.S. Treasuries (including strips) BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0 N/A 1235014400.00 1233778150.59 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 102200.00 102686.59 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 1650364800.00 1632319161.16 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 4.0111 N/A 7422300.00 7431689.21 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 35000000.00 33721548.15 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 32439000.00 32510110.01 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 82200100.00 80604326.68 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 16778000.00 16302080.84 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 1283300.00 1207953.18 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 600.00 597.39 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 127300.00 129697.38 U.S. Treasuries (including strips) BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0 N/A 300.00 297.32 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 200.00 169.75 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 21139100.00 21382586.70 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 825268200.00 718378426.67 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 214300.00 218936.52 U.S. Treasuries (including strips) BILL 12/17/26 N/A 912797VH7 2026-12-17 0 N/A 100.00 98.58 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 100.00 100.17 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 1100.00 777.43 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 100.00 94.19 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 100.00 97.53 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 181505000.00 181605764.87 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 100.00 99.04 U.S. Treasuries (including strips) BILL 11/05/26 N/A 912797UM7 2026-11-05 0 N/A 100.00 99.03 U.S. Treasuries (including strips) Y Moody's NR Fitch F1 Standard & Poor's A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 5800000000.00 5800000000.00 0.0470 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-10-08 2026-10-08 2026-10-08 N N N 0.0359 421049086.10 421049086.10 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.87500000 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0399 246970312.50 246970312.50 0.0020 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-09-10 2026-09-10 2026-09-10 N N N 0.0342 900336936.65 900336936.65 0.0073 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.64000000 N/A MBNUM2BPBDO7JBLYG310 BYJ9TZ9F5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 52717392.00 57898656.34 U.S. Treasuries (including strips) 3 3/8 TRIB 32 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 N/A 109727349.33 222616190.62 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 133663573.33 134013790.05 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 245644256.00 219383840.03 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 2969130.67 2567609.32 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 624000000.00 624000000.00 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.25000000 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0382 76247151.30 76247151.30 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-11-17 2026-11-17 2026-11-17 N N N 0.0373 1771079316.42 1771079316.42 0.0143 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2026-10-22 2026-10-22 2026-10-22 N N N 0.0363 41130891.10 41130891.10 0.0003 N Y Y N BNP Paribas SA BNP Paribas SA 3.67000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ9BWSG8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/4 NOTE L 33 N/A 91282CQT1 2033-05-31 4.25 N/A 30731400.00 30488109.75 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 92935200.00 94998785.55 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 N/A 500.00 608.08 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 397300.00 376798.75 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 21173800.00 22307866.99 U.S. Treasuries (including strips) 5 TPRN 56 N/A 912803HV8 2056-05-15 0 N/A 1671800.00 355546.72 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 12088400.00 10663897.69 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 1600.00 1569.47 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 112350400.00 104518471.00 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 111124800.00 115286041.86 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 4312900.00 3774776.61 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 178400.00 178588.21 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 152028400.00 140860944.84 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 50565100.00 50924365.04 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 21625700.00 21674884.05 U.S. Treasuries (including strips) 3 1/8 TPRN 48 N/A 912803FD0 2048-05-15 0 N/A 49999400.00 15588812.93 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2026-08-03 2026-08-07 2026-10-28 Y BNP PARIBAS SA 1.0000 7 N Standard & Poor's A+ Fitch AA- Moody's A1 N N 0.0367 600000000.00 600000000.00 0.0049 N N Y N Credit 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MUFG Securities Americas, Inc. 3.67000000 N/A K5HU16E3LMSVCCJJJ255 BYJ3H2NN1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 6009600.00 6076346.62 U.S. Treasuries (including strips) BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0 N/A 51276000.00 50803748.04 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 12287300.00 12257994.79 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 263400800.00 260957328.12 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 22291100.00 22242282.49 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 200.00 188.46 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 273600.00 262244.78 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 42700100.00 42335999.26 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 88100.00 86520.28 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 423500.00 422615.17 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 N/A 49800.00 49674.90 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 19000.00 18041.46 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 99900.00 100763.95 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 500.00 505.37 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 24929000.00 24874135.34 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 700.00 695.98 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 1912100.00 1879209.25 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 16032900.00 15932069.09 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 244000.00 243370.41 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 N/A 33001300.00 32459806.06 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 963000.00 963102.72 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 51200.00 51288.05 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 4.012148083 N/A 24000000.00 24026880.00 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 7000.00 7155.43 U.S. Treasuries (including strips) BILL 01/07/27 N/A 912797VS3 2027-01-07 0 N/A 11140000.00 10953293.60 U.S. Treasuries (including strips) BILL 08/04/26 254900HROIFWPRGM1V77 912797US4 2026-08-04 0 N/A 2996000.00 2994798.60 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-08-03 2026-09-04 2026-09-04 Y MUFG SECURITIES AMERICAS INC 1.0000 35 N Standard & Poor's A Fitch A- Moody's NR N N 0.0367 500000000.00 500000000.00 0.0041 N N N Y Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.64000000 N/A 254900BN8XS34XZDJ223 BYJ9TZ965 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 100.00 95.67 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 100.00 93.03 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 400.00 400.04 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 300.00 286.99 U.S. Treasuries (including strips) TINT 08/15/38 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 11.81 6.50 U.S. Treasuries (including strips) TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 269477.06 173725.93 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 100.00 76.98 U.S. Treasuries (including strips) 2 1/4 TPRN B 27 254900HROIFWPRGM1V77 9128206P7 2027-02-15 0 N/A 37700.00 36897.86 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 262700.00 85355.70 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 99800.00 99667.69 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 400.00 391.64 U.S. Treasuries (including strips) 3 3/8 TRIB 32 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 N/A 100.00 202.88 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 1000.00 692.16 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 34.33 30.43 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 95487200.00 100601486.57 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 1018000.00 1000610.52 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 0.23 0.14 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 100000000.00 100000000.00 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VH7 254900HROIFWPRGM1V77 US912797VH74 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2026-12-17 2026-12-17 2026-12-17 N N N 0.0378 1015586036.09 1015586036.09 0.0082 N Y Y N BlackRock Liquidity Funds 2026-08-06 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer