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strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 3.6900 5100800.00 5138174.93 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.6900 32588393.73 23277922.23 U.S. Treasuries (including strips) 3 3/8 TPRN 44 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 3.6900 200.00 79.01 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 3.6900 432800.00 430954.85 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.6900 70510700.00 71234891.13 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 3.6900 490000.00 351883.21 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 3.6900 2145000.00 1839890.54 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 3.6900 10565600.00 9942990.32 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 3.6900 3121524.35 2256290.87 U.S. Treasuries (including strips) 4 TPRN 52 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 3.6900 10713700.00 2669982.60 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 3.6900 14466416.62 6127540.09 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 3.6900 28687900.00 27361178.64 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 3.6900 25000100.00 18821237.78 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 3.6900 7246970.87 5044399.01 U.S. Treasuries (including strips) 4 3/8 BOND 38 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375 3.6900 1823200.00 1771075.03 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 3.6900 13261200.00 14577547.18 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 3.6900 4745000.00 4394713.99 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 3.6900 105700.00 80648.24 U.S. Treasuries (including strips) 5 1/4 TPRN 28 254900HROIFWPRGM1V77 912803BV4 2028-11-15 0 3.6900 645000.00 586290.81 U.S. Treasuries (including strips) Y Fitch Long AA- Standard and Poors Short A-1 Standard and Poors Long A+ Fitch Short F1+ Moodys Short P-1 Moodys Long A1 2026-09-08 2026-09-08 2026-10-08 Y BNP PARIBAS SA 1.0000 7 N Moodys Long A1 Moodys Short P-1 Fitch Short F1+ Standard and Poors Long A+ Fitch Long AA- Standard and Poors Short A-1 N N 0.0374 550000000.00 550000000.00 0.0094 N N Y N BNP Paribas BNP Paribas 3.655000000000 N/A R0MUWSFPU8MPRO8K5P83 0000753835 RPET1F1I4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.6550 1281.61 915.46 U.S. Treasuries (including strips) TINT 02/15/40 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 3.6550 36.09 18.23 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 3.6550 16844.00 13926.72 U.S. Treasuries (including strips) 3 3/8 TPRN 44 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 3.6550 4346800.00 1717107.71 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 3.6550 3167700.00 3268572.74 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 3.6550 200.00 190.81 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 3.6550 100.00 94.06 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 3.6550 5944400.00 3432161.39 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 3.6550 4754200.00 5362062.05 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 3.6550 950000.00 688513.78 U.S. Treasuries (including strips) 4 1/8 TPRN 53 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 3.6550 341488900.00 82331607.83 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 3.6550 3490300.00 3293022.02 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 3.6550 1306304.00 851706.29 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 3.6550 11673.60 8655.68 U.S. Treasuries (including strips) TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 3.6550 42.82 27.55 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 3.6550 300.00 307.98 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 3.6550 24.02 15.27 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 3.6550 39414900.00 37151567.08 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 3.6550 5100.00 4099.77 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 3.6550 852300.00 802893.65 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 3.6550 1661700.00 1662256.67 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 3.6550 10300290.88 3862207.37 U.S. Treasuries (including strips) 2 1/2 TRIB 29 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.5 3.6550 143200.00 225166.34 U.S. Treasuries (including strips) TINT 05/15/36 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 3.6550 122.87 77.06 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 3.6550 18468200.00 18376844.64 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 3.6550 1512900.00 1520342.48 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 3.6550 100.00 95.21 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 3.6550 6337400.00 6315582.64 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 3.6550 900.00 878.24 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 3.6550 2848300.00 3154946.41 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 3.6550 800.00 753.19 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 3.6550 400.00 387.63 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6550 50322400.00 48436294.57 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 3.6550 100.00 54.61 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 3.6550 35169400.00 32516338.97 U.S. Treasuries (including strips) 4 1/4 TPRN 54 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 3.6550 1400.00 322.99 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 3.6550 20.48 16.73 U.S. Treasuries (including strips) Y Fitch Long AA- Standard and Poors Short A-1 Moodys Short P-1 Moodys Long A1 Standard and Poors Long A+ Fitch Short F1+ 2026-09-08 2026-09-08 2026-09-11 Y BNP PARIBAS SA 1.0000 7 N Standard and Poors Short A-1 Moodys Short P-1 Standard and Poors Long A+ Moodys Long A1 Fitch Long AA- Fitch Short F1+ N N 0.0371 250000000.00 250000000.00 0.0043 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.640000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPEP1QMN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 3.6400 1283299.16 881772.82 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 3.6400 219691400.00 93492970.64 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 3.6400 0.64 0.54 U.S. Treasuries (including strips) 1 1/8 TPRN 40 254900HROIFWPRGM1V77 912803FQ1 2040-05-15 0 3.6400 100.00 50.49 U.S. Treasuries (including strips) TINT 05/15/44 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 3.6400 9728112.00 3762522.42 U.S. Treasuries (including strips) 2 3/8 TPRN 42 254900HROIFWPRGM1V77 912803GF4 2042-02-15 0 3.6400 100.00 45.20 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 3.6400 2940100.00 2851158.52 U.S. Treasuries (including strips) 3 TPRN 48 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0 3.6400 830000.00 258022.93 U.S. Treasuries (including strips) TINT 08/15/38 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 3.6400 21881183.21 12075371.65 U.S. Treasuries (including strips) TINT 11/15/50 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 3.6400 80.26 21.72 U.S. Treasuries (including strips) 2 3/4 TPRN E 32 254900HROIFWPRGM1V77 912821JN6 2032-08-15 0 3.6400 35000.00 26726.18 U.S. Treasuries (including strips) 3 3/8 TPRN 48 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 3.6400 60090800.00 18436939.07 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 3.6400 9896051.27 6888344.40 U.S. Treasuries (including strips) TINT 05/15/53 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 3.6400 0.04 0.01 U.S. Treasuries (including strips) TINT 05/15/40 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 3.6400 0.01 0.00 U.S. Treasuries (including strips) 1 7/8 TPRN 41 254900HROIFWPRGM1V77 912803FW8 2041-02-15 0 3.6400 200.00 96.34 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6400 559600.00 313319.80 U.S. Treasuries (including strips) 2 7/8 TPRN 43 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 3.6400 300400.00 126037.03 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 3.6400 1.42 0.63 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 3.6400 100.00 87.89 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 3.6400 0.59 0.22 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 3.6400 16460308.22 6765993.23 U.S. Treasuries (including strips) 4 1/2 TPRN 36 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 3.6400 200.00 129.84 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 3.6400 0.01 0.01 U.S. Treasuries (including strips) TINT 11/15/45 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 3.6400 93896408.64 33179141.06 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 3.6400 308042.10 90228.30 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3.6400 10.02 8.89 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 3.6400 189816.29 48763.99 U.S. Treasuries (including strips) TINT 05/15/27 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0 3.6400 0.72 0.70 U.S. Treasuries (including strips) TINT 05/15/52 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 3.6400 8800001.46 2204241.97 U.S. Treasuries (including strips) 3 TPRN 45 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 3.6400 800.00 297.94 U.S. Treasuries (including strips) 3 TPRN 44 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 3.6400 1126400.00 431611.70 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 3.6400 41666.18 27166.22 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375 3.6400 22128300.00 22138928.67 U.S. Treasuries (including strips) Y Standard and Poors Long A+ Fitch Short F1+ Moodys Long A1 Fitch Long AA- Standard and Poors Short A-1 Moodys Short P-1 2026-09-08 2026-09-08 2026-09-14 Y CREDIT AGRICOLE CORPORATE & IN 1.0000 7 N Standard and Poors Long A+ Standard and Poors Short A-1 Moodys Short P-1 Moodys Long A1 Fitch Long AA- Fitch Short F1+ N N 0.0369 200000000.00 200000000.00 0.0034 N N Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc. 3.670000000000 N/A CYYGQCGNHMHPSMRL3R97 0000853784 RPEG6UY80 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 10/31/30 254900HROIFWPRGM1V77 912834J58 2030-10-31 0 3.6700 11264.40 9324.35 U.S. Treasuries (including strips) TINT 10/31/28 254900HROIFWPRGM1V77 912834A57 2028-10-31 0 3.6700 22.80 20.77 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 3.6700 500.00 338.78 U.S. Treasuries (including strips) 2 1/4 TPRN B 27 254900HROIFWPRGM1V77 9128206P7 2027-02-15 0 3.6700 500.00 491.06 U.S. Treasuries (including strips) TINT 05/15/46 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 3.6700 25.60 8.70 U.S. Treasuries (including strips) TINT 11/15/50 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 3.6700 122.88 32.82 U.S. Treasuries (including strips) TINT 05/15/52 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 3.6700 81.92 20.23 U.S. Treasuries (including strips) TINT 11/15/54 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 3.6700 9707.52 2144.14 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 3.6700 8601.60 6045.90 U.S. Treasuries (including strips) 4 5/8 TPRN 44 254900HROIFWPRGM1V77 912803HG1 2044-11-15 0 3.6700 100.00 37.88 U.S. Treasuries (including strips) TINT 10/31/26 254900HROIFWPRGM1V77 912834VD7 2026-10-31 0 3.6700 13.90 13.81 U.S. Treasuries (including strips) TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 3.6700 614.40 393.81 U.S. Treasuries (including strips) TINT 11/15/31 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 3.6700 163.84 129.01 U.S. Treasuries (including strips) 4 5/8 TPRN 54 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 3.6700 6000.00 1379.87 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 3.6700 30.72 11.40 U.S. Treasuries (including strips) TINT 05/15/28 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 3.6700 20.48 19.02 U.S. Treasuries (including strips) TINT 11/15/53 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 3.6700 187.48 42.89 U.S. Treasuries (including strips) 1 1/4 TPRN 50 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0 3.6700 93605000.00 26332771.39 U.S. Treasuries (including strips) 3 TPRN 52 254900HROIFWPRGM1V77 912803GK3 2052-08-15 0 3.6700 300.00 74.65 U.S. Treasuries (including strips) TINT 02/15/51 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 3.6700 491.52 129.60 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 3.6700 983.04 923.67 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 3.6700 81.92 75.25 U.S. Treasuries (including strips) TINT 05/15/53 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 3.6700 10.24 2.40 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 3.6700 76092000.00 75647242.26 U.S. Treasuries (including strips) TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 3.6700 12943.35 4588.08 U.S. Treasuries (including strips) TINT 05/15/56 254900HROIFWPRGM1V77 912834ZX9 2056-05-15 0 3.6700 300.00 62.90 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 3.6700 327.68 267.52 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 3.6700 1152.00 951.79 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 3.6700 256.00 187.11 U.S. Treasuries (including strips) TINT 02/15/41 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 3.6700 163.84 76.94 U.S. Treasuries (including strips) 2 3/8 TPRN 42 254900HROIFWPRGM1V77 912803GF4 2042-02-15 0 3.6700 4700.00 2106.96 U.S. Treasuries (including strips) TINT 08/15/31 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 3.6700 81.92 65.28 U.S. Treasuries (including strips) TINT 02/15/52 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 3.6700 819.20 205.20 U.S. Treasuries (including strips) TINT 11/15/34 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 3.6700 31.76 21.49 U.S. Treasuries (including strips) TINT 10/15/26 254900HROIFWPRGM1V77 912834J41 2026-10-15 0 3.6700 1.50 1.49 U.S. Treasuries (including strips) TINT 05/15/31 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 3.6700 16.00 12.91 U.S. Treasuries (including strips) TINT 11/15/52 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 3.6700 1.28 0.31 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 3.6700 81.92 71.80 U.S. Treasuries (including strips) TINT 11/15/49 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 3.6700 327.68 92.36 U.S. Treasuries (including strips) TINT 02/28/27 254900HROIFWPRGM1V77 912834VQ8 2027-02-28 0 3.6700 13.80 13.53 U.S. Treasuries (including strips) Y Standard and Poors Short A-1 Standard and Poors Long A+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 100000000.00 100000000.00 0.0017 N Y Y N United States Treasury United States Treasury Note 4.625000000000 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0365 630590625.00 630590625.00 0.0108 N Y Y N United States Treasury United States Treasury Note 3.909610000000 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-09-01 2027-07-31 2027-07-31 N N N 0.0397 1001406840.00 1001406840.00 0.0171 N Y Y N United States Treasury United States Treasury Bill 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N 0.0371 1015596527.40 1015596527.40 0.0174 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.640000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPER1OOW3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 3.6400 100.00 88.79 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 3.6400 100.00 91.35 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125 3.6400 53060800.00 53224212.85 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 3.6400 6954400.00 6802830.21 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 3.6400 100.00 99.66 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 3.6400 41105300.00 39936362.89 U.S. Treasuries (including strips) TINT 08/15/38 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 3.6400 274813.40 151658.80 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 3.6400 100.00 93.97 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 3.6400 5797600.00 5755154.92 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 3.6400 0.30 0.09 U.S. Treasuries (including strips) TINT 11/15/46 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 3.6400 0.31 0.10 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 3.6400 200.00 196.89 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125 3.6400 1000.00 997.69 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 3.6400 100.00 102.55 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 3.6400 39974.39 34230.71 U.S. Treasuries (including strips) TINT 05/15/53 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 3.6400 4373681.85 1042926.31 U.S. Treasuries (including strips) TINT 11/15/49 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 3.6400 19.99 5.71 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 3.6400 100.00 98.75 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 3.6400 3022100.00 3017017.94 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 3.6400 2110000.00 2133749.14 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 3.6400 299.98 135.51 U.S. Treasuries (including strips) TINT 05/15/35 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 3.6400 1050665.68 694434.33 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 3.6400 19100.00 19115.10 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 3.6400 416800.00 507821.09 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 3.6400 5600400.00 5583934.95 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 3.6400 100.00 98.79 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 3.6400 4015900.00 2545475.51 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 3.6400 919.20 492.81 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 3.6400 600.00 600.79 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 3.6400 100.00 85.96 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 3.6400 100.00 86.14 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 3.6400 4999800.00 5000471.30 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 3.6400 100.00 97.81 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 3.6400 19999988.68 12038473.19 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 3.6400 100.00 101.02 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.6400 1000.00 991.77 U.S. Treasuries (including strips) 4 3/8 TPRN 40 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 3.6400 29400.00 14918.24 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 3.6400 900.00 789.70 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 3.6400 7603700.00 7725008.31 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 3.6400 100.00 95.50 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 3.6400 5628100.00 3482336.83 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 3.6400 4999700.00 4946120.88 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 3.6400 200.00 146.58 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 3.6400 450000.00 443919.84 