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2026-07-08 0.0353 2026-07-09 0.0351 2026-07-10 0.0351 2026-07-13 0.0351 2026-07-14 0.0352 2026-07-15 0.0352 2026-07-16 0.0353 2026-07-17 0.0353 2026-07-20 0.0353 2026-07-21 0.0353 2026-07-22 0.0353 2026-07-23 0.0354 2026-07-24 0.0354 2026-07-27 0.0354 2026-07-28 0.0355 2026-07-29 0.0355 2026-07-30 0.0356 2026-07-31 Y 249946.16 Depository institution or other banking institution 0.2195 0.0000 Depository institution or other banking institution 0.5145 0.0000 Depository institution or other banking institution 0.2227 0.0000 N BNP Paribas BNP Paribas 3.660000000000 N/A R0MUWSFPU8MPRO8K5P83 0000753835 RPEG6FRF5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 3.6600 61402500.00 59578722.94 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 3.6600 248836400.00 245129400.30 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.25 3.6600 702600.00 697037.75 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 3.6600 51362600.00 51039580.61 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 3.6600 537000.00 554511.06 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 3.6600 7.23 5.92 U.S. Treasuries (including strips) TINT 05/15/31 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 3.6600 916.90 741.42 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-10-21 Y BNP PARIBAS SA 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0371 350000000.00 350000000.00 0.0058 N N Y N BNP Paribas BNP Paribas 3.680000000000 N/A R0MUWSFPU8MPRO8K5P83 0000753835 RPEG6L236 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 3.6800 400.00 402.24 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.25 3.6800 496600.00 492668.58 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 3.6800 132850200.00 135800080.71 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 3.6800 5486817.28 3491036.88 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 3.6800 18240813.22 13215742.79 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 3.6800 132.85 68.81 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-11-05 Y BNP PARIBAS SA 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0373 150000000.00 150000000.00 0.0025 N N Y N BNP Paribas BNP Paribas 3.500000000000 N/A R0MUWSFPU8MPRO8K5P83 0000753835 RPEG6RK41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 3.5000 400.00 497.52 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 3.5000 248097600.00 322612323.17 U.S. Treasuries (including strips) 1 3/4 TRIB 28 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 3.5000 1300.00 2057.76 U.S. Treasuries (including strips) 2 1/2 TRIB 29 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.5 3.5000 100.00 157.18 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 3.5000 2400.00 2608.77 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 3.5000 100.00 110.76 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375 3.5000 300.00 300.27 U.S. Treasuries (including strips) TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 3.5000 82999900.00 74428832.33 U.S. Treasuries (including strips) TINT 08/15/31 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 3.5000 51999100.00 41553156.80 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0355 430000000.00 430000000.00 0.0071 N Y Y N BNP Paribas BNP Paribas 3.640000000000 N/A R0MUWSFPU8MPRO8K5P83 0000753835 RPEK6MFT4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 3.6400 18480100.00 16362763.53 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 3.6400 400.00 394.53 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 3.6400 3014100.00 2879126.88 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 3.6400 200.00 199.71 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 3.6400 147200.00 145445.57 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 3.6400 13942700.00 14009183.44 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 3.6400 275342500.00 269587659.20 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 3.6400 2481000.00 2170276.96 U.S. Treasuries (including strips) BILL 05/13/27 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0 3.6400 870500.00 844428.53 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 3.6400 600.00 592.59 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 300000000.00 300000000.00 0.0050 N Y Y N BNP Paribas BNP Paribas 3.650000000000 N/A R0MUWSFPU8MPRO8K5P83 0000753835 RPEN3NAQ0 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 3.6500 13261200.00 14564560.81 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 3.6500 78843300.00 83468271.26 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 3.6500 84693500.00 55574677.29 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 3.6500 19693100.00 13115052.77 U.S. Treasuries (including strips) 2 1/2 TPRN 45 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 3.6500 500.00 186.89 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 3.6500 400.00 234.13 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 3.6500 200.00 197.62 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 3.6500 1841400.00 1340720.99 U.S. Treasuries (including strips) 3 5/8 TPRN 53 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 3.6500 306800.00 74041.27 U.S. Treasuries (including strips) 3 5/8 TPRN 53 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0 3.6500 3706100.00 905663.36 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 3.6500 800.00 700.18 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.6500 100.00 100.78 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 3.6500 2944000.00 2910637.12 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 3.6500 2109800.00 1569370.88 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 3.6500 79836600.00 55259454.05 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 3.6500 2564100.00 2538256.73 U.S. Treasuries (including strips) 4 3/8 TPRN 40 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 3.6500 13609200.00 6844924.06 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 3.6500 26087200.00 24464766.85 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 3.6500 134112000.00 137089898.42 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 3.6500 100.00 51.10 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 3.6500 738600.00 718436.22 U.S. Treasuries (including strips) 4 TPRN 52 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 3.6500 10713800.00 2646330.03 U.S. Treasuries (including strips) 5 1/4 TPRN 28 254900HROIFWPRGM1V77 912803BV4 2028-11-15 0 3.6500 645000.00 585591.63 U.S. Treasuries (including strips) 5 TPRN 56 254900HROIFWPRGM1V77 912803HV8 2056-05-15 0 3.6500 3447800.00 733253.97 U.S. Treasuries (including strips) BILL 10/15/26 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0 3.6500 100.00 99.23 U.S. Treasuries (including strips) TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 3.6500 73078382.94 65531870.65 U.S. Treasuries (including strips) TINT 02/15/32 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 3.6500 39475712.00 30786673.56 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 3.6500 204.80 130.31 U.S. Treasuries (including strips) TINT 02/15/44 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 3.6500 11410351.03 4422184.23 U.S. Treasuries (including strips) TINT 02/15/45 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 3.6500 11707282.11 4273321.87 U.S. Treasuries (including strips) TINT 05/15/30 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 3.6500 6399661.68 5420289.45 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 3.6500 7246970.87 5056218.82 U.S. Treasuries (including strips) TINT 05/15/42 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 3.6500 6387179.52 2765329.37 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 3.6500 3121524.35 2261591.21 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 3.6500 9269310.27 4800853.87 U.S. Treasuries (including strips) TINT 08/15/51 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 3.6500 5404580.00 1392571.11 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.6500 32588393.73 23315985.47 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 3.6500 14466416.62 6064987.30 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 3.6500 1351754.74 500614.26 U.S. Treasuries (including strips) TRFR AX 01/31/27 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.9501 3.6500 1900.00 1900.88 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-08-24 Y BNP PARIBAS SA 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0370 550000000.00 550000000.00 0.0091 N N Y N BNP Paribas BNP Paribas 3.655000000000 N/A R0MUWSFPU8MPRO8K5P83 0000753835 RPET1F1I4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 3.6550 18702500.00 25120736.94 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 3.6550 100.00 94.23 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 3.6550 577200.00 542891.81 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 3.6550 5944400.00 3479362.41 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 3.6550 100.00 110.76 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 3.6550 200.00 197.62 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 3.6550 465500.00 383058.33 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 3.6550 800.00 796.00 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 3.6550 100.00 94.14 U.S. Treasuries (including strips) 3 3/8 TPRN 44 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 3.6550 4346800.00 1697168.94 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 3.6550 3023900.00 2526918.79 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 3.6550 3944800.00 3452604.69 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 3.6550 100.00 86.32 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 3.6550 2190700.00 2165873.89 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 3.6550 200.00 147.84 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 3.6550 58783600.00 59509857.32 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.6550 10219500.00 8942051.77 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 3.6550 20800.00 20617.75 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125 3.6550 4952100.00 4956479.77 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125 3.6550 1600.00 1595.84 U.S. Treasuries (including strips) 4 1/8 TPRN 53 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 3.6550 341489400.00 81560645.32 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 3.6550 2636800.00 2676558.13 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 3.6550 200.00 204.43 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6550 27792000.00 27277708.27 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 3.6550 305200.00 307055.75 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 3.6550 130700.00 129152.51 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 3.6550 1080800.00 1095174.03 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5 3.6550 23230300.00 24137279.59 U.S. Treasuries (including strips) 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 3.6550 179500.00 193754.53 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 3.6550 2000.00 1975.30 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 3.6550 24.02 15.28 U.S. Treasuries (including strips) TINT 05/15/35 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 3.6550 773816.97 512677.73 U.S. Treasuries (including strips) TINT 05/15/36 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 3.6550 122.87 77.19 U.S. Treasuries (including strips) TINT 05/15/39 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 3.6550 8204869.02 4306030.13 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 3.6550 0.04 0.02 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.6550 1281.61 916.95 U.S. Treasuries (including strips) TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 3.6550 42.82 27.61 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 3.6550 4.09 2.08 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-09-11 Y BNP PARIBAS SA 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0371 250000000.00 250000000.00 0.0041 N N Y N Bank of Montreal Bank of Montreal 3.500000000000 N/A NQQ6HPCNCCU6TUTQYE16 0001018949 RPEG6RK33 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 3.5000 75237100.00 49369521.31 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 3.5000 99600.00 98832.70 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 3.5000 47034600.00 33677285.52 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 3.5000 118878100.00 86523368.69 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 3.5000 43720900.00 35085065.22 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 3.5000 34382700.00 27075039.12 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 3.5000 35879100.00 29982331.46 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 3.5000 20000000.00 19693266.67 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 3.5000 35754700.00 31276743.84 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.5000 700900.00 600128.63 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 3.5000 29819500.00 27466363.03 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 3.5000 67000000.00 55524210.87 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 3.5000 21171800.00 20731679.70 U.S. Treasuries (including strips) BILL 05/13/27 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0 3.5000 100.00 97.01 U.S. Treasuries (including strips) BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0 3.5000 31545800.00 30390277.35 U.S. Treasuries (including strips) BILL 08/04/26 254900HROIFWPRGM1V77 912797US4 2026-08-04 0 3.5000 100.00 99.96 U.S. Treasuries (including strips) BILL 08/20/26 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0 3.5000 55000000.00 54889450.00 U.S. Treasuries (including strips) BILL 11/19/26 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0 3.5000 100.00 98.86 U.S. Treasuries (including strips) BILL 12/03/26 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0 3.5000 20400.00 20134.19 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 3.5000 100.00 98.46 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 3.5000 29642292.07 21751069.29 U.S. Treasuries (including strips) TINT 08/15/31 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 3.5000 122692082.52 98044838.14 U.S. Treasuries (including strips) Y Fitch Long AA Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0355 610000000.00 610000000.00 0.0101 N Y Y N Bank of Nova Scotia Bank of Nova Scotia 3.640000000000 N/A L3I9ZG2KFGXZ61BMYR72 0000064241 RPEG6RJ19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 357.79 348.91 U.S. Treasuries (including strips) 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 5114978.42 3560792.44 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 816896.21 993481.85 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 3756804.24 4126037.15 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 93439115.79 127539908.72 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 29744944.81 39952676.58 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 119.26 113.50 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 24711840.87 26161444.75 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 35928048.27 35852982.60 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 3802959.26 4886756.76 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 7752.14 7094.43 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 4151805.37 4100484.90 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 49081395.13 46209789.94 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 238.53 108.74 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 238.53 236.11 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 5875820.73 5621143.07 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 28080024.58 26459236.20 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 2567388.09 2821230.27 U.S. Treasuries (including strips) 1 1/4 TRIN X 31 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.25 596.32 591.11 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 298.16 182.53 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 655.95 628.19 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 29205276.90 30769509.13 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 1908.22 1252.14 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 59.63 56.09 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 153280713.85 161354612.76 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 119.26 112.34 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 12991863.91 13600329.82 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 27048990.53 30482745.20 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 8822526.78 9152900.09 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 119.26 62.97 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 10933492.97 10884746.17 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 596.32 402.37 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 596.32 595.34 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 715462.50 716039.64 U.S. Treasuries (including strips) 2 1/8 TRIB 40 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 596318.13 877276.04 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 2351819.09 2158656.09 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 11179295.31 12151740.97 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 59.63 44.81 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 197262.04 194563.69 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 59.63 57.48 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 54264.95 52104.97 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 20334.45 20178.18 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 59.63 42.26 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 14907714.81 14651281.62 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 59.63 40.17 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 59.63 33.76 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 477.05 263.70 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 12878980.88 12667659.21 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 79381869.91 79177042.76 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 9816469.85 9757816.44 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 596.32 590.78 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 119.26 116.09 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 1049877.71 1029006.14 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 119.26 116.79 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 59.63 59.33 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 178.90 174.30 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 59.63 50.31 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 24635571.78 24418038.88 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 536.69 540.50 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 6611379.14 6415007.96 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 59.63 58.36 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 59.63 58.15 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 119.26 90.43 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 59.63 59.33 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 477.05 401.03 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 477.05 373.38 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 59.63 54.04 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 417.42 365.34 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 83603.80 82482.19 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 596.32 586.13 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 596497.03 597850.08 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 792327.90 791277.49 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 59.63 59.69 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 67977881.93 67873210.85 