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U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0397 1466385299.40 1466385299.40 0.0140 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0389 412315468.75 412315468.75 0.0039 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0395 1660265242.75 1660265242.75 0.0159 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0413 919777263.30 919777263.30 0.0088 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.000000% 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0387 3429589143.02 3429589143.02 0.0329 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0395 399839844.00 399839844.00 0.0038 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.955604% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-09-01 2026-10-31 2026-10-31 N N N 0.0379 2336468297.92 2336468297.92 0.0224 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0386 2074264858.10 2074264858.10 0.0199 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 4.000000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-09-01 2027-01-31 2027-01-31 N N N 0.0376 2369720720.87 2369720720.87 0.0227 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 4.000000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-09-01 2027-04-30 2027-04-30 N N N 0.0376 1272165570.55 1272165570.55 0.0122 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0413 1666760033.00 1666760033.00 0.0160 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.909607% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-09-01 2027-07-31 2027-07-31 N N N 0.0374 2882048885.52 2882048885.52 0.0276 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.940607% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-09-01 2027-10-31 2027-10-31 N N N 0.0377 3179053925.35 3179053925.35 0.0305 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.849606% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-09-01 2028-01-31 2028-01-31 N N N 0.0378 2632357479.40 2632357479.40 0.0252 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.909269% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-09-01 2028-04-30 2028-04-30 N N N 0.0380 2251690065.00 2251690065.00 0.0216 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.800606% 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y 2026-09-01 2028-07-31 2028-07-31 N N N 0.0380 869951019.00 869951019.00 0.0083 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA 3.740000% N/A 549300HXQQQCCUBS2Z23 0 BNTCE3KR9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912803BL6 2027-08-15 0.00 0.00 1000.00 961.35 U.S. Treasuries (including strips) USTR N/A 912803BM4 2027-11-15 0.00 0.00 200.00 190.11 U.S. Treasuries (including strips) USTR N/A 912803CX9 2036-02-15 0.00 0.00 911000.00 589143.70 U.S. Treasuries (including strips) USTR N/A 912803DA8 2037-05-15 0.00 0.00 991000.00 600519.24 U.S. Treasuries (including strips) USTR N/A 912803DC4 2038-02-15 0.00 0.00 299000.00 174072.42 U.S. Treasuries (including strips) USTR N/A 912803DF7 2039-02-15 0.00 0.00 371000.00 203243.45 U.S. Treasuries (including strips) USTR N/A 912803DH3 2039-08-15 0.00 0.00 140000.00 73846.08 U.S. Treasuries (including strips) USTR N/A 912803DP5 2040-11-15 0.00 0.00 254000.00 124064.01 U.S. Treasuries (including strips) USTR N/A 912803DU4 2041-11-15 0.00 0.00 260000.00 118919.06 U.S. Treasuries (including strips) USTR N/A 912803DV2 2042-02-15 0.00 0.00 191900.00 86318.54 U.S. Treasuries (including strips) USTR N/A 912803DZ3 2042-11-15 0.00 0.00 412900.00 176878.51 U.S. Treasuries (including strips) USTR N/A 912803EA7 2043-02-15 0.00 0.00 494600.00 208666.30 U.S. Treasuries (including strips) USTR N/A 912803EC3 2043-05-15 0.00 0.00 1695000.00 704711.51 U.S. Treasuries (including strips) USTR N/A 912803ED1 2043-08-15 0.00 0.00 16400.00 6698.10 U.S. Treasuries (including strips) USTR N/A 912803EJ8 2044-08-15 0.00 0.00 316000.00 121635.98 U.S. Treasuries (including strips) USTR N/A 912803ET6 2046-05-15 0.00 0.00 2444600.00 851872.21 U.S. Treasuries (including strips) USTR N/A 912803EU3 2046-08-15 0.00 0.00 35100.00 12054.67 U.S. Treasuries (including strips) USTR N/A 912803EV1 2046-11-15 0.00 0.00 703000.00 237923.32 U.S. Treasuries (including strips) USTR N/A 912803EW9 2047-02-15 0.00 0.00 506600.00 169241.89 U.S. Treasuries (including strips) USTR N/A 912803EY5 2047-05-15 0.00 0.00 1700.00 560.01 U.S. Treasuries (including strips) USTR N/A 912803EZ2 2047-08-15 0.00 0.00 200200.00 65010.15 U.S. Treasuries (including strips) USTR N/A 912803FA6 2047-11-15 0.00 0.00 400.00 128.12 U.S. Treasuries (including strips) USTR N/A 912803FB4 2048-02-15 0.00 0.00 850000.00 268269.35 U.S. Treasuries (including strips) USTR N/A 912803FD0 2048-05-15 0.00 0.00 100.00 31.15 U.S. Treasuries (including strips) USTR N/A 912803FF5 2048-11-15 0.00 0.00 458000.00 138832.62 U.S. Treasuries (including strips) USTR N/A 912803FK4 2049-08-15 0.00 0.00 114900.00 33444.52 U.S. Treasuries (including strips) USTR N/A 912803FL2 2049-11-15 0.00 0.00 100.00 28.72 U.S. Treasuries (including strips) USTR N/A 912803FP3 2050-05-15 0.00 0.00 439000.00 123498.60 U.S. Treasuries (including strips) USTR N/A 912803FR9 2050-08-15 0.00 0.00 2900.00 802.78 U.S. Treasuries (including strips) USTR N/A 912803FT5 2050-11-15 0.00 0.00 1500.00 409.39 U.S. Treasuries (including strips) USTR N/A 912803FY4 2051-05-15 0.00 0.00 631300.00 167495.88 U.S. Treasuries (including strips) USTR N/A 912803FZ1 2041-05-15 0.00 0.00 145000.00 68272.82 U.S. Treasuries (including strips) USTR N/A 912803GA5 2051-08-15 0.00 0.00 500.00 130.86 U.S. Treasuries (including strips) USTR N/A 912803GE7 2052-02-15 0.00 0.00 500.00 127.55 U.S. Treasuries (including strips) USTR N/A 912803GH0 2052-05-15 0.00 0.00 725900.00 182986.32 U.S. Treasuries (including strips) USTR N/A 912803GK3 2052-08-15 0.00 0.00 364700.00 90746.48 U.S. Treasuries (including strips) USTR N/A 912803GP2 2053-02-15 0.00 0.00 2100.00 510.18 U.S. Treasuries (including strips) USTR N/A 912803GU1 2053-08-15 0.00 0.00 527000.00 125206.24 U.S. Treasuries (including strips) USTR N/A 912803GY3 2054-02-15 0.00 0.00 500000.00 116051.50 U.S. Treasuries (including strips) USTR N/A 912803HB2 2054-05-15 0.00 0.00 1167000.00 268385.49 U.S. Treasuries (including strips) USTR N/A 912803HD8 2054-08-15 0.00 0.00 1127100.00 255865.23 U.S. Treasuries (including strips) USTR N/A 912803HF3 2054-11-15 0.00 0.00 555100.00 124511.15 U.S. Treasuries (including strips) USTR N/A 912803HH9 2055-02-15 0.00 0.00 454700.00 100927.03 U.S. Treasuries (including strips) USTR N/A 912803HN6 2055-08-15 0.00 0.00 903100.00 195663.84 U.S. Treasuries (including strips) USTR N/A 912803HQ9 2055-11-15 0.00 0.00 820000.00 175835.88 U.S. Treasuries (including strips) USTR N/A 912803HS5 2056-02-15 0.00 0.00 500.00 106.17 U.S. Treasuries (including strips) USTR N/A 912803HV8 2056-05-15 0.00 0.00 69284700.00 14559694.71 U.S. Treasuries (including strips) USTR N/A 91282CAE1 2030-08-15 0.625000 0.00 100000000.00 86202473.91 U.S. Treasuries (including strips) USTR N/A 91282CDL2 2028-11-30 1.500000 0.00 65568000.00 61814592.09 U.S. Treasuries (including strips) USTR N/A 91282CDY4 2032-02-15 1.875000 0.00 87011000.00 75910329.56 U.S. Treasuries (including strips) USTR N/A 91282CEB3 2029-02-28 1.875000 0.00 60003000.00 56470083.36 U.S. Treasuries (including strips) USTR N/A 91282CEE7 2029-03-31 2.375000 0.00 58327200.00 56052688.77 U.S. Treasuries (including strips) USTR N/A 91282CFF3 2032-08-15 2.750000 0.00 20293100.00 18399888.76 U.S. Treasuries (including strips) USTR N/A 91282CGT2 2028-03-31 3.625000 0.00 100000.00 100438.97 U.S. Treasuries (including strips) USTR N/A 91282CJG7 2030-10-31 4.875000 0.00 49279200.00 50808637.02 U.S. Treasuries (including strips) USTR N/A 91282CJM4 2030-11-30 4.375000 0.00 74911000.00 75403035.51 U.S. Treasuries (including strips) USTR N/A 91282CJN2 2028-11-30 4.375000 0.00 4703300.00 4754760.07 U.S. Treasuries (including strips) USTR N/A 91282CJW2 2029-01-31 4.000000 0.00 125302000.00 124609150.76 U.S. Treasuries (including strips) USTR N/A 91282CKC4 2031-02-28 4.250000 0.00 21403500.00 21192247.45 U.S. Treasuries (including strips) USTR N/A 91282CKN0 2031-04-30 4.625000 0.00 24900.00 25410.07 U.S. Treasuries (including strips) USTR N/A 91282CLU3 2031-10-31 4.125000 0.00 2700100.00 2687899.23 U.S. Treasuries (including strips) USTR N/A 91282CLZ2 2031-11-30 4.125000 0.00 51300100.00 50860604.48 U.S. Treasuries (including strips) USTR N/A 91282CMF5 2028-01-15 4.250000 0.00 74687000.00 75032351.87 U.S. Treasuries (including strips) USTR N/A 91282CMG3 2030-01-31 4.250000 0.00 145173000.00 144779750.01 U.S. Treasuries (including strips) USTR N/A 91282CMT5 2032-03-31 4.125000 0.00 70000000.00 69754849.67 U.S. Treasuries (including strips) USTR N/A 91282CNX5 2030-08-31 3.625000 0.00 54056000.00 52379777.50 U.S. Treasuries (including strips) USTR N/A 91282CPJ4 2035-11-15 4.000000 0.00 63583000.00 60848748.54 U.S. Treasuries (including strips) USTR N/A 91282CPM7 2032-11-30 3.750000 0.00 90395400.00 87149412.33 U.S. Treasuries (including strips) USTR N/A 91282CPT2 2029-01-15 3.500000 0.00 80200000.00 78975274.52 U.S. Treasuries (including strips) USTR N/A 91282CQB0 2028-02-29 3.375000 0.00 59993000.00 59192393.41 U.S. Treasuries (including strips) USTR N/A 91282CRH6 2028-08-31 4.125000 0.00 21635200.00 21543098.95 U.S. Treasuries (including strips) USTR N/A 9128334S6 2031-08-15 0.00 0.00 17331611.29 13811734.35 U.S. Treasuries (including strips) USTR N/A 9128334T4 2032-02-15 0.00 0.00 31724225.98 24658574.65 U.S. Treasuries (including strips) USTR N/A 9128334U1 2032-08-15 0.00 0.00 31609833.85 23982349.33 U.S. Treasuries (including strips) USTR N/A 9128334V9 2033-02-15 0.00 0.00 19679586.64 14558682.68 U.S. Treasuries (including strips) USTR N/A 9128334W7 2033-08-15 0.00 0.00 52424920.94 37799940.75 U.S. Treasuries (including strips) USTR N/A 9128334X5 2034-02-15 0.00 0.00 47805083.09 33601284.61 U.S. Treasuries (including strips) USTR N/A 9128334Y3 2034-08-15 0.00 0.00 42154689.08 28879545.17 U.S. Treasuries (including strips) USTR N/A 9128334Z0 2035-02-15 0.00 0.00 34542672.50 23053848.71 U.S. Treasuries (including strips) USTR N/A 9128335A4 2035-08-15 0.00 0.00 20511665.29 13326716.10 U.S. Treasuries (including strips) USTR N/A 9128335B2 2036-02-15 0.00 0.00 20473665.35 12960751.48 U.S. Treasuries (including strips) USTR N/A 9128337E4 2036-08-15 0.00 0.00 30460000.99 18756019.75 U.S. Treasuries (including strips) USTR N/A 9128337F1 2037-02-15 0.00 0.00 13232382.53 7927321.89 U.S. Treasuries (including strips) USTR N/A 9128337N4 2030-11-15 0.00 0.00 1725000.00 1425207.07 U.S. Treasuries (including strips) USTR N/A 9128337P9 2031-05-15 0.00 0.00 2112000.00 1704326.98 U.S. Treasuries (including strips) USTR N/A 9128337Q7 2031-11-15 0.00 0.00 1210000.00 952786.67 U.S. Treasuries (including strips) USTR N/A 9128337R5 2032-05-15 0.00 0.00 2448000.00 1881199.87 U.S. Treasuries (including strips) USTR N/A 9128337S3 2032-11-15 0.00 0.00 1725000.00 1292801.25 U.S. Treasuries (including strips) USTR N/A 9128337T1 2033-05-15 0.00 0.00 4388990.00 3207904.01 