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 3.6400 600.00 555.35 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 3.6400 200.00 133.33 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 3.6400 3813300.00 3854734.76 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 3.6400 100.00 94.26 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375 3.6400 7671000.00 7674684.54 U.S. Treasuries (including strips) 4 3/4 TPRN 37 254900HROIFWPRGM1V77 912803CZ4 2037-02-15 0 3.6400 200.00 123.11 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 3.6400 41598100.00 41141185.57 U.S. Treasuries (including strips) TINT 11/15/54 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 3.6400 10.22 2.29 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 3.6400 100.00 90.54 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 3.6400 47216600.00 44836185.38 U.S. Treasuries (including strips) BILL 10/15/26 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0 3.6400 7700.00 7664.43 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 3.6400 400.00 372.58 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 3.6400 21200.00 21133.21 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 3.6400 524700.00 508596.96 U.S. Treasuries (including strips) 4 5/8 TPRN 54 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 3.6400 200.00 46.69 U.S. Treasuries (including strips) TINT 05/15/33 254900HROIFWPRGM1V77 9128337T1 2033-05-15 0 3.6400 66833956.39 48964093.63 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 3.6400 100.00 109.93 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.6400 100.00 101.03 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 3.6400 100.00 95.38 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6400 372900.00 358923.55 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 3.6400 560600.00 443813.39 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 3.6400 1178000.00 501315.57 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 3.6400 200.00 199.42 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 3.6400 200.00 124.24 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 3.6400 40105000.00 39379092.53 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 3.6400 100.00 99.64 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 3.6400 19719000.00 16908835.02 U.S. Treasuries (including strips) TINT 02/15/41 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 3.6400 200.00 94.67 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 3.6400 400.00 406.32 U.S. Treasuries (including strips) 5 TPRN 37 254900HROIFWPRGM1V77 912803DA8 2037-05-15 0 3.6400 1600.00 973.65 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 3.6400 1100.00 1036.98 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 3.6400 10.24 4.55 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 3.6400 867800.00 916853.33 U.S. Treasuries (including strips) 4 5/8 NOTE E 36 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625 3.6400 1000.00 994.20 U.S. Treasuries (including strips) TINT 11/15/50 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 3.6400 296.96 80.36 U.S. Treasuries (including strips) TINT 08/15/42 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 3.6400 22542106.25 9698403.08 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 3.6400 1000.00 1026.60 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 3.6400 100.00 57.74 U.S. Treasuries (including strips) TINT 11/15/43 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 3.6400 0.96 0.38 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 3.6400 513305.71 131868.75 U.S. Treasuries (including strips) 4 1/8 TPRN B 36 254900HROIFWPRGM1V77 912821TV7 2036-02-15 0 3.6400 40000.00 25693.04 U.S. Treasuries (including strips) 3 5/8 TPRN 43 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 3.6400 500.00 206.22 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 3.6400 51530000.00 31502202.33 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 3.6400 1100.00 1080.98 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 3.6400 400.00 343.10 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 3.6400 100.00 93.83 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 3.6400 15748645.09 13809246.69 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 3.6400 26900.00 25819.40 U.S. Treasuries (including strips) 1 TRIB 46 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 3.6400 300.00 301.22 U.S. Treasuries (including strips) TINT 08/15/32 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 3.6400 1299677.88 987881.26 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 3.6400 161400.00 169763.43 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 3.6400 300.00 213.11 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 3.6400 4080000.00 5073775.22 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 3.6400 25979500.00 30237012.99 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 3.6400 4336100.00 5835141.91 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 3.6400 940800.00 871348.14 U.S. Treasuries (including strips) Y Fitch Long AA- Fitch Short F1+ Standard and Poors Short A-1 Moodys Short P-1 Standard and Poors Long A+ Moodys Long A1 2026-09-08 2026-09-08 2026-09-16 Y CREDIT AGRICOLE CORPORATE & IN 1.0000 7 N Moodys Long A1 Fitch Long AA- Moodys Short P-1 Fitch Short F1+ Standard and Poors Long A+ Standard and Poors Short A-1 N N 0.0369 450000000.00 450000000.00 0.0077 N N Y N MUFG Securities (Canada) Ltd. MUFG Securities (Canada) Ltd. 3.640000000000 N/A 549300Y1PMK3RWXMWR72 0001656187 RPEU1SKN1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 3.6400 900.00 880.52 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 3.6400 400.00 400.75 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 3.6400 5000000.00 4864681.85 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 3.6400 5100.00 3392.96 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 3.6400 1200.00 1150.43 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 3.6400 127699700.00 85872584.92 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 3.6400 100.00 88.27 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 3.6400 15192800.00 13117695.71 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 3.6400 25824500.00 31392470.62 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 3.6400 100.00 100.02 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 3.6400 49907800.00 43021758.28 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 3.6400 32609400.00 32943841.30 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 3.6400 500.00 474.09 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.6400 252407.07 179855.94 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 3.6400 66697000.00 66375678.50 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 3.6400 2400.00 1616.64 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 3.6400 100.00 100.44 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 3.6400 300.00 233.06 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 3.6400 500.00 370.56 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 3.6400 16514000.00 16456165.54 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.6400 285700.00 288699.75 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 3.6400 3982300.00 3984245.61 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 3.6400 7682300.00 7678737.97 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 3.6400 400.00 319.60 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 3.6400 100.00 99.40 U.S. Treasuries (including strips) Y Standard and Poors Long A Fitch Short F1 Standard and Poors Short A-1 Fitch Long A- 2026-09-02 2026-09-02 2026-09-02 N N N 0.0369 300000000.00 300000000.00 0.0051 N N Y N United States Treasury United States Treasury Bill 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0379 249045130.00 249045130.00 0.0043 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.640000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPEP1QTU1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 TRIB 43 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 3.6400 915600.00 943456.76 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 3.6400 1000.00 988.42 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 3.6400 200.00 190.42 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 3.6400 1015800.00 974994.43 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 3.6400 40200.00 40640.08 U.S. Treasuries (including strips) 4 5/8 TPRN 46 254900HROIFWPRGM1V77 912803HT3 2046-02-15 0 3.6400 200.00 71.46 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 3.6400 100.00 95.50 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 3.6400 10404.62 4700.13 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 3.6400 1779200.00 1230890.59 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 3.6400 400.00 377.08 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 3.6400 46518.94 11950.76 U.S. Treasuries (including strips) TINT 08/15/43 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 3.6400 2325998.08 939987.00 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 3.6400 300.00 294.77 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 3.6400 200.00 123.75 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 3.6400 14704400.00 14450135.43 U.S. Treasuries (including strips) 6 5/8 TPRN 27 254900HROIFWPRGM1V77 912803BK8 2027-02-15 0 3.6400 100.00 98.20 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 3.6400 663000.00 700476.79 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 3.6400 39176200.00 39349503.31 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.6400 339600.00 343087.91 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 3.6400 100.00 90.82 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 3.6400 200.00 217.28 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 3.6400 200.00 198.33 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 3.6400 400.00 443.06 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 3.6400 141200.00 139489.70 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 3.6400 69700.00 68674.46 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 3.6400 100.00 98.16 U.S. Treasuries (including strips) 4 3/4 TPRN 55 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 3.6400 43766000.00 9753559.46 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 3.6400 200.00 185.00 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 3.6400 100.00 86.14 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 3.6400 26300.00 20821.07 U.S. Treasuries (including strips) TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 3.6400 89926.83 57868.09 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 3.6400 700.00 497.26 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 3.6400 569200.00 569235.47 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 3.6400 100.00 101.08 U.S. Treasuries (including strips) TINT 02/15/50 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 3.6400 358.39 101.09 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 3.6400 47900.00 48573.35 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 3.6400 808000.00 805657.15 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.6400 119555300.00 54951140.16 U.S. Treasuries (including strips) 0 3/4 TRIB 45 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 3.6400 100.00 97.93 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 3.6400 1000.00 988.35 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 3.6400 700.00 662.88 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 3.6400 800.00 780.48 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 3.6400 100.00 101.96 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 3.6400 200.00 126.77 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.6400 100.00 60.66 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 3.6400 1273100.00 1257812.32 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 3.6400 6182900.00 8320402.87 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 3.6400 300.00 215.44 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 3.6400 200.00 188.65 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 3.6400 400.00 398.82 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 3.6400 200.00 196.57 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 3.6400 68600.00 67266.15 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 3.6400 500.00 497.33 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 3.6400 204.97 192.54 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 3.6400 7000.00 7256.97 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 3.6400 500.00 471.74 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 3.6400 293000.00 291152.97 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 3.6400 100.00 214.68 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 3.6400 12.62 5.19 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 3.6400 400.00 396.37 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 3.6400 623000.00 620707.16 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 3.6400 800.00 745.16 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6400 100.00 67.19 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 3.6400 208000.00 206422.72 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 3.6400 18.03 10.85 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 3.6400 3319100.00 2245630.76 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6400 296700.00 285579.55 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 3.6400 1200.00 1061.61 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 3.6400 106271000.00 129478539.32 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 3.6400 16234200.00 16184296.07 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 3.6400 4758800.00 4347301.23 U.S. Treasuries (including strips) 3 3/8 TRIB 32 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 3.6400 19000000.00 38466300.84 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 3.6400 878700.00 998358.44 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6400 1600.00 895.84 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 3.6400 400.00 486.30 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 3.6400 1095300.00 1425245.27 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 3.6400 23791000.00 23460067.19 U.S. Treasuries (including strips) 2 7/8 TPRN 43 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 3.6400 100.00 41.96 U.S. Treasuries (including strips) 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 3.6400 100.00 90.04 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3.6400 646.46 573.36 U.S. Treasuries (including strips) 4 1/8 TPRN 53 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 3.6400 46800.00 11283.29 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 3.6400 200.00 198.41 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 3.6400 300.00 271.62 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 3.6400 35278000.00 33254784.46 U.S. Treasuries (including strips) TINT 05/15/48 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 3.6400 260.96 80.63 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 3.6400 2218100.00 1042094.05 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 3.6400 10460000.00 10318054.39 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 3.6400 7795400.00 7295448.91 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 3.6400 600.00 598.46 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 3.6400 62000.00 61222.20 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 3.6400 100.00 53.30 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 3.6400 7800.00 7919.49 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 3.6400 4800.00 4671.06 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 3.6400 100.00 97.81 U.S. Treasuries (including strips) 1 1/8 TPRN 40 254900HROIFWPRGM1V77 912803FQ1 2040-05-15 0 3.6400 100.00 50.49 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 3.6400 24.11 14.32 U.S. Treasuries (including strips) 3 5/8 TPRN 43 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 3.6400 3683700.00 1519312.60 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 3.6400 100.00 98.19 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 3.6400 100.00 95.62 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 3.6400 200.00 124.24 U.S. Treasuries (including strips) 4 1/4 TPRN 54 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 3.6400 5934200.00 1398791.82 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 3.6400 100.00 101.02 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 3.6400 800.00 739.65 U.S. Treasuries (including strips) 2 3/8 TPRN 42 254900HROIFWPRGM1V77 912803GF4 2042-02-15 0 3.6400 6400.00 2892.68 U.S. Treasuries (including strips) Y Moodys Short P-1 Fitch Long AA- Fitch Short F1+ Standard and Poors Long A+ Moodys Long A1 Standard and Poors Short A-1 2026-09-08 2026-09-08 2026-09-16 Y CREDIT AGRICOLE CORPORATE & IN 1.0000 7 N Fitch Long AA- Moodys Short P-1 Standard and Poors Long A+ Fitch Short F1+ Moodys Long A1 Standard and Poors Short A-1 N N 0.0369 400000000.00 400000000.00 0.0068 N N Y N United States Treasury United States Treasury Note 4.625000000000 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0389 75024141.75 75024141.75 0.0013 N Y Y N United States Treasury United States Treasury Note 3.848610000000 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-09-01 2027-01-31 2027-01-31 N N N 0.0388 1100334653.00 1100334653.00 0.0188 N Y Y N BNP Paribas BNP Paribas 3.680000000000 N/A R0MUWSFPU8MPRO8K5P83 0000753835 RPEG6L236 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 3.6800 5499506.46 3495062.84 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 3.6800 5.12 3.56 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 3.6800 18240813.22 13184769.89 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.25 3.6800 138027600.00 136320243.60 U.S. Treasuries (including strips) Y Moodys Short P-1 Standard and Poors Long A+ Fitch Long AA- Fitch Short F1+ Standard and Poors Short A-1 Moodys Long A1 2026-09-08 2026-09-08 2026-11-05 Y BNP PARIBAS SA 1.0000 7 N Fitch Short F1+ Moodys Short P-1 Standard and Poors Short A-1 Moodys Long A1 Fitch Long AA- Standard and Poors Long A+ N N 0.0373 150000000.00 150000000.00 0.0026 N N Y N United States Treasury United States Treasury Note 3.875000000000 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0360 619461133.20 619461133.20 0.0106 N Y Y N United States Treasury United States Treasury Note 3.849610000000 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-09-01 2028-01-31 2028-01-31 N N N 0.0389 1301165294.00 1301165294.00 0.0222 N Y Y N FICC/J.P. Morgan Securities LLC FICC/J.P. Morgan Securities LLC 3.660000000000 N/A 549300H47WTHXPU08X20 0000782124 