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TREASURY 912797PA9 254900HROIFWPRGM1V77 US912797PA95 U.S. Treasury Debt Y 2025-04-22 2025-04-22 2025-04-22 N N N 0.0429 1579540000.00 1579540000.00 0.0179 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.750000% 9128283Z1 254900HROIFWPRGM1V77 US9128283Z13 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0429 99748437.00 99748437.00 0.0011 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.625000% 9128285T3 254900HROIFWPRGM1V77 US9128285T35 U.S. Treasury Debt Y 2025-12-31 2025-12-31 2025-12-31 N N N 0.0420 246183592.50 246183592.50 0.0028 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 912828K74 254900HROIFWPRGM1V77 US912828K742 U.S. Treasury Debt Y 2025-08-15 2025-08-15 2025-08-15 N N N 0.0428 359932774.35 359932774.35 0.0041 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.250000% 912828M56 254900HROIFWPRGM1V77 US912828M565 U.S. Treasury Debt Y 2025-11-15 2025-11-15 2025-11-15 N N N 0.0427 201490976.05 201490976.05 0.0023 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 912828Z52 254900HROIFWPRGM1V77 US912828Z526 U.S. Treasury Debt Y 2025-01-31 2025-01-31 2025-01-31 N N N 0.0434 149646787.50 149646787.50 0.0017 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.125000% 912828ZC7 254900HROIFWPRGM1V77 US912828ZC78 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0434 845676951.00 845676951.00 0.0096 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.250000% 91282CAM3 254900HROIFWPRGM1V77 US91282CAM38 U.S. Treasury Debt Y 2025-09-30 2025-09-30 2025-09-30 N N N 0.0426 242732422.50 242732422.50 0.0028 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.375000% 91282CBC4 254900HROIFWPRGM1V77 US91282CBC47 U.S. Treasury Debt Y 2025-12-31 2025-12-31 2025-12-31 N N N 0.0421 240728515.00 240728515.00 0.0027 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.125000% 91282CFE6 254900HROIFWPRGM1V77 US91282CFE66 U.S. Treasury Debt Y 2025-08-15 2025-08-15 2025-08-15 N N N 0.0426 551149687.50 551149687.50 0.0063 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.875000% 91282CGE5 254900HROIFWPRGM1V77 US91282CGE57 U.S. Treasury Debt Y 2026-01-15 2026-01-15 2026-01-15 N N N 0.0420 249162110.00 249162110.00 0.0028 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 4.475718% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2025-01-06 2025-01-31 2025-01-31 N N N 0.0423 2008065139.52 2008065139.52 0.0228 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.125000% 91282CGG0 254900HROIFWPRGM1V77 US91282CGG06 U.S. Treasury Debt Y 2025-01-31 2025-01-31 2025-01-31 N N N 0.0434 574865110.75 574865110.75 0.0065 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.625000% 91282CGN5 254900HROIFWPRGM1V77 US91282CGN56 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0435 350099120.00 350099120.00 0.0040 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 4.444718% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2025-01-02 2025-04-30 2025-04-30 N N N 0.0433 95018791.00 95018791.00 0.0011 N Y Y N UNITED STATES TREASURY TREASURY NOTE 5.000000% 91282CJB8 254900HROIFWPRGM1V77 US91282CJB81 U.S. Treasury Debt Y 2025-09-30 2025-09-30 2025-09-30 N N N 0.0426 1357045312.50 1357045312.50 0.0154 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 4.445719% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2025-01-02 2025-10-31 2025-10-31 N N N 0.0438 1500496575.00 1500496575.00 0.0170 N Y Y N UNITED STATES TREASURY TREASURY NOTE 5.000000% 91282CJE2 254900HROIFWPRGM1V77 US91282CJE21 U.S. Treasury Debt Y 2025-10-31 2025-10-31 2025-10-31 N N N 0.0426 43247921.66 43247921.66 0.0005 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 4.520721% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2025-01-06 2026-01-31 2026-01-31 N N N 0.0440 2189311987.05 2189311987.05 0.0248 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 4.425721% 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y 2025-01-06 2026-04-30 2026-04-30 N N N 0.0441 2647046322.50 2647046322.50 0.0300 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 4.457721% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2025-01-06 2026-07-31 2026-07-31 N N N 0.0441 450231106.50 450231106.50 0.0051 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 4.480718% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2025-01-06 2026-10-31 2026-10-31 N N N 0.0441 1587685156.72 1587685156.72 0.0180 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMEN TRI-PARTY CREDIT AGRICOLE CORPO 4.290000% N/A 1VUV7VQFKUOQSJ21A208 0 BNTA3LEJ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 91282CLB5 2026-07-31 4.375000 0.00 99986500.00 102000081.93 U.S. Treasuries (including strips) Y 2025-01-07 2025-01-07 2025-01-21 Y CREDIT AGRICOLE CORPORATE AND INVESTMEN 1.0000 7 N N N 0.0429 100000000.00 100000000.00 0.0011 N N Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BAN 4.300000% N/A G5GSEF7VJP5I7OUK5573 0 BNTA3LEP6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797KS5 2025-04-17 0.00 0.00 149620700.00 147804005.46 U.S. Treasuries (including strips) USTR N/A 912797LX3 2025-01-09 0.00 0.00 9094000.00 9086506.54 U.S. Treasuries (including strips) USTR N/A 912797ML8 2025-02-27 0.00 0.00 3092000.00 3071750.49 U.S. Treasuries (including strips) USTR N/A 912810ET1 2025-02-15 7.625000 0.00 4966400.00 5128010.38 U.S. Treasuries (including strips) USTR N/A 912810FQ6 2032-04-15 3.375000 0.00 17265100.00 33439194.77 U.S. Treasuries (including strips) USTR N/A 912810PS1 2027-01-15 2.375000 0.00 3510100.00 5603058.54 U.S. Treasuries (including strips) USTR N/A 912810PV4 2028-01-15 1.750000 0.00 13512900.00 20370903.61 U.S. Treasuries (including strips) USTR N/A 912810PZ5 2029-01-15 2.500000 0.00 11444200.00 17313497.99 U.S. Treasuries (including strips) USTR N/A 912810QC5 2039-08-15 4.500000 0.00 47992000.00 47477765.72 U.S. Treasuries (including strips) USTR N/A 912810QS0 2041-08-15 3.750000 0.00 35000000.00 31258307.50 U.S. Treasuries (including strips) USTR N/A 912810RA8 2043-02-15 0.625000 0.00 884000.00 890177.32 U.S. Treasuries (including strips) USTR N/A 912810RG5 2044-05-15 3.375000 0.00 8000000.00 6510309.39 U.S. Treasuries (including strips) USTR N/A 912810RH3 2044-08-15 3.125000 0.00 299200.00 235835.65 U.S. Treasuries (including strips) USTR N/A 912810RL4 2045-02-15 0.750000 0.00 18604600.00 18117068.91 U.S. Treasuries (including strips) USTR N/A 912810SG4 2049-02-15 1.000000 0.00 11111600.00 10197991.31 U.S. Treasuries (including strips) USTR N/A 912810SK5 2049-11-15 2.375000 0.00 11907600.00 7601489.81 U.S. Treasuries (including strips) USTR N/A 912810SP4 2050-08-15 1.375000 0.00 89050000.00 43877272.56 U.S. Treasuries (including strips) USTR N/A 912810ST6 2040-11-15 1.375000 0.00 17726900.00 10988484.08 U.S. Treasuries (including strips) USTR N/A 912810SX7 2051-05-15 2.375000 0.00 4210000.00 2659562.06 U.S. Treasuries (including strips) USTR N/A 912810TF5 2042-02-15 2.375000 0.00 17532400.00 12621579.15 U.S. Treasuries (including strips) USTR N/A 912810TK4 2042-08-15 3.375000 0.00 13866300.00 11621862.55 U.S. Treasuries (including strips) USTR N/A 912810TM0 2042-11-15 4.000000 0.00 108000.00 97647.43 U.S. Treasuries (including strips) USTR N/A 912810TP3 2053-02-15 1.500000 0.00 19046000.00 16292511.12 U.S. Treasuries (including strips) USTR N/A 912810TU2 2043-08-15 4.375000 0.00 9098300.00 8706565.87 U.S. Treasuries (including strips) USTR N/A 912810TX6 2054-02-15 4.250000 0.00 2616100.00 2428940.28 U.S. Treasuries (including strips) USTR N/A 9128283W8 2028-02-15 2.750000 0.00 26650300.00 25719338.40 U.S. Treasuries (including strips) USTR N/A 9128284V9 2028-08-15 2.875000 0.00 8000000.00 7697026.00 U.S. Treasuries (including strips) USTR N/A 9128286X3 2026-05-31 2.125000 0.00 2290700.00 2228591.68 U.S. Treasuries (including strips) USTR N/A 912828R36 2026-05-15 1.625000 0.00 24538400.00 23735280.67 U.S. Treasuries (including strips) USTR N/A 912828V49 2027-01-15 0.375000 0.00 9741900.00 12358252.37 U.S. Treasuries (including strips) USTR N/A 912828X88 2027-05-15 2.375000 0.00 3298900.00 3169061.75 U.S. Treasuries (including strips) USTR N/A 912828Y38 2028-07-15 0.750000 0.00 58785400.00 71240281.59 U.S. Treasuries (including strips) USTR N/A 912828Z37 2030-01-15 0.125000 0.00 101276300.00 112894033.39 U.S. Treasuries (including strips) USTR N/A 912828ZE3 2027-03-31 0.625000 0.00 28440100.00 26300883.17 U.S. Treasuries (including strips) USTR N/A 912828ZJ2 2025-04-15 0.125000 0.00 52316800.00 63536053.78 U.S. Treasuries (including strips) USTR N/A 912828ZN3 2027-04-30 0.500000 0.00 783400.00 719282.27 U.S. Treasuries (including strips) USTR N/A 91282CAH4 2027-08-31 0.500000 0.00 261373200.00 237192541.47 U.S. Treasuries (including strips) USTR N/A 91282CAL5 2027-09-30 0.375000 0.00 2756000.00 2482050.30 U.S. Treasuries (including strips) USTR N/A 91282CAQ4 2025-10-15 0.125000 0.00 462481600.00 555937550.31 U.S. Treasuries (including strips) USTR N/A 91282CAT8 2025-10-31 0.250000 0.00 175600.00 169989.63 U.S. Treasuries (including strips) USTR N/A 91282CBL4 2031-02-15 1.125000 0.00 18590000.00 15421497.16 U.S. Treasuries (including strips) USTR N/A 91282CBT7 2026-03-31 0.750000 0.00 14300000.00 13724519.44 U.S. Treasuries (including strips) USTR N/A 91282CCA7 2026-04-15 0.125000 0.00 27316900.00 32083067.25 U.S. Treasuries (including strips) USTR N/A 91282CCB5 2031-05-15 1.625000 0.00 6838600.00 5784736.98 U.S. Treasuries (including strips) USTR N/A 91282CCM1 2031-07-15 0.125000 0.00 47586900.00 49371140.02 U.S. Treasuries (including strips) USTR N/A 91282CCS8 2031-08-15 1.250000 0.00 7276300.00 