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Aa1 Standard and Poor's Ratings Services AA+ 2026-09-01 2028-01-31 2028-01-31 N N N 0.0378 43839261.44 43839261.44 0.0018 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.854000% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-09-01 2028-04-30 2028-04-30 N N N 0.0380 231308614.74 231308614.74 0.0094 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.801000% 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Aa1 Standard and Poor's Ratings Services AA+ 2026-09-01 2028-07-31 2028-07-31 N N N 0.0380 225482304.63 225482304.63 0.0091 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 3.660000% N/A KX1WK48MPD4Y2NCUIZ63 0001456764 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y N Y 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 900.00 884.57 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 700.00 703.44 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 224200.00 254730.81 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 100.00 85.96 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 900.00 867.93 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 1687900.00 1319151.83 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 400.00 345.03 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 877100.00 848736.53 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 100.00 101.60 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 1200.00 1194.46 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 47500.00 49651.88 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 100.00 100.69 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 4164800.00 4142579.31 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 100.00 100.71 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 25000000.00 24531200.00 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 15500.00 15121.79 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 200.00 193.91 U.S. Treasuries (including strips) 2 3/8 TRIB 56 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 45841400.00 41795292.93 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 29395000.00 28996100.26 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 42800.00 42863.70 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 100000000.00 100000000.00 0.0040 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY THE BANK OF NOVA SCOTIA 3.660000% N/A L3I9ZG2KFGXZ61BMYR72 0001041839 BYJC2DB48 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 2681200.00 3488877.58 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 53500.00 51964.68 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 5428000.00 5146237.83 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 252000.00 251259.13 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 1322800.00 1262758.11 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 10000000.00 10000000.00 0.0004 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 3.660000% N/A G5GSEF7VJP5I7OUK5573 0001042452 BYJC2DBA4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 6520000.00 5650017.69 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 28204500.00 28218279.74 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 13929400.00 14221258.02 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 80102000.00 68767593.12 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 82119500.00 79960578.34 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 103941800.00 73556337.69 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 12645500.00 11828894.30 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 18230300.00 17608756.15 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 4585400.00 4508721.59 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 8663500.00 8249868.07 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 13558000.00 11828300.42 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 117854600.00 117960496.20 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 33527800.00 33021604.97 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 30418500.00 30283273.40 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 822600.00 835335.30 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 65142800.00 64227124.48 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 52000.00 52151.78 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 35440800.00 35503347.78 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 11407600.00 11222131.69 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 189974000.00 187287108.93 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 21500000.00 20958260.86 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 21213400.00 20958648.28 U.S. Treasuries (including strips) BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 9537900.00 9364729.89 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 50000000.00 49332750.00 U.S. Treasuries (including strips) BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 1144000.00 1141569.00 U.S. Treasuries (including strips) 4 1/4 NOTE BE 28 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 73173700.00 73301912.25 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 40255100.00 40150953.06 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 1000000000.00 1000000000.00 0.0405 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 3.660000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 BYJC2DBE6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 5147100.00 5100004.04 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 5000000.00 5000000.00 0.0002 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 3.660000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 BYJC2DBP1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 1712000.00 1193995.62 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 3497400.00 2399959.60 U.S. Treasuries (including strips) 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 29200.00 31508.74 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 378700.00 216748.29 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 1346100.00 1263733.34 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 312000.00 313425.69 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 3619100.00 3536323.71 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 69300.00 59738.31 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 4622000.00 4323526.11 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 50000.00 49777.72 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 1880800.00 1161427.16 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 357900.00 284421.66 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 27443400.00 19357925.26 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 60.75 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 3587700.00 3291396.77 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 7509100.00 6040538.13 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 4030400.00 3947232.00 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 3609000.00 3310576.73 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.853608 0.00 200.00 200.83 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 116000.00 114333.12 U.S. Treasuries (including strips) 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 1600.00 1582.52 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 93000.00 96420.62 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 3200.00 3191.72 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 2000.00 1985.02 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 50000000.00 50000000.00 0.0020 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.660000% N/A 254900BN8XS34XZDJ223 0001335241 BYJC2DBQ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/4 TPRN 39 254900HROIFWPRGM1V77 912803DG5 2039-05-15 0.00 0.00 9415950.00 5089876.52 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0.00 0.00 654076.77 295469.37 U.S. Treasuries (including strips) 3 5/8 TPRN 43 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0.00 0.00 68744475.00 28353108.76 U.S. Treasuries (including strips) 2 7/8 TPRN 45 254900HROIFWPRGM1V77 912803EP4 2045-08-15 0.00 0.00 737850.00 270762.92 U.S. Treasuries (including strips) 2 1/8 TRIB 40 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 1005000.00 1465357.19 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 750.00 699.98 U.S. Treasuries (including strips) TINT 11/15/37 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0.00 0.00 3281371.20 1890545.61 U.S. Treasuries (including strips) TINT 11/15/47 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0.00 0.00 3551001.60 1128916.67 U.S. Treasuries (including strips) 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 3382275.00 3045404.62 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 22883850.00 22424785.54 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 1575900.00 1600809.50 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 75.00 75.06 U.S. Treasuries (including strips) TINT 02/15/43 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0.00 0.00 178126.32 74316.80 U.S. Treasuries (including strips) TINT 11/15/42 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0.00 0.00 12615387.14 5343499.53 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 1143375.00 486580.38 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 7976400.00 10537921.64 U.S. Treasuries (including strips) TINT 08/15/38 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0.00 0.00 0.01 0.01 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 44249325.00 43885346.41 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 18465750.00 12493524.22 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 16661325.00 15131576.31 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 139195200.00 138452544.16 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 75.00 53.73 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 4197075.00 4192382.12 U.S. Treasuries (including strips) 3 TPRN 48 254900HROIFWPRGM1V77 912803FE8 2048-08-15 0.00 0.00 495075.00 153904.46 U.S. Treasuries (including strips) 0 3/4 TRIB 45 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 28310250.00 27724235.05 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 945600.00 864286.13 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 30055350.00 31754261.05 U.S. Treasuries (including strips) 2 3/4 TPRN 42 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0.00 0.00 1500000.00 648693.00 U.S. Treasuries (including strips) 3 3/8 TPRN 48 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0.00 0.00 110953950.00 34042669.03 U.S. Treasuries (including strips) 2 3/8 TPRN 42 254900HROIFWPRGM1V77 912803GF4 2042-02-15 0.00 0.00 48213750.00 21791698.94 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0.00 0.00 176755.24 115243.88 U.S. Treasuries (including strips) TINT 08/15/47 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0.00 0.00 956149.43 307708.01 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0.00 0.00 3581249.28 1048980.14 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 3441975.00 3391331.04 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0.00 0.00 43916666.88 26076223.63 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 6166125.00 5905467.34 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0.00 0.00 3439979.52 1289858.16 U.S. Treasuries (including strips) TINT 02/15/50 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0.00 0.00 719.97 203.08 U.S. Treasuries (including strips) 3 1/8 TPRN 43 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0.00 0.00 13995450.00 5955973.68 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 50175.00 60816.34 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0.00 0.00 2.74 2.43 U.S. Treasuries (including strips) 3 3/8 TPRN 44 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0.00 0.00 162450.00 64172.30 U.S. Treasuries (including strips) 2 3/8 TRIB 56 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 1799550.00 1640716.02 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 450000000.00 450000000.00 0.0182 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.660000% N/A MBNUM2BPBDO7JBLYG310 0001456764 BYJC2DBT3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 5912600.00 5100006.19 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 5000000.00 5000000.00 0.0002 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 3.660000% N/A R0MUWSFPU8MPRO8K5P83 0000753835 BYJC2DBV8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 21657600.00 20372219.09 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 200.00 200.79 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 41339000.00 40827650.05 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 60000000.00 60000000.00 0.0024 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.660000% N/A MBNUM2BPBDO7JBLYG310 0001456764 BYJC2DBX4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 92919127.27 78918392.33 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 125122327.27 125081711.75 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 200000000.00 200000000.00 0.0081 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.660000% N/A MBNUM2BPBDO7JBLYG310 0001456764 BYJC2DBY2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 1578652800.00 1581002275.32 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 1550000000.00 1550000000.00 0.0628 N Y Y N FIXED INCOME CLEARING CORPORATION - SSB FIXED INCOME CLEARING CORPORATION - SSB 3.670000% N/A 549300H47WTHXPU08X20 BYJC2DC88 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 19436000.00 19302265.95 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 349200.00 308230.85 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 42173000.00 35883311.45 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 93761800.00 80309651.87 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 322400.00 322536.95 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 42587900.00 42279965.51 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 80636700.00 78454378.15 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 547400.00 560861.12 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 11640700.00 11551717.73 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 37227700.00 36612198.25 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 7809300.00 7732222.21 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 26781100.00 26697784.00 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 1490100.00 1510427.16 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 13253900.00 13149294.46 