N-MFP3 0001094885 XXXXXXXX 2026-07-31 STATE STREET MASTER FUNDS 0001094885 549300NPC2XKLU7VNS49 State Street Treasury Plus Money Market Portfolio 5493008OWE0VKOXO4934 S000019934 1 N N SSGA Funds Management, Inc. 801-60103 Ernst & Young LLP Boston MA SSGA Funds Management, Inc. 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0.00 0.00 2026-07-14 0.00 0.00 2026-07-15 0.00 0.00 2026-07-16 0.00 0.00 2026-07-17 0.00 0.00 2026-07-20 0.00 0.00 2026-07-21 0.00 0.00 2026-07-22 0.00 0.00 2026-07-23 0.00 0.00 2026-07-24 0.00 0.00 2026-07-27 0.00 0.00 2026-07-28 0.00 0.00 2026-07-29 0.00 0.00 2026-07-30 0.00 0.00 2026-07-31 0.00 0.00 0.0000 2026-07-01 0.0000 2026-07-02 0.0000 2026-07-06 0.0000 2026-07-07 0.0000 2026-07-08 0.0000 2026-07-09 0.0000 2026-07-10 0.0000 2026-07-13 0.0000 2026-07-14 0.0000 2026-07-15 0.0000 2026-07-16 0.0000 2026-07-17 0.0000 2026-07-20 0.0000 2026-07-21 0.0000 2026-07-22 0.0000 2026-07-23 0.0000 2026-07-24 0.0000 2026-07-27 0.0000 2026-07-28 0.0000 2026-07-29 0.0000 2026-07-30 0.0000 2026-07-31 N 0.00 Registered investment company 1.00 0.00 N Barclays Bank PLC NY Repo Barclays Bank PLC NY Repo 3.660000% 09999C008 G5GSEF7VJP5I7OUK5573 09999C008_3.66_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 151167000.00 130993086.06 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 128000000.00 128000000.00 0.0017 N Y Y N Barclays Bank PLC NY Repo Barclays Bank PLC NY Repo 3.669900% 09999C008 G5GSEF7VJP5I7OUK5573 09999C008_3.67_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 448848000.00 394476326.35 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 385000000.00 385000000.00 0.0050 N Y Y N ING Financial Markets LLC Tri Party Repo ING Financial Markets LLC Tri Party Repo 3.639900% 46599M002 KBVRJ5K57JZ3E2AVWX40 0001440203 46599M002_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 310532800.00 305999124.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 1000.00 966.24 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 300000000.00 300000000.00 0.0039 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.531000% 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0365 347495720.00 347495720.00 0.0045 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.656000% 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0370 831984497.14 831984497.14 0.0109 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.712000% 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0375 1232931204.29 1232931204.29 0.0161 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0366 331267939.08 331267939.08 0.0043 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0367 376826519.34 376826519.34 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.525000% 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0366 219371507.73 219371507.73 0.0029 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.630000% 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0377 224792841.34 224792841.34 0.0029 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.609000% 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0375 1421157795.89 1421157795.89 0.0186 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0376 1887996881.31 1887996881.31 0.0247 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.590000% 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0376 644980441.95 644980441.95 0.0084 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0380 1288395560.73 1288395560.73 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.625000% 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0366 1494849664.08 1494849664.08 0.0195 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.723000% 912797UV7 254900HROIFWPRGM1V77 US912797UV77 U.S. Treasury Debt Y 2026-08-25 2026-08-25 2026-08-25 N N N 0.0366 1434137940.00 1434137940.00 0.0187 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.620000% 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 305904101.05 305904101.05 0.0040 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0381 1092964955.44 1092964955.44 0.0143 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0381 1092669526.00 1092669526.00 0.0143 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0369 250908121.80 250908121.80 0.0033 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.795000% 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0377 1124411603.27 1124411603.27 0.0147 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.830000% 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y 2027-01-07 2027-01-07 2027-01-07 N N N 0.0389 54388942.45 54388942.45 0.0007 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.860000% 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0390 105157866.60 105157866.60 0.0014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.736500% 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0383 321816623.62 321816623.62 0.0042 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.691900% 912828YD6 254900HROIFWPRGM1V77 US912828YD60 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0403 31236421.88 31236421.88 0.0004 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.610200% 912828YG9 254900HROIFWPRGM1V77 US912828YG91 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0382 245664020.19 245664020.19 0.0032 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.004400% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0389 95734280.05 95734280.05 0.0013 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.624400% 912828YX2 254900HROIFWPRGM1V77 US912828YX25 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0397 598483920.43 598483920.43 0.0078 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.572700% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0400 145525879.03 145525879.03 0.0019 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.844600% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 40986056.25 40986056.25 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.670500% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0393 233271672.42 233271672.42 0.0030 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.553900% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0380 625312026.16 625312026.16 0.0082 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.747700% 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0386 133627310.61 133627310.61 0.0017 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.654200% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0389 267202143.09 267202143.09 0.0035 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0398 599021826.91 599021826.91 0.0078 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581400% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0404 804458692.17 804458692.17 0.0105 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.758600% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0408 148555663.50 148555663.50 0.0019 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.577900% 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0382 207337311.19 207337311.19 0.0027 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.586700% 91282CJK8 254900HROIFWPRGM1V77 US91282CJK80 U.S. Treasury Debt Y 2026-11-15 2026-11-15 2026-11-15 N N N 0.0389 25990613.35 25990613.35 0.0003 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.575200% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0402 370401729.38 370401729.38 0.0048 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.673400% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0389 93795342.19 93795342.19 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.564400% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0384 720943788.73 720943788.73 0.0094 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.652700% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0392 268014559.41 268014559.41 0.0035 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.057000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-08-01 2026-10-31 2026-10-31 N N N 0.0385 1812101133.43 1812101133.43 0.0237 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.658600% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0389 1073480996.82 1073480996.82 0.0140 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0395 868259225.51 868259225.51 0.0113 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.577800% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0398 59240468.53 59240468.53 0.0008 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.950000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-08-01 2027-01-31 2027-01-31 N N N 0.0384 1976878413.62 1976878413.62 0.0258 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.576200% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0404 46721389.07 46721389.07 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581100% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0403 455436978.84 455436978.84 0.0059 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.012000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-08-01 