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3.67000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ9BWSG8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 2000.00 1486.13 U.S. Treasuries (including strips) 2 3/4 TPRN 42 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 1500.00 648.69 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 142728200.00 88311804.71 U.S. Treasuries (including strips) 3 1/8 TPRN 48 254900HROIFWPRGM1V77 912803FD0 2048-05-15 0 N/A 49999000.00 15761484.76 U.S. Treasuries (including strips) 3 5/8 TPRN 53 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 101519400.00 24733475.98 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 316558400.00 298665954.93 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 89261100.00 91535206.51 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 34629300.00 34569737.60 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0 N/A 5976000.00 5935064.40 U.S. Treasuries (including strips) BILL 11/12/26 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0 N/A 52885000.00 52485189.40 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-07 2026-10-28 Y BNP PARIBAS SA 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0367 600000000.00 600000000.00 0.0048 N N Y N BNP Paribas SA BNP Paribas SA 3.67000000 N/A R0MUWSFPU8MPRO8K5P83 BYJA2QAY8 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 0.625 N/A 33900000.00 29240978.56 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 253600.00 265088.78 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 13336500.00 13140271.63 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 122025900.00 70454979.90 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 24999500.00 20096502.95 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 240666800.00 233341857.43 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 22336400.00 18489336.76 U.S. Treasuries (including strips) 4 1/2 TPRN 36 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 20299300.00 13178569.45 U.S. Treasuries (including strips) 4 1/4 TPRN 54 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 N/A 2600.00 599.84 U.S. Treasuries (including strips) 4 3/4 TPRN 53 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0 N/A 21288300.00 5072363.24 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 400.00 365.60 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 42242900.00 39072290.27 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 112835200.00 115836521.27 U.S. Treasuries (including strips) TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 327.68 293.97 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 62250493.87 39561620.62 U.S. Treasuries (including strips) TINT 02/15/45 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 54.63 20.19 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 21340713.25 12671389.94 U.S. Treasuries (including strips) TINT 05/15/45 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 0.14 0.05 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 24.06 12.52 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 312.18 222.99 U.S. Treasuries (including strips) TINT 11/15/34 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 46424.32 31482.98 U.S. Treasuries (including strips) TINT 11/15/39 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 3015989.99 1545293.74 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 0.18 0.07 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-07 2026-11-03 Y BNP PARIBAS SA 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0367 600000000.00 600000000.00 0.0048 N N Y N BNP Paribas SA BNP Paribas SA 3.66000000 N/A R0MUWSFPU8MPRO8K5P83 BYJC2DBE6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 400.00 386.42 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 200.00 274.16 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 N/A 5146500.00 5099409.52 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 5000000.00 5000000.00 0.0000 N Y Y N BNP Paribas SA BNP Paribas SA 3.66000000 N/A R0MUWSFPU8MPRO8K5P83 BYJC2DBF3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 41437900.00 36133485.77 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 70448800.00 42796175.76 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 165200.00 104075.56 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 3445900.00 1603962.47 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 35166000.00 17606913.64 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 100000.00 99854.17 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 1949000.00 1310619.12 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 214644800.00 113425656.91 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 6500000.00 5670744.41 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 28598200.00 19025980.84 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 486300.00 321713.20 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 6300300.00 4669288.75 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 15282000.00 10425206.98 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 1900000.00 1339763.36 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 6929900.00 4166235.84 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 700.00 667.57 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 224331000.00 207307529.90 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 49999600.00 33742608.32 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 N/A 49100.00 47144.74 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 3700.00 2976.39 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 50000900.00 38609129.73 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 358000.00 284501.13 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 4596900.00 4568450.44 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 7283900.00 5955965.54 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 602455000.00 589128092.95 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 N/A 17386500.00 15435278.87 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 120407400.00 120187329.30 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 13862000.00 13358615.33 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 7895800.00 7899153.90 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 99151400.00 98434479.57 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 299273000.00 289494713.39 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 151620000.00 150199589.04 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 830100.00 612720.34 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 22000.00 15343.40 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 30636800.00 30776795.52 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.5 N/A 2000.00 1985.02 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 5620000.00 4781832.22 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.25 N/A 3200.00 3191.72 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 12497200.00 12086714.80 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 899000.00 896923.66 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 172819200.00 172118301.68 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.25 N/A 57165000.00 56343557.59 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 16527000.00 13774865.76 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125 N/A 153980000.00 153610346.74 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 300000000.00 293963400.00 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 99999800.00 99649585.95 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 62670000.00 61791013.40 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 14949100.00 14756944.27 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 139907400.00 138708792.66 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.75 N/A 720800.00 700259.52 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 1266000.00 1184245.79 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 84000.00 80295.66 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 N/A 51254100.00 50954519.79 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 700000.00 658740.86 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 112118500.00 103653090.15 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 1600.00 1633.62 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 100.00 82.67 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 150074300.00 150812710.66 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 373951900.00 357870895.22 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0 N/A 24100.00 24008.20 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 N/A 3181100.00 3142898.17 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.853607854 N/A 13611800.00 13668456.91 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 3500000000.00 3500000000.00 0.0280 N Y Y N BNP Paribas SA BNP Paribas SA 3.66000000 N/A R0MUWSFPU8MPRO8K5P83 BYJC2DBP1 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 912810SQ2 2040-08-15 1.125 N/A 22682100.00 13778902.38 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 23815800.00 15003890.32 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 481900.00 318802.37 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 2692200.00 1836588.29 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 49997900.00 48575528.49 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 91217000.00 61558482.53 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 358200.00 284660.07 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 100.00 76.26 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 4548400.00 4550332.03 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 600000.00 594379.06 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 620000.00 622833.10 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 100.00 95.04 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.25 N/A 107000.00 105462.44 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 5330000.00 5127050.75 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 236600.00 222722.86 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 N/A 3200.00 3181.30 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 N/A 200.00 191.30 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 403000.00 416732.87 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5 N/A 100.00 103.68 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 150000000.00 150000000.00 0.0012 N Y Y N BNP Paribas SA BNP Paribas SA 3.66000000 N/A R0MUWSFPU8MPRO8K5P83 BYJC2DBV8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 45782000.00 32171581.89 U.S. Treasuries (including strips) 3 3/4 NOTE BA 28 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 N/A 5071700.00 5087898.84 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.25 N/A 41257600.00 41158368.30 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 100672400.00 94982216.49 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 170000000.00 170000000.00 0.0014 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.68000000 N/A 549300HN4UKV1E2R3U73 BYJ0KBAV9 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 0.75 N/A 64945600.00 84560036.46 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 75709000.00 103856471.52 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 53342100.00 68585811.71 U.S. Treasuries (including strips) 1 3/4 TRIB 28 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 15539500.00 24633894.07 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 99943800.00 95970764.54 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 11974500.00 11659690.39 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 79967200.00 78446043.06 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 58911200.00 58448378.24 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 48451600.00 48332002.39 U.S. Treasuries (including strips) TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 272916747.20 244870184.76 U.S. Treasuries (including strips) TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 220952657.92 200636723.88 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-07 2026-12-07 Y BOFA SECURITIES INC 1.0000 7 N Fitch AA Moody's NR Standard & Poor's A+ N N 0.0368 1000000000.00 1000000000.00 0.0080 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.66000000 N/A 549300HN4UKV1E2R3U73 BYJB39BX4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 373800.00 355953.22 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 100.00 96.62 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 100.00 99.33 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 100.00 99.92 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 16736900.00 10544202.25 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 21499800.00 10007508.17 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 111582200.00 95793355.09 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 100.00 67.36 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 100.00 66.16 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 200.00 200.35 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 100.00 62.50 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 117623700.00 67321720.13 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 1613700.00 1195948.01 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 2777000.00 1894437.89 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 100.00 98.92 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 100.00 70.51 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 365300.00 219617.30 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 100.00 99.48 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 100.00 99.54 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 5458900.00 3891305.90 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 1000.00 980.98 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 914800.00 927950.38 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 100.00 99.84 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 131518200.00 95668863.26 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 72600.00 61264.63 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 150800.00 149647.27 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 100.00 96.59 