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 3700000.00 3649853.40 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 9550600.00 6800526.32 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 3014800.00 2733539.21 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 6607000.00 6612936.60 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 31675800.00 31026742.89 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 55588700.00 54749434.57 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 2367300.00 2313154.96 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 67034600.00 62932812.57 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 457100.00 355102.86 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 141000.00 94816.47 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 6028300.00 5689819.45 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 3925400.00 3919675.59 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 42049600.00 34383499.03 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 23005200.00 23172478.19 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 30033700.00 29527247.59 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 3633300.00 3746063.67 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 7342000.00 7051918.54 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 71485700.00 71225625.70 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 78788000.00 74144106.82 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 45202700.00 44625370.13 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 658500.00 651227.88 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 41773500.00 41031595.38 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1083900.00 1089653.26 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 11266100.00 11020230.10 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 3435800.00 1815594.28 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 49529900.00 29777232.67 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 115315100.00 76824361.06 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 14021500.00 12595142.19 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 1681400.00 1586369.32 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 50969800.00 49684420.31 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 8080300.00 7927121.23 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 47951100.00 46961620.71 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 15885100.00 15363335.24 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 23239800.00 22963992.07 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 11762700.00 11582682.62 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 5368400.00 5481187.72 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 19933200.00 19432930.27 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 9292000.00 8760084.03 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 20730000.00 21236434.24 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 3653500.00 3620446.79 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 230300.00 216792.37 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 22355900.00 13715570.64 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 68572200.00 67690772.94 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 15390500.00 15336453.50 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 38868400.00 37196947.26 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 3935000.00 3934213.00 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 79812400.00 77204652.15 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 74600.00 73704.13 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 4867000.00 4732307.41 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 11650000.00 11122994.52 U.S. Treasuries (including strips) BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 3941200.00 3932824.95 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 3604000.00 3608779.91 U.S. Treasuries (including strips) BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 8039000.00 8010099.79 U.S. Treasuries (including strips) BILL 11/24/26 254900HROIFWPRGM1V77 912797VY0 2026-11-24 0.00 0.00 3295000.00 3266369.75 U.S. Treasuries (including strips) BILL 11/17/26 254900HROIFWPRGM1V77 912797VX2 2026-11-17 0.00 0.00 1653700.00 1640526.63 U.S. Treasuries (including strips) 5 1/8 BOND 46 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 10046100.00 9901971.22 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 408000.00 388716.29 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 59846500.00 59952467.55 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 214000.00 213446.34 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1500000000.00 1500000000.00 0.0607 N Y Y N FIXED INCOME CLEARING CORPORATION - BNYM FIXED INCOME CLEARING CORPORATION - BNYM 3.670000% N/A 549300H47WTHXPU08X20 BYJC2DCC9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 1756429000.00 1836000049.89 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1800000000.00 1800000000.00 0.0729 N Y Y N DEUTSCHE BANK AG TRI-PARTY DEUTSCHE BANK AG 3.660000% N/A 7LTWFZYICNSX8D621K86 0001022437 BYJC2DCF2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 150000000.00 131061782.61 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 8000.00 7646.69 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 2700.00 2578.44 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 2700.00 2569.11 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 4500.00 4324.56 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 4000.00 4001.46 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 250000000.00 231396875.00 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 4000.00 4073.15 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 5000.00 4922.15 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 5000.00 4954.70 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 14000.00 14099.93 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 1000.00 987.45 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 226360600.00 221819663.66 U.S. Treasuries (including strips) 3 3/4 NOTE L 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0.00 10000.00 9974.34 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 50000000.00 49231505.43 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 37000.00 35968.42 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 40000.00 38977.96 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 25000.00 25231.22 U.S. Treasuries (including strips) 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 48528400.00 48092880.03 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 100000000.00 100185365.57 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 16000000.00 15961517.22 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 1750000000.00 1750000000.00 0.0708 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES LLC 3.660000% N/A ZBUT11V806EZRVTWT807 0000782124 BYJC2DCR6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 847334300.00 733181367.84 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 252537600.00 294091573.82 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 1109462400.00 1114532112.56 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 194400.00 