U.S. Treasuries (including strips) USTR N/A 9128337U8 2033-11-15 0.00 0.00 5294490.17 3772657.80 U.S. Treasuries (including strips) USTR N/A 9128337V6 2034-05-15 0.00 0.00 58104160.80 40342590.41 U.S. Treasuries (including strips) USTR N/A 9128337W4 2034-11-15 0.00 0.00 17938902.53 12135506.11 U.S. Treasuries (including strips) USTR N/A 912833PB0 2026-11-15 0.00 0.00 1725000.00 1711513.95 U.S. Treasuries (including strips) USTR N/A 912833PC8 2027-02-15 0.00 0.00 3795035.56 3726371.98 U.S. Treasuries (including strips) USTR N/A 912833PD6 2027-05-15 0.00 0.00 1829000.00 1777052.74 U.S. Treasuries (including strips) USTR N/A 912833PE4 2027-08-15 0.00 0.00 7003209.09 6728305.12 U.S. Treasuries (including strips) USTR N/A 912833QB9 2027-11-15 0.00 0.00 5848255.29 5556702.22 U.S. Treasuries (including strips) USTR N/A 912833RY8 2028-02-15 0.00 0.00 7754521.20 7286210.16 U.S. Treasuries (including strips) USTR N/A 912833RZ5 2028-08-15 0.00 0.00 3402986.70 3125731.76 U.S. Treasuries (including strips) USTR N/A 912833WQ9 2028-05-15 0.00 0.00 1725000.00 1602318.00 U.S. Treasuries (including strips) USTR N/A 912833WR7 2028-11-15 0.00 0.00 1725000.00 1566391.43 U.S. Treasuries (including strips) USTR N/A 912833X88 2035-05-15 0.00 0.00 4972400.74 3275345.23 U.S. Treasuries (including strips) USTR N/A 912833X96 2035-11-15 0.00 0.00 5272057.82 3379183.45 U.S. Treasuries (including strips) USTR N/A 912833XN5 2029-02-15 0.00 0.00 19008334.08 17054923.62 U.S. Treasuries (including strips) USTR N/A 912833XP0 2029-08-15 0.00 0.00 6240464.25 5469723.23 U.S. Treasuries (including strips) USTR N/A 912833XS4 2029-05-15 0.00 0.00 3178000.00 2818183.66 U.S. Treasuries (including strips) USTR N/A 912833XT2 2029-11-15 0.00 0.00 1725000.00 1494521.02 U.S. Treasuries (including strips) USTR N/A 912833XU9 2030-05-15 0.00 0.00 1725000.00 1459776.07 U.S. Treasuries (including strips) USTR N/A 912833XX3 2030-02-15 0.00 0.00 3992794.86 3418339.49 U.S. Treasuries (including strips) USTR N/A 912833XY1 2030-08-15 0.00 0.00 22792812.71 19055566.38 U.S. Treasuries (including strips) USTR N/A 912833XZ8 2031-02-15 0.00 0.00 23132574.81 18885688.53 U.S. Treasuries (including strips) USTR N/A 912833Y20 2036-05-15 0.00 0.00 2632000.00 1644399.90 U.S. Treasuries (including strips) USTR N/A 912833Y38 2036-11-15 0.00 0.00 1105000.00 671141.64 U.S. Treasuries (including strips) USTR N/A 912833Y46 2037-05-15 0.00 0.00 1460000.00 862776.78 U.S. Treasuries (including strips) USTR N/A 912833Z52 2037-08-15 0.00 0.00 15927950.86 9268904.66 U.S. Treasuries (including strips) USTR N/A 912833Z60 2038-02-15 0.00 0.00 9928000.00 5616527.73 U.S. Treasuries (including strips) USTR N/A 912834A65 2051-11-15 0.00 0.00 1325000.00 335780.17 U.S. Treasuries (including strips) USTR N/A 912834AD0 2037-11-15 0.00 0.00 1457000.00 835247.10 U.S. Treasuries (including strips) USTR N/A 912834AE8 2038-05-15 0.00 0.00 1725000.00 960823.28 U.S. Treasuries (including strips) USTR N/A 912834AT5 2038-08-15 0.00 0.00 24617000.00 13514905.32 U.S. Treasuries (including strips) USTR N/A 912834AU2 2039-02-15 0.00 0.00 17014657.98 9068727.63 U.S. Treasuries (including strips) USTR N/A 912834B56 2052-02-15 0.00 0.00 23767232.55 5953501.62 U.S. Treasuries (including strips) USTR N/A 912834C55 2052-05-15 0.00 0.00 1615000.00 398759.65 U.S. Treasuries (including strips) USTR N/A 912834D47 2052-08-15 0.00 0.00 29226498.20 7125858.66 U.S. Treasuries (including strips) USTR N/A 912834DU9 2038-11-15 0.00 0.00 1725000.00 931946.78 U.S. Treasuries (including strips) USTR N/A 912834DV7 2039-05-15 0.00 0.00 1755000.00 921452.22 U.S. Treasuries (including strips) USTR N/A 912834EP9 2039-08-15 0.00 0.00 22368319.93 11569879.27 U.S. Treasuries (including strips) USTR N/A 912834EV6 2039-11-15 0.00 0.00 2033200.01 1034561.29 U.S. Treasuries (including strips) USTR N/A 912834F29 2052-11-15 0.00 0.00 1729109.12 414775.24 U.S. Treasuries (including strips) USTR N/A 912834F94 2053-02-15 0.00 0.00 6376334.02 1512345.28 U.S. Treasuries (including strips) USTR N/A 912834FB9 2040-02-15 0.00 0.00 18261998.50 9153205.84 U.S. Treasuries (including strips) USTR N/A 912834G93 2053-05-15 0.00 0.00 1725000.00 404823.00 U.S. Treasuries (including strips) USTR N/A 912834H84 2053-08-15 0.00 0.00 18036479.56 4178511.22 U.S. Treasuries (including strips) USTR N/A 912834HV3 2040-05-15 0.00 0.00 1727120.00 852914.03 U.S. Treasuries (including strips) USTR N/A 912834J66 2053-11-15 0.00 0.00 9996000.00 2286994.84 U.S. Treasuries (including strips) USTR N/A 912834JB5 2040-08-15 0.00 0.00 25637070.00 12464538.34 U.S. Treasuries (including strips) USTR N/A 912834JH2 2040-11-15 0.00 0.00 1725000.00 825341.78 U.S. Treasuries (including strips) USTR N/A 912834JP4 2041-02-15 0.00 0.00 9366001.00 4398133.58 U.S. Treasuries (including strips) USTR N/A 912834KB3 2045-05-15 0.00 0.00 11253000.00 4050461.08 U.S. Treasuries (including strips) USTR N/A 912834KH0 2041-05-15 0.00 0.00 1725000.00 797517.53 U.S. Treasuries (including strips) USTR N/A 912834KP2 2041-08-15 0.00 0.00 22846895.20 10385970.09 U.S. Treasuries (including strips) USTR N/A 912834KV9 2041-11-15 0.00 0.00 3561990.00 1595119.68 U.S. Treasuries (including strips) USTR N/A 912834LB2 2042-02-15 0.00 0.00 13605095.40 5991371.10 U.S. Treasuries (including strips) USTR N/A 912834LK2 2042-05-15 0.00 0.00 1725000.00 747637.43 U.S. Treasuries (including strips) USTR N/A 912834LR7 2042-08-15 0.00 0.00 25703906.59 10967548.50 U.S. Treasuries (including strips) USTR N/A 912834LX4 2042-11-15 0.00 0.00 1725000.00 724324.05 U.S. Treasuries (including strips) USTR N/A 912834MD7 2043-02-15 0.00 0.00 23910000.00 9878320.86 U.S. Treasuries (including strips) USTR N/A 912834MM7 2043-05-15 0.00 0.00 1675000.00 682421.80 U.S. Treasuries (including strips) USTR N/A 912834MT2 2043-08-15 0.00 0.00 15439322.32 6181611.31 U.S. Treasuries (including strips) USTR N/A 912834MZ8 2043-11-15 0.00 0.00 1725000.00 680759.18 U.S. Treasuries (including strips) USTR N/A 912834NF1 2044-02-15 0.00 0.00 11554960.01 4487403.38 U.S. Treasuries (including strips) USTR N/A 912834NP9 2044-05-15 0.00 0.00 1725000.00 659576.18 U.S. Treasuries (including strips) USTR N/A 912834NV6 2044-08-15 0.00 0.00 3149410.00 1186329.21 U.S. Treasuries (including strips) USTR N/A 912834PB8 2044-11-15 0.00 0.00 1725000.00 640131.97 U.S. Treasuries (including strips) USTR N/A 912834PH5 2045-02-15 0.00 0.00 3591000.00 1312927.06 U.S. Treasuries (including strips) USTR N/A 912834PM4 2045-08-15 0.00 0.00 26556338.83 9413531.65 U.S. Treasuries (including strips) USTR N/A 912834PT9 2045-11-15 0.00 0.00 1725000.00 603127.28 U.S. Treasuries (including strips) USTR N/A 912834PZ5 2046-02-15 0.00 0.00 3591000.00 1238069.07 U.S. Treasuries (including strips) USTR N/A 912834QH4 2046-05-15 0.00 0.00 1725000.00 586272.30 U.S. Treasuries (including strips) USTR N/A 912834QV3 2046-11-15 0.00 0.00 29755247.21 9834555.53 U.S. Treasuries (including strips) USTR N/A 912834RB6 2047-02-15 0.00 0.00 3526200.00 1149290.84 U.S. Treasuries (including strips) USTR N/A 912834RK6 2047-05-15 0.00 0.00 1725000.00 556457.40 U.S. Treasuries (including strips) USTR N/A 912834RR1 2047-08-15 0.00 0.00 8196000.00 2604746.17 U.S. Treasuries (including strips) USTR N/A 912834SZ2 2047-11-15 0.00 0.00 1893954.14 595040.62 U.S. Treasuries (including strips) USTR N/A 912834TF5 2048-02-15 0.00 0.00 26695388.18 8270845.25 U.S. Treasuries (including strips) USTR N/A 912834TP3 2048-05-15 0.00 0.00 1244009.90 379882.06 U.S. Treasuries (including strips) USTR N/A 912834TV0 2048-08-15 0.00 0.00 17814183.87 5359040.93 U.S. Treasuries (including strips) USTR N/A 912834UB2 2048-11-15 0.00 0.00 5690734.73 1689436.87 U.S. Treasuries (including strips) USTR N/A 912834UR7 2049-05-15 0.00 0.00 1725023.19 498956.06 U.S. Treasuries (including strips) USTR N/A 912834UY2 2049-08-15 0.00 0.00 15237519.01 4351073.55 U.S. Treasuries (including strips) USTR N/A 912834VE5 2049-11-15 0.00 0.00 1725000.00 486201.60 U.S. Treasuries (including strips) USTR N/A 912834VM7 2050-02-15 0.00 0.00 26359910.00 7340918.62 U.S. Treasuries (including strips) USTR N/A 912834VV7 2050-05-15 0.00 0.00 1725000.00 473976.53 U.S. Treasuries (including strips) USTR N/A 912834WC8 2050-08-15 0.00 0.00 24786133.04 6715554.89 U.S. Treasuries (including strips) USTR N/A 912834WJ3 2050-11-15 0.00 0.00 1725009.99 460760.52 U.S. Treasuries (including strips) USTR N/A 912834WR5 2051-02-15 0.00 0.00 12977890.00 3422023.01 U.S. Treasuries (including strips) USTR N/A 912834WZ7 2051-05-15 0.00 0.00 20927733.08 5448932.93 U.S. Treasuries (including strips) USTR N/A 912834XG8 2051-08-15 0.00 0.00 11838000.00 3044058.83 U.S. Treasuries (including strips) USTR N/A 912834XP8 2054-05-15 0.00 0.00 1725000.00 384205.80 U.S. Treasuries (including strips) USTR N/A 912834XW3 2054-08-15 0.00 0.00 23996983.42 5336497.17 U.S. Treasuries (including strips) USTR N/A 912834YC6 2054-11-15 0.00 0.00 3303742.43 729710.81 U.S. Treasuries (including strips) USTR N/A 912834YK8 2055-02-15 0.00 0.00 37816309.19 8246300.01 U.S. Treasuries (including strips) USTR N/A 912834YT9 2055-05-15 0.00 0.00 12614665.28 2728173.66 U.S. Treasuries (including strips) USTR N/A 912834ZG6 2055-11-15 0.00 0.00 2466941.00 530678.48 U.S. Treasuries (including strips) USTR N/A 912834ZX9 2056-05-15 0.00 0.00 1725470.00 361777.57 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-17 Y ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.0000 7 N N N 0.0374 2000000000.00 2000000000.00 0.0192 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE TRI-PARTY CANADIAN IMPERIAL BAN 3.640000% N/A 2IGI19DL77OX0HC3ZE78 0 BNTCEAH89 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810PS1 2027-01-15 2.375000 0.00 99318900.00 164806439.05 U.S. Treasuries (including strips) USTR N/A 912810QF8 2040-02-15 2.125000 0.00 741900.00 1076337.86 U.S. Treasuries (including strips) USTR N/A 912810QP6 2041-02-15 2.125000 0.00 700.00 991.58 U.S. Treasuries (including strips) USTR N/A 912810QZ4 2043-02-15 3.125000 0.00 5484800.00 4235190.86 U.S. Treasuries (including strips) USTR N/A 912810RZ3 2047-11-15 2.750000 0.00 2480700.00 1692305.39 U.S. Treasuries (including strips) USTR N/A 912810SA7 2048-02-15 3.000000 0.00 77659300.00 54779033.41 U.S. Treasuries (including strips) USTR N/A 912810SP4 2050-08-15 1.375000 0.00 2385200.00 1110238.62 U.S. Treasuries (including strips) USTR N/A 912810SS8 2050-11-15 1.625000 0.00 200.00 100.13 U.S. Treasuries (including strips) USTR N/A 912810SY5 2041-05-15 2.250000 0.00 284933900.00 202887827.69 U.S. Treasuries (including strips) USTR N/A 912810TB4 2051-11-15 1.875000 0.00 1648400.00 867697.51 U.S. Treasuries (including strips) USTR N/A 912810TD0 2052-02-15 2.250000 0.00 102716000.00 58789323.96 U.S. Treasuries (including strips) USTR N/A 912810TG3 2052-05-15 2.875000 0.00 129149000.00 86040678.16 U.S. Treasuries (including strips) USTR N/A 912810TJ7 2052-08-15 3.000000 0.00 3721300.00 2513077.05 U.S. Treasuries (including strips) USTR N/A 912810TL2 2052-11-15 4.000000 0.00 83581400.00 69094330.42 U.S. Treasuries (including strips) USTR N/A 912810UA4 2054-05-15 4.625000 0.00 294900.00 