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 30173.70 30317.58 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 169945301.14 166770156.43 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 13494619.73 28986533.76 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 357.79 277.88 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 357.79 266.14 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 1669.69 1234.20 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 119.26 87.46 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 119.26 112.33 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 655.95 591.36 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 1207782.75 1217458.01 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 59.63 56.72 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 119.26 104.36 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 4886827.10 4274795.75 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 596.32 601.14 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 59.63 58.57 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 596.32 591.09 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 156033795.40 153709307.38 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 30821120.14 31217782.93 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.25 92889668.27 92154291.73 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 2419739.72 2461068.48 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 715.58 639.08 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 834.85 714.82 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125 596.32 594.77 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 59.63 58.33 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125 305016.73 305505.63 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 59.63 59.55 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125 119.26 118.80 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 2027.48 1962.12 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 417.42 391.51 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 59.63 56.73 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 238.53 221.90 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 536.69 547.78 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 3367229.60 3381261.43 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 94933.85 95617.33 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 60823853.28 60617916.61 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 238.53 224.62 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 596.32 563.03 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 119.26 111.85 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 238.53 222.31 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 596.32 607.22 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 536.69 544.78 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 6621099.13 6755298.88 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 715.58 702.34 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 20841318.76 21510960.76 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 59.63 49.42 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 145144072.18 141181639.01 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 4021867.65 3926613.74 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 8463483.63 8482732.42 U.S. Treasuries (including strips) 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 178.90 193.10 U.S. Treasuries (including strips) 6 5/8 BOND 27 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625 2206.38 2305.82 U.S. Treasuries (including strips) BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0 357.79 349.24 U.S. Treasuries (including strips) BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0 119.26 116.01 U.S. Treasuries (including strips) BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0 357.79 344.68 U.S. Treasuries (including strips) BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0 59.63 59.08 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 59.63 58.90 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 59.63 58.71 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.9551 5745644.48 5750298.45 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 1520611240.00 1520611240.00 0.0252 N Y Y N Bank of Nova Scotia Bank of Nova Scotia 3.640000000000 N/A L3I9ZG2KFGXZ61BMYR72 0000064241 RPEV1JVS6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 3.6400 531600.00 514719.15 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 3.6400 300.00 289.10 U.S. Treasuries (including strips) 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 3.6400 100.00 64.23 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 3.6400 100.00 116.07 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 3.6400 200.00 200.08 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 3.6400 100.00 95.00 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 3.6400 100.00 130.03 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 3.6400 200.00 192.66 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 3.6400 100.00 95.85 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 3.6400 400.00 349.06 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 3.6400 3000.00 2598.05 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 3.6400 1000.00 915.16 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.5 3.6400 100.00 100.56 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 3.6400 5200.00 5135.72 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 3.6400 500.00 496.61 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 3.6400 1100.00 1088.85 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 3.6400 1000.00 942.28 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 3.6400 600.00 592.89 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 3.6400 100.00 105.27 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 3.6400 680400.00 634348.25 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 3.6400 5013800.00 5022422.06 U.S. Treasuries (including strips) 1 TRIB 46 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 3.6400 100.00 99.95 U.S. Treasuries (including strips) 2 1/8 TRIB 40 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 3.6400 100.00 147.12 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 3.6400 400.00 398.83 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 3.6400 400.00 384.08 U.S. Treasuries (including strips) 2 3/8 TRIB 56 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375 3.6400 100.00 91.83 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375 3.6400 1000.00 1000.91 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 3.6400 100.00 98.65 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 3.6400 200.00 199.71 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 3.6400 100.00 96.02 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 3.6400 200.00 198.99 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 3.6400 1200.00 1182.78 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 3.6400 9110100.00 8915562.63 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 3.6400 1000.00 995.73 U.S. Treasuries (including strips) 3 5/8 TRIB 28 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 3.6400 500.00 1066.53 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 3.6400 200.00 199.73 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 3.6400 1000.00 970.62 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 3.6400 41206800.00 40960280.32 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 3.6400 200.00 197.50 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 3.6400 100.00 101.62 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 3.6400 200.00 200.48 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 3.6400 200.00 200.94 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 3.6400 96177800.00 96921361.55 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 3.6400 200.00 202.15 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 3.6400 1000.00 1005.57 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 3.6400 500.00 510.01 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 3.6400 1600.00 1635.40 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 3.6400 4000.00 4073.03 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 3.6400 100.00 102.57 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 3.6400 100.00 102.51 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 3.6400 100.00 99.34 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.9551 3.6400 2300.00 2301.86 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 150000000.00 150000000.00 0.0025 N Y Y N Barclays Bank PLC Barclays Bank PLC 3.640000000000 N/A G5GSEF7VJP5I7OUK5573 0000312070 RPEI6PYX2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 3.6400 274945000.00 369231949.23 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 3.6400 53300.00 49251.05 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 3.6400 100.00 98.11 U.S. Treasuries (including strips) TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 3.6400 49999904.31 44776064.31 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 3.6400 50000000.00 40796900.00 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 3.6400 137055259.08 125584008.01 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 3.6400 6039906.84 5043859.76 U.S. Treasuries (including strips) TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 3.6400 48090036.05 43567841.42 U.S. Treasuries (including strips) TINT 11/15/37 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 3.6400 14809499.98 8450048.93 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 625000000.00 625000000.00 0.0104 N Y Y N BofA Securities, Inc. BofA Securities, Inc. 3.640000000000 N/A 549300HN4UKV1E2R3U73 0000860220 RPEV1JVU1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 3.6400 151688200.00 153000020.16 U.S. Treasuries (including strips) Y Fitch Long AA Fitch Short F1+ Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 150000000.00 150000000.00 0.0025 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.720000000000 N/A 549300H8L46OOZOFHU82 0001045520 RPEG6QJN3 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 3.7200 24999600.00 23910467.43 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 3.7200 1000.00 945.72 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 3.7200 300.00 314.83 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.7200 13800.00 13646.49 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 3.7200 900.00 908.18 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.7200 100.00 84.87 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 3.7200 102675000.00 103516935.00 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 3.7200 100.00 95.00 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 3.7200 173700.00 170412.07 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 3.7200 31200.00 31080.63 U.S. Treasuries (including strips) BILL 12/31/26 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0 3.7200 100.00 98.41 U.S. Treasuries (including strips) Y Fitch Long AA+ Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-08-20 Y CANADIAN IMPERIAL BANK COMM NY 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0377 125000000.00 125000000.00 0.0021 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.730000000000 N/A 549300H8L46OOZOFHU82 0001045520 RPEI6PIE2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 3.7300 200.00 172.76 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 3.7300 37647000.00 35812480.31 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 3.7300 42679600.00 40801982.13 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 3.7300 63716900.00 58807234.09 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 3.7300 17571900.00 17322465.25 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.7300 100.00 84.87 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 3.7300 298000.00 297003.79 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.7300 1000.00 923.74 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 3.7300 53000.00 52797.22 U.S. Treasuries (including strips) Y Fitch Long AA+ Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-08-18 Y CANADIAN IMPERIAL BANK COMM NY 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0378 150000000.00 150000000.00 0.0025 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.730000000000 N/A 549300H8L46OOZOFHU82 0001045520 RPEN3Y525 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 3.7300 300.00 259.14 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 3.7300 400.00 439.30 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 3.7300 18375200.00 12953245.91 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 3.7300 574800.00 393903.83 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 3.7300 100.00 91.89 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.7300 1739900.00 1720545.35 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 3.7300 100.00 99.38 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 3.7300 900.00 908.18 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 3.7300 41674300.00 32090843.55 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 3.7300 100.00 72.32 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.7300 100.00 86.71 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 3.7300 18312700.00 18054215.33 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.25 3.7300 41999400.00 41479713.42 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 3.7300 70090000.00 70664738.00 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 3.7300 789200.00 786561.70 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 3.7300 1000.00 1022.78 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 3.7300 100.00 97.65 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 3.7300 484500.00 482646.30 U.S. Treasuries (including strips) Y Fitch Long AA+ Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-08-27 Y CANADIAN IMPERIAL BANK COMM NY 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0378 175000000.00 175000000.00 0.0029 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.640000000000 N/A 549300H8L46OOZOFHU82 0001045520 RPEQ1JTX9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 3.6400 289700.00 283930.62 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 3.6400 1000.00 1000.42 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 3.6400 99976300.00 99050487.43 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 3.6400 100.00 97.19 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 3.6400 19610400.00 19682982.99 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 3.6400 532000.00 407358.21 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125 3.6400 12903000.00 12891341.19 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 3.6400 575400.00 580118.28 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 3.6400 63177400.00 62175568.39 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6400 100.00 97.36 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 3.6400 5019900.00 4980697.93 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 3.6400 100.00 96.69 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 3.6400 4022600.00 4007209.53 U.S. Treasuries (including strips) BILL 12/31/26 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0 3.6400 1000.00 984.08 U.S. Treasuries (including strips) Y Fitch Long AA+ Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 200000000.00 200000000.00 0.0033 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.650000000000 N/A 549300H8L46OOZOFHU82 0001045520 RPET1KNT5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 3.6500 46483700.00 60408529.12 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 3.6500 300.00 258.51 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 3.6500 100.00 100.38 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 3.6500 200.00 200.37 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 3.6500 100.00 91.89 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.6500 100.00 59.69 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 3.6500 74999300.00 71526564.61 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 3.6500 100000000.00 92294562.50 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 3.6500 87499900.00 86569370.90 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 3.6500 63522700.00 64233751.93 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 3.6500 10000.00 10036.89 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 3.6500 53000000.00 51806122.00 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.6500 18240400.00 18037493.79 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 3.6500 227300000.00 226091394.02 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 3.6500 97999900.00 97870585.94 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 3.6500 1000.00 937.05 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 3.6500 6751900.00 5170003.55 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 3.6500 400.00 392.74 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 3.6500 111720000.00 112102856.42 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 3.6500 51075100.00 50919269.87 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 3.6500 67953900.00 66221777.99 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 3.6500 100.00 101.12 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.6500 100.00 84.87 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 3.6500 345700.00 345280.32 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 3.6500 5170900.00 5153613.68 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 3.6500 100.00 93.38 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.6500 1000.00 923.74 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 3.6500 9328900.00 9362282.86 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 3.6500 100.00 97.65 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 3.6500 1476900.00 1428051.53 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 3.6500 862100.00 858801.61 U.S. Treasuries (including strips) Y Fitch Long AA+ Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-09-17 Y CANADIAN IMPERIAL BANK COMM NY 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0370 1000000000.00 1000000000.00 0.0166 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.720000000000 N/A 549300H8L46OOZOFHU82 0001045520 RPEV1IVN9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.7200 16092500.00 7258948.40 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 3.7200 1000.00 956.01 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 3.7200 1000.00 579.67 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 3.7200 65967000.00 65508677.14 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 3.7200 20252400.00 15211411.99 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 3.7200 27390100.00 20972898.63 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 3.7200 100.00 70.68 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 3.7200 25350000.00 17380033.67 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.7200 100.00 84.87 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 3.7200 672500.00 659770.39 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 3.7200 654000.00 651497.80 U.S. Treasuries (including strips) Y Fitch Long AA+ Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-08-11 Y CANADIAN IMPERIAL BANK COMM NY 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0377 125000000.00 125000000.00 0.0021 N N Y N Citigroup Global Markets Inc Citigroup Global Markets Inc 3.640000000000 N/A MBNUM2BPBDO7JBLYG310 0001011657 RPEV1JVW7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 TRIN A 28 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 3.6400 168600800.00 222468030.89 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 3.6400 27668100.00 27330161.83 