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(including strips) TRFR BB 04/30/25 2025-04-30 5.494700 1800.00 1807.68 U.S. Treasuries (including strips) TRFR AX 01/31/26 2026-01-31 5.570700 2200.00 2211.88 U.S. Treasuries (including strips) 4 NOTE B 34 2034-02-15 4.000000 7200.00 7075.77 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 2026-02-28 4.625000 9949600.00 9950376.07 U.S. Treasuries (including strips) TINT 08/15/31 2031-08-15 0.000000 2048.00 1485.94 U.S. Treasuries (including strips) TINT 05/15/33 2033-05-15 0.000000 737.28 494.44 U.S. Treasuries (including strips) TINT 11/15/29 2029-11-15 0.000000 163.84 128.14 U.S. Treasuries (including strips) TINT 11/15/38 2038-11-15 0.000000 46.08 23.65 U.S. Treasuries (including strips) TINT 05/15/42 2042-05-15 0.000000 73.60 31.14 U.S. Treasuries (including strips) TINT 08/15/47 2047-08-15 0.000000 192.00 64.40 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2024-03-01 2024-03-01 2024-03-01 N N N 0.0530 20000000.00 20000000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 5.310 549300H47WTHXPU08X20 BRYWE1XP4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 05/16/24 2024-05-16 0.000000 300.00 296.68 U.S. Treasuries (including strips) BILL 08/08/24 2024-08-08 0.000000 100.00 97.72 U.S. Treasuries (including strips) BILL 04/04/24 2024-04-04 0.000000 5000.00 4975.05 U.S. Treasuries (including strips) BILL 04/11/24 2024-04-11 0.000000 100.00 99.40 U.S. Treasuries (including strips) BILL 05/23/24 2024-05-23 0.000000 61389300.00 60647778.65 U.S. Treasuries (including strips) BILL 03/12/24 2024-03-12 0.000000 100.00 99.84 U.S. Treasuries (including strips) BILL 04/02/24 2024-04-02 0.000000 100.00 99.53 U.S. Treasuries (including strips) BILL 07/18/24 2024-07-18 0.000000 100.00 98.01 U.S. Treasuries (including strips) BILL 07/25/24 2024-07-25 0.000000 200.00 195.83 U.S. Treasuries (including strips) BILL 06/18/24 2024-06-18 0.000000 400.00 393.67 U.S. Treasuries (including strips) BILL 03/21/24 2024-03-21 0.000000 1049900.00 1046815.39 U.S. Treasuries (including strips) 5 1/4 BOND 28 2028-11-15 5.250000 100.00 105.62 U.S. Treasuries (including strips) 4 1/2 BOND 36 2036-02-15 4.500000 300.00 311.05 U.S. Treasuries (including strips) 3 1/2 BOND 39 2039-02-15 3.500000 100.00 91.20 U.S. Treasuries (including strips) 4 1/4 BOND 40 2040-11-15 4.250000 49998800.00 49509280.43 U.S. Treasuries (including strips) 4 3/4 BOND 41 2041-02-15 4.750000 3000.00 3119.29 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 500.00 501.34 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 100.00 91.43 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 800.00 655.75 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 91069100.00 70952272.07 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-11-15 2.750000 300.00 234.96 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 41560800.00 33062832.17 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 50000000.00 44053811.54 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 87464100.00 63507030.39 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 100.00 79.95 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 21000700.00 16242020.54 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 300.00 239.01 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 20044600.00 14407087.09 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 134549300.00 91478506.23 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 39056800.00 30212124.11 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 50000000.00 39115992.31 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 62418200.00 49230249.49 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 43607000.00 32457243.57 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 2800000.00 2099555.48 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 55089200.00 42875199.73 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 31131800.00 25017242.85 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 600.00 466.03 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 300.00 232.74 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 3209300.00 2204728.79 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 29605100.00 15546521.61 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 400.00 248.17 U.S. Treasuries (including strips) 1 5/8 BOND 50 2050-11-15 1.625000 25528100.00 14451843.98 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 124924200.00 74860096.52 U.S. Treasuries (including strips) 2 1/4 BOND 41 2041-05-15 2.250000 4400.00 3240.98 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 23981600.00 15984553.62 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-11-15 1.875000 120456600.00 72404554.81 U.S. Treasuries (including strips) 2 BOND 41 2041-11-15 2.000000 733300.00 512273.98 U.S. Treasuries (including strips) 2 1/4 BOND 52 2052-02-15 2.250000 40620100.00 26591070.45 U.S. Treasuries (including strips) 2 3/8 BOND 42 2042-02-15 2.375000 1200.00 883.94 U.S. Treasuries (including strips) 3 1/4 BOND 42 2042-05-15 3.250000 19334300.00 16460435.84 U.S. Treasuries (including strips) 3 BOND 52 2052-08-15 3.000000 18864500.00 14599950.50 U.S. Treasuries (including strips) 3 3/8 BOND 42 2042-08-15 3.375000 3967600.00 3399864.52 U.S. Treasuries (including strips) 3 5/8 BOND 53 2053-02-15 3.625000 6741000.00 5902582.94 U.S. Treasuries (including strips) 3 7/8 BOND 43 2043-02-15 3.875000 100.00 91.80 U.S. Treasuries (including strips) 3 7/8 BOND 43 2043-05-15 3.875000 2000.00 1852.56 U.S. Treasuries (including strips) 4 1/8 BOND 53 2053-08-15 4.125000 2400.00 2301.77 U.S. Treasuries (including strips) 4 3/4 BOND 43 2043-11-15 4.750000 1200.00 1252.30 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 1088400.00 1015923.86 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 15649900.00 14639060.40 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 4600.00 4342.76 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 800.00 762.80 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 12586300.00 11878821.17 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 3500.00 3248.56 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 100.00 94.36 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 354900.00 353803.24 