270544.62 U.S. Treasuries (including strips) USTR N/A 912810UC0 2054-08-15 4.250000 0.00 500.00 425.32 U.S. Treasuries (including strips) USTR N/A 9128284N7 2028-05-15 2.875000 0.00 34105000.00 33580448.05 U.S. Treasuries (including strips) USTR N/A 9128285W6 2029-01-15 0.875000 0.00 75438900.00 96997272.15 U.S. Treasuries (including strips) USTR N/A 9128286B1 2029-02-15 2.625000 0.00 102950300.00 98857748.05 U.S. Treasuries (including strips) USTR N/A 912828Y38 2028-07-15 0.750000 0.00 21484900.00 27973626.04 U.S. Treasuries (including strips) USTR N/A 912828YS3 2029-11-15 1.750000 0.00 298300.00 276213.53 U.S. Treasuries (including strips) USTR N/A 912828Z37 2030-01-15 0.125000 0.00 3787000.00 4603507.77 U.S. Treasuries (including strips) USTR N/A 912828ZE3 2027-03-31 0.625000 0.00 212200.00 208651.53 U.S. Treasuries (including strips) USTR N/A 91282CAE1 2030-08-15 0.625000 0.00 15184200.00 13089156.04 U.S. Treasuries (including strips) USTR N/A 91282CAY7 2027-11-30 0.625000 0.00 7058500.00 6759219.87 U.S. Treasuries (including strips) USTR N/A 91282CBB6 2027-12-31 0.625000 0.00 4182100.00 3989484.98 U.S. Treasuries (including strips) USTR N/A 91282CBJ9 2028-01-31 0.750000 0.00 50000200.00 47612980.12 U.S. Treasuries (including strips) USTR N/A 91282CBJ9 2028-01-31 0.750000 0.00 33458700.00 31861240.92 U.S. Treasuries (including strips) USTR N/A 91282CCM1 2031-07-15 0.125000 0.00 1159500.00 1316639.47 U.S. Treasuries (including strips) USTR N/A 91282CCR0 2028-07-31 1.000000 0.00 22289400.00 20948032.63 U.S. Treasuries (including strips) USTR N/A 91282CCR0 2028-07-31 1.000000 0.00 74792700.00 70291704.58 U.S. Treasuries (including strips) USTR N/A 91282CCS8 2031-08-15 1.250000 0.00 20513200.00 17570139.98 U.S. Treasuries (including strips) USTR N/A 91282CDP3 2028-12-31 1.375000 0.00 100.00 93.62 U.S. Treasuries (including strips) USTR N/A 91282CDX6 2032-01-15 0.125000 0.00 17177000.00 18578174.51 U.S. Treasuries (including strips) USTR N/A 91282CEF4 2027-03-31 2.500000 0.00 67379200.00 67496966.69 U.S. Treasuries (including strips) USTR N/A 91282CET4 2027-05-31 2.625000 0.00 50608900.00 50374953.30 U.S. Treasuries (including strips) USTR N/A 91282CEW7 2027-06-30 3.250000 0.00 11234900.00 11211155.52 U.S. Treasuries (including strips) USTR N/A 91282CGQ8 2030-02-28 4.000000 0.00 5907100.00 5822220.88 U.S. Treasuries (including strips) USTR N/A 91282CGS4 2030-03-31 3.625000 0.00 4937300.00 4877586.76 U.S. Treasuries (including strips) USTR N/A 91282CHC8 2033-05-15 3.375000 0.00 13173500.00 12367425.28 U.S. Treasuries (including strips) USTR N/A 91282CHE4 2028-05-31 3.625000 0.00 800.00 797.73 U.S. Treasuries (including strips) USTR N/A 91282CHR5 2030-07-31 4.000000 0.00 3186000.00 3142978.05 U.S. Treasuries (including strips) USTR N/A 91282CHT1 2033-08-15 3.875000 0.00 1151400.00 1101910.28 U.S. Treasuries (including strips) USTR N/A 91282CHZ7 2030-09-30 4.625000 0.00 220000.00 225410.02 U.S. Treasuries (including strips) USTR N/A 91282CJQ5 2030-12-31 3.750000 0.00 50000100.00 48856494.45 U.S. Treasuries (including strips) USTR N/A 91282CJT9 2027-01-15 4.000000 0.00 24964700.00 25098852.70 U.S. Treasuries (including strips) USTR N/A 91282CJW2 2029-01-31 4.000000 0.00 9629100.00 9575856.52 U.S. Treasuries (including strips) USTR N/A 91282CJX0 2031-01-31 4.000000 0.00 30193100.00 29693904.35 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 51779700.00 49733890.80 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 1300.00 1248.64 U.S. Treasuries (including strips) USTR N/A 91282CLC3 2029-07-31 4.000000 0.00 1000.00 992.11 U.S. Treasuries (including strips) USTR N/A 91282CLF6 2034-08-15 3.875000 0.00 5402200.00 5123677.60 U.S. Treasuries (including strips) USTR N/A 91282CLK5 2029-08-31 3.625000 0.00 100.00 97.79 U.S. Treasuries (including strips) USTR N/A 91282CLP4 2026-09-30 3.500000 0.00 44866000.00 45510955.37 U.S. Treasuries (including strips) USTR N/A 91282CMA6 2029-11-30 4.125000 0.00 2037800.00 2039753.95 U.S. Treasuries (including strips) USTR N/A 91282CMG3 2030-01-31 4.250000 0.00 6285200.00 6268174.42 U.S. Treasuries (including strips) USTR N/A 91282CNN7 2030-07-31 3.875000 0.00 3255000.00 3196804.73 U.S. Treasuries (including strips) USTR N/A 91282CNR8 2032-07-31 4.000000 0.00 9035800.00 8800856.24 U.S. Treasuries (including strips) USTR N/A 91282CNW7 2032-08-31 3.875000 0.00 100.00 96.37 U.S. Treasuries (including strips) USTR N/A 91282CPE5 2027-10-31 3.500000 0.00 9499800.00 9528264.91 U.S. Treasuries (including strips) USTR N/A 91282CPH8 2030-10-15 1.125000 0.00 3589000.00 3587335.90 U.S. Treasuries (including strips) USTR N/A 91282CPK1 2028-11-15 3.500000 0.00 127327900.00 126327578.80 U.S. Treasuries (including strips) USTR N/A 91282CPN5 2030-11-30 3.500000 0.00 200.00 194.19 U.S. Treasuries (including strips) USTR N/A 91282CPT2 2029-01-15 3.500000 0.00 1219500.00 1200877.15 U.S. Treasuries (including strips) USTR N/A 91282CPZ8 2036-02-15 4.125000 0.00 474200.00 452748.84 U.S. Treasuries (including strips) USTR N/A 91282CQC8 2033-02-28 3.750000 0.00 566200.00 539439.12 U.S. Treasuries (including strips) USTR N/A 91282CQE4 2029-03-15 3.500000 0.00 991700.00 986922.36 U.S. Treasuries (including strips) USTR N/A 91282CQG9 2031-03-31 3.875000 0.00 6473800.00 6413151.96 U.S. Treasuries (including strips) USTR N/A 91282CQJ3 2029-04-15 3.875000 0.00 49058000.00 49144864.83 U.S. Treasuries (including strips) USTR N/A 91282CQQ7 2036-05-15 4.375000 0.00 1873000.00 1842211.02 U.S. Treasuries (including strips) USTR N/A 91282CQX2 2031-06-30 4.125000 0.00 159300.00 157823.88 U.S. Treasuries (including strips) USTR N/A 91282CQY0 2028-06-30 4.125000 0.00 511600.00 513204.75 U.S. Treasuries (including strips) USTR N/A 91282CQZ7 2029-07-15 4.125000 0.00 103300.00 103052.01 U.S. Treasuries (including strips) USTR N/A 91282CRE3 2036-07-15 2.375000 0.00 400.00 398.97 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-17 Y CANADIAN IMPERIAL BANK OF COMMER 1.0000 7 N N N 0.0364 1700000000.00 1700000000.00 0.0163 N N Y N RBC DOMINION SECURITIES INC TRI-PARTY RBC DOMINION SECURIT 3.640000% N/A 549300QJJX6CVVUXLE15 0 BNTCEHFH6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797SA6 2026-10-01 0.00 0.00 100.00 99.69 U.S. Treasuries (including strips) USTR N/A 912797SK4 2026-10-29 0.00 0.00 1284300.00 1276592.92 U.S. Treasuries (including strips) USTR N/A 912797SU2 2026-11-27 0.00 0.00 58900.00 58367.13 U.S. Treasuries (including strips) USTR N/A 912797VN4 2026-10-27 0.00 0.00 100.00 99.42 U.S. Treasuries (including strips) USTR N/A 912797VN4 2026-10-27 0.00 0.00 437900.00 435360.62 U.S. Treasuries (including strips) USTR N/A 912797VQ7 2027-07-08 0.00 0.00 800.00 772.92 U.S. Treasuries (including strips) USTR N/A 912810FT0 2036-02-15 4.500000 0.00 999900.00 988905.63 U.S. Treasuries (including strips) USTR N/A 912810QT8 2041-11-15 3.125000 0.00 10823700.00 8648225.01 U.S. Treasuries (including strips) USTR N/A 912810RA8 2043-02-15 0.625000 0.00 11353000.00 11614909.49 U.S. Treasuries (including strips) USTR N/A 912810RD2 2043-11-15 3.750000 0.00 900.00 759.47 U.S. Treasuries (including strips) USTR N/A 912810RF7 2044-02-15 1.375000 0.00 25000100.00 28247582.26 U.S. Treasuries (including strips) USTR N/A 912810RJ9 2044-11-15 3.000000 0.00 3530000.00 2624718.61 U.S. Treasuries (including strips) USTR N/A 912810RL4 2045-02-15 0.750000 0.00 13379700.00 13005942.82 U.S. Treasuries (including strips) USTR N/A 912810RP5 2045-11-15 3.000000 0.00 100.00 73.32 U.S. Treasuries (including strips) USTR N/A 912810RT7 2046-08-15 2.250000 0.00 21743600.00 13589712.18 U.S. Treasuries (including strips) USTR N/A 912810RZ3 2047-11-15 2.750000 0.00 200.00 136.43 U.S. Treasuries (including strips) USTR N/A 912810SD1 2048-08-15 3.000000 0.00 100.00 70.11 U.S. Treasuries (including strips) USTR N/A 912810SE9 2048-11-15 3.375000 0.00 100.00 75.75 U.S. Treasuries (including strips) USTR N/A 912810SF6 2049-02-15 3.000000 0.00 200.00 139.48 U.S. Treasuries (including strips) USTR N/A 912810SL3 2050-02-15 2.000000 0.00 200.00 111.03 U.S. Treasuries (including strips) USTR N/A 912810SM1 2050-02-15 0.250000 0.00 600.00 417.20 U.S. Treasuries (including strips) USTR N/A 912810SU3 2051-02-15 1.875000 0.00 100.00 52.84 U.S. Treasuries (including strips) USTR N/A 912810SV1 2051-02-15 0.125000 0.00 260292700.00 166716307.86 U.S. Treasuries (including strips) USTR N/A 912810SZ2 2051-08-15 2.000000 0.00 4897000.00 2650523.61 U.S. Treasuries (including strips) USTR N/A 912810TC2 2041-11-15 2.000000 0.00 47051300.00 31752925.75 U.S. Treasuries (including strips) USTR N/A 912810TD0 2052-02-15 2.250000 0.00 100.00 57.24 U.S. Treasuries (including strips) USTR N/A 912810TE8 2052-02-15 0.125000 0.00 321700.00 188199.12 U.S. Treasuries (including strips) USTR N/A 912810TJ7 2052-08-15 3.000000 0.00 251700.00 169978.63 U.S. Treasuries (including strips) USTR N/A 912810TM0 2042-11-15 4.000000 0.00 79849900.00 70481680.60 U.S. Treasuries (including strips) USTR N/A 912810TN8 2053-02-15 3.625000 0.00 27652900.00 21089375.98 U.S. Treasuries (including strips) USTR N/A 912810TP3 2053-02-15 1.500000 0.00 4384600.00 3559749.35 U.S. Treasuries (including strips) USTR N/A 912810TS7 2043-05-15 3.875000 0.00 23821800.00 20568106.18 U.S. Treasuries (including strips) USTR N/A 912810UA4 2054-05-15 4.625000 0.00 8200000.00 7522773.23 U.S. Treasuries (including strips) USTR N/A 912810UF3 2044-11-15 4.625000 0.00 100.00 94.11 U.S. Treasuries (including strips) USTR N/A 912810UG1 2055-02-15 4.625000 0.00 20915100.00 18940920.98 U.S. Treasuries (including strips) USTR N/A 912810UP1 2055-11-15 4.625000 0.00 101200.00 92831.91 U.S. Treasuries (including strips) USTR N/A 912810UR7 2056-02-15 4.750000 0.00 12241000.00 11321630.12 U.S. Treasuries (including strips) USTR N/A 912810US5 2056-02-15 2.375000 0.00 228000.00 205828.75 U.S. Treasuries (including strips) USTR N/A 912810UT3 2046-02-15 4.625000 0.00 1073100.00 992076.51 U.S. Treasuries (including strips) USTR N/A 912810UW6 2056-08-15 5.125000 0.00 241300.00 236899.48 U.S. Treasuries (including strips) USTR N/A 9128282R0 2027-08-15 2.250000 0.00 64200.00 63084.73 U.S. Treasuries (including strips) USTR N/A 9128282R0 2027-08-15 2.250000 0.00 49800.00 48934.89 U.S. Treasuries (including strips) USTR N/A 9128283R9 2028-01-15 0.500000 0.00 100.00 132.20 U.S. Treasuries (including strips) USTR N/A 9128284N7 2028-05-15 2.875000 0.00 5000500.00 4923589.81 U.S. Treasuries (including strips) USTR N/A 9128287D6 2029-07-15 0.250000 0.00 500.00 621.90 U.S. Treasuries (including strips) USTR N/A 912828Y38 2028-07-15 0.750000 0.00 100.00 130.20 U.S. Treasuries (including strips) USTR N/A 912828YG9 2026-09-30 1.625000 0.00 500.00 502.50 U.S. Treasuries (including strips) USTR N/A 912828ZQ6 2030-05-15 0.625000 0.00 1503400.00 1310951.63 U.S. Treasuries (including strips) USTR N/A 912828ZQ6 2030-05-15 0.625000 0.00 36173600.00 31543062.29 U.S. Treasuries (including strips) USTR N/A 91282CAV3 2030-11-15 0.875000 0.00 95000.00 82201.59 U.S. Treasuries (including strips) USTR N/A 91282CCH2 2028-06-30 1.250000 0.00 10703600.00 10148896.40 U.S. Treasuries (including strips) USTR N/A 91282CCM1 2031-07-15 0.125000 0.00 857900.00 974165.59 U.S. Treasuries (including strips) USTR N/A 91282CCS8 2031-08-15 1.250000 0.00 21124200.00 18093478.88 U.S. Treasuries (including strips) USTR N/A 91282CCS8 2031-08-15 1.250000 0.00 800.00 685.22 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 412400.00 354045.54 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 1600.00 1373.60 U.S. Treasuries (including strips) USTR N/A 91282CDP3 2028-12-31 1.375000 0.00 54500.00 51021.78 U.S. Treasuries (including strips) USTR N/A 91282CDX6 2032-01-15 0.125000 0.00 3479700.00 3763548.57 U.S. Treasuries (including strips) USTR N/A 91282CDY4 2032-02-15 1.875000 0.00 202800.00 176927.23 U.S. Treasuries (including strips) USTR N/A 91282CEP2 2032-05-15 2.875000 0.00 45043700.00 41625536.30 U.S. Treasuries (including strips) USTR N/A 91282CEW7 2027-06-30 3.250000 0.00 1798100.00 1794299.79 U.S. Treasuries (including strips) USTR N/A 91282CEZ0 2032-07-15 0.625000 0.00 200.00 211.07 U.S. Treasuries (including strips) USTR N/A 91282CFC0 2029-07-31 2.625000 0.00 1150300.00 1097001.17 U.S. Treasuries (including strips) USTR N/A 91282CFF3 2032-08-15 2.750000 0.00 100.00 90.67 U.S. Treasuries (including strips) USTR N/A 91282CFL0 2029-09-30 3.875000 0.00 14709200.00 14715448.03 U.S. Treasuries (including strips) USTR N/A 91282CFM8 2027-09-30 4.125000 0.00 690300.00 701395.78 U.S. Treasuries (including strips) USTR N/A 91282CFV8 2032-11-15 4.125000 0.00 3878300.00 3828766.27 U.S. Treasuries (including strips) USTR N/A 91282CGB1 2029-12-31 3.875000 0.00 7344000.00 7262896.77 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 16937000.00 17790914.73 U.S. Treasuries (including strips) USTR N/A 91282CGQ8 2030-02-28 4.000000 0.00 351693100.00 346639621.85 U.S. Treasuries (including strips) USTR N/A 91282CHC8 2033-05-15 3.375000 0.00 573700.00 538595.81 U.S. Treasuries (including strips) USTR N/A 91282CHP9 2033-07-15 1.375000 0.00 600.00 626.27 U.S. Treasuries (including strips) USTR N/A 91282CHR5 2030-07-31 4.000000 0.00 300000.00 295948.97 U.S. Treasuries (including strips) USTR N/A 91282CJH5 2028-10-15 2.375000 0.00 700.00 775.59 U.S. Treasuries (including strips) USTR N/A 91282CJX0 2031-01-31 4.000000 0.00 15835400.00 15573586.44 U.S. Treasuries (including strips) USTR N/A 91282CJY8 2034-01-15 1.750000 0.00 3951800.00 4147705.50 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 100.00 96.05 U.S. Treasuries (including strips) USTR N/A 91282CKA8 2027-02-15 4.125000 0.00 7809400.00 7827607.45 U.S. Treasuries (including strips) USTR N/A 91282CKF7 2031-03-31 4.125000 0.00 246000.00 246434.16 U.S. Treasuries (including strips) USTR N/A 91282CKL4 2029-04-15 2.125000 0.00 26300.00 28581.95 U.S. Treasuries (including strips) USTR N/A 91282CKQ3 2034-05-15 4.375000 0.00 48801800.00 48511315.77 U.S. Treasuries (including strips) USTR N/A 91282CKT7 2029-05-31 4.500000 0.00 8900.00 9021.41 U.S. Treasuries (including strips) USTR N/A 91282CKW0 2031-06-30 4.250000 0.00 13800600.00 13744629.27 U.S. Treasuries (including strips) USTR N/A 91282CLD1 2031-07-31 4.125000 0.00 58800.00 58003.07 U.S. Treasuries (including strips) USTR N/A 91282CLD1 2031-07-31 4.125000 0.00 400.00 394.58 U.S. Treasuries (including strips) USTR N/A 91282CLE9 2034-07-15 1.875000 0.00 30333000.00 31435403.35 U.S. Treasuries (including strips) USTR N/A 91282CLG4 2027-08-15 3.750000 0.00 1286000.00 1282541.22 U.S. Treasuries (including strips) USTR N/A 91282CLK5 2029-08-31 3.625000 0.00 5792000.00 5663875.17 U.S. Treasuries (including strips) USTR N/A 91282CLL3 2027-09-15 3.375000 0.00 300.00 302.18 U.S. Treasuries (including strips) USTR N/A 91282CLL3 2027-09-15 3.375000 0.00 294300.00 296439.95 U.S. Treasuries (including strips) USTR N/A 91282CLQ2 2027-10-15 3.875000 0.00 1000000.00 1010499.66 U.S. Treasuries (including strips) USTR N/A 91282CLU3 2031-10-31 4.125000 0.00 26565200.00 26445161.54 U.S. Treasuries (including strips) USTR N/A 91282CLW9 2034-11-15 4.250000 0.00 1087000.00 1067694.69 U.S. Treasuries (including strips) USTR N/A 91282CLX7 2027-11-15 4.125000 0.00 5028000.00 5079567.06 U.S. Treasuries (including strips) USTR N/A 91282CLZ2 2031-11-30 4.125000 0.00 35978800.00 35670564.31 U.S. Treasuries (including strips) USTR N/A 91282CMA6 2029-11-30 4.125000 0.00 5051000.00 5055843.16 U.S. Treasuries (including strips) USTR N/A 91282CMB4 2027-12-15 4.000000 0.00 25492900.00 25618332.73 U.S. Treasuries (including strips) USTR N/A 91282CMC2 2031-12-31 4.500000 0.00 700.00 704.18 U.S. Treasuries (including strips) USTR N/A 91282CMF5 2028-01-15 4.250000 0.00 1502000.00 1508945.23 U.S. Treasuries (including strips) USTR N/A 91282CMG3 2030-01-31 4.250000 0.00 1899600.00 1894454.30 U.S. Treasuries (including strips) USTR N/A 91282CMK4 2032-01-31 4.375000 0.00 210154600.00 209220349.73 U.S. Treasuries (including strips) USTR N/A 91282CMM0 2035-02-15 4.625000 0.00 204339200.00 203595787.34 U.S. Treasuries (including strips) USTR N/A 91282CMS7 2028-03-15 3.875000 0.00 5814000.00 5880055.85 U.S. Treasuries (including strips) USTR N/A 91282CMT5 2032-03-31 4.125000 0.00 235900.00 235073.84 U.S. Treasuries (including strips) USTR N/A 91282CND9 2028-05-15 3.750000 0.00 3098100.00 3102674.15 U.S. Treasuries (including strips) USTR N/A 91282CNF4 2032-05-31 4.125000 0.00 7564200.00 7477112.25 U.S. Treasuries (including strips) USTR N/A 91282CNP2 2027-07-31 3.875000 0.00 4985100.00 4986168.14 U.S. Treasuries (including strips) USTR N/A 91282CNT4 2035-08-15 4.250000 0.00 2869000.00 2774764.32 U.S. Treasuries (including strips) USTR N/A 91282CNX5 2030-08-31 3.625000 0.00 100.00 96.90 U.S. Treasuries (including strips) USTR N/A 91282CPB1 2027-09-30 3.500000 0.00 26000000.00 26180677.84 U.S. Treasuries (including strips) USTR N/A 91282CPC9 2028-10-15 3.500000 0.00 4680500.00 4660934.20 U.S. Treasuries (including strips) USTR N/A 91282CPD7 2030-10-31 3.625000 0.00 3866800.00 3788293.01 U.S. Treasuries (including strips) USTR N/A 91282CPJ4 2035-11-15 4.000000 0.00 150211900.00 143752357.26 U.S. Treasuries (including strips) USTR N/A 91282CPK1 2028-11-15 3.500000 0.00 295100.00 292781.62 U.S. Treasuries (including strips) USTR N/A 91282CPL9 2027-11-30 3.375000 0.00 9857600.00 9833267.56 U.S. Treasuries (including strips) USTR N/A 91282CPQ8 2032-12-31 3.875000 0.00 632800.00 612124.23 U.S. Treasuries (including strips) USTR N/A 91282CPR6 2030-12-31 3.625000 0.00 3900000.00 3792068.81 U.S. Treasuries (including strips) USTR N/A 91282CPT2 2029-01-15 3.500000 0.00 19588500.00 19289366.14 U.S. Treasuries (including strips) USTR N/A 91282CPW5 2031-01-31 3.750000 0.00 1999000.00 1946480.21 U.S. Treasuries (including strips) USTR N/A 91282CPY1 2033-01-31 4.000000 0.00 16416100.00 15927681.06 U.S. Treasuries (including strips) USTR N/A 91282CQA2 2029-02-15 3.500000 0.00 7000000.00 6866844.17 U.S. Treasuries (including strips) USTR N/A 91282CQB0 2028-02-29 3.375000 0.00 6839200.00 6747930.88 U.S. Treasuries (including strips) USTR N/A 91282CQC8 2033-02-28 3.750000 0.00 55000.00 52400.48 U.S. Treasuries (including strips) USTR N/A 91282CQG9 2031-03-31 3.875000 0.00 2105800.00 2086072.38 U.S. Treasuries (including strips) USTR N/A 91282CQK0 2031-04-30 3.875000 0.00 22661300.00 22369666.43 U.S. Treasuries (including strips) USTR N/A 91282CQN4 2033-04-30 4.125000 0.00 9062200.00 8935096.88 U.S. Treasuries (including strips) USTR N/A 91282CQR5 2029-05-15 3.875000 0.00 6634200.00 6622074.56 U.S. Treasuries (including strips) USTR N/A 91282CQT1 2033-05-31 4.250000 0.00 20772100.00 20555448.24 U.S. Treasuries (including strips) USTR N/A 91282CQY0 2028-06-30 4.125000 0.00 88270800.00 88547681.51 U.S. Treasuries (including strips) USTR N/A 91282CRA1 2031-07-31 4.375000 0.00 20817400.00 20775191.93 U.S. Treasuries (including strips) USTR N/A 91282CRC7 2033-07-31 4.375000 0.00 12236900.00 12103217.52 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-18 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0364 2000000000.00 2000000000.00 0.0192 N N Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE 4.000000% N/A O2RNE8IBXP4R0TD8PU41 0 BNTCK7WR0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810QF8 2040-02-15 2.125000 0.00 17000000.00 24787136.63 U.S. Treasuries (including strips) USTR N/A 912810RL4 2045-02-15 0.750000 0.00 75500000.00 73937169.26 U.S. Treasuries (including strips) USTR N/A 912810RR1 2046-02-15 1.000000 0.00 35000000.00 35142408.87 U.S. Treasuries (including strips) USTR N/A 912810RW0 2047-02-15 0.875000 0.00 24999500.00 23563946.66 U.S. Treasuries (including strips) USTR N/A 912810SM1 2050-02-15 0.250000 0.00 242238000.00 170223661.14 U.S. Treasuries (including strips) USTR N/A 912828Z37 2030-01-15 0.125000 0.00 158000000.00 192089465.20 U.S. Treasuries (including strips) USTR N/A 91282CLR0 2029-10-31 4.125000 0.00 234500000.00 235643741.89 U.S. Treasuries (including strips) USTR N/A 91282CMA6 2029-11-30 4.125000 0.00 281400000.00 281768311.08 U.S. Treasuries (including strips) USTR N/A 91282CMG3 2030-01-31 4.250000 0.00 118000000.00 117721539.24 U.S. Treasuries (including strips) USTR N/A 91282CML2 2035-01-15 2.125000 0.00 246500000.00 257554509.76 U.S. Treasuries (including strips) USTR N/A 91282CPW5 2031-01-31 3.750000 0.00 330000000.00 321568159.24 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0400 1700000000.00 1700000000.00 0.0163 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES 4.000000% N/A ZBUT11V806EZRVTWT807 0 BNTCK7WS8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912828ZQ6 2030-05-15 0.625000 0.00 493265300.00 430123020.16 U.S. Treasuries (including strips) USTR N/A 912828ZZ6 2030-07-15 0.125000 0.00 1032438400.00 1250994955.41 U.S. Treasuries (including strips) USTR N/A 91282CCM1 2031-07-15 0.125000 0.00 899921600.00 1021882101.74 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0400 2650000000.00 2650000000.00 0.0254 N Y Y N BANCO BILBAO VIZCAYA ARGENTARIA SA TRI-PARTY BANCO BILBAO VIZCAYA 3.670000% N/A K8MS7FD7N5Z2WQ51AZ71 0 BNTCK7WV1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810QV3 2042-02-15 0.750000 0.00 990500.00 1082605.17 U.S. Treasuries (including strips) USTR N/A 912810RJ9 2044-11-15 3.000000 0.00 100.00 74.35 U.S. Treasuries (including strips) USTR N/A 912810RQ3 2046-02-15 2.500000 0.00 25021600.00 16553113.46 U.S. Treasuries (including strips) USTR N/A 9128284V9 2028-08-15 2.875000 0.00 72000000.00 70107120.00 U.S. Treasuries (including strips) USTR N/A 912828V49 2027-01-15 0.375000 0.00 20795900.00 28527503.95 U.S. Treasuries (including strips) USTR N/A 912828Y38 2028-07-15 0.750000 0.00 7962300.00 10367020.68 U.S. Treasuries (including strips) USTR N/A 91282CCM1 2031-07-15 0.125000 0.00 5558500.00 6311807.23 U.S. Treasuries (including strips) USTR N/A 91282CGS4 2030-03-31 3.625000 0.00 250000000.00 246976422.13 U.S. Treasuries (including strips) USTR N/A 91282CJX0 2031-01-31 4.000000 0.00 3216800.00 3163615.25 U.S. Treasuries (including strips) USTR N/A 91282CKA8 2027-02-15 4.125000 0.00 6754800.00 6770548.67 U.S. Treasuries (including strips) USTR N/A 91282CKL4 2029-04-15 2.125000 0.00 2080600.00 2261125.57 U.S. Treasuries (including strips) USTR N/A 91282CKU4 2031-05-31 4.625000 0.00 257724500.00 261952904.18 U.S. Treasuries (including strips) USTR N/A 91282CLV1 2029-10-15 1.625000 0.00 119500.00 126139.42 U.S. Treasuries (including strips) USTR N/A 91282CNN7 2030-07-31 3.875000 0.00 175000000.00 171871221.60 U.S. Treasuries (including strips) USTR N/A 91282CNZ0 2032-09-30 3.875000 0.00 382000900.00 374013173.51 U.S. Treasuries (including strips) USTR N/A 91282CPF2 2032-10-31 3.750000 0.00 23495600.00 22739487.33 U.S. Treasuries (including strips) USTR N/A 91282CPT2 2029-01-15 3.500000 0.00 1194400.00 1176160.45 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1200000000.00 1200000000.00 0.0115 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) 3.670000% N/A SUVUFHICNZMP2WKHG940 0 BNTCK7WW9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 91282CKQ3 2034-05-15 4.375000 0.00 10445700.00 10383523.79 U.S. Treasuries (including strips) USTR N/A 91282CLK5 2029-08-31 3.625000 0.00 18401000.00 17993951.48 U.S. Treasuries (including strips) USTR N/A 91282CPJ4 2035-11-15 4.000000 0.00 55614100.00 53222534.11 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 80000000.00 80000000.00 0.0008 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES 3.670000% N/A 549300HN4UKV1E2R3U73 0 BNTCK7WX7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 91282CEP2 2032-05-15 2.875000 0.00 51169000.00 47361386.79 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 21666000.00 22788689.26 U.S. Treasuries (including strips) USTR N/A 91282CPD7 2030-10-31 3.625000 0.00 16878100.00 16549925.06 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 85000000.00 85000000.00 0.0008 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE TRI-PARTY CANADIAN IMPERIAL BAN 3.670000% N/A 2IGI19DL77OX0HC3ZE78 0 BNTCK7X99 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797SK4 2026-10-29 0.00 0.00 84072500.00 83567980.93 U.S. Treasuries (including strips) USTR N/A 912797UF2 2026-09-10 0.00 0.00 235514600.00 235301930.32 U.S. Treasuries (including strips) USTR N/A 912797UH8 2026-09-24 0.00 0.00 300.00 299.30 U.S. Treasuries (including strips) USTR N/A 912797UJ4 2026-10-08 0.00 0.00 13224000.00 13173629.78 U.S. Treasuries (including strips) USTR N/A 912797UM7 2026-11-05 0.00 0.00 968300.00 961781.40 U.S. Treasuries (including strips) USTR N/A 912797UX3 2027-05-13 0.00 0.00 4081500.00 3970777.07 U.S. Treasuries (including strips) USTR N/A 912810EY0 2026-11-15 6.500000 0.00 2606900.00 2670091.48 U.S. Treasuries (including strips) USTR N/A 912810QC5 2039-08-15 4.500000 0.00 6500.00 6240.27 U.S. Treasuries (including strips) USTR N/A 912810QN1 2041-02-15 4.750000 0.00 460700.00 447571.54 U.S. Treasuries (including strips) USTR N/A 912810QW1 2042-05-15 3.000000 0.00 186500.00 144884.45 U.S. Treasuries (including strips) USTR N/A 912810QX9 2042-08-15 2.750000 0.00 81900.00 60449.46 U.S. Treasuries (including strips) USTR N/A 912810QZ4 2043-02-15 3.125000 0.00 1440700.00 1112463.44 U.S. Treasuries (including strips) USTR N/A 912810RB6 2043-05-15 2.875000 0.00 2600.00 1944.72 U.S. Treasuries (including strips) USTR N/A 912810RK6 2045-02-15 2.500000 0.00 100.00 67.36 U.S. Treasuries (including strips) USTR N/A 912810RK6 2045-02-15 2.500000 0.00 100.00 67.36 U.S. Treasuries (including strips) USTR N/A 912810RN0 2045-08-15 2.875000 0.00 3619800.00 2580327.37 U.S. Treasuries (including strips) USTR N/A 912810RP5 2045-11-15 3.000000 0.00 900000.00 659891.11 U.S. Treasuries (including strips) USTR N/A 912810RT7 2046-08-15 2.250000 0.00 400.00 250.00 U.S. Treasuries (including strips) USTR N/A 912810RW0 2047-02-15 0.875000 0.00 200.00 186.97 U.S. Treasuries (including strips) USTR N/A 912810RX8 2047-05-15 3.000000 0.00 300.00 215.88 U.S. Treasuries (including strips) USTR N/A 912810RZ3 2047-11-15 2.750000 0.00 100.00 68.22 U.S. Treasuries (including strips) USTR N/A 912810RZ3 2047-11-15 2.750000 0.00 100.00 68.22 U.S. Treasuries (including strips) USTR N/A 912810SC3 2048-05-15 3.125000 0.00 100.00 72.74 U.S. Treasuries (including strips) USTR N/A 912810SE9 2048-11-15 3.375000 0.00 100.00 75.75 U.S. Treasuries (including strips) USTR N/A 912810SG4 2049-02-15 1.000000 0.00 100.00 89.25 U.S. Treasuries (including strips) USTR N/A 912810SH2 2049-05-15 2.875000 0.00 100.00 68.62 U.S. Treasuries (including strips) USTR N/A 912810SL3 2050-02-15 2.000000 0.00 57293200.00 31806524.24 U.S. Treasuries (including strips) USTR N/A 912810SM1 2050-02-15 0.250000 0.00 9588800.00 6667552.13 U.S. Treasuries (including strips) USTR N/A 912810SN9 2050-05-15 1.250000 0.00 100.00 45.53 U.S. Treasuries (including strips) USTR N/A 912810SN9 2050-05-15 1.250000 0.00 200.00 91.04 U.S. Treasuries (including strips) USTR N/A 912810SP4 2050-08-15 1.375000 0.00 300.00 139.64 U.S. Treasuries (including strips) USTR N/A 912810SQ2 2040-08-15 1.125000 0.00 100.00 60.75 U.S. Treasuries (including strips) USTR N/A 912810SR0 2040-05-15 1.125000 0.00 5000.00 3087.59 U.S. Treasuries (including strips) USTR N/A 912810SS8 2050-11-15 1.625000 0.00 23454000.00 11742949.23 U.S. Treasuries (including strips) USTR N/A 912810ST6 2040-11-15 1.375000 0.00 13381200.00 8430120.22 U.S. Treasuries (including strips) USTR N/A 912810SU3 2051-02-15 1.875000 0.00 100.00 52.84 U.S. Treasuries (including strips) USTR N/A 912810SV1 2051-02-15 0.125000 0.00 300.00 192.15 U.S. Treasuries (including strips) USTR N/A 912810SX7 2051-05-15 2.375000 0.00 3558200.00 2139179.55 U.S. Treasuries (including strips) USTR N/A 912810TA6 2041-08-15 1.750000 0.00 87851400.00 56966262.51 U.S. Treasuries (including strips) USTR N/A 912810TF5 2042-02-15 2.375000 0.00 10572500.00 7455077.94 U.S. Treasuries (including strips) USTR N/A 912810TG3 2052-05-15 2.875000 0.00 1011600.00 673940.57 U.S. Treasuries (including strips) USTR N/A 912810TG3 2052-05-15 2.875000 0.00 39722100.00 26463359.55 U.S. Treasuries (including strips) USTR N/A 912810TL2 2052-11-15 4.000000 0.00 15508700.00 12820594.56 U.S. Treasuries (including strips) USTR N/A 912810TP3 2053-02-15 1.500000 0.00 8500.00 6900.94 U.S. Treasuries (including strips) USTR N/A 912810TT5 2053-08-15 4.125000 0.00 8500900.00 7085300.19 U.S. Treasuries (including strips) USTR N/A 912810TX6 2054-02-15 4.250000 0.00 50004800.00 42547075.43 U.S. Treasuries (including strips) USTR N/A 912810TZ1 2044-02-15 4.500000 0.00 1800.00 1655.00 U.S. Treasuries (including strips) USTR N/A 912810UA4 2054-05-15 4.625000 0.00 1158700.00 1063004.55 U.S. Treasuries (including strips) USTR N/A 912810UE6 2054-11-15 4.500000 0.00 97981000.00 88013737.94 U.S. Treasuries (including strips) USTR N/A 912810UG1 2055-02-15 4.625000 0.00 80557200.00 72953395.38 U.S. Treasuries (including strips) USTR N/A 912810UL0 2045-05-15 5.000000 0.00 4043200.00 3981322.52 U.S. Treasuries (including strips) USTR N/A 912810UN6 2045-08-15 4.875000 0.00 12200.00 11669.28 U.S. Treasuries (including strips) USTR N/A 912810UP1 2055-11-15 4.625000 0.00 2129900.00 1953781.49 U.S. Treasuries (including strips) USTR N/A 912810UR7 2056-02-15 4.750000 0.00 12400.00 11468.69 U.S. Treasuries (including strips) USTR N/A 912810US5 2056-02-15 2.375000 0.00 383500.00 346207.57 U.S. Treasuries (including strips) USTR N/A 912810UT3 2046-02-15 4.625000 0.00 2800.00 2588.59 U.S. Treasuries (including strips) USTR N/A 9128282L3 2027-07-15 0.375000 0.00 1700.00 2289.34 U.S. Treasuries (including strips) USTR N/A 9128283W8 2028-02-15 2.750000 0.00 100.00 97.93 U.S. Treasuries (including strips) USTR N/A 9128284V9 2028-08-15 2.875000 0.00 42698900.00 41576345.91 U.S. Treasuries (including strips) USTR N/A 9128285W6 2029-01-15 0.875000 0.00 2569000.00 3303149.86 U.S. Treasuries (including strips) USTR N/A 9128285W6 2029-01-15 0.875000 0.00 600.00 771.47 U.S. Treasuries (including strips) USTR N/A 9128287D6 2029-07-15 0.250000 0.00 400.00 497.52 U.S. Treasuries (including strips) USTR N/A 9128287D6 2029-07-15 0.250000 0.00 200.00 248.76 U.S. Treasuries (including strips) USTR N/A 912828V49 2027-01-15 0.375000 0.00 300.00 411.54 U.S. Treasuries (including strips) USTR N/A 912828Y38 2028-07-15 0.750000 0.00 100.00 130.20 U.S. Treasuries (including strips) USTR N/A 912828Y38 2028-07-15 0.750000 0.00 7600.00 9895.30 U.S. Treasuries (including strips) USTR N/A 912828YS3 2029-11-15 1.750000 0.00 100.00 92.59 U.S. Treasuries (including strips) USTR N/A 912828Z37 2030-01-15 0.125000 0.00 700.00 850.93 U.S. Treasuries (including strips) USTR N/A 912828Z37 2030-01-15 0.125000 0.00 2900.00 3525.26 U.S. Treasuries (including strips) USTR N/A 912828Z78 2027-01-31 1.500000 0.00 1000.00 990.90 U.S. Treasuries (including strips) USTR N/A 912828Z94 2030-02-15 1.500000 0.00 100.00 90.73 U.S. Treasuries (including strips) USTR N/A 912828ZZ6 2030-07-15 0.125000 0.00 7200000.00 8724165.71 U.S. Treasuries (including strips) USTR N/A 91282CBS9 2028-03-31 1.250000 0.00 1200.00 1150.43 U.S. Treasuries (including strips) USTR N/A 91282CBZ3 2028-04-30 1.250000 0.00 23950300.00 22875027.07 U.S. Treasuries (including strips) USTR N/A 91282CCB5 2031-05-15 1.625000 0.00 100.00 88.39 U.S. Treasuries (including strips) USTR N/A 91282CCS8 2031-08-15 1.250000 0.00 1750100.00 1499010.49 U.S. Treasuries (including strips) USTR N/A 91282CDF5 2028-10-31 1.375000 0.00 7000.00 6602.79 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 43383000.00 37244319.64 U.S. Treasuries (including strips) USTR N/A 91282CDP3 2028-12-31 1.375000 0.00 300.00 280.85 U.S. Treasuries (including strips) USTR N/A 91282CEJ6 2027-04-15 0.125000 0.00 300.00 349.37 U.S. Treasuries (including strips) USTR N/A 91282CET4 2027-05-31 2.625000 0.00 1116000.00 1110841.13 U.S. Treasuries (including strips) USTR N/A 91282CEZ0 2032-07-15 0.625000 0.00 300.00 316.62 U.S. Treasuries (including strips) USTR N/A 91282CFF3 2032-08-15 2.750000 0.00 557900.00 505851.64 U.S. Treasuries (including strips) USTR N/A 91282CFR7 2027-10-15 1.625000 0.00 4100000.00 4627125.04 U.S. Treasuries (including strips) USTR N/A 91282CFR7 2027-10-15 1.625000 0.00 100.00 112.86 U.S. Treasuries (including strips) USTR N/A 91282CGH8 2028-01-31 3.500000 0.00 380300.00 377217.42 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 400.00 420.16 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 30315900.00 31844340.31 U.S. Treasuries (including strips) USTR N/A 91282CGW5 2028-04-15 1.250000 0.00 3401300.00 3739256.75 U.S. Treasuries (including strips) USTR N/A 91282CHZ7 2030-09-30 4.625000 0.00 74975600.00 76819326.21 U.S. Treasuries (including strips) USTR N/A 91282CJH5 2028-10-15 2.375000 0.00 1300.00 1440.37 U.S. Treasuries (including strips) USTR N/A 91282CJY8 2034-01-15 1.750000 0.00 217168000.00 227933829.81 U.S. Treasuries (including strips) USTR N/A 91282CKF7 2031-03-31 4.125000 0.00 13770600.00 13794903.07 U.S. Treasuries (including strips) USTR N/A 91282CKW0 2031-06-30 4.250000 0.00 489300.00 487315.56 U.S. Treasuries (including strips) USTR N/A 91282CKZ3 2027-07-15 4.375000 0.00 174400.00 175643.75 U.S. Treasuries (including strips) USTR N/A 91282CLD1 2031-07-31 4.125000 0.00 2130500.00 2101625.05 U.S. Treasuries (including strips) USTR N/A 91282CLD1 2031-07-31 4.125000 0.00 1000.00 986.44 U.S. Treasuries (including strips) USTR N/A 91282CLK5 2029-08-31 3.625000 0.00 3314900.00 3241571.10 U.S. Treasuries (including strips) USTR N/A 91282CLV1 2029-10-15 1.625000 0.00 4800.00 5066.69 U.S. Treasuries (including strips) USTR N/A 91282CMT5 2032-03-31 4.125000 0.00 14644400.00 14593113.15 U.S. Treasuries (including strips) USTR N/A 91282CNB3 2030-04-15 1.625000 0.00 78434000.00 81297001.48 U.S. Treasuries (including strips) USTR N/A 91282CNF4 2032-05-31 4.125000 0.00 565718000.00 559204805.20 U.S. Treasuries (including strips) USTR N/A 91282CNK3 2030-06-30 3.875000 0.00 1256600.00 1238827.31 U.S. Treasuries (including strips) USTR N/A 91282CNS6 2035-07-15 1.875000 0.00 174580000.00 174986224.18 U.S. Treasuries (including strips) USTR N/A 91282CNW7 2032-08-31 3.875000 0.00 1289000.00 1242191.25 U.S. Treasuries (including strips) USTR N/A 91282CNW7 2032-08-31 3.875000 0.00 987800.00 951929.03 U.S. Treasuries (including strips) USTR N/A 91282CNY3 2028-09-15 3.375000 0.00 6120900.00 6099405.36 U.S. Treasuries (including strips) USTR N/A 91282CPC9 2028-10-15 3.500000 0.00 3648600.00 3633347.84 U.S. Treasuries (including strips) USTR N/A 91282CPD7 2030-10-31 3.625000 0.00 1476800.00 1446816.78 U.S. Treasuries (including strips) USTR N/A 91282CPF2 2032-10-31 3.750000 0.00 70806100.00 68527486.59 U.S. Treasuries (including strips) USTR N/A 91282CPH8 2030-10-15 1.125000 0.00 5203000.00 5200587.54 U.S. Treasuries (including strips) USTR N/A 91282CPJ4 2035-11-15 4.000000 0.00 600.00 574.19 U.S. Treasuries (including strips) USTR N/A 91282CPK1 2028-11-15 3.500000 0.00 547000.00 542702.62 U.S. Treasuries (including strips) USTR N/A 91282CPP0 2028-12-15 3.500000 0.00 31876000.00 31509119.61 U.S. Treasuries (including strips) USTR N/A 91282CPS4 2027-12-31 3.375000 0.00 65000000.00 64597724.18 U.S. Treasuries (including strips) USTR N/A 91282CPU9 2036-01-15 1.875000 0.00 700.00 687.67 U.S. Treasuries (including strips) USTR N/A 91282CPZ8 2036-02-15 4.125000 0.00 699000.00 667379.67 U.S. Treasuries (including strips) USTR N/A 91282CQC8 2033-02-28 3.750000 0.00 1007400.00 959786.25 U.S. Treasuries (including strips) USTR N/A 91282CQD6 2031-02-28 3.500000 0.00 87000.00 83535.49 U.S. Treasuries (including strips) USTR N/A 91282CQE4 2029-03-15 3.500000 0.00 1137300.00 1131820.91 U.S. Treasuries (including strips) USTR N/A 91282CQM6 2028-04-30 3.853608 0.00 100.00 100.41 U.S. Treasuries (including strips) USTR N/A 91282CQP9 2031-04-15 1.250000 0.00 18018200.00 17810607.20 U.S. Treasuries (including strips) USTR N/A 91282CQT1 2033-05-31 4.250000 0.00 1000.00 989.57 U.S. Treasuries (including strips) USTR N/A 91282CQZ7 2029-07-15 4.125000 0.00 51115800.00 50993088.47 U.S. Treasuries (including strips) USTR N/A 91282CRC7 2033-07-31 4.375000 0.00 50000000.00 49453773.10 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 2300000000.00 2300000000.00 0.0220 N Y Y N RBC DOMINION SECURITIES INC TRI-PARTY RBC DOMINION SECURIT 3.670000% N/A 549300QJJX6CVVUXLE15 0 BNTCK7XA6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810PZ5 2029-01-15 2.500000 0.00 14029300.00 22066722.99 U.S. Treasuries (including strips) USTR N/A 912810QX9 2042-08-15 2.750000 0.00 5000000.00 3690443.26 U.S. Treasuries (including strips) USTR N/A 912810RC4 2043-08-15 3.625000 0.00 2891900.00 2378417.38 U.S. Treasuries (including strips) USTR N/A 912810RF7 2044-02-15 1.375000 0.00 89160000.00 100741774.40 U.S. Treasuries (including strips) USTR N/A 912810SF6 2049-02-15 3.000000 0.00 141295900.00 98543624.80 U.S. Treasuries (including strips) USTR N/A 912810TB4 2051-11-15 1.875000 0.00 100.00 52.64 U.S. Treasuries (including strips) USTR N/A 912810TD0 2052-02-15 2.250000 0.00 5937900.00 3398546.74 U.S. Treasuries (including strips) USTR N/A 912810TN8 2053-02-15 3.625000 0.00 958000.00 730614.95 U.S. Treasuries (including strips) USTR N/A 912810TT5 2053-08-15 4.125000 0.00 555000.00 462579.45 U.S. Treasuries (including strips) USTR N/A 912810UB2 2044-05-15 4.625000 0.00 9717300.00 9171443.98 U.S. Treasuries (including strips) USTR N/A 912810UE6 2054-11-15 4.500000 0.00 10807600.00 9708180.91 U.S. Treasuries (including strips) USTR N/A 912810UG1 2055-02-15 4.625000 0.00 809800.00 733362.87 U.S. Treasuries (including strips) USTR N/A 912810UM8 2055-08-15 4.750000 0.00 19979900.00 18463370.00 U.S. Treasuries (including strips) USTR N/A 912810UR7 2056-02-15 4.750000 0.00 31597000.00 29223882.58 U.S. Treasuries (including strips) USTR N/A 912810UR7 2056-02-15 4.750000 0.00 2605000.00 2409349.43 U.S. Treasuries (including strips) USTR N/A 9128284N7 2028-05-15 2.875000 0.00 100.00 98.46 U.S. Treasuries (including strips) USTR N/A 91282CCM1 2031-07-15 0.125000 0.00 72984100.00 82875158.79 U.S. Treasuries (including strips) USTR N/A 91282CCZ2 2026-09-30 0.875000 0.00 895100.00 896261.65 U.S. Treasuries (including strips) USTR N/A 91282CFF3 2032-08-15 2.750000 0.00 8421900.00 7636192.75 U.S. Treasuries (including strips) USTR N/A 91282CHR5 2030-07-31 4.000000 0.00 276500.00 272766.30 U.S. Treasuries (including strips) USTR N/A 91282CLE9 2034-07-15 1.875000 0.00 912700.00 945870.59 U.S. Treasuries (including strips) USTR N/A 91282CLG4 2027-08-15 3.750000 0.00 19947300.00 19893650.43 U.S. Treasuries (including strips) USTR N/A 91282CLZ2 2031-11-30 4.125000 0.00 100.00 99.15 U.S. Treasuries (including strips) USTR N/A 91282CMS7 2028-03-15 3.875000 0.00 9622600.00 9731927.33 U.S. Treasuries (including strips) USTR N/A 91282CMS7 2028-03-15 3.875000 0.00 98700.00 99821.38 U.S. Treasuries (including strips) USTR N/A 91282CMZ1 2030-04-30 3.875000 0.00 1080800.00 1073718.35 U.S. Treasuries (including strips) USTR N/A 91282CND9 2028-05-15 3.750000 0.00 100.00 100.15 U.S. Treasuries (including strips) USTR N/A 91282CQR5 2029-05-15 3.875000 0.00 23471900.00 23429000.00 U.S. Treasuries (including strips) USTR N/A 91282CRB9 2028-07-31 4.250000 0.00 17157000.00 17187061.86 U.S. Treasuries (including strips) USTR N/A 91282CRG8 2029-08-15 4.250000 0.00 29011000.00 28935943.49 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 485000000.00 485000000.00 0.0046 N Y Y N FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.690000% N/A 549300H47WTHXPU08X20 0 BNTCK7XF5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 91282CHF1 2030-05-31 3.750000 0.00 1431300.00 1409690.56 U.S. Treasuries (including strips) USTR N/A 912797RS8 2026-09-03 0.00 0.00 573000.00 572885.40 U.S. Treasuries (including strips) USTR N/A 912797SU2 2026-11-27 0.00 0.00 300.00 297.29 U.S. Treasuries (including strips) USTR N/A 912797UH8 2026-09-24 0.00 0.00 138300.00 137977.90 U.S. Treasuries (including strips) USTR N/A 912797VA2 2026-12-03 0.00 0.00 49999200.00 49512757.78 U.S. Treasuries (including strips) USTR N/A 912797VF1 2027-06-10 0.00 0.00 300.00 290.86 U.S. Treasuries (including strips) USTR N/A 912797VQ7 2027-07-08 0.00 0.00 85000800.00 82123437.92 U.S. Treasuries (including strips) USTR N/A 912797VR5 2027-08-05 0.00 0.00 6159900.00 5930597.72 U.S. Treasuries (including strips) USTR N/A 912797WC7 2027-02-25 0.00 0.00 30464100.00 29885769.53 U.S. Treasuries (including strips) USTR N/A 912797WG8 2026-12-22 0.00 0.00 337000.00 333021.38 U.S. Treasuries (including strips) USTR N/A 912810FM5 2030-05-15 6.250000 0.00 300.00 323.72 U.S. Treasuries (including strips) USTR N/A 9128282R0 2027-08-15 2.250000 0.00 4327800.00 4252618.59 U.S. Treasuries (including strips) USTR N/A 9128283F5 2027-11-15 2.250000 0.00 1403300.00 1379374.11 U.S. Treasuries (including strips) USTR N/A 9128284N7 2028-05-15 2.875000 0.00 191252100.00 188310547.07 U.S. Treasuries (including strips) USTR N/A 9128286B1 2029-02-15 2.625000 0.00 199051000.00 191138186.18 U.S. Treasuries (including strips) USTR N/A 912828X88 2027-05-15 2.375000 0.00 15181400.00 15102640.55 U.S. Treasuries (including strips) USTR N/A 912828YG9 2026-09-30 1.625000 0.00 300000.00 301497.01 U.S. Treasuries (including strips) USTR N/A 912828YX2 2026-12-31 1.750000 0.00 2306600.00 2296871.61 U.S. Treasuries (including strips) USTR N/A 912828ZB9 2027-02-28 1.125000 0.00 364600.00 359466.43 U.S. Treasuries (including strips) USTR N/A 912828ZQ6 2030-05-15 0.625000 0.00 10237600.00 8927097.51 U.S. Treasuries (including strips) USTR N/A 91282CAL5 2027-09-30 0.375000 0.00 1100000.00 1057326.19 U.S. Treasuries (including strips) USTR N/A 91282CAU5 2027-10-31 0.500000 0.00 663800.00 636749.62 U.S. Treasuries (including strips) USTR N/A 91282CAY7 2027-11-30 0.625000 0.00 3703000.00 3545992.94 U.S. Treasuries (including strips) USTR N/A 91282CBB6 2027-12-31 0.625000 0.00 2567200.00 2448962.44 U.S. Treasuries (including strips) USTR N/A 91282CBL4 2031-02-15 1.125000 0.00 38204500.00 33106763.93 U.S. Treasuries (including strips) USTR N/A 91282CBS9 2028-03-31 1.250000 0.00 77434000.00 74235155.77 U.S. Treasuries (including strips) USTR N/A 91282CBZ3 2028-04-30 1.250000 0.00 19700.00 18815.55 U.S. Treasuries (including strips) USTR N/A 91282CCS8 2031-08-15 1.250000 0.00 261595900.00 224064338.14 U.S. Treasuries (including strips) USTR N/A 91282CDF5 2028-10-31 1.375000 0.00 3383700.00 3191694.61 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 33252400.00 28547196.25 U.S. Treasuries (including strips) USTR N/A 91282CDL2 2028-11-30 1.500000 0.00 47918900.00 45175806.14 U.S. Treasuries (including strips) USTR N/A 91282CDW8 2029-01-31 1.750000 0.00 100.00 94.16 U.S. Treasuries (including strips) USTR N/A 91282CEB3 2029-02-28 1.875000 0.00 158364700.00 149040344.83 U.S. Treasuries (including strips) USTR N/A 91282CEE7 2029-03-31 2.375000 0.00 8054200.00 7740120.66 U.S. Treasuries (including strips) USTR N/A 91282CEM9 2029-04-30 2.875000 0.00 34073100.00 33103767.16 U.S. Treasuries (including strips) USTR N/A 91282CEP2 2032-05-15 2.875000 0.00 2159100.00 1995255.62 U.S. Treasuries (including strips) USTR N/A 91282CES6 2029-05-31 2.750000 0.00 72451000.00 69874900.97 U.S. Treasuries (including strips) USTR N/A 91282CEW7 2027-06-30 3.250000 0.00 86167000.00 85984889.79 U.S. Treasuries (including strips) USTR N/A 91282CFC0 2029-07-31 2.625000 0.00 280886600.00 267871797.25 U.S. Treasuries (including strips) USTR N/A 91282CFF3 2032-08-15 2.750000 0.00 7588400.00 6880452.76 U.S. Treasuries (including strips) USTR N/A 91282CFJ5 2029-08-31 3.125000 0.00 4000000.00 3855408.00 U.S. Treasuries (including strips) USTR N/A 91282CFV8 2032-11-15 4.125000 0.00 1981400.00 1956093.52 U.S. Treasuries (including strips) USTR N/A 91282CFY2 2029-11-30 3.875000 0.00 105373300.00 104611391.74 U.S. Treasuries (including strips) USTR N/A 91282CFZ9 2027-11-30 3.875000 0.00 82837100.00 83227878.82 U.S. Treasuries (including strips) USTR N/A 91282CGB1 2029-12-31 3.875000 0.00 10268500.00 10155100.16 U.S. Treasuries (including strips) USTR N/A 91282CGC9 2027-12-31 3.875000 0.00 20679300.00 20697881.02 U.S. Treasuries (including strips) USTR N/A 91282CGH8 2028-01-31 3.500000 0.00 347106800.00 344293280.55 U.S. Treasuries (including strips) USTR N/A 91282CGJ4 2030-01-31 3.500000 0.00 2027700.00 1972823.08 U.S. Treasuries (including strips) USTR N/A 91282CGM7 2033-02-15 3.500000 0.00 49189400.00 46248254.56 U.S. Treasuries (including strips) USTR N/A 91282CGQ8 2030-02-28 4.000000 0.00 233795200.00 230435796.77 U.S. Treasuries (including strips) USTR N/A 91282CGT2 2028-03-31 3.625000 0.00 100.00 100.44 U.S. Treasuries (including strips) USTR N/A 91282CHA2 2028-04-30 3.500000 0.00 38700000.00 38637513.80 U.S. Treasuries (including strips) USTR N/A 91282CHC8 2033-05-15 3.375000 0.00 46940700.00 44068440.40 U.S. Treasuries (including strips) USTR N/A 91282CHE4 2028-05-31 3.625000 0.00 13472900.00 13434745.04 U.S. Treasuries (including strips) USTR N/A 91282CHR5 2030-07-31 4.000000 0.00 200.00 197.30 U.S. Treasuries (including strips) USTR N/A 91282CHT1 2033-08-15 3.875000 0.00 5656700.00 5413562.49 U.S. Treasuries (including strips) USTR N/A 91282CHX2 2028-08-31 4.375000 0.00 28478000.00 28488451.43 U.S. Treasuries (including strips) USTR N/A 91282CJA0 2028-09-30 4.625000 0.00 5319700.00 5449660.36 U.S. Treasuries (including strips) USTR N/A 91282CJJ1 2033-11-15 4.500000 0.00 42069800.00 42262038.87 U.S. Treasuries (including strips) USTR N/A 91282CJM4 2030-11-30 4.375000 0.00 200.00 201.31 U.S. Treasuries (including strips) USTR N/A 91282CJN2 2028-11-30 4.375000 0.00 7533500.00 7615926.04 U.S. Treasuries (including strips) USTR N/A 91282CJQ5 2030-12-31 3.750000 0.00 50000000.00 48856396.74 U.S. Treasuries (including strips) USTR N/A 91282CJW2 2029-01-31 4.000000 0.00 136779100.00 136022788.89 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 153889400.00 147809249.88 U.S. Treasuries (including strips) USTR N/A 91282CKC4 2031-02-28 4.250000 0.00 19831900.00 19636159.15 U.S. Treasuries (including strips) USTR N/A 91282CKD2 2029-02-28 4.250000 0.00 52610400.00 52446729.05 U.S. Treasuries (including strips) USTR N/A 91282CKE0 2027-03-15 4.250000 0.00 25121500.00 25647862.32 U.S. Treasuries (including strips) USTR N/A 91282CKF7 2031-03-31 4.125000 0.00 100000000.00 100176485.25 U.S. Treasuries (including strips) USTR N/A 91282CKG5 2029-03-31 4.125000 0.00 2382400.00 2407979.47 U.S. Treasuries (including strips) USTR N/A 91282CKJ9 2027-04-15 4.500000 0.00 100.00 101.96 U.S. Treasuries (including strips) USTR N/A 91282CKN0 2031-04-30 4.625000 0.00 10603300.00 10820503.94 U.S. Treasuries (including strips) USTR N/A 91282CKP5 2029-04-30 4.625000 0.00 16069300.00 16406908.91 U.S. Treasuries (including strips) USTR N/A 91282CKT7 2029-05-31 4.500000 0.00 89938900.00 91165799.30 U.S. Treasuries (including strips) USTR N/A 91282CKU4 2031-05-31 4.625000 0.00 100.00 101.64 U.S. Treasuries (including strips) USTR N/A 91282CKX8 2029-06-30 4.250000 0.00 10270900.00 10301161.42 U.S. Treasuries (including strips) USTR N/A 91282CLC3 2029-07-31 4.000000 0.00 233428500.00 231586180.78 U.S. Treasuries (including strips) USTR N/A 91282CLF6 2034-08-15 3.875000 0.00 3380700.00 3206400.51 U.S. Treasuries (including strips) USTR N/A 91282CLN9 2029-09-30 3.500000 0.00 3115100.00 3078398.35 U.S. Treasuries (including strips) USTR N/A 91282CLR0 2029-10-31 4.125000 0.00 1899600.00 1908405.34 U.S. Treasuries (including strips) USTR N/A 91282CMC2 2031-12-31 4.500000 0.00 5950000.00 5985471.05 U.S. Treasuries (including strips) USTR N/A 91282CMD0 2029-12-31 4.375000 0.00 100.00 100.53 U.S. Treasuries (including strips) USTR N/A 91282CMG3 2030-01-31 4.250000 0.00 100.00 99.73 U.S. Treasuries (including strips) USTR N/A 91282CMM0 2035-02-15 4.625000 0.00 28125000.00 28022677.59 U.S. Treasuries (including strips) USTR N/A 91282CMV0 2027-03-31 3.875000 0.00 2900200.00 2945100.23 U.S. Treasuries (including strips) USTR N/A 91282CNC1 2035-05-15 4.250000 0.00 364774000.00 357246825.07 U.S. Treasuries (including strips) USTR N/A 91282CNR8 2032-07-31 4.000000 0.00 24927000.00 24278862.23 U.S. Treasuries (including strips) USTR N/A 91282CNV9 2027-08-31 3.625000 0.00 100.00 99.43 U.S. Treasuries (including strips) USTR N/A 91282CPA3 2030-09-30 3.625000 0.00 109545000.00 107763983.27 U.S. Treasuries (including strips) USTR N/A 91282CPE5 2027-10-31 3.500000 0.00 30804000.00 30896300.17 U.S. Treasuries (including strips) USTR N/A 91282CPF2 2032-10-31 3.750000 0.00 50000000.00 48390948.37 U.S. Treasuries (including strips) USTR N/A 91282CPJ4 2035-11-15 4.000000 0.00 79018600.00 75620573.45 U.S. Treasuries (including strips) USTR N/A 91282CPQ8 2032-12-31 3.875000 0.00 269800.00 260984.70 U.S. Treasuries (including strips) USTR N/A 91282CPY1 2033-01-31 4.000000 0.00 107258800.00 104067589.55 U.S. Treasuries (including strips) USTR N/A 91282CQA2 2029-02-15 3.500000 0.00 606639700.00 595100041.37 U.S. Treasuries (including strips) USTR N/A 91282CQB0 2028-02-29 3.375000 0.00 1780100.00 1756344.57 U.S. Treasuries (including strips) USTR N/A 91282CQD6 2031-02-28 3.500000 0.00 1141500.00 1096043.19 U.S. Treasuries (including strips) USTR N/A 91282CQF1 2033-03-31 4.250000 0.00 1581100.00 1577448.28 U.S. Treasuries (including strips) USTR N/A 91282CQH7 2028-03-31 3.875000 0.00 100.00 100.94 U.S. Treasuries (including strips) USTR N/A 91282CQJ3 2029-04-15 3.875000 0.00 51940000.00 52031967.86 U.S. Treasuries (including strips) USTR N/A 91282CQK0 2031-04-30 3.875000 0.00 88475200.00 87336591.97 U.S. Treasuries (including strips) USTR N/A 91282CQR5 2029-05-15 3.875000 0.00 1177400.00 1175248.05 U.S. Treasuries (including strips) USTR N/A 91282CQU8 2031-05-31 4.125000 0.00 9473500.00 9420986.99 U.S. Treasuries (including strips) USTR N/A 91282CQX2 2031-06-30 4.125000 0.00 209000.00 207063.35 U.S. Treasuries (including strips) USTR N/A 91282CRA1 2031-07-31 4.375000 0.00 983100.00 981106.73 U.S. Treasuries (including strips) USTR N/A 91282CRJ2 2033-08-31 4.500000 0.00 9107600.00 9039384.08 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 5000000000.00 5000000000.00 0.0479 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA TRI-PARTY CREDIT AGRICOLE CORPO 3.670000% N/A 1VUV7VQFKUOQSJ21A208 0 BNTCK7XG3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810RD2 2043-11-15 3.750000 0.00 250000.00 210966.36 U.S. Treasuries (including strips) USTR N/A 912810SN9 2050-05-15 1.250000 0.00 1100.00 500.75 U.S. Treasuries (including strips) USTR N/A 912810SP4 2050-08-15 1.375000 0.00 212300.00 98819.25 U.S. Treasuries (including strips) USTR N/A 912810TL2 2052-11-15 4.000000 0.00 19265900.00 15926563.33 U.S. Treasuries (including strips) USTR N/A 912810TS7 2043-05-15 3.875000 0.00 25178800.00 21739760.72 U.S. Treasuries (including strips) USTR N/A 912821TF2 2035-11-15 0.00 0.00 100.00 64.76 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 200.00 171.70 U.S. Treasuries (including strips) USTR N/A 91282CHQ7 2028-07-31 4.125000 0.00 13229700.00 13221707.46 U.S. Treasuries (including strips) USTR N/A 91282CHT1 2033-08-15 3.875000 0.00 67871900.00 64954615.24 U.S. Treasuries (including strips) USTR N/A 91282CMS7 2028-03-15 3.875000 0.00 647000.00 654350.90 U.S. Treasuries (including strips) USTR N/A 91282CNA5 2032-04-30 4.000000 0.00 120405000.00 118712534.97 U.S. Treasuries (including strips) USTR N/A 91282CNR8 2032-07-31 4.000000 0.00 20000000.00 19479971.30 U.S. Treasuries (including strips) USTR N/A 912833XS4 2029-05-15 0.00 0.00 11.84 10.50 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 250000000.00 250000000.00 0.0024 N Y Y N FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.000000% N/A 549300H47WTHXPU08X20 0 BNTCK7XK4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912797TC1 2026-12-24 0.00 0.00 20016500.00 19776121.85 U.S. Treasuries (including strips) USTR N/A 912797VA2 2026-12-03 0.00 0.00 49996600.00 49510183.08 U.S. Treasuries (including strips) USTR N/A 912797VF1 2027-06-10 0.00 0.00 95519000.00 92608536.07 U.S. Treasuries (including strips) USTR N/A 912797VG9 2026-12-10 0.00 0.00 400.00 395.85 U.S. Treasuries (including strips) USTR N/A 912797VM6 2026-10-20 0.00 0.00 122000.00 121384.14 U.S. Treasuries (including strips) USTR N/A 9128282R0 2027-08-15 2.250000 0.00 12026500.00 11817578.77 U.S. Treasuries (including strips) USTR N/A 9128284V9 2028-08-15 2.875000 0.00 124412000.00 121141208.52 U.S. Treasuries (including strips) USTR N/A 912828V98 2027-02-15 2.250000 0.00 403000.00 400227.06 U.S. Treasuries (including strips) USTR N/A 912828ZE3 2027-03-31 0.625000 0.00 322600.00 317205.39 U.S. Treasuries (including strips) USTR N/A 912828ZQ6 2030-05-15 0.625000 0.00 108950300.00 95003707.10 U.S. Treasuries (including strips) USTR N/A 91282CBB6 2027-12-31 0.625000 0.00 3444600.00 3285952.02 U.S. Treasuries (including strips) USTR N/A 91282CBL4 2031-02-15 1.125000 0.00 45990000.00 39853422.33 U.S. Treasuries (including strips) USTR N/A 91282CES6 2029-05-31 2.750000 0.00 174215600.00 168021114.91 U.S. Treasuries (including strips) USTR N/A 91282CEV9 2029-06-30 3.250000 0.00 23103200.00 22520572.96 U.S. Treasuries (including strips) USTR N/A 91282CFZ9 2027-11-30 3.875000 0.00 20328800.00 20424699.84 U.S. Treasuries (including strips) USTR N/A 91282CGP0 2028-02-29 4.000000 0.00 74467600.00 74128995.82 U.S. Treasuries (including strips) USTR N/A 91282CGZ8 2030-04-30 3.500000 0.00 213811700.00 209430563.47 U.S. Treasuries (including strips) USTR N/A 91282CHK0 2028-06-30 4.000000 0.00 5379600.00 5383527.81 U.S. Treasuries (including strips) USTR N/A 91282CHT1 2033-08-15 3.875000 0.00 30500100.00 29189138.07 U.S. Treasuries (including strips) USTR N/A 91282CHW4 2030-08-31 4.125000 0.00 49013800.00 48383776.61 U.S. Treasuries (including strips) USTR N/A 91282CJA0 2028-09-30 4.625000 0.00 4225100.00 4328319.26 U.S. Treasuries (including strips) USTR N/A 91282CJF9 2028-10-31 4.875000 0.00 7042600.00 7229328.60 U.S. Treasuries (including strips) USTR N/A 91282CJJ1 2033-11-15 4.500000 0.00 2800.00 2812.80 U.S. Treasuries (including strips) USTR N/A 91282CJP7 2026-12-15 4.375000 0.00 3000200.00 3032038.83 U.S. Treasuries (including strips) USTR N/A 91282CJW2 2029-01-31 4.000000 0.00 39816300.00 39596138.37 U.S. Treasuries (including strips) USTR N/A 91282CKD2 2029-02-28 4.250000 0.00 26094900.00 26013718.77 U.S. Treasuries (including strips) USTR N/A 91282CKE0 2027-03-15 4.250000 0.00 30484200.00 31122925.17 U.S. Treasuries (including strips) USTR N/A 91282CKF7 2031-03-31 4.125000 0.00 24967000.00 25011063.07 U.S. Treasuries (including strips) USTR N/A 91282CKP5 2029-04-30 4.625000 0.00 629844000.00 643076745.17 U.S. Treasuries (including strips) USTR N/A 91282CKQ3 2034-05-15 4.375000 0.00 75600400.00 75150401.76 U.S. Treasuries (including strips) USTR N/A 91282CKV2 2027-06-15 4.625000 0.00 400.00 405.34 U.S. Treasuries (including strips) USTR N/A 91282CLD1 2031-07-31 4.125000 0.00 85900000.00 84735785.63 U.S. Treasuries (including strips) USTR N/A 91282CLG4 2027-08-15 3.750000 0.00 150100000.00 149696296.26 U.S. Treasuries (including strips) USTR N/A 91282CLK5 2029-08-31 3.625000 0.00 175985800.00 172092818.12 U.S. Treasuries (including strips) USTR N/A 91282CLP4 2026-09-30 3.500000 0.00 9518000.00 9654822.65 U.S. Treasuries (including strips) USTR N/A 91282CLQ2 2027-10-15 3.875000 0.00 60854000.00 61492946.05 U.S. Treasuries (including strips) USTR N/A 91282CLS8 2026-10-31 4.125000 0.00 98111000.00 99492046.16 U.S. Treasuries (including strips) USTR N/A 91282CMB4 2027-12-15 4.000000 0.00 77951000.00 78334542.34 U.S. Treasuries (including strips) USTR N/A 91282CMC2 2031-12-31 4.500000 0.00 23266000.00 23404700.76 U.S. Treasuries (including strips) USTR N/A 91282CME8 2026-12-31 4.250000 0.00 29072100.00 29313524.20 U.S. Treasuries (including strips) USTR N/A 91282CMG3 2030-01-31 4.250000 0.00 150006400.00 149600057.12 U.S. Treasuries (including strips) USTR N/A 91282CMK4 2032-01-31 4.375000 0.00 194890400.00 194024007.31 U.S. Treasuries (including strips) USTR N/A 91282CMS7 2028-03-15 3.875000 0.00 5548500.00 5611539.37 U.S. Treasuries (including strips) USTR N/A 91282CMT5 2032-03-31 4.125000 0.00 145530800.00 145021129.66 U.S. Treasuries (including strips) USTR N/A 91282CMZ1 2030-04-30 3.875000 0.00 134858100.00 133974478.22 U.S. Treasuries (including strips) USTR N/A 91282CNA5 2032-04-30 4.000000 0.00 65296400.00 64378565.41 U.S. Treasuries (including strips) USTR N/A 91282CNG2 2030-05-31 4.000000 0.00 135002000.00 134217455.43 U.S. Treasuries (including strips) USTR N/A 91282CNK3 2030-06-30 3.875000 0.00 144469000.00 142425707.41 U.S. Treasuries (including strips) USTR N/A 91282CNN7 2030-07-31 3.875000 0.00 85479600.00 83951333.00 U.S. Treasuries (including strips) USTR N/A 91282CNV9 2027-08-31 3.625000 0.00 61516100.00 61166196.42 U.S. Treasuries (including strips) USTR N/A 91282CNW7 2032-08-31 3.875000 0.00 441145000.00 425125260.47 U.S. Treasuries (including strips) USTR N/A 91282CNX5 2030-08-31 3.625000 0.00 200.00 193.80 U.S. Treasuries (including strips) USTR N/A 91282CPA3 2030-09-30 3.625000 0.00 90000000.00 88536751.97 U.S. Treasuries (including strips) USTR N/A 91282CPD7 2030-10-31 3.625000 0.00 88412200.00 86617182.00 U.S. Treasuries (including strips) USTR N/A 91282CPJ4 2035-11-15 4.000000 0.00 23152400.00 22156780.36 U.S. Treasuries (including strips) USTR N/A 91282CPM7 2032-11-30 3.750000 0.00 60799000.00 58615782.67 U.S. Treasuries (including strips) USTR N/A 91282CPN5 2030-11-30 3.500000 0.00 100.00 97.09 U.S. Treasuries (including strips) USTR N/A 91282CPY1 2033-01-31 4.000000 0.00 32664800.00 31692942.66 U.S. Treasuries (including strips) USTR N/A 91282CQE4 2029-03-15 3.500000 0.00 9000.00 8956.64 U.S. Treasuries (including strips) USTR N/A 91282CQK0 2031-04-30 3.875000 0.00 217974400.00 215169236.51 U.S. Treasuries (including strips) USTR N/A 91282CQW4 2033-06-30 4.250000 0.00 755940000.00 745077388.70 U.S. Treasuries (including strips) USTR N/A 91282CQZ7 2029-07-15 4.125000 0.00 7606500.00 7588239.40 U.S. Treasuries (including strips) USTR N/A 91282CRG8 2029-08-15 4.250000 0.00 1173656000.00 1170619547.81 U.S. Treasuries (including strips) USTR N/A 91282CRH6 2028-08-31 4.125000 0.00 264849000.00 263721537.81 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0400 6670000000.00 6670000000.00 0.0639 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & 4.000000% N/A FOR8UP27PHTHYVLBNG30 0 BNTCK7XL2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810RY6 2047-08-15 2.750000 0.00 1491700800.00 1018496986.56 U.S. Treasuries (including strips) USTR N/A 912810SH2 2049-05-15 2.875000 0.00 1009200.00 698187.26 U.S. Treasuries (including strips) USTR N/A 912810UW6 2056-08-15 5.125000 0.00 1042718400.00 1031727377.36 U.S. Treasuries (including strips) USTR N/A 912828V49 2027-01-15 0.375000 0.00 4614500.00 6325487.49 U.S. Treasuries (including strips) USTR N/A 91282CDP3 2028-12-31 1.375000 0.00 57200.00 53554.45 U.S. Treasuries (including strips) USTR N/A 91282CLU3 2031-10-31 4.125000 0.00 209496400.00 208775180.18 U.S. Treasuries (including strips) USTR N/A 91282CPZ8 2036-02-15 4.125000 0.00 30199900.00 28923274.07 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0400 2250000000.00 2250000000.00 0.0216 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) TRI-PARTY SOCIETE GENERALE (NEW 4.000000% N/A 254900J6B390XMPVLV82 0 BNTCK7XN8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810QD3 2039-11-15 4.375000 0.00 21961200.00 21088081.41 U.S. Treasuries (including strips) USTR N/A 912810SH2 2049-05-15 2.875000 0.00 22537400.00 15591880.41 U.S. Treasuries (including strips) USTR N/A 912810SW9 2041-02-15 1.875000 0.00 178999400.00 121107094.96 U.S. Treasuries (including strips) USTR N/A 912810UB2 2044-05-15 4.625000 0.00 135147900.00 128360822.41 U.S. Treasuries (including strips) USTR N/A 912810UT3 2046-02-15 4.625000 0.00 124560400.00 115882634.37 U.S. Treasuries (including strips) USTR N/A 912810UX4 2046-08-15 5.125000 0.00 108851000.00 107969552.99 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0400 500000000.00 500000000.00 0.0048 N Y Y N FIXED INCOME CLEARING CORP-STATE STREET TRI-PARTY FIXED INCOME CLEARING-STATE STREET 4.000000% N/A 549300H47WTHXPU08X20 0 BNTCK7XP3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 91282CKQ3 2034-05-15 4.375000 0.00 279478500.00 278372550.47 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 746743100.00 785377213.35 U.S. Treasuries (including strips) USTR N/A 91282CPU9 2036-01-15 1.875000 0.00 100000000.00 98513838.00 U.S. Treasuries (including strips) USTR N/A 912810QZ4 2043-02-15 3.125000 0.00 50000000.00 38858951.00 U.S. Treasuries (including strips) USTR N/A 912810RC4 2043-08-15 3.625000 0.00 80680000.00 66773252.14 U.S. Treasuries (including strips) USTR N/A 912810RD2 2043-11-15 3.750000 0.00 44307000.00 37620691.77 U.S. Treasuries (including strips) USTR N/A 912810ST6 2040-11-15 1.375000 0.00 9410000.00 5965537.44 U.S. Treasuries (including strips) USTR N/A 912810SW9 2041-02-15 1.875000 0.00 50000000.00 33835683.50 U.S. Treasuries (including strips) USTR N/A 912810SY5 2041-05-15 2.250000 0.00 100000000.00 71617358.00 U.S. Treasuries (including strips) USTR N/A 912810TC2 2041-11-15 2.000000 0.00 87000000.00 59082723.99 U.S. Treasuries (including strips) USTR N/A 912810TK4 2042-08-15 3.375000 0.00 100000000.00 81131115.00 U.S. Treasuries (including strips) USTR N/A 912810TM0 2042-11-15 4.000000 0.00 237400000.00 210743707.18 U.S. Treasuries (including strips) USTR N/A 912810TQ1 2043-02-15 3.875000 0.00 271320000.00 233654538.21 U.S. Treasuries (including strips) USTR N/A 912810TS7 2043-05-15 3.875000 0.00 142540000.00 123787808.20 U.S. Treasuries (including strips) USTR N/A 912810TZ1 2044-02-15 4.500000 0.00 1268943100.00 1173330572.27 U.S. Treasuries (including strips) USTR N/A 91282CFV8 2032-11-15 4.125000 0.00 103000000.00 101844925.04 U.S. Treasuries (including strips) USTR N/A 91282CGM7 2033-02-15 3.500000 0.00 47000000.00 44262538.11 U.S. Treasuries (including strips) USTR N/A 91282CHC8 2033-05-15 3.375000 0.00 422000000.00 396887134.48 U.S. Treasuries (including strips) USTR N/A 91282CHP9 2033-07-15 1.375000 0.00 389257100.00 406779920.97 U.S. Treasuries (including strips) USTR N/A 91282CHT1 2033-08-15 3.875000 0.00 1646734900.00 1578879821.66 U.S. Treasuries (including strips) USTR N/A 91282CJJ1 2033-11-15 4.500000 0.00 259000000.00 260649982.81 U.S. Treasuries (including strips) USTR N/A 91282CJY8 2034-01-15 1.750000 0.00 265000000.00 278564001.15 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 193280300.00 186013579.22 U.S. Treasuries (including strips) USTR N/A 91282CLE9 2034-07-15 1.875000 0.00 554600000.00 575614154.49 U.S. Treasuries (including strips) USTR N/A 91282CML2 2035-01-15 2.125000 0.00 412000000.00 430417928.52 U.S. Treasuries (including strips) USTR N/A 91282CNS6 2035-07-15 1.875000 0.00 1063600000.00 1068700749.06 U.S. Treasuries (including strips) USTR N/A 91282CPF2 2032-10-31 3.750000 0.00 308803500.00 299344824.09 U.S. Treasuries (including strips) USTR N/A 91282CPM7 2032-11-30 3.750000 0.00 156000000.00 150645493.44 U.S. Treasuries (including strips) USTR N/A 91282CPQ8 2032-12-31 3.875000 0.00 24000000.00 23252934.96 U.S. Treasuries (including strips) USTR N/A 91282CQF1 2033-03-31 4.250000 0.00 500000000.00 499664450.00 U.S. Treasuries (including strips) USTR N/A 91282CQW4 2033-06-30 4.250000 0.00 1000000000.00 987316590.00 U.S. Treasuries (including strips) USTR N/A 91282CRC7 2033-07-31 4.375000 0.00 200000000.00 198143344.00 U.S. Treasuries (including strips) USTR N/A 91282CRE3 2036-07-15 2.375000 0.00 175000000.00 175060040.75 U.S. Treasuries (including strips) USTR N/A 91282CRJ2 2033-08-31 4.500000 0.00 260800000.00 259292252.61 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0400 11000000000.00 11000000000.00 0.1054 N Y Y N FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.000000% N/A 549300H47WTHXPU08X20 0 BNTCK7XQ1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912810SW9 2041-02-15 1.875000 0.00 2091394100.00 1414991692.04 U.S. Treasuries (including strips) USTR N/A 912810TH1 2042-05-15 3.250000 0.00 1687000000.00 1365167709.35 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 5171100.00 5439056.17 U.S. Treasuries (including strips) USTR N/A 91282CKL4 2029-04-15 2.125000 0.00 1159750000.00 1259977511.18 U.S. Treasuries (including strips) USTR N/A 91282CLE9 2034-07-15 1.875000 0.00 1182130000.00 1227353182.04 U.S. Treasuries (including strips) USTR N/A 91282CLN9 2029-09-30 3.500000 0.00 148951700.00 147227010.24 U.S. Treasuries (including strips) USTR N/A 91282CNB3 2030-04-15 1.625000 0.00 1270063000.00 1316686831.00 U.S. Treasuries (including strips) USTR N/A 91282CQA2 2029-02-15 3.500000 0.00 1346784000.00 1321157042.71 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0400 7900000000.00 7900000000.00 0.0757 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 4.000000% N/A R0MUWSFPU8MPRO8K5P83 0 BNTCK7Y80 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912803FY4 2051-05-15 0.00 0.00 300.00 80.67 U.S. Treasuries (including strips) USTR N/A 912810QB7 2039-05-15 4.250000 0.00 5363000.00 5119320.44 U.S. Treasuries (including strips) USTR N/A 91282CMM0 2035-02-15 4.625000 0.00 8065700.00 8056681.49 U.S. Treasuries (including strips) USTR N/A 91282CNT4 2035-08-15 4.250000 0.00 20807200.00 20177757.78 U.S. Treasuries (including strips) USTR N/A 9128334Y3 2034-08-15 0.00 0.00 8.55 5.87 U.S. Treasuries (including strips) USTR N/A 9128334Z0 2035-02-15 0.00 0.00 26.43 17.70 U.S. Treasuries (including strips) USTR N/A 9128335B2 2036-02-15 0.00 0.00 24.61 15.64 U.S. Treasuries (including strips) USTR N/A 9128337V6 2034-05-15 0.00 0.00 1.42 0.99 U.S. Treasuries (including strips) USTR N/A 912833X96 2035-11-15 0.00 0.00 1.91 1.23 U.S. Treasuries (including strips) USTR N/A 912833XY1 2030-08-15 0.00 0.00 15.12 12.65 U.S. Treasuries (including strips) USTR N/A 912834AU2 2039-02-15 0.00 0.00 198.70 106.53 U.S. Treasuries (including strips) USTR N/A 912834JH2 2040-11-15 0.00 0.00 0.71 0.34 U.S. Treasuries (including strips) USTR N/A 912834K56 2054-02-15 0.00 0.00 0.01 0.00 U.S. Treasuries (including strips) USTR N/A 912834KB3 2045-05-15 0.00 0.00 21.11 7.68 U.S. Treasuries (including strips) USTR N/A 912834PM4 2045-08-15 0.00 0.00 0.01 0.00 U.S. Treasuries (including strips) USTR N/A 912834VM7 2050-02-15 0.00 0.00 0.01 0.00 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0400 32700000.00 32700000.00 0.0003 N Y Y N Northern Institutional Funds 2026-09-08 Kevin P. O Rourke Kevin P. O Rourke President