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 200.00 151.50 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 100.00 93.88 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 45000000.00 37009848.91 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 1000.00 762.65 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 100.00 97.23 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 100.00 86.34 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 100.00 99.82 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 1067700.00 748549.89 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 14324100.00 9990019.07 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 445600.00 388483.21 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 977000.00 992704.15 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125 N/A 28833000.00 28871240.59 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 100.00 95.48 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 1107600.00 1092065.21 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 100.00 100.04 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 600.00 564.64 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 10925900.00 11160487.92 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 132100.00 134513.80 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 125054000.00 127681329.49 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 1788000.00 1843492.65 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 48600.00 50256.12 U.S. Treasuries (including strips) BILL 01/07/27 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0 N/A 2026700.00 1999408.46 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 N/A 100.00 96.95 U.S. Treasuries (including strips) BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0 N/A 200.00 192.56 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 200.00 199.68 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 900.00 897.24 U.S. Treasuries (including strips) BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0 N/A 100.00 99.64 U.S. Treasuries (including strips) BILL 10/13/26 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0 N/A 100.00 99.57 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-02 2026-09-02 2026-09-02 N N N 0.0366 500000000.00 500000000.00 0.0040 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.66000000 N/A 549300HN4UKV1E2R3U73 BYJC2DB14 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 3603100.00 3481156.31 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 3136500.00 3014821.44 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 52400.00 51923.40 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 1800.00 1093.46 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 33077900.00 33050253.17 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 30600000.00 14243376.68 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 760100.00 652546.10 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 191612500.00 169352113.59 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 200.00 184.91 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 100.00 52.84 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 9700.00 5105.96 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 109800.00 95791.96 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 800.00 752.90 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 21528200.00 14242044.36 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 15500.00 15527.09 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 800.00 474.55 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 6881900.00 3938843.50 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 12963500.00 12822892.38 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 100.00 60.12 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 27517000.00 26443954.74 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 300.00 288.07 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 790100.00 786447.65 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 100.00 74.80 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 100.00 71.28 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 3308900.00 3221909.02 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 100.00 55.52 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 2154200.00 2095899.53 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 6768800.00 6757870.89 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 3100.00 2493.73 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 100.00 75.38 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 402500.00 387950.43 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 9714800.00 8197983.93 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 1000.00 1005.01 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.75 N/A 20399900.00 19435719.13 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 36950500.00 30214020.61 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 5089900.00 5112243.08 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 7000.00 6980.18 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 72600.00 62683.95 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 10003000.00 8565626.74 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 4874300.00 4897294.20 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 23700.00 23656.68 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 25120000.00 24938368.26 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 158000.00 110193.52 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 113000000.00 103897456.96 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.5 N/A 25529600.00 25338383.30 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 1595800.00 1617569.07 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 N/A 130048400.00 130649742.39 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 200000.00 204190.53 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 370900.00 373980.07 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 17164900.00 16810699.30 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 54230000.00 54104750.04 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125 N/A 100.00 99.07 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 100109000.00 101718137.30 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 43610000.00 44057263.21 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 5724500.00 5728793.38 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 26000.00 25667.93 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 1000.00 985.97 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 24551100.00 24268439.56 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 7800.00 7764.75 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 900.00 909.85 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 100.00 101.06 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 N/A 100.00 98.36 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 467900.00 465819.93 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 56923700.00 52625725.53 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 17650200.00 16192494.16 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 117800.00 119371.95 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 26100.00 26660.39 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 700.00 711.48 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 538200.00 541092.12 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 100.00 96.05 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 N/A 455000.00 465771.81 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5 N/A 437300.00 453384.29 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125 N/A 14600000.00 15325635.23 U.S. Treasuries (including strips) BILL 01/07/27 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0 N/A 9400.00 9273.42 U.S. Treasuries (including strips) BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0 N/A 55000.00 54001.42 U.S. Treasuries (including strips) BILL 02/25/27 254900HROIFWPRGM1V77 912797WC7 2027-02-25 0 N/A 232532500.00 228118103.02 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 N/A 3320700.00 3219518.27 U.S. Treasuries (including strips) BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0 N/A 14533800.00 13992779.29 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 N/A 4951700.00 4947228.61 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 4911200.00 4903278.23 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 25794900.00 25715916.02 U.S. Treasuries (including strips) BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0 N/A 100.00 99.64 U.S. Treasuries (including strips) BILL 10/13/26 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0 N/A 1666000.00 1658836.20 U.S. Treasuries (including strips) BILL 11/19/26 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0 N/A 925600.00 918008.23 U.S. Treasuries (including strips) BILL 12/31/26 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0 N/A 212000.00 209287.04 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 1250000000.00 1250000000.00 0.0100 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.69000000 N/A 549300HN4UKV1E2R3U73 BYJC2DBC0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 54400.00 53222.36 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 4247400.00 4140377.54 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 60000.00 58278.14 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 1756100.00 1672256.40 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 100.00 96.62 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 200.00 174.40 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 48482900.00 41793459.22 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 2125500.00 2089956.76 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 7381700.00 7068716.20 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 9825900.00 9263421.19 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 100.00 45.52 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 66429700.00 66208494.18 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 47721900.00 47404452.88 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 24441900.00 23344556.19 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 159000.00 150072.37 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 2280100.00 1478505.47 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 100000000.00 92595886.96 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 17700100.00 11151015.67 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 53088800.00 24711234.50 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 463800.00 398172.45 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 100.00 88.38 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 118900.00 119493.31 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 258800.00 258422.59 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 65500.00 64823.12 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 4515400.00 2678455.18 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 400.00 397.25 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 82916100.00 61450917.02 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 1000.00 738.09 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 1411000.00 956045.14 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 12953400.00 12812901.93 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 47329500.00 46351040.78 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 1345900.00 949046.05 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 837600.00 513876.07 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 5261000.00 5233706.50 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 11590000.00 11138039.59 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 200.00 192.05 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 11971700.00 11916359.15 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 114404100.00 85570777.47 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 18028100.00 12851096.72 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 14499700.00 14118502.89 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 6022400.00 5951444.97 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 100.00 98.10 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 105187700.00 104747986.10 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 2437000.00 2453935.07 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 12034500.00 12070559.81 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 100.00 99.19 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 99830000.00 99619013.64 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 347890000.00 253061863.98 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 32291500.00 27249680.69 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 37693000.00 37404872.25 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 680500.00 687503.00 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 300000000.00 300875680.43 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 2114000.00 2082083.31 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 492000.00 475225.75 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 1000.00 794.70 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 100.00 99.75 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 30000000.00 24673232.61 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 375695000.00 367384250.90 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 57279900.00 55694698.07 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 20425400.00 20515061.14 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 601000.00 514639.78 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 150000000.00 150707615.57 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 270044900.00 269551334.24 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 125403500.00 124967728.97 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 795700.00 801944.21 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 3040000.00 3041291.30 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 32060000.00 31828188.16 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 734300.00 710307.87 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 