N-MFP3 0001273878 XXXXXXXX 2026-08-31 Vanguard CMT Funds 0001273878 549300RWH3WKT24ASW12 Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 S000002575 1 N N 333-111362 The Vanguard Group, Inc. 801-11953 Vanguard Capital Management, LLC 801-134586 PRICEWATERHOUSECOOPERS LLC Philadelphia PA State Street Bank and Trust Company The Vanguard Group, Inc. The Vanguard Group, Inc. 0000735286 084-00772 N N N Government N N 22 43 70499289753.37 97377060499.61 0.5921 0.8178 2026-08-03 70704009116.87 97300117915.64 0.5929 0.8159 2026-08-04 69673939938.49 97598237114.52 0.5826 0.8162 2026-08-05 73421301761.31 101922838377.25 0.5923 0.8222 2026-08-06 73946304266.45 100342338259.09 0.6025 0.8175 2026-08-07 78636447263.67 103004631899.31 0.6245 0.8180 2026-08-10 77400039346.97 102085521162.26 0.6201 0.8178 2026-08-11 77363011245.67 105253042327.60 0.6020 0.8191 2026-08-12 72227024492.45 100953647828.02 0.5798 0.8104 2026-08-13 78077503244.11 103817753298.79 0.6119 0.8136 2026-08-14 77547019981.31 104526646876.46 0.6041 0.8142 2026-08-17 69542960624.07 97339164051.45 0.5739 0.8032 2026-08-18 70733197602.24 98657664076.90 0.5774 0.8053 2026-08-19 68917353048.37 98508349724.22 0.5618 0.8031 2026-08-20 66613962858.30 96034644015.33 0.5510 0.7943 2026-08-21 67959984164.06 95208268713.91 0.5664 0.7935 2026-08-24 66260475372.81 95084151285.13 0.5516 0.7915 2026-08-25 74514143487.01 102382367068.75 0.5849 0.8037 2026-08-26 71343125093.19 101864294973.39 0.5614 0.8016 2026-08-27 77211370463.46 102634059935.08 0.6041 0.8030 2026-08-28 69188852696.70 94086711945.81 0.5815 0.7908 2026-08-31 1845822269.00 116945636483.04 116946612480.97 190880818.27 3672463584.42 115309875985.89 1153166357.3900 N 0.0000 0.0373 2026-08-03 0.0373 2026-08-04 0.0373 2026-08-05 0.0373 2026-08-06 0.0372 2026-08-07 0.0372 2026-08-10 0.0372 2026-08-11 0.0373 2026-08-12 0.0373 2026-08-13 0.0371 2026-08-14 0.0371 2026-08-17 0.0371 2026-08-18 0.0371 2026-08-19 0.0371 2026-08-20 0.0373 2026-08-21 0.0373 2026-08-24 0.0373 2026-08-25 0.0373 2026-08-26 0.0373 2026-08-27 0.0373 2026-08-28 0.0374 2026-08-31 99.9900 2026-08-03 99.9900 2026-08-04 99.9900 2026-08-05 99.9900 2026-08-06 99.9900 2026-08-07 99.9900 2026-08-10 99.9900 2026-08-11 100.0000 2026-08-12 100.0000 2026-08-13 100.0000 2026-08-14 100.0000 2026-08-17 100.0000 2026-08-18 100.0000 2026-08-19 100.0000 2026-08-20 100.0000 2026-08-21 99.9900 2026-08-24 100.0000 2026-08-25 100.0000 2026-08-26 100.0000 2026-08-27 99.9900 2026-08-28 99.9900 2026-08-31 Y N Vanguard Market Liquidity Fund C000007078 3000.00 115309875985.89 1153166357.3900 99.9900 2026-08-03 99.9900 2026-08-04 99.9900 2026-08-05 99.9900 2026-08-06 99.9900 2026-08-07 99.9900 2026-08-10 99.9900 2026-08-11 100.0000 2026-08-12 100.0000 2026-08-13 100.0000 2026-08-14 100.0000 2026-08-17 100.0000 2026-08-18 100.0000 2026-08-19 100.0000 2026-08-20 100.0000 2026-08-21 99.9900 2026-08-24 100.0000 2026-08-25 100.0000 2026-08-26 100.0000 2026-08-27 99.9900 2026-08-28 99.9900 2026-08-31 4734853961.18 7966091134.12 2026-08-03 6186369073.85 4440357856.40 2026-08-04 6468952369.89 7194440502.55 2026-08-05 7656912041.91 4091615566.07 2026-08-06 3199933147.74 3892330763.89 2026-08-07 3433709464.04 1996036543.76 2026-08-10 2620276517.70 2504853104.10 2026-08-11 6114879687.35 3606286819.65 2026-08-12 2548243887.68 4472574172.70 2026-08-13 5074210283.36 2221826204.65 2026-08-14 7840416203.99 8526140579.57 2026-08-17 1142432118.22 6184023138.31 2026-08-18 2427625470.20 2921230968.79 2026-08-19 3348957105.22 2487391156.04 2026-08-20 1801661018.80 4216235888.41 2026-08-21 2947485601.26 2139421782.65 2026-08-24 2123624826.27 3320184944.52 2026-08-25 8208173131.39 1938086268.45 2026-08-26 5952120275.25 3061628728.32 2026-08-27 4062487689.15 2747789382.29 2026-08-28 2619588468.34 14465627629.64 2026-08-31 90512912342.79 94394173134.88 0.0372 2026-08-03 0.0372 2026-08-04 0.0372 2026-08-05 0.0372 2026-08-06 0.0372 2026-08-07 0.0372 2026-08-10 0.0372 2026-08-11 0.0372 2026-08-12 0.0372 2026-08-13 0.0371 2026-08-14 0.0371 2026-08-17 0.0371 2026-08-18 0.0371 2026-08-19 0.0370 2026-08-20 0.0372 2026-08-21 0.0373 2026-08-24 0.0372 2026-08-25 0.0373 2026-08-26 0.0373 2026-08-27 0.0373 2026-08-28 0.0373 2026-08-31 N 0.00 Registered investment company 0.9991 0.00 N Federal Home Loan Banks Federal Home Loan Banks 3.790000% 3130B3EC3 2549001DPIFGXC1TOL40 US3130B3EC38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-29 2026-10-29 N N N 0.0368 70011480.00 70011480.00 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B92D1 2549001DPIFGXC1TOL40 US3130B92D18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-09 2026-09-09 N N N 0.0367 58259417.40 58259417.40 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9DP2 2549001DPIFGXC1TOL40 US3130B9DP20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-04 2026-09-04 N N N 0.0367 18999924.00 18999924.00 0.0002 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.743000% 3130B9PQ7 2549001DPIFGXC1TOL40 US3130B9PQ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0406 235452410.00 235452410.00 0.0020 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.735000% 3130B9PV6 2549001DPIFGXC1TOL40 US3130B9PV69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0408 824851129.21 824851129.21 0.0072 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BA6H5 2549001DPIFGXC1TOL40 US3130BA6H50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 119400000.00 119400000.00 0.0010 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BA6J1 2549001DPIFGXC1TOL40 US3130BA6J17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-01 2026-10-01 N N N 0.0368 91842520.19 91842520.19 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAEF0 2549001DPIFGXC1TOL40 US3130BAEF01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-15 2026-10-15 N N N 0.0368 197250857.65 197250857.65 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAEH6 2549001DPIFGXC1TOL40 US3130BAEH66 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-19 2026-10-19 N N N 0.0367 49313964.39 49313964.39 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAEN3 2549001DPIFGXC1TOL40 US3130BAEN35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-16 2026-11-16 N N N 0.0369 78959052.48 78959052.48 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAJ57 2549001DPIFGXC1TOL40 US3130BAJ576 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-22 2026-12-22 N N N 0.0372 35469432.48 35469432.48 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BAJT5 2549001DPIFGXC1TOL40 US3130BAJT59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-05 2026-10-05 N N N 0.0368 105227369.25 105227369.25 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAKA4 2549001DPIFGXC1TOL40 US3130BAKA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-05 2026-11-05 N N N 0.0374 185510176.61 185510176.61 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BALK1 2549001DPIFGXC1TOL40 US3130BALK13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-01 2026-10-01 N N N 0.0367 252884436.42 252884436.42 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BALL9 2549001DPIFGXC1TOL40 US3130BALL95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-02 2026-11-02 N N N 0.0374 253038167.79 253038167.79 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130BALU9 2549001DPIFGXC1TOL40 US3130BALU94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-05 2026-10-05 N N N 0.0368 252883677.75 252883677.75 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BAWC7 2549001DPIFGXC1TOL40 US3130BAWC77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-27 2026-11-27 N N N 0.0372 220089119.64 220089119.64 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BAWG8 2549001DPIFGXC1TOL40 US3130BAWG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-30 2026-11-30 N N N 0.0372 220884558.23 220884558.23 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BAX69 2549001DPIFGXC1TOL40 US3130BAX692 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-02 2026-12-02 N N N 0.0373 508027887.51 508027887.51 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAXE2 2549001DPIFGXC1TOL40 US3130BAXE25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-03 2026-11-03 N N N 0.0374 32999043.00 32999043.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BAXS1 2549001DPIFGXC1TOL40 US3130BAXS11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-09 2026-12-09 N N N 0.0372 207120650.38 207120650.38 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BAYV3 2549001DPIFGXC1TOL40 US3130BAYV31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-11 2026-12-11 N N N 0.0372 34739200.98 34739200.98 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BB2B0 2549001DPIFGXC1TOL40 US3130BB2B09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-14 2026-09-14 N N N 0.0367 71983992.21 71983992.21 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BB2N4 2549001DPIFGXC1TOL40 US3130BB2N47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-12 2026-11-12 N N N 0.0373 34999160.00 34999160.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BB2Q7 2549001DPIFGXC1TOL40 US3130BB2Q77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-10 2026-12-10 N N N 0.0372 244584863.62 244584863.62 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BB2R5 2549001DPIFGXC1TOL40 US3130BB2R50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-11 2026-12-11 N N N 0.0372 183470963.55 183470963.55 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BB4H5 2549001DPIFGXC1TOL40 US3130BB4H50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-18 2026-11-18 N N N 0.0373 201952576.54 201952576.54 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BB4J1 2549001DPIFGXC1TOL40 US3130BB4J17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-18 2026-12-18 N N N 0.0372 252396971.20 252396971.20 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BB4M4 2549001DPIFGXC1TOL40 US3130BB4M46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-16 2026-11-16 N N N 0.0373 50489343.63 50489343.63 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BB4Y8 2549001DPIFGXC1TOL40 US3130BB4Y83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-13 2026-11-13 N N N 0.0373 201956970.60 201956970.60 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BB4Z5 2549001DPIFGXC1TOL40 US3130BB4Z58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-15 2026-12-15 N N N 0.0372 201917576.96 201917576.96 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BB5C5 2549001DPIFGXC1TOL40 US3130BB5C54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-13 2026-11-13 N N N 0.0369 50489394.12 50489394.12 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BB5Y7 2549001DPIFGXC1TOL40 US3130BB5Y74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-16 2026-11-16 N N N 0.0373 457264085.47 457264085.47 0.0040 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BB5Z4 2549001DPIFGXC1TOL40 US3130BB5Z40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-16 2026-12-16 N N N 0.0372 101615304.85 101615304.85 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-14 2026-12-14 N N N 0.0372 304840914.52 304840914.52 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BB7H2 2549001DPIFGXC1TOL40 US3130BB7H24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-18 2026-12-18 N N N 0.0372 234379218.75 234379218.75 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BB7J8 2549001DPIFGXC1TOL40 US3130BB7J89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-17 2026-11-17 N N N 0.0373 156256250.04 156256250.04 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BB7K5 2549001DPIFGXC1TOL40 US3130BB7K52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-18 2026-11-18 N N N 0.0373 46875468.75 46875468.75 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BB7L3 2549001DPIFGXC1TOL40 US3130BB7L36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-23 2026-11-23 N N N 0.0372 78126171.88 78126171.88 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBA21 2549001DPIFGXC1TOL40 US3130BBA219 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-24 2026-12-24 N N N 0.0372 78126250.00 78126250.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBA39 2549001DPIFGXC1TOL40 US3130BBA391 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-25 2026-11-25 N N N 0.0372 70311265.58 70311265.58 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBAA3 2549001DPIFGXC1TOL40 US3130BBAA33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-22 2026-09-22 N N N 0.0367 52999523.00 52999523.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130BBAH8 2549001DPIFGXC1TOL40 US3130BBAH85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-22 2027-01-22 N N N 0.0375 39061718.64 39061718.64 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBB53 2549001DPIFGXC1TOL40 US3130BBB530 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-22 2026-10-22 N N N 0.0368 46999624.00 46999624.00 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBB61 2549001DPIFGXC1TOL40 US3130BBB613 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-24 2026-11-24 N N N 0.0372 58000928.00 58000928.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBBY0 2549001DPIFGXC1TOL40 US3130BBBY00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-26 2026-10-26 N N N 0.0368 36999778.00 36999778.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBBZ7 2549001DPIFGXC1TOL40 US3130BBBZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-23 2026-11-23 N N N 0.0372 57000855.00 57000855.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBC45 2549001DPIFGXC1TOL40 US3130BBC454 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-24 2026-09-24 N N N 0.0367 158998569.00 158998569.00 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBC60 2549001DPIFGXC1TOL40 US3130BBC603 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-28 2026-12-28 N N N 0.0372 14000210.00 14000210.00 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBCC7 2549001DPIFGXC1TOL40 US3130BBCC70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-23 2026-12-23 N N N 0.0372 38000532.00 38000532.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBCM5 2549001DPIFGXC1TOL40 US3130BBCM52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-28 2026-10-28 N N N 0.0368 27999832.00 27999832.00 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBCN3 2549001DPIFGXC1TOL40 US3130BBCN36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-25 2026-11-25 N N N 0.0372 57001026.00 57001026.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBCP8 2549001DPIFGXC1TOL40 US3130BBCP83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-02 2026-11-02 N N N 0.0374 46999577.00 46999577.00 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBD36 2549001DPIFGXC1TOL40 US3130BBD361 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-29 2026-12-29 N N N 0.0372 57000855.00 57000855.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBD69 2549001DPIFGXC1TOL40 US3130BBD692 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-01 2026-12-01 N N N 0.0373 193002509.00 193002509.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBD93 2549001DPIFGXC1TOL40 US3130BBD932 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-01 2026-10-01 N N N 0.0368 211996608.00 211996608.00 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBDC6 2549001DPIFGXC1TOL40 US3130BBDC61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-29 2026-09-29 N N N 0.0367 84999065.00 84999065.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBDK8 2549001DPIFGXC1TOL40 US3130BBDK87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-29 2026-12-29 N N N 0.0372 34000442.00 34000442.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBDL6 2549001DPIFGXC1TOL40 US3130BBDL60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-01 2026-12-01 N N N 0.0373 34000442.00 34000442.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBDM4 2549001DPIFGXC1TOL40 US3130BBDM44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-30 2026-10-30 N N N 0.0368 27999860.00 27999860.00 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBDN2 2549001DPIFGXC1TOL40 US3130BBDN27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-27 2026-10-27 N N N 0.0368 69999580.00 69999580.00 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBDW2 2549001DPIFGXC1TOL40 US3130BBDW26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-23 2026-12-23 N N N 0.0372 57000912.00 57000912.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBE35 2549001DPIFGXC1TOL40 US3130BBE351 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-29 2026-10-29 N N N 0.0367 27999860.00 27999860.00 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBE84 2549001DPIFGXC1TOL40 US3130BBE849 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-02 2026-10-02 N N N 0.0368 121997926.00 121997926.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBEA9 2549001DPIFGXC1TOL40 US3130BBEA96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-03 2026-11-03 N N N 0.0374 18999791.00 18999791.00 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBEB7 2549001DPIFGXC1TOL40 US3130BBEB79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-04 2026-11-04 N N N 0.0374 238998088.00 238998088.00 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBEE1 2549001DPIFGXC1TOL40 US3130BBEE19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-04 2027-01-04 N N N 0.0378 56993844.00 56993844.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBEK7 2549001DPIFGXC1TOL40 US3130BBEK78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-07 2026-12-07 N N N 0.0376 140986887.00 140986887.00 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBEM3 2549001DPIFGXC1TOL40 US3130BBEM35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-07 2026-10-07 N N N 0.0367 120997822.00 120997822.