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 3.6400 18005700.00 17975564.46 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 3.6400 13255300.00 13132551.67 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 3.6400 3137500.00 3093408.71 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 3.6400 12249000.00 12212779.71 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 3.6400 35884400.00 35579864.50 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 3.6400 76044800.00 76331426.08 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 400000000.00 400000000.00 0.0066 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.640000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPEG6RJ27 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 119.26 83.03 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 238.53 296.68 U.S. Treasuries (including strips) 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 178.90 104.99 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 1109032.46 1262692.13 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 1456805.20 1599985.51 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 59393.29 57214.86 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 59.63 57.16 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 14296846.51 15135503.75 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 5314685.36 4983245.78 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 175854.22 144256.80 U.S. Treasuries (including strips) 1 1/4 TRIN X 31 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.25 5963121.70 5911090.01 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 206862.76 127482.06 U.S. Treasuries (including strips) 1 1/8 TPRN 40 254900HROIFWPRGM1V77 912803FQ1 2040-05-15 0 89086053.05 44564941.69 U.S. Treasuries (including strips) 1 1/8 TPRN B 31 254900HROIFWPRGM1V77 912821GD1 2031-02-15 0 29219.59 24014.21 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 178.90 188.48 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 83636242.00 39607050.47 U.S. Treasuries (including strips) 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 59.63 16.57 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 16721476.04 9016020.33 U.S. Treasuries (including strips) 2 1/2 TPRN 46 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0 57246.54 20238.37 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 59.63 37.99 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 298.16 275.14 U.S. Treasuries (including strips) 2 3/4 TPRN 42 254900HROIFWPRGM1V77 912803DY6 2042-08-15 0 119.26 51.83 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0 1013621.56 325143.45 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 17397283.38 5652673.13 U.S. Treasuries (including strips) 2 3/8 TRIB 56 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375 530126.82 486792.73 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 321654.00 306635.34 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 119.26 118.35 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 69550253.58 51995187.09 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 59.63 57.90 U.S. Treasuries (including strips) 2 7/8 TPRN 45 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 447119.34 162422.81 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 165180.12 56006.80 U.S. Treasuries (including strips) 2 7/8 TPRN 49 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 178.90 52.83 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 31519647.21 17847977.24 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 59.63 32.96 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 14892329.80 14871060.31 U.S. Treasuries (including strips) 3 1/2 TPRN B 33 254900HROIFWPRGM1V77 912821KS3 2033-02-15 0 12033282.51 8982881.49 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 119.26 95.71 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 139139566.00 58587079.63 U.S. Treasuries (including strips) 3 1/8 TPRN 48 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 119.26 37.19 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 119.26 119.21 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 59516187.25 57530608.21 U.S. Treasuries (including strips) 3 3/4 TPRN 41 254900HROIFWPRGM1V77 912803DT7 2041-08-15 0 417.42 193.91 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 59.63 49.07 U.S. Treasuries (including strips) 3 3/8 TPRN 44 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 708485.57 276621.81 U.S. Treasuries (including strips) 3 3/8 TPRN 48 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 119.26 36.19 U.S. Treasuries (including strips) 3 5/8 TPRN 43 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 957627.29 390676.50 U.S. Treasuries (including strips) 3 5/8 TPRN 44 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0 5174550.60 2048806.39 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 42429645.25 41860420.43 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 80760557.43 79381005.59 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 17054.70 12686.11 U.S. Treasuries (including strips) 3 TPRN 45 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 605024.38 223257.02 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 536.69 500.44 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.25 59.63 58.92 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 3212962.10 3013465.62 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 29539692.11 28101824.31 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 32135942.00 29895750.45 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 59.63 60.09 U.S. Treasuries (including strips) 4 3/8 TPRN 40 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 43829.38 22044.56 U.S. Treasuries (including strips) 4 3/8 TPRN 41 254900HROIFWPRGM1V77 912803DS9 2041-05-15 0 214078.21 100918.61 U.S. Treasuries (including strips) 4 3/8 TPRN 43 254900HROIFWPRGM1V77 912803GV9 2043-08-15 0 53668.63 21883.81 U.S. Treasuries (including strips) 4 3/8 TPRN C 36 254900HROIFWPRGM1V77 912821UK9 2036-05-15 0 77402.09 49095.68 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 81284840.34 75756541.58 U.S. Treasuries (including strips) 4 5/8 TPRN 46 254900HROIFWPRGM1V77 912803HT3 2046-02-15 0 48659.56 17233.37 U.S. Treasuries (including strips) 4 5/8 TPRN 55 254900HROIFWPRGM1V77 912803HQ9 2055-11-15 0 59.63 12.94 U.S. Treasuries (including strips) 4 7/8 TPRN 45 254900HROIFWPRGM1V77 912803HP1 2045-08-15 0 178.90 64.92 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 59631753.70 60424822.32 U.S. Treasuries (including strips) 5 3/8 TPRN 31 254900HROIFWPRGM1V77 912803CK7 2031-02-15 0 352424.02 289757.03 U.S. Treasuries (including strips) 6 1/2 TPRN 26 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 0 954.11 942.99 U.S. Treasuries (including strips) 6 1/8 TPRN 27 254900HROIFWPRGM1V77 912803BM4 2027-11-15 0 311099.17 294960.90 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 0.17 0.14 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 894476.44 732099.44 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 1191109.35 884651.21 U.S. Treasuries (including strips) TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 1.14 0.77 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 234466.26 149181.27 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 11.71 7.04 U.S. Treasuries (including strips) TINT 02/15/38 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 3.39 1.93 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 1718103.58 917175.23 U.S. Treasuries (including strips) TINT 02/15/41 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 130.10 61.10 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 894477.23 393760.50 U.S. Treasuries (including strips) TINT 02/15/45 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 104313.01 38075.71 U.S. Treasuries (including strips) TINT 02/15/50 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 0.49 0.14 U.S. Treasuries (including strips) TINT 02/15/52 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 9348529.51 2350397.94 U.S. Treasuries (including strips) TINT 02/15/53 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 2.47 0.59 U.S. Treasuries (including strips) TINT 02/15/55 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0 0.01 0.00 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3422538.27 3034223.92 U.S. Treasuries (including strips) TINT 05/15/31 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 5.78 4.68 U.S. Treasuries (including strips) TINT 05/15/32 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 30.06 23.17 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 3918.41 2875.27 U.S. Treasuries (including strips) TINT 05/15/35 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 91089.40 60349.55 U.S. Treasuries (including strips) TINT 05/15/36 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 20.50 12.88 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 559048.43 331209.36 U.S. Treasuries (including strips) TINT 05/15/38 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 0.01 0.01 U.S. Treasuries (including strips) TINT 05/15/40 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 3167946.67 1562060.65 U.S. Treasuries (including strips) TINT 05/15/42 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 3503243.78 1516729.39 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 1879492.57 763587.09 U.S. Treasuries (including strips) TINT 05/15/45 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 18.74 6.74 U.S. Treasuries (including strips) TINT 05/15/47 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 6052619.70 1956569.84 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 154.84 44.94 U.S. Treasuries (including strips) TINT 05/15/52 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 23137152.77 5740882.90 U.S. Treasuries (including strips) TINT 05/15/53 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 3354287.03 793030.60 U.S. Treasuries (including strips) TINT 05/15/55 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0 140511.32 30906.59 U.S. Treasuries (including strips) TINT 08/15/26 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 51.57 51.49 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 18.29 16.03 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 962911.04 806262.74 U.S. Treasuries (including strips) TINT 08/15/32 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 514043.09 391324.04 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 3.14 2.27 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 1565023.33 1077944.25 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 894509.94 584920.05 U.S. Treasuries (including strips) TINT 08/15/36 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 13.82 8.55 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 53.62 31.29 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 1418139.63 734497.06 U.S. Treasuries (including strips) TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 670845.47 325698.83 U.S. Treasuries (including strips) TINT 08/15/41 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 62355.55 28322.89 U.S. Treasuries (including strips) TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 4597595.71 1628509.78 U.S. Treasuries (including strips) TINT 08/15/46 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 894477.21 299760.78 U.S. Treasuries (including strips) TINT 08/15/47 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 2429110.54 772821.52 U.S. Treasuries (including strips) TINT 08/15/48 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 894479.87 269839.53 U.S. Treasuries (including strips) TINT 08/15/50 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 4831393.62 1315124.67 U.S. Treasuries (including strips) TINT 08/15/53 254900HROIFWPRGM1V77 912834H84 2053-08-15 0 0.01 0.00 U.S. Treasuries (including strips) TINT 11/15/27 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 259.37 245.86 U.S. Treasuries (including strips) TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 1272304.37 1154117.47 U.S. Treasuries (including strips) TINT 11/15/29 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 0.03 0.02 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 3354287.02 2776185.71 U.S. Treasuries (including strips) TINT 11/15/31 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 559010.18 441567.73 U.S. Treasuries (including strips) TINT 11/15/36 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 17889543.99 10915287.38 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 10765662.04 4818118.22 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 3354283.54 1406269.96 U.S. Treasuries (including strips) TINT 11/15/43 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 4060028.48 1599346.72 U.S. Treasuries (including strips) TINT 11/15/45 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 10207238.35 3573043.79 U.S. Treasuries (including strips) TINT 11/15/46 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 46.93 15.53 U.S. Treasuries (including strips) TINT 11/15/47 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 3354289.50 1054437.68 U.S. Treasuries (including strips) TINT 11/15/49 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 3354484.52 948165.18 U.S. Treasuries (including strips) TINT 11/15/50 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 11871350.27 3186448.48 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 0.63 0.16 U.S. Treasuries (including strips) TINT 11/15/52 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 24016712.84 5786899.01 U.S. Treasuries (including strips) TINT 11/15/53 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 3354287.03 772609.70 U.S. Treasuries (including strips) TINT 11/15/54 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 2341917.81 524050.95 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 715581760.00 715581760.00 0.0119 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.630000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPEI6MV04 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 3.6300 200.00 128.46 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 3.6300 3953300.00 4501041.19 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 3.6300 953400.00 1009326.73 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 3.6300 5606000.00 6160275.08 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 3.6300 2634300.00 2775392.89 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 3.6300 25000200.00 28438026.52 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 3.6300 1100.00 732.57 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 3.6300 36019700.00 21082967.22 U.S. Treasuries (including strips) 2 1/4 TPRN 52 254900HROIFWPRGM1V77 912803GE7 2052-02-15 0 3.6300 1117200.00 286536.10 U.S. Treasuries (including strips) 2 3/8 TPRN 51 254900HROIFWPRGM1V77 912803FY4 2051-05-15 0 3.6300 1160100.00 309153.89 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 3.6300 100.00 97.25 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 3.6300 100.00 70.86 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6300 100.00 66.80 U.S. Treasuries (including strips) 2 7/8 TPRN 45 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 3.6300 91700.00 33311.40 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 3.6300 100.00 33.91 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6300 132531600.00 75045921.85 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 3.6300 200.00 160.50 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 3.6300 100.00 76.98 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 3.6300 899700.00 378833.98 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 3.6300 300.00 279.74 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 3.6300 364200.00 359976.19 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 3.6300 100.00 93.03 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 3.6300 400.00 368.13 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 3.6300 100.00 51.10 U.S. Treasuries (including strips) 6 5/8 TPRN 27 254900HROIFWPRGM1V77 912803BK8 2027-02-15 0 3.6300 200.00 195.91 U.S. Treasuries (including strips) TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 3.6300 64463578.18 43253965.08 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 3.6300 99999.67 53382.82 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 3.6300 572701.20 252110.51 U.S. Treasuries (including strips) TINT 02/15/51 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 3.6300 99999.90 26430.97 U.S. Treasuries (including strips) TINT 02/15/55 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0 3.6300 0.01 0.00 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3.6300 29231.44 25914.90 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 3.6300 260.00 181.40 U.S. Treasuries (including strips) TINT 05/15/38 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 3.6300 428941.12 239216.17 U.S. Treasuries (including strips) TINT 05/15/42 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 3.6300 12340552.59 5342842.24 U.S. Treasuries (including strips) TINT 05/15/46 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 3.6300 250000.00 85082.25 U.S. Treasuries (including strips) TINT 05/15/54 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0 3.6300 30.00 6.75 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 3.6300 2218747.84 1857797.50 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 3.6300 99999.68 51792.83 U.S. Treasuries (including strips) TINT 08/15/42 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 3.6300 118887.00 50601.40 U.S. Treasuries (including strips) TINT 08/15/43 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 3.6300 9.95 3.98 U.S. Treasuries (including strips) TINT 08/15/46 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 3.6300 99999.90 33512.37 U.S. Treasuries (including strips) TINT 08/15/47 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 3.6300 78420.60 24949.51 U.S. Treasuries (including strips) TINT 08/15/52 254900HROIFWPRGM1V77 912834D47 2052-08-15 0 3.6300 28.78 7.05 U.S. Treasuries (including strips) TINT 08/15/53 254900HROIFWPRGM1V77 912834H84 2053-08-15 0 3.6300 99.72 23.24 U.S. Treasuries (including strips) TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 3.6300 6544706.85 5936755.94 U.S. Treasuries (including strips) TINT 11/15/36 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 3.6300 118648.00 72392.96 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 3.6300 9728096.00 4954567.93 U.S. Treasuries (including strips) TINT 11/15/45 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 3.6300 952502.44 333423.48 U.S. Treasuries (including strips) TINT 11/15/47 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 3.6300 656.00 206.22 U.S. Treasuries (including strips) TINT 11/15/52 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 3.6300 4240304.93 1021714.19 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-06 2026-08-06 2026-08-06 Y CREDIT AGRICOLE CORPORATE & IN 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0368 200000000.00 200000000.00 0.0033 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.630000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPEN3VUG2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 3.6300 29028100.00 35278713.87 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 3.6300 394500.00 449159.12 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 3.6300 4100.00 4758.67 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 3.6300 100.00 95.85 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 3.6300 100.00 94.66 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 3.6300 8000.00 4897.48 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 3.6300 21039000.00 21075180.81 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 3.6300 400.00 251.71 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 3.6300 2900.00 2731.65 U.S. Treasuries (including strips) 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 3.6300 700.00 194.51 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 3.6300 4601400.00 2310593.64 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 3.6300 1300.00 1297.72 U.S. Treasuries (including strips) 1 5/8 TPRN C 31 254900HROIFWPRGM1V77 912821MH5 2031-05-15 0 3.6300 61900.00 50242.87 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 3.6300 1000.00 680.74 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 3.6300 7300.00 3854.42 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 3.6300 100.00 53.92 U.S. Treasuries (including strips) 1 7/8 TPRN 41 254900HROIFWPRGM1V77 912803FW8 2041-02-15 0 3.6300 239400.00 114107.62 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 3.6300 100.00 93.84 U.S. Treasuries (including strips) 1 TRIB 46 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 3.6300 1285900.00 1285212.82 U.S. Treasuries (including strips) 2 1/2 TPRN 45 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 3.6300 939400.00 351120.48 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 3.6300 300.00 175.60 U.S. Treasuries (including strips) 2 1/8 TRIB 40 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 3.6300 100.00 147.12 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 3.6300 700.00 518.47 U.S. Treasuries (including strips) 2 3/4 TPRN B 28 254900HROIFWPRGM1V77 9128204M6 2028-02-15 0 3.6300 71500.00 67018.02 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.6300 100.00 60.31 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 3.6300 100.00 99.14 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 3.6300 300.00 212.59 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6300 100.00 66.80 U.S. Treasuries (including strips) 2 7/8 TPRN 43 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 3.6300 129400.00 53697.25 U.S. Treasuries (including strips) 2 7/8 TPRN 45 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 3.6300 95300.00 34619.15 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 3.6300 900.00 305.16 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6300 9951200.00 5634859.74 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 3.6300 100.00 99.74 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 3.6300 14876200.00 14580461.14 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.6300 100.00 98.96 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 3.6300 100.00 78.75 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 3.6300 200.00 153.95 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 3.6300 200.00 84.21 U.S. Treasuries (including strips) 3 1/8 TPRN 48 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 3.6300 256000.00 79815.68 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.75 3.6300 100.00 88.04 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 3.6300 25597200.00 25779068.11 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 3.6300 200.00 195.02 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 3.6300 300.00 300.44 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 3.6300 1300.00 1092.83 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 3.6300 56728100.00 44400115.42 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 3.6300 328400.00 322134.62 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 3.6300 200.00 194.75 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 3.6300 500.00 502.28 U.S. Treasuries (including strips) 3 5/8 TPRN 43 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 3.6300 1600.00 652.74 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 3.6300 1000.00 863.19 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 3.6300 200.00 175.05 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 3.6300 100.00 100.23 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 3.6300 1000.00 998.46 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 3.6300 100.00 99.49 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.6300 329700.00 332264.59 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875 3.6300 300.00 302.20 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 3.6300 100.00 99.73 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 3.6300 100.00 99.23 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 3.6300 100.00 74.38 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 3.6300 300.00 216.07 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 3.6300 100.00 69.22 U.S. Treasuries (including strips) 3 TPRN 48 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 3.6300 1900.00 600.44 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 3.6300 14999900.00 14812041.25 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 3.6300 200.00 196.62 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 3.6300 400.00 376.75 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 3.6300 200.00 180.31 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 3.6300 400.00 406.48 U.S. Treasuries (including strips) 4 1/2 TPRN 36 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 3.6300 200.00 129.90 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 3.6300 200.00 186.49 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 3.6300 100.00 101.99 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 3.6300 200.00 200.96 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 3.6300 100.00 98.22 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 3.6300 2300.00 2279.85 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 3.6300 7432500.00 7321775.54 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 3.6300 100.00 101.71 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 3.6300 1600.00 1615.50 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 3.6300 2300.00 2302.43 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 3.6300 300.00 302.32 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 3.6300 200.00 202.15 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 3.6300 1000.00 989.92 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 3.6300 3000.00 3025.94 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.75 3.6300 100.00 99.51 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 3.6300 1600.00 1503.21 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 3.6300 100.00 95.16 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 3.6300 500.00 503.86 U.S. Treasuries (including strips) 4 3/8 TPRN 41 254900HROIFWPRGM1V77 912803DS9 2041-05-15 0 3.6300 100.00 47.14 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 3.6300 300.00 283.25 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 3.6300 300.00 281.34 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.6300 1032400.00 962184.99 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 3.6300 500.00 511.10 U.S. Treasuries (including strips) 4 7/8 TPRN 45 254900HROIFWPRGM1V77 912803HP1 2045-08-15 0 3.6300 674300.00 244671.10 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 3.6300 300.00 297.55 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 3.6300 28825100.00 28894491.31 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 3.6300 100.00 98.33 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4 3.6300 100.00 100.26 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 3.6300 600.00 575.87 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 3.6300 500.00 490.21 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 3.6300 800.00 839.63 U.S. Treasuries (including strips) 6 1/4 TPRN 30 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0 3.6300 100.00 84.95 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125 3.6300 100.00 107.97 U.S. Treasuries (including strips) 6 3/4 TPRN 26 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0 3.6300 500.00 499.14 U.S. Treasuries (including strips) BILL 08/27/26 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0 3.6300 800.00 797.83 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 3.6300 100.00 99.66 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 3.6300 0.56 0.46 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 3.6300 77199.07 46398.80 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 3.6300 9517.01 5080.47 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 3.6300 1.81 0.80 U.S. Treasuries (including strips) TINT 02/15/43 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 3.6300 0.30 0.12 U.S. Treasuries (including strips) TINT 02/15/45 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 3.6300 4.17 1.52 U.S. Treasuries (including strips) TINT 02/15/47 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 3.6300 203.08 66.32 U.S. Treasuries (including strips) TINT 02/15/48 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 3.6300 0.07 0.02 U.S. Treasuries (including strips) TINT 02/15/49 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 3.6300 2.80 0.82 U.S. Treasuries (including strips) TINT 02/15/50 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 3.6300 0.10 0.03 U.S. Treasuries (including strips) TINT 02/15/52 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 3.6300 0.01 0.00 U.S. Treasuries (including strips) TINT 02/15/53 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 3.6300 23.00 5.50 U.S. Treasuries (including strips) TINT 02/15/55 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0 3.6300 11172620.58 2475484.02 U.S. Treasuries (including strips) TINT 02/15/56 254900HROIFWPRGM1V77 912834ZP6 2056-02-15 0 3.6300 0.19 0.04 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3.6300 185.34 164.31 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 3.6300 79.79 55.67 U.S. Treasuries (including strips) TINT 05/15/36 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 3.6300 807613.65 507350.97 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 3.6300 8209367.52 4863656.20 U.S. Treasuries (including strips) TINT 05/15/38 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 3.6300 207.23 115.57 U.S. Treasuries (including strips) TINT 05/15/40 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 3.6300 3.33 1.64 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 3.6300 9146883.28 3716131.71 U.S. Treasuries (including strips) TINT 05/15/44 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 3.6300 936646.91 357544.35 U.S. Treasuries (including strips) TINT 05/15/45 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 3.6300 937500.05 337166.27 U.S. Treasuries (including strips) TINT 05/15/46 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 3.6300 0.01 0.00 U.S. Treasuries (including strips) TINT 05/15/48 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 3.6300 937509.50 286337.90 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 3.6300 0.17 0.05 U.S. Treasuries (including strips) TINT 05/15/50 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 3.6300 1032964.18 284205.63 U.S. Treasuries (including strips) TINT 05/15/51 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 3.6300 40.96 10.70 U.S. Treasuries (including strips) TINT 05/15/53 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 3.6300 0.01 0.00 U.S. Treasuries (including strips) TINT 05/15/54 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0 3.6300 350.98 79.03 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 3.6300 64526718.32 56572574.28 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 3.6300 188.13 109.78 U.S. Treasuries (including strips) TINT 08/15/38 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 3.6300 4374714.19 2407370.22 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 3.6300 1.20 0.62 U.S. Treasuries (including strips) TINT 08/15/41 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 3.6300 2.79 1.27 U.S. Treasuries (including strips) TINT 08/15/42 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 3.6300 74.07 31.53 U.S. Treasuries (including strips) TINT 08/15/43 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 3.6300 1496.08 598.20 U.S. Treasuries (including strips) TINT 08/15/44 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 3.6300 253762.31 95504.97 U.S. Treasuries (including strips) TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 3.6300 310.41 109.95 U.S. Treasuries (including strips) TINT 08/15/47 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 3.6300 0.34 0.10 U.S. Treasuries (including strips) TINT 08/15/50 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 3.6300 163.84 44.60 U.S. Treasuries (including strips) TINT 08/15/51 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 3.6300 1.98 0.51 U.S. Treasuries (including strips) TINT 08/15/54 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 3.6300 8.83 1.99 U.S. Treasuries (including strips) TINT 11/15/29 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 3.6300 12537214.11 10866530.03 U.S. Treasuries (including strips) TINT 11/15/36 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 3.6300 8.01 4.89 U.S. Treasuries (including strips) TINT 11/15/37 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 3.6300 9728112.03 5591319.95 U.S. Treasuries (including strips) TINT 11/15/38 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 3.6300 11118181.01 6012334.27 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 3.6300 1227336.50 625088.62 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 3.6300 9728773.15 4354063.78 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 3.6300 19.99 8.38 U.S. Treasuries (including strips) TINT 11/15/43 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 3.6300 937501.53 369305.29 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 3.6300 109.40 40.51 U.S. Treasuries (including strips) TINT 11/15/45 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 3.6300 292.05 102.23 U.S. Treasuries (including strips) TINT 11/15/46 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 3.6300 41.45 13.72 U.S. Treasuries (including strips) TINT 11/15/48 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 3.6300 320.00 95.24 U.S. Treasuries (including strips) TINT 11/15/49 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 3.6300 0.15 0.04 U.S. Treasuries (including strips) TINT 11/15/50 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 3.6300 0.01 0.00 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 3.6300 112.93 28.75 U.S. Treasuries (including strips) TINT 11/15/52 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 3.6300 88120.10 21232.80 U.S. Treasuries (including strips) TINT 11/15/53 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 3.6300 0.72 0.17 U.S. Treasuries (including strips) TINT 11/15/54 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 3.6300 7696871.99 1722329.05 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-08-07 Y CREDIT AGRICOLE CORPORATE & IN 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0368 300000000.00 300000000.00 0.0050 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.660000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPEQ1HJR7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 3.6600 100.00 69.62 U.S. Treasuries (including strips) 0 5/8 TPRN C 30 254900HROIFWPRGM1V77 912821EK7 2030-05-15 0 3.6600 100.00 84.93 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 3.6600 200.00 190.65 U.S. Treasuries (including strips) 1 1/8 TPRN 40 254900HROIFWPRGM1V77 912803FQ1 2040-05-15 0 3.6600 100.00 50.02 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 3.6600 200.00 125.86 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 3.6600 100.00 52.80 U.S. Treasuries (including strips) 1 7/8 TPRN 41 254900HROIFWPRGM1V77 912803FW8 2041-02-15 0 3.6600 200.00 95.33 U.S. Treasuries (including strips) 2 1/8 TRIB 40 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 3.6600 100.00 147.12 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 3.6600 533300.00 528702.65 U.S. Treasuries (including strips) 2 3/8 TPRN 42 254900HROIFWPRGM1V77 912803GF4 2042-02-15 0 3.6600 100.00 44.70 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 3.6600 100.00 70.86 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 3.6600 500.00 343.57 U.S. Treasuries (including strips) 2 7/8 TPRN 43 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 3.6600 300400.00 124657.29 U.S. Treasuries (including strips) 2 7/8 TPRN 49 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 3.6600 500.00 147.65 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6600 2487500.00 1408545.06 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 3.6600 100.00 89.36 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 3.6600 223531000.00 94121527.58 U.S. Treasuries (including strips) 3 3/8 TPRN 48 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 3.6600 60090800.00 18233772.08 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 3.6600 800.00 668.52 U.S. Treasuries (including strips) 3 TPRN 44 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 3.6600 100.00 37.90 U.S. Treasuries (including strips) 3 TPRN 45 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 3.6600 800.00 295.20 U.S. Treasuries (including strips) 3 TPRN 48 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0 3.6600 830000.00 255139.51 U.S. Treasuries (including strips) 4 1/2 TPRN 36 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 3.6600 300.00 194.85 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 3.6600 100.00 93.25 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 3.6600 154200.00 153820.90 U.S. Treasuries (including strips) TINT 02/15/32 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 3.6600 40.90 31.90 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 3.6600 2373877.76 1677408.14 U.S. Treasuries (including strips) TINT 02/15/38 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 3.6600 65940000.00 37386067.74 U.S. Treasuries (including strips) TINT 02/15/43 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 3.6600 39.99 16.51 U.S. Treasuries (including strips) TINT 02/15/45 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 3.6600 7.68 2.80 U.S. Treasuries (including strips) TINT 02/15/49 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 3.6600 7.00 2.06 U.S. Treasuries (including strips) TINT 02/15/55 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0 3.6600 0.27 0.06 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3.6600 9.23 8.18 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 3.6600 40389581.67 16409196.51 U.S. Treasuries (including strips) TINT 05/15/44 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 3.6600 9728112.00 3713492.74 U.S. Treasuries (including strips) TINT 05/15/47 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 3.6600 6.40 2.07 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 3.6600 308039.33 89398.25 U.S. Treasuries (including strips) TINT 05/15/52 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 3.6600 8800000.00 2183491.20 U.S. Treasuries (including strips) TINT 08/15/36 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 3.6600 40169993.83 24851889.74 U.S. Treasuries (including strips) TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 3.6600 0.05 0.02 U.S. Treasuries (including strips) TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 3.6600 1119.99 396.71 U.S. Treasuries (including strips) TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 3.6600 2561228.82 1651167.87 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 3.6600 839.03 375.50 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 3.6600 72.95 30.58 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 3.6600 0.57 0.21 U.S. Treasuries (including strips) TINT 11/15/45 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 3.6600 3451011.75 1208026.66 U.S. Treasuries (including strips) TINT 11/15/50 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 3.6600 80.26 21.54 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 3.6600 22.47 5.72 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-08-13 Y CREDIT AGRICOLE CORPORATE & IN 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0371 200000000.00 200000000.00 0.0033 