1743100.00 1744372.69 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 300.00 305.88 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 1379900.00 1401654.84 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.5 N/A 39052800.00 38760294.53 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 100.00 100.60 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 39302100.00 36687953.29 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 265730800.00 265982400.85 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 N/A 53600.00 54223.59 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 16860100.00 17000111.77 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 36141600.00 35784882.41 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 96826400.00 97996679.13 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 74616700.00 74962575.57 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 3011400.00 3042284.85 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 400.00 400.30 U.S. Treasuries (including strips) 4 1/8 NOTE BG 28 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125 N/A 1002000.00 997734.49 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 2100.00 2103.71 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 58819100.00 58613106.83 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 300.00 295.79 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 13480000.00 13324802.77 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 40513000.00 40329936.51 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125 N/A 605449500.00 602093404.09 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 213236700.00 201184821.31 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 100.00 93.61 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 N/A 788531200.00 786932422.99 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 N/A 16304000.00 16208703.12 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 100.00 99.40 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 N/A 693200.00 681804.95 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 100000000.00 94105836.96 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 100.00 94.38 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 192107400.00 176222302.20 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 100016000.00 102163424.51 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 3245400.00 3304701.65 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 13232000.00 13429201.39 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 64317900.00 65373143.40 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 12113900.00 12489868.91 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 200000000.00 176535426.09 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 466395200.00 452518807.23 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 335700.00 334173.57 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 107776200.00 107978206.17 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5 N/A 52996000.00 52065332.64 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 100.00 99.84 U.S. Treasuries (including strips) BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0 N/A 100000.00 99787.50 U.S. Treasuries (including strips) BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0 N/A 4546300.00 4529956.05 U.S. Treasuries (including strips) BILL 12/08/26 254900HROIFWPRGM1V77 912797WE3 2026-12-08 0 N/A 1934400.00 1914647.84 U.S. Treasuries (including strips) BILL 12/15/26 254900HROIFWPRGM1V77 912797WF0 2026-12-15 0 N/A 21541900.00 21305413.02 U.S. Treasuries (including strips) TRFR AX 01/31/28 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.849607854 N/A 3426000.00 3440515.60 U.S. Treasuries (including strips) TRFR BB 04/30/27 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.910607854 N/A 4000.00 4017.92 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.853607854 N/A 25843000.00 25950567.30 U.S. Treasuries (including strips) TRFR BF 07/31/28 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800607854 N/A 3283200.00 3293596.91 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.955607854 N/A 100000.00 100375.22 U.S. Treasuries (including strips) TRFR BK 10/31/27 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.940607854 N/A 11354900.00 11414482.05 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 6000000000.00 6000000000.00 0.0479 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.67000000 N/A 549300HN4UKV1E2R3U73 BYJC2DBK2 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 4.125 N/A 5093200.00 5099955.00 U.S. Treasuries (including strips) 4 3/8 TPRN 38 254900HROIFWPRGM1V77 912803DC4 2038-02-15 0 N/A 100.00 58.22 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 5000000.00 5000000.00 0.0000 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.67000000 N/A 549300HN4UKV1E2R3U73 BYJC2DD53 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.5 N/A 30460360.00 47911180.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 291400.00 328864.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 56832720.00 57415595.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 56176160.00 73142108.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 153324800.00 157070527.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 15579360.00 15701618.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 43036960.00 42829623.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.849607854 N/A 13543120.00 13600500.76 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 400000000.00 400000000.00 0.0032 N Y Y N Bank of Montreal Bank of Montreal 3.66000000 N/A NQQ6HPCNCCU6TUTQYE16 BYJC2DAZ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 13893700.00 8428406.21 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 1904300.00 1771632.88 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 10000000.00 10000000.00 0.0001 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 3.66000000 N/A L3I9ZG2KFGXZ61BMYR72 BYJC2DB48 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 115400.00 112088.30 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 3400.00 3693.83 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 49944300.00 35437259.30 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 5266600.00 5251116.31 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 40000000.00 40000000.00 0.0003 N Y Y N Barclays Bank plc Barclays Bank plc 3.67000000 N/A G5GSEF7VJP5I7OUK5573 BYJB96GK7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 2999000.00 2890877.05 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 11097500.00 10586382.32 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 300.00 272.18 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 2570000.00 2422881.61 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 340800.00 315566.78 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 5522100.00 4740724.65 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 26002100.00 22981332.60 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 113726000.00 99217089.10 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 47627200.00 44761013.74 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 156105900.00 106493673.52 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 100000000.00 96100427.87 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 25000000.00 23841631.93 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 163642900.00 161759433.71 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 100.00 100.69 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 3258100.00 3208909.95 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 5031700.00 4860149.22 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 100.00 70.54 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 1528000.00 1537109.21 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.25 N/A 871000.00 868746.57 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 190506600.00 188626299.86 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 1000.00 996.50 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 100.00 94.38 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 4084800.00 4066226.41 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 764000000.00 764000000.00 0.0061 N Y Y N Barclays Bank plc Barclays Bank plc 3.68000000 N/A G5GSEF7VJP5I7OUK5573 BYJC2DBW6 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 1.25 N/A 91466400.00 78343576.40 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 299200.00 181757.76 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 400.00 375.47 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 33399900.00 15546645.64 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 273431400.00 136901639.30 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 2412500.00 2424538.45 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 17112100.00 11507155.15 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 235069400.00 124218714.42 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 57789200.00 30419525.08 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 1119900.00 754366.83 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 74105600.00 49301414.98 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 100.00 66.16 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 156401000.00 111365685.65 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 4887100.00 2898941.03 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 24202900.00 17937293.24 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 173774000.00 128260617.44 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 200000000.00 135513130.43 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 3377400.00 2407535.68 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 230981200.00 153882562.71 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 51869900.00 28795759.91 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 160059200.00 86632772.71 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 31428100.00 31276691.03 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 38375000.00 38073515.99 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 26822900.00 27009296.29 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 35187400.00 34466387.99 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 8730500.00 7023067.76 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 6192500.00 6179412.42 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 138110600.00 104112700.23 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.75 N/A 356100.00 306852.59 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 78515500.00 66256516.54 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 N/A 100.00 80.66 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 9624500.00 7648550.61 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 N/A 9784100.00 9653531.19 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 3428800.00 3420336.37 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 179562000.00 147679166.46 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 40260100.00 32920244.41 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 1278000.00 974661.70 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 N/A 300.00 298.29 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 11800800.00 11852601.84 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 N/A 55295200.00 49089628.86 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 70460800.00 60836931.54 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 977800.00 988909.29 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 N/A 235797600.00 236215116.37 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 42319700.00 42242351.55 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 100.00 100.78 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 10638900.00 10181616.49 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 132261600.00 131022542.98 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 59800000.00 46456248.80 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 30116700.00 22081936.32 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 N/A 52999900.00 37846081.03 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 147795900.00 104251732.17 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 77500000.00 54334191.96 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 100000000.00 69742734.78 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 225159600.00 226188471.69 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 42065000.00 42315771.41 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 2635000.00 2504177.06 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 69424700.00 64806973.43 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 30640000.00 26063696.19 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 164860800.00 140273431.62 U.S. Treasuries (including strips) 4 1/4 NOTE BE 28 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.25 N/A 84353000.00 84500800.21 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 16606100.00 16538751.07 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125 N/A 811048000.00 812123675.68 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 39695000.00 40102111.06 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 99998900.00 100073899.18 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 197077200.00 193111612.58 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 210297100.00 210668243.35 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 15327200.00 14460925.32 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 56476900.00 52829803.51 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 500.00 468.04 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 57352600.00 52999378.07 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 23500000.00 22463665.84 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 667900.00 635663.59 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 7083000.00 7133513.38 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 99800.00 100455.51 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 250000000.00 241935217.39 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 136068400.00 128424943.98 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 209546400.00 197195393.53 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 49276400.00 45201801.97 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 18623800.00 18964103.84 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 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37547847.00 U.S. Treasuries (including strips) BILL 10/20/26 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0 N/A 17700.00 17610.65 U.S. Treasuries (including strips) BILL 12/03/26 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0 N/A 100000000.00 99027100.