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBEP6 2549001DPIFGXC1TOL40 US3130BBEP65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-04 2027-01-04 N N N 0.0378 56993844.00 56993844.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBEX9 2549001DPIFGXC1TOL40 US3130BBEX99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-06 2026-11-06 N N N 0.0374 249997500.00 249997500.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBEY7 2549001DPIFGXC1TOL40 US3130BBEY72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-02 2026-12-02 N N N 0.0373 91001092.00 91001092.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBEZ4 2549001DPIFGXC1TOL40 US3130BBEZ48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-06 2027-01-06 N N N 0.0375 167999496.00 167999496.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBF26 2549001DPIFGXC1TOL40 US3130BBF267 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-06 2026-10-06 N N N 0.0368 99998500.00 99998500.00 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBF75 2549001DPIFGXC1TOL40 US3130BBF754 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-07 2026-12-07 N N N 0.0376 90991537.00 90991537.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBF83 2549001DPIFGXC1TOL40 US3130BBF838 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-07 2026-10-07 N N N 0.0368 49999250.00 49999250.00 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBFH3 2549001DPIFGXC1TOL40 US3130BBFH31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-06 2026-10-06 N N N 0.0368 31999520.00 31999520.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBFN0 2549001DPIFGXC1TOL40 US3130BBFN09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-05 2026-10-05 N N N 0.0367 38599382.40 38599382.40 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBFS9 2549001DPIFGXC1TOL40 US3130BBFS95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-09 2026-10-09 N N N 0.0367 27099539.30 27099539.30 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBGC3 2549001DPIFGXC1TOL40 US3130BBGC35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-10 2026-11-10 N N N 0.0373 15000060.00 15000060.00 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130BBGD1 2549001DPIFGXC1TOL40 US3130BBGD18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-08 2027-01-08 N N N 0.0375 48000672.00 48000672.00 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBGH2 2549001DPIFGXC1TOL40 US3130BBGH22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-08 2026-10-08 N N N 0.0367 199998000.00 199998000.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBGJ8 2549001DPIFGXC1TOL40 US3130BBGJ87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-06 2026-10-06 N N N 0.0367 134998785.00 134998785.00 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBGM1 2549001DPIFGXC1TOL40 US3130BBGM17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-13 2026-10-13 N N N 0.0367 126998603.00 126998603.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130BBGR0 2549001DPIFGXC1TOL40 US3130BBGR04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-11 2027-01-11 N N N 0.0381 47990736.00 47990736.00 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBGX7 2549001DPIFGXC1TOL40 US3130BBGX71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-13 2026-11-13 N N N 0.0373 103000515.00 103000515.00 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBH32 2549001DPIFGXC1TOL40 US3130BBH321 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-08 2026-12-08 N N N 0.0372 25000575.00 25000575.00 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBH40 2549001DPIFGXC1TOL40 US3130BBH404 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-09 2026-12-09 N N N 0.0372 110002530.00 110002530.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130BBH73 2549001DPIFGXC1TOL40 US3130BBH735 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-12 2027-01-12 N N N 0.0378 99991300.00 99991300.00 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBHR9 2549001DPIFGXC1TOL40 US3130BBHR94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-13 2027-01-13 N N N 0.0375 31999840.00 31999840.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130BBHS7 2549001DPIFGXC1TOL40 US3130BBHS77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-11 2027-02-11 N N N 0.0374 32000640.00 32000640.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBJH9 2549001DPIFGXC1TOL40 US3130BBJH94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-16 2026-10-16 N N N 0.0368 401993970.00 401993970.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBJJ5 2549001DPIFGXC1TOL40 US3130BBJJ50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-16 2026-11-16 N N N 0.0373 102999794.00 102999794.00 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBJK2 2549001DPIFGXC1TOL40 US3130BBJK24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-14 2026-12-14 N N N 0.0372 41000328.00 41000328.00 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBJL0 2549001DPIFGXC1TOL40 US3130BBJL07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-15 2027-01-15 N N N 0.0375 74999775.00 74999775.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBJM8 2549001DPIFGXC1TOL40 US3130BBJM89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-16 2026-12-16 N N N 0.0372 87000696.00 87000696.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBJN6 2549001DPIFGXC1TOL40 US3130BBJN62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-16 2026-11-16 N N N 0.0373 102999794.00 102999794.00 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBKA2 2549001DPIFGXC1TOL40 US3130BBKA23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-21 2027-01-21 N N N 0.0375 110999889.00 110999889.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBKB0 2549001DPIFGXC1TOL40 US3130BBKB06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-16 2026-10-16 N N N 0.0368 130998297.00 130998297.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBKN4 2549001DPIFGXC1TOL40 US3130BBKN44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-20 2027-01-20 N N N 0.0375 27999832.00 27999832.00 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBL86 2549001DPIFGXC1TOL40 US3130BBL869 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-20 2026-10-20 N N N 0.0368 150998037.00 150998037.00 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBL94 2549001DPIFGXC1TOL40 US3130BBL943 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-20 2026-11-20 N N N 0.0373 86000086.00 86000086.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBLB9 2549001DPIFGXC1TOL40 US3130BBLB96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-21 2026-10-21 N N N 0.0368 44999280.00 44999280.00 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBLE3 2549001DPIFGXC1TOL40 US3130BBLE36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-20 2026-11-20 N N N 0.0373 51000051.00 51000051.00 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBLR4 2549001DPIFGXC1TOL40 US3130BBLR49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-19 2026-11-19 N N N 0.0373 14000000.00 14000000.00 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBLT0 2549001DPIFGXC1TOL40 US3130BBLT05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-22 2026-10-22 N N N 0.0367 6799898.00 6799898.00 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBLX1 2549001DPIFGXC1TOL40 US3130BBLX17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-27 2026-11-27 N N N 0.0372 86000602.00 86000602.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBM69 2549001DPIFGXC1TOL40 US3130BBM693 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-30 2026-11-30 N N N 0.0372 115001265.00 115001265.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBN50 2549001DPIFGXC1TOL40 US3130BBN501 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-30 2026-10-30 N N N 0.0368 299996400.00 299996400.00 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBNJ0 2549001DPIFGXC1TOL40 US3130BBNJ05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-23 2026-11-23 N N N 0.0372 145000435.00 145000435.00 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBNL5 2549001DPIFGXC1TOL40 US3130BBNL50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-23 2026-12-23 N N N 0.0372 150000900.00 150000900.00 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBNV3 2549001DPIFGXC1TOL40 US3130BBNV33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-03 2026-11-03 N N N 0.0374 87998152.00 87998152.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBNZ4 2549001DPIFGXC1TOL40 US3130BBNZ47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-24 2026-11-24 N N N 0.0372 158000632.00 158000632.00 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBP25 2549001DPIFGXC1TOL40 US3130BBP258 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-29 2026-10-29 N N N 0.0367 173997216.00 173997216.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBPH2 2549001DPIFGXC1TOL40 US3130BBPH21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-30 2026-10-30 N N N 0.0367 197997822.00 197997822.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBPM1 2549001DPIFGXC1TOL40 US3130BBPM16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-03 2026-11-03 N N N 0.0374 153997228.00 153997228.00 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBPN9 2549001DPIFGXC1TOL40 US3130BBPN98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-04 2027-01-04 N N N 0.0378 119986560.00 119986560.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBPP4 2549001DPIFGXC1TOL40 US3130BBPP47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-03 2027-02-03 N N N 0.0375 121997804.00 121997804.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBPX7 2549001DPIFGXC1TOL40 US3130BBPX70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-28 2026-12-28 N N N 0.0372 200001200.00 200001200.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBPY5 2549001DPIFGXC1TOL40 US3130BBPY53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-29 2027-01-29 N N N 0.0374 82000000.00 82000000.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBQD0 2549001DPIFGXC1TOL40 US3130BBQD08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-04 2027-01-04 N N N 0.0378 110987568.00 110987568.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBQE8 2549001DPIFGXC1TOL40 US3130BBQE80 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-04 2027-02-04 N N N 0.0374 110998002.00 110998002.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBQG3 2549001DPIFGXC1TOL40 US3130BBQG39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-02 2026-11-02 N N N 0.0374 53998866.00 53998866.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBQH1 2549001DPIFGXC1TOL40 US3130BBQH12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-24 2026-11-24 N N N 0.0372 50000200.00 50000200.00 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBQK4 2549001DPIFGXC1TOL40 US3130BBQK41 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-08 2027-02-08 N N N 0.0376 83975052.00 83975052.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBQS7 2549001DPIFGXC1TOL40 US3130BBQS76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-03 2026-11-03 N N N 0.0374 142997426.00 142997426.00 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBQU2 2549001DPIFGXC1TOL40 US3130BBQU23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-25 2026-11-25 N N N 0.0372 122060854.42 122060854.42 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBQV0 2549001DPIFGXC1TOL40 US3130BBQV06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-30 2026-12-30 N N N 0.0372 170326021.95 170326021.95 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBQW8 2549001DPIFGXC1TOL40 US3130BBQW88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-29 2027-01-29 N N N 0.0374 207295000.00 207295000.00 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBQX6 2549001DPIFGXC1TOL40 US3130BBQX61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-12 2026-11-12 N N N 0.0373 106497337.50 106497337.50 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBQZ1 2549001DPIFGXC1TOL40 US3130BBQZ10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-28 2027-01-28 N N N 0.0374 29000000.00 29000000.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBRU1 2549001DPIFGXC1TOL40 US3130BBRU14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-05 2027-02-05 N N N 0.0374 499991500.00 499991500.00 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBRV9 2549001DPIFGXC1TOL40 US3130BBRV96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-05 2027-01-05 N N N 0.0375 124998875.00 124998875.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBRW7 2549001DPIFGXC1TOL40 US3130BBRW79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-10 2026-11-10 N N N 0.0373 791988120.00 791988120.00 0.0069 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBRY3 2549001DPIFGXC1TOL40 US3130BBRY36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-11 2027-01-11 N N N 0.0381 374918625.00 374918625.00 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBRZ0 2549001DPIFGXC1TOL40 US3130BBRZ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-04 2026-12-04 N N N 0.0373 71999928.00 71999928.00 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBS22 2549001DPIFGXC1TOL40 US3130BBS229 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-10 2026-11-10 N N N 0.0373 138997915.00 138997915.00 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBS63 2549001DPIFGXC1TOL40 US3130BBS633 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-05 2026-11-05 N N N 0.0374 94998385.00 94998385.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBS71 2549001DPIFGXC1TOL40 US3130BBS716 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-06 2026-11-06 N N N 0.0374 54998955.00 54998955.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBSL0 2549001DPIFGXC1TOL40 US3130BBSL06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-13 2026-11-13 N N N 0.0373 36999445.00 36999445.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBTC9 2549001DPIFGXC1TOL40 US3130BBTC97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-10 2026-12-10 N N N 0.0372 88999822.00 88999822.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBTE5 2549001DPIFGXC1TOL40 US3130BBTE53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-17 2026-11-17 N N N 0.0373 142998141.00 142998141.00 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBTF2 2549001DPIFGXC1TOL40 US3130BBTF29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-17 2027-02-17 N N N 0.0374 199997400.00 199997400.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBTG0 2549001DPIFGXC1TOL40 US3130BBTG02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-17 2026-12-17 N N N 0.0372 70999787.00 70999787.00 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBTH8 2549001DPIFGXC1TOL40 US3130BBTH84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-15 2027-01-15 N N N 0.0375 282998302.00 282998302.00 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBTK1 2549001DPIFGXC1TOL40 US3130BBTK14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-10 2026-12-10 N N N 0.0372 13999972.00 13999972.00 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBTL9 2549001DPIFGXC1TOL40 US3130BBTL96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-12 2026-11-12 N N N 0.0373 13999790.00 13999790.00 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBTW5 2549001DPIFGXC1TOL40 US3130BBTW51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-13 2026-11-13 N N N 0.0373 28999565.00 28999565.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBTX3 2549001DPIFGXC1TOL40 US3130BBTX35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-14 2026-12-14 N N N 0.0372 28999913.00 28999913.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BBU78 2549001DPIFGXC1TOL40 US3130BBU787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-19 2026-11-19 N N N 0.0373 68998137.00 68998137.00 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BBU86 2549001DPIFGXC1TOL40 US3130BBU860 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-19 2026-11-19 N N N 0.0373 138997081.00 138997081.00 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBU94 2549001DPIFGXC1TOL40 US3130BBU944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-14 2026-12-14 N N N 0.0372 68998827.00 68998827.00 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBUA1 2549001DPIFGXC1TOL40 US3130BBUA13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-13 2027-01-13 N N N 0.0375 199994800.00 199994800.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBUC7 2549001DPIFGXC1TOL40 US3130BBUC78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-17 2027-02-17 N N N 0.0374 199992800.00 199992800.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BBUP8 2549001DPIFGXC1TOL40 US3130BBUP81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-16 2026-11-16 N N N 0.0373 250994227.00 250994227.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BBUQ6 2549001DPIFGXC1TOL40 US3130BBUQ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-19 2026-11-19 N N N 0.0373 26999325.00 26999325.00 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBUS2 2549001DPIFGXC1TOL40 US3130BBUS21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-17 2026-12-17 N N N 0.0372 25999532.00 25999532.00 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBUT0 2549001DPIFGXC1TOL40 US3130BBUT04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-19 2027-01-19 N N N 0.0375 299992500.00 299992500.00 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BBUZ6 2549001DPIFGXC1TOL40 US3130BBUZ63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-20 2026-11-20 N N N 0.0373 207995840.00 207995840.00 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBV28 2549001DPIFGXC1TOL40 US3130BBV280 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-21 2026-12-21 N N N 0.0372 51999064.00 51999064.