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.660000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPET1IX36 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 3.6600 400.00 486.47 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 3.6600 104377200.00 126852717.66 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 3.6600 878700.00 1000446.44 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 3.6600 100.00 95.00 U.S. Treasuries (including strips) 0 3/4 TRIB 45 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 3.6600 100.00 97.35 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 3.6600 200.00 260.07 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 3.6600 2780100.00 3734161.78 U.S. Treasuries (including strips) 0 5/8 TRIB 43 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 3.6600 3517900.00 3610512.71 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 3.6600 663000.00 701891.78 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 3.6600 400.00 395.06 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 3.6600 100.00 95.33 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 3.6600 200.00 123.25 U.S. Treasuries (including strips) 1 1/8 TPRN 40 254900HROIFWPRGM1V77 912803FQ1 2040-05-15 0 3.6600 100.00 50.02 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 3.6600 2218200.00 1050458.00 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 3.6600 200.00 188.39 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 3.6600 1600.00 1416.68 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 3.6600 600.00 676.17 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 3.6600 7000.00 7262.13 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 3.6600 3319100.00 2259454.31 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 3.6600 100.00 53.92 U.S. Treasuries (including strips) 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 3.6600 100.00 89.71 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 3.6600 73618800.00 43090385.19 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 3.6600 800.00 792.83 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 3.6600 4756500.00 4365832.29 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 3.6600 100.00 104.55 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 3.6600 200.00 217.40 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 3.6600 100.00 92.28 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 3.6600 6109200.00 1984982.94 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 3.6600 300.00 184.42 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.6600 100.00 60.31 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 3.6600 7795400.00 7346916.50 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 3.6600 400.00 443.04 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 3.6600 12006300.00 8250076.52 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6600 100.00 66.80 U.S. Treasuries (including strips) 2 7/8 TPRN 43 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 3.6600 100.00 41.50 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6600 1600.00 906.00 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 3.6600 1000.00 987.21 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 3.6600 385000.00 386619.57 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 3.6600 26300.00 21105.17 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 3.6600 208000.00 206163.35 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 3.6600 808000.00 818589.76 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 3.6600 100.00 100.71 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 3.6600 100.00 98.21 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 3.6600 100.00 97.86 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 3.6600 600.00 597.04 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 3.6600 293000.00 290501.61 U.S. Treasuries (including strips) 3 3/8 TRIB 32 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 3.6600 19000000.00 38547432.77 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 3.6600 68600.00 67291.21 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 3.6600 4800.00 4674.02 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 3.6600 800.00 803.64 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 3.6600 39176200.00 39270000.88 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 3.6600 400.00 398.14 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 3.6600 100.00 87.52 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 3.6600 45392000.00 44616613.86 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 3.6600 569200.00 568323.56 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.6600 339600.00 342241.60 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 3.6600 7800.00 7893.89 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 3.6600 100.00 99.23 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 3.6600 5450800.00 5389028.81 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 3.6600 100.00 214.80 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 3.6600 700.00 504.65 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 3.6600 12344400.00 12332692.14 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 3.6600 200.00 188.38 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 3.6600 100.00 101.62 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.6600 50700.00 44362.45 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 3.6600 100.00 98.22 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 3.6600 16234200.00 16511477.49 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 3.6600 500.00 446.55 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 3.6600 47900.00 48414.57 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 3.6600 62000.00 61280.80 U.S. Treasuries (including strips) 4 1/8 TPRN F 32 254900HROIFWPRGM1V77 912821KC8 2032-11-15 0 3.6600 70700.00 53428.27 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 3.6600 100.00 93.79 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 3.6600 1733100.00 1628262.80 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 3.6600 800.00 761.24 U.S. Treasuries (including strips) 4 3/4 TPRN 55 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 3.6600 43766000.00 9705766.99 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 3.6600 100.00 95.13 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 3.6600 40200.00 40584.30 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 3.6600 100.00 100.72 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 3.6600 2000.00 1842.17 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.6600 982800.00 915958.36 U.S. Treasuries (including strips) 4 5/8 TPRN 46 254900HROIFWPRGM1V77 912803HT3 2046-02-15 0 3.6600 200.00 70.83 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6600 296700.00 291209.56 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 3.6600 1041400.00 1032902.18 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 3.6600 200.00 196.65 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 3.6600 800.00 781.05 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 3.6600 500.00 497.41 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 3.6600 200.00 197.18 U.S. Treasuries (including strips) 6 1/2 TPRN 26 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 0 3.6600 100.00 98.84 U.S. Treasuries (including strips) 6 3/4 TPRN 26 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0 3.6600 100200.00 100027.66 U.S. Treasuries (including strips) 6 5/8 TPRN 27 254900HROIFWPRGM1V77 912803BK8 2027-02-15 0 3.6600 100.00 97.96 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 3.6600 18.06 10.85 U.S. Treasuries (including strips) TINT 02/15/41 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 3.6600 26931036.54 12647057.14 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3.6600 727.76 645.19 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 3.6600 24204839.50 17761148.15 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 3.6600 24.11 14.28 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 3.6600 12.62 5.13 U.S. Treasuries (including strips) TINT 05/15/48 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 3.6600 260.96 79.70 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 3.6600 10404.94 4656.68 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 3.6600 46518.98 11844.57 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-08-14 Y CREDIT AGRICOLE CORPORATE & IN 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0371 400000000.00 400000000.00 0.0066 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.660000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPEV1HYE8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 3.6600 6954400.00 6781763.97 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 3.6600 4080000.00 5074725.61 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 3.6600 72117900.00 87647030.26 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 3.6600 25979500.00 30153124.68 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 3.6600 100.00 95.00 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 3.6600 100.00 109.83 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 3.6600 4335400.00 5823202.40 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 3.6600 1099500.00 959480.59 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 3.6600 867800.00 918705.40 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 3.6600 100.00 93.76 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 3.6600 19719000.00 17052361.06 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 3.6600 100.00 95.33 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 3.6600 200.00 123.25 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 3.6600 51530100.00 31545946.01 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 3.6600 161400.00 170044.57 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 3.6600 4120800.00 2593166.03 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 3.6600 78772200.00 39555470.93 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 3.6600 808900.00 716221.20 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 3.6600 418700.00 390360.98 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 3.6600 1089000.00 1227243.93 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 3.6600 999900.00 539134.15 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 3.6600 3775300.00 3923729.89 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 3.6600 100.00 93.84 U.S. Treasuries (including strips) 1 TRIB 46 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 3.6600 300.00 299.84 U.S. Treasuries (including strips) 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 3.6600 122400.00 109798.95 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 3.6600 68201000.00 68088832.09 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 3.6600 200.00 198.21 U.S. Treasuries (including strips) 2 1/8 TRIB 41 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 3.6600 100.00 143.42 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 3.6600 6171200.00 2005127.79 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 3.6600 6214000.00 3819854.11 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.6600 807300.00 486849.88 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 3.6600 100.00 95.33 U.S. Treasuries (including strips) 2 7/8 TPRN 49 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 3.6600 200.00 59.06 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.6600 1000.00 989.61 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 3.6600 3022100.00 3011238.57 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 3.6600 400.00 321.56 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 3.6600 560700.00 449949.48 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 3.6600 200.00 202.62 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 3.6600 100.00 100.71 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 3.6600 498400.00 498409.45 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 3.6600 100.00 97.86 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 3.6600 3445800.00 3380059.30 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 3.6600 21396200.00 18468943.43 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 3.6600 100.00 87.52 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 3.6600 450000.00 443962.92 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 3.6600 23800.00 23768.45 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 3.6600 100.00 99.49 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.6600 100.00 100.78 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 3.6600 4999800.00 4986400.54 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 3.6600 19100.00 19109.36 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 3.6600 400.00 404.94 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 3.6600 100.00 93.25 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.6600 274700.00 240362.21 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 3.6600 300.00 262.43 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 3.6600 200.00 202.57 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 3.6600 100.00 100.01 U.S. Treasuries (including strips) 4 1/4 TPRN 54 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 3.6600 3069000.00 717283.61 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.6600 800.00 684.98 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 3.6600 8498900.00 8610881.51 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125 3.6600 1000.00 997.40 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 3.6600 300.00 303.22 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 3.6600 41598100.00 41178837.50 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 3.6600 100.00 98.84 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 3.6600 50200.00 50634.14 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 3.6600 6114600.00 6076145.28 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 3.6600 400.00 375.16 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 3.6600 200.00 184.07 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.6600 400.00 372.80 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 3.6600 100.00 102.57 U.S. Treasuries (including strips) 4 5/8 TPRN 54 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 3.6600 200.00 46.37 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6600 372900.00 365999.48 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 3.6600 26800.00 25722.09 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 3.6600 7902600.00 7850482.35 U.S. Treasuries (including strips) 5 1/2 TPRN 28 254900HROIFWPRGM1V77 912803BP7 2028-08-15 0 3.6600 100.00 91.77 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 3.6600 2081600.00 2038327.61 U.S. Treasuries (including strips) 5 TPRN 37 254900HROIFWPRGM1V77 912803DA8 2037-05-15 0 3.6600 1600.00 971.81 U.S. Treasuries (including strips) 6 1/4 TPRN 30 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0 3.6600 200.00 169.91 U.S. Treasuries (including strips) 6 3/4 TPRN 26 254900HROIFWPRGM1V77 912803BH5 2026-08-15 0 3.6600 100.00 99.83 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 3.6600 300.00 290.06 U.S. Treasuries (including strips) BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0 3.6600 10997700.00 10938312.42 U.S. Treasuries (including strips) BILL 10/15/26 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0 3.6600 7700.00 7640.46 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 3.6600 99965.25 85634.23 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 3.6600 19999988.68 12020553.20 U.S. Treasuries (including strips) TINT 02/15/38 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 3.6600 10576999.99 5996852.26 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 3.6600 919.20 490.70 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 3.6600 0.30 0.09 U.S. Treasuries (including strips) TINT 05/15/53 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 3.6600 4373681.85 1034038.98 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 3.6600 15748651.07 13807330.60 U.S. Treasuries (including strips) TINT 08/15/38 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 3.6600 274813.40 151227.62 U.S. Treasuries (including strips) TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 3.6600 1115.67 541.66 U.S. Treasuries (including strips) TINT 08/15/41 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 3.6600 1.01 0.46 U.S. Treasuries (including strips) TINT 08/15/42 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 3.6600 15972960.02 6798507.08 U.S. Treasuries (including strips) TINT 11/15/29 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 3.6600 0.07 0.06 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 3.6600 301.12 134.76 U.S. Treasuries (including strips) TINT 11/15/46 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 3.6600 0.31 0.10 U.S. Treasuries (including strips) TINT 11/15/49 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 3.6600 19.99 5.65 U.S. Treasuries (including strips) TINT 11/15/50 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 3.6600 296.96 79.71 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 3.6600 513305.74 130696.88 U.S. Treasuries (including strips) TINT 11/15/54 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 3.6600 10.23 2.29 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-08-14 Y CREDIT AGRICOLE CORPORATE & IN 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0371 450000000.00 450000000.00 0.0075 N N Y N FICC/BNP Paribas FICC/BNP Paribas 3.640000000000 N/A 549300H47WTHXPU08X20 0000753835 RPEV1JVY3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. Y 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 3.6400 127722000.00 111179286.21 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 3.6400 1000.00 863.80 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.6400 2464900.00 1111858.44 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 3.6400 39434200.00 23939865.55 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 3.6400 19014000.00 11856674.79 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 3.6400 92500900.00 62468361.43 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 3.6400 100.00 99.56 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 3.6400 100.00 66.83 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 3.6400 200.00 131.90 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 3.6400 96524500.00 57873067.01 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 3.6400 500.00 304.41 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.6400 1098700.00 655832.08 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 3.6400 1000.00 951.56 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 3.6400 200.00 184.59 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6400 71471200.00 40077637.69 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 3.6400 3024200.00 3001101.16 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 3.6400 17343900.00 17538041.84 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 3.6400 4438300.00 3539452.25 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 3.6400 24998900.00 19887477.67 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 3.6400 64389000.00 53843914.79 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 3.6400 97700000.00 96047795.30 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 3.6400 200.00 195.15 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 3.6400 100.00 93.71 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 3.6400 110500.00 85711.20 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 3.6400 8681000.00 8675353.46 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 3.6400 100.00 96.57 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 3.6400 3157000.00 3129917.68 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 3.6400 100.00 73.71 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 3.6400 2000.00 1969.25 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 3.6400 100.00 100.94 U.S. Treasuries (including strips) 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.5 3.6400 5100.00 5006.60 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 3.6400 42073500.00 37591778.65 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 3.6400 2084500.00 2107908.94 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.6400 100.00 86.71 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 3.6400 2566100.00 2507155.82 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 3.6400 444716000.00 449069697.13 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 3.6400 1000.00 972.90 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 3.6400 1000.00 989.87 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 3.6400 377217000.00 350678976.31 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 3.6400 1000.00 931.33 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 3.6400 100.00 95.00 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 3.6400 56800.00 55724.84 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 3.6400 307932000.00 289609295.73 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 3.6400 100.00 101.50 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 3.6400 100417000.00 102793920.60 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 3.6400 100.00 97.85 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 3.6400 252659700.00 241194650.94 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 3.6400 300.00 297.56 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5 3.6400 158601700.00 154732921.84 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 3.6400 193479000.00 187764976.28 U.S. Treasuries (including strips) 6 1/8 BOND 27 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 3.6400 54000.00 55960.14 U.S. Treasuries (including strips) 6 3/4 BOND 26 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 3.6400 6000.00 6192.95 U.S. Treasuries (including strips) 6 5/8 BOND 27 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625 3.6400 100.00 104.47 U.S. Treasuries (including strips) BILL 09/29/26 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0 3.6400 3526500.00 3505915.82 U.S. Treasuries (including strips) BILL 12/17/26 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0 3.6400 4525700.00 4461525.57 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.9551 3.6400 4934200.00 4938246.04 U.S. Treasuries (including strips) Y Moodys Short P-1 Standard and Poors Long AA Standard and Poors Short A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 2300000000.00 2300000000.00 0.0381 N Y Y N FICC/Bank of New York FICC/Bank of New York 3.640000000000 N/A 549300H47WTHXPU08X20 RPEG6RJT8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. 