RPEV1N9V5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. Y 6 5/8 BOND 27 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625 3.6600 38757500.00 39343413.98 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 3.6600 7241300.00 7020657.59 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 3.6600 369600.00 371586.12 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 3.6600 1236700.00 1239583.34 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4 3.6600 12291200.00 12345952.93 U.S. Treasuries (including strips) BILL 09/15/26 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0 3.6600 156586800.00 156366638.96 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 3.6600 14429400.00 14779169.91 U.S. Treasuries (including strips) BILL 11/17/26 254900HROIFWPRGM1V77 912797VX2 2026-11-17 0 3.6600 8287600.00 8221580.98 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 3.6600 395428400.00 401550331.73 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.9556 3.6600 364099200.00 365465362.52 U.S. Treasuries (including strips) TRFR AX 01/31/27 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.8486 3.6600 13349400.00 13399474.03 U.S. Treasuries (including strips) Y Standard and Poors Long AA Moodys Short P-1 Standard and Poors Short A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0371 1000000000.00 1000000000.00 0.0171 N Y Y N United States Treasury United States Treasury Note 3.910610000000 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-09-01 2027-04-30 2027-04-30 N N N 0.0394 1176077533.75 1176077533.75 0.0201 N Y Y N United States Treasury United States Treasury Bill 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N 0.0371 798297752.00 798297752.00 0.0136 N Y Y N United States Treasury United States Treasury Note 2.500000000000 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0357 247831835.00 247831835.00 0.0042 N Y Y N United States Treasury United States Treasury Note 4.125000000000 91282CFM8 254900HROIFWPRGM1V77 US91282CFM82 U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N 0.0422 49937511.50 49937511.50 0.0009 N Y Y N United States Treasury United States Treasury Bill 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y 2026-11-24 2026-11-24 2026-11-24 N N N 0.0390 99128897.00 99128897.00 0.0017 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.640000000000 N/A 549300H8L46OOZOFHU82 0001045520 RPER1OZD3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 3.6400 200.00 162.38 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 3.6400 100.00 69.74 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 3.6400 16990000.00 16982122.30 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 3.6400 5000000.00 5122955.08 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 3.6400 100.00 109.94 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 3.6400 4353800.00 4173941.95 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 3.6400 5200.00 4889.08 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.75 3.6400 4829700.00 4601429.06 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 3.6400 800.00 785.92 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 3.6400 653400.00 652075.21 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 3.6400 21880000.00 14738410.81 U.S. Treasuries (including strips) BILL 09/24/26 254900HROIFWPRGM1V77 912797UH8 2026-09-24 0 3.6400 139300.00 138975.57 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 3.6400 1999300.00 2486718.15 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 3.6400 100.00 95.17 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 3.6400 100500.00 98847.95 U.S. Treasuries (including strips) 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 3.6400 285200.00 198313.23 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 3.6400 8200.00 7449.48 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 3.6400 100.00 93.48 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 3.6400 260400.00 210035.36 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 3.6400 1534600.00 1141046.23 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 3.6400 107864200.00 102658099.21 U.S. Treasuries (including strips) Y Standard and Poors Long A+ Moodys Long Aa2 Fitch Long AA+ Fitch Short F1+ Standard and Poors Short A-1 Moodys Short P-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 150000000.00 150000000.00 0.0026 N Y Y N BNP Paribas BNP Paribas 3.670000000000 N/A R0MUWSFPU8MPRO8K5P83 0000753835 RPEO42AS9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 05/15/31 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 3.6700 23.04 18.60 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 3.6700 100.00 94.26 U.S. Treasuries (including strips) TINT 05/15/32 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 3.6700 5915985.92 4554096.38 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.5 3.6700 80051200.00 79613319.94 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 3.6700 4.20 3.47 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 3.6700 884.60 757.50 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 3.6700 100.00 42.56 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 3.6700 800.00 679.46 U.S. Treasuries (including strips) 2 1/2 TPRN 45 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 3.6700 5030700.00 1901277.60 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 3.6700 17757900.00 13195303.30 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 3.6700 108112400.00 112960795.87 U.S. Treasuries (including strips) 4 3/8 TPRN 40 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 3.6700 5764000.00 2924786.17 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 3.6700 74912000.00 81088325.11 U.S. Treasuries (including strips) 4 1/4 TPRN 54 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 3.6700 2000.00 461.41 U.S. Treasuries (including strips) TINT 11/15/36 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 3.6700 10822953.56 6603019.03 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5 3.6700 3000.00 3120.79 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 3.6700 1540600.00 1479349.86 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 3.6700 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RBC Dominion Securities Inc. 3.670000000000 N/A 549300QJJX6CVVUXLE15 0000895502 RPEO429E2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 3.6700 18000.00 17768.35 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 3.6700 35700.00 23617.44 U.S. Treasuries (including strips) BILL 09/15/26 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0 3.6700 35200.00 35150.51 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6700 5445800.00 3628060.03 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 3.6700 6719100.00 6680052.92 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 3.6700 43025100.00 44855027.58 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 3.6700 1397400.00 1404373.07 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 3.6700 0.01 0.00 U.S. Treasuries (including strips) 2 1/4 TPRN 46 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 3.6700 8135900.00 2794177.22 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 3.6700 6794900.00 4635403.67 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.6700 4500.00 3750.64 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 3.6700 428.74 301.35 U.S. Treasuries (including strips) TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 3.6700 18.30 12.21 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 3.6700 100.00 91.74 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 3.6700 24992800.00 28239334.00 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 3.6700 221900.00 217932.71 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 3.6700 99748300.00 67362256.15 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 3.6700 100000900.00 70538269.62 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 3.6700 74798000.00 73910303.84 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 3.6700 25806100.00 12011960.88 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 3.6700 0.04 0.02 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 3.6700 3744288.90 2565156.16 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 3.6700 24811000.00 23289614.29 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 3.6700 83001700.00 80275411.73 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3.6700 67974457.85 60278321.76 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 3.6700 1107900.00 1119657.30 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 3.6700 2123600.00 2091538.37 U.S. Treasuries (including strips) TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 3.6700 0.03 0.01 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 3.6700 25514600.00 21853981.51 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6700 2267100.00 2168477.90 U.S. Treasuries (including strips) Y Standard and Poors Short A-1+ Standard and Poors Long AA- 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 500000000.00 500000000.00 0.0085 N Y Y N FICC/Bank of New York FICC/Bank of New York 3.670000000000 N/A 549300H47WTHXPU08X20 RPEK6PWM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. 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Y United States Treasury 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 3.6700 109338000.00 108867483.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CCY5 2028-10-02 1.25 3.6700 100000000.00 94397537.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CLG4 2027-08-16 3.75 3.6700 420991600.00 420099270.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 3.6700 36486600.00 35136197.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 3.6700 406150000.00 404119242.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-10-02 4.625 3.6700 762101200.00 781598781.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 3.6700 309851900.00 312061494.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 3.6700 408000000.00 393719992.46 U.S. Treasuries (including strips) Y Standard and Poors Short A-1+ Moodys Short P-1 Standard and Poors Long AA 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 2500000000.00 2500000000.00 0.0427 N Y Y N MUFG Securities (Canada) Ltd. MUFG Securities (Canada) Ltd. 3.640000000000 N/A 549300Y1PMK3RWXMWR72 0001656187 RPEK6M8O3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 3.6400 17013000.00 16365199.70 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 3.6400 200.00 155.37 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 3.6400 2847700.00 2673451.78 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.6400 48678000.00 22159319.80 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 3.6400 1100.00 1077.30 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 3.6400 5845000.00 2926474.73 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 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BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 3.6400 1909100.00 1193184.18 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 3.6400 5940300.00 3851921.42 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 3.6400 7263000.00 6179794.92 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 3.6400 60478000.00 62685570.74 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 3.6400 200000.00 173055.99 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 3.6400 432200.00 409801.66 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 3.6400 100.00 68.22 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 3.6400 14347400.00 13034228.02 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 3.6400 4602300.00 3094849.85 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 3.6400 13889100.00 11202772.94 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 3.6400 1219000.00 1221325.32 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 3.6400 91900.00 79220.07 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 3.6400 100.00 100.18 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 3.6400 3855800.00 3876266.29 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 3.6400 5700000.00 5477724.39 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 3.6400 9884200.00 9665551.61 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.6400 123500.00 102934.35 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.6400 3644200.00 2190882.50 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6400 200.00 133.24 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.6400 538800.00 458326.35 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 3.6400 100.00 99.75 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 3.6400 55480000.00 50304085.06 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 3.6400 100.00 96.90 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 3.6400 988000.00 986404.75 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 3.6400 15441000.00 15366610.97 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 3.6400 100.00 68.62 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.6400 151.40 107.88 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 3.6400 9568100.00 9975046.88 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 3.6400 37530100.00 37639647.91 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 3.6400 6098100.00 5382653.41 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6400 16567400.00 15846694.33 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 3.6400 350000.00 333880.05 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 3.6400 24532000.00 25423575.48 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 3.6400 27508500.00 25853049.23 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 3.6400 19975000.00 10555473.49 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 3.6400 25615700.00 25732751.50 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 3.6400 559400.00 558217.73 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 3.6400 36213000.00 34782229.09 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.6400 4299600.00 3893760.20 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 3.6400 950600.00 878446.81 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 3.6400 32399900.00 31231786.41 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 3.6400 100.00 59.32 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 3.6400 4318300.00 4122955.13 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 3.6400 400.00 367.78 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 3.6400 2868900.00 1932496.65 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 3.6400 1700.00 1264.03 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 3.6400 1011900.00 1014932.03 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 3.6400 100.00 71.96 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.6400 11399100.00 11306703.11 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 3.6400 1999900.00 1974193.29 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 3.6400 7630400.00 7560998.36 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 3.6400 1800000.00 1723680.07 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 3.6400 6458200.00 6172548.06 U.S. Treasuries (including strips) Y Fitch Long A- Standard and Poors Long A Fitch Short F1 Standard and Poors Short A-1 2026-09-08 2026-09-08 2026-09-09 Y MUFG SECURITIES CANADA LTD 1.0000 7 N Fitch Short F1 Standard and Poors Long A Fitch Long A- Standard and Poors Short A-1 N N 0.0369 600000000.00 600000000.00 0.0103 N N Y N Citigroup Global Markets Inc Citigroup Global Markets Inc 3.670000000000 N/A MBNUM2BPBDO7JBLYG310 0001011657 RPEN428A3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 3.6700 403625600.00 408041775.76 U.S. Treasuries (including strips) Y Standard and Poors Long A+ Moodys Long A1 Fitch Long AA- Fitch Short F1+ Standard and Poors Short A-1 Moodys Short P-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 400000000.00 400000000.00 0.0068 N Y Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.640000000000 N/A 549300QJJX6CVVUXLE15 0000895502 RPEQ1JNL1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 3.6400 1000.00 970.25 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 3.6400 16363800.00 16319788.49 U.S. Treasuries (including strips) TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 3.6400 45753.90 22245.18 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6400 600.00 573.90 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 3.6400 16636.42 8605.09 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 3.6400 5583130.55 3824918.99 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 3.6400 1308700.00 1223433.67 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 3.6400 1781900.00 1651778.62 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 3.6400 37800.00 36847.55 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 3.6400 4433800.00 4457334.27 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 3.6400 8913300.00 8688520.33 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 3.6400 3492500.00 2632771.17 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 3.6400 24600.00 24254.21 U.S. Treasuries (including strips) 3 TPRN 49 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0 3.6400 1400.00 418.58 U.S. Treasuries (including strips) TINT 05/15/44 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 3.6400 0.02 0.01 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 3.6400 6000.00 5918.98 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 3.6400 100000.00 99649.79 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5 3.6400 5600.00 5805.97 U.S. Treasuries (including strips) BILL 12/17/26 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0 3.6400 668700.00 661244.66 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 3.6400 3117400.00 3522346.43 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 3.6400 996000.00 1012009.56 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 3.6400 148900.00 148013.70 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 3.6400 43843000.00 42960791.15 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 3.6400 20468000.00 20311541.27 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 3.6400 7657600.00 7607425.62 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 3.6400 35400.00 29872.84 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 3.6400 200000000.00 184822900.00 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 3.6400 112312900.00 111350698.81 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 3.6400 500.00 480.25 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 3.6400 24956000.00 24440075.93 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 3.6400 202000.00 199602.68 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.6400 99882600.00 84964417.14 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 