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 2026-07-31 1.875000 1700.00 1600.94 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 2026-09-30 1.625000 1000.00 938.27 U.S. Treasuries (including strips) 1 3/8 NOTE U 25 2025-01-31 1.375000 300.00 290.42 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 2027-05-31 0.500000 1100.00 973.09 U.S. Treasuries (including strips) 0 1/4 NOTE Z 25 2025-05-31 0.250000 1400.00 1322.61 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 2027-06-30 0.500000 200.00 176.37 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 2025-07-31 0.250000 1100.00 1031.94 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 2027-07-31 0.375000 200.00 174.93 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 16279000.00 12972106.48 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 1100.00 963.56 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 2025-08-31 0.250000 10997300.00 10281078.84 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 100.00 87.10 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 2025-10-31 0.250000 1000.00 929.45 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 1000.00 872.47 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 2030-11-15 0.875000 182435300.00 147423425.87 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 2028-01-31 0.750000 100.00 87.29 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 2031-02-15 1.125000 100.00 81.67 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 2028-02-29 1.125000 310900.00 274724.92 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 2026-02-28 0.500000 2000.00 1843.93 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 2028-04-30 1.250000 24161800.00 21467667.96 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 2031-05-15 1.625000 1188700.00 1002640.09 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 2028-05-31 1.250000 14741300.00 13054717.26 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 2031-08-15 1.250000 300.00 243.16 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 2028-10-31 1.375000 63454800.00 56017563.78 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 300.00 276.11 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 2029-01-31 1.750000 1200.00 1068.89 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 2032-02-15 1.875000 4800.00 4037.02 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 2029-02-28 1.875000 37999600.00 33949868.63 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 2027-03-31 2.500000 616200.00 589258.20 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 2027-04-30 2.750000 600.00 576.51 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 2032-05-15 2.875000 900.00 821.64 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 2029-05-31 2.750000 800.00 748.92 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 2027-06-30 3.250000 399900.00 388311.36 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 2027-07-31 2.750000 1009800.00 960343.97 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 2027-08-31 3.125000 100.00 96.00 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 2029-08-31 3.125000 1900.00 1794.97 U.S. Treasuries (including strips) 4 1/4 NOTE BH 24 2024-09-30 4.250000 100.00 101.18 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 2025-10-15 4.250000 100.00 100.80 U.S. Treasuries (including strips) 4 NOTE R 29 2029-10-31 4.000000 1700.00 1699.69 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 2029-11-30 3.875000 100.00 99.00 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 2030-01-31 3.500000 10839900.00 10437853.11 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 2026-03-15 4.625000 300.00 306.41 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 2030-03-31 3.625000 4688400.00 4597954.41 U.S. Treasuries (including strips) 3 7/8 NOTE BA 25 2025-04-30 3.875000 1000.00 1000.74 U.S. Treasuries (including strips) TRFR BB 04/30/25 2025-04-30 5.494740 219418000.00 220354271.56 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 2028-05-31 3.625000 8613300.00 8464617.03 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 2030-05-31 3.750000 25850700.00 25357772.92 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 2030-06-30 3.750000 1500300.00 1466498.72 U.S. Treasuries (including strips) 4 NOTE AA 28 2028-06-30 4.000000 200.00 198.98 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 2030-09-30 4.625000 100.00 103.94 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 2028-09-30 4.625000 4002400.00 4135198.23 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 2025-11-30 4.875000 200.00 202.96 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 2030-11-30 4.375000 100.00 101.70 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 2026-12-15 4.375000 500.00 503.68 U.S. Treasuries (including strips) 4 NOTE AJ 27 2027-01-15 4.000000 100.00 99.35 U.S. Treasuries (including strips) 4 NOTE B 34 2034-02-15 4.000000 1600.00 1572.39 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 2031-02-28 4.250000 25100.00 25088.33 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0531 1500000000.00 1500000000.00 0.0147 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWTE7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2034-05-15 0.000000 20000000.00 12828261.80 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 12575000.00 12575000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWRM1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2033-08-15 0.000000 60000000.00 39785774.17 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 39000000.00 39000000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWRK5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2037-02-15 0.000000 80000000.00 44886514.44 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 44000000.00 44000000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWTA5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-02-15 0.000000 33000000.00 30087826.71 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 29493750.00 29493750.