N-MFP3 0001094885 XXXXXXXX 2026-10-31 STATE STREET MASTER FUNDS 0001094885 549300NPC2XKLU7VNS49 State Street Treasury Plus Money Market Portfolio 5493008OWE0VKOXO4934 S000019934 1 N N SSGA Funds Management, Inc. 801-60103 Ernst & Young LLP Boston MA SSGA Funds Management, Inc. None N Y 0001107414 Treasury Plus Money Market Fund 333-30810 S000019118 0001107414 State Street Treasury Obligations Money Market Fund 333-30810 S000058519 0001107414 State Street Federal Treasury Plus Money Market Fund 333-30810 S000086382 N Government N N 28 55 69989628456.37 69989628456.37 0.9912 0.9912 2026-10-01 72879918731.26 73159918731.26 0.9914 0.9952 2026-10-02 69584975404.66 69584975404.66 0.9911 0.9911 2026-10-05 70747699804.62 70747699804.62 0.9912 0.9912 2026-10-06 73365044334.27 73365044334.27 0.9914 0.9914 2026-10-07 73680097084.78 73680097084.78 0.9914 0.9914 2026-10-08 68220094424.69 68220094424.69 0.9905 0.9905 2026-10-09 0.00 0.00 0.0000 0.0000 2026-10-12 70000981009.62 70000981009.62 0.9908 0.9908 2026-10-13 67435903159.82 67435903159.82 0.9904 0.9904 2026-10-14 66064073010.85 66064073010.85 0.9904 0.9904 2026-10-15 65918253323.98 65918253323.98 0.9903 0.9903 2026-10-16 66838569461.72 66838569461.72 0.9904 0.9904 2026-10-19 67199247877.87 67199247877.87 0.9905 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2026-10-05 0.0000 2026-10-06 0.0000 2026-10-07 0.0000 2026-10-08 0.0000 2026-10-09 0.0000 2026-10-12 0.0000 2026-10-13 0.0000 2026-10-14 0.0000 2026-10-15 0.0000 2026-10-16 0.0000 2026-10-19 0.0000 2026-10-20 0.0000 2026-10-21 0.0000 2026-10-22 0.0000 2026-10-23 0.0000 2026-10-26 0.0000 2026-10-27 0.0000 2026-10-28 0.0000 2026-10-29 0.0000 2026-10-30 N N Single Class C000055943 50000000.00 78106453905.67 0.0000 0.0000 2026-10-01 0.0000 2026-10-02 0.0000 2026-10-05 0.0000 2026-10-06 0.0000 2026-10-07 0.0000 2026-10-08 0.0000 2026-10-09 0.0000 2026-10-12 0.0000 2026-10-13 0.0000 2026-10-14 0.0000 2026-10-15 0.0000 2026-10-16 0.0000 2026-10-19 0.0000 2026-10-20 0.0000 2026-10-21 0.0000 2026-10-22 0.0000 2026-10-23 0.0000 2026-10-26 0.0000 2026-10-27 0.0000 2026-10-28 0.0000 2026-10-29 0.0000 2026-10-30 0.00 0.00 2026-10-01 0.00 0.00 2026-10-02 0.00 0.00 2026-10-05 0.00 0.00 2026-10-06 0.00 0.00 2026-10-07 0.00 0.00 2026-10-08 0.00 0.00 2026-10-09 0.00 0.00 2026-10-12 0.00 0.00 2026-10-13 0.00 0.00 2026-10-14 0.00 0.00 2026-10-15 0.00 0.00 2026-10-16 0.00 0.00 2026-10-19 0.00 0.00 2026-10-20 0.00 0.00 2026-10-21 0.00 0.00 2026-10-22 0.00 0.00 2026-10-23 0.00 0.00 2026-10-26 0.00 0.00 2026-10-27 0.00 0.00 2026-10-28 0.00 0.00 2026-10-29 0.00 0.00 2026-10-30 0.00 0.00 0.0000 2026-10-01 0.0000 2026-10-02 0.0000 2026-10-05 0.0000 2026-10-06 0.0000 2026-10-07 0.0000 2026-10-08 0.0000 2026-10-09 0.0000 2026-10-12 0.0000 2026-10-13 0.0000 2026-10-14 0.0000 2026-10-15 0.0000 2026-10-16 0.0000 2026-10-19 0.0000 2026-10-20 0.0000 2026-10-21 0.0000 2026-10-22 0.0000 2026-10-23 0.0000 2026-10-26 0.0000 2026-10-27 0.0000 2026-10-28 0.0000 2026-10-29 0.0000 2026-10-30 N 0.00 Registered investment company 1.00 0.00 N ING Financial Markets LLC Tri Party Repo ING Financial Markets LLC Tri Party Repo 3.939900% 46599M002 KBVRJ5K57JZ3E2AVWX40 0001440203 46599M002_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 18300000.00 18087417.65 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 9515000.00 8723361.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 100.00 53.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 8000000.00 6600294.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 7284600.00 8826568.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 87590600.00 82807157.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 12651400.00 12660341.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 2210900.00 2202272.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 18100000.00 17234090.88 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 13000000.00 14310704.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 5000000.00 5017248.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 3000000.00 2990131.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 8177000.00 7751011.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 17000000.00 16789374.62 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 200000000.00 200000000.00 0.0026 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.727500% 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0397 108804460.10 108804460.10 0.0014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.200000% 912797UE5 254900HROIFWPRGM1V77 US912797UE52 U.S. Treasury Debt Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0425 336116367.93 336116367.93 0.0043 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0393 1300579750.98 1300579750.98 0.0167 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0394 1103309591.99 1103309591.99 0.0141 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0394 2301375633.57 2301375633.57 0.0295 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.767500% 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0398 739181332.00 739181332.00 0.0095 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.795000% 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0388 1134979270.76 1134979270.76 0.0145 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.830000% 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y 2027-01-07 2027-01-07 2027-01-07 N N N 0.0408 54894973.40 54894973.40 0.0007 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.860000% 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0407 106136450.08 106136450.08 0.0014 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.736500% 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0394 324874387.88 324874387.88 0.0042 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.801000% 912797WC7 254900HROIFWPRGM1V77 US912797WC78 U.S. Treasury Debt Y 2027-02-25 2027-02-25 2027-02-25 N N N 0.0418 751304316.26 751304316.26 0.0096 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.862500% 912797WD5 254900HROIFWPRGM1V77 US912797WD51 U.S. Treasury Debt Y 2027-03-04 2027-03-04 2027-03-04 N N N 0.0420 650179830.58 650179830.58 0.0083 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.741000% 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0400 564836058.52 564836058.52 0.0072 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.745000% 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0406 1391953052.41 1391953052.41 0.0178 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.750000% 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0409 1472999731.00 1472999731.00 0.0189 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.220000% 912797WV5 254900HROIFWPRGM1V77 US912797WV59 U.S. Treasury Debt Y 2027-04-22 2027-04-22 2027-04-22 N N N 0.0426 649051260.14 649051260.14 0.0083 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.207500% 912797WW3 254900HROIFWPRGM1V77 US912797WW33 U.S. Treasury Debt Y 2027-04-29 2027-04-29 2027-04-29 N N N 0.0426 671158653.46 671158653.46 0.0086 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.140000% 912797WZ6 254900HROIFWPRGM1V77 US912797WZ63 U.S. Treasury Debt Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0415 331994560.80 331994560.80 0.0043 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.004400% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0410 96255690.62 96255690.62 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.624400% 912828YX2 254900HROIFWPRGM1V77 US912828YX25 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0411 601577178.08 601577178.08 0.0077 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.572700% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0415 146349453.95 146349453.95 0.0019 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.844600% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0417 41301861.16 41301861.16 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.503700% 91282CAL5 254900HROIFWPRGM1V77 US91282CAL54 U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N 0.0441 448170476.94 448170476.94 0.0057 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.747700% 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0113 134514000.00 134514000.00 0.0017 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.654200% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0412 268895227.48 268895227.48 0.0034 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0416 602845118.79 602845118.79 0.0077 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581400% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0421 806900983.46 806900983.46 0.0103 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.758600% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0426 148899609.00 148899609.00 0.0019 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.615300% 91282CFM8 254900HROIFWPRGM1V77 US91282CFM82 U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N 0.0438 120719557.09 120719557.09 0.0015 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.586700% 91282CJK8 254900HROIFWPRGM1V77 US91282CJK80 U.S. Treasury Debt Y 2026-11-15 2026-11-15 2026-11-15 N N N 0.0427 25942364.43 25942364.43 0.0003 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.575200% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0418 370098772.51 370098772.51 0.0047 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.507200% 91282CLL3 254900HROIFWPRGM1V77 US91282CLL36 U.S. Treasury Debt Y 2027-09-15 2027-09-15 2027-09-15 N N N 0.0441 34297330.96 34297330.96 0.0004 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.513000% 91282CLQ2 254900HROIFWPRGM1V77 US91282CLQ23 U.S. Treasury Debt Y 2027-10-15 2027-10-15 2027-10-15 N N N 0.0443 359740797.44 359740797.44 0.0046 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.652700% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0413 267912000.00 267912000.00 0.0034 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.297000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0430 1811210000.02 1811210000.02 0.0232 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.712300% 91282CLX7 254900HROIFWPRGM1V77 US91282CLX73 U.S. Treasury Debt Y 2027-11-15 2027-11-15 2027-11-15 N N N 0.0447 89684713.80 89684713.80 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.658600% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0420 1072329057.00 1072329057.00 0.0137 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0421 867239506.78 867239506.78 0.0111 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.577800% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0410 59197976.54 59197976.54 0.0008 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.190000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-10-31 2027-01-31 2027-01-31 N N N 0.0406 1976621336.55 1976621336.55 0.0253 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.576200% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0420 46684250.89 46684250.89 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581100% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0424 455196559.98 455196559.98 0.0058 