5974871.90 U.S. Treasuries (including strips) USTR N/A 91282CCV1 2028-08-31 1.125000 0.00 150893400.00 135134762.67 U.S. Treasuries (including strips) USTR N/A 91282CCZ2 2026-09-30 0.875000 0.00 110146300.00 104192070.58 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 80500000.00 65937810.66 U.S. Treasuries (including strips) USTR N/A 91282CDL2 2028-11-30 1.500000 0.00 133795700.00 120326148.78 U.S. Treasuries (including strips) USTR N/A 91282CDY4 2032-02-15 1.875000 0.00 246600000.00 209293920.45 U.S. Treasuries (including strips) USTR N/A 91282CEC1 2027-02-28 1.875000 0.00 11000000.00 10534458.67 U.S. Treasuries (including strips) USTR N/A 91282CEZ0 2032-07-15 0.625000 0.00 20869800.00 20333515.39 U.S. Treasuries (including strips) USTR N/A 91282CFB2 2027-07-31 2.750000 0.00 147255000.00 143505213.86 U.S. Treasuries (including strips) USTR N/A 91282CFC0 2029-07-31 2.625000 0.00 127125600.00 119318400.31 U.S. Treasuries (including strips) USTR N/A 91282CFF3 2032-08-15 2.750000 0.00 122057500.00 109514444.10 U.S. Treasuries (including strips) USTR N/A 91282CFL0 2029-09-30 3.875000 0.00 80117000.00 79157355.05 U.S. Treasuries (including strips) USTR N/A 91282CFR7 2027-10-15 1.625000 0.00 12802600.00 13603201.14 U.S. Treasuries (including strips) USTR N/A 91282CFT3 2029-10-31 4.000000 0.00 3402600.00 3368952.81 U.S. Treasuries (including strips) USTR N/A 91282CFV8 2032-11-15 4.125000 0.00 25600000.00 25119711.05 U.S. Treasuries (including strips) USTR N/A 91282CFZ9 2027-11-30 3.875000 0.00 12834300.00 12732012.39 U.S. Treasuries (including strips) USTR N/A 91282CGB1 2029-12-31 3.875000 0.00 26788000.00 26173108.25 U.S. Treasuries (including strips) USTR N/A 91282CGC9 2027-12-31 3.875000 0.00 23225600.00 22961013.96 U.S. Treasuries (including strips) USTR N/A 91282CGQ8 2030-02-28 4.000000 0.00 14600000.00 14526367.28 U.S. Treasuries (including strips) USTR N/A 91282CGS4 2030-03-31 3.625000 0.00 6469000.00 6293056.71 U.S. Treasuries (including strips) USTR N/A 91282CGW5 2028-04-15 1.250000 0.00 74749600.00 76833762.24 U.S. Treasuries (including strips) USTR N/A 91282CGX3 2025-04-30 3.875000 0.00 4998800.00 5023502.55 U.S. Treasuries (including strips) USTR N/A 91282CHE4 2028-05-31 3.625000 0.00 39999900.00 39245030.89 U.S. Treasuries (including strips) USTR N/A 91282CHJ3 2030-06-30 3.750000 0.00 24523400.00 23727566.62 U.S. Treasuries (including strips) USTR N/A 91282CHK0 2028-06-30 4.000000 0.00 9632900.00 9533295.81 U.S. Treasuries (including strips) USTR N/A 91282CHV6 2025-08-31 5.000000 0.00 1103100.00 1126881.54 U.S. Treasuries (including strips) USTR N/A 91282CHW4 2030-08-31 4.125000 0.00 7780000.00 7768415.07 U.S. Treasuries (including strips) USTR N/A 91282CJB8 2025-09-30 5.000000 0.00 200.00 203.59 U.S. Treasuries (including strips) USTR N/A 91282CJN2 2028-11-30 4.375000 0.00 79531400.00 79875688.40 U.S. Treasuries (including strips) USTR N/A 91282CJW2 2029-01-31 4.000000 0.00 11250000.00 11284351.14 U.S. Treasuries (including strips) USTR N/A 91282CJX0 2031-01-31 4.000000 0.00 49602000.00 49233726.73 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 6477700.00 6304751.89 U.S. Treasuries (including strips) USTR N/A 91282CKD2 2029-02-28 4.250000 0.00 356863500.00 360361905.69 U.S. Treasuries (including strips) USTR N/A 91282CKE0 2027-03-15 4.250000 0.00 14900000.00 15083883.21 U.S. Treasuries (including strips) USTR N/A 91282CKG5 2029-03-31 4.125000 0.00 8858400.00 8864803.06 U.S. Treasuries (including strips) USTR N/A 91282CKY6 2026-06-30 4.625000 0.00 52420600.00 52715046.51 U.S. Treasuries (including strips) USTR N/A 91282CLD1 2031-07-31 4.125000 0.00 57652100.00 57512820.37 U.S. Treasuries (including strips) USTR N/A 91282CLJ8 2031-08-31 3.750000 0.00 47436500.00 46063978.09 U.S. Treasuries (including strips) USTR N/A 91282CLM1 2031-09-30 3.625000 0.00 103097600.00 98983602.44 U.S. Treasuries (including strips) USTR N/A 91282CLS8 2026-10-31 4.125000 0.00 16970800.00 17053243.59 U.S. Treasuries (including strips) USTR N/A 91282CLU3 2031-10-31 4.125000 0.00 23300000.00 22982536.73 U.S. Treasuries (including strips) USTR N/A 91282CMB4 2027-12-15 4.000000 0.00 20377200.00 20256571.91 U.S. Treasuries (including strips) USTR N/A 91282CME8 2026-12-31 4.250000 0.00 86983300.00 86998261.13 U.S. Treasuries (including strips) USTR N/A 912834JP4 2041-02-15 0.00 0.00 709.00 312.84 U.S. Treasuries (including strips) Y 2025-01-07 2025-01-07 2025-01-30 Y Barclays Bank PLC 1.0000 7 N N N 0.0430 4000000000.00 4000000000.00 0.0454 N N Y N RBC DOMINION SECURITIES INC TRI-PARTY RBC DOMINION SECURIT 4.300000% N/A 549300QJJX6CVVUXLE15 0 BNTA3LEV3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797LX3 2025-01-09 0.00 0.00 3549800.00 3546874.96 U.S. Treasuries (including strips) USTR N/A 912810PZ5 2029-01-15 2.500000 0.00 140100.00 211951.99 U.S. Treasuries (including strips) USTR N/A 912810QB7 2039-05-15 4.250000 0.00 2144000.00 2045831.71 U.S. Treasuries (including strips) USTR N/A 912810QD3 2039-11-15 4.375000 0.00 537800.00 518232.89 U.S. Treasuries (including strips) USTR N/A 912810QY7 2042-11-15 2.750000 0.00 800.00 599.96 U.S. Treasuries (including strips) USTR N/A 912810RB6 2043-05-15 2.875000 0.00 13000200.00 9882990.14 U.S. Treasuries (including strips) USTR N/A 912810RF7 2044-02-15 1.375000 0.00 6166100.00 6976190.21 U.S. Treasuries (including strips) USTR N/A 912810RG5 2044-05-15 3.375000 0.00 1100.00 895.17 U.S. Treasuries (including strips) USTR N/A 912810RH3 2044-08-15 3.125000 0.00 49987200.00 39400948.27 U.S. Treasuries (including strips) USTR N/A 912810RK6 2045-02-15 2.500000 0.00 500.00 351.20 U.S. Treasuries (including strips) USTR N/A 912810RL4 2045-02-15 0.750000 0.00 40475800.00 39415136.98 U.S. Treasuries (including strips) USTR N/A 912810RQ3 2046-02-15 2.500000 0.00 189588000.00 131242672.18 U.S. Treasuries (including strips) USTR N/A 912810RR1 2046-02-15 1.000000 0.00 30000.00 30201.87 U.S. Treasuries (including strips) USTR N/A 912810RT7 2046-08-15 2.250000 0.00 109273400.00 71375254.05 U.S. Treasuries (including strips) USTR N/A 912810RV2 2047-02-15 3.000000 0.00 2318200.00 1743096.31 U.S. Treasuries (including strips) USTR N/A 912810SA7 2048-02-15 3.000000 0.00 100.00 74.54 U.S. Treasuries (including strips) USTR N/A 912810SD1 2048-08-15 3.000000 0.00 837100.00 620500.38 U.S. Treasuries (including strips) USTR N/A 912810SF6 2049-02-15 3.000000 0.00 100.00 73.85 U.S. Treasuries (including strips) USTR N/A 912810SP4 2050-08-15 1.375000 0.00 262100.00 129143.55 U.S. Treasuries (including strips) USTR N/A 912810SV1 2051-02-15 0.125000 0.00 100.00 66.61 U.S. Treasuries (including strips) USTR N/A 912810TD0 2052-02-15 2.250000 0.00 26159800.00 16081828.61 U.S. Treasuries (including strips) USTR N/A 912810TE8 2052-02-15 0.125000 0.00 4229400.00 2594796.52 U.S. Treasuries (including strips) USTR N/A 912810TG3 2052-05-15 2.875000 0.00 2500.00 1759.73 U.S. Treasuries (including strips) USTR N/A 912810TJ7 2052-08-15 3.000000 0.00 3462800.00 2523678.25 U.S. Treasuries (including strips) USTR N/A 912810TP3 2053-02-15 1.500000 0.00 4010000.00 3430272.47 U.S. Treasuries (including strips) USTR N/A 912810TY4 2054-02-15 2.125000 0.00 3248100.00 3116042.61 U.S. Treasuries (including strips) USTR N/A 912810TZ1 2044-02-15 4.500000 0.00 36731100.00 35662996.34 U.S. Treasuries (including strips) USTR N/A 912810UA4 2054-05-15 4.625000 0.00 2122900.00 2076090.21 U.S. Treasuries (including strips) USTR N/A 912810UE6 2054-11-15 4.500000 0.00 110395100.00 105925338.41 U.S. Treasuries (including strips) USTR N/A 9128282L3 2027-07-15 0.375000 0.00 68000.00 84800.58 U.S. Treasuries (including strips) USTR N/A 9128282R0 2027-08-15 2.250000 0.00 100.00 95.88 U.S. Treasuries (including strips) USTR N/A 9128283F5 2027-11-15 2.250000 0.00 2300.00 2181.03 U.S. Treasuries (including strips) USTR N/A 9128283R9 2028-01-15 0.500000 0.00 8296500.00 10173109.41 U.S. Treasuries (including strips) USTR N/A 9128284N7 2028-05-15 2.875000 0.00 49999900.00 47944069.86 U.S. Treasuries (including strips) USTR N/A 912828S50 2026-07-15 0.125000 0.00 70044600.00 90091513.90 U.S. Treasuries (including strips) USTR N/A 912828V49 2027-01-15 0.375000 0.00 26683800.00 33850186.77 U.S. Treasuries (including strips) USTR N/A 912828Y38 2028-07-15 0.750000 0.00 159872700.00 193744980.33 U.S. Treasuries (including strips) USTR N/A 912828ZE3 2027-03-31 0.625000 0.00 200.00 184.96 U.S. Treasuries (including strips) USTR N/A 912828ZZ6 2030-07-15 0.125000 0.00 1959800.00 2175809.96 U.S. Treasuries (including strips) USTR N/A 91282CAU5 2027-10-31 0.500000 0.00 500.00 450.36 U.S. Treasuries (including strips) USTR N/A 91282CAZ4 2025-11-30 0.375000 0.00 8406000.00 8120468.09 U.S. Treasuries (including strips) USTR N/A 91282CBF7 2031-01-15 0.125000 0.00 400.00 430.79 U.S. Treasuries (including strips) USTR N/A 91282CBZ3 2028-04-30 1.250000 0.00 2200.00 1997.36 U.S. Treasuries (including strips) USTR N/A 91282CCH2 2028-06-30 1.250000 0.00 1000.00 900.80 U.S. Treasuries (including strips) USTR N/A 91282CCP4 2026-07-31 0.625000 0.00 102400.00 97049.25 U.S. Treasuries (including strips) USTR N/A 91282CCR0 2028-07-31 1.000000 0.00 7208100.00 6447462.43 U.S. Treasuries (including strips) USTR N/A 91282CCZ2 2026-09-30 0.875000 0.00 200.00 189.19 U.S. Treasuries (including strips) USTR N/A 91282CDF5 2028-10-31 1.375000 0.00 133100.00 119513.95 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 58140600.00 47623153.72 U.S. Treasuries (including strips) USTR N/A 91282CDL2 2028-11-30 1.500000 0.00 700.00 629.52 U.S. Treasuries (including strips) USTR N/A 91282CDP3 2028-12-31 1.375000 0.00 26200.00 23360.00 U.S. Treasuries (including strips) USTR N/A 91282CDW8 2029-01-31 1.750000 0.00 6282900.00 5719071.39 U.S. Treasuries (including strips) USTR N/A 91282CDX6 2032-01-15 0.125000 0.00 133593000.00 131994823.20 U.S. Treasuries (including strips) USTR N/A 91282CEJ6 2027-04-15 0.125000 0.00 8800.00 9428.31 U.S. Treasuries (including strips) USTR N/A 91282CEM9 2029-04-30 2.875000 0.00 2587400.00 2447495.69 U.S. Treasuries (including strips) USTR N/A 91282CES6 2029-05-31 2.750000 0.00 101930000.00 95551835.54 U.S. Treasuries (including strips) USTR N/A 91282CEV9 2029-06-30 3.250000 0.00 2000.00 1908.43 U.S. Treasuries (including strips) USTR N/A 91282CFB2 2027-07-31 2.750000 0.00 322900.00 314677.49 U.S. Treasuries (including strips) USTR N/A 91282CFL0 2029-09-30 3.875000 0.00 1000.00 988.02 U.S. Treasuries (including strips) USTR N/A 91282CGB1 2029-12-31 3.875000 0.00 151857000.00 148371274.42 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 14174100.00 13895890.43 U.S. Treasuries (including strips) USTR N/A 91282CGR6 2026-03-15 4.625000 0.00 1000.00 1018.18 U.S. Treasuries (including strips) USTR N/A 91282CGW5 2028-04-15 1.250000 0.00 7475200.00 7683622.92 U.S. Treasuries (including strips) USTR N/A 91282CHC8 2033-05-15 3.375000 0.00 232900.00 215189.04 U.S. Treasuries (including strips) USTR N/A 91282CHF1 2030-05-31 3.750000 0.00 24864600.00 24149138.07 U.S. Treasuries (including strips) USTR N/A 91282CHJ3 2030-06-30 3.750000 0.00 101397800.00 98107238.59 U.S. Treasuries (including strips) USTR N/A 91282CHK0 2028-06-30 4.000000 0.00 48294000.00 47794640.04 U.S. Treasuries (including strips) USTR N/A 91282CHP9 2033-07-15 1.375000 0.00 22087500.00 21623829.97 U.S. Treasuries (including strips) USTR N/A 91282CHT1 2033-08-15 3.875000 0.00 430780000.00 416620799.88 U.S. Treasuries (including strips) USTR N/A 91282CHZ7 2030-09-30 4.625000 0.00 279008000.00 284930101.05 U.S. Treasuries (including strips) USTR N/A 91282CJC6 2026-10-15 4.625000 0.00 39999600.00 40640419.76 U.S. Treasuries (including strips) USTR N/A 91282CJG7 2030-10-31 4.875000 0.00 173146000.00 178402501.14 U.S. Treasuries (including strips) USTR N/A 91282CJH5 2028-10-15 2.375000 0.00 8387600.00 8821051.43 U.S. Treasuries (including strips) USTR N/A 91282CJM4 2030-11-30 4.375000 0.00 171005000.00 171019699.93 U.S. Treasuries (including strips) USTR N/A 91282CJT9 2027-01-15 4.000000 0.00 100.00 101.35 U.S. Treasuries (including strips) USTR N/A 91282CJX0 2031-01-31 4.000000 0.00 205825400.00 204297235.94 U.S. Treasuries (including strips) USTR N/A 91282CKF7 2031-03-31 4.125000 0.00 40107000.00 39803663.70 U.S. Treasuries (including strips) USTR N/A 91282CKL4 2029-04-15 2.125000 0.00 9193200.00 9437093.27 U.S. Treasuries (including strips) USTR N/A 91282CKQ3 2034-05-15 4.375000 0.00 1000.00 991.21 U.S. Treasuries (including strips) USTR N/A 91282CKU4 2031-05-31 4.625000 0.00 179014300.00 181287222.01 U.S. Treasuries (including strips) USTR N/A 91282CKW0 2031-06-30 4.250000 0.00 2589000.00 2557869.86 U.S. Treasuries (including strips) USTR N/A 91282CKY6 2026-06-30 4.625000 0.00 5213300.00 5242583.11 U.S. Treasuries (including strips) USTR N/A 91282CLF6 2034-08-15 3.875000 0.00 100.00 96.11 U.S. Treasuries (including strips) USTR N/A 91282CLV1 2029-10-15 1.625000 0.00 100.00 98.97 U.S. Treasuries (including strips) Y 2025-01-07 2025-01-07 2025-01-30 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0430 3000000000.00 3000000000.00 0.0340 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE TRI-PARTY CANADIAN IMPERIAL BAN 4.300000% N/A 2IGI19DL77OX0HC3ZE78 0 BNTA3LFF7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797NM5 2025-05-22 0.00 0.00 111270400.00 109481728.32 U.S. Treasuries (including strips) USTR N/A 912797NY9 2025-04-08 0.00 0.00 1200.00 1186.65 U.S. Treasuries (including strips) USTR N/A 912810PV4 2028-01-15 1.750000 0.00 1000.00 1507.52 U.S. Treasuries (including strips) USTR N/A 912810QW1 2042-05-15 3.000000 0.00 100.00 78.86 U.S. Treasuries (including strips) USTR N/A 912810QW1 2042-05-15 3.000000 0.00 100.00 78.86 U.S. Treasuries (including strips) USTR N/A 912810RG5 2044-05-15 3.375000 0.00 100.00 81.38 U.S. Treasuries (including strips) USTR N/A 912810RQ3 2046-02-15 2.500000 0.00 100.00 69.23 U.S. Treasuries (including strips) USTR N/A 912810SC3 2048-05-15 3.125000 0.00 100.00 75.35 U.S. Treasuries (including strips) USTR N/A 912810SW9 2041-02-15 1.875000 0.00 1000.00 677.11 U.S. Treasuries (including strips) USTR N/A 912810TL2 2052-11-15 4.000000 0.00 200.00 175.48 U.S. Treasuries (including strips) USTR N/A 912810TW8 2043-11-15 4.750000 0.00 50403400.00 50045027.39 U.S. Treasuries (including strips) USTR N/A 912810TX6 2054-02-15 4.250000 0.00 900.00 835.61 U.S. Treasuries (including strips) USTR N/A 9128283R9 2028-01-15 0.500000 0.00 2770100.00 3396676.95 U.S. Treasuries (including strips) USTR N/A 9128284N7 2028-05-15 2.875000 0.00 197639000.00 189512739.49 U.S. Treasuries (including strips) USTR N/A 9128285W6 2029-01-15 0.875000 0.00 100.00 119.87 U.S. Treasuries (including strips) USTR N/A 9128286F2 2026-02-28 2.500000 0.00 2000.00 1977.53 U.S. Treasuries (including strips) USTR N/A 912828N71 2026-01-15 0.625000 0.00 288000.00 378229.97 U.S. Treasuries (including strips) USTR N/A 912828U24 2026-11-15 2.000000 0.00 3138400.00 3019936.18 U.S. Treasuries (including strips) USTR N/A 912828Z94 2030-02-15 1.500000 0.00 213600.00 186668.67 U.S. Treasuries (including strips) USTR N/A 91282CCA7 2026-04-15 0.125000 0.00 100.00 117.45 U.S. Treasuries (including strips) USTR N/A 91282CCR0 2028-07-31 1.000000 0.00 100.00 89.45 U.S. Treasuries (including strips) USTR N/A 91282CCV1 2028-08-31 1.125000 0.00 97142500.00 86997368.22 U.S. Treasuries (including strips) USTR N/A 91282CDC2 2026-10-15 0.125000 0.00 17169800.00 19280301.55 U.S. Treasuries (including strips) USTR N/A 91282CEN7 2027-04-30 2.750000 0.00 100.00 97.14 U.S. Treasuries (including strips) USTR N/A 91282CET4 2027-05-31 2.625000 0.00 14999600.00 14473017.70 U.S. Treasuries (including strips) USTR N/A 91282CEZ0 2032-07-15 0.625000 0.00 200.00 194.86 U.S. Treasuries (including strips) USTR N/A 91282CFY2 2029-11-30 3.875000 0.00 1000.00 980.95 U.S. Treasuries (including strips) USTR N/A 91282CGQ8 2030-02-28 4.000000 0.00 200.00 199.00 U.S. Treasuries (including strips) USTR N/A 91282CGW5 2028-04-15 1.250000 0.00 248800.00 255737.02 U.S. Treasuries (including strips) USTR N/A 91282CJE2 2025-10-31 5.000000 0.00 76600.00 77689.67 U.S. Treasuries (including strips) USTR N/A 91282CJH5 2028-10-15 2.375000 0.00 5191300.00 5459574.16 U.S. Treasuries (including strips) USTR N/A 91282CJN2 2028-11-30 4.375000 0.00 479300.00 481374.87 U.S. Treasuries (including strips) USTR N/A 91282CKD2 2029-02-28 4.250000 0.00 1000.00 1009.80 U.S. Treasuries (including strips) USTR N/A 91282CKG5 2029-03-31 4.125000 0.00 2319800.00 2321476.81 U.S. Treasuries (including strips) USTR N/A 91282CKL4 2029-04-15 2.125000 0.00 20892600.00 21446875.40 U.S. Treasuries (including strips) USTR N/A 91282CKR1 2027-05-15 4.500000 0.00 100.00 101.08 U.S. Treasuries (including strips) USTR N/A 91282CKU4 2031-05-31 4.625000 0.00 2306300.00 2335582.81 U.S. Treasuries (including strips) USTR N/A 91282CKV2 2027-06-15 4.625000 0.00 829300.00 837954.55 U.S. Treasuries (including strips) USTR N/A 91282CKZ3 2027-07-15 4.375000 0.00 1900.00 1943.07 U.S. Treasuries (including strips) USTR N/A 91282CLJ8 2031-08-31 3.750000 0.00 100.00 97.10 U.S. Treasuries (including strips) USTR N/A 91282CLM1 2031-09-30 3.625000 0.00 400.00 384.03 U.S. Treasuries (including strips) Y 2025-01-07 2025-01-07 2025-01-30 Y CANADIAN IMPERIAL BANK OF COMMER 1.0000 7 N N N 0.0430 500000000.00 500000000.00 0.0057 N N Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & 4.520000% N/A FOR8UP27PHTHYVLBNG30 0 BNTA4H0Q7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810SE9 2048-11-15 3.375000 0.00 544624000.00 429355786.73 U.S. Treasuries (including strips) USTR N/A 912810SW9 2041-02-15 1.875000 0.00 866968000.00 587912891.74 U.S. Treasuries (including strips) USTR N/A 91282CDW8 2029-01-31 1.750000 0.00 3000000.00 2731352.44 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0452 1000000000.00 1000000000.00 0.0113 N Y Y N RBC DOMINION SECURITIES INC TRI-PARTY RBC DOMINION SECURIT 4.450000% N/A 549300QJJX6CVVUXLE15 0 BNTA4VGP1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810FD5 2028-04-15 3.625000 0.00 277900.00 572981.75 U.S. Treasuries (including strips) USTR N/A 912810QF8 2040-02-15 2.125000 0.00 20448300.00 29036847.92 U.S. Treasuries (including strips) USTR N/A 912810RG5 2044-05-15 3.375000 0.00 100.00 81.38 U.S. Treasuries (including strips) USTR N/A 912810RH3 2044-08-15 3.125000 0.00 100.00 78.82 U.S. Treasuries (including strips) USTR N/A 912810RK6 2045-02-15 2.500000 0.00 1708200.00 1199826.02 U.S. Treasuries (including strips) USTR N/A 912810RL4 2045-02-15 0.750000 0.00 213535100.00 207939440.78 U.S. Treasuries (including strips) USTR N/A 912810RQ3 2046-02-15 2.500000 0.00 200.00 138.46 U.S. Treasuries (including strips) USTR N/A 912810RT7 2046-08-15 2.250000 0.00 59534200.00 38886578.52 U.S. Treasuries (including strips) USTR N/A 912810SA7 2048-02-15 3.000000 0.00 7713100.00 5749907.80 U.S. Treasuries (including strips) USTR N/A 912810SD1 2048-08-15 3.000000 0.00 14350900.00 10637604.62 U.S. Treasuries (including strips) USTR N/A 912810SF6 2049-02-15 3.000000 0.00 106449500.00 78623068.46 U.S. Treasuries (including strips) USTR N/A 912810SP4 2050-08-15 1.375000 0.00 2583600.00 1273007.54 U.S. Treasuries (including strips) USTR