3.6400 1000000.00 1003933.86 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 3.6400 211900.00 212054.71 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4 3.6400 4115400.00 4133732.65 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 3.6400 8784700.00 8553899.29 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.6400 51800.00 43174.08 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.9096 3.6400 1634000.00 1641631.70 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 3.6400 44100.00 43362.55 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 3.6400 100.00 100.04 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 3.6400 10592000.00 10080237.74 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 3.6400 41900.00 42175.21 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 3.6400 5000.00 4317.08 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 3.6400 409800.00 399144.61 U.S. Treasuries (including strips) 2 1/4 TPRN 46 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 3.6400 128871200.00 44259267.19 U.S. Treasuries (including strips) 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 3.6400 25000200.00 16012516.06 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 3.6400 6010100.00 5775731.82 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 3.6400 100.00 76.26 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 3.6400 3931000.00 3388619.25 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 3.6400 25036000.00 23738533.79 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 3.6400 945000.00 915696.50 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125 3.6400 26588100.00 26671499.64 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 3.6400 50000000.00 48856396.74 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3.6400 306688.00 271964.48 U.S. Treasuries (including strips) 4 3/8 BOND 38 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375 3.6400 31700.00 30673.97 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 3.6400 199965.76 88060.32 U.S. Treasuries (including strips) 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.5 3.6400 2147700.00 2117489.42 U.S. Treasuries (including strips) 4 3/4 TPRN 53 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0 3.6400 100.00 23.48 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 3.6400 151700.00 149141.91 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 3.6400 69016000.00 66388092.77 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 3.6400 5000000.00 5247868.70 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 3.6400 5824300.00 3538140.70 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 3.6400 52863400.00 50442203.42 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 3.6400 7678900.00 7099500.29 U.S. Treasuries (including strips) TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 3.6400 307288.86 205085.20 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 3.6400 50138900.00 47268723.33 U.S. Treasuries (including strips) 4 5/8 NOTE E 36 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625 3.6400 100.00 99.12 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.8536 3.6400 9985000.00 10026560.94 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 3.6400 135586.63 95301.27 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 3.6400 7021900.00 7009065.95 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 3.6400 38751100.00 39565243.55 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 3.6400 766700.00 736221.61 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 3.6400 2011800.00 1267428.62 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 3.6400 25000000.00 24004450.00 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 3.6400 25200.00 25001.11 U.S. Treasuries (including strips) BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0 3.6400 50100.00 48404.06 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.6400 100.00 90.56 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.6400 81020900.00 80364174.53 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 3.6400 1044100.00 977465.10 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 3.6400 306000.00 293025.61 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 3.6400 1372000.00 1311315.22 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125 3.6400 43533800.00 43429290.25 U.S. Treasuries (including strips) BILL 11/12/26 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0 3.6400 312000.00 309671.86 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 3.6400 2760600.00 2725341.56 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 3.6400 22000.00 20653.84 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 3.6400 17923500.00 17850808.13 U.S. Treasuries (including strips) 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 3.6400 49700.00 29075.21 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 3.6400 643300.00 644249.79 U.S. Treasuries (including strips) 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 3.6400 975900.00 678590.03 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 3.6400 19724800.00 21436244.14 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 3.6400 960500.00 903069.53 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 3.6400 88094000.00 86637503.60 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 3.6400 121500000.00 111453331.40 U.S. Treasuries (including strips) Y Standard and Poors Long AA- Standard and Poors Short A-1+ 2026-09-08 2026-09-08 2026-09-09 Y RBC DOMINION SECURITIES INC. 1.0000 7 N Standard and Poors Long AA- Fitch Long AA- Fitch Short F1+ Standard and Poors Short A-1+ Moodys Short P-1 Moodys Long Aa1 N N 0.0369 1325000000.00 1325000000.00 0.0226 N N Y N United States Treasury United States Treasury Bill 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0374 74270821.50 74270821.50 0.0013 N Y Y N United States Treasury United States Treasury Note 4.250000000000 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0367 845880211.15 845880211.15 0.0145 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.650000000000 N/A 549300H8L46OOZOFHU82 0001045520 RPES1S1T4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 3.6500 3800.00 3677.71 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 3.6500 100.00 95.48 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 3.6500 252900.00 231988.05 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 3.6500 100.00 96.37 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 3.6500 271500.00 270512.25 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 3.6500 200.00 211.07 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 3.6500 403800.00 490862.54 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 3.6500 331200.00 330665.23 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 3.6500 800000.00 799629.07 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.6500 115600.00 52623.72 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 3.6500 40493000.00 31457406.06 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 3.6500 115000.00 116813.03 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 3.6500 9078800.00 8780596.16 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 3.6500 452300.00 425771.55 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5 3.6500 88521400.00 86966868.00 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 3.6500 100.00 87.50 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 3.6500 1310800.00 1313856.10 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 3.6500 1200.00 1148.42 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 3.6500 918000.00 903981.32 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 3.6500 2800.00 2094.31 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 3.6500 43324200.00 42701674.57 U.S. Treasuries (including strips) TRFR BK 10/31/27 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.9406 3.6500 200.00 201.05 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 3.6500 4356100.00 3739713.27 U.S. Treasuries (including strips) Y Standard and Poors Short A-1 Fitch Short F1+ Moodys Long Aa2 Moodys Short P-1 Fitch Long AA+ Standard and Poors Long A+ 2026-09-10 2026-09-10 2026-09-10 N N N 0.0370 175000000.00 175000000.00 0.0030 N N N N MUFG Securities (Canada) Ltd. MUFG Securities (Canada) Ltd. 3.700000000000 N/A 549300Y1PMK3RWXMWR72 0001656187 RPEN27EP4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 3.7000 18310000.00 14729095.79 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 3.7000 100.00 100.19 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 3.7000 54478000.00 53750991.09 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 3.7000 85834600.00 84310162.58 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 3.7000 3731800.00 3255705.23 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 3.7000 200.00 134.49 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 3.7000 1595900.00 1492841.91 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 3.7000 1664200.00 1666810.11 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 3.7000 2999800.00 2872608.59 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 3.7000 300.00 199.59 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.7000 200.00 120.24 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 3.7000 1000.00 863.42 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.7000 400.00 266.49 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 3.7000 100.00 94.35 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.7000 100.00 55.52 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 3.7000 4110600.00 3056421.62 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 3.7000 38711200.00 38827193.06 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 3.7000 100.00 94.38 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 3.7000 100.00 50.07 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 3.7000 100.00 95.51 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 3.7000 12500.00 15195.10 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 3.7000 486700.00 315595.20 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 3.7000 21128900.00 21166312.01 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 3.7000 75300.00 70861.70 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.7000 400.00 182.09 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 3.7000 400.00 353.07 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 3.7000 600.00 572.37 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 3.7000 1176500.00 1219444.66 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 3.7000 22019100.00 17593441.36 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 3.7000 400.00 282.15 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.7000 7536322.96 5370104.90 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 3.7000 2388500.00 2347776.70 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 3.7000 4247300.00 2962183.17 U.S. Treasuries (including strips) Y Standard and Poors Short A-1 Fitch Long A- Standard and Poors Long A Fitch Short F1 2026-09-01 2026-10-05 2026-10-05 Y MUFG SECURITIES CANADA LTD 1.0000 35 N Standard and Poors Short A-1 Standard and Poors Long A Fitch Long A- Fitch Short F1 N N 0.0375 250000000.00 250000000.00 0.0043 N N N Y United States Treasury United States Treasury Note 1.250000000000 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0356 287448907.70 287448907.70 0.0049 N Y Y N Barclays Bank PLC Barclays Bank PLC 3.670000000000 N/A G5GSEF7VJP5I7OUK5573 0000312070 RPEV1N9Q6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.6700 102846000.00 102012368.33 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 3.6700 21988836.25 14286454.76 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375 3.6700 50000000.00 49871705.11 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 3.6700 15724300.00 14973555.77 U.S. Treasuries (including strips) 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 3.6700 6699300.00 7228989.48 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 3.6700 2250000.00 2146371.73 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 3.6700 104772800.00 90462436.72 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 3.6700 47526000.00 44007121.23 U.S. Treasuries (including strips) 5 1/4 BOND 29 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.25 3.6700 4357100.00 4465254.59 U.S. Treasuries (including strips) TINT 11/15/36 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 3.6700 7733575.82 4697126.48 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 3.6700 21226700.00 14121825.41 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 3.6700 299999400.00 289226790.40 U.S. Treasuries (including strips) Y Standard and Poors Short A-1 Moodys Short P-1 Fitch Long AA- Moodys Long A1 Fitch Short F1+ Standard and Poors Long A+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 625000000.00 625000000.00 0.0107 N Y Y N MUFG Securities (Canada) Ltd. MUFG Securities (Canada) Ltd. 3.670000000000 N/A 549300Y1PMK3RWXMWR72 0001656187 RPEG6UZZ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 3.6700 767800.00 720819.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 3.6700 9582800.00 10881494.35 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 3.6700 33271600.00 33223080.01 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 3.6700 6674000.00 5418457.14 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 3.6700 100.00 100.18 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 3.6700 4875300.00 4788135.81 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 3.6700 23880700.00 23892367.28 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 3.6700 1009600.00 962820.46 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 3.6700 100.00 94.02 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 3.6700 100.00 97.37 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 3.6700 1024000.00 1006541.07 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 3.6700 944600.00 814268.57 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.8536 3.6700 20844900.00 20931663.52 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 3.6700 352000.00 355999.25 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 3.6700 672000.00 641601.06 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 3.6700 4495100.00 4515640.46 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 3.6700 3400700.00 3524832.51 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 3.6700 58607100.00 50198650.18 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 3.6700 300.00 304.00 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 3.6700 5000000.00 4629794.35 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 3.6700 3368200.00 3511455.03 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 3.6700 3662000.00 3517314.86 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 3.6700 43139100.00 41722145.62 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 3.6700 4900.00 4922.71 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 3.6700 5899700.00 5883718.67 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 3.6700 32682800.00 39601411.50 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.6700 274.42 195.54 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 3.6700 20306000.00 20208173.20 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 3.6700 5000000.00 4742213.91 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 3.6700 100.00 99.64 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 3.6700 16527100.00 16496893.13 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 3.6700 100.00 99.84 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 3.6700 82238900.00 80879208.51 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 3.6700 1399400.00 1822037.44 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 3.6700 13792400.00 12912163.19 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 3.6700 10313900.00 10232871.31 U.S. Treasuries (including strips) Y Standard and Poors Long A Fitch Long A- Fitch Short F1 Standard and Poors Short A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 400000000.00 400000000.00 0.0068 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 3.660000000000 N/A ZBUT11V806EZRVTWT807 0000782124 RPEK6PV02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 3.6600 1257153700.00 1224124459.85 U.S. Treasuries (including strips) Y Fitch Long AA Moodys Long Aa3 Moodys Short P-1 Fitch Short F1+ Standard and Poors Long AA- Standard and Poors Short A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0371 1200000000.00 1200000000.00 0.0205 N Y Y N FICC/State Street Bank and Trust Company FICC/State Street Bank and Trust Company 3.670000000000 N/A 549300H47WTHXPU08X20 0000093748 RPEO42AR1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. Y United States Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 3.6700 175042900.00 172342045.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 3.6700 67219700.00 68145479.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 3.6700 16000000.00 15942310.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4 3.6700 374673800.00 376274934.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.6700 5370000.00 4602321.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 3.6700 50300000.00 46837690.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 3.6700 50000000.00 49023778.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 3.6700 397795600.00 398335412.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 3.6700 102836000.00 102531783.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 3.6700 9000000.00 9460664.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 3.6700 141556700.00 141560570.