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.252000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-10-31 2027-04-30 2027-04-30 N N N 0.0404 495091065.96 495091065.96 0.0063 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.758500% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0425 68831542.71 68831542.71 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.251000% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-10-31 2027-07-31 2027-07-31 N N N 0.0406 493816929.19 493816929.19 0.0063 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.498500% 91282CNV9 254900HROIFWPRGM1V77 US91282CNV99 U.S. Treasury Debt Y 2027-08-31 2027-08-31 2027-08-31 N N N 0.0442 229524217.23 229524217.23 0.0029 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.620300% 91282CPB1 254900HROIFWPRGM1V77 US91282CPB18 U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N 0.0441 817641197.44 817641197.44 0.0105 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.282000% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-10-31 2027-10-31 2027-10-31 N N N 0.0406 136839829.04 136839829.04 0.0018 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.191000% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-10-31 2028-01-31 2028-01-31 N N N 0.0406 2238581107.42 2238581107.42 0.0287 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.195000% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-10-31 2028-04-30 2028-04-30 N N N 0.0409 1193431593.24 1193431593.24 0.0153 N Y Y N Bank of Nova Scotia Tri Party Repo Bank of Nova Scotia Tri Party Repo 3.930000% 921BPA003 L3I9ZG2KFGXZ61BMYR72 0001041839 921BPA003_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797WU7 2027-04-08 NA 0.00 5193400.00 5100059.02 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 535500.00 515794.14 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 528000.00 508570.13 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 9807800.00 8991801.17 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 5801100.00 3988501.22 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 9720000.00 7813600.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 1000000.00 976322.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 4340800.00 5600692.39 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 69502900.00 89675719.46 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 22995800.00 31857615.60 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 5688900.00 6691277.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 8778000.00 8381947.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 1000.00 942.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 3000.00 2560.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 13900.00 13204.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 482800.00 480434.01 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 12987500.00 15283457.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 304200.00 290113.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 100.00 95.37 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 6173100.00 6969137.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 100.00 98.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 24999500.00 24710917.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 1200.00 1186.15 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 30512300.00 31906541.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 8718100.00 8156238.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 5793100.00 5705489.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 11098500.00 11121161.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 9100.00 8500.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 105000.00 105059.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 68494200.00 68532737.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 1400.00 1377.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 9011300.00 8580196.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 1200000.00 1215500.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 570500.00 556223.85 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 194600.00 209983.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 2609000.00 2532484.85 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 37066100.00 38884883.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 400.00 405.68 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 412300.00 426929.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 4866400.00 4818113.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 100.00 97.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 5232200.00 5277642.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 11766700.00 11834890.39 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 3905300.00 3884390.90 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 4907800.00 4783744.01 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 110174500.00 109103474.12 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 525000000.00 525000000.00 0.0067 N Y Y N Mizuho Securities USA Inc Tri Party Repo Mizuho Securities USA Inc Tri Party Repo 3.930000% 922FHA002 7TK5RJIZDFROZCA6XF66 0000812291 922FHA002_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 7319200.00 6995337.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 104999000.00 98858220.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 106400.00 100490.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 13199600.00 11437232.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 17919700.00 18294765.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 999600.00 1002881.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 355242400.00 351574639.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 188500900.00 182027456.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 96289400.00 96472965.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 31000000.00 30692601.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 17855400.00 17790338.03 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 799000000.00 799000000.00 0.0102 N Y Y N Mitsubishi UFJ Securities (USA) Inc Tri Party Repo Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.960000% 926QFA006 K5HU16E3LMSVCCJJJ255 0000867626 926QFA006_3.96_1218 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797WG8 2026-12-22 NA 0.00 56685000.00 56352259.05 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WP8 2027-01-12 NA 0.00 15905400.00 15774975.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 16543100.00 11307589.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 14128500.00 8467031.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 800.00 792.78 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 1000000.00 1099212.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 94303700.00 94603290.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 24259100.00 22810169.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 363000.00 362727.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 13833200.00 13696028.92 U.S. Treasuries (including strips) Y 2026-11-02 2026-12-18 2026-12-18 N N N 0.0390 220000000.00 220000000.00 0.0028 N N N Y Barclays Bank PLC NY Tri Party Repo Barclays Bank PLC NY Tri Party Repo 3.930000% 926SGH006 G5GSEF7VJP5I7OUK5573 0000851376 926SGH006_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 600.00 671.48 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 2740900.00 2540396.76 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 204000.00 187027.41 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 1413600.00 1250504.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 1600.00 1077.83 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 231500000.00 186095519.29 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 55899000.00 77440613.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 1754000.00 1768173.80 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 965600.00 1016113.28 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 265000000.00 265000000.00 0.0034 N Y Y N BNP Paribas Tri Party Repo BNP Paribas Tri Party Repo 3.930000% 927NEC009 R0MUWSFPU8MPRO8K5P83 0001197610 927NEC009_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 1200.00 1894.69 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 300.00 296.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 100.00 62.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 100.00 53.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 100.00 64.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 100.00 57.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 1100.00 773.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 100.00 66.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 100.00 90.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 100.00 93.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 100.00 95.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 200.00 186.71 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 100.00 113.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 500.00 426.71 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 100.00 105.23 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 100.00 103.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 100.00 99.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 200.00 197.74 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 100.00 102.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 15456000.00 15333463.40 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 800.00 839.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 600.00 594.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 200.00 195.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 400.00 383.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 75364800.00 73699652.02 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 100.00 97.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 1000.00 994.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 100.00 98.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 100.00 98.