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWTQ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2030-05-15 0.000000 100000000.00 76511104.17 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 75000000.00 75000000.00 0.0007 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWSU2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-11-15 0.000000 28000000.00 14175097.23 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 13895000.00 13895000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWSS7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-08-15 0.000000 15000000.00 6885999.38 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 6750000.00 6750000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWRD1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-11-15 0.000000 40000000.00 17342516.94 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 17000000.00 17000000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWTD9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-05-15 0.000000 25000000.00 12433054.43 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 12187500.00 12187500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWSB4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2038-05-15 0.000000 110000000.00 57791387.35 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 56650000.00 56650000.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWSD0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-11-15 2.750000 40000000.00 31165723.10 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 30550000.00 30550000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWSJ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-11-15 0.000000 72000000.00 42968636.10 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 42120000.00 42120000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWS81 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-11-15 0.000000 50000000.00 24164507.07 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 23687500.00 23687500.00 0.0002 N Y Y 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0.0531 100000000.00 100000000.00 0.0010 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 5.300 254900Y8NKGV541U8Q32 BRYWE1Y65 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 243100.00 502123.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 12488700.00 10998625.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 252074600.00 258090825.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 1.625000 581112100.00 488900152.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 1163139700.00 1083712826.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 3387165300.00 3108524240.98 U.S. Treasuries (including 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strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0531 2500000000.00 2500000000.00 0.0245 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 5.310 549300H47WTHXPU08X20 BRYWE1YL2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 3/8 TRIN D 27 2027-07-15 0.375000 317482400.00 378443346.32 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 2030-05-15 0.625000 817000000.00 656108234.89 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 2031-05-15 1.625000 700000000.00 588922700.00 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 2029-06-30 3.250000 245231900.00 234284047.32 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 2029-09-30 3.875000 575000000.00 572057665.30 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 2028-10-31 4.875000 600000000.00 623715214.29 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 2026-12-15 4.375000 513100000.00 516468860.39 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0531 3500000000.00 3500000000.00 0.0343 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 5.320 549300H47WTHXPU08X20 BRYWE1XM1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 04/18/24 2024-04-18 0.000000 100.00 99.30 U.S. Treasuries (including strips) BILL 06/20/24 2024-06-20 0.000000 96000.00 94462.66 U.S. Treasuries (including strips) BILL 07/11/24 2024-07-11 0.000000 100.00 98.11 U.S. Treasuries (including strips) BILL 08/08/24 2024-08-08 0.000000 1100.00 1074.96 U.S. Treasuries (including strips) BILL 05/09/24 2024-05-09 0.000000 56290000.00 55722033.90 U.S. Treasuries (including strips) BILL 03/19/24 2024-03-19 0.000000 5795700.00 5780364.58 U.S. Treasuries (including strips) BILL 04/23/24 2024-04-23 0.000000 131642200.00 130619471.75 U.S. Treasuries (including strips) BILL 05/07/24 2024-05-07 0.000000 100.00 99.02 U.S. Treasuries (including strips) BILL 05/28/24 2024-05-28 0.000000 2234800.00 2206232.55 U.S. Treasuries (including strips) 6 5/8 BOND 27 2027-02-15 6.625000 300.00 319.43 U.S. Treasuries (including strips) 4 1/2 BOND 36 2036-02-15 4.500000 300.00 311.05 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 15499900.00 14527008.24 U.S. Treasuries (including strips) 4 1/4 BOND 40 2040-11-15 4.250000 300.00 297.06 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 65256700.00 65431874.08 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 100.00 91.43 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 7089900.00 5811479.46 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 4000700.00 3182673.88 U.S. Treasuries (including strips) 3 3/4 BOND 43 2043-11-15 3.750000 50098900.00 45483705.65 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 10156000.00 8948210.20 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 79998900.00 65021259.79 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 200.00 145.22 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 99537900.00 76982987.04 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 451000.00 359312.72 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 100.00 67.99 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 13946100.00 10910310.81 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 5050000.00 3786698.27 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 2180100.00 1696743.15 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 32882000.00 26423688.30 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 200.00 155.34 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 21162500.00 16417694.94 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 1467000.00 1007801.43 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 100.00 61.17 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 300.00 186.12 U.S. Treasuries (including strips) 1 5/8 BOND 50 2050-11-15 1.625000 100064600.00 56648085.32 U.S. Treasuries (including strips) 1 3/8 BOND 40 2040-11-15 1.375000 24043200.00 15369209.77 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 300.00 179.77 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 502455000.00 346730204.06 U.S. Treasuries (including strips) 2 1/4 BOND 41 2041-05-15 2.250000 2866000.00 2111056.04 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 104359300.00 69559029.69 U.S. Treasuries (including strips) 2 BOND 41 2041-11-15 2.000000 102765800.00 71790869.99 U.S. Treasuries (including strips) 2 3/8 BOND 42 2042-02-15 2.375000 51888300.00 38221672.16 U.S. Treasuries (including strips) 3 1/4 BOND 42 2042-05-15 3.250000 100.00 85.14 U.S. Treasuries (including strips) 4 BOND 52 2052-11-15 4.000000 835777900.00 792204077.31 U.S. Treasuries (including strips) 4 BOND 42 2042-11-15 4.000000 278700.00 263636.36 U.S. Treasuries (including strips) 3 5/8 BOND 53 2053-02-15 3.625000 157364300.00 137791994.14 U.S. Treasuries (including strips) 4 1/8 BOND 53 2053-08-15 4.125000 235725900.00 226077765.84 U.S. Treasuries (including strips) 4 1/4 BOND 54 2054-02-15 4.250000 22269100.00 21878268.73 U.S. Treasuries (including strips) 4 1/2 BOND 44 2044-02-15 4.500000 3200.00 3207.12 U.S. Treasuries (including strips) 2 1/8 NOTE N 24 2024-07-31 2.125000 355000.00 350989.92 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 1100.00 1026.75 U.S. Treasuries (including strips) 1 7/8 NOTE P 24 2024-08-31 1.875000 100200.00 98517.64 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 63000.00 58930.78 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 30900.00 30247.79 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 100.00 97.78 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 200.00 197.23 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 2025-11-30 2.875000 94494000.00 92273034.19 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 2025-12-31 2.625000 230000.00 222771.54 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 900.00 835.34 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 1000.00 959.92 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 353900.00 349070.40 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 2026-02-15 1.625000 100.00 94.48 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 28061800.00 26477744.39 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 74998200.00 73035811.11 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 2024-07-31 1.750000 31000.00 30595.15 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 2026-07-31 1.875000 700.00 659.21 U.S. Treasuries (including strips) 1 1/2 NOTE AD 24 2024-09-30 1.500000 20000000.00 19698730.16 U.S. Treasuries (including strips) 1 3/8 NOTE U 25 2025-01-31 1.375000 1804000.00 1746409.95 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 2025-02-28 1.125000 18090000.00 17404841.25 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 200.00 191.07 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 2000.00 1883.14 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 2025-07-31 0.250000 100.00 93.81 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 2027-07-31 0.375000 100.00 87.47 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 500.00 398.43 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 50887100.00 44320291.59 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 2025-09-30 0.250000 133047800.00 124098506.22 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 2025-10-31 0.250000 5124300.00 4762775.74 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 2030-11-15 0.875000 1200.00 969.70 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 2027-12-31 0.625000 174994900.00 152472569.85 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 2026-02-28 0.500000 100.00 92.20 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 455000.00 454666.02 U.S. Treasuries (including strips) 0 1/4 NOTE AP 24 2024-06-15 0.250000 100.00 98.60 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 2026-08-31 0.750000 100.00 91.22 U.S. Treasuries (including strips) 0 3/4 NOTE AU 24 2024-11-15 0.750000 395000.00 383831.80 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 2032-02-15 1.875000 202730300.00 170505539.08 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 2029-03-31 2.375000 75712900.00 69971923.02 U.S. Treasuries (including strips) 2 1/2 NOTE BA 24 2024-04-30 2.500000 50000000.00 50185821.98 U.S. Treasuries (including strips) TRFR BB 04/30/24 2024-04-30 5.250740 46800.00 46982.87 U.S. Treasuries (including strips) 2 3/4 NOTE AN 25 2025-05-15 2.750000 644900.00 633832.38 U.S. Treasuries (including strips) 2 1/2 NOTE BC 24 2024-05-31 2.500000 1200.00 1198.93 U.S. Treasuries (including strips) 2 7/8 NOTE AP 25 2025-06-15 2.875000 4310800.00 4227984.99 U.S. Treasuries (including strips) TRFR BF 07/31/24 2024-07-31 5.362740 50014600.00 50215245.31 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 2032-08-15 2.750000 72524000.00 64865515.81 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 2029-08-31 3.125000 500.00 472.36 U.S. Treasuries (including strips) 3 1/2 NOTE AS 25 2025-09-15 3.500000 1000.00 997.02 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 2027-09-30 4.125000 3842800.00 3878915.20 U.S. Treasuries (including strips) 4 1/4 NOTE BH 24 2024-09-30 4.250000 127100.00 128601.21 U.S. Treasuries (including strips) TRFR BK 10/31/24 2024-10-31 5.465740 7376800.00 7409307.40 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 2032-11-15 4.125000 6697900.00 6712229.24 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 2029-11-30 3.875000 100.00 99.00 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 2029-12-31 3.875000 36579900.00 36075769.08 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 2027-12-31 3.875000 100.00 99.00 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 2026-01-15 3.875000 99998100.00 99061370.00 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 2025-01-31 4.125000 395000.00 392872.69 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 1361900.00 1342447.98 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 25 2025-03-31 3.875000 100.00 100.45 U.S. Treasuries (including strips) 3 7/8 NOTE BA 25 2025-04-30 3.875000 230392000.00 230563453.42 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 2030-04-30 3.500000 