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Y United States Treasury 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.75 3.6400 62009800.00 59058557.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 3.6400 30000000.00 30071537.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 3.6400 396713100.00 396179505.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125 3.6400 48904400.00 48975001.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 3.6400 131381100.00 131680331.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.25 3.6400 150000000.00 150035166.00 U.S. Treasuries (including strips) Y Moodys Short P-1 Standard and Poors Long AA Standard and Poors Short A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 800000000.00 800000000.00 0.0133 N Y Y N FICC/State Street Bank and Trust Company FICC/State Street Bank and Trust Company 3.630000000000 N/A 549300H47WTHXPU08X20 0000093748 RPEK6MFC1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. Y United States Treasury 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 3.6400 50000000.00 48501954.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 3.6400 91550000.00 96422880.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 3.6400 475000000.00 474956722.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 3.6400 34616100.00 36431258.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375 3.6400 200000000.00 198281256.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 3.6400 1000000000.00 981119830.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 3.6400 50000000.00 48475715.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 3.6400 100000000.00 100711110.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 3.6400 75420000.00 72883414.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 3.6400 200000000.00 197003402.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 3.6400 235000000.00 232218561.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 3.6400 354407600.00 350129801.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 3.6400 225000000.00 222864264.00 U.S. Treasuries (including strips) Y Moodys Short P-1 Standard and Poors Long AA Standard and Poors Short A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0368 3000000000.00 3000000000.00 0.0497 N Y Y N FICC/The Northern Trust Company FICC/The Northern Trust Company 3.500000000000 N/A 549300H47WTHXPU08X20 0000073124 RPEG6RJZ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. Y United States Treasury 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 3.5000 165400600.00 161472328.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 3.5000 250000000.00 246527671.46 U.S. Treasuries (including strips) Y Moodys Short P-1 Standard and Poors Long AA Standard and Poors Short A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0355 400000000.00 400000000.00 0.0066 N Y Y N FICC/The Northern Trust Company FICC/The Northern Trust Company 3.630000000000 N/A 549300H47WTHXPU08X20 0000073124 RPEN3YSV6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. Y United States Treasury 254900HROIFWPRGM1V77 91282CMK4 2032-02-02 4.375 3.6400 200000000.00 199499967.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 3.6400 284493000.00 279050481.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 3.6400 869899900.00 1176539554.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 3.6400 31175500.00 31449551.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 3.6400 722561100.00 863460445.25 U.S. Treasuries (including strips) Y Moodys Short P-1 Standard and Poors Long AA Standard and Poors Short A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0368 2500000000.00 2500000000.00 0.0415 N Y Y N FICC/The Northern Trust Company FICC/The Northern Trust Company 3.650000000000 N/A 549300H47WTHXPU08X20 0000073124 RPEQ1JV08 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. Y United States Treasury 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 3.6500 100000000.00 96104961.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CMU2 2030-04-01 4 3.6500 412691400.00 413895038.69 U.S. Treasuries (including strips) Y Moodys Short P-1 Standard and Poors Long AA Standard and Poors Short A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0370 500000000.00 500000000.00 0.0083 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.640000000000 N/A FOR8UP27PHTHYVLBNG30 0000042352 RPET1KU42 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 3.6400 160312074.18 102000000.01 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long A1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 100000000.00 100000000.00 0.0017 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc. 3.660000000000 N/A CYYGQCGNHMHPSMRL3R97 0000853784 RPEI4MQ02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 3.6600 200168700.00 204062289.08 U.S. Treasuries (including strips) Y Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-07 2026-08-07 Y HSBC SECURITIES (USA) INC 1.0000 7 N Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0371 200000000.00 200000000.00 0.0033 N N Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc. 3.640000000000 N/A CYYGQCGNHMHPSMRL3R97 0000853784 RPEO3YUE9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/4 TPRN 50 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0 3.6400 132766000.00 36935235.67 U.S. Treasuries (including strips) 1 5/8 TPRN C 31 254900HROIFWPRGM1V77 912821MH5 2031-05-15 0 3.6400 2300000.00 1860065.20 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 3.6400 13000000.00 13145517.67 U.S. Treasuries (including strips) 3 1/2 TPRN B 33 254900HROIFWPRGM1V77 912821KS3 2033-02-15 0 3.6400 5363000.00 3983695.39 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 3.6400 98900.00 100159.70 U.S. Treasuries (including strips) 3 3/4 NOTE BA 28 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 3.6400 3021600.00 3023183.32 U.S. Treasuries (including strips) 3 7/8 TPRN 43 254900HROIFWPRGM1V77 912803GQ0 2043-02-15 0 3.6400 450000.00 186949.35 U.S. Treasuries (including strips) 3 TPRN 52 254900HROIFWPRGM1V77 912803GK3 2052-08-15 0 3.6400 19098000.00 4706854.88 U.S. Treasuries (including strips) 4 1/4 TPRN 40 254900HROIFWPRGM1V77 912803DP5 2040-11-15 0 3.6400 5222300.00 2518203.50 U.S. Treasuries (including strips) 4 1/8 TPRN AK 27 254900HROIFWPRGM1V77 912821PC3 2027-02-15 0 3.6400 691000.00 676367.38 U.S. Treasuries (including strips) 5 1/2 TPRN 28 254900HROIFWPRGM1V77 912803BP7 2028-08-15 0 3.6400 2126000.00 1948946.72 U.S. Treasuries (including strips) TINT 02/15/40 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 3.6400 160205.44 79591.50 U.S. Treasuries (including strips) TINT 04/30/27 254900HROIFWPRGM1V77 912834VU9 2027-04-30 0 3.6400 24375.00 23652.16 U.S. Treasuries (including strips) TINT 08/15/53 254900HROIFWPRGM1V77 912834H84 2053-08-15 0 3.6400 1251022.08 287558.68 U.S. Treasuries (including strips) TINT 08/15/55 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0 3.6400 3202000.00 690082.23 U.S. Treasuries (including strips) TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 3.6400 18118676.48 17923393.38 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 3.6400 15487631.36 6422395.48 U.S. Treasuries (including strips) TINT 11/15/54 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 3.6400 34079619.90 7519088.78 U.S. Treasuries (including strips) Y Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 100000000.00 100000000.00 0.0017 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 3.650000000000 N/A KBVRJ5K57JZ3E2AVWX40 0000877559 RPEK6LXR0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 3.6500 21999900.00 21776864.77 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 3.6500 71992000.00 63743598.37 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 3.6500 21999900.00 14651316.92 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 3.6500 200.00 121.10 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.25 3.6500 1850000.00 1828003.80 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6500 100.00 98.15 U.S. Treasuries (including strips) Y Fitch Short F1+ Moodys Short P-1 Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-04 2026-08-04 2026-08-04 N N N 0.0370 100000000.00 100000000.00 0.0017 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 3.640000000000 N/A ZBUT11V806EZRVTWT807 0000782124 RPEO3YUH2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 3.6400 780137300.00 732728356.28 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 3.6400 21752000.00 21174578.66 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 3.6400 219339200.00 470468382.06 U.S. Treasuries (including strips) Y Fitch Long AA Fitch Short F1+ Moodys Long Aa3 Moodys Short P-1 Standard and Poors Long AA- Standard and Poors Short A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 1200000000.00 1200000000.00 0.0199 N Y Y N MUFG Securities (Canada) Ltd. MUFG Securities (Canada) Ltd. 3.650000000000 N/A 549300Y1PMK3RWXMWR72 0001656187 RPEG6R811 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 3.6500 900.00 877.78 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 3.6500 999800.00 956242.71 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 3.6500 1500.00 1426.91 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 3.6500 25000000.00 21603496.06 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.6500 800.00 360.86 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 3.6500 600.00 573.60 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 3.6500 500.00 472.86 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 3.6500 1200.00 1127.08 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 3.6500 139700000.00 87113572.51 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 3.6500 100.00 93.39 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 3.6500 300.00 149.08 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 3.6500 2400.00 1631.58 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 3.6500 5000000.00 3297429.89 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 3.6500 500.00 366.98 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 3.6500 700.00 479.70 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 3.6500 4400.00 2976.16 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 3.6500 100.00 97.11 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6500 200.00 112.15 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 3.6500 400.00 316.71 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 3.6500 400.00 391.76 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 3.6500 15300.00 12486.72 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 3.6500 100.00 100.16 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 3.6500 15192900.00 13004165.50 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 3.6500 63486200.00 63444905.52 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.6500 285700.00 287772.63 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 3.6500 300.00 231.01 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 3.6500 1500.00 1070.02 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 3.6500 100.00 71.44 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 3.6500 15200.00 10742.72 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 3.6500 200.00 137.12 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 3.6500 29800.00 27830.38 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 3.6500 3100.00 2869.52 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.6500 1200.00 1018.49 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 3.6500 4100.00 4129.33 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 3.6500 200.00 184.48 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 3.6500 3500.00 3268.31 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 3.6500 400.00 374.50 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 3.6500 500.00 464.74 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 3.6500 123540000.00 116189069.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.6500 300.00 277.12 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 3.6500 100.00 101.48 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 3.6500 500.00 437.50 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 3.6500 1400.00 1385.74 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 3.6500 200.00 194.09 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.6500 252407.07 179642.91 U.S. Treasuries (including strips) Y Fitch Long A- Fitch Short F1 Standard and Poors Long A Standard and Poors Short A-1 2026-08-05 2026-08-05 2026-08-05 N N N 0.0370 300000000.00 300000000.00 0.0050 N N Y N MUFG Securities (Canada) Ltd. MUFG Securities (Canada) Ltd. 3.640000000000 N/A 549300Y1PMK3RWXMWR72 0001656187 RPEK6M8O3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 3.6400 32399900.00 31216422.51 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 3.6400 387700.00 370809.46 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 3.6400 700000.00 664653.50 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 3.6400 1800000.00 1718785.20 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 3.6400 350000.00 332944.67 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 3.6400 200000.00 172827.97 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 3.6400 7630400.00 7537202.29 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.6400 48678000.00 21957501.34 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 3.6400 400.00 382.40 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 3.6400 432200.00 408742.34 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 3.6400 53049900.00 58262503.84 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 3.6400 5940300.00 3864473.23 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 3.6400 13977400.00 8715971.71 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 3.6400 11999800.00 10288604.98 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 3.6400 5845000.00 2904585.87 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 3.6400 200.00 176.47 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 3.6400 4602000.00 3107855.16 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 3.6400 19975000.00 10660419.12 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 3.6400 24532000.00 25379982.63 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 3.6400 27508500.00 25787705.78 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 3.6400 2868900.00 1950353.07 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 3.6400 3401000.00 3395307.86 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 3.6400 1909100.00 1204612.85 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 3.6400 100.00 59.96 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 3.6400 3703100.00 3668808.11 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 3.6400 10000000.00 10404835.84 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 3.6400 24675000.00 16909493.67 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 3.6400 100.00 67.64 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 3.6400 100.00 60.88 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.6400 3644200.00 2175282.85 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 3.6400 10999900.00 10906548.57 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 3.6400 6458200.00 6159162.28 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 3.6400 5700000.00 5464742.00 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 3.6400 100.00 68.07 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6400 100.00 66.15 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6400 100.00 56.08 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 3.6400 1219000.00 1217486.96 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 3.6400 43272700.00 43432318.57 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 3.6400 1011900.00 1011768.45 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.6400 11399100.00 11272296.41 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 3.6400 988000.00 983613.28 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 3.6400 11542500.00 9204904.49 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 3.6400 559400.00 556425.54 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 3.6400 100000.00 97939.10 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 3.6400 14048100.00 13653797.93 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 3.6400 13889100.00 11335248.95 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 3.6400 9745200.00 9131757.40 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 3.6400 474000.00 367666.12 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 3.6400 1489200.00 1140296.70 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 3.6400 9884200.00 9823039.85 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 3.6400 100.00 98.54 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 3.6400 49999000.00 50453407.49 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 3.6400 1000000.00 973454.33 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 3.6400 681100.00 677259.05 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 