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 3.6700 152330900.00 144943076.80 U.S. Treasuries (including strips) Y Standard and Poors Long AA Standard and Poors Short A-1+ Moodys Short P-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 1500000000.00 1500000000.00 0.0256 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.640000000000 N/A 549300H8L46OOZOFHU82 0001045520 RPER1PAP0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 3.6400 694800.00 844604.49 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 3.6400 200.00 210.08 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 3.6400 29933400.00 15817832.80 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 3.6400 1805000.00 1801340.29 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 3.6400 118400.00 113084.31 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 3.6400 180000.00 179916.54 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 3.6400 93600.00 70009.95 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 3.6400 267500.00 191015.96 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 3.6400 100.00 93.62 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 3.6400 84316700.00 83105153.34 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375 3.6400 500.00 498.72 U.S. Treasuries (including strips) Y Standard and Poors Short A-1 Moodys Long Aa2 Fitch Short F1+ Standard and Poors Long A+ Moodys Short P-1 Fitch Long AA+ 2026-09-08 2026-09-08 2026-09-21 Y CANADIAN IMPERIAL BANK COMM NY 1.0000 7 N Moodys Long Aa2 Fitch Long AA- Standard and Poors Long A+ Moodys Short P-1 Fitch Short F1+ Standard and Poors Short A-1 N N 0.0369 100000000.00 100000000.00 0.0017 N N Y N Royal Bank of Canada Royal Bank of Canada 3.740000000000 N/A 549300HXQQQCCUBS2Z23 0001000275 RPEK6M3X8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 3.7400 176000.00 175678.32 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 3.7400 14182000.00 13978218.84 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 3.7400 44400.00 44533.04 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 3.7400 5027200.00 4987523.15 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 3.7400 93926700.00 93584982.41 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 3.7400 4570400.00 4223572.91 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 3.7400 3476600.00 3459851.03 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 3.7400 32409100.00 32154485.66 U.S. Treasuries (including strips) 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.75 3.7400 86500.00 80003.35 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.7400 21069700.00 14036897.51 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 3.7400 5420900.00 5404035.58 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 3.7400 15639700.00 15807621.15 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 3.7400 6496200.00 6453635.38 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 3.7400 5694900.00 5770893.83 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 3.7400 1816800.00 1812315.42 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 3.7400 40200.00 40021.29 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 3.7400 10579300.00 10407298.45 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.7400 45804800.00 45433523.22 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 3.7400 109100.00 109529.18 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 3.7400 483000.00 483713.12 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 3.7400 5326200.00 5438101.12 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875 3.7400 666100.00 672354.53 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 3.7400 747900.00 743553.69 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 3.7400 9835100.00 9719224.30 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 3.7400 284300.00 285599.12 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 3.7400 13974200.00 13951636.83 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 3.7400 3831800.00 3861869.81 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 3.7400 12147700.00 12183158.34 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 3.7400 201000.00 161690.24 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 3.7400 530700.00 534484.76 U.S. Treasuries (including strips) Y Standard and Poors Long AA- Fitch Long AA+ Standard and Poors Short A-1+ Fitch Short F1+ Moodys Long Aa1 Moodys Short P-1 2026-09-08 2026-09-08 2026-09-17 Y ROYAL BANK OF CANADA/NY 1.0000 7 N Standard and Poors Long AA- Moodys Long Aa1 Moodys Short P-1 Fitch Long AA- Fitch Short F1+ Standard and Poors Short A-1+ N N 0.0379 300000000.00 300000000.00 0.0051 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.670000000000 N/A 549300H8L46OOZOFHU82 0001045520 RPEI6TE32 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0 3.6700 2630900.00 2532964.75 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.6700 400.00 182.08 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 3.6700 416000.00 415807.11 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 3.6700 2724200.00 2063543.07 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 3.6700 100.00 96.02 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 3.6700 3070300.00 3064074.85 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 3.6700 400.00 409.70 U.S. Treasuries (including strips) BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0 3.6700 89741200.00 89202663.06 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 3.6700 1400.00 997.97 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 3.6700 532100.00 410164.28 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 3.6700 20700.00 20332.36 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 3.6700 200.00 120.24 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 3.6700 290000.00 327670.64 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 3.6700 2648000.00 2601384.71 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 3.6700 100.00 94.11 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 3.6700 14100.00 10407.05 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 3.6700 100.00 74.80 U.S. Treasuries (including strips) BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0 3.6700 2445800.00 2440602.67 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 3.6700 300.00 185.26 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 3.6700 62798200.00 60772384.68 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 3.6700 1200.00 965.31 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 3.6700 128600.00 123005.72 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 3.6700 400.00 269.44 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 3.6700 361900.00 307847.63 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6700 200.00 111.03 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 3.6700 200.00 135.51 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 3.6700 19700.00 19745.84 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 3.6700 12061200.00 9092163.09 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 3.6700 3652400.00 3691615.28 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 3.6700 820000.00 469325.57 U.S. Treasuries (including strips) 2 3/8 TRIB 56 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375 3.6700 2508000.00 2264116.30 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 3.6700 800.00 754.78 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 3.6700 100.00 97.37 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 3.6700 16459400.00 15957882.08 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 3.6700 200.00 187.21 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 3.6700 900.00 831.70 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 3.6700 1670700.00 1673831.41 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 3.6700 100.00 93.62 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 3.6700 79000.00 65307.02 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 3.6700 372000.00 173154.78 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 3.6700 5019900.00 4990727.58 U.S. Treasuries (including strips) 2 1/8 TRIB 41 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 3.6700 100700.00 142645.79 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 3.6700 180000.00 173536.42 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 3.6700 200.00 100.14 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 3.6700 100.00 96.44 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 3.6700 100.00 98.47 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 3.6700 932400.00 855301.12 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 3.6700 100.00 98.90 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 3.6700 166000.00 152628.12 U.S. Treasuries (including strips) Y Fitch Short F1+ Fitch Long AA+ Moodys Short P-1 Moodys Long Aa2 Standard and Poors Long A+ Standard and Poors Short A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 200000000.00 200000000.00 0.0034 N Y Y N United States Treasury United States Treasury Bill 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0376 545024397.50 545024397.50 0.0093 N Y Y N United States Treasury United States Treasury Note 4.375000000000 91282CJP7 254900HROIFWPRGM1V77 US91282CJP77 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0363 75104004.00 75104004.00 0.0013 N Y Y N United States Treasury United States Treasury Bill 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0367 594881000.00 594881000.00 0.0102 N Y Y N United States Treasury United States Treasury Bill 912797UG0 254900HROIFWPRGM1V77 US912797UG01 U.S. Treasury Debt Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0373 1272937713.00 1272937713.00 0.0218 N Y Y N Bank of Nova Scotia Bank of Nova Scotia 3.660000000000 N/A L3I9ZG2KFGXZ61BMYR72 0000064241 RPEI6TDX7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 3.6600 100.00 82.78 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 3.6600 16300.00 16061.60 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 3.6600 100.00 100.45 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 3.6600 100.00 214.68 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 3.6600 400.00 344.54 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 3.6600 2400.00 2411.79 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.8536 3.6600 2300.00 2309.22 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 3.6600 900.00 779.47 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 3.6600 600.00 571.25 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 3.6600 900.00 887.79 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 3.6600 30000000.00 31695782.33 U.S. Treasuries (including strips) 2 1/8 TRIB 41 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125 3.6600 200.00 284.65 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 3.6600 100.00 98.93 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 3.6600 100.00 94.26 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 3.6600 500.00 511.83 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 3.6600 200.00 194.31 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 3.6600 100.00 70.29 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 3.6600 200.00 191.73 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 3.6600 100.00 101.08 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 3.6600 100.00 103.83 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 3.6600 1100.00 1094.56 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 3.6600 26000.00 25253.86 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 3.6600 1600.00 1607.08 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 3.6600 2000.00 1971.84 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 3.6600 2000.00 2014.28 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 3.6600 600.00 593.47 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 3.6600 200.00 219.85 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 3.6600 1000.00 997.43 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 3.6600 100.00 92.56 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 3.6600 200.00 137.43 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 3.6600 200.00 225.57 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 3.6600 4700.00 4698.59 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 3.6600 1600.00 1603.84 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 3.6600 21214700.00 20803320.88 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 3.6600 8999800.00 5568546.23 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 3.6600 1000.00 973.57 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 3.6600 400.00 406.32 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 3.6600 100.00 98.32 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 3.6600 200.00 197.49 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 3.6600 100.00 79.17 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 3.6600 4800.00 3580.64 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 3.6600 1100.00 1098.42 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 3.6600 4000.00 3698.99 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 3.6600 7420000.00 8439289.00 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 3.6600 1000.00 950.74 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 3.6600 200.00 171.92 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 3.6600 1000.00 598.20 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 3.6600 68100.00 71185.12 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 3.6600 200.00 200.96 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 3.6600 200.00 204.29 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 3.6600 5000.00 4861.71 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 3.6600 100.00 98.12 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 3.6600 1000.00 987.99 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 3.6600 1000.00 986.52 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 3.6600 900.00 930.60 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 3.6600 100.00 100.18 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 3.6600 700.00 658.45 U.S. Treasuries (including strips) 5 3/8 BOND 31 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 3.6600 700.00 727.40 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125 3.6600 400.00 419.93 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 3.6600 41189400.00 40942336.35 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 3.6600 25000000.00 25917746.42 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 3.6600 300.00 301.40 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 3.6600 700.00 687.81 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 3.6600 100.00 101.20 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 3.6600 41654700.00 42079410.42 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 3.6600 1500.00 917.01 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 3.6600 1800.00 1206.82 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 3.6600 41114600.00 41068628.51 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 3.6600 1000.00 857.49 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 3.6600 600.00 614.26 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 3.6600 600.00 780.74 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 3.6600 200.00 200.37 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 3.6600 400.00 439.55 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 3.6600 6900.00 5951.70 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 3.6600 18913800.00 18858193.84 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 3.6600 100.00 96.91 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 3.6600 700.00 614.21 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 3.6600 1300.00 1307.05 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 3.6600 400.00 381.62 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 3.6600 500.00 497.69 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 3.6600 500.00 493.95 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 3.6600 200.00 106.61 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 3.6600 1500.00 1482.52 U.S. Treasuries (including strips) BILL 01/28/27 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0 3.6600 6900.00 6790.10 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 3.6600 19679200.00 19440833.02 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 3.6600 800.00 795.59 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.6600 1400.00 1388.48 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 3.6600 600.00 615.29 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 3.6600 200.00 217.28 U.S. Treasuries (including strips) Y Fitch Short F1+ Moodys Short P-1 Fitch Long AA- Moodys Long Aa2 Standard and Poors Long A+ Standard and Poors Short A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0371 250000000.00 250000000.00 0.0043 N Y Y N FICC/State Street Bank and Trust Company FICC/State Street Bank and Trust Company 3.670000000000 N/A 549300H47WTHXPU08X20 0000093748 RPEQ1N9N4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. Y United States Treasury 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 3.6700 125773400.00 124980327.