4195700.00 4071035.75 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 2028-05-31 3.625000 4062000.00 3991881.67 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 2030-06-30 3.750000 100.00 97.75 U.S. Treasuries (including strips) 4 5/8 NOTE BD 25 2025-06-30 4.625000 79998200.00 80358642.00 U.S. Treasuries (including strips) 4 3/4 NOTE BE 25 2025-07-31 4.750000 200000.00 200535.67 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 2030-09-30 4.625000 49365200.00 51309036.22 U.S. Treasuries (including strips) 5 NOTE BJ 25 2025-10-31 5.000000 16309800.00 16645665.74 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 2030-10-31 4.875000 400.00 420.33 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 2033-11-15 4.500000 155172700.00 160271425.96 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 2025-11-30 4.875000 200.00 202.96 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 2030-11-30 4.375000 38950600.00 39611386.50 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 2025-12-31 4.250000 49999600.00 49974424.93 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0532 4000000000.00 4000000000.00 0.0393 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.320 549300H47WTHXPU08X20 BRYWE1YU2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 05/02/24 2024-05-02 0.000000 152200.00 150817.72 U.S. Treasuries (including strips) BILL 04/09/24 2024-04-09 0.000000 200.00 198.86 U.S. Treasuries (including strips) 7 1/2 BOND 24 2024-11-15 7.500000 400.00 417.55 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 6933500.00 7162206.30 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 863200.00 892913.27 U.S. Treasuries (including strips) 6 3/4 BOND 26 2026-08-15 6.750000 100.00 105.40 U.S. Treasuries (including strips) 6 1/2 BOND 26 2026-11-15 6.500000 83400.00 89292.01 U.S. Treasuries (including strips) 6 1/8 BOND 27 2027-11-15 6.125000 30000.00 32340.38 U.S. Treasuries (including strips) 6 1/8 BOND 29 2029-08-15 6.125000 300.00 327.08 U.S. Treasuries (including strips) 5 BOND 37 2037-05-15 5.000000 23094000.00 25278240.67 U.S. Treasuries (including strips) 3 1/2 BOND 39 2039-02-15 3.500000 1720200.00 1568776.22 U.S. Treasuries (including strips) 4 3/8 BOND 39 2039-11-15 4.375000 645200.00 653794.96 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 780600.00 731603.60 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 1347600.00 1351217.48 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 101500.00 80746.22 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 9873800.00 8699570.49 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 198500.00 161336.22 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 3451500.00 2669403.11 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 6939100.00 5528396.68 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 29935200.00 20352594.77 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 4417000.00 3483759.74 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 2354900.00 1765801.14 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 18632800.00 14501663.15 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 4197500.00 3260277.36 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 1024000.00 794410.85 U.S. Treasuries (including strips) 2 7/8 BOND 49 2049-05-15 2.875000 3109600.00 2376238.94 U.S. Treasuries (including strips) 1 1/4 BOND 50 2050-05-15 1.250000 62600.00 32008.39 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 300.00 186.12 U.S. Treasuries (including strips) 1 3/8 BOND 40 2040-11-15 1.375000 419200.00 267966.52 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 428200.00 256596.35 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 157800.00 108893.39 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 1303600.00 868893.82 U.S. Treasuries (including strips) 2 7/8 BOND 52 2052-05-15 2.875000 1400.00 1065.63 U.S. Treasuries (including strips) 3 BOND 52 2052-08-15 3.000000 314200.00 243171.27 U.S. Treasuries (including strips) 4 BOND 42 2042-11-15 4.000000 500000.00 472975.18 U.S. Treasuries (including strips) 3 7/8 BOND 43 2043-02-15 3.875000 100.00 91.80 U.S. Treasuries (including strips) 3 7/8 BOND 43 2043-05-15 3.875000 224000.00 207486.35 U.S. Treasuries (including strips) 4 1/8 BOND 53 2053-08-15 4.125000 550300.00 527776.52 U.S. Treasuries (including strips) 4 3/4 BOND 53 2053-11-15 4.750000 46400.00 50010.36 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 5741600.00 5346009.06 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 85197300.00 79524044.56 U.S. Treasuries (including strips) 2 1/4 NOTE R 24 2024-10-31 2.250000 100.00 98.82 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 1061200.00 992656.24 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 2024-11-30 2.125000 1000.00 982.93 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 2024-12-31 2.250000 276000.00 270613.53 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 896800.00 846649.77 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 924400.00 903902.35 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 377300.00 372069.73 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 31532900.00 30066596.59 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 2025-05-31 2.875000 23000.00 22607.21 U.S. Treasuries (including strips) 3 NOTE R 25 2025-10-31 3.000000 184900.00 181596.49 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 2025-11-30 2.875000 426600.00 416573.29 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 2025-12-31 2.625000 400000.00 387428.77 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 151200.00 145140.36 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 2026-03-31 2.250000 500.00 481.60 U.S. Treasuries (including strips) 2 1/4 NOTE Y 24 2024-04-30 2.250000 26500.00 26567.13 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 29200.00 28117.64 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 2029-05-15 2.375000 27443600.00 25235548.56 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 2026-05-31 2.125000 1100.00 1049.12 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 2025-11-15 2.250000 9805500.00 9475458.62 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 245600.00 231736.17 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 7000.00 6629.61 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 11900.00 11588.63 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 203000.00 202372.66 U.S. Treasuries (including strips) 2 7/8 NOTE N 25 2025-07-31 2.875000 11100.00 10829.33 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 2024-07-31 1.750000 50000.00 49347.01 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 2026-08-31 1.375000 82800.00 76736.56 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 2026-10-31 1.625000 150623200.00 140780393.47 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 2029-11-15 1.750000 160000.00 141202.42 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 2026-12-31 1.750000 900000.00 839003.05 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 12200.00 11248.67 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 2030-02-15 1.500000 745100.00 638192.25 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 2027-02-28 1.125000 300000.00 272598.60 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 2025-02-28 1.125000 197400.00 189923.48 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 236500.00 225937.79 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 2030-05-15 0.625000 1082200.00 871349.62 U.S. Treasuries (including strips) 0 1/4 NOTE Z 25 2025-05-31 0.250000 493800.00 466504.01 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 2027-06-30 0.500000 333300.00 293926.33 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 1360100.00 1083811.17 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 6875800.00 6022939.52 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 2025-08-31 0.250000 2640800.00 2468812.62 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 2025-10-31 0.250000 7000.00 6506.14 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 2025-11-30 0.375000 2884000.00 2678472.83 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 2027-12-31 0.625000 2745000.00 2391710.87 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 2031-02-15 1.125000 249600.00 203843.50 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 685700.00 685196.68 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 471500.00 437439.67 U.S. Treasuries (including strips) 0 3/8 NOTE AM 24 2024-04-15 0.375000 100.00 99.54 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 2028-04-30 1.250000 36180700.00 32146415.18 U.S. Treasuries (including strips) 0 1/4 NOTE AN 24 2024-05-15 0.250000 832900.00 824908.34 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 2028-05-31 1.250000 300000000.00 265676377.05 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 2026-05-31 0.750000 54300.00 50028.10 U.S. Treasuries (including strips) 0 1/4 NOTE AP 24 2024-06-15 0.250000 573200.00 565177.56 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 2026-06-30 0.875000 1000.00 921.68 U.S. Treasuries (including strips) 0 3/8 NOTE AR 24 2024-08-15 0.375000 114200.00 111708.64 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 2028-09-30 1.250000 833600.00 733709.09 U.S. Treasuries (including strips) 0 5/8 NOTE AT 24 2024-10-15 0.625000 82000.00 79902.32 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 1123900.00 1034418.11 U.S. Treasuries (including strips) 0 3/4 NOTE AU 24 2024-11-15 0.750000 100000.00 97172.61 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 2031-11-15 1.375000 4822000.00 3936122.03 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 351700.00 323934.31 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 2026-12-31 1.250000 771300.00 708446.33 U.S. Treasuries (including strips) 1 1/8 NOTE AJ 25 2025-01-15 1.125000 1300000.00 1258250.24 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 2029-01-31 1.750000 1033600.00 920670.14 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 2032-02-15 1.875000 6070600.00 5105654.78 U.S. Treasuries (including strips) 1 1/2 NOTE AK 25 2025-02-15 1.500000 6645600.00 6427032.35 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 2029-02-28 1.875000 1088300.00 972316.60 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 2027-02-28 1.875000 101940000.00 94727337.24 U.S. Treasuries (including strips) 1 3/4 NOTE AL 25 2025-03-15 1.750000 76200.00 74291.41 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 2029-03-31 2.375000 954200.00 881847.20 U.S. Treasuries (including strips) 2 1/4 NOTE AZ 24 2024-03-31 2.250000 100.00 100.68 U.S. Treasuries (including strips) 2 1/2 NOTE BA 24 2024-04-30 2.500000 100.00 100.37 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 2029-04-30 2.875000 924500.00 874230.32 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 2027-04-30 2.750000 1740200.00 1672082.45 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 2032-05-15 2.875000 528500.00 482487.34 U.S. Treasuries (including strips) 2 1/2 NOTE BC 24 2024-05-31 2.500000 154800.00 154662.05 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 2027-05-31 2.625000 55673300.00 53083469.35 U.S. Treasuries (including strips) 2 7/8 NOTE AP 25 2025-06-15 2.875000 213000.00 208908.05 U.S. Treasuries (including strips) 3 NOTE BE 24 2024-07-31 3.000000 15700.00 15589.76 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 2027-07-31 2.750000 3410400.00 3243372.02 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 2032-08-15 2.750000 115600.00 103392.72 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 2029-08-31 3.125000 788400.00 744819.61 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 2029-09-30 3.875000 960000.00 956904.86 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 2027-09-30 4.125000 57266900.00 57805102.78 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 2025-10-15 4.250000 6800.00 6854.67 U.S. Treasuries (including strips) 4 NOTE R 29 2029-10-31 4.000000 353400.00 353336.28 U.S. Treasuries (including strips) 4 1/2 NOTE BL 24 2024-11-30 4.500000 8172000.00 8219548.98 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 2027-11-30 3.875000 3878600.00 3852623.32 U.S. Treasuries (including strips) 4 NOTE AV 25 2025-12-15 4.000000 7654000.00 7625090.93 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 2029-12-31 3.875000 750000.00 739663.77 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 2027-12-31 3.875000 3800000.00 3761978.58 U.S. Treasuries (including strips) 4 1/4 NOTE BM 24 2024-12-31 4.250000 3693500.00 3692689.26 