3.6400 3211400.00 2748756.13 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 3.6400 6000000.00 6009776.00 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 3.6400 100.00 99.93 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 3.6400 11030300.00 10983619.95 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 3.6400 833200.00 831038.03 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.6400 4991900.00 5028114.00 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 3.6400 2100000.00 2052276.80 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 3.6400 200.00 154.01 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 3.6400 1700.00 1252.99 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 3.6400 200.00 145.36 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 3.6400 100.00 71.33 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 3.6400 2009700.00 1435817.92 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 3.6400 131800.00 93150.69 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 3.6400 100.00 68.56 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 3.6400 400.00 373.56 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 3.6400 100.00 89.35 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 3.6400 25615700.00 25682217.85 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 3.6400 1000.00 925.65 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 3.6400 7263000.00 6296112.76 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.6400 538800.00 467215.54 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 3.6400 1100.00 1074.73 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 3.6400 100.00 99.56 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.6400 123400.00 104734.98 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 3.6400 2777500.00 2784561.79 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 3.6400 1592000.00 1571100.22 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 3.6400 1999900.00 2011555.69 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 3.6400 300.00 298.21 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125 3.6400 100.00 99.29 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 3.6400 17013000.00 16226282.45 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 3.6400 950700.00 896854.03 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 3.6400 14347400.00 13234101.37 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 3.6400 6580900.00 6541802.87 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 3.6400 1200.00 1120.56 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.6400 4299600.00 3971706.33 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 3.6400 3958300.00 3613220.59 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 3.6400 1700000.00 1731529.05 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6400 16567400.00 16130301.83 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 3.6400 6097800.00 5335596.74 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 3.6400 100.00 82.10 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 3.6400 100400.00 99377.33 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 3.6400 36213000.00 35435490.28 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 3.6400 300.00 291.14 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.6400 151.40 107.75 U.S. Treasuries (including strips) Y Fitch Long A- Fitch Short F1 Standard and Poors Long A Standard and Poors Short A-1 2026-08-07 2026-08-07 2026-09-09 Y MUFG SECURITIES CANADA LTD 1.0000 7 N Fitch Long A- Fitch Short F1 Standard and Poors Long A Standard and Poors Short A-1 N N 0.0369 600000000.00 600000000.00 0.0099 N N Y N MUFG Securities (Canada) Ltd. MUFG Securities (Canada) Ltd. 3.700000000000 N/A 549300Y1PMK3RWXMWR72 0001656187 RPEN27EP4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 3.7000 2999800.00 2864451.02 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 3.7000 100.00 98.78 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 3.7000 4843000.00 3939726.80 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.7000 400.00 180.43 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 3.7000 100.00 95.25 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 3.7000 486700.00 316623.59 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 3.7000 100.00 49.69 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 3.7000 1749200.00 1746508.86 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 3.7000 300.00 197.85 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.7000 200.00 119.38 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 3.7000 1000.00 935.08 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 3.7000 100.00 97.11 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.7000 200.00 132.30 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.7000 100.00 56.08 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 3.7000 100.00 100.37 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 3.7000 38711200.00 38706167.54 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 3.7000 46051700.00 36725276.18 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 3.7000 22019100.00 17434210.84 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 3.7000 17200.00 14037.36 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 3.7000 200.00 194.69 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 3.7000 1000.00 855.94 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 3.7000 4110600.00 3029722.56 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 3.7000 400.00 285.78 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 3.7000 4247300.00 3001812.85 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 3.7000 100.00 89.35 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 3.7000 24999700.00 25064618.24 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.7000 100.00 86.71 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 3.7000 115834000.00 113533845.23 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 3.7000 100.00 95.38 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 3.7000 100.00 95.98 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 3.7000 3247900.00 3019403.28 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 3.7000 200.00 184.48 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 3.7000 75300.00 70315.39 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.7000 200.00 184.75 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 3.7000 82500.00 72187.79 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 3.7000 176900.00 171675.60 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.7000 7536555.20 5363909.53 U.S. Treasuries (including strips) Y Fitch Long A- Fitch Short F1 Standard and Poors Long A Standard and Poors Short A-1 2026-08-03 2026-09-04 2026-09-04 Y MUFG SECURITIES CANADA LTD 1.0000 35 N Fitch Long A- Fitch Short F1 Standard and Poors Long A Standard and Poors Short A-1 N N 0.0375 250000000.00 250000000.00 0.0041 N N N Y MUFG Securities (Canada) Ltd. MUFG Securities (Canada) Ltd. 3.640000000000 N/A 549300Y1PMK3RWXMWR72 0001656187 RPEO3YV81 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 3.6400 51889700.00 58889922.07 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 3.6400 944600.00 815943.61 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 3.6400 100.00 81.35 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.6400 400.00 180.43 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 3.6400 6999100.00 6031124.78 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 3.6400 33500700.00 20890233.78 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 3.6400 1900.00 944.18 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 3.6400 33271600.00 33114868.58 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 3.6400 200.00 135.07 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 3.6400 3194700.00 2943477.72 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 3.6400 100.00 63.10 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 3.6400 1000.00 979.96 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 3.6400 3711900.00 3862171.02 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 3.6400 100.00 68.53 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 3.6400 100.00 96.23 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.6400 200.00 119.38 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 3.6400 1009600.00 960698.00 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6400 200.00 132.30 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 3.6400 13408500.00 8958242.75 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 3.6400 100.00 99.24 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 3.6400 65535000.00 64838059.49 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 3.6400 17393100.00 13870636.72 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 3.6400 600.00 475.07 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 3.6400 11738300.00 11453716.27 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 3.6400 100.00 97.19 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 3.6400 767800.00 719468.39 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 3.6400 6044600.00 4628416.22 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 3.6400 2790000.00 2739340.11 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 3.6400 5994400.00 5130828.85 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 3.6400 100.00 99.93 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 3.6400 18497100.00 18418820.57 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 3.6400 500.00 361.59 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 3.6400 21419700.00 21387441.93 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 3.6400 100.00 93.39 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 3.6400 4495100.00 4506772.70 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 3.6400 39100.00 36193.02 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 3.6400 17387600.00 17311888.59 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.6400 300.00 254.62 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 3.6400 4900.00 4912.46 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 3.6400 200.00 190.75 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 3.6400 13301300.00 12365525.06 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 3.6400 300.00 276.72 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 3.6400 100.00 93.38 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.6400 100.00 92.37 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 3.6400 4200000.00 4290869.80 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 3.6400 173500.00 176767.44 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6400 100.00 97.36 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 3.6400 400.00 328.40 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 3.6400 3662000.00 3583375.18 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 3.6400 87767500.00 86187421.70 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 3.6400 1100.00 1067.51 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.6400 274.42 195.31 U.S. Treasuries (including strips) Y Fitch Long A- Fitch Short F1 Standard and Poors Long A Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 400000000.00 400000000.00 0.0066 N Y Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.400000000000 N/A 549300QJJX6CVVUXLE15 0000895502 RPEI6Q090 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/4 NOTE AC 26 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 3.4000 400.00 400.31 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 3.4000 100.00 98.01 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 3.4000 2900.00 2498.93 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 3.4000 1518400.00 921796.10 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 3.4000 3000.00 2825.66 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 3.4000 100.00 93.39 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 3.4000 24999700.00 16995448.26 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 3.4000 115359000.00 72789761.65 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 3.4000 200.00 200.19 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 3.4000 138800.00 98526.89 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 3.4000 24999400.00 15220095.44 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 3.4000 6499700.00 4814806.33 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.4000 24999500.00 16536759.88 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 3.4000 99997200.00 66808307.58 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 3.4000 44614000.00 24405877.71 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 3.4000 11000.00 10661.49 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 3.4000 500.00 491.03 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 3.4000 900.00 899.88 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.4000 100.00 98.89 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 3.4000 40429600.00 30835053.94 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 3.4000 12000.00 11594.89 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 3.4000 800.00 792.65 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 3.4000 200.00 201.82 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 3.4000 100.00 100.16 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 3.4000 200.00 193.15 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 3.4000 24998000.00 18424805.25 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 3.4000 12600000.00 9157833.39 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 3.4000 3998700.00 4036229.24 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 3.4000 12241500.00 10611849.70 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.4000 1332800.00 1155725.46 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 3.4000 200.00 203.84 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125 3.4000 400.00 399.64 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 3.4000 600.00 592.12 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 3.4000 100.00 98.99 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 3.4000 498200.00 463988.04 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 3.4000 24998700.00 23582817.83 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 3.4000 7998200.00 7377572.91 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 3.4000 500.00 498.33 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 3.4000 35273800.00 33025176.72 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 3.4000 900.00 915.38 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 3.4000 100.00 100.17 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 3.4000 300.00 293.56 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 3.4000 700.00 687.40 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 3.4000 400.00 390.59 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 3.4000 100.00 101.25 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5 3.4000 5700.00 5887.82 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5 3.4000 40999900.00 39999787.66 U.S. Treasuries (including strips) BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0 3.4000 14000.00 13745.56 U.S. Treasuries (including strips) BILL 08/06/26 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0 3.4000 541000.00 540838.24 U.S. Treasuries (including strips) BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0 3.4000 745000.00 744254.26 U.S. Treasuries (including strips) BILL 08/20/26 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0 3.4000 698900.00 697709.77 U.S. Treasuries (including strips) BILL 08/25/26 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0 3.4000 10532300.00 10509097.34 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 3.4000 127700.00 127302.60 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 3.4000 3751700.00 3737346.00 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 3.4000 250200.00 249058.84 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 3.4000 33163300.00 32963623.77 U.S. Treasuries (including strips) BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0 3.4000 1669600.00 1654702.16 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0 3.4000 7000000.00 6932149.00 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 3.4000 1581700.00 1562581.99 U.S. Treasuries (including strips) BILL 12/03/26 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0 3.4000 7000.00 6910.78 U.S. Treasuries (including strips) BILL 12/17/26 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0 3.4000 1985300.00 1957148.45 U.S. Treasuries (including strips) Y Standard and Poors Long AA- Standard and Poors Short A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0345 450000000.00 450000000.00 0.0075 N Y Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.640000000000 N/A 549300QJJX6CVVUXLE15 0000895502 RPEQ1JNL1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 3.6400 13000.00 12586.91 U.S. Treasuries (including strips) 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 3.6400 3991500.00 2752127.58 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 3.6400 1971900.00 2132325.51 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 3.6400 9700.00 11743.52 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 3.6400 2587900.00 2589880.28 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 3.6400 829000.00 903866.50 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 3.6400 464600.00 445204.34 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 3.6400 60100.00 59988.67 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 3.6400 400.00 372.15 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 3.6400 100.00 91.30 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 3.6400 168200.00 166145.61 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 3.6400 87400.00 86829.48 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 3.6400 700.00 603.19 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 3.6400 100.00 95.60 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 3.6400 496600.00 467442.96 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 3.6400 23525600.00 20486959.16 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 3.6400 5145100.00 4846099.25 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 3.6400 26100.00 22378.09 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 3.6400 4574000.00 4303578.26 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 3.6400 1822000.00 1701493.44 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 3.6400 18041300.00 20378455.33 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 3.6400 5347500.00 4926987.54 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 3.6400 200.00 133.66 U.S. Treasuries (including strips) 2 1/4 TPRN 46 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 3.6400 128871100.00 43746325.86 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 3.6400 6020100.00 5771630.41 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 3.6400 759000.00 709722.89 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 3.6400 308125000.00 293200349.38 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6400 198926300.00 131586490.03 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 3.6400 100.00 98.19 U.S. Treasuries (including strips) 2 7/8 TPRN 43 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 3.6400 600.00 245.89 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 3.6400 100.00 66.81 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 3.6400 140843900.00 136509616.77 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 3.6400 25027200.00 24577980.26 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 3.6400 21000000.00 20913432.20 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 3.6400 17300.00 17116.02 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 