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 6000000000.00 6000000000.00 0.0479 N Y Y N Citibank NA Citibank NA 3.78000000 N/A E57ODZWZ7FF32TWEFA76 BYJ1LMJM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 30400.00 24940.50 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 95298100.00 59198382.12 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 600.00 391.58 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 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2055-02-15 4.625 N/A 152400.00 139148.34 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 768676800.00 784927826.52 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-25 2026-09-25 2026-09-25 N N N 0.0378 2500000000.00 2500000000.00 0.0200 N N N Y Citibank NA Citibank NA 3.66000000 N/A E57ODZWZ7FF32TWEFA76 BYJC2DC39 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 21270600.00 17450641.57 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 77295000.00 74659722.01 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 101800.00 102103.40 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 10692100.00 9762388.43 U.S. Treasuries 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Citigroup Global Markets, Inc. 3.68000000 N/A MBNUM2BPBDO7JBLYG310 BYJC2DBB2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 354055200.00 338395022.93 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 356152000.00 341993997.94 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 900988800.00 897222415.72 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 63338000.00 63235732.54 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 5045600.00 5067748.61 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 271487200.00 271685421.07 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 1880000000.00 1880000000.00 0.0150 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.66000000 N/A MBNUM2BPBDO7JBLYG310 BYJC2DBT3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 900.00 1047.49 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 600.00 807.43 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 41214400.00 35694882.44 U.S. Treasuries (including strips) 1 1/4 TRIN X 31 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.25 N/A 300.00 296.73 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 1800.00 1808.94 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 300.00 332.30 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 1000.00 989.28 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 35000000.00 35000000.00 0.0003 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.66000000 N/A MBNUM2BPBDO7JBLYG310 BYJC2DBY2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 258601200.00 198900032.25 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 195000000.00 195000000.00 0.0016 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.66000000 N/A MBNUM2BPBDO7JBLYG310 BYJC2DBZ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 395787392.00 392700078.26 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 385000000.00 385000000.00 0.0031 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.66000000 N/A 254900BN8XS34XZDJ223 BYJB2KJP9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 27214700.00 36623149.02 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 15827200.00 7274647.68 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 95487200.00 100435157.77 U.S. Treasuries (including strips) 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 25399800.00 22870011.55 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 100.00 98.91 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 100.00 97.16 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 N/A 1034600.00 1018698.31 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 262800.00 254107.10 U.S. Treasuries (including strips) 3 3/8 TRIB 32 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 N/A 100.00 202.45 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 59357800.00 58435005.15 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 37721000.00 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20189386.93 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 12504850.00 12353383.31 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125 N/A 186850.00 185969.72 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 67876450.00 65681476.12 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 150.00 142.44 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 70262100.00 66236729.31 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 23199950.00 21888647.47 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 250.00 232.87 U.S. Treasuries (including strips) 4 3/4 TPRN 37 254900HROIFWPRGM1V77 912803CZ4 2037-02-15 0 N/A 67850.00 41763.98 U.S. Treasuries 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912810UQ9 2045-11-15 4.625 N/A 100.00 94.27 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 8562850.00 7966300.81 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 50708550.00 46902537.11 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 500.00 462.28 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 84731800.00 77364104.75 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 50.00 50.75 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 1306700.00 1339990.82 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 158009800.00 151662408.94 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 25872150.00 25347181.58 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 50.00 48.78 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 50.00 49.74 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 127564000.00 126403794.33 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 2.95 2.77 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 383573.31 313365.20 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 143691.92 106543.97 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 9.89 6.28 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 236.44 142.32 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 0.01 0.01 U.S. Treasuries (including strips) TINT 02/15/41 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 32.20 15.24 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 0.06 0.03 U.S. Treasuries (including strips) TINT 02/15/50 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 854.40 241.01 U.S. Treasuries (including strips) TINT 02/15/52 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 102.39 26.01 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 20230925.16 17943252.61 U.S. Treasuries (including strips) TINT 05/15/30 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 112495.50 95258.38 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 203873.78 141910.42 U.S. Treasuries (including strips) TINT 05/15/36 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 3989059.79 2501846.55 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 0.17 0.10 U.S. Treasuries (including strips) TINT 05/15/38 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 9.59 5.37 U.S. Treasuries (including strips) TINT 05/15/42 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 7.58 3.32 U.S. Treasuries (including strips) TINT 05/15/43 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 25.61 10.53 U.S. Treasuries (including strips) TINT 05/15/45 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 70394.00 25612.15 U.S. Treasuries (including strips) TINT 05/15/46 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 9322074.39 3204826.63 U.S. Treasuries (including strips) TINT 05/15/48 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 N/A 4864061.44 1502887.98 U.S. Treasuries (including strips) TINT 05/15/52 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) TINT 05/15/54 254900HROIFWPRGM1V77 912834XP8 2054-05-15 0 N/A 28.62 6.48 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 3032953.74 2659454.59 U.S. Treasuries (including strips) TINT 08/15/32 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 1228029.61 933421.62 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 1006425.47 691529.03 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 33.92 22.11 U.S. Treasuries (including strips) TINT 08/15/38 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 945035.03 521527.98 U.S. Treasuries (including strips) TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 13.01 4.67 U.S. Treasuries (including strips) TINT 08/15/47 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 1.33 0.43 U.S. Treasuries (including strips) TINT 08/15/48 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) TINT 08/15/50 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 64.32 17.67 U.S. Treasuries (including strips) TINT 11/15/27 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 4161984.72 3953985.37 U.S. Treasuries (including strips) TINT 11/15/29 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 0.63 0.55 U.S. Treasuries (including strips) TINT 11/15/30 254900HROIFWPRGM1V77 9128337N4 2030-11-15 0 N/A 205.34 169.77 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 N/A 158.35 71.53 U.S. Treasuries (including strips) TINT 11/15/43 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 3970975.18 1582088.14 U.S. Treasuries (including strips) TINT 11/15/44 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 775104.01 290633.78 U.S. Treasuries (including strips) TINT 11/15/46 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 124939.09 41757.40 U.S. Treasuries (including strips) TINT 11/15/47 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 30.58 9.72 U.S. Treasuries (including strips) TINT 11/15/51 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 N/A 0.01 0.01 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.8536 N/A 200.00 200.80 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.9096 N/A 100.00 100.47 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 1200000000.00 1200000000.00 0.0096 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.67000000 N/A 254900BN8XS34XZDJ223 BYJC5QHJ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 TRIN A 28 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 41189500.00 54416995.56 U.S. Treasuries (including strips) 0 5/8 TPRN E 30 254900HROIFWPRGM1V77 912821EZ4 2030-08-15 0 N/A 174900.00 146729.38 U.S. Treasuries (including strips) 0 5/8 TRIB 43 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 584800.00 602592.30 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 15500.00 15359.32 U.S. Treasuries (including strips) 1 TRIB 46 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 1450200.00 1456100.61 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 90778400.00 82443640.41 U.S. Treasuries (including strips) 2 3/8 TRIB 56 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375 N/A 3240400.00 2954392.04 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 22789300.00 21854432.38 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 14748600.00 14005052.54 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 173100.00 163316.08 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 N/A 15454800.00 15245073.32 U.S. Treasuries (including strips) 4 3/8 TPRN 40 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 100.00 50.74 U.S. Treasuries (including strips) TINT 11/15/50 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 N/A 1834065.92 496292.74 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 190000000.00 190000000.00 0.0015 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.67000000 N/A 254900BN8XS34XZDJ223 BYJC7XTC2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 1878800.00 1883310.02 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 N/A 3273000.00 3216730.30 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 5000000.00 5000000.00 0.0000 N Y Y N Deutsche Bank AG Deutsche Bank AG 3.66000000 N/A 7LTWFZYICNSX8D621K86 BYJC2DCF2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 202488100.00 198986729.70 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 2932900.00 2973319.69 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 198000000.00 198000000.00 0.0016 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 3.67000000 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 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 1063128900.00 1122000060.29 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1100000000.00 1100000000.00 0.0088 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 3.67000000 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 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 804400.00 729792.04 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 9870300.00 8454193.04 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 22378500.00 21121978.78 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 6200900.00 5820667.01 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 100.00 64.84 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 9788400.00 9063655.80 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 14049100.00 13228087.24 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 326000.00 326511.29 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 34882000.00 23456652.66 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 94600.00 94765.34 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 698100.00 632971.91 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 38433700.00 25605011.36 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 10710100.00 5945750.20 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 13975000.00 14001658.22 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 22400.00 22224.02 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 52538200.00 51116325.57 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 