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 2026-01-15 3.875000 3069400.00 3040647.46 U.S. Treasuries (including strips) 4 NOTE AK 26 2026-02-15 4.000000 5000.00 4948.67 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 2033-02-15 3.500000 545900.00 516036.62 U.S. Treasuries (including strips) 4 NOTE V 28 2028-02-29 4.000000 252757300.00 249763389.78 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 126672900.00 124863630.97 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 2026-03-15 4.625000 8036600.00 8208383.08 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 2028-03-31 3.625000 100713700.00 99643077.60 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 25 2025-03-31 3.875000 100.00 100.45 U.S. Treasuries (including strips) 3 3/4 NOTE AM 26 2026-04-15 3.750000 1379700.00 1375705.61 U.S. Treasuries (including strips) 3 7/8 NOTE BA 25 2025-04-30 3.875000 1595700.00 1596887.49 U.S. Treasuries (including strips) TRFR BB 04/30/25 2025-04-30 5.494740 11049600.00 11096749.40 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 2030-04-30 3.500000 14000.00 13584.03 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 2026-05-15 3.625000 701400.00 695089.03 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 2033-05-15 3.375000 132900.00 125377.63 U.S. Treasuries (including strips) 4 1/4 NOTE BC 25 2025-05-31 4.250000 25700.00 25763.94 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 2030-06-30 3.750000 200.00 195.49 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 2026-07-15 4.500000 100.00 100.49 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 2026-08-15 4.375000 1220000.00 1218231.84 U.S. Treasuries (including strips) 5 NOTE BG 25 2025-08-31 5.000000 36900.00 37002.29 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 2026-09-15 4.625000 100.00 102.43 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 2030-09-30 4.625000 689100.00 716234.45 U.S. Treasuries (including strips) TRFR BK 10/31/25 2025-10-31 5.495740 984800.00 988928.16 U.S. Treasuries (including strips) 5 NOTE BJ 25 2025-10-31 5.000000 227100.00 231776.64 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 2030-10-31 4.875000 337000.00 354130.84 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 2025-11-30 4.875000 1006000.00 1020909.83 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 2030-11-30 4.375000 100.00 101.70 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 2028-12-31 3.750000 100.00 98.40 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 2025-12-31 4.250000 3649300.00 3647462.56 U.S. Treasuries (including strips) 4 1/4 NOTE AW 26 2026-01-31 4.250000 28100.00 27990.07 U.S. Treasuries (including strips) 4 NOTE U 29 2029-01-31 4.000000 113000.00 112113.04 U.S. Treasuries (including strips) 4 NOTE B 34 2034-02-15 4.000000 800.00 786.20 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 2029-02-28 4.250000 36231800.00 36254698.50 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0532 1500000000.00 1500000000.00 0.0147 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 5.300 549300H47WTHXPU08X20 BRYWE1YQ1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 02/20/25 2025-02-20 0.000000 1270397700.00 1210826211.05 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 296500.00 306280.26 U.S. Treasuries (including strips) 3 7/8 BOND 43 2043-05-15 3.875000 9828200.00 9103648.79 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 2026-03-31 2.250000 49751000.00 47920076.75 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 23217900.00 22357280.19 U.S. Treasuries (including strips) 4 NOTE AA 28 2028-06-30 4.000000 815494400.00 811347942.55 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 2028-07-31 4.125000 290633600.00 289704560.95 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 2026-11-15 4.625000 5340500.00 5434035.69 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0530 2350000000.00 2350000000.00 0.0231 N Y Y N Fixed Income Clearing Corporation - CITI Fixed Income Clearing Corporation - CITI 5.310 549300H47WTHXPU08X20 BRYWE1Z72 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 05/16/24 2024-05-16 0.000000 9949400.00 9839270.09 U.S. Treasuries (including strips) BILL 04/09/24 2024-04-09 0.000000 500.00 497.14 U.S. Treasuries (including strips) 4 1/4 BOND 39 2039-05-15 4.250000 106623000.00 106875629.72 U.S. Treasuries (including strips) 3 1/8 BOND 41 2041-11-15 3.125000 4582900.00 3858780.14 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 643000.00 550116.91 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 200.00 148.86 U.S. Treasuries (including strips) 1 3/8 BOND 40 2040-11-15 1.375000 123867000.00 79179888.98 U.S. Treasuries (including strips) 3 3/8 BOND 42 2042-08-15 3.375000 3181900.00 2726592.63 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 152765000.00 142239632.51 U.S. Treasuries (including strips) 2 1/8 NOTE Q 24 2024-09-30 2.125000 200.00 198.19 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 3891700.00 3805405.44 U.S. Treasuries (including strips) 2 1/4 NOTE Y 24 2024-04-30 2.250000 100.00 100.25 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 900.00 901.18 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 2026-07-31 1.875000 667600.00 628698.83 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 2026-08-31 1.375000 17510700.00 16228391.44 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 1000.00 872.47 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 2026-12-31 1.250000 132677600.00 121865628.02 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 2027-05-31 2.625000 214402400.00 204428751.83 U.S. Treasuries (including strips) 3 1/4 NOTE BG 24 2024-08-31 3.250000 100.00 98.98 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 2032-11-15 4.125000 40264600.00 40350740.58 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 2029-12-31 3.875000 91262000.00 90004260.21 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 2027-12-31 3.875000 191757000.00 189838349.00 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 2026-01-15 3.875000 100.00 99.06 U.S. Treasuries (including strips) 4 NOTE AK 26 2026-02-15 4.000000 7595400.00 7517429.13 U.S. Treasuries (including strips) TRFR BF 07/31/25 2025-07-31 5.450700 300.00 301.10 U.S. Treasuries (including strips) 4 NOTE U 29 2029-01-31 4.000000 59700.00 59231.40 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0531 1000000000.00 1000000000.00 0.0098 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 5.320 549300H47WTHXPU08X20 BRYWE1YR9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 5 3/8 BOND 31 2031-02-15 5.375000 7952600.00 8538160.34 U.S. Treasuries (including strips) 3 1/2 BOND 39 2039-02-15 3.500000 45961100.00 41915289.32 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 21085800.00 21715102.46 U.S. Treasuries (including strips) 4 3/8 BOND 41 2041-05-15 4.375000 38183700.00 38286199.74 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 31499800.00 25059012.36 U.S. Treasuries (including strips) 3 3/4 BOND 43 2043-11-15 3.750000 54509200.00 49487721.45 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 12976400.00 10546918.46 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 19329000.00 14034642.68 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 77114900.00 61437615.40 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 220549600.00 149949111.27 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 18643900.00 14585492.98 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 23958700.00 17832764.50 U.S. Treasuries (including strips) 2 7/8 BOND 49 2049-05-15 2.875000 31996000.00 24450135.44 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 20365100.00 13990441.02 U.S. Treasuries (including strips) 1 1/4 BOND 50 2050-05-15 1.250000 23239500.00 11882730.74 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 136808000.00 71841963.99 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 133044800.00 82543135.80 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 185205200.00 110983133.36 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 301647200.00 201058138.01 U.S. Treasuries (including strips) 2 7/8 BOND 52 2052-05-15 2.875000 4491000.00 3418379.68 U.S. Treasuries (including strips) 3 1/4 BOND 42 2042-05-15 3.250000 185700.00 158097.42 U.S. Treasuries (including strips) 4 BOND 52 2052-11-15 4.000000 21743000.00 20609414.60 U.S. Treasuries (including strips) 4 BOND 42 2042-11-15 4.000000 496648000.00 469804350.25 U.S. Treasuries (including strips) 3 5/8 BOND 53 2053-02-15 3.625000 127358400.00 111518101.03 U.S. Treasuries (including strips) 4 3/8 BOND 43 2043-08-15 4.375000 283889600.00 278636135.60 U.S. Treasuries (including strips) 4 3/4 BOND 43 2043-11-15 4.750000 24351000.00 25412372.85 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 23564900.00 21995722.37 U.S. Treasuries (including strips) 2 7/8 NOTE K 25 2025-04-30 2.875000 325005000.00 320568683.54 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 2025-11-30 2.875000 14001700.00 13672607.18 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 2026-06-30 1.875000 110239200.00 104229472.46 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 46280000.00 44501238.88 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 2026-02-15 1.625000 16818400.00 15890327.05 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 32183700.00 30366838.18 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 10723200.00 10117887.97 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 2027-02-15 2.250000 2700800.00 2542050.72 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 5908000.00 5595391.23 U.S. Treasuries (including strips) 2 NOTE L 24 2024-05-31 2.000000 119053600.00 118685685.99 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 2024-07-31 1.750000 62000400.00 61190689.08 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 15064400.00 13193085.17 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 95001200.00 93179957.05 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 2029-11-15 1.750000 24664400.00 21766706.76 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 2024-11-30 1.500000 15000400.00 14652503.35 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 2026-12-31 1.750000 20703500.00 19300333.03 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 134247000.00 123778694.81 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 2027-02-28 1.125000 199854600.00 181600280.55 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 2027-04-30 0.500000 23700.00 21037.33 U.S. Treasuries (including strips) 0 1/4 NOTE Z 25 2025-05-31 0.250000 103997400.00 98248692.53 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 2027-07-31 0.375000 24409600.00 21350387.88 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 246615900.00 196518687.54 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Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 66627900.00 25628288.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.250000 81023600.00 89241793.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 82535600.00 88550551.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 2.750000 86639900.00 83179284.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 3.875000 101841000.00 100843011.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-31 3.625000 119140800.00 116938837.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 124999600.00 146917832.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-19 0.000000 136794800.00 136412595.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-09-30 3.875000 143605200.00 142870357.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-28 4.250000 244603200.00 244336582.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 0.500000 301449200.00 267332110.39 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-03-01 2024-03-01 2024-03-01 N N N 0.0530 2003000000.00 2003000000.00 0.0197 N Y Y N Barclays Bank plc Barclays Bank plc 5.310 G5GSEF7VJP5I7OUK5573 BRYWFK7U9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-28 4.250000 220446900.00 220344392.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 4.125000 893840100.00 888122686.18 U.S. Treasuries (including strips) CASH & EQUIVALENTS 2024-03-01 0.000000 923757938.10 923757938.10 Other Instrument CASH UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 4.375000 1288137200.00 1264299824.77 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-03-01 2024-03-01 2024-03-01 N N N 0.0531 3250000000.00 3250000000.00 0.0319 N Y Y N BlackRock Liquidity Funds 2024-03-06 /s/Chuck Pulsfort Chuck Pulsfort Assistant Treasurer