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 100.00 99.10 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRR4 2031-10-15 2.250000 0.00 12323400.00 12342789.67 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334T4 2032-02-15 NA 0.00 421.26 325.77 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334U1 2032-08-15 NA 0.00 137.30 103.55 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334V9 2033-02-15 NA 0.00 123.47 90.78 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334X5 2034-02-15 NA 0.00 44.64 31.17 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 NA 0.00 65.04 44.18 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 NA 0.00 107.50 71.11 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335A4 2035-08-15 NA 0.00 45.00 28.94 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335B2 2036-02-15 NA 0.00 37.00 23.21 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337P9 2031-05-15 NA 0.00 28.80 23.14 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337U8 2033-11-15 NA 0.00 31.00 21.93 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337V6 2034-05-15 NA 0.00 17.30 11.92 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337W4 2034-11-15 NA 0.00 8.64 5.78 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833RY8 2028-02-15 NA 0.00 92.42 87.18 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 NA 0.00 9.04 8.32 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WR7 2028-11-15 NA 0.00 11.43 10.40 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X88 2035-05-15 NA 0.00 78439457.89 51184726.97 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XN5 2029-02-15 NA 0.00 46.72 41.95 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XS4 2029-05-15 NA 0.00 37.93 33.66 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XT2 2029-11-15 NA 0.00 63.97 55.41 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 13.36 11.29 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XX3 2030-02-15 NA 0.00 179.48 153.43 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XY1 2030-08-15 NA 0.00 26.87 22.42 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Y20 2036-05-15 NA 0.00 13.76 8.52 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Y38 2036-11-15 NA 0.00 72.31 43.55 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834AE8 2038-05-15 NA 0.00 0.01 0.01 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EV6 2039-11-15 NA 0.00 29.77 15.07 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KB3 2045-05-15 NA 0.00 707.23 253.43 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KH0 2041-05-15 NA 0.00 12.84 5.91 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LX4 2042-11-15 NA 0.00 1026970.00 429394.64 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PH5 2045-02-15 NA 0.00 0.15 0.05 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PT9 2045-11-15 NA 0.00 11.11 3.87 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834QV3 2046-11-15 NA 0.00 14.41 4.75 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834RB6 2047-02-15 NA 0.00 18.98 6.16 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834RK6 2047-05-15 NA 0.00 61.09 19.61 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834TF5 2048-02-15 NA 0.00 68.00 20.94 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834TV0 2048-08-15 NA 0.00 113.36 33.99 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UB2 2048-11-15 NA 0.00 13.12 3.87 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UY2 2049-08-15 NA 0.00 127.00 36.15 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834VV7 2050-05-15 NA 0.00 14.72 4.02 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834XG8 2051-08-15 NA 0.00 97.01 24.79 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 150000000.00 150000000.00 0.0019 N Y Y N Societe Generale Tri Party Repo Societe Generale Tri Party Repo 3.930000% 927NFC008 O2RNE8IBXP4R0TD8PU41 0000865845 927NFC008_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 5879200.00 6342292.38 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 22282000.00 23447634.71 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 50626000.00 52939325.93 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 49529200.00 51691284.29 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 44881000.00 46221798.38 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 112993000.00 117002233.01 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 301041000.00 299429216.64 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337T1 2033-05-15 NA 0.00 265230000.00 192445583.40 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X88 2035-05-15 NA 0.00 150000000.00 97880700.00 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 870000000.00 870000000.00 0.0111 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.930000% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 16276900.00 15666814.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 71424300.00 63106777.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 654766400.00 608477148.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 95508400.00 92377995.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 694679200.00 596472794.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 478277600.00 317123418.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 599025500.00 368472487.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 259456000.00 221410596.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 141290000.00 122751944.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 1407852800.00 1315097275.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 317207000.00 315857697.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 13949300.00 13889963.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 2102521600.00 2078722792.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 79767700.00 79151359.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 12774900.00 12804927.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 2880700.00 2836125.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 2506064000.00 2447281326.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 145661200.00 143337413.05 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834NV6 2044-08-15 NA 0.00 111.12 41.69 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PB8 2044-11-15 NA 0.00 73.23 27.04 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PH5 2045-02-15 NA 0.00 417.59 152.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PM4 2045-08-15 NA 0.00 17.71 6.26 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PT9 2045-11-15 NA 0.00 327.27 113.95 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 NA 0.00 177.00 60.74 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834QH4 2046-05-15 NA 0.00 260.75 88.32 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834QP6 2046-08-15 NA 0.00 137.00 45.79 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834QV3 2046-11-15 NA 0.00 62.47 20.61 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834RB6 2047-02-15 NA 0.00 165.00 53.58 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834RK6 2047-05-15 NA 0.00 117.51 37.72 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834RR1 2047-08-15 NA 0.00 279.09 88.36 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 NA 0.00 58.95 18.42 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834TF5 2048-02-15 NA 0.00 287.50 88.54 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834TP3 2048-05-15 NA 0.00 26.79 8.13 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834TV0 2048-08-15 NA 0.00 161.01 48.27 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UB2 2048-11-15 NA 0.00 105.83 31.23 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UH9 2049-02-15 NA 0.00 55.90 16.28 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UR7 2049-05-15 NA 0.00 170.43 49.01 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UY2 2049-08-15 NA 0.00 195.70 55.70 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834VE5 2049-11-15 NA 0.00 62.55 17.50 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834VM7 2050-02-15 NA 0.00 168.50 46.63 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834VV7 2050-05-15 NA 0.00 42.71 11.66 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WC8 2050-08-15 NA 0.00 5.70 1.53 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 NA 0.00 276.23 73.33 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WR5 2051-02-15 NA 0.00 4.70 1.23 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 NA 0.00 3.12 0.81 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834XG8 2051-08-15 NA 0.00 61.50 15.71 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834XP8 2054-05-15 NA 0.00 6.53 1.45 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834XW3 2054-08-15 NA 0.00 41.00 9.10 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834YC6 2054-11-15 NA 0.00 0.82 0.18 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834YK8 2055-02-15 NA 0.00 63.00 13.65 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834YT9 2055-05-15 NA 0.00 18.89 4.10 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 NA 0.00 3.11 0.67 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834ZG6 2055-11-15 NA 0.00 0.65 0.14 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834ZP6 2056-02-15 NA 0.00 0.90 0.19 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 8642000000.00 8642000000.00 0.1106 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.950000% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.95_1130 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 292498900.00 285600071.81 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-06 2026-11-06 N N N 0.0395 280000000.00 280000000.00 0.0036 N N N N MUFG Securities EMEA Repo MUFG Securities EMEA Repo 3.939900% 931NXA006 K5HU16E3LMSVCCJJJ255 931NXA006_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY BILL 254900HROIFWPRGM1V77 912797SU2 2026-11-27 NA 0.00 19798100.00 19737799.38 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VS3 2027-01-07 NA 0.00 24999900.00 24808454.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 1827900.00 1905787.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 14999900.00 11377913.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 65999900.00 30169397.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 946700.00 442016.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 5784900.00 4939015.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 445900.00 389084.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 4999900.00 4508095.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 3299900.00 3061060.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 56998900.00 52734050.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 733900.00 718658.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 996900.00 983775.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 9999900.00 9252217.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 24699900.00 21364910.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 4999900.00 4794656.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 5829900.00 5070904.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 19999900.00 20113078.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 4999900.00 4981260.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 4999900.00 4998869.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 13999900.00 13572511.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 12999900.00 12746128.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 4999900.00 5020130.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 9999900.00 10291931.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 23999900.00 24094301.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1372900.00 1297008.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 4969800.00 4862773.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 2999900.00 2988452.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 9999900.00 9904026.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 21099900.00 20749787.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 998900.00 984106.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 22999900.00 23129547.