677100.00 675668.98 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 292700.00 285318.56 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 50000.00 49470.85 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 3949000.00 3882408.79 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 34808900.00 34542818.50 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 38750300.00 38165256.86 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 60977400.00 59821447.45 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 2676600.00 2696062.42 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 759400.00 624561.76 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 2202400.00 1800878.45 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 62000.00 60628.50 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 7601200.00 7477617.32 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 85559100.00 83191280.74 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 114200.00 114701.30 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 4650600.00 4652575.44 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 N/A 100000.00 96004.05 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 18381400.00 16511524.91 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 886600.00 857478.58 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 131086900.00 128758773.86 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 1554100.00 1538761.03 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 200800.00 200175.31 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125 N/A 34172400.00 34217722.13 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 1510000.00 1441692.85 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 2381600.00 2354180.29 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 49356600.00 48722170.26 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 1600.00 1617.18 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 5613100.00 5295854.42 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 1100.00 1105.84 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 N/A 1900.00 1868.77 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 2130100.00 1954177.96 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 14942800.00 15256741.65 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 98007100.00 93792513.46 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 35112900.00 34532363.16 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 300000.00 298635.90 U.S. Treasuries (including strips) 6 3/8 BOND 27 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375 N/A 12960200.00 13260082.69 U.S. Treasuries (including strips) BILL 01/28/27 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0 N/A 1600.00 1574.69 U.S. Treasuries (including strips) TRFR BF 07/31/28 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800607854 N/A 1280000.00 1284053.37 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 800000000.00 800000000.00 0.0064 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 BYJC2DCA3 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 0.625 N/A 91975500.00 79285156.39 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 14500000.00 13627395.67 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 2129800.00 2115145.40 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 158611000.00 159086257.17 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 117849200.00 116423895.07 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125 N/A 217369000.00 215354799.78 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 348548400.00 345797504.48 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 17651000.00 17553399.95 U.S. Treasuries (including strips) BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0 N/A 1401796000.00 1396756543.38 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 2300000000.00 2300000000.00 0.0184 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 BYJC2DCJ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 8770500.00 8413095.07 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 120377400.00 103768296.83 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 13089600.00 12870711.85 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 851200.00 852304.68 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 1115000.00 1011583.94 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 3500100.00 3468265.14 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 430502800.00 405858878.93 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 113500000.00 97215982.28 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 15085300.00 14303519.09 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 1390000.00 1370428.80 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 1531300.00 1441812.64 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 2355200.00 2345266.64 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 175538300.00 155145317.35 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 37256900.00 36609682.86 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 39653500.00 37816166.07 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 45593300.00 45056126.47 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 487000.00 488459.23 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 206010000.00 201788725.22 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 N/A 10394800.00 9980858.27 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 678900.00 667451.84 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 279348000.00 269250128.50 U.S. Treasuries (including strips) 3 3/4 NOTE BA 28 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 N/A 19977100.00 20043003.80 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 7210300.00 7045385.55 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 475000.00 478453.88 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 2800000.00 2790167.30 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 N/A 31175000.00 30758969.62 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 7560000.00 7437087.17 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 664754600.00 651258199.35 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 100600.00 99406.09 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 N/A 3064800.00 3047367.42 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 3014000.00 3016708.18 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 9216000.00 9199155.76 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 2213200.00 2205509.24 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 47204300.00 46862986.34 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 669000.00 661611.92 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 75751800.00 75042139.75 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 71749000.00 71278883.78 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 555929600.00 548775212.06 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 1201400.00 1202277.18 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 1276900800.00 1259658253.32 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 1106275200.00 1121366425.94 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.25 N/A 12421000.00 12388864.71 U.S. Treasuries (including strips) 4 1/4 NOTE BE 28 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.25 N/A 77713200.00 77849366.20 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 N/A 1491800.00 1509155.69 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 21485000.00 21397863.85 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 89800000.00 89556746.44 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 98953100.00 100543657.53 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 3237400.00 3252406.53 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125 N/A 50852900.00 50730819.60 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 N/A 3548700.00 3562660.10 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125 N/A 52072900.00 52236238.54 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 13700000.00 13724178.48 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 64242900.00 65812355.10 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 21455700.00 21775462.23 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 2549000.00 2590820.64 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 32900.00 32750.40 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 86388000.00 85885968.65 U.S. Treasuries (including strips) 5 3/8 BOND 31 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 20221300.00 20996300.66 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 N/A 176000.00 180266.26 U.S. Treasuries (including strips) 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 N/A 150000.00 161859.96 U.S. Treasuries (including strips) BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0 N/A 4019800.00 3946816.51 U.S. Treasuries (including strips) BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0 N/A 11925500.00 11677747.74 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0 N/A 22051000.00 21379106.03 U.S. Treasuries (including strips) BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0 N/A 16210400.00 16175952.90 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 19995600.00 19934373.47 U.S. Treasuries (including strips) BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0 N/A 571364000.00 569309946.42 U.S. Treasuries (including strips) BILL 10/13/26 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0 N/A 12455100.00 12401543.07 U.S. Treasuries (including strips) BILL 10/20/26 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0 N/A 199050500.00 198045693.08 U.S. Treasuries (including strips) BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0 N/A 12350400.00 12276285.25 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0 N/A 60669300.00 60260874.27 U.S. Treasuries (including strips) BILL 11/12/26 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0 N/A 281966400.00 279862366.72 U.S. Treasuries (including strips) BILL 12/01/26 254900HROIFWPRGM1V77 912797VZ7 2026-12-01 0 N/A 69913600.00 69252776.65 U.S. Treasuries (including strips) BILL 12/10/26 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0 N/A 30699900.00 30381388.54 U.S. Treasuries (including strips) BILL 12/15/26 254900HROIFWPRGM1V77 912797WF0 2026-12-15 0 N/A 148936600.00 147301574.01 U.S. Treasuries (including strips) BILL 12/22/26 254900HROIFWPRGM1V77 912797WG8 2026-12-22 0 N/A 98822300.00 97655603.93 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 7300000000.00 7300000000.00 0.0583 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.66000000 N/A CYYGQCGNHMHPSMRL3R97 BYJC2DCN5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 16199600.00 20148971.81 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.25 N/A 47827500.00 52579690.77 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875 N/A 45580000.00 45660706.49 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 135522200.00 138176295.65 U.S. Treasuries (including strips) 4 1/2 TPRN 44 254900HROIFWPRGM1V77 912803GZ0 2044-02-15 0 N/A 2880000.00 1141407.36 U.S. Treasuries (including strips) 4 1/2 TPRN 54 254900HROIFWPRGM1V77 912803HF3 2054-11-15 0 N/A 56176600.00 12600636.09 U.S. Treasuries (including strips) 4 1/2 TPRN AN 27 254900HROIFWPRGM1V77 912821PS8 2027-05-15 0 N/A 50000.00 48593.25 U.S. Treasuries (including strips) 4 1/8 TPRN 53 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 N/A 175699600.00 41743238.07 U.S. Treasuries (including strips) 4 TPRN 52 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 N/A 127775000.00 31396106.35 U.S. Treasuries (including strips) 5 1/4 TPRN 29 254900HROIFWPRGM1V77 912803BW2 2029-02-15 0 N/A 48000.00 43261.25 U.S. Treasuries (including strips) 5 1/8 TPRN 46 254900HROIFWPRGM1V77 912803HY2 2046-08-15 0 N/A 85000.00 29181.18 U.S. Treasuries (including strips) TINT 02/15/32 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 54597959.68 42437847.50 U.S. Treasuries (including strips) TINT 05/15/38 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 41250867.20 22976691.78 U.S. Treasuries (including strips) TINT 05/15/46 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 4810188.80 1634829.25 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 49672110.08 34029617.53 U.S. Treasuries (including strips) TINT 08/15/52 254900HROIFWPRGM1V77 912834D47 2052-08-15 0 N/A 11157401.60 2720341.87 U.S. Treasuries (including strips) TINT 11/15/49 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 N/A 41271375.58 11632584.84 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 450000000.00 450000000.00 0.0036 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.66000000 N/A CYYGQCGNHMHPSMRL3R97 BYJC2DCP0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 1000.00 974.80 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 98800.00 95964.68 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 601800.00 580103.30 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 11055400.00 10604883.56 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 24876700.00 23688981.70 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 2223600.00 1916798.21 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 700.00 688.29 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 82500.00 79002.00 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 10998500.00 10961875.84 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 520400.00 516938.29 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 20484900.00 19638656.69 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 35935400.00 34322043.89 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 62650600.00 59403793.94 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 53193800.00 50207043.12 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 99400.00 99316.92 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 999900.00 985821.41 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 26047500.00 24854498.45 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 60700.00 56977.94 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 844884000.00 782327833.55 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 155981400.00 147130358.38 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 10141300.00 9494077.93 