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 3.6700 78948500.00 79019871.02 U.S. Treasuries (including strips) Y Standard and Poors Long AA Standard and Poors Short A-1+ Moodys Short P-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 200000000.00 200000000.00 0.0034 N Y Y N United States Treasury United States Treasury Bill 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0378 575663804.00 575663804.00 0.0098 N Y Y N United States Treasury United States Treasury Note 4.625000000000 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y 2027-06-15 2027-06-15 2027-06-15 N N N 0.0392 215768457.30 215768457.30 0.0037 N Y Y N Societe Generale Societe Generale 3.650000000000 N/A O2RNE8IBXP4R0TD8PU41 0001261467 RPEU1SKO9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 3.6500 175000000.00 103909050.00 U.S. Treasuries (including strips) TINT 05/15/38 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 3.6500 173900000.00 97354263.10 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 3.6500 314000000.00 312844377.61 U.S. Treasuries (including strips) 3 5/8 TPRN 43 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 3.6500 158768000.00 65482591.46 U.S. Treasuries (including strips) 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 3.6500 49999800.00 32409754.86 U.S. Treasuries (including strips) Y Moodys Long A1 Standard and Poors Long A Fitch Short F1 Standard and Poors Short A-1 Moodys Short P-1 Fitch Long A+ 2026-09-02 2026-09-02 2026-09-02 N N N 0.0370 600000000.00 600000000.00 0.0103 N N Y N United States Treasury United States Treasury Bill 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0392 246843400.00 246843400.00 0.0042 N Y Y N United States Treasury United States Treasury Note 3.375000000000 91282CLL3 254900HROIFWPRGM1V77 US91282CLL36 U.S. Treasury Debt Y 2027-09-15 2027-09-15 2027-09-15 N N N 0.0409 272683171.75 272683171.75 0.0047 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.650000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPEO3ZI34 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 3.6500 43.29 37.96 U.S. Treasuries (including strips) 4 3/4 TPRN 37 254900HROIFWPRGM1V77 912803CZ4 2037-02-15 0 3.6500 100.00 61.55 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 3.6500 6697035.85 3431340.17 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 3.6500 1054600.00 1045045.32 U.S. Treasuries (including strips) 2 7/8 TPRN 45 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 3.6500 91700.00 33650.42 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 3.6500 100.00 34.22 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 3.6500 23026.65 17073.69 U.S. Treasuries (including strips) 2 1/2 TPRN 46 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0 3.6500 100.00 35.71 U.S. Treasuries (including strips) 0 5/8 TRIB 43 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 3.6500 200.00 206.08 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 3.6500 2218747.92 1855924.95 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 3.6500 18661203.87 13329716.59 U.S. Treasuries (including strips) 4 3/4 TPRN 55 254900HROIFWPRGM1V77 912803HN6 2055-08-15 0 3.6500 100000.00 22015.00 U.S. Treasuries (including strips) TINT 11/15/31 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 3.6500 15.81 12.46 U.S. Treasuries (including strips) 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 3.6500 6293500.00 4079432.16 U.S. Treasuries (including strips) 4 1/4 TPRN C 35 254900HROIFWPRGM1V77 912821SB2 2035-05-15 0 3.6500 100.00 66.65 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 3.6500 200.00 158.34 U.S. Treasuries (including strips) 4 1/4 TPRN E 35 254900HROIFWPRGM1V77 912821SR7 2035-08-15 0 3.6500 100.00 65.83 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 3.6500 899900.00 382965.94 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 3.6500 2730400.00 2684204.90 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 3.6500 3.49 2.40 U.S. Treasuries (including strips) 1 TRIB 46 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 3.6500 896400.00 900047.29 U.S. Treasuries (including strips) TINT 11/15/37 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 3.6500 215001.69 123872.15 U.S. Treasuries (including strips) 3 3/8 TPRN 48 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 3.6500 1228900.00 377048.64 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 3.6500 25.00 14.62 U.S. Treasuries (including strips) TINT 11/15/43 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 3.6500 0.01 0.00 U.S. Treasuries (including strips) TINT 05/15/52 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 3.6500 114.49 28.68 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 3.6500 508000.00 501106.27 U.S. Treasuries (including strips) 6 5/8 TPRN 27 254900HROIFWPRGM1V77 912803BK8 2027-02-15 0 3.6500 200.00 196.41 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 3.6500 1872623.12 831858.51 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 3.6500 0.02 0.01 U.S. Treasuries (including strips) TINT 11/15/38 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 3.6500 2.00 1.09 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 3.6500 19999518.72 12038190.31 U.S. Treasuries (including strips) 4 1/2 TPRN 36 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 3.6500 300.00 194.76 U.S. Treasuries (including strips) TINT 11/15/45 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 3.6500 952502.44 336575.31 U.S. Treasuries (including strips) 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.5 3.6500 391000.00 387078.08 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6500 132243500.00 74043078.15 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 3.6500 65400.00 47046.30 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 3.6500 87711800.00 85887539.48 U.S. Treasuries (including strips) TINT 05/15/54 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0 3.6500 29.99 6.79 U.S. Treasuries (including strips) TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 3.6500 1782037.80 1618026.17 U.S. Treasuries (including strips) TINT 05/15/44 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 3.6500 0.02 0.01 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3.6500 29381.77 26059.34 U.S. Treasuries (including strips) Y Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Standard and Poors Short A-1 Standard and Poors Long A+ Fitch Long AA- 2026-09-04 2026-09-04 2026-09-04 Y CREDIT AGRICOLE CORPORATE & IN 1.0000 7 N Moodys Short P-1 Fitch Short F1+ Fitch Long AA- Standard and Poors Short A-1 Moodys Long A1 Standard and Poors Long A+ N N 0.0370 200000000.00 200000000.00 0.0034 N N Y N United States Treasury United States Treasury Bill 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0377 991792780.00 991792780.00 0.0169 N Y Y N United States Treasury United States Treasury Note 3.750000000000 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0390 139523125.00 139523125.00 0.0024 N Y Y N United States Treasury United States Treasury Note 4.125000000000 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0351 100059375.00 100059375.00 0.0017 N Y Y N BNP Paribas BNP Paribas 3.500000000000 N/A R0MUWSFPU8MPRO8K5P83 0000753835 RPEQ1NBR2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 3.5000 240593200.00 249797255.46 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 3.5000 5625000.00 5202806.45 U.S. Treasuries (including strips) Y Standard and Poors Long A+ Fitch Short F1+ Moodys Long A1 Moodys Short P-1 Fitch Long AA- Standard and Poors Short A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0355 250000000.00 250000000.00 0.0043 N Y Y N United States Treasury United States Treasury Note 3.500000000000 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0369 509795801.10 509795801.10 0.0087 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.700000000000 N/A 549300HXQQQCCUBS2Z23 0001000275 RPEG6UBT9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125 3.7000 31415800.00 31241657.59 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 3.7000 35546400.00 35554016.40 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 3.7000 2628600.00 2493076.70 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 3.7000 238272500.00 236711282.90 U.S. Treasuries (including strips) Y Standard and Poors Short A-1+ Moodys Long Aa1 Fitch Long AA+ Standard and Poors Long AA- Fitch Short F1+ Moodys Short P-1 2026-09-08 2026-09-08 2026-10-09 Y ROYAL BANK OF CANADA/NY 1.0000 7 N Fitch Short F1+ Standard and Poors Long AA- Moodys Long Aa1 Fitch Long AA- Standard and Poors Short A-1+ Moodys Short P-1 N N 0.0375 300000000.00 300000000.00 0.0051 N N Y N United States Treasury United States Treasury Note 4.250000000000 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y 2027-03-15 2027-03-15 2027-03-15 N N N 0.0349 836228577.25 836228577.25 0.0143 N Y Y N United States Treasury United States Treasury Bill 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0379 98795558.00 98795558.00 0.0017 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.650000000000 N/A 549300H8L46OOZOFHU82 0001045520 RPEU1SF15 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 3.6500 137086000.00 119514382.08 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 3.6500 809000.00 808624.89 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 3.6500 308000.00 303296.57 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 3.6500 2200.00 1490.64 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 3.6500 116400.00 89880.44 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375 3.6500 500.00 498.72 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 3.6500 117400.00 90496.68 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 3.6500 100.00 57.23 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 3.6500 408400.00 411791.49 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 3.6500 146600.00 139968.33 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6500 790000.00 526307.88 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 3.6500 6578900.00 3293923.80 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 3.6500 2176100.00 2167003.30 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 3.6500 533200.00 242724.63 U.S. Treasuries (including strips) TRFR BK 10/31/27 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.9406 3.6500 100.00 100.52 U.S. Treasuries (including strips) Y Fitch Short F1+ Standard and Poors Short A-1 Fitch Long AA+ Moodys Short P-1 Standard and Poors Long A+ Moodys Long Aa2 2026-09-08 2026-09-08 2026-09-18 Y CANADIAN IMPERIAL BANK COMM NY 1.0000 7 N Fitch Short F1+ Standard and Poors Long A+ Moodys Long Aa2 Fitch Long AA- Moodys Short P-1 Standard and Poors Short A-1 N N 0.0370 125000000.00 125000000.00 0.0021 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.660000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPEQ1N7W6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 3/8 TPRN 43 254900HROIFWPRGM1V77 912803GV9 2043-08-15 0 38510.69 15880.84 U.S. Treasuries (including strips) TINT 11/15/54 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 1680476.34 376982.93 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 42.79 43.27 U.S. Treasuries (including strips) 2 1/2 TPRN 46 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0 50277.84 17956.03 U.S. Treasuries (including strips) TINT 05/15/44 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 3808061.71 1472836.41 U.S. Treasuries (including strips) TINT 05/15/30 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 189.64 160.59 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 9405978.81 10181480.50 U.S. Treasuries (including strips) 3 1/2 TPRN B 33 254900HROIFWPRGM1V77 912821KS3 2033-02-15 0 8634652.52 6438376.84 U.S. Treasuries (including strips) 4 3/4 TPRN 56 254900HROIFWPRGM1V77 912803HS5 2056-02-15 0 22678.52 4897.81 U.S. Treasuries (including strips) TINT 02/15/48 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 1.44 0.45 U.S. Treasuries (including strips) 1 1/8 TPRN 40 254900HROIFWPRGM1V77 912803FQ1 2040-05-15 0 63925003.54 32278419.14 U.S. Treasuries (including strips) TINT 08/15/50 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 224586.24 61684.63 U.S. Treasuries (including strips) TINT 05/15/48 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 8.76 2.71 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 2139439.88 2164221.14 U.S. Treasuries (including strips) TINT 05/15/42 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 1649765.82 721680.16 U.S. Treasuries (including strips) TINT 08/15/32 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 368519.80 280110.79 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 59001839.98 27719880.18 U.S. Treasuries (including strips) TINT 11/15/47 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 8403229.96 2671512.85 U.S. Treasuries (including strips) TINT 05/15/45 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 10372971.19 3774101.84 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 1744480.48 1547218.12 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 148437.31 92208.01 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 85.58 67.75 U.S. Treasuries (including strips) TINT 08/15/36 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 13.41 8.29 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 19070835.01 17632195.48 U.S. Treasuries (including strips) TINT 08/15/55 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0 2329315.16 508622.27 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 641851.97 418485.56 U.S. Treasuries (including strips) TINT 08/15/47 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 1650679.56 531221.70 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 6160640.34 5850053.00 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 45944448.89 45112846.38 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 324.27 166.15 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 18.48 10.97 U.S. Treasuries (including strips) 3 TPRN 45 254900HROIFWPRGM1V77 912803EN9 2045-05-15 0 434143.82 161683.84 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 92569852.33 46774437.56 U.S. Treasuries (including strips) 3 TPRN 48 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0 42.79 13.30 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 641875.49 285134.57 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 99841568.81 42489077.23 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 427.90 401.51 U.S. Treasuries (including strips) TINT 08/15/48 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 1399289.55 426002.51 U.S. Treasuries (including strips) TINT 02/15/46 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 9130504.22 3184135.52 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 42.79 26.94 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 2273850.55 1880033.28 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 139922.17 130590.56 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 409924.88 140274.65 U.S. Treasuries (including strips) TINT 05/15/55 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0 385293.70 84643.25 U.S. Treasuries (including strips) TINT 11/15/38 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 97153.17 52789.73 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 5647763.55 5260638.83 U.S. Treasuries (including strips) 3 5/8 TPRN 44 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0 3713072.17 1487527.26 U.S. Treasuries (including strips) TINT 08/15/41 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 387777.13 177754.71 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 21196624.99 20267675.99 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0 1069612.96 346639.10 U.S. Treasuries (including strips) TINT 05/15/53 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 2936331.81 700183.00 U.S. Treasuries (including strips) 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 42.79 12.00 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 2121297.06 2331863.48 U.S. Treasuries (including strips) TINT 05/15/54 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0 0.55 0.12 U.S. Treasuries (including strips) 4 3/8 TPRN 41 254900HROIFWPRGM1V77 912803DS9 2041-05-15 0 153614.86 73188.88 U.S. Treasuries (including strips) TINT 11/15/36 254900HROIFWPRGM1V77 912833Y38 2036-11-15 0 12836895.99 7831713.22 U.S. Treasuries (including strips) TINT 11/15/50 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 12283950.71 3324000.21 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 1590748.15 1614646.55 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 38962118.84 38782347.63 U.S. Treasuries (including strips) 1 1/8 TPRN B 31 254900HROIFWPRGM1V77 912821GD1 2031-02-15 0 20966.93 17218.78 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 684368.77 470239.36 U.S. Treasuries (including strips) TINT 11/15/53 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 2406916.23 559644.13 U.S. Treasuries (including strips) TINT 11/15/45 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 107107.88 37847.53 U.S. Treasuries (including strips) TINT 05/15/47 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 3256678.05 1062755.00 U.S. Treasuries (including strips) 3 3/8 TPRN 48 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 85.58 26.26 U.S. Treasuries (including strips) 3 1/8 TPRN 48 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 170816.30 53847.45 U.S. Treasuries (including strips) TINT 05/15/52 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 16602394.27 4158600.92 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 14337141.04 6476588.41 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 2.62 0.67 U.S. Treasuries (including strips) TINT 02/15/41 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 2376106.42 1124753.74 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 2355478.81 883212.69 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 134359.51 167085.77 U.S. Treasuries (including strips) 4 3/8 TPRN 40 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 85.58 43.42 U.S. Treasuries (including strips) 4 7/8 TPRN 45 254900HROIFWPRGM1V77 912803HP1 2045-08-15 0 128.37 47.07 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 213.95 194.30 U.S. Treasuries (including strips) TINT 05/15/40 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 1872053.15 931153.62 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 342274.44 343624.66 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 42618.49 41171.85 U.S. Treasuries (including strips) 4 5/8 TPRN 46 254900HROIFWPRGM1V77 912803HT3 2046-02-15 0 34916.36 12476.31 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 168122.98 106846.02 U.S. Treasuries (including strips) 4 1/2 TPRN 38 254900HROIFWPRGM1V77 912803DD2 2038-05-15 0 66623.49 38364.54 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 30972777.09 35227522.52 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 126186.69 103524.99 U.S. Treasuries (including strips) TINT 02/15/50 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 689.92 194.61 U.S. Treasuries (including strips) 6 1/8 TPRN 27 254900HROIFWPRGM1V77 912803BM4 2027-11-15 0 222848.51 211798.79 U.S. Treasuries (including strips) 3 3/8 TPRN 44 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 508383.87 200825.87 U.S. Treasuries (including strips) TINT 11/15/49 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 4614643.66 1318089.90 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 42.79 39.63 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 19693253.31 19427168.56 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 22617369.85 12663455.55 U.S. Treasuries (including strips) 4 5/8 TPRN 55 254900HROIFWPRGM1V77 912803HQ9 2055-11-15 0 42.79 9.32 U.S. Treasuries (including strips) 5 3/8 TPRN 31 254900HROIFWPRGM1V77 912803CK7 2031-02-15 0 242275.02 198965.21 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 6288269.66 2663522.38 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 0.00 0.00 U.S. Treasuries (including strips) TRFR AX 01/31/27 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.8486 345355.29 346639.68 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 690953.14 577964.34 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 3081193.13 1266521.35 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 223233.62 234709.47 U.S. Treasuries (including strips) TINT 02/15/52 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 26834107.34 6814763.06 U.S. Treasuries (including strips) 2 3/4 TPRN E 32 254900HROIFWPRGM1V77 912821JN6 2032-08-15 0 213.95 163.37 U.S. Treasuries (including strips) 2 3/4 TPRN 42 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 2395664.32 1036033.78 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 129101.30 37814.93 U.S. Treasuries (including strips) 2 7/8 TPRN 45 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 320836.82 117734.92 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 54278931.99 49559208.94 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 49906770.79 37572137.72 U.S. Treasuries (including strips) 2 3/4 TPRN 42 254900HROIFWPRGM1V77 912803DY6 2042-08-15 0 85.58 37.59 U.S. Treasuries (including strips) Y Moodys Short P-1 Standard and Poors Short A-1 Fitch Long AA- Moodys Long A1 Standard and Poors Long A+ Fitch Short F1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0371 513475840.00 