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 14999900.00 14992172.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 15999900.00 15309753.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 20982900.00 20582850.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 4641900.00 4543890.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 24837900.00 24894968.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 2999900.00 2875744.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 14999900.00 14979994.44 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 445000000.00 445000000.00 0.0057 N Y Y N Prudential Legacy Insurance Company of New Jersey Repo Prudential Legacy Insurance Company of New Jersey Repo 3.959900% 932HJC000 54930052BY4D7ZQAQT90 0001755924 932HJC000_3.96_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 33000000.00 24739687.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 40000000.00 29797826.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 75000000.00 44575067.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 48000000.00 39786521.74 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XX3 2030-02-15 NA 0.00 1359000.00 1164320.53 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0396 136749413.00 136749413.00 0.0018 N Y Y N Prudential Insurance Company of America Repo Prudential Insurance Company of America Repo 3.959900% 934QUK007 X574KRZ6V5A7UBU45C31 0000729057 934QUK007_3.96_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N STRIP PRINC 254900HROIFWPRGM1V77 912803FR9 2050-08-15 NA 0.00 50000000.00 13984650.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 29000000.00 21905441.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 25000000.00 17565047.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 50000000.00 46943614.13 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834B56 2052-02-15 NA 0.00 50000000.00 12725450.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EP9 2039-08-15 NA 0.00 57000000.00 29519331.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834F29 2052-11-15 NA 0.00 35000000.00 8610175.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KV9 2041-11-15 NA 0.00 40000000.00 18034480.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834TF5 2048-02-15 NA 0.00 25000000.00 7820200.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WC8 2050-08-15 NA 0.00 50000000.00 13718400.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 NA 0.00 25000000.00 6772950.00 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0396 192252500.00 192252500.00 0.0025 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Standard Chartered Fixed Income Clearing Corp. Tri Party Repo - Standard Chartered 3.899900% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.90_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - Standard Chartered Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 138031000.00 132600056.28 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0390 130000000.00 130000000.00 0.0017 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BNYM Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.930000% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BNYM Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 200000000.00 335094912.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 425000000.00 345618675.54 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 380350000.00 366429227.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 524020000.00 337919081.53 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 104820900.00 142566896.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 354571800.00 357802898.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 67072500.00 65020265.77 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 348830000.00 344548074.98 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 2250000000.00 2250000000.00 0.0288 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Standard Chartered Fixed Income Clearing Corp. Tri Party Repo - Standard Chartered 3.939900% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - Standard Chartered Y US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 7739800.00 8021616.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 951400.00 985784.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 31250000.00 30886983.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 10000000.00 9374518.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 412500.00 328208.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 575000.00 445187.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 11565100.00 8502792.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 699800.00 538144.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 4013900.00 3374231.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 45783900.00 36262936.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 325900.00 231577.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 3011500.00 1876654.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 100.00 67.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 21890800.00 14975167.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 100.00 46.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 11815400.00 5895677.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 18341900.00 9660078.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 10000000.00 8688860.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 100.00 98.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 20000000.00 19985774.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 50037000.00 46269312.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 37142900.00 37216763.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 60500.00 52678.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 384200.00 373353.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 215000000.00 207357194.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 200.00 172.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 900.00 776.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 1350100.00 1291299.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 211330000.00 202102955.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 97747000.00 93336778.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 198100000.00 188410537.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 275000000.00 259163802.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 4619900.00 4367600.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 635300.00 543299.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 708100.00 664086.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 100.00 97.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 50000000.00 50316613.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 14518900.00 13361467.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 9927900.00 9963992.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 4500000.00 4061791.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 493300.00 490682.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 29957000.00 29798034.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 13000000.00 13009187.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 3819900.00 3856268.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 50000000.00 49804894.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 23000000.00 22502254.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 3999000.00 4001250.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 9188800.00 9209910.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 2898000.00 2854287.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 100.00 100.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 9191900.00 9460078.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 1038500.00 1038314.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 9959100.00 10087745.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 87863600.00 85664907.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 80400.00 81307.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 56084900.00 55846331.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 49081400.00 49483034.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 15300900.00 15165406.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 47794300.00 48474629.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 1300000.00 1304484.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 16572800.00 16629970.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 4673800.00 4637686.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 14158000.00 14196871.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 49999900.00 48133127.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 100000000.00 97790128.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 5000000.00 4976832.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 37907000.00 36795286.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 51475000.00 51704985.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 6444300.00 6292305.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 13410000.00 13613999.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 100000000.00 98801514.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 100.00 100.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1638900.00 1646930.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 173200.00 174754.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 24999000.00 25255799.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 8000000.00 8053072.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 12334000.00 12285872.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 4848900.00 4857422.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 100000000.00 99028732.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 2587800.00 2517702.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 8926900.00 8971200.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 97129500.00 95632748.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 47100400.00 46771922.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 50000000.00 50169289.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 61799700.00 60843440.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 10814200.00 10603595.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 740000.00 744288.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 50000000.00 48032708.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 14375300.00 14242133.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 24800000.00 23991328.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 50000000.00 49107972.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 2876700.00 2748662.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 100000000.00 98063130.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 102000000.00 99746360.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 35000000.00 35277476.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 53346100.00 52830888.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 16999100.00 16491807.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 13236900.00 12781554.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 18060100.00 17119241.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 5360000.00 5264604.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 111850000.00 109859322.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 8550000.00 8188823.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 49545000.00 48485570.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 16170000.00 15824234.12 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 4.194900 0.00 20000000.00 20232766.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 802200.00 783383.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 50000000.00 49941510.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 14426000.00 14537599.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 75000000.00 74070770.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 6569100.00 6534635.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 200058700.00 200976271.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 22571000.00 22292734.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 2000000.00 1982072.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRN3 2031-09-30 5.000000 0.00 53000.00 53775.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRP8 2028-09-30 4.750000 0.00 3267000.00 3287049.04 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 3495000000.00 3495000000.00 0.0447 N Y Y N National Australia Bank New York Repo National Australia Bank New York Repo 3.919900% 935EJW000 F8SB4JFBSYQFRQEH3Z21 0000833029 935EJW000_3.92_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 199570000.00 188558377.64 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0392 185000000.00 185000000.00 0.0024 N Y Y N Standard Chartered Bank Tri Party Repo Standard Chartered Bank Tri Party Repo 3.939900% 935MKJ009 RILFO74KP1CM8P6PCT96 0000861350 935MKJ009_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 500.00 645.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 500.00 472.69 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 1046000.00 1180884.52 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 7808200.00 8164991.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 10760000.00 11610581.18 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 42532000.00 43763478.55 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 63452000.00 63452000.00 0.0008 N Y Y N MUFG Securities (Canada) Ltd Tri Party Repo MUFG Securities (Canada) Ltd Tri Party Repo 3.930000% 937KFE008 549300Y1PMK3RWXMWR72 937KFE008_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 1998500.00 1857214.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 109118600.00 86821011.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 91499900.00 68764901.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 22846100.00 14336731.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 92313000.00 48618236.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 100.00 53.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 200.00 132.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 600.00 481.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 100.00 80.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 100.00 82.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 300.00 263.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 9797500.00 8148091.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 200.00 181.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 1300300.00 1191172.94 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 69583600.00 63965785.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 300.00 282.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 1000000.00 981917.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 262000.00 241804.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 22180900.00 20707470.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 8877200.00 8769348.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 9156200.00 9161944.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 2021300.00 1904901.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 48006000.00 40969737.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 16163100.00 16083891.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 100.00 96.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 1700000.00 1706180.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 16355000.00 14762355.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 10277500.00 10282867.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 1906100.00 1909992.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 329800.00 323572.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 15846200.00 15666834.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 33700.00 32955.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 51996200.00 52787193.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 24408000.00 24641283.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 31499800.00 31243914.97 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 23999800.00 24851364.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 11304000.00 11191837.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 19299000.00 19410841.59 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 20136100.00 20028290.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 4396200.00 4394618.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 5087800.00 4921898.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 100.00 100.79 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 13661000.00 13575280.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 1154700.00 1094544.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 14711100.00 14396530.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 3231700.00 3251763.27 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 650000000.00 650000000.00 0.0083 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.950000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.95_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BoA Y TREASURY BILL 254900HROIFWPRGM1V77 912797TV9 2027-02-18 NA 0.00 337000.00 332933.42 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UY1 2026-11-12 NA 0.00 523900.00 523336.28 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VR5 2027-08-05 NA 0.00 23499800.00 22757558.82 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WB9 2027-02-11 NA 0.00 5745000.00 5680006.82 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WG8 2026-12-22 NA 0.00 1317000.00 1309713.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 2740100.00 2618939.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 180000.00 143218.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 100.00 74.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 57829700.00 36037314.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 150000000.00 101983102.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 3565800.00 2585751.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 10219000.00 5099101.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 3799300.00 2384194.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 97936000.00 51412265.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 1600.00 913.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 50000000.00 42668235.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 151544900.00 130402297.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 3000.00 2494.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 130200000.00 119273027.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 154000.00 141866.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 11800000.00 11558620.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 1000.00 982.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 1970400.00 1894612.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 25000.00 25205.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 1300.00 1296.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 6339700.00 6239934.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 916200.00 894887.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 233163300.00 224348008.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 4504200.00 4308031.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 45000000.00 43142851.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 8245400.00 7873377.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 200.00 190.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 102174600.00 96164551.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 6068400.00 5189605.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 100.00 94.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 37300.00 36270.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 12486000.00 11270117.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 300.00 289.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 16611800.00 16293745.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 27700.00 27963.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 900.00 905.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 1200000.00 1195317.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 63128300.00 63257201.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 50000000.00 50189293.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 1850000.00 1849779.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 131803800.00 135649245.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 4400.00 4473.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 5048200.00 5018648.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 64564500.00 63345412.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 367000.00 366233.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 49930000.00 50620464.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 100.00 100.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 70519000.00 70192246.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 34129000.00 33858422.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 576900.00 587148.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 68986500.00 69645850.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 49950000.00 50659423.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 5000.00 5033.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 13338600.00 13362045.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 145232000.00 142635005.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 387500.00 389745.64 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 4.250900 0.00 4000.00 4046.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 5000.00 4953.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 92550000.00 88802062.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 100.00 95.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 320000.00 320751.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 1000.00 1002.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 180177000.00 174535571.49 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 4.190900 0.00 15803800.00 15987443.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 50000000.00 48280015.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 69576400.00 68929821.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 60757000.00 58854435.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 239465000.00 235461346.51 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 4.194900 0.00 2000.00 2023.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 98257300.00 99017420.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 146703000.00 146976538.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 15529800.00 15496486.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 11364400.00 11340022.06 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 4.141900 0.00 1000.00 1010.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 31608800.00 31526022.05 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 2650000000.00 2650000000.00 0.0339 N Y Y N Australia & New Zealand Banking Group Ltd Repo Australia & New Zealand Banking Group Ltd Repo 3.950000% 943BACII1 JHE42UYNWWTJB8YTTU19 0000859994 943BACII1_3.95_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 50000000.00 41389945.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 150000000.00 94587635.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 150000000.00 106679347.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 215000000.00 128756080.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 75000000.00 45912533.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 18500000.00 11492747.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 200000000.00 185160326.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 62292000.00 61488345.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 30000000.00 30907744.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 1461000.00 1466930.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 47312000.00 47113688.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 131100000.00 125177343.75 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 860000000.00 860000000.00 0.0110 N Y Y N Fixed Income Clearing Corp. Repo - UBS Fixed Income Clearing Corp. Repo - UBS 3.950000% 944DQXII3 549300H47WTHXPU08X20 944DQXII3_3.95_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - UBS N TREASURY BILL 254900HROIFWPRGM1V77 912797VU8 2027-01-28 NA 0.00 145000000.00 143549891.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 130000000.00 87649320.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 128000000.00 71188695.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 150000000.00 75269021.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 160000000.00 86810869.57 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 130000000.00 157638807.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 140000000.00 137772515.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 140000000.00 136577989.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 110000000.00 109187703.80 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 150000000.00 154429999.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 68260000.00 67804758.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 140000000.00 136989334.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 120000000.00 115296977.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 180000000.00 177542730.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 120000000.00 116612771.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 150000000.00 147369395.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 120000000.00 118241983.70 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 2000000000.00 2000000000.00 0.0256 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.930000% 944JXD905 549300H47WTHXPU08X20 0000093748 944JXD905_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - Morgan Stanley Y TREASURY BILL 254900HROIFWPRGM1V77 912797WT0 2027-10-28 NA 0.00 1597370600.00 1530343332.25 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WW3 2027-04-29 NA 0.00 520297200.00 509656601.96 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 4.141900 0.00 100.00 101.08 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 2000000000.00 2000000000.00 0.0256 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - JPM Fixed Income Clearing Corp. Tri Party Repo - JPM 3.930000% 952JMUII9 549300H47WTHXPU08X20 0000093748 952JMUII9_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - JPM Y TREASURY BILL 254900HROIFWPRGM1V77 912797WW3 2027-04-29 NA 0.00 911133600.00 892500006.75 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 875000000.00 875000000.00 0.0112 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Northern Trust Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.939900% 954ZEB000 549300H47WTHXPU08X20 0000093748 954ZEB000_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - Northern Trust Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 56283900.00 48115469.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 8464400.00 8594629.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 3.940000 0.00 225000000.00 223783288.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 500000000.00 502218070.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 65808400.00 66069200.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 660499700.00 649362741.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 1318452900.00 1309657022.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 421579000.00 420131254.18 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 3135000000.00 3135000000.00 0.0401 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - CITI Fixed Income Clearing Corp. Tri Party Repo - CITI 3.930000% 956ZCJ003 549300H47WTHXPU08X20 0000093748 956ZCJ003_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - CITI Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 8924000.00 8713520.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 94050600.00 93286590.68 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 100000000.00 100000000.00 0.0013 N Y Y N Canadian Imperial Bank of Commerce Tri Party Repo Canadian Imperial Bank of Commerce Tri Party Repo 3.930000% 965FJZ003 549300TDJKVQJ41VN031 0000800030 965FJZ003_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797SU2 2026-11-27 NA 0.00 30275900.00 30194155.07 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 NA 0.00 987000.00 985190.83 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VH7 2026-12-17 NA 0.00 23929700.00 23811774.44 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VU8 2027-01-28 NA 0.00 3960000.00 3921817.68 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VY0 2026-11-24 NA 0.00 8729400.00 8708597.84 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WH6 2026-12-29 NA 0.00 1627000.00 1616692.96 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WT0 2027-10-28 NA 0.00 12154700.00 11644676.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 19590600.00 19268106.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 21536900.00 21280675.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 1002100.00 926643.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 300.00 271.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 5000000.00 4883688.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 232819600.00 200354480.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 11600.00 10932.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 31998700.00 30116492.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 44530800.00 42098912.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 3881500.00 3903214.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 20739700.00 17736283.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 19877500.00 19790053.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 42604000.00 40472113.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 6979600.00 6423193.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 32056000.00 32172538.19 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 1000.00 1052.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 502000.00 478753.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 5118000.00 5090841.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 46204000.00 45396147.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 25100.00 25114.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 23931600.00 23927327.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 79500.00 79845.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 20254500.00 19747652.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 6876900.00 6847647.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 10900.00 11138.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 72910300.00 73948143.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 14738200.00 14926580.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 5408000.00 5288490.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 38380300.00 36591764.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 15859000.00 15896276.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 28087000.00 27994608.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 1150200.00 1140856.48 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 2500.00 2588.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 30436000.00 30140385.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1000.00 992.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 38371000.00 37779708.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 9000000.00 8860738.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 13380200.00 12853744.98 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 121804000.00 121039705.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 228200.00 226864.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 22024200.00 21334611.71 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 146251000.00 142554167.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 17544700.00 16630691.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 11103200.00 11179024.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRP8 2028-09-30 4.750000 0.00 8084500.00 8134113.24 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRR4 2031-10-15 2.250000 0.00 249600.00 249992.72 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 1185000000.00 1185000000.00 0.0152 N Y Y N TD Securities USA LLC Tri Party Repo TD Securities USA LLC Tri Party Repo 3.930000% 976GZD009 SUVUFHICNZMP2WKHG940 0001335977 976GZD009_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 179577700.00 171991818.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 37999600.00 37108274.77 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 205000000.00 205000000.00 0.0026 N Y Y N Citigroup Global Markets Inc Tri Party Repo Citigroup Global Markets Inc Tri Party Repo 3.930000% 985SRR000 MBNUM2BPBDO7JBLYG310 0000315030 985SRR000_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 98193000.00 102000379.52 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 100000000.00 100000000.00 0.0013 N Y Y N Banco Bilbao Vizcaya Argentaria SA Tri Party Repo Banco Bilbao Vizcaya Argentaria SA Tri Party Repo 3.939900% 990ABFFJ8 213800FKGFR7Q2ACLS83 0000084218 990ABFFJ8_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 100.00 143.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 100.00 79.57 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 17186600.00 18600722.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 59150500.00 51062648.97 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 56800.00 59279.47 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 55369500.00 58086406.70 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 8599800.00 8904939.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 800.00 777.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 270274400.00 265199162.35 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 11295700.00 11185892.49 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 405000000.00 405000000.00 0.0052 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - ING Fixed Income Clearing Corp. Tri Party Repo - ING 3.939900% 990ABKBQ5 549300H47WTHXPU08X20 0000093748 990ABKBQ5_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - ING Y US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 69425400.00 58947244.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 500.00 479.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 362000000.00 361243854.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 590800000.00 599209757.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 105129000.00 104085871.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 14000000.00 14092876.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 38469000.00 37384972.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 9000000.00 9041278.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRL7 2029-09-15 4.375000 0.00 86163000.00 85893700.64 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1245000000.00 1245000000.00 0.0159 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - WF Fixed Income Clearing Corp. Tri Party Repo - WF 3.930000% 990AECXX1 549300H47WTHXPU08X20 0000093748 990AECXX1_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - WF Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 759248200.00 759112657.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 389755500.00 378559811.39 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 1115000000.00 1115000000.00 0.0143 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Barclays Fixed Income Clearing Corp. Tri Party Repo - Barclays 3.950000% 990AFNFV0 549300H47WTHXPU08X20 0000093748 990AFNFV0_3.95_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - Barclays Y TREASURY BILL 254900HROIFWPRGM1V77 912797TC1 2026-12-24 NA 0.00 800.00 795.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 24811600.00 11507016.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 346911000.00 198071867.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 101570100.00 67494347.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 33999300.00 32514830.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 1392600.00 1366305.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRM5 2033-09-30 5.000000 0.00 143000.00 144869.14 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 305000000.00 305000000.00 0.0039 N Y Y N Credit Agricole Corporate and Investment Bank Tri Party Repo Credit Agricole Corporate and Investment Bank Tri Party Repo 3.930000% 996JWK006 1VUV7VQFKUOQSJ21A208 0000033738 996JWK006_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803EA7 2043-02-15 NA 0.00 200.00 84.12 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803EU3 2046-08-15 NA 0.00 895900.00 307332.22 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 NA 0.00 275000.00 80989.43 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 44188100.00 30381184.72 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821AH8 2028-08-15 NA 0.00 100.00 92.14 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 19318100.00 22721926.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 29007500.00 27740980.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 1404400.00 1420247.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 24255800.00 23174667.32 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 NA 0.00 17891328.00 12152720.33 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335A4 2035-08-15 NA 0.00 11749865.93 7557690.01 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337E4 2036-08-15 NA 0.00 697885.44 425712.91 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337R5 2032-05-15 NA 0.00 21988200.00 16799908.30 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337U8 2033-11-15 NA 0.00 105174929.26 74415574.62 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337W4 2034-11-15 NA 0.00 18149171.20 12149127.80 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834AT5 2038-08-15 NA 0.00 697985.28 380980.61 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834AU2 2039-02-15 NA 0.00 35520192.03 18791957.59 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KP2 2041-08-15 NA 0.00 6758950.40 3064528.39 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LX4 2042-11-15 NA 0.00 36995.50 15468.48 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MD7 2043-02-15 NA 0.00 115.08 47.39 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834PT9 2045-11-15 NA 0.00 172261.44 59976.27 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 246707000.00 246707000.00 0.0032 N Y Y N Deutsche Bank Securities Inc Tri Party Repo Deutsche Bank Securities Inc Tri Party Repo 3.930000% 99VDGG008 9J6MBOOO7BECTDTUZW19 0000800178 99VDGG008_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803CX9 2036-02-15 NA 0.00 78963900.00 51098803.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 20016500.00 20548352.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 23020900.00 22176208.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 21292600.00 20173925.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 24996300.00 18377563.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 37557700.00 28881788.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 34448600.00 25678434.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 52374900.00 42919995.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 23783200.00 15969634.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 24192100.00 17808086.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 31532300.00 22406174.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 32394700.00 22024746.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 44704500.00 31423358.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 47627000.00 33097747.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 55130100.00 32600233.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 63525300.00 39075674.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 55072800.00 36872356.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 68139600.00 35770413.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 58845800.00 33598523.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 55431200.00 38976941.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 7903200.00 5251755.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 147815300.00 132600002.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 34757600.00 32682285.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 40296300.00 37679288.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 31950000.00 31296433.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 49179300.00 47847139.67 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334S6 2031-08-15 NA 0.00 60443092.13 47964071.77 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334X5 2034-02-15 NA 0.00 65652979.88 45845607.16 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335A4 2035-08-15 NA 0.00 76004459.38 48887208.34 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337U8 2033-11-15 NA 0.00 70286335.64 49730464.21 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PD6 2027-05-15 NA 0.00 34557002.14 33776290.35 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XX3 2030-02-15 NA 0.00 57974303.13 49560492.52 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 1130000000.00 1130000000.00 0.0145 N Y Y N Goldman Sachs & Co Tri Party Repo Goldman Sachs & Co Tri Party Repo 3.939900% 99VDJN000 FOR8UP27PHTHYVLBNG30 0000886982 99VDJN000_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803CX9 2036-02-15 NA 0.00 82279800.00 53244575.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 568278400.00 437004841.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 310244200.00 291720071.86 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821GU3 2031-11-15 NA 0.00 43000.00 33854.37 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821TV7 2036-02-15 NA 0.00 49544000.00 31407180.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 1291632000.00 1789383963.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 303552400.00 301206942.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 479000.00 488825.68 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833RY8 2028-02-15 NA 0.00 63665913.88 60058284.87 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XN5 2029-02-15 NA 0.00 63041856.00 56607047.67 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EP9 2039-08-15 NA 0.00 613261312.00 315049507.29 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LR7 2042-08-15 NA 0.00 360242216.96 153214977.54 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 3421000000.00 3421000000.00 0.0438 N Y Y N BofA Securities Inc. Tri Party Repo BofA Securities Inc. Tri Party Repo 3.939900% 99VDMN006 549300HN4UKV1E2R3U73 0000065100 99VDMN006_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803DD2 2038-05-15 NA 0.00 2311700.00 1316883.02 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Y38 2036-11-15 NA 0.00 66737035.31 40189976.98 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 40693000.00 40693000.00 0.0005 N Y Y N Morgan Stanley & Co LLC Tri Party Repo Morgan Stanley & Co LLC Tri Party Repo 3.930000% 99VDNG000 4PQUHN3JPFGFNF3BB653 0000068136 99VDNG000_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803CX9 2036-02-15 NA 0.00 33682000.00 21796161.11 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821HY4 2032-05-15 NA 0.00 1319000.00 1012667.53 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 21296897.02 17991171.37 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 40000000.00 40000000.00 0.0005 N Y Y N UBS Securities LLC Tri Party Repo UBS Securities LLC Tri Party Repo 3.939900% 99VDQN002 T6FIZBDPKLYJKFCRVK44 0001070766 99VDQN002_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797SU2 2026-11-27 NA 0.00 2861000.00 2853275.30 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TM9 2027-01-21 NA 0.00 1870000.00 1853429.93 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TV9 2027-02-18 NA 0.00 238000.00 235128.05 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UD7 2027-03-18 NA 0.00 22000.00 21660.72 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UY1 2026-11-12 NA 0.00 803800.00 802935.11 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VP9 2026-11-03 NA 0.00 117800.00 117787.51 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WH6 2026-12-29 NA 0.00 19000.00 18879.63 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WK9 2027-03-11 NA 0.00 119000.00 117269.86 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WP8 2027-01-12 NA 0.00 7000.00 6945.05 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 NA 0.00 126300.00 126140.23 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BK8 2027-02-15 NA 0.00 100.00 98.93 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BL6 2027-08-15 NA 0.00 46900.00 45368.11 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BV4 2028-11-15 NA 0.00 1000.00 911.24 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803CK7 2031-02-15 NA 0.00 100.00 81.84 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803EV1 2046-11-15 NA 0.00 1800.00 609.04 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803HH9 2055-02-15 NA 0.00 14100.00 3149.