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 999800.00 1004789.03 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 99800.00 99956.52 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 27661200.00 27620861.66 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 14999200.00 14844198.27 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 48944100.00 45998663.21 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 33849900.00 33616987.67 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 50303700.00 49446035.04 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 10045900.00 9688703.64 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 2100.00 2100.91 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 17298600.00 16610934.02 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 50192500.00 49960478.17 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 60423900.00 59494550.21 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 29185100.00 28841245.46 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 218171200.00 217259183.58 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 37578800.00 37283571.14 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 62416900.00 58684852.43 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 24137200.00 24304932.96 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 16543500.00 16095772.83 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 N/A 230607200.00 221423960.08 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 168807000.00 164549948.01 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 14529100.00 14284098.63 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 8891100.00 8569704.52 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 990600.00 995562.26 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 13999900.00 14143972.51 U.S. Treasuries (including strips) 3 3/4 NOTE BA 28 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 N/A 2117000.00 2123983.91 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.75 N/A 244400.00 232848.68 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 55734700.00 53834481.14 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 29174700.00 28235828.03 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 17341300.00 16944668.66 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 30164300.00 29371792.36 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 119887000.00 120758736.82 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 N/A 25070400.00 24735835.51 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 417000.00 407775.54 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 61840800.00 61106878.76 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 40149400.00 39141758.00 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 200033000.00 200911082.56 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 19934700.00 20028740.69 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 69118300.00 68991971.28 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 N/A 26099800.00 26105392.31 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 189856600.00 180068122.00 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 2629600.00 2630716.98 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 99887400.00 99165157.88 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 24618500.00 24346626.40 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 70123400.00 69466467.89 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 312998400.00 310947561.34 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 4883200.00 4820356.96 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 93804000.00 93872489.16 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 44600.00 44621.79 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 N/A 22765000.00 22514687.94 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 20682800.00 20777310.50 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 28118900.00 28502483.28 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 7628800.00 7651276.93 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 N/A 60302100.00 60580936.25 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 8699200.00 8707436.63 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 761700.00 777659.64 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 21247600.00 20549697.64 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.25 N/A 640900.00 631690.48 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 21183900.00 21126516.27 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 38792800.00 38672115.60 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 2513900.00 2512381.26 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125 N/A 12928300.00 12945446.53 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125 N/A 957100.00 954802.33 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 N/A 1200.00 1204.72 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125 N/A 982100.00 985180.58 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 2075000.00 2048498.05 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 39540400.00 39032147.70 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 66366600.00 66066713.50 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 59556400.00 59046171.53 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 4833700.00 4885598.72 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125 N/A 389000.00 386843.72 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375 N/A 420600.00 419747.22 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 N/A 276343200.00 274727974.00 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 21500.00 21653.33 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 7612400.00 7567088.51 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 97463400.00 97030122.75 U.S. Treasuries (including strips) 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375 N/A 254213200.00 251436038.23 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 24900.00 25063.55 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 700.00 709.34 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 47300300.00 48005233.85 U.S. Treasuries (including strips) 4 5/8 NOTE E 36 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625 N/A 1800.00 1784.14 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 126182000.00 128766782.72 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 468976000.00 481410503.58 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 199800600.00 206001642.91 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 600.00 603.22 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 957800.00 962512.66 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4 N/A 2141800.00 2151340.96 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 22377200.00 22062656.35 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 65881200.00 64443417.28 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 23771200.00 23153114.69 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 16236800.00 16147019.67 U.S. Treasuries (including strips) BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0 N/A 600.00 591.00 U.S. Treasuries (including strips) BILL 02/25/27 254900HROIFWPRGM1V77 912797WC7 2027-02-25 0 N/A 200.00 196.20 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 700.00 699.86 U.S. Treasuries (including strips) TRFR BK 10/31/27 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.9406 N/A 220000.00 221154.40 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 5700000000.00 5700000000.00 0.0455 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.66000000 N/A CYYGQCGNHMHPSMRL3R97 BYJC2DCU9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/4 TPRN 50 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0 N/A 13171000.00 3705239.38 U.S. Treasuries (including strips) 2 1/4 TPRN 46 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 N/A 28100.00 9650.61 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 72723300.00 56058071.26 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 68377200.00 47938321.42 U.S. Treasuries (including strips) 3 TPRN 49 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0 N/A 24460700.00 7313357.93 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 N/A 282500.00 144545.64 U.S. Treasuries (including strips) 4 5/8 TPRN 44 254900HROIFWPRGM1V77 912803HG1 2044-11-15 0 N/A 899900.00 340848.82 U.S. Treasuries (including strips) 4 TPRN 42 254900HROIFWPRGM1V77 912803GN7 2042-11-15 0 N/A 2500000.00 1069830.00 U.S. Treasuries (including strips) 6 1/4 TPRN 30 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0 N/A 2846000.00 2416251.15 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 60547200.00 42038829.17 U.S. Treasuries (including strips) TINT 11/15/28 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 41699169.14 37865055.64 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 195000000.00 195000000.00 0.0016 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.67000000 N/A ZBUT11V806EZRVTWT807 BRYXTQ6Z9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 42295200.00 41150538.34 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 677699000.00 680896002.44 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 1142044800.00 1136967796.39 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 216481224.26 180985663.84 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-07 2026-09-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's AA- N N 0.0367 2000000000.00 2000000000.00 0.0160 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.65000000 N/A ZBUT11V806EZRVTWT807 BYDZ0X2C3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 116747000.00 141918595.43 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 81635600.00 77853037.10 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 483344000.00 483696904.16 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 353353600.00 354991522.60 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.853607854 N/A 215642400.00 216539976.52 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-07 2026-09-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's AA- N N 0.0365 1250000000.00 1250000000.00 0.0100 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.66000000 N/A ZBUT11V806EZRVTWT807 BYJC2DCR6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 54173600.00 52020053.37 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 51000000.00 51000000.00 0.0004 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.66000000 N/A ZBUT11V806EZRVTWT807 BYJC2DCS4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 200382500.00 147900049.34 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 145000000.00 145000000.00 0.0012 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.66000000 N/A ZBUT11V806EZRVTWT807 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 AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 840000.00 837202.86 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 49257200.00 49343292.70 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 246147200.00 248078824.68 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 258704000.00 255374677.77 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 56645900.00 56688384.42 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 87900.00 89137.31 U.S. Treasuries (including strips) BILL 02/25/27 254900HROIFWPRGM1V77 912797WC7 2027-02-25 0 N/A 598148000.00 586792758.37 U.S. Treasuries (including strips) BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0 N/A 23352900.00 22788670.58 U.S. Treasuries (including strips) BILL 10/27/26 254900HROIFWPRGM1V77 912797VN4 2026-10-27 0 N/A 767800.00 763347.53 U.S. Treasuries (including strips) BILL 12/10/26 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0 N/A 3277800.00 3243792.83 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 1200000000.00 1200000000.00 0.0096 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 3.67000000 N/A K5HU16E3LMSVCCJJJ255 BYJ3H2NN1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 2866800.00 2705669.81 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 479924800.00 416314669.76 U.S. Treasuries (including strips) 2 TPRN 50 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0 N/A 67500900.00 19391996.06 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 20305500.00 20138474.46 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 24235900.00 24165626.43 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 5100000.00 4976705.91 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 N/A 1200600.00 1200761.20 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 69000.00 68171.43 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 4969400.00 5096005.49 U.S. Treasuries (including strips) BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0 N/A 498000.00 496172.34 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 N/A 15588400.00 15445766.14 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-09-01 2026-10-05 2026-10-05 Y MUFG SECURITIES AMERICAS INC 1.0000 35 N Fitch A- Moody's NR Standard & Poor's A N N 0.0367 500000000.00 500000000.00 0.0040 N N N Y Mizuho Securities USA LLC Mizuho Securities USA LLC 3.67000000 N/A 7TK5RJIZDFROZCA6XF66 BYJC2DD12 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 3976600.00 1810237.71 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 300.00 285.51 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 5016700.00 2650995.94 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 162500.00 108108.97 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 999500.00 624685.76 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 2991000.00 1711893.65 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 75000000.00 56097712.50 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 N/A 1445300.00 1022793.28 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 23764000.00 16037315.18 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 246773000.00 243865556.92 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 100.00 98.10 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 25816200.00 25691827.09 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 1000.00 988.49 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 261529000.00 259529855.27 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.75 