513475840.00 0.0088 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 3.640000000000 N/A 1VUV7VQFKUOQSJ21A208 0000033738 RPEN3ZL24 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 3.6400 1600.00 1619.23 U.S. Treasuries (including strips) TINT 02/15/45 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 3.6400 4.17 1.54 U.S. Treasuries (including strips) 3 TPRN 44 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 3.6400 33500.00 12836.46 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 3.6400 300.00 274.20 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.75 3.6400 100.00 97.64 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 3.6400 2199.08 1323.68 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 3.6400 100.00 100.47 U.S. Treasuries (including strips) TINT 11/15/43 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 3.6400 1.53 0.61 U.S. Treasuries (including strips) TINT 11/15/46 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 3.6400 41.27 13.79 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 3.6400 1000.00 1000.06 U.S. Treasuries (including strips) TINT 11/15/45 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 3.6400 292.05 103.20 U.S. Treasuries (including strips) 3 3/8 TRIB 32 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 3.6400 100.00 202.45 U.S. Treasuries (including strips) TINT 11/15/49 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 3.6400 0.15 0.04 U.S. Treasuries (including strips) TINT 02/15/55 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0 3.6400 4342288.90 961556.45 U.S. Treasuries (including strips) TINT 05/15/50 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 3.6400 95471.18 26563.52 U.S. Treasuries (including strips) TINT 02/15/46 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 3.6400 88.30 30.79 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 3.6400 7.19 2.11 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 3.6400 100.00 105.54 U.S. Treasuries (including strips) 4 1/2 TPRN 36 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 3.6400 1700.00 1103.66 U.S. Treasuries (including strips) TINT 11/15/32 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 3.6400 174627.65 131111.84 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875 3.6400 400.00 403.70 U.S. Treasuries (including strips) 3 5/8 TRIB 28 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 3.6400 100.00 213.32 U.S. Treasuries (including strips) TINT 05/15/51 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 3.6400 50.96 13.45 U.S. Treasuries (including strips) TINT 05/15/45 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 3.6400 0.02 0.01 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 3.6400 100.00 74.90 U.S. Treasuries (including strips) 1 7/8 TPRN 41 254900HROIFWPRGM1V77 912803FW8 2041-02-15 0 3.6400 239400.00 115315.87 U.S. Treasuries (including strips) TINT 02/15/52 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 3.6400 0.01 0.00 U.S. Treasuries (including strips) TINT 05/15/40 254900HROIFWPRGM1V77 912834HV3 2040-05-15 0 3.6400 3.33 1.66 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 3.6400 100.00 98.91 U.S. Treasuries (including strips) 1 3/8 TPRN 50 254900HROIFWPRGM1V77 912803FR9 2050-08-15 0 3.6400 700.00 196.37 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 3.6400 100.00 82.30 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 3.6400 800.00 818.92 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 3.6400 100.00 94.81 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 3.6400 9517.01 5102.38 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 3.6400 100.00 99.97 U.S. Treasuries (including strips) TINT 11/15/48 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 3.6400 340.48 102.40 U.S. Treasuries (including strips) 4 7/8 TPRN 45 254900HROIFWPRGM1V77 912803HP1 2045-08-15 0 3.6400 674300.00 247247.60 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 3.6400 697800.00 649969.45 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6400 200.00 134.38 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 3.6400 200.00 194.63 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 3.6400 100.00 90.54 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 3.6400 2940.61 2578.48 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 3.6400 500.00 372.98 U.S. Treasuries (including strips) TINT 08/15/54 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 3.6400 8.82 1.99 U.S. Treasuries (including strips) TINT 11/15/53 254900HROIFWPRGM1V77 912834J66 2053-11-15 0 3.6400 0.72 0.17 U.S. Treasuries (including strips) TINT 05/15/38 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 3.6400 207.03 115.91 U.S. Treasuries (including strips) TINT 05/15/46 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 3.6400 0.01 0.00 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 3.6400 100.00 99.17 U.S. Treasuries (including strips) 2 7/8 TPRN 46 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 3.6400 900.00 307.98 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 3.6400 300.00 295.96 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 3.6400 100.00 100.09 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 3.6400 100.00 96.11 U.S. Treasuries (including strips) TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 3.6400 310.01 111.17 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 3.6400 600.00 575.90 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 3.6400 4200.00 4888.29 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 3.6400 100.00 100.01 U.S. Treasuries (including strips) TINT 02/15/43 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 3.6400 0.30 0.13 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 3.6400 15084398.35 8956602.87 U.S. Treasuries (including strips) TINT 11/15/27 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 3.6400 0.03 0.03 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 3.6400 200.00 200.46 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 3.6400 917.83 414.62 U.S. Treasuries (including strips) TINT 11/15/52 254900HROIFWPRGM1V77 912834F29 2052-11-15 0 3.6400 88120.09 21447.55 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 3.6400 600.00 569.75 U.S. Treasuries (including strips) 3 5/8 TPRN 43 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 3.6400 1600.00 659.91 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 3.6400 100.00 93.97 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 3.6400 200.00 199.31 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 3.6400 8100.00 4951.83 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 3.6400 200.00 184.99 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 3.6400 900.00 891.81 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 3.6400 28825100.00 28963036.77 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 3.6400 2900.00 2735.35 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 3.6400 100.00 97.80 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 3.6400 200.00 85.11 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 3.6400 1100.00 1101.77 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 3.6400 1212800.00 1477652.16 U.S. Treasuries (including strips) TINT 05/15/48 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 3.6400 9.50 2.94 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 3.6400 100.00 71.94 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 3.6400 14999900.00 14806094.77 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 3.6400 23.28 9.57 U.S. Treasuries (including strips) TINT 11/15/37 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 3.6400 9728112.03 5604803.11 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 3.6400 100.00 99.69 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 3.6400 100.00 97.97 U.S. Treasuries (including strips) TINT 08/15/50 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 3.6400 163.84 45.00 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 3.6400 1500.00 1021.73 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 3.6400 21039000.00 21040671.42 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 3.6400 14876200.00 14577774.05 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.6400 34500.00 34854.34 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 3.6400 100.00 71.04 U.S. Treasuries (including strips) 1 TRIB 46 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 3.6400 60556500.00 60802893.78 U.S. Treasuries (including strips) 2 7/8 TPRN 45 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0 3.6400 95300.00 34971.48 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.6400 9951200.00 5571672.55 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 3.6400 188.13 110.01 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3.6400 178.31 158.15 U.S. Treasuries (including strips) TINT 08/15/47 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 3.6400 0.14 0.05 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 3.6400 1720300.00 1068635.96 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 3.6400 200.00 172.27 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 3.6400 56654500.00 43575133.75 U.S. Treasuries (including strips) 2 1/2 TPRN 45 254900HROIFWPRGM1V77 912803EL3 2045-02-15 0 3.6400 867400.00 327820.82 U.S. Treasuries (including strips) TINT 05/15/36 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 3.6400 7682603.65 4818352.31 U.S. Treasuries (including strips) TINT 05/15/53 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 3.6400 0.01 0.00 U.S. Treasuries (including strips) 3 1/8 TPRN 48 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 3.6400 256000.00 80700.42 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 3.6400 1227336.49 628846.72 U.S. Treasuries (including strips) 3 1/8 TPRN 44 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 3.6400 8669900.00 3373518.78 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 3.6400 200.00 197.49 U.S. Treasuries (including strips) 4 3/8 TPRN 41 254900HROIFWPRGM1V77 912803DS9 2041-05-15 0 3.6400 100.00 47.64 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 3.6400 200.00 187.67 U.S. Treasuries (including strips) TINT 08/15/51 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 3.6400 78.00 20.33 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 3.6400 19.99 8.47 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 3.6400 100.00 124.36 U.S. Treasuries (including strips) TINT 02/15/50 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 3.6400 115.30 32.52 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 3.6400 109.40 41.02 U.S. Treasuries (including strips) TINT 08/15/38 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 3.6400 4374714.19 2414234.15 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 3.6400 100.00 99.64 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 3.6400 100.00 100.29 U.S. Treasuries (including strips) BILL 10/22/26 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0 3.6400 131200.00 130495.46 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125 3.6400 100.00 104.98 U.S. Treasuries (including strips) TINT 08/15/42 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 3.6400 282500.00 121541.39 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 3.6400 3765691.70 967409.96 U.S. Treasuries (including strips) TINT 11/15/38 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 3.6400 11118143.36 6041221.08 U.S. Treasuries (including strips) TINT 11/15/50 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 3.6400 6874972.16 1860346.84 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 3.6400 25597200.00 25858137.02 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 3.6400 300.00 217.43 U.S. Treasuries (including strips) TINT 11/15/54 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 3.6400 7696882.24 1726649.29 U.S. Treasuries (including strips) 2 7/8 TPRN 43 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 3.6400 129400.00 54291.58 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 3.6400 100.00 98.65 U.S. Treasuries (including strips) TINT 08/15/31 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 3.6400 83165.62 66341.71 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 3.6400 200.00 201.65 U.S. Treasuries (including strips) TINT 11/15/29 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 3.6400 12537274.22 10865090.20 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 3.6400 39951000.00 37944675.54 U.S. Treasuries (including strips) 3 TPRN 48 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 3.6400 1900.00 606.82 U.S. Treasuries (including strips) Y Moodys Long A1 Fitch Short F1+ Standard and Poors Long A+ Fitch Long AA- Standard and Poors Short A-1 Moodys Short P-1 2026-09-08 2026-09-08 2026-09-08 Y CREDIT AGRICOLE CORPORATE & IN 1.0000 7 N Fitch Long AA- Moodys Short P-1 Moodys Long A1 Standard and Poors Short A-1 Standard and Poors Long A+ Fitch Short F1+ N N 0.0369 300000000.00 300000000.00 0.0051 N N Y N United States Treasury United States Treasury Note 1.250000000000 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0358 501733281.25 501733281.25 0.0086 N Y Y N FICC/BNP Paribas FICC/BNP Paribas 3.670000000000 N/A 549300H47WTHXPU08X20 0000753835 RPEV1N9X1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. Y 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 3.6700 6695200.00 6725793.86 U.S. Treasuries (including strips) 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 3.6700 128000.00 138120.50 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 3.6700 1600.00 1633.62 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 3.6700 10836600.00 9032051.20 U.S. Treasuries (including strips) 6 1/8 BOND 27 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 3.6700 165000.00 171565.44 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 3.6700 5000.00 4800.89 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 3.6700 170000000.00 169289352.62 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 3.6700 21032700.00 21358323.43 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 3.6700 9999900.00 6662058.38 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 3.6700 1000.00 977.13 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 3.6700 200.00 199.30 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 3.6700 100.00 76.26 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 3.6700 800.00 726.78 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 3.6700 3000.00 2806.27 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 3.6700 400000.00 408381.07 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 3.6700 81454000.00 80309047.16 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 3.6700 2674300.00 2662139.96 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.8536 3.6700 8118500.00 8152291.94 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 3.6700 146794400.00 77571183.88 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 3.6700 5572000.00 5577006.62 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 3.6700 530032800.00 489801835.61 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 3.6700 700.00 378.88 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 3.6700 29309000.00 27662607.07 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 3.6700 2000.00 1904.51 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 3.6700 31762000.00 27025009.80 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 3.6700 400.00 308.34 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 3.6700 1000.00 997.29 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 3.6700 600.00 596.01 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 3.6700 100.00 102.37 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.5 3.6700 4000.00 3970.04 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 3.6700 6299900.00 5207945.45 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 3.6700 19364500.00 13934759.03 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 3.6700 44862600.00 44334035.47 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 3.6700 500.00 363.71 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 3.6700 500000000.00 506820737.70 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 3.6700 7300.00 7022.04 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 3.6700 600.00 592.29 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 3.6700 34000.00 34360.82 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 3.6700 1344200.00 1363121.45 U.S. Treasuries (including strips) 4 3/8 BOND 38 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375 3.6700 2900.00 2806.14 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 3.6700 1600.00 1587.03 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 3.6700 10166100.00 10070861.64 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 3.6700 3200000.00 3194833.18 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 3.6700 200.00 190.35 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 3.6700 600.00 404.91 U.S. Treasuries (including strips) 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.5 3.6700 41618700.00 41033271.46 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 3.6700 348600.00 360479.11 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 3.6700 300.00 291.47 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 3.6700 1100.00 970.94 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 3.6700 60000000.00 58745386.23 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875 3.6700 1000.00 1009.39 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 3.6700 134189000.00 67185751.44 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 3.6700 1500.00 1446.14 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 3.6700 5243700.00 5176217.60 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 3.6700 2600.00 1784.15 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 3.6700 24965500.00 24458629.66 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 3.6700 500.00 494.24 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 3.6700 200.00 190.79 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 3.6700 1000.00 697.43 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 3.6700 50000000.00 50268684.78 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 3.6700 2200.00 1349.72 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 3.6700 450100000.00 448066162.00 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 3.6700 701000.00 524326.62 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 3.6700 700.00 704.17 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 3.6700 500.00 356.42 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 3.6700 505476000.00 506371023.98 U.S. Treasuries (including strips) 6 3/8 BOND 27 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375 