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625000 0.00 100000.00 102153.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375000 0.00 499700.00 514321.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 10000.00 10265.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 4000.00 4099.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 700.00 725.30 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 4092000.00 6460899.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 300.00 261.23 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 700100.00 1003804.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 9000.00 8363.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 12100.00 9480.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 700.00 538.30 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 358100.00 363235.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 300.00 223.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 4000.00 3362.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 5700.00 4514.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 700.00 518.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 249900.00 155728.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 355000.00 250533.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 340100.00 243907.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 499300.00 339467.75 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 3900.00 3575.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 100.00 69.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 300.00 205.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 23800.00 11037.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 8000.00 4837.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 400.00 246.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 484000.00 241507.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 100.00 62.75 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 76400.00 48537.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 100.00 66.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 100.00 53.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 100.00 67.23 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 187800.00 108477.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 12500.00 8789.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 24000.00 19247.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 400.00 351.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 6400.00 4869.90 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 33000.00 26527.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 3000.00 2308.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 400.00 362.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 200.00 183.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 200.00 179.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 500.00 469.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 818500.00 769628.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 920500.00 877739.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 10600.00 9713.74 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 100.00 89.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 5000000.00 4913261.20 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128203H8 2027-08-15 NA 0.00 12000.00 11594.63 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128205B9 2028-05-15 NA 0.00 87000.00 81127.50 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128206P7 2027-02-15 NA 0.00 17000.00 16802.73 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128207D3 2027-05-15 NA 0.00 30000.00 29319.93 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 NA 0.00 35400.00 27514.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 53700.00 53047.58 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 22000000.00 29293817.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 100.00 98.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 499900.00 480672.44 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 12540000.00 17372498.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 119900.00 119814.72 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 7500.00 9124.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 175800.00 175294.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 700.00 634.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 4100.00 4035.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 400.00 388.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 300.00 289.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 5000.00 4791.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 100.00 95.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 300.00 282.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 359200.00 361209.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 100.00 100.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 113000.00 106460.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 328000.00 326557.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 67600.00 65733.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 4500.00 4141.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 300.00 301.09 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 5232800.00 5907583.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 9200.00 9039.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 800.00 793.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 17900.00 18070.42 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 455000.00 475790.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 300.00 293.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 14500.00 14554.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 424800.00 418392.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 74000.00 72930.41 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 1986100.00 2186345.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 1500.00 1531.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 100.00 97.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 163000.00 164839.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 400000.00 392447.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 15200.00 14522.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 300.00 301.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 319000.00 316175.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 34900.00 35000.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 200.00 203.54 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 21966000.00 22622223.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 220000.00 220604.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 499500.00 480850.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 53400.00 52219.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 700.00 696.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 1508900.00 1503789.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 300.00 300.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 343500.00 345183.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 4000000.00 4056810.70 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 4.189900 0.00 500.00 505.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 707000.00 710757.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 3000.00 3019.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 300.00 294.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 3000000.00 3041030.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 200000.00 194815.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 200000.00 193924.06 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 8157000.00 8113327.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 400.00 385.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 200.00 196.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 42500.00 40956.36 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 2448500.00 2433136.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 301100.00 299338.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 274200.00 274844.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 500.00 487.36 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 4.190900 0.00 100.00 101.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 28400.00 26920.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 400.00 392.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 85200.00 84408.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 442400.00 445421.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 11000.00 10832.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 5699900.00 5590539.86 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334S6 2031-08-15 NA 0.00 17.17 13.63 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335B2 2036-02-15 NA 0.00 0.01 0.01 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337F1 2037-02-15 NA 0.00 7000.04 4150.50 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337V6 2034-05-15 NA 0.00 15000.10 10334.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PB0 2026-11-15 NA 0.00 203921.50 203635.19 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PC8 2027-02-15 NA 0.00 30000.00 29651.79 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PD6 2027-05-15 NA 0.00 294996.00 288331.45 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 10000.00 8447.79 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EV6 2039-11-15 NA 0.00 0.04 0.02 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834F29 2052-11-15 NA 0.00 37.50 9.01 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KB3 2045-05-15 NA 0.00 0.30 0.11 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LX4 2042-11-15 NA 0.00 0.01 0.00 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 130000000.00 130000000.00 0.0017 N Y Y N STATE STREET MASTER FUNDS 2026-11-06 /s/ Chad Hallett Chad Hallett Deputy Treasurer