N/A 1000.00 952.74 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 100.00 98.49 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 31938200.00 31826043.28 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 3045000.00 3026154.93 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 3867500.00 2949533.74 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 77620000.00 66466454.85 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 229773000.00 224968393.84 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 1739500.00 1227002.16 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.25 N/A 4992500.00 4979583.53 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 10321000.00 10108024.37 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125 N/A 4999700.00 4987697.43 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 273600.00 261223.29 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 600.00 601.06 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 334468000.00 332956660.90 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 21326300.00 20120963.49 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 4551000.00 4257111.06 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 12317200.00 11529813.35 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 3000.00 2976.32 U.S. Treasuries (including strips) 6 5/8 BOND 27 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625 N/A 152000.00 154297.85 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0 N/A 125000200.00 124524074.24 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 1425000000.00 1425000000.00 0.0114 N Y Y N Natixis SA Natixis SA 3.66000000 N/A KX1WK48MPD4Y2NCUIZ63 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y N Y 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 100.00 108.24 U.S. Treasuries (including strips) 0 7/8 TRIB 47 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 64851000.00 61127042.74 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 700.00 659.04 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 1500.00 1507.37 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 39202900.00 36837765.18 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 1600.00 923.80 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 400.00 283.81 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 68487900.00 42376279.18 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 24999700.00 25169226.65 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 100.00 96.96 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 144700.00 144804.06 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125 N/A 21254000.00 21204868.03 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 4600.00 4451.25 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 100.00 91.40 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 659800.00 602428.32 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 68010700.00 60388409.67 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 1000.00 994.66 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 N/A 100.00 99.90 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 243000000.00 243000000.00 0.0019 N Y Y N Natixis SA Natixis SA 3.66000000 N/A KX1WK48MPD4Y2NCUIZ63 BYJC2DDE4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 161900.00 154610.77 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 N/A 900.00 1023.63 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 100.00 98.96 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 232200.00 228595.68 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 100.00 94.20 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 750000.00 737310.90 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 110197300.00 111329098.53 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 N/A 10736600.00 10738041.56 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 8051000.00 7946977.58 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 5002200.00 4984979.25 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 N/A 3250000.00 3205896.44 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 410700.00 412927.10 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 400.00 398.15 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 2050900.00 2039957.72 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 N/A 1021100.00 1020068.69 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 140000000.00 140000000.00 0.0011 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 3.67000000 N/A OXTKY6Q8X53C9ILVV871 BYJC2DDA2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 5900.00 5772.28 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 1550800.00 1490637.68 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 364900.00 349428.25 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 1030600.00 1031937.50 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 811800.00 736505.69 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 900.00 770.88 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 2400.00 2300.85 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 924800.00 880117.43 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 84300.00 72371.58 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 1000.00 924.55 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 2900.00 2895.77 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 1559100.00 1360193.48 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 667800.00 628480.60 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 87153100.00 79022295.53 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 18000.00 17359.98 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 377400.00 377563.63 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 840700.00 803515.09 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 39530400.00 37988883.54 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 1500.00 1493.07 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 1609000.00 1620181.18 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 2698000.00 2706084.21 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 442000.00 430037.88 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 300.00 297.57 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 10300.00 10283.37 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 2716000.00 2710259.85 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 1734700.00 1672409.06 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 N/A 446400.00 440442.79 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 18238000.00 17122033.04 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 100.00 96.90 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 6600.00 6492.70 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 10200.00 9944.01 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 778500.00 672168.80 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 4791300.00 4723534.40 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 93433400.00 91762929.12 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 199815000.00 189513094.61 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 800.00 770.95 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 112618500.00 108938863.11 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 121800.00 121888.93 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 23153100.00 23164411.80 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 29438700.00 29614199.45 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 1267300.00 1241149.04 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 201702900.00 195077731.47 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 200.00 199.54 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 124982000.00 124475113.76 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 289797000.00 289011987.18 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125 N/A 5400.00 5349.96 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 1088100.00 1105589.96 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 1543700.00 1559532.15 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 658700.00 659194.03 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 20960900.00 20693186.93 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 200.00 200.35 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 69020400.00 68052345.00 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 208890700.00 206485710.55 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375 N/A 1636000.00 1626437.58 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 346837100.00 344772612.48 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 100801400.00 100353283.54 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 1346900.00 1366973.35 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 400.00 398.54 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 329500.00 336249.66 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 19900.00 20427.63 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 79271900.00 78132842.07 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 100.00 98.59 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5 N/A 100.00 98.24 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 N/A 3881800.00 3975895.17 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 115000.00 114647.87 U.S. Treasuries (including strips) BILL 12/15/26 254900HROIFWPRGM1V77 912797WF0 2026-12-15 0 N/A 579200.00 572841.54 U.S. Treasuries (including strips) TRFR BB 04/30/27 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.910607854 N/A 10000.00 10044.79 U.S. Treasuries (including strips) TRFR BF 07/31/28 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800607854 N/A 335000.00 336060.84 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 2000000000.00 2000000000.00 0.0160 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 3.66000000 N/A OXTKY6Q8X53C9ILVV871 BYJC2DDC8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 1266000.00 1267643.00 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 2108000.00 2100980.52 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 24230000.00 23142169.66 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 13379900.00 12686499.77 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 28279200.00 26691362.79 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 67800.00 67743.33 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 8900.00 8354.26 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 66142100.00 62276834.04 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 4048800.00 4069003.64 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 11859800.00 11878400.74 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 11609600.00 11592669.71 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 21000.00 19763.54 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 5190000.00 5005462.12 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 17000.00 16337.07 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 4200.00 4005.39 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 199989800.00 196913856.88 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 124683200.00 121405278.67 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 59800000.00 58098772.23 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 12438700.00 12292149.07 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 263003700.00 258000775.01 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 106190900.00 104968683.94 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 1039100.00 1054037.22 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 2000600.00 2014502.46 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 34442300.00 34163123.44 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 26169200.00 26126946.41 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 112179000.00 112344624.98 U.S. Treasuries (including strips) 3 3/4 NOTE BA 28 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.75 N/A 26459300.00 26546588.37 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 159540800.00 158980543.87 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 N/A 783300.00 772846.86 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 67325900.00 67159713.19 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 103506600.00 101405122.94 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 21000000.00 20750773.83 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 32418500.00 32560807.12 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 150459200.00 150594392.50 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 100000000.00 100014232.24 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 428400.00 431761.84 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 4600.00 4601.95 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 12000.00 12099.65 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125 N/A 5196600.00 5212900.32 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 5000.00 5070.38 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 6354400.00 6265275.50 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 131296200.00 131344385.71 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 10854000.00 10911612.21 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 56661300.00 57065387.76 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 657800.00 669819.67 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 11148200.00 11443785.13 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4 N/A 70761900.00 71077119.13 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0 N/A 254300.00 253331.37 U.S. Treasuries (including strips) TRFR AX 01/31/28 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.849607854 N/A 1443600.00 1449716.38 U.S. Treasuries (including strips) TRFR BB 04/30/27 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.910607854 N/A 2215600.00 2225524.61 U.S. Treasuries (including strips) TRFR BF 07/31/28 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800607854 N/A 35330000.00 35441879.47 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 2040000000.00 2040000000.00 0.0163 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 3.66000000 N/A OXTKY6Q8X53C9ILVV871 BYJC2DDH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 