3.6700 120000.00 122776.65 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 3.6700 500.00 480.12 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 3.6700 100118700.00 100582786.63 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 3.6700 200.00 205.30 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 3.6700 234746000.00 239554668.47 U.S. Treasuries (including strips) Y Standard and Poors Long AA Standard and Poors Short A-1+ Moodys Short P-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 3000000000.00 3000000000.00 0.0513 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc. 3.660000000000 N/A CYYGQCGNHMHPSMRL3R97 0000853784 RPEI4MQ02 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 3.6600 125091200.00 90993740.09 U.S. Treasuries (including strips) TINT 11/15/31 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 3.6600 105246556.16 82873979.98 U.S. Treasuries (including strips) TINT 05/15/45 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 3.6600 41151774.72 14812375.55 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 3.6600 17299288.10 15340645.40 U.S. Treasuries (including strips) Y Standard and Poors Short A-1 Standard and Poors Long A+ 2026-09-01 2026-09-08 2026-09-08 Y HSBC SECURITIES (USA) INC 1.0000 7 N Standard and Poors Short A-1 Standard and Poors Long A+ N N 0.0371 200000000.00 200000000.00 0.0034 N N Y N Bank of Nova Scotia Bank of Nova Scotia 3.660000000000 N/A L3I9ZG2KFGXZ61BMYR72 0000064241 RPEV1N9T0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 59349.25 58258.11 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 3506612.09 3007823.96 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 42.79 30.50 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 385.11 385.24 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 42.79 38.18 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 400553.94 365917.59 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 85.58 63.20 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 342.32 186.95 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 684120.98 561260.61 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 40341700.06 49151550.26 U.S. Treasuries (including strips) 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 9571403.61 8618103.72 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 8485059.89 8667255.84 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 85.58 45.46 U.S. Treasuries (including strips) 3 5/8 TRIB 28 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 1111974.72 2372042.42 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 50919.69 51001.74 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 3941354.97 3910610.69 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 427.90 406.41 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 390198.85 374229.65 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 299.53 224.35 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 42.79 42.55 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 5177.55 4699.19 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 32562926.19 34366110.40 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 299.53 293.00 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 128.37 125.16 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 42.79 36.34 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 2139482.67 2106599.05 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 85.58 79.16 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 2414919.67 2415070.17 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 10697327.75 10729209.28 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 14081989.33 14620705.35 U.S. Treasuries (including strips) 6 5/8 BOND 27 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625 1583.22 1606.08 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 8044497.62 8739716.39 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 42.79 31.80 U.S. Treasuries (including strips) 2 1/8 TRIB 40 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 427896.53 623901.75 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 6330729.21 6563129.37 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 42.79 40.29 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 171.16 137.59 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 6418.45 6254.45 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 13647203.67 13618597.11 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 427.90 428.66 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 213.95 130.80 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 385.11 337.91 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 213.95 214.55 U.S. Treasuries (including strips) 3 7/8 TRIB 29 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875 9032895.82 19391501.17 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 4216278.49 4041831.70 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 427.90 366.95 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.25 313845504.83 313090651.81 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 42.79 41.85 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.25 2287534.87 2259238.81 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 2416203.35 2433449.34 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 394221.08 392531.98 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 5724913.30 5705204.51 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 171.16 78.67 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 68121.13 68858.15 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 470.69 449.06 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 58105225.58 60737551.63 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 4835.23 4767.14 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 704360.48 607557.22 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 13307582.19 16129914.37 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 91954.97 92035.02 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 21394.83 23518.54 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 42.79 40.81 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 1069.74 713.12 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 42.79 29.06 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 4930266.65 4861686.64 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 957803.60 911914.08 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 21381133.98 21049245.33 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 427.90 432.85 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 283952.14 281798.91 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 427.90 422.53 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 30483562.98 34381127.49 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 2758349.42 2749870.26 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 42.79 43.63 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 10230877.74 10080344.36 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 17732331.87 18734671.04 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 42.79 23.96 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 54411965.03 55007627.38 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 114983500.65 98838589.84 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 22387375.47 23547444.97 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.8536 4122868.68 4139402.78 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 42.79 40.85 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 107901855.81 113448803.16 U.S. Treasuries (including strips) 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 128.37 138.57 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 42.79 42.53 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 12674723.21 12224828.44 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 66217202.48 90769549.50 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 1198.11 890.75 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 17500968.21 16507364.53 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 22207.83 22175.87 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 513.48 469.32 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 855.79 558.52 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 513.48 493.46 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 299.53 258.00 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 9498361.67 9481381.28 U.S. Treasuries (including strips) Y Fitch Short F1+ Standard and Poors Long A+ Moodys Long Aa2 Standard and Poors Short A-1 Moodys Short P-1 Fitch Long AA- 2026-09-01 2026-09-01 2026-09-01 N N N 0.0371 1091136160.00 1091136160.00 0.0186 N Y Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.450000000000 N/A 549300QJJX6CVVUXLE15 0000895502 RPEI6THQ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 12/03/26 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0 3.4500 100.00 99.03 U.S. Treasuries (including strips) 4 1/8 NOTE BG 28 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125 3.4500 2000.00 1991.49 U.S. Treasuries (including strips) 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.75 3.4500 100.00 92.49 U.S. Treasuries (including strips) BILL 09/24/26 254900HROIFWPRGM1V77 912797UH8 2026-09-24 0 3.4500 5328000.00 5315591.09 U.S. Treasuries (including strips) BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0 3.4500 200.00 193.23 U.S. Treasuries (including strips) 3 3/4 NOTE BA 28 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 3.4500 1000200.00 1003499.63 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 3.4500 671800.00 672128.22 U.S. Treasuries (including strips) 1 1/4 TRIN X 31 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.25 3.4500 21817900.00 21566529.79 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.5 3.4500 170600.00 169322.21 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.25 3.4500 410000.00 404108.43 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 3.4500 10161300.00 6722238.06 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 3.4500 100.00 91.74 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 3.4500 62900.00 61611.14 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 3.4500 300.00 286.43 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 3.4500 4070000.00 3915027.49 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 3.4500 300.00 295.07 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 3.4500 169700.00 150655.21 U.S. Treasuries (including strips) BILL 12/17/26 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0 3.4500 100.00 98.89 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 3.4500 569700.00 489087.64 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 3.4500 300.00 303.15 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 3.4500 27563500.00 26378190.40 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 3.4500 144900.00 126790.22 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 3.4500 50000.00 43599.56 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 3.4500 688900.00 662035.85 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 3.4500 483400.00 485997.64 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 3.4500 100.00 95.23 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 3.4500 311000.00 268089.69 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 3.4500 400.00 397.52 U.S. Treasuries (including strips) BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0 3.4500 100.00 98.50 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 3.4500 13424500.00 13242555.93 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 3.4500 2662800.00 2615508.21 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 3.4500 785500.00 770609.23 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 3.4500 474800.00 484098.58 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 3.4500 1000.00 938.68 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 3.4500 47500.00 44780.89 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 3.4500 39300.00 37401.18 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 3.4500 1968200.00 1953154.95 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 3.4500 100.00 98.47 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 3.4500 103900.00 98515.48 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 3.4500 4544500.00 4364947.40 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 3.4500 100.00 88.38 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 3.4500 248100.00 245360.12 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 3.4500 193300.00 195289.24 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 3.4500 38000.00 37912.23 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 3.4500 36700.00 36577.79 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 3.4500 100.00 55.52 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5 3.4500 200.00 196.49 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 3.4500 20310400.00 10691145.10 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 3.4500 18891000.00 17457120.53 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 3.4500 2900.00 2815.72 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 3.4500 100.00 102.44 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 3.4500 100.00 99.42 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 3.4500 100.00 89.83 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 3.4500 287500.00 286892.38 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 3.4500 200.00 197.80 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 3.4500 200.00 188.21 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 3.4500 12850100.00 8332504.32 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.25 3.4500 100.00 99.74 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 3.4500 8038600.00 7746686.28 U.S. Treasuries (including strips) 4 1/4 NOTE BE 28 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.25 3.4500 100.00 100.18 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 3.4500 651600.00 612639.36 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 3.4500 461300.00 463324.96 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 3.4500 146065300.00 117499169.56 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 3.4500 51832100.00 34854869.74 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 3.4500 100.00 86.66 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 3.4500 204000.00 199547.93 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4 3.4500 100.00 100.45 U.S. Treasuries (including strips) 5 1/8 BOND 56 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125 3.4500 100.00 98.18 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 3.4500 300000.00 299818.76 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 3.4500 100.00 99.64 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 3.4500 300.00 280.82 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 3.4500 300.00 300.90 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 3.4500 100.00 93.98 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 3.4500 9135200.00 10373234.04 U.S. Treasuries (including strips) TRFR BF 07/31/28 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.8006 3.4500 1802800.00 1808508.92 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 3.4500 16700.00 16543.55 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 3.4500 6993700.00 5127867.20 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 3.4500 100.00 87.18 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 3.4500 200.00 200.19 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 3.4500 50000.00 49424.34 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 3.4500 58952500.00 31152518.20 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125 3.4500 13776000.00 13742928.54 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 3.4500 100.00 100.46 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 3.4500 1800.00 1740.88 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 3.4500 4516900.00 4153047.99 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 3.4500 70700.00 65361.86 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 3.4500 265500.00 265597.44 U.S. Treasuries (including strips) BILL 09/29/26 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0 3.4500 1000.00 997.13 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.9556 3.4500 53000.00 53198.87 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 3.4500 3900.00 3900.84 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 3.4500 100.00 95.58 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 3.4500 100.00 99.59 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 3.4500 100.00 104.96 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 3.4500 100.00 93.67 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 3.4500 126900.00 124777.94 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 3.4500 94476300.00 92019780.65 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 3.4500 20884400.00 9721058.04 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 3.4500 2384800.00 2159698.42 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 3.4500 6655800.00 4641936.94 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 3.4500 400.00 398.18 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 3.4500 974100.00 968713.78 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 3.4500 455700.00 446448.00 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 3.4500 100.00 102.10 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 3.4500 310998300.00 337982412.22 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 3.4500 381700.00 206596.87 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 3.4500 10077500.00 9897327.06 U.S. Treasuries (including strips) Y Standard and Poors Long AA- Standard and Poors Short A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0350 800000000.00 800000000.00 0.0137 N Y Y N United States Treasury United States Treasury Note 3.853610000000 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-09-01 2028-04-30 2028-04-30 N N N 0.0389 1150863811.00 1150863811.00 0.0197 N Y Y N United States Treasury United States Treasury Bill 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0381 447382525.50 447382525.50 0.0076 N Y Y N United States Treasury United States Treasury Note 3.940610000000 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-09-01 2027-10-31 2027-10-31 N N N 0.0394 1242345819.84 1242345819.84 0.0212 N Y Y N United States Treasury United States Treasury Note 3.800610000000 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y 2026-09-01 2028-07-31 2028-07-31 N N N 0.0386 449974665.00 449974665.00 0.0077 N Y Y N First American Funds Trust 2026-09-08 Brent G. Smith Brent G. Smith Treasurer