2027-04-30 2027-04-30 N N N 0.0384 495124523.83 495124523.83 0.0065 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.758500% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0408 68832513.54 68832513.54 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.011000% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-08-01 2027-07-31 2027-07-31 N N N 0.0387 493687666.90 493687666.90 0.0064 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.042000% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-08-01 2027-10-31 2027-10-31 N N N 0.0388 136768061.43 136768061.43 0.0018 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.951000% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-08-01 2028-01-31 2028-01-31 N N N 0.0388 2236394356.52 2236394356.52 0.0292 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.955000% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-08-01 2028-04-30 2028-04-30 N N N 0.0389 1192298964.15 1192298964.15 0.0156 N Y Y N Bank of Nova Scotia Tri Party Repo Bank of Nova Scotia Tri Party Repo 3.639900% 921BPA003 RCNB6OTYUAMMP879YW96 0001041839 921BPA003_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 13004200.00 15092701.04 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 140368400.00 158143594.94 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 139100.00 163741.79 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 170000000.00 170000000.00 0.0022 N Y Y N Mizuho Securities USA Inc Tri Party Repo Mizuho Securities USA Inc Tri Party Repo 3.639900% 922FHA002 7TK5RJIZDFROZCA6XF66 0000812291 922FHA002_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 2735900.00 2721746.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 6565000.00 6496789.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 400.00 408.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 991200.00 998336.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 200.00 203.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 15339100.00 14975808.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 354455000.00 355946074.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 215797500.00 208598063.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 2391400.00 2372978.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 600.00 592.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 999600.00 1004378.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 202314900.00 206807214.05 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 784000000.00 784000000.00 0.0102 N Y Y N Mitsubishi UFJ Securities (USA) Inc Tri Party Repo Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.639900% 926QFA006 K5HU16E3LMSVCCJJJ255 0000867626 926QFA006_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797VN4 2026-10-27 NA 0.00 200.00 198.20 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 NA 0.00 12770700.00 12302909.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 3400.00 3329.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 476900.00 473339.88 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.902100 0.00 100.00 99.98 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TV9 2027-02-18 NA 0.00 967300.00 946860.95 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UY1 2026-11-12 NA 0.00 5999900.00 5935989.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 400.00 399.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 742400.00 742998.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 100.00 86.48 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 20000000.00 20000000.00 0.0003 N Y Y N Mitsubishi UFJ Securities (USA) Inc Tri Party Repo Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.670000% 926QFA006 K5HU16E3LMSVCCJJJ255 0000867626 926QFA006_3.67_0925 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 956000.00 944633.32 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VA2 2026-12-03 NA 0.00 608900.00 600966.03 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VC8 2026-09-15 NA 0.00 88607600.00 88196460.74 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VG9 2026-12-10 NA 0.00 17225300.00 16987935.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 1100.00 1068.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 37359500.00 35615110.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 3134700.00 2892608.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 20712900.00 20756035.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 27850500.00 27857063.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 20200.00 20209.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 200.00 195.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 300.00 297.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 400800.00 390812.06 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TX5 2026-08-20 NA 0.00 946700.00 944797.13 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 NA 0.00 759000.00 750317.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375000 0.00 10176200.00 10211885.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 260500.00 259237.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 1257100.00 1150444.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 800.00 790.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 19487000.00 16887021.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 800.00 790.53 U.S. Treasuries (including strips) Y 2026-08-03 2026-09-25 2026-09-25 N N N 0.0366 220000000.00 220000000.00 0.0029 N N N Y Barclays Bank PLC NY Tri Party Repo Barclays Bank PLC NY Tri Party Repo 3.639900% 926SGH006 G5GSEF7VJP5I7OUK5573 0000851376 926SGH006_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 129046400.00 111985606.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 3238000.00 3314645.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 33808300.00 33803904.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 500.00 500.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 105998800.00 105895359.57 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 250000000.00 250000000.00 0.0033 N Y Y N BNP Paribas Tri Party Repo BNP Paribas Tri Party Repo 3.639900% 927NEC009 R0MUWSFPU8MPRO8K5P83 0001197610 927NEC009_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803DK6 2040-02-15 NA 0.00 300.00 151.94 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 NA 0.00 56899400.00 24051205.68 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803EL3 2045-02-15 NA 0.00 400.00 147.68 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803EW9 2047-02-15 NA 0.00 200.00 66.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 NA 0.00 1700.00 544.76 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FA6 2047-11-15 NA 0.00 100.00 31.64 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FB4 2048-02-15 NA 0.00 44149300.00 13763014.48 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803GP2 2053-02-15 NA 0.00 500.00 120.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 73085100.00 73968169.79 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334T4 2032-02-15 NA 0.00 1200232.09 932295.88 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334W7 2033-08-15 NA 0.00 178.39 128.62 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 NA 0.00 53268246.68 36503664.08 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335A4 2035-08-15 NA 0.00 88643.10 57608.97 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335B2 2036-02-15 NA 0.00 147.20 93.06 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337P9 2031-05-15 NA 0.00 1882172.46 1516972.66 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337U8 2033-11-15 NA 0.00 68.78 48.95 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XY1 2030-08-15 NA 0.00 3.04 2.54 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 NA 0.00 37.76 30.81 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Z60 2038-02-15 NA 0.00 40.67 22.87 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834AT5 2038-08-15 NA 0.00 69.43 37.88 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834AU2 2039-02-15 NA 0.00 0.23 0.12 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834D47 2052-08-15 NA 0.00 515.39 124.42 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EP9 2039-08-15 NA 0.00 23490726.65 12057014.80 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KB3 2045-05-15 NA 0.00 249.25 88.68 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KP2 2041-08-15 NA 0.00 28.34 12.75 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MT2 2043-08-15 NA 0.00 56.29 22.24 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PM4 2045-08-15 NA 0.00 2.83 0.99 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834QP6 2046-08-15 NA 0.00 450.43 149.27 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834RK6 2047-05-15 NA 0.00 848294.41 278756.33 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834TV0 2048-08-15 NA 0.00 203.20 60.49 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UH9 2049-02-15 NA 0.00 0.01 0.