194972.77 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 2100000000.00 2100000000.00 0.0850 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES LLC 3.660000% N/A ZBUT11V806EZRVTWT807 0000782124 BYJC2DCW5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 59542700.00 51000018.22 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 50000000.00 50000000.00 0.0020 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LLC 3.670000% N/A 7TK5RJIZDFROZCA6XF66 BYJC2DD12 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 124600.00 82894.63 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 600.00 590.77 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 600.00 612.29 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 100.00 97.37 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 157700.00 156614.91 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 19956500.00 19812203.27 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 200.00 200.10 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 39445000.00 38910396.56 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 1100000.00 1100403.70 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 60442000.00 60168884.61 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 900.00 887.33 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 10000000.00 10160738.52 U.S. Treasuries (including strips) TRFR AX 01/31/27 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.848600 0.00 700.00 702.63 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 3408000.00 3337675.33 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 227717000.00 226393655.63 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 200000000.00 197171306.52 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 100.00 96.39 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 19221700.00 19057024.86 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 206339700.00 207354953.34 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 455900.00 456331.66 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 400.00 398.15 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 175000000.00 174385456.11 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 1470500.00 1286715.06 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 100000000.00 88382602.17 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 47020000.00 46036801.01 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 451970000.00 435740313.00 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 1000.00 973.73 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 500.00 477.38 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1500000000.00 1500000000.00 0.0607 N Y Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE 3.660000% N/A O2RNE8IBXP4R0TD8PU41 0000865845 BYJC2DD87 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 51581600.00 51000012.97 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 50000000.00 50000000.00 0.0020 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.660000% N/A 549300HXQQQCCUBS2Z23 BYJC2DDB0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 125000.00 124022.75 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 206213000.00 205072758.67 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 5233800.00 5176000.70 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 173922000.00 173380928.66 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 143084400.00 143212966.00 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 150000000.00 150685428.26 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 160000000.00 150188960.00 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 34540800.00 34400713.78 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 4150000.00 4116361.63 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 13897100.00 13965477.91 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 157590000.00 154360881.55 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 71213000.00 71960711.98 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 91798800.00 92258651.79 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 91341700.00 92341094.00 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 58653100.00 58407913.70 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 22047300.00 21599677.38 U.S. Treasuries (including strips) 4 TPRN 52 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0.00 0.00 4000000.00 982856.00 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 153000000.00 148765776.55 U.S. Treasuries (including strips) 4 1/4 TPRN 54 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0.00 0.00 510000.00 115776.12 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 8843700.00 8883095.54 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 1500000000.00 1500000000.00 0.0607 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 3.660000% N/A KX1WK48MPD4Y2NCUIZ63 0001456764 BYJC2DDE4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 11500.00 11562.36 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 200.00 196.57 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 2739900.00 2682914.61 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 2449200.00 2404869.05 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 100.00 98.61 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 300.00 364.73 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 5000000.00 5000000.00 0.0002 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 3.670000% N/A SUVUFHICNZMP2WKHG940 0001335977 BYJC2DDN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 5158200.00 5100040.85 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 5000000.00 5000000.00 0.0002 N Y Y N WELLS FARGO BANK NA TRI-PARTY WELLS FARGO BANK NA 3.660000% N/A KB1H1DSPRFMYMCUFXT09 0001488662 BYJC2DDP9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 1119970700.00 1121044586.66 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 427438600.00 422980441.10 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 1513750000.00 1513750000.00 0.0613 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 3.670000% N/A 254900BN8XS34XZDJ223 0001335241 BYJC5QHJ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 11/15/43 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0.00 0.00 249833.63 99536.97 U.S. Treasuries (including strips) 0 5/8 TRIB 43 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 24900.00 25657.57 U.S. Treasuries (including strips) 0 3/4 TRIB 45 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 31700.00 31043.82 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 54585200.00 50843669.33 U.S. Treasuries (including strips) 1 TRIB 48 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 100.00 93.33 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 50000000.00 50000000.00 0.0020 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 3.670000% N/A 254900BN8XS34XZDJ223 0001335241 BYJC7XTC2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 14400.00 8945.16 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 2044900.00 2049808.74 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 2032100.00 2021258.02 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 4000000.00 4000000.00 0.0002 N Y Y N Master Investment Portfolio 2026-09-04 /s/ Chuck Pulsfort Chuck Pulsfort Assistant Treasurer