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBV44 2549001DPIFGXC1TOL40 US3130BBV447 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-22 2027-02-22 N N N 0.0376 499933000.00 499933000.00 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBV51 2549001DPIFGXC1TOL40 US3130BBV512 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-21 2027-01-21 N N N 0.0375 249994000.00 249994000.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BBVB8 2549001DPIFGXC1TOL40 US3130BBVB86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-19 2026-11-19 N N N 0.0373 36999223.00 36999223.00 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BBVG7 2549001DPIFGXC1TOL40 US3130BBVG73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-24 2026-11-24 N N N 0.0372 170996922.00 170996922.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BBVH5 2549001DPIFGXC1TOL40 US3130BBVH56 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-20 2026-11-20 N N N 0.0373 179996400.00 179996400.00 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBWU5 2549001DPIFGXC1TOL40 US3130BBWU58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-21 2026-12-21 N N N 0.0372 249999500.00 249999500.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBWV3 2549001DPIFGXC1TOL40 US3130BBWV32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-19 2026-11-19 N N N 0.0373 80999271.00 80999271.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBWW1 2549001DPIFGXC1TOL40 US3130BBWW15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-25 2026-11-25 N N N 0.0372 168999155.00 168999155.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBXC4 2549001DPIFGXC1TOL40 US3130BBXC42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-24 2026-12-24 N N N 0.0372 349999300.00 349999300.00 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBXD2 2549001DPIFGXC1TOL40 US3130BBXD25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-25 2026-11-25 N N N 0.0372 349998600.00 349998600.00 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBXX8 2549001DPIFGXC1TOL40 US3130BBXX88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-25 2026-11-25 N N N 0.0372 222199333.40 222199333.40 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBXY6 2549001DPIFGXC1TOL40 US3130BBXY61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-28 2026-12-28 N N N 0.0372 399999600.00 399999600.00 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BBYR0 2549001DPIFGXC1TOL40 US3130BBYR02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-28 2026-12-28 N N N 0.0372 14999985.00 14999985.00 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBYT6 2549001DPIFGXC1TOL40 US3130BBYT67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-26 2027-02-26 N N N 0.0376 55994064.00 55994064.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBZ65 2549001DPIFGXC1TOL40 US3130BBZ653 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-02 2026-12-02 N N N 0.0372 143000000.00 143000000.00 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBZ73 2549001DPIFGXC1TOL40 US3130BBZ737 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-03 2026-12-03 N N N 0.0372 143000000.00 143000000.00 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BBZT5 2549001DPIFGXC1TOL40 US3130BBZT58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-12-02 2026-12-02 N N N 0.0000 235000000.00 235000000.00 0.0020 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313E38 335800QFR6AM34FHIC10 US313313E388 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0364 23919583.88 23919583.88 0.0002 N N Y N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313F37 335800QFR6AM34FHIC10 US313313F377 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-10 2026-09-10 2026-09-10 N N N 0.0367 48955067.00 48955067.00 0.0004 N N Y N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313G85 335800QFR6AM34FHIC10 US313313G854 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-23 2026-09-23 2026-09-23 N N N 0.0371 48889211.00 48889211.00 0.0004 N N Y N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313H76 335800QFR6AM34FHIC10 US313313H761 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0372 98652442.32 98652442.32 0.0009 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385E36 2549001DPIFGXC1TOL40 US313385E360 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0360 360471949.20 360471949.20 0.0031 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385E51 2549001DPIFGXC1TOL40 US313385E519 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0361 392585796.10 392585796.10 0.0034 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F27 2549001DPIFGXC1TOL40 US313385F276 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-09 2026-09-09 2026-09-09 N N N 0.0363 478803293.67 478803293.67 0.0042 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F43 2549001DPIFGXC1TOL40 US313385F433 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-11 2026-09-11 2026-09-11 N N N 0.0364 420474470.10 420474470.10 0.0036 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F92 2549001DPIFGXC1TOL40 US313385F920 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-16 2026-09-16 2026-09-16 N N N 0.0367 618382905.47 618382905.47 0.0054 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385G67 2549001DPIFGXC1TOL40 US313385G670 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-21 2026-09-21 2026-09-21 N N N 0.0368 174643350.00 174643350.00 0.0015 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385G83 2549001DPIFGXC1TOL40 US313385G837 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-23 2026-09-23 2026-09-23 N N N 0.0368 596159807.50 596159807.50 0.0052 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385G91 2549001DPIFGXC1TOL40 US313385G910 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0368 67840540.00 67840540.00 0.0006 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385H25 2549001DPIFGXC1TOL40 US313385H256 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-25 2026-09-25 2026-09-25 N N N 0.0368 659075623.54 659075623.54 0.0057 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385H66 2549001DPIFGXC1TOL40 US313385H660 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-29 2026-09-29 2026-09-29 N N N 0.0369 62819883.00 62819883.00 0.0005 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385H74 2549001DPIFGXC1TOL40 US313385H744 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0369 4593259347.39 4593259347.39 0.0398 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385H90 2549001DPIFGXC1TOL40 US313385H900 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0369 55427846.53 55427846.53 0.0005 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385K70 2549001DPIFGXC1TOL40 US313385K706 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-16 2026-10-16 2026-10-16 N N N 0.0371 154168900.57 154168900.57 0.0013 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385L20 2549001DPIFGXC1TOL40 US313385L209 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-19 2026-10-19 2026-10-19 N N N 0.0372 186575812.50 186575812.50 0.0016 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385L61 2549001DPIFGXC1TOL40 US313385L613 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N 0.0372 162188444.31 162188444.31 0.0014 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385M37 2549001DPIFGXC1TOL40 US313385M371 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-28 2026-10-28 2026-10-28 N N N 0.0373 469352060.22 469352060.22 0.0041 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385M86 2549001DPIFGXC1TOL40 US313385M868 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0380 496805000.00 496805000.00 0.0043 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385N44 2549001DPIFGXC1TOL40 US313385N445 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0380 62126020.88 62126020.88 0.0005 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385P26 2549001DPIFGXC1TOL40 US313385P267 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0380 32289929.39 32289929.39 0.0003 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385P34 2549001DPIFGXC1TOL40 US313385P341 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-13 2026-11-13 2026-11-13 N N N 0.0380 36258314.44 36258314.44 0.0003 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385P83 2549001DPIFGXC1TOL40 US313385P838 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-18 2026-11-18 2026-11-18 N N N 0.0381 163041884.69 163041884.69 0.0014 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385Q25 2549001DPIFGXC1TOL40 US313385Q257 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0381 266806045.03 266806045.03 0.0023 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-25 2026-11-25 2026-11-25 N N N 0.0381 402272432.25 402272432.25 0.0035 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0381 185189874.44 185189874.44 0.0016 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385R65 2549001DPIFGXC1TOL40 US313385R651 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-02 2026-12-02 2026-12-02 N N N 0.0382 64836911.88 64836911.88 0.0006 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385T48 2549001DPIFGXC1TOL40 US313385T483 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-16 2026-12-16 2026-12-16 N N N 0.0384 25137484.58 25137484.58 0.0002 N N N N Freddie Mac Discount Notes Freddie Mac Discount Notes 313397G39 S6XOOCT0IEG5ABCC6L87 US313397G394 0001026214 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-18 2026-09-18 2026-09-18 N N N 0.0367 20260867.62 20260867.62 0.0002 N N Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.790000% 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-25 2026-11-25 N N N 0.0372 8002008.00 8002008.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.790000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-02 2026-12-02 N N N 0.0373 26006916.00 26006916.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.790000% 3133ERUR0 254900C5LP6DN9OP9V83 US3133ERUR02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-25 2026-09-25 N N N 0.0367 40002480.00 40002480.00 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.680000% 3133EWQA1 254900C5LP6DN9OP9V83 US3133EWQA18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-19 2027-01-19 N N N 0.0371 56348618.88 56348618.88 0.0005 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.680000% 3133EWSP6 254900C5LP6DN9OP9V83 US3133EWSP68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-08 2026-12-08 N N N 0.0372 28515429.68 28515429.68 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.700000% 3133EWVY3 254900C5LP6DN9OP9V83 US3133EWVY39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-17 2027-02-17 N N N 0.0374 9000099.00 9000099.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.695000% 3133EWXL9 254900C5LP6DN9OP9V83 US3133EWXL99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-03 2027-02-03 N N N 0.0375 6999867.00 6999867.00 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.675000% 3133EWZC7 254900C5LP6DN9OP9V83 US3133EWZC72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-19 2026-11-19 N N N 0.0373 8999811.00 8999811.00 0.0001 N N N N Fannie Mae Discount Notes Fannie Mae Discount Notes 313589E33 B1V7KEBTPIMZEU4LTD58 US313589E334 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0360 161983800.00 161983800.00 0.0014 N N Y N Fannie Mae Discount Notes Fannie Mae Discount Notes 313589F24 B1V7KEBTPIMZEU4LTD58 US313589F240 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-09 2026-09-09 2026-09-09 N N N 0.0363 187848284.00 187848284.00 0.0016 N N Y N Fannie Mae Discount Notes Fannie Mae Discount Notes 313589H71 B1V7KEBTPIMZEU4LTD58 US313589H717 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0369 1744816500.00 1744816500.00 0.0151 N N Y N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-23 2026-10-23 N N N 0.0367 29004147.00 29004147.00 0.0003 N N N N United States Treasury Bill United States Treasury Bill 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0383 495480835.00 495480835.00 0.0043 N Y Y N United States Treasury Bill United States Treasury Bill 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N 0.0369 1741949363.66 1741949363.66 0.0151 N Y Y N United States Treasury Bill United States Treasury Bill 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0371 997664860.00 997664860.00 0.0087 N Y Y N United States Treasury Bill 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 1155541726.28 1155541726.28 0.0100 N Y Y N United States Treasury Bill United States Treasury Bill 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0380 1160856667.98 1160856667.98 0.0101 N Y Y N United States Treasury Bill United States Treasury Bill 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1346959936.10 1346959936.10 0.0117 N Y Y N United States Treasury Bill United States Treasury Bill 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0382 496265000.00 496265000.00 0.0043 N Y Y N United States Treasury Bill United States Treasury Bill 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0382 487784953.12 487784953.12 0.0042 N Y Y N United States Treasury Bill United States Treasury Bill 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0385 568424548.58 568424548.58 0.0049 N Y Y N United States Treasury Bill United States Treasury Bill 912797VB0 254900HROIFWPRGM1V77 US912797VB05 U.S. Treasury Debt Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0367 1204825238.20 1204825238.20 0.0104 N Y Y N United States Treasury Bill United States Treasury Bill 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0367 3688280979.74 3688280979.74 0.0320 N Y Y N United States Treasury Bill United States Treasury Bill 912797VG9 254900HROIFWPRGM1V77 US912797VG91 U.S. Treasury Debt Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0385 989971866.02 989971866.02 0.0086 N Y Y N United States Treasury Bill United States Treasury Bill 912797VH7 254900HROIFWPRGM1V77 US912797VH74 U.S. Treasury Debt Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0386 1244233135.61 1244233135.61 0.0108 N Y Y N United States Treasury Bill United States Treasury Bill 912797VJ3 254900HROIFWPRGM1V77 US912797VJ31 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0392 987177360.00 987177360.00 0.0086 N Y Y N United States Treasury Bill United States Treasury Bill 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0376 1266434110.44 1266434110.44 0.0110 N Y Y N United States Treasury Bill United States Treasury Bill 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N 0.0377 497841665.00 497841665.00 0.0043 N Y Y N United States Treasury Bill United States Treasury Bill 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0382 1267522808.59 1267522808.59 0.0110 N Y Y N United States Treasury Bill United States Treasury Bill 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0380 2595414205.36 2595414205.36 0.0225 N Y Y N United States Treasury Bill United States Treasury Bill 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0382 595206750.00 595206750.00 0.0052 N Y Y N United States Treasury Bill United States Treasury Bill 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 U.S. Treasury Debt Y 2026-12-01 2026-12-01 2026-12-01 N N N 0.0381 1246981352.11 1246981352.11 0.0108 N Y Y N United States Treasury Bill United States Treasury Bill 912797WE3 254900HROIFWPRGM1V77 US912797WE35 U.S. Treasury Debt Y 2026-12-08 2026-12-08 2026-12-08 N N N 0.0385 1723210176.83 1723210176.83 0.0149 N Y Y N United States Treasury Bill United States Treasury Bill 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0386 164911261.12 164911261.12 0.0014 N Y Y N United States Treasury Bill United States Treasury Bill 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0389 1300072580.02 1300072580.02 0.0113 N Y Y N United States Treasury Bill 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 1203607418.82 1203607418.82 0.0104 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 1.625000% 912828YG9 254900HROIFWPRGM1V77 US912828YG91 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0380 399078902.19 399078902.19 0.0035 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0381 2368450845.71 2368450845.71 0.0205 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0390 447099610.50 447099610.50 0.0039 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0394 1090417966.00 1090417966.00 0.0095 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0387 2349426274.78 2349426274.78 0.0204 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.955600% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-09-01 2026-10-31 2026-10-31 N N N 0.0381 1425825116.65 1425825116.65 0.0124 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.848600% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-09-01 2027-01-31 2027-01-31 N N N 0.0381 129558214.41 129558214.41 0.0011 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.910600% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-09-01 2027-04-30 2027-04-30 N N N 0.0381 41715747.31 41715747.31 0.0004 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.909600% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-09-01 2027-07-31 2027-07-31 N N N 0.0382 551489951.61 551489951.61 0.0048 N Y Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.705000% ARP1JSQO0 R0MUWSFPU8MPRO8K5P83 ARP1JSQO0_3.70_0914 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury Bill 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0.00 0.00 359700.00 354856.28 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0.00 0.00 2324200.00 2287431.16 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VY0 2026-11-24 0.00 0.00 4450000.00 4411333.95 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VZ7 2026-12-01 0.00 0.00 16685800.00 16528085.82 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797WF0 2026-12-15 0.00 0.00 2626000.00 2597171.77 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797WG8 2026-12-22 0.00 0.00 5000000.00 4940970.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 5184400.00 4756227.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 23002200.00 22895869.13 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 2600000.00 2599480.00 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 7072000.00 6987072.35 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 524000.00 513113.90 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 15899200.00 15884843.02 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 11832600.00 11779057.49 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 20894600.00 20753937.55 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 335000.00 332252.33 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VB0 2026-09-08 0.00 0.00 23559000.00 23542438.02 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 2180500.00 2177434.22 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 9909800.00 9888741.68 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0.00 0.00 23000.00 22933.99 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 490000.00 475069.70 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 524000.00 518563.50 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 6192200.00 6123163.16 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 1455100.00 1449868.92 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0.00 0.00 5262000.00 5235437.42 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VN4 2026-10-27 0.00 0.00 126522200.00 125788497.76 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 7000100.00 7353024.87 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 259649300.00 356183018.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 8678200.00 8679435.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 900.00 735.92 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 31585100.00 30702781.41 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 52507600.00 49086548.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 1017100.00 987911.66 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 10701500.00 11232013.37 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 8703000.00 9882460.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 8800.00 8270.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 127954100.00 130459980.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 3136400.00 3116989.26 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 49443200.00 48572803.89 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 40578300.00 49449143.27 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 12933000.00 13105580.43 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 13232000.00 14311370.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 142100.00 144100.25 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-14 Y BNP Paribas SA 1.0000 7 N N N 0.0371 1006000000.00 1006000000.00 0.0087 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.770000% ARP1K9XY0 R0MUWSFPU8MPRO8K5P83 ARP1K9XY0_3.77_0928 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 151480000.00 146093911.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 65424400.00 63059438.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 2186000.00 2155272.63 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 50000000.00 107375918.17 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 17709100.00 29385884.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 2785800.00 2795706.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 193617500.00 190352565.98 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 4558900.00 4982825.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 281400.00 217288.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100.00 82.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 600.00 490.61 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 180096300.00 203490588.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 3506900.00 3512400.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 200000000.00 199297664.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 36272400.00 36120771.26 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 5101900.00 4959380.23 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 72758100.00 68017658.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 163900000.00 162647137.71 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 75645800.00 79395845.17 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 40700.00 36324.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 21294400.00 12631460.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 73495400.00 70459261.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 3619200.00 3456712.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 171357000.00 168097402.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 300.00 171.70 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 3700.00 3704.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 14400.00 14230.34 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-28 Y BNP Paribas SA 1.0000 7 N N N 0.0377 1528000000.00 1528000000.00 0.0133 N N Y N Royal Bank of Canada Royal Bank of Canada 3.750000% ARP1K9Y11 ES7IP3U3RHIGC71XBU11 0000352613 ARP1K9Y11_3.75_0914 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 144190800.00 143834880.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 102621500.00 99781484.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 194639000.00 194983638.66 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-14 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0375 430000000.00 430000000.00 0.0037 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.665000% ARP1KE3H9 549300445CON3DBMU275 0000800030 ARP1KE3H9_3.66_0917 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 464300.00 421804.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 700000.00 654796.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 6453400.00 5489538.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 100.00 87.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 76700.00 70365.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 7899700.00 7598904.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 500.00 425.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 16470300.00 15220443.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 200.00 196.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 49999900.00 49571543.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 81000000.00 81318642.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 300.00 283.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 2209800.00 2175981.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 19162900.00 18329286.36 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 4731400.00 4271307.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 30513700.00 30541117.55 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 100.00 105.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 1362700.00 1357742.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 65950000.00 65999462.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 100.00 97.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 6367200.00 6277699.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 100.00 87.50 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 100.00 145.08 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 1963300.00 2643924.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 300.00 293.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 1202100.00 1130223.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 100.00 99.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 621800.00 612865.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 50000100.00 50219584.87 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 1811000.00 1990942.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 66686500.00 62606012.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 6488400.00 6413698.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 400000.00 391270.45 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 1300.00 1841.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 7267100.00 6840867.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 1215900.00 909456.11 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 100.00 130.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 526300.00 487332.15 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 9521900.00 11574898.49 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 60600.00 63253.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 14600.00 14402.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 25992200.00 26627189.87 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 900.00 997.18 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 100.00 100.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 28081300.00 27158936.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 11000000.00 10658901.00 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 38995000.00 44060402.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 13211800.00 9959526.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 3353500.00 2258924.16 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 100.00 121.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 4999600.00 4326053.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 45000.00 45241.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 41683000.00 41452516.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 13089900.00 12572719.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 9654700.00 9677209.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 160588500.00 157328098.74 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 2583500.00 2582302.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 100.00 95.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 100.00 97.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 1175700.00 796613.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 55399400.00 37792842.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 100.00 75.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 32839500.00 18230965.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 470100.00 214000.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 16767000.00 16074345.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 92962500.00 88788854.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 40997500.00 39016667.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 1100.00 1033.80 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 8998700.00 9779482.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 2093500.00 2081038.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 3519800.00 3567815.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 86700.00 86163.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 100.00 98.47 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 100.00 98.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 1014400.00 968512.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 100.00 52.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 33900.00 20380.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 74665900.00 40413259.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 10454500.00 7055298.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 100.00 57.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 46442700.00 43594880.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 100.00 99.21 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 10400000.00 10777971.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 7320300.00 6942885.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 300.00 299.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.909273 0.00 3878100.00 3894241.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 4179900.00 4121274.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 900200.00 634765.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 1000.00 806.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 600.00 496.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 800.00 610.12 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 41209600.00 33457064.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 85.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100000.00 77084.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 24977400.00 21565868.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 2853400.00 2378241.78 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 41040000.00 44387744.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 7682100.00 7737959.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 4848600.00 4899508.63 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 13506500.00 14256922.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 2548300.00 2551679.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 272600.00 270074.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 171400.00 170988.53 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 200.00 199.49 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-17 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0367 1226000000.00 1226000000.00 0.0106 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.645000% ARP1KHPE5 R0MUWSFPU8MPRO8K5P83 ARP1KHPE5_3.64_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 625300.00 596326.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 151451600.00 152255493.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 40501100.00 39928274.01 U.S. Treasuries (including strips) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0365 189000000.00 189000000.00 0.0016 N N Y N Royal Bank of Canada Royal Bank of Canada 3.700000% ARP1KZT35 ES7IP3U3RHIGC71XBU11 0000352613 ARP1KZT35_3.70_1007 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 4672000.00 4696798.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 162370700.00 162675033.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 89147300.00 88336468.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 100364300.00 102472909.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 156767800.00 155898812.95 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-10-07 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0370 504000000.00 504000000.00 0.0044 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.680000% ARP1L15F8 R0MUWSFPU8MPRO8K5P83 ARP1L15F8_3.68_1019 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 7000.00 6967.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 1283000.00 1280288.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 5274000.00 5335358.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 13927400.00 14043057.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 13684200.00 13573280.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 62100.00 63061.42 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 38500000.00 63885603.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 1206600.00 1146694.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 4737000.00 4654710.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 20158000.00 20316188.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 700.00 572.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 15730100.00 15648493.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 25000000.00 25039209.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 115099400.00 114931550.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 25000000.00 25456813.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 100.00 96.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 9200000.00 8935982.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 59700000.00 59839189.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 399100.00 407462.21 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 7120000.00 8676506.90 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 10000.00 10133.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 22784900.00 22947393.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 62899800.00 62249793.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 153000.00 153066.34 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 100000000.00 101437514.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 139100.00 141058.02 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-10-19 Y BNP Paribas SA 1.0000 7 N N N 0.0368 559000000.00 559000000.00 0.0048 N N Y N Barclays Bank plc Barclays Bank plc 3.650000% ARP1L15H4 G5GSEF7VJP5I7OUK5573 0001484212 ARP1L15H4_3.65_0917 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 35500.00 35114.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 82691500.00 74976933.13 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 200.00 198.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 38488100.00 38669665.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 500.00 501.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 20499900.00 18953111.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 25000900.00 24154766.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 11000000.00 9518079.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 4066600.00 3828952.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 7300.00 6368.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 257388400.00 237856352.57 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-17 Y Barclays Bank PLC. 1.0000 7 N N N 0.0365 400000000.00 400000000.00 0.0035 N N Y N Royal Bank of Canada Royal Bank of Canada 3.670000% ARP1L15R2 ES7IP3U3RHIGC71XBU11 0000352613 ARP1L15R2_3.67_0925 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 142568300.00 142705001.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 95800.00 95023.48 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-25 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0367 140000000.00 140000000.00 0.0012 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.640000% ARP1L2JQ7 549300445CON3DBMU275 0000800030 ARP1L2JQ7_3.64_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 100.00 94.38 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 100.00 105.54 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 14000.00 13987.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 100.00 91.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 2000.00 1964.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 300.00 282.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 28762300.00 22209347.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 9482000.00 7147870.07 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 300.00 314.87 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 197000.00 196908.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 1000.00 992.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 10000.00 8065.87 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0364 29000000.00 29000000.00 0.0003 N Y Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.640000% ARP1L5PC4 549300445CON3DBMU275 0000800030 ARP1L5PC4_3.64_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 110300.00 101190.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 476900.00 484283.26 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 800.00 972.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 300.00 187.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 30901900.00 30665683.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 200.00 195.94 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 51100.00 51076.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 49999600.00 44190947.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 134600.00 128511.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 100.00 61.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 2600000.00 2452465.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 67780100.00 67900115.22 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 100.00 98.85 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 1779200.00 1767364.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 157200.00 156881.27 U.S. Treasuries (including strips) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0364 145000000.00 145000000.00 0.0013 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.650000% ARP1L5PK6 549300445CON3DBMU275 0000800030 ARP1L5PK6_3.65_0921 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 230200.00 206782.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 100.00 99.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 904700.00 836391.41 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 11847000.00 15954041.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 1387200.00 1375955.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 12675800.00 12629683.79 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 247700.00 359359.60 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 800.00 1028.62 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 11006200.00 13689449.96 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 456300.00 501638.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 100.00 99.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 3519000.00 3469229.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 100.00 77.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 1700.00 1626.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 394100.00 379788.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 29826000.00 29701319.01 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 15983200.00 18059398.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100.00 87.20 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 518000.00 517759.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 977300.00 935273.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 45999900.00 44662996.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 43960000.00 43454037.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100.00 71.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 6600900.00 4049718.88 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 200.00 139.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 100.00 88.38 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 300.00 326.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 1456000.00 1433765.58 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 800.00 785.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 6933100.00 6750946.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 62053000.00 44184978.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 100.00 93.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 7871300.00 7809176.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 223200.00 220069.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 1900.00 1532.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 100.00 98.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 32463000.00 31356206.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 11583700.00 11327456.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 843000.00 840976.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 1089700.00 1087490.59 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-21 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0365 290000000.00 290000000.00 0.0025 N N Y N Royal Bank of Canada Royal Bank of Canada 3.700000% ARP1L8Q94 ES7IP3U3RHIGC71XBU11 0000352613 ARP1L8Q94_3.70_1008 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 260400.00 235558.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 47154000.00 46642547.73 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 249600.00 225328.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 10707100.00 10570348.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 6534400.00 6481434.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 32748600.00 32629456.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 207242200.00 207630636.43 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.966273 0.00 892600.00 896598.33 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 1600.00 3436.03 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 829300.00 1677477.69 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 548200.00 869030.58 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 101000.00 158863.17 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 2892900.00 4196977.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 12364300.00 11625010.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 103400.00 102799.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 11523000.00 11556634.89 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 508800.00 720736.64 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 12267800.00 13408565.06 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 2622700.00 3597780.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 2843000.00 2628485.76 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.965273 0.00 177000.00 177826.69 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 17530700.00 19807916.38 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 22901400.00 22261657.49 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 46100.00 45923.68 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 159100.00 148734.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 33773500.00 33927828.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 92500.00 90384.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 63772000.00 63270990.53 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 1537000.00 1420732.55 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 610900.00 545228.22 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 3356300.00 2333796.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 41677200.00 41547542.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 125389900.00 124643538.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 208300.00 211583.96 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 427200.00 273619.69 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 71500.00 58049.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 91298400.00 92257001.77 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-10-08 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0370 744000000.00 744000000.00 0.0065 N N Y N Deutsche Bank AG Deutsche Bank AG 3.650000% ARP1LA3L7 9J6MBOOO7BECTDTUZW19 0000948046 ARP1LA3L7_3.65_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 11354300.00 10295019.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 222376900.00 221595983.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 231362600.00 230791506.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 233377600.00 233789477.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 142281400.00 122148628.30 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0365 802000000.00 802000000.00 0.0070 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.640000% ARP1LA3M5 549300WO2DKF0Q3YMV43 ARP1LA3M5_3.64_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 8968000.00 19258944.68 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 1600.00 1990.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 174600.00 172091.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 73000.00 72882.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 23827400.00 16861900.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 2488000.00 2437486.56 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 673800.00 622829.92 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 100.00 108.68 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 75300.00 91761.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 400.00 398.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 8520000.00 8419618.62 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0364 47000000.00 47000000.00 0.0004 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.640000% ARP1LA3Q6 ZBUT11V806EZRVTWT807 0001168163 ARP1LA3Q6_3.64_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 295031200.00 629714150.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 342858600.00 344385913.28 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0364 955000000.00 955000000.00 0.0083 N Y Y N Societe Generale SA Societe Generale SA 3.650000% ARP1LA3S2 85M6SLXL8PVZZO6V3174 0001145665 ARP1LA3S2_3.65_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 12373500.00 10528114.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 295945100.00 255016909.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 167551200.00 143475061.44 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0365 401000000.00 401000000.00 0.0035 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.650000% ARP1LA3V5 FOR8UP27PHTHYVLBNG30 0000769993 ARP1LA3V5_3.65_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 99402500.00 85337078.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 319335200.00 256882509.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 210662800.00 203480462.50 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0365 535000000.00 535000000.00 0.0046 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.650000% ARP1LB5U3 VYVVCKR63DVZZN70PB21 0000072971 ARP1LB5U3_3.65_0902 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 11844600.00 10639690.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 536000.00 527797.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 38470600.00 37795014.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 185946100.00 162706321.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 51503800.00 49017952.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 30731200.00 22775557.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 949000.00 715390.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 605300.00 432231.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 169550300.00 119596771.39 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0365 396000000.00 396000000.00 0.0034 N N Y N Royal Bank of Canada Royal Bank of Canada 3.700000% ARP1LB5Y5 ES7IP3U3RHIGC71XBU11 0000352613 ARP1LB5Y5_3.70_1009 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 82000.00 79354.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 86000.00 64325.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 102462900.00 102484854.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 178736200.00 172245573.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 24000.00 19072.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 13660700.00 13576155.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 290100.00 166038.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 35000.00 24679.85 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-10-09 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0370 283000000.00 283000000.00 0.0025 N N Y N TD Securities USA LLC TD Securities USA LLC 3.650000% ARP1LB5Z2 PT3QB789TSUIDF371261 0001335977 ARP1LB5Z2_3.65_0902 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 49730200.00 45956398.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 54950800.00 55023680.07 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0365 99000000.00 99000000.00 0.0009 N N Y N Societe Generale SA Societe Generale SA 3.650000% ARP1LB6J7 85M6SLXL8PVZZO6V3174 0001145665 ARP1LB6J7_3.65_0902 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 310608700.00 264217062.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 163146100.00 139702948.84 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0365 396000000.00 396000000.00 0.0034 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.650000% ARP1LCF89 549300445CON3DBMU275 0000800030 ARP1LCF89_3.65_0910 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 11878100.00 10921277.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 125200.00 126239.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 30700.00 28161.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 1300.00 1301.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 25365200.00 25000727.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 62000.00 61899.89 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 100.00 103.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 100.00 77.22 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 16100.00 19571.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 1184100.00 1133204.76 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 9300.00 10304.22 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 85000.00 84960.59 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 700.00 760.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 46900.00 44683.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 29952600.00 30361197.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 308100.00 303924.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 600.00 569.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 400.00 308.34 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 2467900.00 2605016.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 697200.00 695786.40 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-10 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0365 70000000.00 70000000.00 0.0006 N N Y N Citigroup Global Markets Ltd. Citigroup Global Markets Ltd. 3.650000% ARP1LCFD8 MBNUM2BPBDO7JBLYG310 ARP1LCFD8_3.65_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 1309324200.00 1796111314.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 55803000.00 56208761.51 U.S. Treasuries (including strips) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0365 1816000000.00 1816000000.00 0.0157 N N Y N DNB Bank ASA DNB Bank ASA 3.650000% ARP1LCFG1 549300GKFG0RYRRQ1414 0001498632 ARP1LCFG1_3.65_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 6324900.00 6295662.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 35100.00 34917.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 7571000.00 7544413.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 14142200.00 13979428.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 5000000.00 4332835.65 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 7920300.00 8993686.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 22018100.00 21844323.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 100000000.00 100174781.97 U.S. Treasuries (including strips) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0365 160000000.00 160000000.00 0.0014 N N Y N Societe Generale SA Societe Generale SA 3.650000% ARP1LCFJ5 85M6SLXL8PVZZO6V3174 0001145665 ARP1LCFJ5_3.65_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 324082000.00 304980078.53 U.S. Treasuries (including strips) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0365 299000000.00 299000000.00 0.0026 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.650000% ARP1LCFS5 549300WO2DKF0Q3YMV43 ARP1LCFS5_3.65_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 200.00 174.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 15229500.00 13970193.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 470100.00 463355.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 112600.00 113960.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 124400.00 121129.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 41700.00 41632.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 344800.00 340830.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 827900.00 698636.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 2864600.00 2767650.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 7079400.00 6935668.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 36101500.00 35550197.92 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 4752100.00 5790959.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 74129000.00 75140228.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 24076400.00 23886378.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 9542500.00 6357332.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 32944900.00 31821676.58 U.S. Treasuries (including strips) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0365 200000000.00 200000000.00 0.0017 N N Y N Societe Generale SA Societe Generale SA 3.650000% ARP1LE164 85M6SLXL8PVZZO6V3174 0001145665 ARP1LE164_3.65_0904 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 221626100.00 209100062.63 U.S. Treasuries (including strips) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0365 205000000.00 205000000.00 0.0018 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.670000% ARP1LF153 549300WO2DKF0Q3YMV43 ARP1LF153_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 100.00 99.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 700.00 692.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 3000.00 2720.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 200.00 197.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 500.00 502.98 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.904273 0.00 1000.00 1003.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 300.00 298.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 400.00 401.89 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 100.00 105.04 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 300.00 497.81 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 100.00 145.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 3600.00 3538.62 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 900.00 1189.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 200.00 194.74 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 500.00 642.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 600.00 573.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 1000.00 979.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 800.00 798.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 900.00 886.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 100.00 98.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 700.00 684.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 28726400.00 28212808.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 400.00 369.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 500.00 500.78 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 1274300.00 1549049.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 100.00 99.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 100.00 99.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 100.00 102.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 100.00 103.10 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.965273 0.00 4900.00 4922.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 3100.00 2979.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 100.00 95.92 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.996273 0.00 1400.00 1407.35 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 900.00 831.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 2700.00 2578.78 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 700.00 794.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 1400.00 1315.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 1600.00 1633.62 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 200.00 128.10 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 4900.00 4906.36 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 8443100.00 10288850.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 800.00 748.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 216400.00 217037.58 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 200.00 207.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.909273 0.00 500.00 502.08 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 2337500.00 2528176.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 100.00 97.49 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 4.011273 0.00 3400.00 3412.76 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 42000000.00 42000000.00 0.0004 N Y Y N U.S. Bancorp Investments Inc. U.S. Bancorp Investments Inc. 3.670000% ARP1LF161 H85Z6XZP8B10ES0M2G89 ARP1LF161_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 2235100.00 2134752.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 248000.00 251383.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 31937000.00 29898767.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 10659400.00 10559540.29 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 42000000.00 42000000.00 0.0004 N Y Y N HSBC Securities USA Inc. HSBC Securities USA Inc. 3.670000% ARP1LF179 CYYGQCGNHMHPSMRL3R97 0000083246 ARP1LF179_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 27707000.00 27008272.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 8067700.00 7958758.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 46932800.00 32017023.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 200.00 204.20 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 300.00 365.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 4440000.00 4415388.42 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 70000000.00 70000000.00 0.0006 N Y Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.670000% ARP1LF187 R0MUWSFPU8MPRO8K5P83 ARP1LF187_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 902999500.00 894539993.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 250548300.00 249900087.97 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1122000000.00 1122000000.00 0.0097 N Y Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.720000% ARP1LF195 R0MUWSFPU8MPRO8K5P83 ARP1LF195_3.72_0930 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 83000000.00 82698035.17 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 48834200.00 70847956.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 411279000.00 402792186.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 107712000.00 108204192.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 98291100.00 94407631.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 3409400.00 3262786.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 10093200.00 9927284.69 U.S. Treasuries (including strips) Y 2026-09-07 2026-09-07 2026-09-30 Y BNP Paribas SA 1.0000 7 N N N 0.0372 757000000.00 757000000.00 0.0066 N N Y N BofA Securities Inc. BofA Securities Inc. 3.670000% ARP1LF1L8 549300HN4UKV1E2R3U73 ARP1LF1L8_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 526700.00 539774.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 142240000.00 142260243.94 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 140000000.00 140000000.00 0.0012 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.670000% ARP1LF1M6 7TK5RJIZDFROZCA6XF66 0000812291 ARP1LF1M6_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 23543600.00 20212188.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 21987600.00 22348343.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 100548600.00 99755026.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 490300.00 484523.36 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 140000000.00 140000000.00 0.0012 N Y Y N Societe Generale SA Societe Generale SA 3.660000% ARP1LF1N4 85M6SLXL8PVZZO6V3174 0001145665 ARP1LF1N4_3.66_0904 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 195776200.00 192780024.01 U.S. Treasuries (including strips) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0366 189000000.00 189000000.00 0.0016 N N Y N Bank of Montreal Bank of Montreal 3.670000% ARP1LF1O2 NQQ6HPCNCCU6TUTQYE16 0000009622 ARP1LF1O2_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 54327500.00 54594807.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 56643000.00 55406830.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 63217700.00 55873448.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 31265600.00 31072101.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 54479500.00 53778390.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 41143500.00 35894503.50 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 281000000.00 281000000.00 0.0024 N Y Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.670000% ARP1LF1P9 549300QJJX6CVVUXLE15 ARP1LF1P9_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury Bill 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 879400.00 849631.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 29289900.00 29344798.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 16800.00 17417.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 43000.00 42419.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 8800.00 8803.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 100.00 96.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 24959000.00 23665524.24 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 49690300.00 31826414.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 200.00 114.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 40627800.00 41182023.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 100000000.00 99594432.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 73790700.00 63712018.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 800.00 666.78 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 14223800.00 15384073.97 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 22577200.00 23831590.73 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 323000000.00 323000000.00 0.0028 N Y Y N MUFG Securities Canada Ltd. MUFG Securities Canada Ltd. 3.670000% ARP1LF1Q7 549300Y1PMK3RWXMWR72 ARP1LF1Q7_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 45802600.00 41479286.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 13948800.00 11865446.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 13000000.00 11333666.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 4326800.00 4172954.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 229200.00 218580.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 22491800.00 20393464.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 600.00 578.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 900.00 909.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 300.00 299.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 31499800.00 31359766.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 7700.00 7264.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 1684000.00 1577410.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 13146400.00 12153792.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 152300.00 154140.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 300.00 297.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 3627000.00 3613804.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 4000.00 4045.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 347300.00 347950.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 1364500.00 1304146.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 552900.00 552007.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 1871600.00 1757078.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 300.00 239.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 100.00 77.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 6226600.00 4614668.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 800.00 598.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 4083200.00 3775108.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 100.00 90.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 38113400.00 36861520.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 14912000.00 14449593.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 1462600.00 1432016.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 12404500.00 8355695.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 4999100.00 3325831.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 100.00 62.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 5755400.00 4961297.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 951300.00 917002.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 700.00 703.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 11737900.00 11469429.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 1400.00 948.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 15187800.00 10713114.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 598000.00 419249.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 6598700.00 5718216.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 100.00 94.82 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 300.00 340.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 4931000.00 4769887.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 100.00 97.23 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 1000.00 982.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 951900.00 926890.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 1100.00 1050.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 662500.00 445502.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 200.00 129.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 100.00 67.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 400.00 342.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 42567900.00 42362823.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 55076000.00 55173520.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 10347800.00 8324070.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 42400.00 34199.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 4405400.00 3641817.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 169600.00 149702.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 8800500.00 7598486.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 8559400.00 7134058.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 405300.00 368204.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 87.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 20600000.00 20636005.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 28199600.00 27575796.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 1000000.00 1007271.32 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 421000000.00 421000000.00 0.0037 N Y Y N Banco Santander SA Banco Santander SA 3.670000% ARP1LF1R5 5493006QMFDDMYWIAM13 0000891478 ARP1LF1R5_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 23174500.00 22590074.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 25893700.00 24957694.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 300.00 297.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 53635200.00 53888220.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 2000000.00 2001797.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 43877400.00 42689918.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 2899800.00 2805942.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 40504400.00 39881422.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 788100.00 739876.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 2000000.00 2015694.87 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 8360900.00 8727024.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 80515400.00 77870777.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 29000000.00 28100739.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 463700.00 462071.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 1100000.00 1060341.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 100.00 95.76 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 15000000.00 14993045.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 6280600.00 3853211.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 4000000.00 3806736.31 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 28100000.00 31908209.62 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 6000200.00 6520814.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 6263800.00 5365123.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 81889000.00 70301733.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 22817200.00 23191554.57 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 2700000.00 2668892.53 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 100.00 81.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 101559600.00 95624577.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 1707000.00 1489224.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 4999200.00 4704852.10 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 561000000.00 561000000.00 0.0049 N Y Y N Smbc Nikko Securities America Smbc Nikko Securities America 3.670000% ARP1LF1S3 6PJDTY319315T5LR2241 ARP1LF1S3_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 600.00 589.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 31500.00 31230.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 164980000.00 165963531.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 2400.00 2411.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 300.00 303.63 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 733400.00 764592.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 100.00 98.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 13611200.00 13381677.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 2266500.00 2130980.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 3000.00 2938.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 9990200.00 9997494.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 180972600.00 177238198.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 19002700.00 18783919.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 90400.00 88443.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 8000000.00 7897168.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 495200.00 505832.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 200.00 204.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 181500.00 176291.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 300.00 287.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 100.00 99.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 130100.00 128336.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 87.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 22551100.00 22052247.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 300.00 296.47 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.856273 0.00 10240400.00 10272828.26 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 421000000.00 421000000.00 0.0037 N Y Y N Bank of Nova Scotia Bank of Nova Scotia 3.670000% ARP1LF1T1 L3I9ZG2KFGXZ61BMYR72 0001041839 ARP1LF1T1_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 797600.00 721510.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 100.00 99.79 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 11061500.00 11674018.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 7173800.00 6504532.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 8000.00 8042.46 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 82342100.00 92928583.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 1138400.00 1139422.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 602800.00 600606.93 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 42949900.00 56776991.07 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 606800.00 780206.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 4394900.00 4304845.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 816600.00 814287.41 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 10400.00 14266.56 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 3617800.00 3776223.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 5772300.00 5524193.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 3874400.00 3977126.45 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 50000.00 55399.06 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 9449700.00 9185725.97 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 12929000.00 15665935.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 100.00 86.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 1058800.00 1013906.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 5235800.00 5028934.22 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 94500.00 94456.18 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 86741900.00 60315799.73 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 89200.00 105057.80 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 12174300.00 13824203.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 100.00 93.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 26115100.00 25959654.41 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 98000.00 96274.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 402500.00 383476.24 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 52000000.00 33305766.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 13300100.00 7995981.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 8060600.00 7608008.67 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 23176400.00 28243004.86 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 14246300.00 14764058.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 65500.00 62123.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 2465300.00 2459606.13 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 390500.00 386000.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 593500.00 583743.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 33698000.00 33636409.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 15590700.00 10993604.51 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 84854500.00 68891290.31 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 36068000.00 42002833.97 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 13700.00 13664.85 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 561000000.00 561000000.00 0.0049 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.670000% ARP1LF1U8 VYVVCKR63DVZZN70PB21 0000072971 ARP1LF1U8_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 99080400.00 90887577.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 257935100.00 245129093.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 58928100.00 45502434.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 170111000.00 127237839.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 659000.00 438423.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 135525400.00 63082984.37 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 561000000.00 561000000.00 0.0049 N Y Y N Barclays Bank plc Barclays Bank plc 3.670000% ARP1LF1V6 G5GSEF7VJP5I7OUK5573 0001484212 ARP1LF1V6_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 8926600.00 7593348.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 131932000.00 130862607.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 349300.00 349966.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 110784000.00 106086762.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 100.00 70.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 186366700.00 184527260.67 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 421000000.00 421000000.00 0.0037 N Y Y N Banco Bilbao Vizcaya Argentaria SA Banco Bilbao Vizcaya Argentaria SA 3.670000% ARP1LF1W4 5493009W53901OCHI065 0000842180 ARP1LF1W4_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 21300000.00 19744589.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 126287400.00 125945308.02 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 12096900.00 12611400.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 1014100.00 1016000.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 100000000.00 99344776.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100000000.00 99418864.48 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 10318700.00 11278221.05 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 65000.00 84630.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 10000000.00 10245910.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 2939900.00 2892102.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 600.00 606.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 32154000.00 31908212.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 2000000.00 2010747.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 58077400.00 55782769.50 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 16903000.00 19193753.28 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 8599900.00 9346079.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 100000000.00 99404767.39 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 2078000.00 2080696.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 223300.00 223957.91 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 1157600.00 1199671.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 118402200.00 112297712.03 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 900.00 973.42 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 7900.00 8338.92 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 702000000.00 702000000.00 0.0061 N Y Y N Standard Chartered Bank Standard Chartered Bank 3.670000% ARP1LF1X2 RILFO74KP1CM8P6PCT96 0000861350 ARP1LF1X2_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 7748500.00 8177564.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 49926300.00 49384778.19 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 2252400.00 4807519.18 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 398700.00 536918.75 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 31142300.00 35146174.69 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 676100.00 710187.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 1444000.00 1438746.54 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 3750600.00 5899328.64 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 1999900.00 2901426.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 993400.00 972863.10 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 10999400.00 14142727.36 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 13685400.00 17021823.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 4237300.00 4218033.00 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 426900.00 469317.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 11080000.00 11062109.89 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 4773600.00 4947846.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 43979000.00 43723422.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 1212400.00 1206110.20 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 500000.00 651006.66 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 1009300.00 1053497.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 6745000.00 6740925.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 10000000.00 9871460.00 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 5681200.00 6294662.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100.00 87.20 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 14164500.00 17162978.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 5500.00 4759.04 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 50080600.00 50057379.29 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 2999300.00 2085557.02 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 49313200.00 58080000.80 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 143964900.00 156456174.12 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 2990700.00 2938051.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 13500000.00 12672193.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 10999800.00 10912984.80 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 3000000.00 2965436.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 15985600.00 15362230.00 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 26941600.00 31374724.18 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 124982700.00 124662007.16 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 702000000.00 702000000.00 0.0061 N Y Y N Nomura Securities International Inc. Nomura Securities International Inc. 3.670000% ARP1LF1Y0 HPFHU0OQ28E4N0NFVK49 ARP1LF1Y0_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 2777800.00 2515603.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 1818400.00 1668220.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 31889800.00 29320965.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 1729100.00 1749216.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 16790300.00 17362456.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 47644000.00 46914852.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 252482200.00 236501179.98 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 13563300.00 15307093.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 233745700.00 231851043.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 6783000.00 6483874.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 1326000.00 1298587.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 41390100.00 32892542.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 10988600.00 11038812.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 15777000.00 15595412.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 224400.00 212770.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 2835100.00 2832730.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 70801300.00 62494688.32 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 702000000.00 702000000.00 0.0061 N Y Y N Deutsche Bank AG Deutsche Bank AG 3.670000% ARP1LF1Z7 9J6MBOOO7BECTDTUZW19 0000948046 ARP1LF1Z7_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 242657500.00 241213123.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 28593500.00 24945604.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 310582600.00 306119629.31 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 561000000.00 561000000.00 0.0049 N Y Y N Fixed Income Clearing Corp. - Banco Bilbao Vizcaya Argentaria Fixed Income Clearing Corp. - Banco Bilbao Vizcaya Argentaria 3.670000% ARP1LF211 5493009W53901OCHI065 ARP1LF211_3.67_0901 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 91282CEP2 2032-05-15 2.875000 0.00 800000.00 739291.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 15500000.00 14781811.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 49999000.00 49111009.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 28180400.00 27938974.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 3044000.00 3058977.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 20375000.00 20319807.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 500000.00 496723.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 500000.00 491475.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 200.00 194.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 123250000.00 115708442.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 5000000.00 4896824.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 200.00 185.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 84496800.00 76659736.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 7900000.00 7895227.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 200000.00 204886.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 1500.00 1546.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 53042900.00 53285280.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 7221200.00 7195841.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 42202200.00 36516716.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 10550800.00 10336588.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 3453200.00 3444676.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 6081800.00 5808751.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 200000000.00 202147370.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 34520000.00 35227127.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 13706900.00 13446163.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 1742200.00 1492243.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 10000.00 9386.81 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 15000000.00 15019466.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 998500.00 857212.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 142483600.00 135137542.06 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 10000000.00 9933479.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 752900.00 656846.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 1200.00 1165.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 6155200.00 6019040.82 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 842000000.00 842000000.00 0.0073 N Y Y N Natixis SA Natixis SA 3.670000% ARP1LF229 KX1WK48MPD4Y2NCUIZ63 0001503859 ARP1LF229_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 84169300.00 88830079.69 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 235000000.00 244994932.76 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 219453000.00 241258081.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 1870600.00 1859729.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 107088900.00 76469864.78 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 100.00 64.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100.00 60.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 300.00 157.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 9200.00 6487.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 119890800.00 108917575.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 100000000.00 96590600.00 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 842000000.00 842000000.00 0.0073 N Y Y N Citigroup Global Markets Ltd. Citigroup Global Markets Ltd. 3.670000% ARP1LF237 MBNUM2BPBDO7JBLYG310 ARP1LF237_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 2064000.00 2047269.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 11863300.00 12046964.89 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 800.00 1057.