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834VM7 2050-02-15 NA 0.00 91.22 25.15 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WC8 2050-08-15 NA 0.00 25.67 6.89 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WR5 2051-02-15 NA 0.00 3.19 0.83 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803GU1 2053-08-15 NA 0.00 200.00 47.11 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803HH9 2055-02-15 NA 0.00 500.00 110.38 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803HN6 2055-08-15 NA 0.00 13682700.00 2957720.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 500000000.00 481611500.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 635000000.00 635000000.00 0.0083 N Y Y N Societe Generale Tri Party Repo Societe Generale Tri Party Repo 3.639900% 927NFC008 O2RNE8IBXP4R0TD8PU41 0000865845 927NFC008_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 130000000.00 129195603.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 109500000.00 106708881.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 129000000.00 127992596.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1000.00 1000.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 1000.00 1000.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 99999300.00 95368975.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 197953000.00 198456295.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 155617000.00 158275648.52 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 800000000.00 800000000.00 0.0105 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.639900% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 657110400.00 563405167.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 1659929600.00 1461687637.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 970656000.00 895862708.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 15226400.00 15026507.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 933520800.00 804414914.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 1757683200.00 1739869080.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 616654400.00 612990856.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 1185600300.00 1184443315.19 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 7135000000.00 7135000000.00 0.0932 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.660000% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.66_0820 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 800.00 788.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 3200.00 2743.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 6400.00 5635.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 1600.00 1522.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 800.00 788.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 9600.00 9501.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 3200.00 3136.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 26841600.00 25761514.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 253371200.00 238294996.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 21646400.00 21517798.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 1600.00 1591.83 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-07 2026-08-07 N N N 0.0359 280000000.00 280000000.00 0.0037 N N N N MUFG Securities EMEA Repo MUFG Securities EMEA Repo 3.650000% 931NXA006 K5HU16E3LMSVCCJJJ255 931NXA006_3.65_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 47076900.00 44060556.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 771900.00 734439.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 989900.00 968084.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 334900.00 328879.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 134999900.00 134295094.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 30999900.00 30034658.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 499900.00 494645.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 299900.00 292873.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 980900.00 965969.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 799900.00 809907.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 193746700.00 172819581.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 60000800.00 47144810.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 29999900.00 20200105.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 14999900.00 11351164.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 403900.00 288580.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 933900.00 822060.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 45999900.00 43086156.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 599900.00 534666.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 10999900.00 10778306.71 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 510000000.00 510000000.00 0.0067 N Y Y N Prudential Legacy Insurance Company of New Jersey Repo Prudential Legacy Insurance Company of New Jersey Repo 3.669900% 932HJC000 54930052BY4D7ZQAQT90 0001755924 932HJC000_3.67_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N STRIPS 254900HROIFWPRGM1V77 912833XX3 2030-02-15 NA 0.00 1359000.00 1165926.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 33000000.00 24695859.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 40000000.00 29744836.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 75000000.00 45387107.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 48000000.00 39739239.13 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 138086560.00 138086560.00 0.0018 N Y Y N Prudential Insurance Company of America Repo Prudential Insurance Company of America Repo 3.669900% 934QUK007 X574KRZ6V5A7UBU45C31 0000729057 934QUK007_3.67_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N STRIPS 254900HROIFWPRGM1V77 912834B56 2052-02-15 NA 0.00 50000000.00 12703500.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EP9 2039-08-15 NA 0.00 57000000.00 29649804.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834F29 2052-11-15 NA 0.00 35000000.00 8555190.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KV9 2041-11-15 NA 0.00 40000000.00 17997120.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834TF5 2048-02-15 NA 0.00 25000000.00 7814375.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UB2 2048-11-15 NA 0.00 25000000.00 7511100.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UH9 2049-02-15 NA 0.00 20000000.00 5933380.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UR7 2049-05-15 NA 0.00 25000000.00 7324200.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UY2 2049-08-15 NA 0.00 35000000.00 10120880.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834VE5 2049-11-15 NA 0.00 40000000.00 11409880.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834VM7 2050-02-15 NA 0.00 40000000.00 11272360.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WC8 2050-08-15 NA 0.00 50000000.00 13738950.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 NA 0.00 25000000.00 6776450.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FF5 2048-11-15 NA 0.00 15000000.00 4562745.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FM0 2050-02-15 NA 0.00 50000000.00 14265900.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FR9 2050-08-15 NA 0.00 50000000.00 13939800.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 29000000.00 22310573.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 25000000.00 17914235.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 50000000.00 46934442.93 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 264756250.00 264756250.00 0.0035 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BNYM Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.639900% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BNYM Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 954107400.00 950034631.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 1718504900.00 1157811369.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 1203506000.00 1185048229.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 791837000.00 787105773.93 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 4000000000.00 4000000000.00 0.0523 N Y Y N National Australia Bank New York Repo National Australia Bank New York Repo 3.630000% 935EJW000 F8SB4JFBSYQFRQEH3Z21 0000833029 935EJW000_3.63_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 205870000.00 203997327.64 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0363 200000000.00 200000000.00 0.0026 N Y Y N Standard Chartered Bank Tri Party Repo Standard Chartered Bank Tri Party Repo 3.639900% 935MKJ009 RILFO74KP1CM8P6PCT96 0000861350 935MKJ009_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 500.00 506.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 100.00 97.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 800.00 799.48 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VC8 2026-09-15 NA 0.00 407100.00 405334.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VW4 2026-11-10 NA 0.00 100.00 98.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 18639400.00 15212090.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 88.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 48777300.00 48563144.06 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 524400.00 608619.71 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 12709300.00 13404702.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 5461200.00 5018430.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 44199900.00 43623545.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 804200.00 802578.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 50000000.00 50079016.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 487900.00 489166.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 34300.00 34550.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 30000000.00 29272679.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 300.00 296.94 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 100.00 100.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 100.00 100.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 100.00 99.99 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 100.00 99.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 400.00 397.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 64108100.00 63198079.57 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 100.00 98.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 300.00 291.58 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 28070600.00 27943878.29 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UG0 2026-09-17 NA 0.00 24643200.00 24530802.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 900.00 928.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 100.00 106.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 4900.00 4632.69 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 100.00 146.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 100.00 98.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 200.00 158.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 100.00 77.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 200.00 146.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 200.00 156.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 193000000.00 142969309.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 15200.00 12663.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 500.00 418.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 29513700.00 22509659.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 100.00 72.09 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 100.00 93.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 200.00 142.89 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 300.00 276.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 82400.00 58533.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 500.00 340.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 2466700.00 1383207.63 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 900.00 620.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 994000.00 493953.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 100.00 92.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 10554900.00 10243181.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 9429500.00 9292156.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 38444600.00 36664477.75 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 100.00 124.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 4411100.00 4270933.75 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 15775300.00 19098712.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 1600.00 1529.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 100.00 100.25 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 200.00 210.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 500.00 502.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 500.00 500.27 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 1000.00 1040.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 992500.00 1000872.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 200.00 198.28 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 560000000.00 560000000.00 0.0073 N Y Y N MUFG Securities (Canada) Ltd Tri Party Repo MUFG Securities (Canada) Ltd Tri Party Repo 3.639900% 937KFE008 549300Y1PMK3RWXMWR72 937KFE008_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 24999900.00 24822900.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 800.00 637.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 1815500.00 1747088.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 7898900.00 7720894.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 100.00 99.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 293800.00 280889.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 100.00 93.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 15846200.00 15713887.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 18999900.00 18722507.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 34386000.00 33761630.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 100.00 100.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 100.00 99.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 4999900.00 4859562.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 1000.00 992.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 41816000.00 41788800.86 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 NA 0.00 800.00 794.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 8582300.00 7944228.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 109118700.00 86397646.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 96500000.00 73599113.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 800.00 360.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 23621400.00 14729739.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 100.00 67.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 200.00 184.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 1300100.00 1214170.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 100.00 86.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 100.00 95.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 7968000.00 7788687.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 22180900.00 20616510.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 100.00 97.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 9999900.00 9799550.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 48176500.00 47949556.57 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 59574600.00 72125293.92 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 117868000.00 133769078.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 400.00 392.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 37199200.00 37465327.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 179900.00 178831.21 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 650000000.00 650000000.00 0.0085 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.650000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.65_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BoA Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 218225900.00 214635464.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 894722900.00 891731841.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 620489000.00 612332672.10 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UE5 2027-04-15 NA 0.00 100.00 97.30 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1685000000.00 1685000000.00 0.0220 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.670000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.67_0804 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BoA Y US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 1000.00 668.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 100000000.00 79747927.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 200.00 163.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 12592000.00 11614913.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 100.00 98.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 200.00 185.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 101381000.00 94635940.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 900.00 786.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 90551400.00 67424708.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100.00 83.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 21393200.00 17716434.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 900000.00 663346.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 10632200.00 7664420.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 127796900.00 85403740.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 400.00 274.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 8500100.00 5749468.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 102513600.00 72820936.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 62194400.00 37289814.