7806200.00 9707574.55 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 995400.00 816637.45 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 2749900.00 2358010.32 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 22900000.00 21493985.80 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 67863800.00 59295670.68 U.S. Treasuries (including strips) 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 5869100.00 5284544.95 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 1000000.00 823038.09 U.S. Treasuries (including strips) 4 TPRN 52 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 N/A 8406400.00 2094975.76 U.S. Treasuries (including strips) 6 1/4 TPRN 30 254900HROIFWPRGM1V77 912803CH4 2030-05-15 0 N/A 358500.00 304446.09 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 4912496.09 4614621.98 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 10534881.22 9021187.35 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 20978517.09 17138672.26 U.S. Treasuries (including strips) TINT 05/15/29 254900HROIFWPRGM1V77 912833XS4 2029-05-15 0 N/A 210878.54 187032.82 U.S. Treasuries (including strips) TINT 05/15/30 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 144201.47 122106.20 U.S. Treasuries (including strips) TINT 05/15/32 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 21681298.51 16690155.19 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 1921873.92 1685200.91 U.S. Treasuries (including strips) TINT 08/15/31 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 N/A 15211856.94 12134589.55 U.S. Treasuries (including strips) TINT 08/15/32 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 50173053.01 38136387.07 U.S. Treasuries (including strips) TINT 11/15/29 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 60716256.86 52618104.67 U.S. Treasuries (including strips) TINT 11/15/55 254900HROIFWPRGM1V77 912834ZG6 2055-11-15 0 N/A 2170290.07 474542.60 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 250000000.00 250000000.00 0.0020 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.66000000 N/A 549300HXQQQCCUBS2Z23 BYJC2DDB0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/4 TPRN 46 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0 N/A 2900.00 995.97 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 6828200.00 6848659.81 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 114275300.00 113993223.60 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375 N/A 211181500.00 198259492.24 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 78772900.00 78843680.02 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 16380800.00 16455652.42 U.S. Treasuries (including strips) TINT 02/15/27 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 116679.40 114568.32 U.S. Treasuries (including strips) TINT 02/15/28 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 3572000.00 3356279.78 U.S. Treasuries (including strips) TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 3572000.00 3204919.85 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 3572000.00 3058085.64 U.S. Treasuries (including strips) TINT 02/15/31 254900HROIFWPRGM1V77 912833XZ8 2031-02-15 0 N/A 3572000.00 2916220.09 U.S. Treasuries (including strips) TINT 02/15/32 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 3347000.00 2601552.81 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0 N/A 3572000.00 2642515.59 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 3572000.00 2510690.93 U.S. Treasuries (including strips) TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 3572000.00 2383959.94 U.S. Treasuries (including strips) TINT 02/15/36 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 3222000.00 2039670.99 U.S. Treasuries (including strips) TINT 02/15/37 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 3483160.02 2086708.92 U.S. Treasuries (including strips) TINT 02/15/38 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 3572000.00 2020773.27 U.S. Treasuries (including strips) TINT 02/15/39 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 3472000.00 1850558.64 U.S. Treasuries (including strips) TINT 02/15/40 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 3372000.00 1690100.35 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 3546000.00 1561576.84 U.S. Treasuries (including strips) TINT 02/15/43 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 3572000.00 1475757.51 U.S. Treasuries (including strips) TINT 02/15/44 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 3572000.00 1387196.92 U.S. Treasuries (including strips) TINT 02/15/45 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 3474000.00 1270149.98 U.S. Treasuries (including strips) TINT 02/15/46 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 3572000.00 1231518.44 U.S. Treasuries (including strips) TINT 02/15/48 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 322000.00 99763.01 U.S. Treasuries (including strips) TINT 02/15/50 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 3572000.00 994759.14 U.S. Treasuries (including strips) TINT 02/15/51 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 3572000.00 941868.53 U.S. Treasuries (including strips) TINT 02/15/52 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 2950000.00 738951.40 U.S. Treasuries (including strips) TINT 02/15/54 254900HROIFWPRGM1V77 912834K56 2054-02-15 0 N/A 122000.00 27525.64 U.S. Treasuries (including strips) TINT 02/15/55 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0 N/A 630469.40 137481.42 U.S. Treasuries (including strips) TINT 05/15/49 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 5.12 1.48 U.S. Treasuries (including strips) TINT 05/15/51 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 N/A 10.00 2.60 U.S. Treasuries (including strips) TINT 05/15/52 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 N/A 10.00 2.47 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 3345000.00 3072469.47 U.S. Treasuries (including strips) TINT 08/15/29 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 3517875.10 3083392.90 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 3572000.00 2986313.45 U.S. Treasuries (including strips) TINT 08/15/31 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0 N/A 3572000.00 2846562.52 U.S. Treasuries (including strips) TINT 08/15/32 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 3572000.00 2710072.83 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0 N/A 3572000.00 2575519.16 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 3572000.00 2447123.62 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 3572000.00 2320778.41 U.S. Treasuries (including strips) TINT 08/15/36 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 3572000.00 2199491.15 U.S. Treasuries (including strips) TINT 08/15/37 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 3572000.00 2078643.24 U.S. Treasuries (including strips) TINT 08/15/38 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 3437000.00 1886937.06 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 3572000.00 1847595.57 U.S. Treasuries (including strips) TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 3572000.00 1736677.82 U.S. Treasuries (including strips) TINT 08/15/41 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 3572000.00 1623795.48 U.S. Treasuries (including strips) TINT 08/15/42 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 3572000.00 1524129.54 U.S. Treasuries (including strips) TINT 08/15/43 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 3572000.00 1430160.93 U.S. Treasuries (including strips) TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 3572000.00 1266181.13 U.S. Treasuries (including strips) TINT 08/15/47 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 23527000.00 7477045.29 U.S. Treasuries (including strips) TINT 08/15/48 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 N/A 2967064.90 892582.13 U.S. Treasuries (including strips) TINT 08/15/49 254900HROIFWPRGM1V77 912834UY2 2049-08-15 0 N/A 3572000.00 1019984.60 U.S. Treasuries (including strips) TINT 08/15/50 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 3571999.99 967797.68 U.S. Treasuries (including strips) TINT 08/15/52 254900HROIFWPRGM1V77 912834D47 2052-08-15 0 N/A 3572000.00 870907.18 U.S. Treasuries (including strips) TINT 08/15/53 254900HROIFWPRGM1V77 912834H84 2053-08-15 0 N/A 2312000.00 535621.04 U.S. Treasuries (including strips) TINT 08/15/54 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 3572000.00 794348.50 U.S. Treasuries (including strips) TINT 11/15/34 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 7.68 5.20 U.S. Treasuries (including strips) TINT 11/15/46 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 3040.00 1004.77 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 497000000.00 497000000.00 0.0040 N Y Y N Societe Generale SA Societe Generale SA 3.66000000 N/A O2RNE8IBXP4R0TD8PU41 BYJBE00H8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 106635500.00 69594152.27 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 94112200.00 50165869.88 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 96335600.00 65386242.94 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 99811700.00 70819955.31 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 80997100.00 65111640.61 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 87604400.00 64207209.20 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 88383000.00 67435512.33 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 15811900.00 14626110.62 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 78596300.00 71837660.64 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 79750200.00 72815670.46 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-02 2026-09-02 2026-09-02 N N N 0.0366 600000000.00 600000000.00 0.0048 N N Y N Societe Generale SA Societe Generale SA 3.65000000 N/A O2RNE8IBXP4R0TD8PU41 BYJBNWY57 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.75 N/A 393027100.00 366377589.90 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 N/A 9528900.00 8982411.58 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-04 2026-09-04 2026-09-04 N N N 0.0365 368000000.00 368000000.00 0.0029 N N Y N Societe Generale SA Societe Generale SA 3.66000000 N/A O2RNE8IBXP4R0TD8PU41 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 N/A 56739800.00 56100053.82 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 55000000.00 55000000.00 0.0004 N Y Y N TD Securities USA LLC TD Securities USA LLC 3.67000000 N/A SUVUFHICNZMP2WKHG940 BYJC2DDN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 50000500.00 47703477.03 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 N/A 3001600.00 3015191.21 U.S. Treasuries (including strips) 4 1/8 NOTE BG 28 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125 N/A 5404400.00 5381377.26 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 55000000.00 55000000.00 0.0004 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-15 2026-09-15 2026-09-15 N N N 0.0342 618070271.70 618070271.70 0.0049 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-12-15 2026-12-15 2026-12-15 N N N 0.0383 1774080900.10 1774080900.10 0.0142 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-22 2026-09-22 2026-09-22 N N N 0.0354 1322180651.75 1322180651.75 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-12-03 2026-12-03 2026-12-03 N N N 0.0381 361055223.90 361055223.90 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797WC7 254900HROIFWPRGM1V77 US912797WC78 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2027-02-25 2027-02-25 2027-02-25 N N N 0.0396 12164790.60 12164790.60 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-10-22 2026-10-22 2026-10-22 N N N 0.0373 41250612.92 41250612.92 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-24 2026-09-24 2026-09-24 N N N 0.0355 9976.68 9976.68 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0365 1166627691.47 1166627691.47 0.0093 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-11-17 2026-11-17 2026-11-17 N N N 0.0376 1556794028.60 1556794028.60 0.0124 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-10 2026-09-10 2026-09-10 N N N 0.0332 902979232.11 902979232.11 0.0072 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2027-03-18 2027-03-18 2027-03-18 N N N 0.0388 1741143926.90 1741143926.90 0.0139 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-03 2026-09-03 2026-09-03 N N N 0.0243 1667456442.00 1667456442.00 0.0133 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-10-08 2026-10-08 2026-10-08 N N N 0.0368 422286700.28 422286700.28 0.0034 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2027-02-18 2027-02-18 2027-02-18 N N N 0.0395 570154082.17 570154082.17 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-11-24 2026-11-24 2026-11-24 N N N 0.0377 120937254.34 120937254.34 0.0010 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2027-01-14 2027-01-14 2027-01-14 N N N 0.0389 1192966003.65 1192966003.65 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VV6 254900HROIFWPRGM1V77 US912797VV68 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2027-02-04 2027-02-04 2027-02-04 N N N 0.0393 494736480.69 494736480.69 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VJ3 254900HROIFWPRGM1V77 US912797VJ31 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0389 1000585943.62 1000585943.62 0.0080 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797WD5 254900HROIFWPRGM1V77 US912797WD51 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2027-03-04 2027-03-04 2027-03-04 N N N 0.0396 109391967.55 109391967.55 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-10-27 2026-10-27 2026-10-27 N N N 0.0375 389421633.86 389421633.86 0.0031 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-11-12 2026-11-12 2026-11-12 N N N 0.0377 364087505.55 364087505.55 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SK4 254900HROIFWPRGM1V77 US912797SK41 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-10-29 2026-10-29 2026-10-29 N N N 0.0376 95519349.39 95519349.39 0.0008 N Y 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3.5 N/A 20795800.00 20400092.09 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-09-01 2026-09-01 2026-09-01 N N N 0.0366 20000000.00 20000000.00 0.0002 N Y Y N BlackRock Liquidity Funds 2026-09-08 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer