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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 711000000.00 711000000.00 0.0114 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 3.890000% N/A MBNUM2BPBDO7JBLYG310 0000315030 BYJE9CYJ1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 23574500.00 23026616.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 533447000.00 499700455.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 3800.00 3664.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 200.00 176.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 2300.00 2219.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1600.00 1587.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 203904800.00 203005284.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 707224000.00 686363367.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 1605474900.00 1577421232.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 248006400.00 246041817.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 366905200.00 356830350.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 126443200.00 125478044.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 3200.00 3155.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 180313600.00 178522095.73 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 3820000000.00 3820000000.00 0.0612 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 3.880000% N/A MBNUM2BPBDO7JBLYG310 0000315030 BYJE9CYN2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 200.00 199.38 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 100.00 99.04 U.S. Treasuries (including strips) BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 1000.00 983.77 U.S. Treasuries (including strips) BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 1200.00 1176.44 U.S. Treasuries (including strips) BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 300.00 293.07 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 100.00 99.91 U.S. Treasuries (including strips) BILL 10/15/26 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 300.00 299.52 U.S. Treasuries (including strips) BILL 10/22/26 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 100.00 99.76 U.S. Treasuries (including strips) BILL 12/10/26 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 100.00 99.21 U.S. Treasuries (including strips) BILL 12/17/26 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 200.00 198.25 U.S. Treasuries (including strips) BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 600.00 599.62 U.S. Treasuries (including strips) BILL 10/20/26 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0.00 0.00 100.00 99.78 U.S. Treasuries (including strips) BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0.00 0.00 400.00 385.18 U.S. Treasuries (including strips) BILL 01/07/27 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0.00 0.00 300.00 296.64 U.S. Treasuries (including strips) BILL 01/28/27 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0.00 0.00 700.00 690.46 U.S. Treasuries (including strips) BILL 02/04/27 254900HROIFWPRGM1V77 912797VV6 2027-02-04 0.00 0.00 300.00 295.61 U.S. Treasuries (including strips) BILL 11/24/26 254900HROIFWPRGM1V77 912797VY0 2026-11-24 0.00 0.00 600.00 596.33 U.S. Treasuries (including strips) BILL 12/01/26 254900HROIFWPRGM1V77 912797VZ7 2026-12-01 0.00 0.00 100.00 99.31 U.S. Treasuries (including strips) BILL 02/11/27 254900HROIFWPRGM1V77 912797WB9 2027-02-11 0.00 0.00 1000.00 984.57 U.S. Treasuries (including strips) BILL 03/04/27 254900HROIFWPRGM1V77 912797WD5 2027-03-04 0.00 0.00 400.00 392.82 U.S. Treasuries (including strips) BILL 12/08/26 254900HROIFWPRGM1V77 912797WE3 2026-12-08 0.00 0.00 100.00 99.24 U.S. Treasuries (including strips) BILL 12/29/26 254900HROIFWPRGM1V77 912797WH6 2026-12-29 0.00 0.00 900.00 890.92 U.S. Treasuries (including strips) BILL 03/11/27 254900HROIFWPRGM1V77 912797WK9 2027-03-11 0.00 0.00 2200.00 2158.86 U.S. Treasuries (including strips) BILL 03/25/27 254900HROIFWPRGM1V77 912797WL7 2027-03-25 0.00 0.00 700.00 685.63 U.S. Treasuries (including strips) BILL 01/05/27 254900HROIFWPRGM1V77 912797WN3 2027-01-05 0.00 0.00 2100.00 2076.96 U.S. Treasuries (including strips) BILL 01/12/27 254900HROIFWPRGM1V77 912797WP8 2027-01-12 0.00 0.00 1200.00 1185.84 U.S. Treasuries (including strips) BILL 01/19/27 254900HROIFWPRGM1V77 912797WQ6 2027-01-19 0.00 0.00 1700.00 1678.48 U.S. Treasuries (including strips) 4 3/8 BOND 38 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 300.00 279.80 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 100.00 93.14 U.S. Treasuries (including strips) 2 1/8 TRIB 41 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 800.00 1080.13 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 200.00 181.02 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 600.00 496.54 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 100.00 103.83 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 300.00 211.99 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 300.00 322.76 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100.00 68.72 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 100.00 66.51 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 400.00 172.76 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 700.00 332.71 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 100.00 64.39 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100.00 57.24 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 500.00 272.22 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 500.00 386.85 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 100.00 78.97 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 100.00 76.62 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 100.00 82.15 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 100.00 89.45 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 1100.00 1016.42 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 1500.00 1315.59 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 100.00 85.84 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 300.00 271.31 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 400.00 377.80 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 100.00 88.28 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 200.00 188.38 U.S. Treasuries (including strips) 5 1/8 BOND 46 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 200.00 188.94 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 500.00 674.34 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 8900.00 8747.74 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 200.00 195.20 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 1100.00 1046.90 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 300.00 283.76 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 7100.00 9786.55 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 300.00 388.17 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 100.00 91.36 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 500.00 456.76 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 100.00 119.55 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 500.00 496.62 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 100.00 118.92 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 2400.00 2032.87 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 1000.00 849.45 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 300.00 284.91 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 400.00 380.44 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 500.00 474.51 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 100.00 95.10 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 500.00 432.87 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 100.00 93.43 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 300.00 251.35 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 200.00 244.35 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 500.00 500.99 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 1400.00 1174.80 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 200.00 185.69 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 100.00 93.33 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 300.00 316.10 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 400.00 340.80 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 1700.00 1584.77 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 2000.00 2337.34 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 100.00 96.17 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 100.00 100.20 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 500.00 451.17 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 300.00 308.01 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 100.00 88.42 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 100.00 95.24 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 2700.00 3044.84 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 100.00 96.31 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 600.00 599.48 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 1100.00 1088.29 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 100.00 101.96 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 700.00 680.26 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 100.00 98.30 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 300.00 298.32 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 100.00 99.27 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 100.00 96.98 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 400.00 386.27 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 100.00 99.57 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 3000.00 3035.66 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 1000.00 994.89 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 800.00 817.08 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 300.00 305.86 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 3000.00 3299.36 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 1200.00 1221.24 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 100.00 100.34 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 100.00 95.99 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 3300.00 3248.83 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 2400.00 2366.25 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 100.00 96.58 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 500.00 508.00 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 100.00 93.29 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 2600.00 2611.66 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 500.00 493.96 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 700.00 752.32 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 500.00 505.62 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 6600.00 6371.35 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 100.00 100.33 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 100.00 97.63 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 8500.00 8432.89 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 400.00 403.17 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 100.00 98.09 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 100.00 96.66 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 200.00 200.33 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 1900.00 1895.17 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 1500.00 1488.63 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 4.358100 0.00 100.00 100.68 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 600.00 624.44 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 100.00 100.92 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 1100.00 1115.70 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 1500.00 1482.42 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 600.00 595.22 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 300.00 303.19 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 100.00 100.66 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 200.00 193.05 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 100.00 98.88 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 100.00 100.14 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 700.00 685.14 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 200.00 192.73 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 1100.00 1043.01 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 1000.00 997.19 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 100.00 100.91 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 1000.00 965.78 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 100.00 99.53 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 1400.00 1358.39 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 700.00 693.81 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 100.00 100.08 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 100.00 96.59 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 700.00 654.91 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 6186000.00 6076082.51 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 700.00 658.22 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 200.00 190.59 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 100.00 97.34 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 600.00 561.70 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 1200.00 1138.97 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 7000.00 6923.25 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 100.00 96.31 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 200.00 200.43 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 100.00 98.03 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 1400.00 1378.84 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 2100.00 2091.73 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 4201900.00 3950920.51 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 300.00 286.17 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 1500.00 1471.11 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 500.00 471.44 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 100.00 95.49 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 1500.00 1487.76 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 1100.00 1014.58 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 300.00 291.66 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 4700.00 4428.34 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 200.00 193.67 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 200.00 190.23 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 1900.00 1884.89 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 4.256100 0.00 100.00 100.77 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 200.00 192.09 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 300.00 285.09 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 1500.00 1481.96 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 100.00 96.38 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 800.00 780.10 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 3700.00 3550.28 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 4700.00 4563.43 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 1200.00 1197.70 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 1000.00 977.72 U.S. Treasuries (including strips) 4 1/4 NOTE BE 28 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 1100.00 1095.80 U.S. Treasuries (including strips) TRFR BF 07/31/28 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 4.203100 0.00 1200.00 1208.28 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 900.00 864.15 U.S. Treasuries (including strips) 4 5/8 NOTE E 36 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 100.00 95.75 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 1300.00 1281.52 U.S. Treasuries (including strips) 4 1/8 NOTE BG 28 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 900.00 890.85 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 100.00 96.59 U.S. Treasuries (including strips) 4 3/8 NOTE AS 29 254900HROIFWPRGM1V77 91282CRL7 2029-09-15 4.375000 0.00 300.00 295.55 U.S. Treasuries (including strips) 5 NOTE Q 33 254900HROIFWPRGM1V77 91282CRM5 2033-09-30 5.000000 0.00 6300.00 6241.71 U.S. Treasuries (including strips) 5 NOTE AD 31 254900HROIFWPRGM1V77 91282CRN3 2031-09-30 5.000000 0.00 3300.00 3290.89 U.S. Treasuries (including strips) 4 3/4 NOTE BH 28 254900HROIFWPRGM1V77 91282CRP8 2028-09-30 4.750000 0.00 2600.00 2593.19 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 10000000.00 10000000.00 0.0002 N Y Y N DEUTSCHE BANK AG TRI-PARTY DEUTSCHE BANK AG 3.890000% N/A 7LTWFZYICNSX8D621K86 0001074042 BYJE9CYY8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 2437000.00 2433376.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VZ7 2026-12-01 0.00 0.00 50000000.00 49663250.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 1500000.00 1541017.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375000 0.00 157000.00 160690.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 454100.00 460926.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 300.00 284.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 200.00 152.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 7399400.00 5564350.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 31200.00 22985.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 163500.00 116607.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 19940000.00 15655118.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 2140400.00 1371377.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 7250300.00 5100883.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 11904600.00 8078244.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 195500.00 122989.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 100.00 63.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 1786100.00 1202686.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 250000000.00 171071750.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 100.00 64.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 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