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 6517500.00 6216116.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 200.00 173.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 100001800.00 89349484.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 200.00 184.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 100.00 93.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 100.00 92.95 U.S. Treasuries (including strips) Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0367 565000000.00 565000000.00 0.0074 N N Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.689900% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.69_0806 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BoA Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 452700.00 453409.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 96899500.00 92900134.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 24260800.00 22293843.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 1656000.00 1676905.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 23150000.00 23338271.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 28998900.00 29545021.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 15477100.00 15485692.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 23055000.00 21521109.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 1000.00 599.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 131994900.00 74016439.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 222260400.00 213316812.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 69855800.00 66451761.41 U.S. Treasuries (including strips) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0369 550000000.00 550000000.00 0.0072 N N Y N Australia & New Zealand Banking Group Ltd Repo Australia & New Zealand Banking Group Ltd Repo 3.660000% 943BACII1 JHE42UYNWWTJB8YTTU19 0000859994 943BACII1_3.66_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 139000000.00 128638739.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 80000000.00 78686956.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 35000000.00 35891406.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 24383000.00 24595440.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 84000000.00 70893200.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 130000000.00 83241298.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 43644000.00 31996808.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 215000000.00 130882363.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 170000000.00 104656690.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 106448000.00 64547478.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 200000000.00 184935461.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 95000000.00 85174339.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 100000000.00 94400135.87 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 1090000000.00 1090000000.00 0.0142 N Y Y N Fixed Income Clearing Corp. Repo - UBS Fixed Income Clearing Corp. Repo - UBS 3.650000% 944DQXII3 549300H47WTHXPU08X20 944DQXII3_3.65_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - UBS N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 200000000.00 273071447.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 190000000.00 178763281.25 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 190000000.00 220543421.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 220000000.00 215647859.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 160000000.00 161677173.91 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 190000000.00 197066347.26 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 150000000.00 158246680.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 210000000.00 206747995.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 150000000.00 147371093.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 200000000.00 197822916.67 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 98570000.00 81651813.28 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2000000000.00 2000000000.00 0.0261 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.639900% 944JXD905 549300H47WTHXPU08X20 0000093748 944JXD905_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - Morgan Stanley Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 236954400.00 235407640.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 89566100.00 85869408.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 932094400.00 860272448.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 14828100.00 14782859.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 319876000.00 312606711.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 185940600.00 183963190.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 48867400.00 52614622.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 95742200.00 95648768.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 202010800.00 198834382.18 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2000000000.00 2000000000.00 0.0261 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - JPM Fixed Income Clearing Corp. Tri Party Repo - JPM 3.639900% 952JMUII9 549300H47WTHXPU08X20 0000093748 952JMUII9_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - JPM Y TREASURY BILL 254900HROIFWPRGM1V77 912797VH7 2026-12-17 NA 0.00 573700.00 565564.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 21185200.00 21100893.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 77602400.00 77257845.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 435398400.00 433437573.84 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RS8 2026-09-03 NA 0.00 131046000.00 130638184.85 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 650000000.00 650000000.00 0.0085 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Northern Trust Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.639900% 954ZEB000 549300H47WTHXPU08X20 0000093748 954ZEB000_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - Northern Trust Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 150000000.00 151468747.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 1000000000.00 991908948.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-04-02 4.125000 0.00 997087900.00 1007058714.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 341213400.00 339586568.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 250000000.00 247768337.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 400000000.00 393608683.79 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 3070000000.00 3070000000.00 0.0401 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - CITI Fixed Income Clearing Corp. Tri Party Repo - CITI 3.639900% 956ZCJ003 549300H47WTHXPU08X20 0000093748 956ZCJ003_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - CITI Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 2000.00 1967.09 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VH7 2026-12-17 NA 0.00 100.00 98.58 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VM6 2026-10-20 NA 0.00 400.00 396.81 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TW7 2026-08-13 NA 0.00 43675600.00 43631880.72 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UD7 2027-03-18 NA 0.00 800.00 781.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 58472800.00 58364488.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 400.00 400.21 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 100000000.00 100000000.00 0.0013 N Y Y N Canadian Imperial Bank of Commerce Tri Party Repo Canadian Imperial Bank of Commerce Tri Party Repo 3.639900% 965FJZ003 549300TDJKVQJ41VN031 0000800030 965FJZ003_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 300.00 304.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 100.00 99.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 1575900.00 1581732.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 190608400.00 185548572.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 28724800.00 28325142.28 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 100.00 98.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 763200.00 748753.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 894200.00 883135.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 13094000.00 12878566.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 1000200.00 989321.69 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VB0 2026-09-08 NA 0.00 16938000.00 16876548.94 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VF1 2027-06-10 NA 0.00 3572100.00 3453952.79 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 NA 0.00 5300.00 5215.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 800.00 418.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 173854000.00 119194807.63 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 100.00 81.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 400.00 342.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 19092600.00 20645893.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 256700.00 255572.