N/A 912810SR0 2040-05-15 1.125000 0.00 200.00 120.74 U.S. Treasuries (including strips) USTR N/A 912810TC2 2041-11-15 2.000000 0.00 600.00 404.47 U.S. Treasuries (including strips) USTR N/A 912810TF5 2042-02-15 2.375000 0.00 19432900.00 13989749.57 U.S. Treasuries (including strips) USTR N/A 912810TG3 2052-05-15 2.875000 0.00 93930800.00 66117262.19 U.S. Treasuries (including strips) USTR N/A 912810TJ7 2052-08-15 3.000000 0.00 855500.00 623485.84 U.S. Treasuries (including strips) USTR N/A 912810TK4 2042-08-15 3.375000 0.00 89900.00 75348.54 U.S. Treasuries (including strips) USTR N/A 912810TM0 2042-11-15 4.000000 0.00 100.00 90.42 U.S. Treasuries (including strips) USTR N/A 912810TR9 2053-05-15 3.625000 0.00 100.00 81.78 U.S. Treasuries (including strips) USTR N/A 912810TT5 2053-08-15 4.125000 0.00 19503800.00 17680306.85 U.S. Treasuries (including strips) USTR N/A 912810TU2 2043-08-15 4.375000 0.00 11872700.00 11361511.99 U.S. Treasuries (including strips) USTR N/A 912810TY4 2054-02-15 2.125000 0.00 10993900.00 10546923.08 U.S. Treasuries (including strips) USTR N/A 912810TZ1 2044-02-15 4.500000 0.00 100.00 97.09 U.S. Treasuries (including strips) USTR N/A 912810UB2 2044-05-15 4.625000 0.00 2138600.00 2084715.99 U.S. Treasuries (including strips) USTR N/A 912810UE6 2054-11-15 4.500000 0.00 402500.00 386203.27 U.S. Treasuries (including strips) USTR N/A 9128282L3 2027-07-15 0.375000 0.00 100.00 124.70 U.S. Treasuries (including strips) USTR N/A 9128282R0 2027-08-15 2.250000 0.00 100.00 95.88 U.S. Treasuries (including strips) USTR N/A 912828V49 2027-01-15 0.375000 0.00 1756400.00 2228110.99 U.S. Treasuries (including strips) USTR N/A 912828Y38 2028-07-15 0.750000 0.00 1200.00 1454.25 U.S. Treasuries (including strips) USTR N/A 912828ZE3 2027-03-31 0.625000 0.00 1200.00 1109.74 U.S. Treasuries (including strips) USTR N/A 912828ZZ6 2030-07-15 0.125000 0.00 100.00 111.02 U.S. Treasuries (including strips) USTR N/A 91282CAH4 2027-08-31 0.500000 0.00 77927000.00 70717667.99 U.S. Treasuries (including strips) USTR N/A 91282CAQ4 2025-10-15 0.125000 0.00 94510600.00 113608825.61 U.S. Treasuries (including strips) USTR N/A 91282CAU5 2027-10-31 0.500000 0.00 2200.00 1981.59 U.S. Treasuries (including strips) USTR N/A 91282CAZ4 2025-11-30 0.375000 0.00 398400.00 384867.30 U.S. Treasuries (including strips) USTR N/A 91282CBF7 2031-01-15 0.125000 0.00 7836100.00 8439333.41 U.S. Treasuries (including strips) USTR N/A 91282CBJ9 2028-01-31 0.750000 0.00 100.00 90.15 U.S. Treasuries (including strips) USTR N/A 91282CBT7 2026-03-31 0.750000 0.00 100.00 95.98 U.S. Treasuries (including strips) USTR N/A 91282CBZ3 2028-04-30 1.250000 0.00 100.00 90.79 U.S. Treasuries (including strips) USTR N/A 91282CCA7 2026-04-15 0.125000 0.00 2097200.00 2463112.89 U.S. Treasuries (including strips) USTR N/A 91282CCH2 2028-06-30 1.250000 0.00 4000.00 3603.21 U.S. Treasuries (including strips) USTR N/A 91282CCM1 2031-07-15 0.125000 0.00 5767800.00 5984059.93 U.S. Treasuries (including strips) USTR N/A 91282CCP4 2026-07-31 0.625000 0.00 68100.00 64541.54 U.S. Treasuries (including strips) USTR N/A 91282CCZ2 2026-09-30 0.875000 0.00 100.00 94.59 U.S. Treasuries (including strips) USTR N/A 91282CDF5 2028-10-31 1.375000 0.00 100.00 89.79 U.S. Treasuries (including strips) USTR N/A 91282CDL2 2028-11-30 1.500000 0.00 1200.00 1079.19 U.S. Treasuries (including strips) USTR N/A 91282CDP3 2028-12-31 1.375000 0.00 103100.00 91924.27 U.S. Treasuries (including strips) USTR N/A 91282CDQ1 2026-12-31 1.250000 0.00 100.00 94.32 U.S. Treasuries (including strips) USTR N/A 91282CDW8 2029-01-31 1.750000 0.00 328400.00 298929.33 U.S. Treasuries (including strips) USTR N/A 91282CDX6 2032-01-15 0.125000 0.00 5040400.00 4980101.55 U.S. Treasuries (including strips) USTR N/A 91282CEM9 2029-04-30 2.875000 0.00 402483200.00 380720375.13 U.S. Treasuries (including strips) USTR N/A 91282CEV9 2029-06-30 3.250000 0.00 2000.00 1908.43 U.S. Treasuries (including strips) USTR N/A 91282CEZ0 2032-07-15 0.625000 0.00 100.00 97.43 U.S. Treasuries (including strips) USTR N/A 91282CFL0 2029-09-30 3.875000 0.00 3148000.00 3110293.11 U.S. Treasuries (including strips) USTR N/A 91282CFR7 2027-10-15 1.625000 0.00 1000000.00 1062534.26 U.S. Treasuries (including strips) USTR N/A 91282CGB1 2029-12-31 3.875000 0.00 3940800.00 3850342.88 U.S. Treasuries (including strips) USTR N/A 91282CGC9 2027-12-31 3.875000 0.00 24635500.00 24354852.38 U.S. Treasuries (including strips) USTR N/A 91282CGP0 2028-02-29 4.000000 0.00 1000.00 1004.45 U.S. Treasuries (including strips) USTR N/A 91282CGQ8 2030-02-28 4.000000 0.00 2969000.00 2954026.33 U.S. Treasuries (including strips) USTR N/A 91282CGR6 2026-03-15 4.625000 0.00 765800.00 779720.39 U.S. Treasuries (including strips) USTR N/A 91282CGV7 2026-04-15 3.750000 0.00 8683000.00 8697124.56 U.S. Treasuries (including strips) USTR N/A 91282CGW5 2028-04-15 1.250000 0.00 91148300.00 93689689.45 U.S. Treasuries (including strips) USTR N/A 91282CHC8 2033-05-15 3.375000 0.00 1000.00 923.96 U.S. Treasuries (including strips) USTR N/A 91282CHF1 2030-05-31 3.750000 0.00 100.00 97.12 U.S. Treasuries (including strips) USTR N/A 91282CHJ3 2030-06-30 3.750000 0.00 100.00 96.75 U.S. Treasuries (including strips) USTR N/A 91282CHP9 2033-07-15 1.375000 0.00 33197800.00 32500897.91 U.S. Treasuries (including strips) USTR N/A 91282CHR5 2030-07-31 4.000000 0.00 3100.00 3086.87 U.S. Treasuries (including strips) USTR N/A 91282CHW4 2030-08-31 4.125000 0.00 289965900.00 289534121.63 U.S. Treasuries (including strips) USTR N/A 91282CHZ7 2030-09-30 4.625000 0.00 7368300.00 7524696.29 U.S. Treasuries (including strips) USTR N/A 91282CJG7 2030-10-31 4.875000 0.00 183239000.00 188801912.31 U.S. Treasuries (including strips) USTR N/A 91282CJJ1 2033-11-15 4.500000 0.00 381500.00 382227.61 U.S. Treasuries (including strips) USTR N/A 91282CJQ5 2030-12-31 3.750000 0.00 1199200.00 1155667.84 U.S. Treasuries (including strips) USTR N/A 91282CJT9 2027-01-15 4.000000 0.00 47900.00 48546.91 U.S. Treasuries (including strips) USTR N/A 91282CKC4 2031-02-28 4.250000 0.00 6067400.00 6085870.41 U.S. Treasuries (including strips) USTR N/A 91282CKD2 2029-02-28 4.250000 0.00 49999800.00 50489958.24 U.S. Treasuries (including strips) USTR N/A 91282CKF7 2031-03-31 4.125000 0.00 205985000.00 204427099.20 U.S. Treasuries (including strips) USTR N/A 91282CKL4 2029-04-15 2.125000 0.00 13800700.00 14166829.09 U.S. Treasuries (including strips) USTR N/A 91282CKY6 2026-06-30 4.625000 0.00 1134600.00 1140973.05 U.S. Treasuries (including strips) USTR N/A 91282CLQ2 2027-10-15 3.875000 0.00 18499900.00 18457629.86 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 2000000000.00 2000000000.00 0.0227 N Y Y N BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITA 4.450000% N/A AC28XWWI3WIBK2824319 0 BNTA4VGQ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912803BE2 2025-02-15 0.00 0.00 100500.00 99978.40 U.S. Treasuries (including strips) USTR N/A 912803BF9 2025-08-15 0.00 0.00 792000.00 773985.96 U.S. Treasuries (including strips) USTR N/A 912803BG7 2026-02-15 0.00 0.00 1073800.00 1025582.08 U.S. Treasuries (including strips) USTR N/A 912803BH5 2026-08-15 0.00 0.00 3802400.00 3559856.31 U.S. Treasuries (including strips) USTR N/A 912803BJ1 2026-11-15 0.00 0.00 1426100.00 1325407.36 U.S. Treasuries (including strips) USTR N/A 912803BK8 2027-02-15 0.00 0.00 473000.00 434670.45 U.S. Treasuries (including strips) USTR N/A 912803BL6 2027-08-15 0.00 0.00 359900.00 322354.87 U.S. Treasuries (including strips) USTR N/A 912803BM4 2027-11-15 0.00 0.00 2034000.00 1802219.60 U.S. Treasuries (including strips) USTR N/A 912803BP7 2028-08-15 0.00 0.00 192100.00 165043.48 U.S. Treasuries (including strips) USTR N/A 912803BV4 2028-11-15 0.00 0.00 678600.00 574392.15 U.S. Treasuries (including strips) USTR N/A 912803BW2 2029-02-15 0.00 0.00 896000.00 753133.70 U.S. Treasuries (including strips) USTR N/A 912803CF8 2029-04-15 0.00 0.00 6000000.00 9320931.56 U.S. Treasuries (including strips) USTR N/A 912803CG6 2029-08-15 0.00 0.00 8578000.00 7025270.49 U.S. Treasuries (including strips) USTR N/A 912803CH4 2030-05-15 0.00 0.00 950100.00 751767.58 U.S. Treasuries (including strips) USTR N/A 912803CK7 2031-02-15 0.00 0.00 648000.00 495369.43 U.S. Treasuries (including strips) USTR N/A 912803CX9 2036-02-15 0.00 0.00 3486100.00 2137669.55 U.S. Treasuries (including strips) USTR N/A 912803CZ4 2037-02-15 0.00 0.00 562600.00 326134.16 U.S. Treasuries (including strips) USTR N/A 912803DA8 2037-05-15 0.00 0.00 24700.00 14137.39 U.S. Treasuries (including strips) USTR N/A 912803DC4 2038-02-15 0.00 0.00 34000.00 18687.62 U.S. Treasuries (including strips) USTR N/A 912803DD2 2038-05-15 0.00 0.00 310000.00 168329.07 U.S. Treasuries (including strips) USTR N/A 912803DF7 2039-02-15 0.00 0.00 66000.00 34328.91 U.S. Treasuries (including strips) USTR N/A 912803DG5 2039-05-15 0.00 0.00 2192000.00 1121291.30 U.S. Treasuries (including strips) USTR N/A 912803DH3 2039-08-15 0.00 0.00 4835000.00 2438353.35 U.S. Treasuries (including strips) USTR N/A 912803DJ9 2039-11-15 0.00 0.00 8900.00 4426.79 U.S. Treasuries (including strips) USTR N/A 912803DK6 2040-02-15 0.00 0.00 845600.00 415559.97 U.S. Treasuries (including strips) USTR N/A 912803DM2 2040-05-15 0.00 0.00 8378800.00 4066064.06 U.S. Treasuries (including strips) USTR N/A 912803DN0 2040-08-15 0.00 0.00 175000.00 83792.62 U.S. Treasuries (including strips) USTR N/A 912803DP5 2040-11-15 0.00 0.00 3856200.00 1824202.40 U.S. Treasuries (including strips) USTR N/A 912803DQ3 2041-02-15 0.00 0.00 2049000.00 959280.33 