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 21900.00 21447.25 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 700.00 870.66 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 303571200.00 416434422.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 4800.00 4807.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 11830000.00 11831683.67 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 5586800.00 5614678.32 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 3200.00 3545.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 3900.00 3815.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 16913600.00 16257447.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 394470800.00 375637104.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 400.00 380.67 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 8000.00 8694.13 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 3200.00 3899.55 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 25600.00 25305.06 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 20800.00 24222.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 2000.00 2014.54 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 4.011273 0.00 100.00 100.38 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.856273 0.00 161160000.00 161670345.20 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 982000000.00 982000000.00 0.0085 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.660000% ARP1LF245 ZBUT11V806EZRVTWT807 0001168163 ARP1LF245_3.66_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 357171100.00 351716778.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 508153600.00 507123299.24 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 842000000.00 842000000.00 0.0073 N Y Y N Citigroup Global Markets Ltd. Citigroup Global Markets Ltd. 3.670000% ARP1LF252 MBNUM2BPBDO7JBLYG310 ARP1LF252_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 109456000.00 144693755.62 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 60955600.00 67012212.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 1089484000.00 1076554098.63 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1263000000.00 1263000000.00 0.0110 N Y Y N Fixed Income Clearing Corp. - Goldman Sachs & Co. LLC Fixed Income Clearing Corp. - Goldman Sachs & Co. LLC 3.670000% ARP1LF260 FOR8UP27PHTHYVLBNG30 ARP1LF260_3.67_0901 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 91282CFM8 2027-09-30 4.125000 0.00 2149300.00 2183847.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 524380000.00 527163369.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375000 0.00 49174600.00 50312438.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 418900.00 423962.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 54677400.00 54073571.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 142700.00 141543.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 23865700.00 24136850.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 622880000.00 624047471.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 255000.00 256119.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 337000.00 336455.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 5808000.00 5377969.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 126051200.00 125975047.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 8274800.00 8276573.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 15538000.00 14935212.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 121800.00 122600.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 248059000.00 236215619.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 13977600.00 12112528.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 1165000.00 1116873.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 4415100.00 4507859.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 56800.00 56752.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 17428200.00 16932391.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 9082000.00 8974997.22 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1684000000.00 1684000000.00 0.0146 N Y Y N Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York Fixed Income Clearing Corp. - Credit Agricole Corporate and Investment Branch / New York 3.670000% ARP1LF2A1 549300WO2DKF0Q3YMV43 ARP1LF2A1_3.67_0901 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 91282CES6 2029-05-31 2.750000 0.00 654500.00 631228.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 6070300.00 5917216.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 41760100.00 41671841.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 217305000.00 214948017.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 23266400.00 22188357.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 6462300.00 6566174.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 35750400.00 35115466.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 12307000.00 12318800.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 2999900.00 3001365.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 16224800.00 16017576.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 59800.00 59139.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 8967800.00 8975857.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 38184000.00 37874494.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 9835700.00 9569510.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 26192400.00 25737392.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 300.00 294.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 9022000.00 8883237.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 28393400.00 27646937.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 78900.00 77569.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 682400.00 652216.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 200.00 200.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 47319000.00 44489690.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 4995900.00 4973183.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 323278800.00 318633606.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 14500.00 14563.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 70372000.00 68930033.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 198700.00 198379.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 50000500.00 49858899.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 1621700.00 1597215.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 318400.00 312364.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 3828500.00 3749498.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 95433100.00 95446682.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 15071700.00 14742777.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 59420400.00 59213917.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 515900.00 476973.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 1534600.00 1537006.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 1200.00 1111.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 194700.00 192929.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 700.00 699.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 11180000.00 11029031.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 110768900.00 106007807.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 500.00 510.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 44737200.00 45837333.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 120178200.00 123114155.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 100694000.00 103819154.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 72729000.00 73061336.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 50406500.00 49315309.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 5001100.00 4857580.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 4198100.00 4056019.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 60392100.00 52059484.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 305000.00 293167.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 10300.00 9880.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 206500.00 207856.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 26400.00 26198.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 4829900.00 4803193.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 3973400.00 3907706.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 34391400.00 33693157.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 101850500.00 96987728.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 47360100.00 45233820.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 3000.00 2651.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 10999100.00 10467668.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 133177600.00 125163024.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 33795000.00 34505018.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 35127200.00 34918111.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 15086900.00 12922359.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 55543700.00 52391916.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 593600.00 593103.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 512600.00 440067.27 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 18600.00 18538.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 1000000.00 942755.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 100.00 93.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 17900.00 17827.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 3451000.00 3461167.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 389200.00 391975.63 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 12149000.00 12068184.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 8054200.00 7026663.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 1801500.00 1664792.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 90769200.00 87674514.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 555100.00 559136.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 4176800.00 4127589.56 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 2245000000.00 2245000000.00 0.0195 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.670000% ARP1LF2B9 YVE6V0WZG64JLXC7QM27 0001184915 ARP1LF2B9_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 25000000.00 24785821.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1651400.00 1660165.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 82872500.00 82648011.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 15404800.00 15137191.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 19368600.00 19070701.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 10611500.00 10332523.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 24025400.00 23620264.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 38010300.00 37748761.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 135528400.00 134295713.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 260532800.00 227182319.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 285000000.00 245677050.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 16703500.00 16101288.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 175000000.00 168210984.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 399763400.00 383472719.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 187300.00 162066.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 18172900.00 18033985.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 306800.00 289573.61 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 42886700.00 42743890.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 9744000.00 9761030.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 251530800.00 232443259.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 28762500.00 27781871.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 435576200.00 425940818.88 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 2105000000.00 2105000000.00 0.0183 N Y Y N Fixed Income Clearing Corp. - State Street Bank and Trust Co. Fixed Income Clearing Corp. - State Street Bank and Trust Co. 3.670000% ARP1LF2C7 571474TGEMMWANRLN572 ARP1LF2C7_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 1672133500.00 1621140267.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 575000000.00 551719733.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 120000000.00 119285055.60 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 2245000000.00 2245000000.00 0.0195 N Y Y N Fixed Income Clearing Corp. - The Bank of New York Mellon Fixed Income Clearing Corp. - The Bank of New York Mellon 3.670000% ARP1LF2D5 HPFHU0OQ28E4N0NFVK49 ARP1LF2D5_3.67_0901 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 Bill 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 392709900.00 392112980.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 400000000.00 396023540.98 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 222757200.00 270000553.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 391021500.00 388865628.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 385622000.00 381128110.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 56601600.00 56427606.68 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 400000000.00 405341676.50 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 2245000000.00 2245000000.00 0.0195 N Y Y N Fixed Income Clearing Corp. - Northern Trust Fixed Income Clearing Corp. - Northern Trust 3.670000% ARP1LF2E3 6PTKHDJ8HDUF78PFWH30 ARP1LF2E3_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 150000000.00 146321322.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 334563600.00 336611409.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 200000000.00 198698071.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-07-02 4.250000 0.00 1525065900.00 1530266834.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-10-01 3.500000 0.00 93506900.00 92420449.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 390304000.00 392270069.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 165174200.00 165531842.29 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 2806000000.00 2806000000.00 0.0243 N Y Y N Deutsche Bank AG Deutsche Bank AG 3.670000% ARP1LF4R2 9J6MBOOO7BECTDTUZW19 0000948046 ARP1LF4R2_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 16184800.00 14881058.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 20740800.00 21255640.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 32451400.00 29768038.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 23026300.00 21296891.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 309600.00 305158.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 20437600.00 21453370.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 21029700.00 21835683.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 15459300.00 16027907.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 21716000.00 21015460.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 22542600.00 21454574.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 18492300.00 17407683.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 36533700.00 31481214.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 26332000.00 20456286.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 32243400.00 23798487.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 22009600.00 17997009.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 22055400.00 16279715.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 28801000.00 21117248.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 20698900.00 17111183.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 20808500.00 17343395.30 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 364949000.00 364949000.00 0.0032 N Y Y N Deutsche Bank AG Deutsche Bank AG 3.630000% ARP1LF4S0 9J6MBOOO7BECTDTUZW19 0000948046 ARP1LF4S0_3.63_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 313764000.00 322083188.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 79001100.00 78530859.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 157104100.00 157382277.28 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0363 547000000.00 547000000.00 0.0047 N Y Y N Barclays Bank plc Barclays Bank plc 3.570000% ARP1LFEP5 G5GSEF7VJP5I7OUK5573 0001484212 ARP1LFEP5_3.57_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 4959600.00 4218848.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 400.00 389.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 9255900.00 7395539.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 100000.00 74354.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 5286300.00 3303928.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 111740000.00 107325167.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 1800400.00 1795955.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 200.00 140.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 18569900.00 14066437.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 106828800.00 105599241.96 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0357 239000000.00 239000000.00 0.0021 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.600000% ARP1LFEQ3 549300WO2DKF0Q3YMV43 ARP1LFEQ3_3.60_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 11059600.00 11193270.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 190212000.00 192806772.32 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0360 200000000.00 200000000.00 0.0017 N Y Y N Vanguard CMT Funds 2026-09-08 My Trieu-Gatt My Trieu-Gatt Treasurer