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 100.00 99.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 5584700.00 5154374.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 200.00 192.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 1100.00 1010.82 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 24050500.00 27096073.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 1005700.00 991145.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 330099000.00 325794596.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 200.00 199.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 79751300.00 78864146.54 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 200.00 209.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 200.00 200.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 242700.00 227422.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 62326700.00 61975218.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 100.00 104.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 1000000.00 1002596.76 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 29676000.00 31105683.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 3614300.00 3643937.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 100.00 101.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 47329000.00 47507391.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 48541900.00 47856728.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 171772700.00 173333827.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 49499000.00 48573454.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 9167800.00 9096205.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 475400.00 472441.23 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 22682200.00 22230483.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 4100.00 3976.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 57000.00 55643.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 5340100.00 5316050.74 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UF2 2026-09-10 NA 0.00 1743400.00 1736729.75 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UT2 2026-08-11 NA 0.00 200.00 199.84 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UU9 2026-08-18 NA 0.00 80989300.00 80867573.08 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UV7 2026-08-25 NA 0.00 200.00 199.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 400.00 403.75 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 21843100.00 34560104.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 100.00 95.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 100.00 74.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 1100000.00 814850.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 900.00 749.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 893300.00 646009.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 100.00 71.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 100.00 75.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 45799400.00 31177420.58 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 100.00 68.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 100000.00 45107.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 100.00 46.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 49300.00 30742.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 100.00 53.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 14577000.00 9844242.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 37627200.00 22460293.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 1400.00 1301.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 300.00 280.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 92.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 6277600.00 5846510.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 241700.00 235323.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 43900.00 42603.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 300.00 402.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 21857700.00 21655290.69 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 100.00 131.95 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 300.00 385.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 200.00 194.22 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 15000500.00 18629747.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 100.00 99.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 100.00 93.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 100.00 98.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 100.00 91.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 500.00 490.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 4674100.00 4068704.70 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 48124200.00 58262616.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 1000.00 963.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 200.00 172.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 5558300.00 5316147.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 1500.00 1296.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 215800.00 205284.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 600.00 522.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 100.00 88.24 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 74920000.00 85027143.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 200.00 187.49 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 5000000.00 5202417.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 79584800.00 79507136.05 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 156469800.00 161929431.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 49729900.00 48587587.44 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1920000000.00 1920000000.00 0.0251 N Y Y N TD Securities USA LLC Tri Party Repo TD Securities USA LLC Tri Party Repo 3.639900% 976GZD009 SUVUFHICNZMP2WKHG940 0001335977 976GZD009_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 2855400.00 2040023.13 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2000000.00 2000000.00 0.0000 N Y Y N Citigroup Global Markets Inc Tri Party Repo Citigroup Global Markets Inc Tri Party Repo 3.639900% 985SRR000 MBNUM2BPBDO7JBLYG310 0000315030 985SRR000_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 51535200.00 52191610.68 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VC8 2026-09-15 NA 0.00 16500.00 16428.42 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VG9 2026-12-10 NA 0.00 2214000.00 2184122.07 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VH7 2026-12-17 NA 0.00 46316300.00 45659534.87 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VM6 2026-10-20 NA 0.00 600.00 595.22 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VY0 2026-11-24 NA 0.00 500.00 494.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 400.00 376.12 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 37961600.00 44058310.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 44879100.00 44762648.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 300.00 291.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 1000.00 999.35 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.902100 0.00 11414000.00 11413965.76 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TW7 2026-08-13 NA 0.00 8814800.00 8805976.39 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 1000.00 2021.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 2000.00 2018.77 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 100.00 91.12 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 400.00 519.83 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 205000000.00 205000000.00 0.0027 N Y Y N Banco Bilbao Vizcaya Argentaria SA Tri Party Repo Banco Bilbao Vizcaya Argentaria SA Tri Party Repo 3.639900% 990ABFFJ8 213800FKGFR7Q2ACLS83 0000084218 990ABFFJ8_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797VY0 2026-11-24 NA 0.00 174999900.00 172929301.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 16570600.00 16197173.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 787700.00 789745.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 100.00 98.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 700.00 689.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 100.00 99.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 154239100.00 149373936.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 186112400.00 183665952.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 100.00 93.04 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 210200.00 144932.29 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 9111100.00 12235571.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 670100.00 657960.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 19999800.00 19708496.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 12163300.00 10510792.14 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 21906700.00 24862041.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 201700.00 173804.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 9034400.00 8509377.68 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 588000000.00 588000000.00 0.0077 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - ING Fixed Income Clearing Corp. Tri Party Repo - ING 3.639900% 990ABKBQ5 549300H47WTHXPU08X20 0000093748 990ABKBQ5_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - ING Y TREASURY BILL 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 NA 0.00 350000000.00 344429400.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 12899200.00 9156469.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 170499000.00 171109119.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 1000.00 1021.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 500000000.00 504066333.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 209358000.00 207657175.61 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UX3 2027-05-13 NA 0.00 255000000.00 247370400.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 100.00 59.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 100.00 97.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 21318600.00 20904736.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 2000.00 1764.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 335120000.00 333408542.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 1000.00 999.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 630000000.00 620093880.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2410000000.00 2410000000.00 0.0315 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - WF Fixed Income Clearing Corp. Tri Party Repo - WF 3.639900% 990AECXX1 549300H47WTHXPU08X20 990AECXX1_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - WF Y US TREASURY N/B 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375000 0.00 520000.00 546821.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 9738000.00 9970395.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 810000.00 718882.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 15000000.00 14250183.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 1800000.00 1700462.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 790000.00 608330.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 20001000.00 14816213.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 28668000.00 23972997.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 19352900.00 16026793.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 862700.00 679343.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 41000000.00 31270089.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 12546000.00 9247044.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 7330000.00 4983125.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 5000000.00 3604343.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 19063000.00 13855220.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 38200000.00 25838482.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 720000.00 437100.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 26337400.00 15721226.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 13000000.00 9164101.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 30000.00 26033.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 48909000.00 41863023.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 520000.00 441346.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 4200000.00 4105483.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 926100.00 874402.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 2202361900.00 2173411852.82 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2370000000.00 2370000000.00 0.0310 N Y Y N Credit Agricole Corporate and Investment Bank Tri Party Repo Credit Agricole Corporate and Investment Bank Tri Party Repo 3.639900% 996JWK006 1VUV7VQFKUOQSJ21A208 0000033738 996JWK006_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797VM6 2026-10-20 NA 0.00 200.00 198.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 100.00 65.06 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 11707200.00 6802861.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 12774400.00 9067880.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 24070900.00 19762198.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 35532300.00 30834693.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 200.00 184.48 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 346000.00 389814.83 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 477100.00 523979.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 400.00 397.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 71100.00 69634.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 42342400.00 42994804.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 1200.00 1189.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 63075600.00 62433111.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 200.00 197.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 773000.00 773326.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 316000.00 309048.16 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X96 2035-11-15 NA 0.00 298.87 191.46 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XP0 2029-08-15 NA 0.00 7950900.00 6958572.02 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XS4 2029-05-15 NA 0.00 847.90 750.46 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834JP4 2041-02-15 NA 0.00 0.05 0.02 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KV9 2041-11-15 NA 0.00 0.01 0.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PH5 2045-02-15 NA 0.00 0.76 0.27 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PM4 2045-08-15 NA 0.00 27002.59 9458.93 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834QV3 2046-11-15 NA 0.00 420.73 137.48 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834YK8 2055-02-15 NA 0.00 0.01 0.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UL9 2026-10-22 NA 0.00 400.00 396.72 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UX3 2027-05-13 NA 0.00 600.00 582.05 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803GY3 2054-02-15 NA 0.00 800.00 184.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.750000 0.00 800.00 825.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 100.00 102.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 100.00 67.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 824700.00 585828.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 200.00 121.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 2200.00 992.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 200.00 99.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 2215600.00 1322528.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 14748000.00 13710446.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 100.00 91.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 200.00 177.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 12815700.00 11935631.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 39241400.00 38206093.06 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 42807100.00 57486948.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 4110900.00 5342376.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 11400.00 10534.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 400.00 348.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 100.00 86.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 75179900.00 71872485.60 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 100.00 113.49 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 71165600.00 75038272.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 6620800.00 6631769.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 200.00 199.96 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 454000000.00 454000000.00 0.0059 N Y Y N Deutsche Bank Securities Inc. Tri Party Repo Deutsche Bank Securities Inc. Tri Party Repo 3.639900% 99VDGG008 9J6MBOOO7BECTDTUZW19 99VDGG008_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 NA 0.00 109374400.00 107633597.05 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VU8 2027-01-28 NA 0.00 202199100.00 198366416.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 15076900.00 15300012.99 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 315000000.00 315000000.00 0.0041 N Y Y N Goldman Sachs & Co. LLC Tri Party Repo Goldman Sachs & Co. LLC Tri Party Repo 3.639900% 99VDJN000 FOR8UP27PHTHYVLBNG30 0000076999 99VDJN000_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803DY6 2042-08-15 NA 0.00 32166400.00 13817173.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 92390200.00 88197769.72 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SU2 2026-11-27 NA 0.00 94981200.00 93833162.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 30608100.00 25500065.