U.S. Treasuries (including strips) USTR N/A 912803DS9 2041-05-15 0.00 0.00 1121300.00 517880.25 U.S. Treasuries (including strips) USTR N/A 912803DT7 2041-08-15 0.00 0.00 190000.00 86543.86 U.S. Treasuries (including strips) USTR N/A 912803DU4 2041-11-15 0.00 0.00 301000.00 134838.67 U.S. Treasuries (including strips) USTR N/A 912803DV2 2042-02-15 0.00 0.00 5610000.00 2479726.59 U.S. Treasuries (including strips) USTR N/A 912803DX8 2042-05-15 0.00 0.00 52500.00 22889.16 U.S. Treasuries (including strips) USTR N/A 912803DY6 2042-08-15 0.00 0.00 2684000.00 1150816.00 U.S. Treasuries (including strips) USTR N/A 912803DZ3 2042-11-15 0.00 0.00 2629000.00 1109756.11 U.S. Treasuries (including strips) USTR N/A 912803EA7 2043-02-15 0.00 0.00 531000.00 221376.55 U.S. Treasuries (including strips) USTR N/A 912803EC3 2043-05-15 0.00 0.00 468800.00 192853.54 U.S. Treasuries (including strips) USTR N/A 912803ED1 2043-08-15 0.00 0.00 1545300.00 629569.13 U.S. Treasuries (including strips) USTR N/A 912803EE9 2043-11-15 0.00 0.00 2241000.00 901565.51 U.S. Treasuries (including strips) USTR N/A 912803EF6 2044-02-15 0.00 0.00 465400.00 184787.54 U.S. Treasuries (including strips) USTR N/A 912803EH2 2044-05-15 0.00 0.00 664800.00 260165.49 U.S. Treasuries (including strips) USTR N/A 912803EJ8 2044-08-15 0.00 0.00 2094000.00 807563.66 U.S. Treasuries (including strips) USTR N/A 912803EK5 2044-11-15 0.00 0.00 14291100.00 5451825.99 U.S. Treasuries (including strips) USTR N/A 912803EL3 2045-02-15 0.00 0.00 393900.00 148458.15 U.S. Treasuries (including strips) USTR N/A 912803EN9 2045-05-15 0.00 0.00 3020000.00 1124962.08 U.S. Treasuries (including strips) USTR N/A 912803EP4 2045-08-15 0.00 0.00 710000.00 261164.98 U.S. Treasuries (including strips) USTR N/A 912803EQ2 2045-11-15 0.00 0.00 5037000.00 1831337.35 U.S. Treasuries (including strips) USTR N/A 912803ER0 2046-02-15 0.00 0.00 1900.00 680.51 U.S. Treasuries (including strips) USTR N/A 912803ET6 2046-05-15 0.00 0.00 162100.00 57310.78 U.S. Treasuries (including strips) USTR N/A 912803EU3 2046-08-15 0.00 0.00 818000.00 285293.04 U.S. Treasuries (including strips) USTR N/A 912803EV1 2046-11-15 0.00 0.00 469000.00 161761.38 U.S. Treasuries (including strips) USTR N/A 912803EW9 2047-02-15 0.00 0.00 256000.00 87163.90 U.S. Treasuries (including strips) USTR N/A 912803EY5 2047-05-15 0.00 0.00 846000.00 284427.74 U.S. Treasuries (including strips) USTR N/A 912803EZ2 2047-08-15 0.00 0.00 451000.00 149693.67 U.S. Treasuries (including strips) USTR N/A 912803FA6 2047-11-15 0.00 0.00 3879600.00 1272784.25 U.S. Treasuries (including strips) USTR N/A 912803FB4 2048-02-15 0.00 0.00 433000.00 140058.61 U.S. Treasuries (including strips) USTR N/A 912803FD0 2048-05-15 0.00 0.00 90000.00 28798.92 U.S. Treasuries (including strips) USTR N/A 912803FE8 2048-08-15 0.00 0.00 76400.00 24163.10 U.S. Treasuries (including strips) USTR N/A 912803FF5 2048-11-15 0.00 0.00 2000.00 624.65 U.S. Treasuries (including strips) USTR N/A 912803FG3 2049-02-15 0.00 0.00 184500.00 57021.20 U.S. Treasuries (including strips) USTR N/A 912803FJ7 2049-05-15 0.00 0.00 749100.00 228981.89 U.S. Treasuries (including strips) USTR N/A 912803FK4 2049-08-15 0.00 0.00 825400.00 249156.89 U.S. Treasuries (including strips) USTR N/A 912803FL2 2049-11-15 0.00 0.00 68600.00 20507.28 U.S. Treasuries (including strips) USTR N/A 912803FM0 2050-02-15 0.00 0.00 439500.00 130030.47 U.S. Treasuries (including strips) USTR N/A 912803FP3 2050-05-15 0.00 0.00 563600.00 166743.88 U.S. Treasuries (including strips) USTR N/A 912803FQ1 2040-05-15 0.00 0.00 95000.00 45590.79 U.S. Treasuries (including strips) USTR N/A 912803FR9 2050-08-15 0.00 0.00 2008500.00 582820.50 U.S. Treasuries (including strips) USTR N/A 912803FS7 2040-08-15 0.00 0.00 1000.00 473.66 U.S. Treasuries (including strips) USTR N/A 912803FT5 2050-11-15 0.00 0.00 8995700.00 2581594.98 U.S. Treasuries (including strips) USTR N/A 912803FU2 2040-11-15 0.00 0.00 812000.00 379370.46 U.S. Treasuries (including strips) USTR N/A 912803FV0 2051-02-15 0.00 0.00 387300.00 110098.16 U.S. Treasuries (including strips) USTR N/A 912803FW8 2041-02-15 0.00 0.00 6379000.00 2946383.55 U.S. Treasuries (including strips) USTR N/A 912803FY4 2051-05-15 0.00 0.00 79600.00 22471.00 U.S. Treasuries (including strips) USTR N/A 912803FZ1 2041-05-15 0.00 0.00 1685000.00 771275.05 U.S. Treasuries (including strips) USTR N/A 912803GA5 2051-08-15 0.00 0.00 842200.00 234638.60 U.S. Treasuries (including strips) USTR N/A 912803GC1 2051-11-15 0.00 0.00 55600.00 15340.26 U.S. Treasuries (including strips) USTR N/A 912803GD9 2041-11-15 0.00 0.00 363000.00 160891.40 U.S. Treasuries (including strips) USTR N/A 912803GE7 2052-02-15 0.00 0.00 41000.00 11221.29 U.S. Treasuries (including strips) USTR N/A 912803GF4 2042-02-15 0.00 0.00 1956000.00 856581.30 U.S. Treasuries (including strips) USTR N/A 912803GH0 2052-05-15 0.00 0.00 52027700.00 14156789.20 U.S. Treasuries (including strips) USTR N/A 912803GJ6 2042-05-15 0.00 0.00 1099000.00 478395.80 U.S. Treasuries (including strips) USTR N/A 912803GK3 2052-08-15 0.00 0.00 6143800.00 1657578.81 U.S. Treasuries (including strips) USTR N/A 912803GM9 2052-11-15 0.00 0.00 50900.00 13808.71 U.S. Treasuries (including strips) USTR N/A 912803GP2 2053-02-15 0.00 0.00 95000.00 25320.54 U.S. Treasuries (including strips) USTR N/A 912803GS6 2053-05-15 0.00 0.00 33538600.00 8870993.24 U.S. Treasuries (including strips) USTR N/A 912803GU1 2053-08-15 0.00 0.00 249900.00 65961.85 U.S. Treasuries (including strips) USTR N/A 912803GV9 2043-08-15 0.00 0.00 500000.00 205107.50 U.S. Treasuries (including strips) USTR N/A 912803GW7 2053-11-15 0.00 0.00 1430500.00 378478.83 U.S. Treasuries (including strips) USTR N/A 912803GY3 2054-02-15 0.00 0.00 19047000.00 4964924.35 U.S. Treasuries (including strips) USTR N/A 912803GZ0 2044-02-15 0.00 0.00 50000.00 19947.05 U.S. Treasuries (including strips) USTR N/A 912803HB2 2054-05-15 0.00 0.00 3009200.00 780751.99 U.S. Treasuries (including strips) USTR N/A 912803HD8 2054-08-15 0.00 0.00 327500.00 83833.45 U.S. Treasuries (including strips) USTR N/A 912803HE6 2044-08-15 0.00 0.00 11760000.00 4573170.00 U.S. Treasuries (including strips) USTR N/A 912803HF3 2054-11-15 0.00 0.00 267000.00 68007.84 U.S. Treasuries (including strips) USTR N/A 9128202A4 2026-02-15 0.00 0.00 905000.00 862991.71 U.S. Treasuries (including strips) USTR N/A 9128202R7 2026-05-15 0.00 0.00 11800.00 11133.08 U.S. Treasuries (including strips) USTR N/A 9128203W5 2027-11-15 0.00 0.00 360000.00 318423.24 U.S. Treasuries (including strips) USTR N/A 9128204M6 2028-02-15 0.00 0.00 100000.00 87470.30 U.S. Treasuries (including strips) USTR N/A 9128205B9 2028-05-15 0.00 0.00 4163200.00 3602167.17 U.S. Treasuries (including strips) USTR N/A 9128205K9 2026-08-15 0.00 0.00 1044000.00 974459.16 U.S. Treasuries (including strips) USTR N/A 9128205Y9 2026-11-15 0.00 0.00 413000.00 381404.26 U.S. Treasuries (including strips) USTR N/A 9128206P7 2027-02-15 0.00 0.00 43000.00 39294.22 U.S. Treasuries (including strips) USTR N/A 9128207D3 2027-05-15 0.00 0.00 1488000.00 1345174.32 U.S. Treasuries (including strips) USTR N/A 912820T31 2025-02-15 0.00 0.00 178000.00 177030.61 U.S. Treasuries (including strips) USTR N/A 912820U96 2025-05-15 0.00 0.00 3556000.00 3500124.57 U.S. Treasuries (including strips) USTR N/A 912820W78 2025-08-15 0.00 0.00 67000.00 65252.71 U.S. Treasuries (including strips) USTR N/A 912820Y43 2025-11-15 0.00 0.00 6278100.00 6050537.71 U.S. Treasuries (including strips) USTR N/A 912821CA1 2029-05-15 0.00 0.00 98800.00 81773.70 U.S. Treasuries (including strips) USTR N/A 912821DV4 2030-02-15 0.00 0.00 50000.00 39983.25 U.S. Treasuries (including strips) USTR N/A 912821JN6 2032-08-15 0.00 0.00 649000.00 462317.75 U.S. Treasuries (including strips) USTR N/A 912821PT6 2034-05-15 0.00 0.00 85000.00 55797.74 U.S. Treasuries (including strips) USTR N/A 9128334S6 2031-08-15 0.00 0.00 499999.95 367481.46 U.S. Treasuries (including strips) USTR N/A 9128334T4 2032-02-15 0.00 0.00 499999.95 358567.96 U.S. Treasuries (including strips) USTR N/A 9128334U1 2032-08-15 0.00 0.00 499999.95 350287.96 U.S. Treasuries (including strips) USTR N/A 9128334V9 2033-02-15 0.00 0.00 499999.95 341809.97 U.S. Treasuries (including strips) USTR N/A 9128334X5 2034-02-15 0.00 0.00 499999.95 325371.97 U.S. Treasuries (including strips) USTR N/A 9128334Y3 2034-08-15 0.00 0.00 499999.95 317649.97 U.S. Treasuries (including strips) USTR N/A 9128334Z0 2035-02-15 0.00 0.00 499999.95 309372.47 U.S. Treasuries (including strips) USTR N/A 9128335A4 2035-08-15 0.00 0.00 499999.95 301744.97 U.S. Treasuries (including strips) USTR N/A 9128337F1 2037-02-15 0.00 0.00 499999.95 278891.97 U.S. Treasuries (including strips) USTR N/A 9128337P9 2031-05-15 0.00 0.00 499999.97 371985.98 U.S. Treasuries (including strips) USTR N/A 9128337R5 2032-05-15 0.00 0.00 499999.97 354729.48 U.S. Treasuries (including strips) USTR N/A 9128337T1 2033-05-15 0.00 0.00 499999.97 337721.98 U.S. Treasuries (including strips) USTR N/A 9128337U8 2033-11-15 0.00 0.00 599999.97 395104.18 U.S. Treasuries (including strips) USTR N/A 9128337V6 2034-05-15 0.00 0.00 499999.97 321485.98 U.S. Treasuries (including strips) USTR N/A 912833LU2 2025-02-15 0.00 0.00 499999.25 497324.25 U.S. Treasuries (including strips) USTR N/A 912833LW8 2025-08-15 0.00 0.00 499999.85 487102.85 U.S. Treasuries (including strips) USTR N/A 912833LX6 2025-11-15 0.00 0.00 26068.86 25116.77 U.S. Treasuries (including strips) USTR N/A 912833LZ1 2026-05-15 0.00 0.00 137982.61 130057.85 U.S. Treasuries (including strips) USTR N/A 912833PA2 2026-08-15 0.00 0.00 499998.73 466126.82 U.S. Treasuries (including strips) USTR N/A 912833PB0 2026-11-15 0.00 0.00 0.07 0.06 U.S. Treasuries (including strips) USTR N/A 912833PC8 2027-02-15 0.00 0.00 499999.40 455879.45 U.S. Treasuries (including strips) USTR N/A 912833PD6 2027-05-15 0.00 0.00 0.07 0.06 U.S. Treasuries (including strips) USTR N/A 912833PE4 2027-08-15 0.00 0.00 499998.57 445463.23 U.S. Treasuries (including strips) USTR N/A 912833QB9 2027-11-15 0.00 0.00 499999.99 440511.49 U.S. Treasuries (including strips) USTR N/A 912833RY8 2028-02-15 0.00 0.00 499999.18 435524.79 U.S. Treasuries (including strips) USTR N/A 912833RZ5 2028-08-15 0.00 0.00 499999.17 425549.29 U.S. Treasuries (including strips) USTR N/A 912833WQ9 2028-05-15 0.00 0.00 499999.76 430574.79 U.S. Treasuries (including strips) USTR N/A 912833WR7 2028-11-15 0.00 0.00 499999.72 420619.26 U.S. Treasuries (including strips) USTR N/A 912833X88 2035-05-15 0.00 0.00 499999.97 305571.48 U.S. Treasuries (including strips) USTR N/A 912833XN5 2029-02-15 0.00 0.00 499999.18 415729.32 U.S. Treasuries (including strips) USTR N/A 912833XP0 2029-08-15 0.00 0.00 7977845.78 6478002.80 U.S. Treasuries (including strips) USTR N/A 912833XS4 2029-05-15 0.00 0.00 0.47 0.39 U.S. Treasuries (including strips) USTR N/A 912833XT2 2029-11-15 0.00 0.00 0.47 0.38 U.S. Treasuries (including strips) USTR N/A 912833XU9 2030-05-15 0.00 0.00 0.47 0.37 U.S. Treasuries (including strips) USTR N/A 912833XX3 2030-02-15 0.00 0.00 499999.44 396249.06 U.S. Treasuries (including strips) USTR N/A 912833XZ8 2031-02-15 0.00 0.00 499999.44 376550.08 U.S. Treasuries (including strips) USTR N/A 912833Y20 2036-05-15 0.00 0.00 23601280.37 13709747.75 U.S. Treasuries (including strips) USTR N/A 912833Y38 2036-11-15 0.00 0.00 17648780.37 9976414.32 U.S. Treasuries (including strips) USTR N/A 912833Y46 2037-05-15 0.00 0.00 23180.37 12750.69 U.S. Treasuries (including strips) USTR N/A 912833Z60 2038-02-15 0.00 0.00 20203377.45 10646230.36 U.S. Treasuries (including strips) USTR N/A 912834A65 2051-11-15 0.00 0.00 26007548.48 6945341.83 U.S. Treasuries (including strips) USTR N/A 912834AD0 2037-11-15 0.00 0.00 8145730.37 4357224.49 U.S. Treasuries (including strips) USTR N/A 912834AE8 2038-05-15 0.00 0.00 20144230.37 10472320.61 U.S. Treasuries (including strips) USTR N/A 912834B56 2052-02-15 0.00 0.00 16998433.43 4519815.46 U.S. Treasuries (including strips) USTR N/A 912834C55 2052-05-15 0.00 0.00 12959832.55 3424169.20 U.S. Treasuries (including strips) USTR N/A 912834D47 2052-08-15 0.00 0.00 5710272.18 1503297.67 U.S. Treasuries (including strips) USTR N/A 912834DU9 2038-11-15 0.00 0.00 445407.62 225051.11 U.S. Treasuries (including strips) USTR N/A 912834EP9 2039-08-15 0.00 0.00 18165138.39 8762626.61 U.S. Treasuries (including strips) USTR N/A 912834EV6 2039-11-15 0.00 0.00 10144518.75 4811890.16 U.S. Treasuries (including strips) USTR N/A 912834F29 2052-11-15 0.00 0.00 38316833.80 10060008.08 U.S. Treasuries (including strips) USTR N/A 912834F94 2053-02-15 0.00 0.00 51875872.18 13563309.91 U.S. Treasuries (including strips) USTR N/A 912834FB9 2040-02-15 0.00 0.00 0.04 0.02 U.S. Treasuries (including strips) USTR N/A 912834G93 2053-05-15 0.00 0.00 36272527.80 9474166.63 U.S. Treasuries (including strips) USTR N/A 912834H84 2053-08-15 0.00 0.00 43837532.50 11389078.62 U.S. Treasuries (including strips) USTR N/A 912834HV3 2040-05-15 0.00 0.00 10591400.00 4890155.29 U.S. Treasuries (including strips) USTR N/A 912834J66 2053-11-15 0.00 0.00 6028730.00 1554839.61 U.S. Treasuries (including strips) USTR N/A 912834JB5 2040-08-15 0.00 0.00 3004039.01 1366104.76 U.S. Treasuries (including strips) USTR N/A 912834JH2 2040-11-15 0.00 0.00 261627.50 117451.91 U.S. Treasuries (including strips) USTR N/A 912834JP4 2041-02-15 0.00 0.00 2445350.82 1082067.74 U.S. Treasuries (including strips) USTR N/A 912834K56 2054-02-15 0.00 0.00 1967801.25 502895.22 U.S. Treasuries (including strips) USTR N/A 912834KB3 2045-05-15 0.00 0.00 22389439.15 8035905.55 U.S. Treasuries (including strips) USTR N/A 912834KH0 2041-05-15 0.00 0.00 7319628.12 3198033.36 U.S. Treasuries (including strips) USTR N/A 912834KP2 2041-08-15 0.00 0.00 0.03 0.01 U.S. Treasuries (including strips) USTR N/A 912834KV9 2041-11-15 0.00 0.00 8926290.62 3801885.70 U.S. Treasuries (including strips) USTR N/A 912834LB2 2042-02-15 0.00 0.00 7054615.51 2969407.60 U.S. Treasuries (including strips) USTR N/A 912834LK2 2042-05-15 0.00 0.00 19377721.87 8045494.48 U.S. Treasuries (including strips) USTR N/A 912834LR7 2042-08-15 0.00 0.00 10201177.69 4185206.57 U.S. Treasuries (including strips) USTR N/A 912834MD7 2043-02-15 0.00 0.00 499999.97 199845.99 U.S. Treasuries (including strips) USTR N/A 912834MT2 2043-08-15 0.00 0.00 0.02 0.01 U.S. Treasuries (including strips) USTR N/A 912834MZ8 2043-11-15 0.00 0.00 5418875.82 2090190.46 U.S. Treasuries (including strips) USTR N/A 912834NV6 2044-08-15 0.00 0.00 0.02 0.01 U.S. Treasuries (including strips) USTR N/A 912834PB8 2044-11-15 0.00 0.00 13210582.17 4848746.03 U.S. Treasuries (including strips) USTR N/A 912834PH5 2045-02-15 0.00 0.00 2189303.12 794776.14 U.S. Treasuries (including strips) USTR N/A 912834PM4 2045-08-15 0.00 0.00 1502046.37 531596.74 U.S. Treasuries (including strips) USTR N/A 912834PT9 2045-11-15 0.00 0.00 14681514.67 5129985.49 U.S. Treasuries (including strips) USTR N/A 912834PZ5 2046-02-15 0.00 0.00 17533404.68 6054740.50 U.S. Treasuries (including strips) USTR N/A 912834QH4 2046-05-15 0.00 0.00 14937557.67 5086910.58 U.S. Treasuries (including strips) USTR N/A 912834QP6 2046-08-15 0.00 0.00 21670381.68 7302376.87 U.S. Treasuries (including strips) USTR N/A 912834QV3 2046-11-15 0.00 0.00 479613.82 159867.28 U.S. Treasuries (including strips) USTR N/A 912834RB6 2047-02-15 0.00 0.00 8514019.90 2807395.89 U.S. Treasuries (including strips) USTR N/A 912834RK6 2047-05-15 0.00 0.00 40151135.42 13060923.45 U.S. Treasuries (including strips) USTR N/A 912834RR1 2047-08-15 0.00 0.00 1735957.43 557964.49 U.S. Treasuries (including strips) USTR N/A 912834SZ2 2047-11-15 0.00 0.00 18719357.42 5947270.89 U.S. Treasuries (including strips) USTR N/A 912834TE8 2025-01-31 0.00 0.00 47250.00 47080.85 U.S. Treasuries (including strips) USTR N/A 912834TF5 2048-02-15 0.00 0.00 4675057.68 1465985.89 U.S. Treasuries (including strips) USTR N/A 912834TP3 2048-05-15 0.00 0.00 1531621.14 474551.37 U.S. Treasuries (including strips) USTR N/A 912834TU2 2025-07-31 0.00 0.00 47250.00 46125.88 U.S. Treasuries (including strips) USTR N/A 912834TV0 2048-08-15 0.00 0.00 10470739.94 3206726.93 U.S. Treasuries (including strips) USTR N/A 912834UB2 2048-11-15 0.00 0.00 24391760.42 7371214.39 U.S. Treasuries (including strips) USTR N/A 912834UG1 2026-01-31 0.00 0.00 47250.00 45091.62 U.S. Treasuries (including strips) USTR N/A 912834UH9 2049-02-15 0.00 0.00 1865514.18 557189.91 U.S. Treasuries (including strips) USTR N/A 912834UR7 2049-05-15 0.00 0.00 10331247.54 3046519.60 U.S. Treasuries (including strips) USTR N/A 912834UX4 2026-07-31 0.00 0.00 31500.00 29433.60 U.S. Treasuries (including strips) USTR N/A 912834UY2 2049-08-15 0.00 0.00 1008669.18 294252.00 U.S. Treasuries (including strips) USTR N/A 912834VE5 2049-11-15 0.00 0.00 4189334.79 1209963.67 U.S. Treasuries (including strips) USTR N/A 912834VL9 2027-01-31 0.00 0.00 31500.00 28778.27 U.S. Treasuries (including strips) USTR N/A 912834VM7 2050-02-15 0.00 0.00 8430414.43 2408324.92 U.S. Treasuries (including strips) USTR N/A 912834VV7 2050-05-15 0.00 0.00 3728810.67 1055928.33 U.S. Treasuries (including strips) USTR N/A 912834WC8 2050-08-15 0.00 0.00 15910720.43 4452710.58 U.S. Treasuries (including strips) USTR N/A 912834WJ3 2050-11-15 0.00 0.00 27685454.42 7661866.45 U.S. Treasuries (including strips) USTR N/A 912834WR5 2051-02-15 0.00 0.00 10328106.40 2834228.63 U.S. Treasuries (including strips) USTR N/A 912834WZ7 2051-05-15 0.00 0.00 40813623.49 11102040.23 U.S. Treasuries (including strips) USTR N/A 912834XG8 2051-08-15 0.00 0.00 2781873.43 748782.96 U.S. Treasuries (including strips) USTR N/A 912834XP8 2054-05-15 0.00 0.00 9188787.50 2340283.10 U.S. Treasuries (including strips) USTR N/A 912834XW3 2054-08-15 0.00 0.00 42097.50 10618.17 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 400000000.00 400000000.00 0.0045 N Y Y N FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.450000% N/A 549300H47WTHXPU08X20 0 BNTA4VGZ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912797MH7 2025-09-04 0.00 0.00 564191900.00 548484797.50 U.S. Treasuries (including strips) USTR N/A 912797MY0 2025-01-21 0.00 0.00 620350000.00 618817735.50 U.S. Treasuries (including strips) USTR N/A 912797NF0 2025-02-04 0.00 0.00 50000000.00 49795650.00 U.S. Treasuries (including strips) USTR N/A 912810FD5 2028-04-15 3.625000 0.00 297000000.00 612212530.48 U.S. Treasuries (including strips) USTR N/A 912810PS1 2027-01-15 2.375000 0.00 441714000.00 704837204.82 U.S. Treasuries (including strips) USTR N/A 912810PZ5 2029-01-15 2.500000 0.00 15000000.00 22680143.23 U.S. Treasuries (including strips) USTR N/A 912810QF8 2040-02-15 2.125000 0.00 89000000.00 126513971.40 U.S. Treasuries (including strips) USTR N/A 912810QK7 2040-08-15 3.875000 0.00 700000000.00 641643275.00 U.S. Treasuries (including strips) USTR N/A 912810RF7 2044-02-15 1.375000 0.00 30500000.00 34587910.43 U.S. Treasuries (including strips) USTR N/A 912810RL4 2045-02-15 0.750000 0.00 50000000.00 48756441.97 U.S. Treasuries (including strips) USTR N/A 912810RW0 2047-02-15 0.875000 0.00 15000000.00 