3.6400 977500.00 934544.47 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.6400 31746100.00 31392956.38 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 3.6400 34686600.00 25020683.68 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 3.6400 25001000.00 24515648.66 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 3.6400 100.00 83.62 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 3.6400 18390500.00 18624742.24 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 3.6400 52364000.00 50596243.72 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 3.6400 4491800.00 4365724.16 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 3.6400 200.00 163.23 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 3.6400 6000.00 5622.31 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 3.6400 125200.00 123372.12 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 3.6400 342000.00 345108.21 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 3.6400 33240500.00 33293031.07 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 3.6400 32000.00 31486.34 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 3.6400 22863100.00 22435599.67 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 3.6400 18976000.00 18698883.98 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 3.6400 1300.00 958.17 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 3.6400 6502000.00 4618721.10 U.S. Treasuries (including strips) 3 TPRN 49 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0 3.6400 400.00 118.12 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 3.6400 527900.00 526766.90 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 3.6400 100.00 100.94 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 3.6400 116050000.00 114411948.48 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 3.6400 5900.00 5953.55 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 3.6400 7892900.00 7912967.70 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 3.6400 14401200.00 14408904.64 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 3.6400 126234400.00 126111212.38 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 3.6400 200.00 198.81 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 3.6400 19000000.00 19155800.00 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 3.6400 100.00 95.38 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 3.6400 100.00 99.67 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 3.6400 100.00 101.95 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 3.6400 31248800.00 29180232.87 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 3.6400 600.00 547.69 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.6400 1000.00 923.74 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 3.6400 7380000.00 7453245.33 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6400 200.00 194.72 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 3.6400 100.00 102.37 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 3.6400 34800.00 35814.47 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 3.6400 22109900.00 22147737.17 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 3.6400 1000.00 968.46 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 3.6400 11933400.00 11836453.06 U.S. Treasuries (including strips) BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0 3.6400 26817500.00 26680569.85 U.S. Treasuries (including strips) BILL 11/17/26 254900HROIFWPRGM1V77 912797VX2 2026-11-17 0 3.6400 285600.00 282459.54 U.S. Treasuries (including strips) BILL 12/03/26 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0 3.6400 6900.00 6812.05 U.S. Treasuries (including strips) BILL 12/17/26 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0 3.6400 668700.00 659217.83 U.S. Treasuries (including strips) BILL 12/31/26 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0 3.6400 1100.00 1082.49 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 3.6400 135510.79 95228.18 U.S. Treasuries (including strips) TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 3.6400 307210.30 204979.93 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 3.6400 406202.34 278362.34 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 3.6400 90.51 46.46 U.S. Treasuries (including strips) TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 3.6400 45751.45 22021.64 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.9551 3.6400 9985000.00 9993187.70 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 4.0111 3.6400 1751300.00 1753515.39 U.S. Treasuries (including strips) Y Standard and Poors Long AA- Standard and Poors Short A-1+ 2026-08-07 2026-08-07 2026-09-09 Y RBC DOMINION SECURITIES INC. 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long Aa1 Moodys Short P-1 Standard and Poors Long AA- Standard and Poors Short A-1+ N N 0.0369 1325000000.00 1325000000.00 0.0220 N N Y N Royal Bank of Canada Royal Bank of Canada 3.740000000000 N/A 549300HXQQQCCUBS2Z23 0001000275 RPEK6M3X8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.7400 13721300.00 9076415.26 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 3.7400 4570400.00 4218230.68 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 3.7400 9835100.00 9698260.98 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 3.7400 3588700.00 3561289.51 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 3.7400 33052600.00 32701097.81 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 3.7400 462900.00 464607.48 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 3.7400 771300.00 771199.73 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.7400 214700.00 212311.68 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 3.7400 50371600.00 50147950.10 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 3.7400 207200.00 165237.71 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 3.7400 312000.00 313154.79 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 3.7400 1936300.00 1925681.33 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 3.7400 19252700.00 19213872.43 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 3.7400 176000.00 175255.17 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875 3.7400 746000.00 750812.20 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 3.7400 4104100.00 4122668.32 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 3.7400 82474900.00 81767389.07 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 3.7400 778600.00 790596.54 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 3.7400 351100.00 351287.84 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 3.7400 67267500.00 67819093.50 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 3.7400 1832500.00 1703579.70 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 3.7400 379800.00 350329.10 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 3.7400 530700.00 532700.30 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 3.7400 40200.00 39961.17 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 3.7400 7438000.00 7511820.97 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 3.7400 5326200.00 5424982.37 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 3.7400 395900.00 391867.36 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 3.7400 747900.00 742059.40 U.S. Treasuries (including strips) BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0 3.7400 1096500.00 1056309.99 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long Aa1 Moodys Short P-1 Standard and Poors Long AA- Standard and Poors Short A-1+ 2026-08-07 2026-08-07 2026-09-17 Y ROYAL BANK OF CANADA/NY 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long Aa1 Moodys Short P-1 Standard and Poors Long AA- Standard and Poors Short A-1+ N N 0.0379 300000000.00 300000000.00 0.0050 N N Y N Royal Bank of Canada Royal Bank of Canada 3.730000000000 N/A 549300HXQQQCCUBS2Z23 0001000275 RPEN3Y541 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 TRIB 43 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 3.7300 23400.00 23837.99 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 3.7300 50391100.00 48174227.54 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 3.7300 69486800.00 65448665.63 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 3.7300 106730400.00 105595361.64 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 3.7300 278164400.00 272044922.28 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 3.7300 18809100.00 18713041.93 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long Aa1 Moodys Short P-1 Standard and Poors Long AA- Standard and Poors Short A-1+ 2026-08-07 2026-08-07 2026-08-24 Y ROYAL BANK OF CANADA/NY 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long Aa1 Moodys Short P-1 Standard and Poors Long AA- Standard and Poors Short A-1+ N N 0.0378 500000000.00 500000000.00 0.0083 N N Y N Royal Bank of Canada Royal Bank of Canada 3.730000000000 N/A 549300HXQQQCCUBS2Z23 0001000275 RPEN3YBD4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 3.7300 269438100.00 266683086.64 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 3.7300 40113500.00 39316952.71 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Moodys Long Aa1 Moodys Short P-1 Standard and Poors Long AA- Standard and Poors Short A-1+ 2026-08-07 2026-08-07 2026-08-25 Y ROYAL BANK OF CANADA/NY 1.0000 7 N Fitch Long AA- Fitch Short F1+ Moodys Long Aa1 Moodys Short P-1 Standard and Poors Long AA- Standard and Poors Short A-1+ N N 0.0378 300000000.00 300000000.00 0.0050 N N Y N Societe Generale Societe Generale 3.640000000000 N/A O2RNE8IBXP4R0TD8PU41 0001261467 RPET1KU83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 3.6400 155082000.00 174769002.40 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 3.6400 236882000.00 245752416.80 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 3.6400 190410000.00 191475024.92 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 3.6400 1000.00 585.32 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 3.6400 1000.00 1086.99 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 3.6400 1000.00 893.10 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 3.6400 1000.00 1001.06 U.S. Treasuries (including strips) Y Fitch Long A+ Fitch Short F1 Moodys Long A1 Moodys Short P-1 Standard and Poors Long A Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 600000000.00 600000000.00 0.0099 N Y Y N TD Securities (USA) LLC TD Securities (USA) LLC 3.640000000000 N/A SUVUFHICNZMP2WKHG940 0000803012 RPEK6MF72 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 3.6400 60997300.00 60869856.31 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 3.6400 71911700.00 62186940.16 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 3.6400 46119700.00 45692700.63 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 3.6400 35763900.00 35250580.74 U.S. Treasuries (including strips) Y Standard and Poors Long A+ Standard and Poors Short A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 200000000.00 200000000.00 0.0033 N Y Y N United States Treasury United States Treasury Note 3.750000000000 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0390 139518750.00 139518750.00 0.0023 N Y Y N United States Treasury United States Treasury Note 3.875000000000 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0360 619370315.60 619370315.60 0.0103 N Y Y N United States Treasury United States Treasury Bill 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0379 248315242.50 248315242.50 0.0041 N Y Y N United States Treasury United States Treasury Bill 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N 0.0368 224137874.25 224137874.25 0.0037 N Y Y N United States Treasury United States Treasury Note 3.750000000000 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0366 79987500.00 79987500.00 0.0013 N Y Y N United States Treasury United States Treasury Bill 912797UT2 254900HROIFWPRGM1V77 US912797UT22 U.S. Treasury Debt Y 2026-08-11 2026-08-11 2026-08-11 N N N 0.0366 674459001.00 674459001.00 0.0112 N Y Y N United States Treasury United States Treasury Bill 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0374 74045053.50 74045053.50 0.0012 N Y Y N United States Treasury United States Treasury Bill 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0354 249749652.50 249749652.50 0.0041 N Y Y N United States Treasury United States Treasury Note 4.125000000000 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0358 100054492.00 100054492.00 0.0017 N Y Y N United States Treasury United States Treasury Note 4.250000000000 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0367 845963823.90 845963823.90 0.0140 N Y Y N United States Treasury United States Treasury Note 0.750000000000 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0376 483825388.20 483825388.20 0.0080 N Y Y N United States Treasury United States Treasury Bill 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0368 823759917.75 823759917.75 0.0137 N Y Y N United States Treasury United States Treasury Note 4.000000000000 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0355 995160890.63 995160890.63 0.0165 N Y Y N United States Treasury United States Treasury Bill 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0364 448918501.50 448918501.50 0.0074 N Y Y N United States Treasury United States Treasury Bill 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0366 298700145.00 298700145.00 0.0050 N Y Y N United States Treasury United States Treasury Note 4.042150000000 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-08-03 2027-10-31 2027-10-31 N N N 0.0406 1052062011.00 1052062011.00 0.0174 N Y Y N United States Treasury United States Treasury Bill 3.740000000000 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0369 1217020619.50 1217020619.50 0.0202 N Y Y N United States Treasury United States Treasury Note 3.950150000000 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-08-03 2027-01-31 2027-01-31 N N N 0.0401 900471177.00 900471177.00 0.0149 N Y Y N United States Treasury United States Treasury Note 3.902150000000 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y 2026-08-07 2028-07-31 2028-07-31 N N N 0.0397 200051560.00 200051560.00 0.0033 N Y Y N United States Treasury United States Treasury Note 4.375000000000 91282CJP7 254900HROIFWPRGM1V77 US91282CJP77 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0363 75128906.25 75128906.25 0.0012 N Y Y N United States Treasury United States Treasury Note 3.951150000000 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-08-03 2028-01-31 2028-01-31 N N N 0.0400 1301393314.00 1301393314.00 0.0216 N Y Y N United States Treasury United States Treasury Bill 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0363 474190258.00 474190258.00 0.0079 N Y Y N United States Treasury United States Treasury Note 4.011150000000 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-08-03 2027-07-31 2027-07-31 N N N 0.0407 1001374550.00 1001374550.00 0.0166 N Y Y N United States Treasury United States Treasury Bill 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0381 446110717.50 446110717.50 0.0074 N Y Y N United States Treasury United States Treasury Bill 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0367 593135365.20 593135365.20 0.0098 N Y Y N United States Treasury United States Treasury Note 3.955150000000 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-08-03 2028-04-30 2028-04-30 N N N 0.0399 1151254247.50 1151254247.50 0.0191 N Y Y N United States Treasury United States Treasury Note 4.500000000000 91282CKJ9 254900HROIFWPRGM1V77 US91282CKJ98 U.S. Treasury Debt Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0372 917723552.40 917723552.40 0.0152 N Y Y N United States Treasury United States Treasury Bill 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0378 198506664.00 198506664.00 0.0033 N Y Y N United States Treasury United States Treasury Bill 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0374 522195759.75 522195759.75 0.0087 N Y Y N United States Treasury United States Treasury Note 3.500000000000 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0369 509691608.10 509691608.10 0.0085 N Y Y N United States Treasury United States Treasury Note 4.625000000000 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0389 75071777.25 75071777.25 0.0012 N Y Y N United States Treasury United States Treasury Bill 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y 2026-10-20 2026-10-20 2026-10-20 N N N 0.0371 396816444.00 396816444.00 0.0066 N Y Y N United States Treasury United States Treasury Note 2.500000000000 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0357 247522705.00 247522705.00 0.0041 N Y Y N United States Treasury United States Treasury Bill 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y 2026-09-29 2026-09-29 2026-09-29 N N N 0.0367 879829387.50 879829387.50 0.0146 N Y Y N United States Treasury United States Treasury Note 3.750000000000 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0373 937718300.40 937718300.40 0.0155 N Y Y N United States Treasury United States Treasury Note 4.625000000000 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0365 630935159.40 630935159.40 0.0105 N Y Y N United States Treasury United States Treasury Bill 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 398831944.00 398831944.00 0.0066 N Y Y N United States Treasury United States Treasury Note 1.250000000000 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0356 286816797.60 286816797.60 0.0048 N Y Y N United States Treasury United States Treasury Note 1.375000000000 912828YD6 254900HROIFWPRGM1V77 US912828YD60 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0380 74847656.25 74847656.25 0.0012 N Y Y N United States Treasury United States Treasury Bill 912797VB0 254900HROIFWPRGM1V77 US912797VB05 U.S. Treasury Debt Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0367 348731180.00 348731180.00 0.0058 N Y Y N United States Treasury United States Treasury Bill 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y 2026-11-24 2026-11-24 2026-11-24 N N N 0.0390 98815593.00 98815593.00 0.0016 N Y Y N United States Treasury United States Treasury Note 0.875000000000 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0361 253819627.95 253819627.95 0.0042 N Y Y N United States Treasury United States Treasury Bill 912797UG0 254900HROIFWPRGM1V77 US912797UG01 U.S. Treasury Debt Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0373 1269170700.00 1269170700.00 0.0210 N Y Y N United States Treasury United States Treasury Note 4.625000000000 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y 2027-06-15 2027-06-15 2027-06-15 N N N 0.0392 215897373.45 215897373.45 0.0036 N Y Y N United States Treasury United States Treasury Bill 912797UV7 254900HROIFWPRGM1V77 US912797UV77 U.S. Treasury Debt Y 2026-08-25 2026-08-25 2026-08-25 N N N 0.0366 224505000.00 224505000.00 0.0037 N Y Y N United States Treasury United States Treasury Bill 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N 0.0371 795907112.00 795907112.00 0.0132 N Y Y N United States Treasury United States Treasury Bill 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N 0.0371 397114736.00 397114736.00 0.0066 N Y Y N United States Treasury United States Treasury Note 4.250000000000 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y 2027-03-15 2027-03-15 2027-03-15 N N N 0.0349 851240133.00 851240133.00 0.0141 N Y Y N United States Treasury United States Treasury Note 4.012150000000 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-08-03 2027-04-30 2027-04-30 N N N 0.0404 1176483954.50 1176483954.50 0.0195 N Y Y N United States Treasury United States Treasury Note 4.057150000000 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-08-03 2026-10-31 2026-10-31 N N N 0.0408 1200590412.00 1200590412.00 0.0199 N Y Y N United States Treasury United States Treasury Note 1.250000000000 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0358 500712762.10 500712762.10 0.0083 N Y Y N First American Funds Trust 2026-08-07 Brent G. Smith Brent G. Smith Treasurer