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 1176560000.00 786268091.13 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 987859000.00 987859000.00 0.0129 N Y Y N HSBC Securities USA Inc. Tri Party Repo HSBC Securities USA Inc. Tri Party Repo 3.639900% 99VDKG003 CYYGQCGNHMHPSMRL3R97 0000083246 99VDKG003_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 6418800.00 3511374.18 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337N4 2030-11-15 NA 0.00 5245030.37 4327727.01 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WH7 2027-10-31 NA 0.00 24368.00 23128.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 39882000.00 38037770.92 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 45000000.00 45000000.00 0.0006 N Y Y N Bank of America Tri Party Repo Bank of America Tri Party Repo 3.639900% 99VDMN006 549300HN4UKV1E2R3U73 0000065100 99VDMN006_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 265272000.00 322463864.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 129296800.00 127858502.40 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128207D3 2027-05-15 NA 0.00 5600000.00 5422855.20 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 446809000.00 446809000.00 0.0058 N Y Y N UBS Securities LLC Tri Party Repo UBS Securities LLC Tri Party Repo 3.639900% 99VDQN002 T6FIZBDPKLYJKFCRVK44 0001070766 99VDQN002_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 1058500.00 1095088.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 499500.00 491122.90 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 340500.00 336486.17 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 NA 0.00 70000.00 68885.88 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VK0 2026-10-06 NA 0.00 121000.00 120212.17 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BH5 2026-08-15 NA 0.00 25000.00 24975.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 600.00 313.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 22713500.00 16123129.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 24000.00 19139.50 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 NA 0.00 400.00 395.70 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BL6 2027-08-15 NA 0.00 200.00 191.67 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BV4 2028-11-15 NA 0.00 1000.00 906.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 100.00 106.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 400.00 326.45 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 7178700.00 5839792.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 8100.00 7029.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 3000.00 2297.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 100.00 99.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 499300.00 439669.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 328000.00 326559.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 7099900.00 6552821.64 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 690300.00 728070.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 4177700.00 3838990.87 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 12607700.00 13230903.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 499800.00 497580.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 424800.00 418268.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 1735200.00 1769772.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 571700.00 580271.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 357100.00 365552.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 1500.00 1517.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 419900.00 421897.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 5300.00 5351.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 300.00 305.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 62600.00 62615.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 499900.00 507892.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 200.00 202.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 500.00 504.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 21400.00 21056.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 99900.00 97130.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 499300.00 499235.09 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 3455500.00 3452207.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 104200.00 103628.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 448000.00 434851.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 100.00 97.19 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.951100 0.00 100.00 100.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 400.00 396.94 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335A4 2035-08-15 NA 0.00 69.48 45.15 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337S3 2032-11-15 NA 0.00 19998.90 14982.96 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337T1 2033-05-15 NA 0.00 0.10 0.07 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337V6 2034-05-15 NA 0.00 15000.00 10409.76 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PC8 2027-02-15 NA 0.00 30000.00 29369.76 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PD6 2027-05-15 NA 0.00 39669.52 38429.53 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XT2 2029-11-15 NA 0.00 11000.00 9515.18 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 10000.00 8448.64 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834K56 2054-02-15 NA 0.00 99386.55 22300.85 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TC1 2026-12-24 NA 0.00 900.00 886.36 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UY1 2026-11-12 NA 0.00 124100.00 122805.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.750000 0.00 479800.00 495229.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 10000.00 10482.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 4000.00 4194.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 45000.00 48496.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 100.00 98.41 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 2675700.00 3910374.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 14000.00 12959.14 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 570100.00 621585.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 13100.00 9614.98 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 196100.00 199770.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 4000.00 3344.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 100000.00 76268.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 26100.00 16468.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100.00 71.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 500.00 342.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 100.00 67.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 8000.00 5715.55 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 3900.00 3593.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 500.00 360.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 14000.00 6957.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 1000.00 533.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 1600000.00 1416593.19 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128205B9 2028-05-15 NA 0.00 87000.00 80613.59 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 NA 0.00 35400.00 27609.27 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 4900.00 6580.36 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 14539300.00 19184543.85 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 12761000.00 16380869.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 499900.00 485458.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 1000.00 953.70 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 8188000.00 10169018.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 100.00 99.15 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 655500.00 851864.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 100.00 100.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 700.00 639.12 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 2000000.00 2421343.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 200.00 191.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 5000.00 4785.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 100.00 94.91 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 13402000.00 15210007.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 99900.00 100624.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 1000.00 1001.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 300.00 301.26 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.950100 0.00 500.00 500.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 400.00 397.62 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 2000000.00 2080967.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 3000.00 2984.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 200.00 202.38 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 130000000.00 130000000.00 0.0017 N Y Y N STATE STREET MASTER FUNDS 2026-08-07 /s/ Chad Hallett Chad Hallett Deputy Treasurer