14255712.79 U.S. Treasuries (including strips) USTR N/A 912810RY6 2047-08-15 2.750000 0.00 876000000.00 627188406.00 U.S. Treasuries (including strips) USTR N/A 912810SB5 2048-02-15 1.000000 0.00 33000000.00 31252033.60 U.S. Treasuries (including strips) USTR N/A 912810SG4 2049-02-15 1.000000 0.00 56000000.00 51496696.14 U.S. Treasuries (including strips) USTR N/A 912810SM1 2050-02-15 0.250000 0.00 70000000.00 50260309.26 U.S. Treasuries (including strips) USTR N/A 912810SV1 2051-02-15 0.125000 0.00 60000000.00 40121993.37 U.S. Treasuries (including strips) USTR N/A 912810TC2 2041-11-15 2.000000 0.00 851129400.00 575043820.84 U.S. Treasuries (including strips) USTR N/A 912810TE8 2052-02-15 0.125000 0.00 40000000.00 24658395.60 U.S. Treasuries (including strips) USTR N/A 9128286S4 2026-04-30 2.375000 0.00 4000000.00 3918432.29 U.S. Treasuries (including strips) USTR N/A 91282CAM3 2025-09-30 0.250000 0.00 50000000.00 48557943.40 U.S. Treasuries (including strips) USTR N/A 91282CBJ9 2028-01-31 0.750000 0.00 75000000.00 67599540.52 U.S. Treasuries (including strips) USTR N/A 91282CCM1 2031-07-15 0.125000 0.00 25000000.00 25939360.87 U.S. Treasuries (including strips) USTR N/A 91282CCP4 2026-07-31 0.625000 0.00 685867000.00 649766736.82 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 200000000.00 164101847.60 U.S. Treasuries (including strips) USTR N/A 91282CEC1 2027-02-28 1.875000 0.00 40000000.00 38291962.44 U.S. Treasuries (including strips) USTR N/A 91282CEE7 2029-03-31 2.375000 0.00 730000000.00 678391005.31 U.S. Treasuries (including strips) USTR N/A 91282CEN7 2027-04-30 2.750000 0.00 50000000.00 48557948.90 U.S. Treasuries (including strips) USTR N/A 91282CGM7 2033-02-15 3.500000 0.00 300000000.00 283651500.00 U.S. Treasuries (including strips) USTR N/A 91282CGS4 2030-03-31 3.625000 0.00 625900000.00 609383805.88 U.S. Treasuries (including strips) USTR N/A 91282CGW5 2028-04-15 1.250000 0.00 30000000.00 30819694.25 U.S. Treasuries (including strips) USTR N/A 91282CHA2 2028-04-30 3.500000 0.00 250000000.00 245166947.50 U.S. Treasuries (including strips) USTR N/A 91282CHQ7 2028-07-31 4.125000 0.00 50000000.00 50517706.80 U.S. Treasuries (including strips) USTR N/A 91282CLB5 2026-07-31 4.375000 0.00 25000000.00 25494738.45 U.S. Treasuries (including strips) USTR N/A 91282CLK5 2029-08-31 3.625000 0.00 637021500.00 625024379.17 U.S. Treasuries (including strips) USTR N/A 91282CLN9 2029-09-30 3.500000 0.00 656300000.00 637750437.87 U.S. Treasuries (including strips) USTR N/A 91282CLQ2 2027-10-15 3.875000 0.00 636000000.00 634459045.14 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 9500000000.00 9500000000.00 0.1078 N Y Y N FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.490000% N/A 549300H47WTHXPU08X20 0 BNTA4VH05 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912797JR9 2025-01-23 0.00 0.00 300.00 299.26 U.S. Treasuries (including strips) USTR N/A 912797LW5 2025-07-10 0.00 0.00 5000600.00 4892762.06 U.S. Treasuries (including strips) USTR N/A 912797MU8 2025-03-27 0.00 0.00 61000.00 60404.33 U.S. Treasuries (including strips) USTR N/A 912810FF0 2028-11-15 5.250000 0.00 43647000.00 45295689.96 U.S. Treasuries (including strips) USTR N/A 912810PX0 2038-05-15 4.500000 0.00 104000.00 102916.24 U.S. Treasuries (including strips) USTR N/A 912810QC5 2039-08-15 4.500000 0.00 22798100.00 22553818.36 U.S. Treasuries (including strips) USTR N/A 912810QD3 2039-11-15 4.375000 0.00 11899900.00 11466938.70 U.S. Treasuries (including strips) USTR N/A 912810QK7 2040-08-15 3.875000 0.00 9343000.00 8539793.97 U.S. Treasuries (including strips) USTR N/A 912810QQ4 2041-05-15 4.375000 0.00 199316500.00 190745968.64 U.S. Treasuries (including strips) USTR N/A 912810QU5 2042-02-15 3.125000 0.00 428626500.00 348827282.84 U.S. Treasuries (including strips) USTR N/A 912810QW1 2042-05-15 3.000000 0.00 13000000.00 10251841.01 U.S. Treasuries (including strips) USTR N/A 912810QX9 2042-08-15 2.750000 0.00 300094100.00 228343851.40 U.S. Treasuries (including strips) USTR N/A 912810RB6 2043-05-15 2.875000 0.00 24999900.00 19005381.85 U.S. Treasuries (including strips) USTR N/A 912810RG5 2044-05-15 3.375000 0.00 100.00 81.38 U.S. Treasuries (including strips) USTR N/A 912810RJ9 2044-11-15 3.000000 0.00 99900.00 76132.20 U.S. Treasuries (including strips) USTR N/A 912810RT7 2046-08-15 2.250000 0.00 226302000.00 147816053.52 U.S. Treasuries (including strips) USTR N/A 912810SW9 2041-02-15 1.875000 0.00 100.00 67.71 U.S. Treasuries (including strips) USTR N/A 912810SX7 2051-05-15 2.375000 0.00 1903000.00 1202172.59 U.S. Treasuries (including strips) USTR N/A 912810TA6 2041-08-15 1.750000 0.00 5320300.00 3479638.47 U.S. Treasuries (including strips) USTR N/A 912810TD0 2052-02-15 2.250000 0.00 490299000.00 301413026.29 U.S. Treasuries (including strips) USTR N/A 912810TQ1 2043-02-15 3.875000 0.00 200.00 179.47 U.S. Treasuries (including strips) USTR N/A 912810TZ1 2044-02-15 4.500000 0.00 200.00 194.19 U.S. Treasuries (including strips) USTR N/A 912810UB2 2044-05-15 4.625000 0.00 260874100.00 254301134.96 U.S. Treasuries (including strips) USTR N/A 9128286X3 2026-05-31 2.125000 0.00 73800.00 71799.04 U.S. Treasuries (including strips) USTR N/A 912828Y95 2026-07-31 1.875000 0.00 200.00 194.40 U.S. Treasuries (including strips) USTR N/A 912828YU8 2026-11-30 1.625000 0.00 24999600.00 23841516.75 U.S. Treasuries (including strips) USTR N/A 912828Z78 2027-01-31 1.500000 0.00 200.00 190.38 U.S. Treasuries (including strips) USTR N/A 912828ZS2 2027-05-31 0.500000 0.00 6187800.00 5659942.44 U.S. Treasuries (including strips) USTR N/A 912828ZV5 2027-06-30 0.500000 0.00 100.00 91.16 U.S. Treasuries (including strips) USTR N/A 91282CAH4 2027-08-31 0.500000 0.00 331793600.00 301098074.42 U.S. Treasuries (including strips) USTR N/A 91282CAM3 2025-09-30 0.250000 0.00 100.00 97.14 U.S. Treasuries (including strips) USTR N/A 91282CCV1 2028-08-31 1.125000 0.00 301640200.00 270138235.58 U.S. Treasuries (including strips) USTR N/A 91282CFB2 2027-07-31 2.750000 0.00 1000.00 974.53 U.S. Treasuries (including strips) USTR N/A 91282CGC9 2027-12-31 3.875000 0.00 1400.00 1384.05 U.S. Treasuries (including strips) USTR N/A 91282CGH8 2028-01-31 3.500000 0.00 100.00 99.16 U.S. Treasuries (including strips) USTR N/A 91282CGM7 2033-02-15 3.500000 0.00 600.00 566.41 U.S. Treasuries (including strips) USTR N/A 91282CGQ8 2030-02-28 4.000000 0.00 100.00 99.50 U.S. Treasuries (including strips) USTR N/A 91282CJF9 2028-10-31 4.875000 0.00 17062700.00 17510540.92 U.S. Treasuries (including strips) USTR N/A 91282CJJ1 2033-11-15 4.500000 0.00 27466900.00 27519285.75 U.S. Treasuries (including strips) USTR N/A 91282CJL6 2025-11-30 4.875000 0.00 48683200.00 49151132.50 U.S. Treasuries (including strips) USTR N/A 91282CJM4 2030-11-30 4.375000 0.00 900.00 900.07 U.S. Treasuries (including strips) USTR N/A 91282CJS1 2025-12-31 4.250000 0.00 100.00 100.03 U.S. Treasuries (including strips) USTR N/A 91282CKC4 2031-02-28 4.250000 0.00 49999900.00 50152109.90 U.S. Treasuries (including strips) USTR N/A 91282CKD2 2029-02-28 4.250000 0.00 600.00 605.88 U.S. Treasuries (including strips) USTR N/A 91282CKT7 2029-05-31 4.500000 0.00 78964000.00 79659074.13 U.S. Treasuries (including strips) USTR N/A 91282CKV2 2027-06-15 4.625000 0.00 209585200.00 211772424.24 U.S. Treasuries (including strips) USTR N/A 91282CLC3 2029-07-31 4.000000 0.00 59134900.00 59191990.90 U.S. Treasuries (including strips) USTR N/A 91282CLK5 2029-08-31 3.625000 0.00 9027100.00 8852911.74 U.S. Treasuries (including strips) USTR N/A 91282CLU3 2031-10-31 4.125000 0.00 100.00 98.64 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0449 2650000000.00 2650000000.00 0.0301 N Y Y N FIXED INCOME CLEARING CORP-STATE STREET TRI-PARTY FIXED INCOME CLEARING-STATE STREET 4.460000% N/A 549300H47WTHXPU08X20 0 BNTA4VH21 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912810QL5 2040-11-15 4.460000 0.00 149000000.00 141289564.39 U.S. Treasuries (including strips) USTR N/A 912810QQ4 2041-05-15 4.460000 0.00 99000000.00 95045106.42 U.S. Treasuries (including strips) USTR N/A 912810QS0 2041-08-15 4.460000 0.00 200000000.00 179171876.00 U.S. Treasuries (including strips) USTR N/A 912810QU5 2042-02-15 4.460000 0.00 24000000.00 19583437.44 U.S. Treasuries (including strips) USTR N/A 912810QZ4 2043-02-15 4.460000 0.00 250000000.00 200888672.50 U.S. Treasuries (including strips) USTR N/A 912810RD2 2043-11-15 4.460000 0.00 40609900.00 35249692.90 U.S. Treasuries (including strips) USTR N/A 912810RS9 2046-05-15 4.460000 0.00 90364300.00 61999532.69 U.S. Treasuries (including strips) USTR N/A 912810SA7 2048-02-15 4.460000 0.00 331031600.00 247433190.91 U.S. Treasuries (including strips) USTR N/A 912810SF6 2049-02-15 4.460000 0.00 80490400.00 59694950.16 U.S. Treasuries (including strips) USTR N/A 912810SQ2 2040-08-15 4.460000 0.00 144770000.00 87116478.15 U.S. Treasuries (including strips) USTR N/A 912810SR0 2040-05-15 4.460000 0.00 31957200.00 19304891.05 U.S. Treasuries (including strips) USTR N/A 912810ST6 2040-11-15 4.460000 0.00 50000000.00 31097127.50 U.S. Treasuries (including strips) USTR N/A 912810SW9 2041-02-15 4.460000 0.00 900000000.00 610980471.00 U.S. Treasuries (including strips) USTR N/A 912810SY5 2041-05-15 4.460000 0.00 550000000.00 392867436.50 U.S. Treasuries (including strips) USTR N/A 912810TA6 2041-08-15 4.460000 0.00 1481000000.00 971154183.39 U.S. Treasuries (including strips) USTR N/A 912810TC2 2041-11-15 4.460000 0.00 695200000.00 469913404.58 U.S. Treasuries (including strips) USTR N/A 912810TF5 2042-02-15 4.460000 0.00 606550900.00 438256717.13 U.S. Treasuries (including strips) USTR N/A 912810TH1 2042-05-15 4.460000 0.00 59536900.00 48801010.32 U.S. Treasuries (including strips) USTR N/A 912810TK4 2042-08-15 4.460000 0.00 50000000.00 42009765.50 U.S. Treasuries (including strips) USTR N/A 912810TM0 2042-11-15 4.460000 0.00 100000000.00 90730943.00 U.S. Treasuries (including strips) USTR N/A 912810TQ1 2043-02-15 4.460000 0.00 30716700.00 27627031.86 U.S. Treasuries (including strips) USTR N/A 912810TS7 2043-05-15 4.460000 0.00 89559200.00 79476986.19 U.S. Treasuries (including strips) USTR N/A 912810TU2 2043-08-15 4.460000 0.00 176285600.00 169185972.47 U.S. Treasuries (including strips) USTR N/A 912810TV0 2053-11-15 4.460000 0.00 71111800.00 71121575.74 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 4500000000.00 4500000000.00 0.0510 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMEN TRI-PARTY CREDIT AGRICOLE CORPO 4.450000% N/A 1VUV7VQFKUOQSJ21A208 0 BNTA4VH39 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 91282CLB5 2026-07-31 4.375000 0.00 99986500.00 102000081.93 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 100000000.00 100000000.00 0.0011 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & 4.450000% N/A FOR8UP27PHTHYVLBNG30 0 BNTA4VH54 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797MM6 2025-03-06 0.00 0.00 20382300.00 20228209.81 U.S. Treasuries (including strips) USTR N/A 912810QH4 2040-05-15 4.375000 0.00 512340000.00 494101921.52 U.S. Treasuries (including strips) USTR N/A 912810RX8 2047-05-15 3.000000 0.00 20730000.00 15445138.47 U.S. Treasuries (including strips) USTR N/A 912810SB5 2048-02-15 1.000000 0.00 44806400.00 42433064.19 U.S. Treasuries (including strips) USTR N/A 912810TS7 2043-05-15 3.875000 0.00 310416000.00 275495451.91 U.S. Treasuries (including strips) USTR N/A 9128285M8 2028-11-15 3.125000 0.00 488206400.00 469120456.07 U.S. Treasuries (including strips) USTR N/A 912828P46 2026-02-15 1.625000 0.00 38434400.00 37565580.77 U.S. Treasuries (including strips) USTR N/A 91282CAL5 2027-09-30 0.375000 0.00 86892200.00 78234852.23 U.S. Treasuries (including strips) USTR N/A 91282CAY7 2027-11-30 0.625000 0.00 16100000.00 14504108.11 U.S. Treasuries (including strips) USTR N/A 91282CGB1 2029-12-31 3.875000 0.00 163731200.00 160056744.41 U.S. Treasuries (including strips) USTR N/A 91282CGC9 2027-12-31 3.875000 0.00 495748800.00 490008524.64 U.S. Treasuries (including strips) USTR N/A 91282CLR0 2029-10-31 4.125000 0.00 1222388800.00 1217806024.05 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 3250000000.00 3250000000.00 0.0369 N Y Y N FIXED INCOME CLEARING CORP-JP MORGAN TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.460000% N/A 549300H47WTHXPU08X20 0 BNTA4VH62 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912810FP8 2031-02-15 5.375000 0.00 96008900.00 102545977.98 U.S. Treasuries (including strips) USTR N/A 912810TQ1 2043-02-15 3.875000 0.00 136604400.00 122580353.24 U.S. Treasuries (including strips) USTR N/A 912810TW8 2043-11-15 4.750000 0.00 88806400.00 88174978.69 U.S. Treasuries (including strips) USTR N/A 912810UF3 2044-11-15 4.625000 0.00 261189600.00 254852636.73 U.S. Treasuries (including strips) USTR N/A 912828Y95 2026-07-31 1.875000 0.00 260635900.00 253343442.01 U.S. Treasuries (including strips) USTR N/A 912828YX2 2026-12-31 1.750000 0.00 398026800.00 379261826.51 U.S. Treasuries (including strips) USTR N/A 91282CEM9 2029-04-30 2.875000 0.00 1533595100.00 1450671485.85 U.S. Treasuries (including strips) USTR N/A 91282CGS4 2030-03-31 3.625000 0.00 198389600.00 192993817.11 U.S. Treasuries (including strips) USTR N/A 91282CHJ3 2030-06-30 3.750000 0.00 1862883200.00 1802428914.39 U.S. Treasuries (including strips) USTR N/A 91282CJN2 2028-11-30 4.375000 0.00 3057599600.00 3070835832.48 U.S. Treasuries (including strips) USTR N/A 91282CKH3 2026-03-31 4.500000 0.00 905324200.00 918122429.62 U.S. Treasuries (including strips) USTR N/A 91282CKM2 2026-04-30 4.425718 0.00 41000000.00 41316675.27 U.S. Treasuries (including strips) USTR N/A 91282CKS9 2026-05-31 4.875000 0.00 286691200.00 290292840.19 U.S. Treasuries (including strips) USTR N/A 91282CKX8 2029-06-30 4.250000 0.00 213692800.00 212578819.43 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 9000000000.00 9000000000.00 0.1021 N Y Y N FIXED INCOME CLEARING CORP-JP MORGAN TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.460000% N/A 549300H47WTHXPU08X20 0 BNTA4W7B0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912797NA1 2025-10-30 0.00 0.00 235337600.00 227477088.82 U.S. Treasuries (including strips) USTR N/A 912810RP5 2045-11-15 3.000000 0.00 351200.00 265133.23 U.S. Treasuries (including strips) USTR N/A 912810SH2 2049-05-15 2.875000 0.00 1859500.00 1324728.84 U.S. Treasuries (including strips) USTR N/A 912810SX7 2051-05-15 2.375000 0.00 18626300.00 11766698.54 U.S. Treasuries (including strips) USTR N/A 912810TK4 2042-08-15 3.375000 0.00 26267600.00 22015854.03 U.S. Treasuries (including strips) USTR N/A 912810TM0 2042-11-15 4.000000 0.00 46505800.00 42047887.63 U.S. Treasuries (including strips) USTR N/A 912810TX6 2054-02-15 4.250000 0.00 23292100.00 21625748.22 U.S. Treasuries (including strips) USTR N/A 912810UD8 2044-08-15 4.125000 0.00 296700.00 273281.40 U.S. Treasuries (including strips) USTR N/A 9128285T3 2025-12-31 2.625000 0.00 18811300.00 18521812.90 U.S. Treasuries (including strips) USTR N/A 9128286B1 2029-02-15 2.625000 0.00 1000.00 944.60 U.S. Treasuries (including strips) USTR N/A 912828Z94 2030-02-15 1.500000 0.00 414308000.00 362070804.44 U.S. Treasuries (including strips) USTR N/A 91282CDY4 2032-02-15 1.875000 0.00 103395400.00 87753562.95 U.S. Treasuries (including strips) USTR N/A 91282CEN7 2027-04-30 2.750000 0.00 34048000.00 33074192.40 U.S. Treasuries (including strips) USTR N/A 91282CEP2 2032-05-15 2.875000 0.00 79849400.00 72059557.24 U.S. Treasuries (including strips) USTR N/A 91282CGJ4 2030-01-31 3.500000 0.00 841957000.00 819936145.10 U.S. Treasuries (including strips) USTR N/A 91282CGT2 2028-03-31 3.625000 0.00 13300.00 13150.35 U.S. Treasuries (including strips) USTR N/A 91282CHZ7 2030-09-30 4.625000 0.00 45504800.00 46470664.86 U.S. Treasuries (including strips) USTR N/A 91282CJC6 2026-10-15 4.625000 0.00 173949600.00 176736386.36 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 3019400.00 2938785.04 U.S. Treasuries (including strips) USTR N/A 91282CKA8 2027-02-15 4.125000 0.00 6100.00 6177.63 U.S. Treasuries (including strips) USTR N/A 91282CKG5 2029-03-31 4.125000 0.00 100.00 100.07 U.S. Treasuries (including strips) USTR N/A 91282CKM2 2026-04-30 4.425718 0.00 110958800.00 111815822.14 U.S. Treasuries (including strips) USTR N/A 91282CKV2 2027-06-15 4.625000 0.00 91048000.00 91998173.92 U.S. Treasuries (including strips) USTR N/A 91282CKV2 2027-06-15 4.625000 0.00 88542400.00 89466425.57 U.S. Treasuries (including strips) USTR N/A 91282CKX8 2029-06-30 4.250000 0.00 109870400.00 109297645.60 U.S. Treasuries (including strips) USTR N/A 91282CLP4 2026-09-30 3.500000 0.00 10844800.00 10806584.59 U.S. Treasuries (including strips) USTR N/A 91282CLR0 2029-10-31 4.125000 0.00 70945200.00 70634315.79 U.S. Treasuries (including strips) USTR N/A 91282CLY5 2026-11-30 4.250000 0.00 19231800.00 19302351.96 U.S. Treasuries (including strips) USTR N/A 91282CMD0 2029-12-31 4.375000 0.00 131300.00 131239.21 U.S. Treasuries (including strips) USTR N/A 91282CME8 2026-12-31 4.250000 0.00 253125200.00 253168737.53 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 2650000000.00 2650000000.00 0.0301 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BAN 4.350000% N/A G5GSEF7VJP5I7OUK5573 0 BNTA4WQ37 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810RS9 2046-05-15 2.500000 0.00 72763900.00 49785918.71 U.S. Treasuries (including strips) USTR N/A 912810RX8 2047-05-15 3.000000 0.00 24563300.00 18234348.50 U.S. Treasuries (including strips) USTR N/A 912810SK5 2049-11-15 2.375000 0.00 30000000.00 19151188.68 U.S. Treasuries (including strips) USTR N/A 912810SL3 2050-02-15 2.000000 0.00 154694800.00 91101005.28 U.S. Treasuries (including strips) USTR N/A 912810SR0 2040-05-15 1.125000 0.00 30583700.00 18462203.99 U.S. Treasuries (including strips) USTR N/A 912810TA6 2041-08-15 1.750000 0.00 26800000.00 17528017.40 U.S. Treasuries (including strips) USTR N/A 912810TP3 2053-02-15 1.500000 0.00 52440400.00 44859067.53 U.S. Treasuries (including strips) USTR N/A 912828Z37 2030-01-15 0.125000 0.00 23859600.00 26596612.23 U.S. Treasuries (including strips) USTR N/A 912828Z94 2030-02-15 1.500000 0.00 4000000.00 3495668.00 U.S. Treasuries (including strips) USTR N/A 91282CDJ7 2031-11-15 1.375000 0.00 4616500.00 3781390.09 U.S. Treasuries (including strips) USTR N/A 91282CFJ5 2029-08-31 3.125000 0.00 55525000.00 53181721.07 U.S. Treasuries (including strips) USTR N/A 91282CGA3 2025-12-15 4.000000 0.00 7000000.00 7000435.69 U.S. Treasuries (including strips) USTR N/A 91282CGB1 2029-12-31 3.875000 0.00 24329300.00 23770845.25 U.S. Treasuries (including strips) USTR N/A 91282CGS4 2030-03-31 3.625000 0.00 77038000.00 74942727.26 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 41334200.00 40230618.19 U.S. Treasuries (including strips) USTR N/A 91282CKK6 2026-04-30 4.875000 0.00 2051000.00 2084022.70 U.S. Treasuries (including strips) USTR N/A 91282CKS9 2026-05-31 4.875000 0.00 15598300.00 15794258.10 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0435 500000000.00 500000000.00 0.0057 N Y Y N Northern Institutional Funds 2025-01-08 Kevin P. O Rourke Kevin P. O Rourke President