N-MFP3 0000097098 XXXXXXXX 2026-01-31 BlackRock Liquidity Funds 0000097098 5493007YVNX55LTRQ706 T-FUND 5493002L9DNZ83RX7V61 S000001476 8 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Government N Y 46 102 116924708986.48 121033988874.81 0.9327 0.9655 2026-01-02 116961875610.56 120863769124.45 0.9343 0.9655 2026-01-05 115334597101.73 119235930379.51 0.9334 0.9650 2026-01-06 114526802400.83 118127226942.50 0.9353 0.9647 2026-01-07 112739095070.44 115089237792.66 0.9441 0.9638 2026-01-08 112231971343.88 114232174677.21 0.9466 0.9635 2026-01-09 110646967753.32 112646967753.32 0.9459 0.9630 2026-01-12 110511331073.49 112511331073.49 0.9459 0.9630 2026-01-13 109658509902.54 111658509902.54 0.9455 0.9627 2026-01-14 107877583595.77 111552583595.77 0.9446 0.9768 2026-01-15 106378523281.61 110053912906.61 0.9439 0.9765 2026-01-16 108615660691.91 112290660691.91 0.9450 0.9769 2026-01-20 106529509391.44 110204509391.44 0.9440 0.9765 2026-01-21 107027101851.50 110927101851.50 0.9423 0.9767 2026-01-22 106553104110.05 110453498610.05 0.9421 0.9766 2026-01-23 106187323066.77 111837902858.44 0.9419 0.9920 2026-01-26 107382750121.93 113708446510.82 0.9425 0.9980 2026-01-27 107324994173.04 113975807159.15 0.9398 0.9980 2026-01-28 110961622073.05 117612551017.49 0.9416 0.9981 2026-01-29 111049326438.03 115950651590.81 0.9559 0.9981 2026-01-30 7881962178.66 108077344921.30 108046520201.82 198067559.53 405023767.33 115721526172.68 115760266812.2600 Y 1.0000 0.0382 2026-01-02 0.0381 2026-01-05 0.0381 2026-01-06 0.0379 2026-01-07 0.0378 2026-01-08 0.0377 2026-01-09 0.0375 2026-01-12 0.0375 2026-01-13 0.0375 2026-01-14 0.0375 2026-01-15 0.0375 2026-01-16 0.0376 2026-01-20 0.0376 2026-01-21 0.0376 2026-01-22 0.0376 2026-01-23 0.0376 2026-01-26 0.0376 2026-01-27 0.0376 2026-01-28 0.0376 2026-01-29 0.0376 2026-01-30 1.0000 2026-01-02 0.9999 2026-01-05 0.9999 2026-01-06 0.9999 2026-01-07 0.9999 2026-01-08 1.0000 2026-01-09 0.9999 2026-01-12 0.9999 2026-01-13 0.9999 2026-01-14 0.9999 2026-01-15 0.9999 2026-01-16 0.9999 2026-01-20 0.9999 2026-01-21 0.9999 2026-01-22 0.9999 2026-01-23 0.9999 2026-01-26 0.9999 2026-01-27 0.9998 2026-01-28 0.9999 2026-01-29 1.0000 2026-01-30 N N Premier C000003935 3000000.00 1240358754.64 1240774236.8300 1.0000 2026-01-02 0.9999 2026-01-05 0.9999 2026-01-06 0.9999 2026-01-07 0.9999 2026-01-08 1.0000 2026-01-09 0.9999 2026-01-12 0.9999 2026-01-13 0.9999 2026-01-14 0.9999 2026-01-15 0.9999 2026-01-16 0.9999 2026-01-20 0.9999 2026-01-21 0.9999 2026-01-22 0.9999 2026-01-23 0.9999 2026-01-26 0.9999 2026-01-27 0.9998 2026-01-28 0.9999 2026-01-29 1.0000 2026-01-30 43910063.39 9094869.33 2026-01-02 1867394.60 10756148.04 2026-01-05 23420720.87 19985377.27 2026-01-06 2574160.12 5474762.04 2026-01-07 25536924.58 5887630.47 2026-01-08 5869177.62 11024207.93 2026-01-09 3995692.21 19974606.33 2026-01-12 12127492.94 14224600.59 2026-01-13 19814384.19 7773392.03 2026-01-14 3101782.30 28716104.76 2026-01-15 6661472.53 4788483.21 2026-01-16 2212389.91 16210847.33 2026-01-20 3350671.28 16595093.86 2026-01-21 4460649.87 26905816.76 2026-01-22 2658407.63 6376132.50 2026-01-23 4307085.67 4804176.03 2026-01-26 2606303.66 3395624.57 2026-01-27 2305023.23 7485444.34 2026-01-28 1814819.01 19680289.31 2026-01-29 1970957.43 0.00 2026-01-30 174565573.04 239153606.70 0.0365 2026-01-02 0.0364 2026-01-05 0.0364 2026-01-06 0.0362 2026-01-07 0.0361 2026-01-08 0.0360 2026-01-09 0.0358 2026-01-12 0.0358 2026-01-13 0.0358 2026-01-14 0.0358 2026-01-15 0.0358 2026-01-16 0.0359 2026-01-20 0.0359 2026-01-21 0.0359 2026-01-22 0.0359 2026-01-23 0.0359 2026-01-26 0.0359 2026-01-27 0.0359 2026-01-28 0.0359 2026-01-29 0.0359 2026-01-30 Y 15406.48 Broker-dealer 0.4709 0.0000 Broker-dealer 0.4987 0.0000 N Capital C000003936 50000.00 364252286.13 364374356.1600 1.0000 2026-01-02 0.9999 2026-01-05 0.9999 2026-01-06 0.9999 2026-01-07 0.9999 2026-01-08 1.0000 2026-01-09 0.9999 2026-01-12 0.9999 2026-01-13 0.9999 2026-01-14 0.9999 2026-01-15 0.9999 2026-01-16 0.9999 2026-01-20 0.9999 2026-01-21 0.9999 2026-01-22 0.9999 2026-01-23 0.9999 2026-01-26 0.9999 2026-01-27 0.9998 2026-01-28 0.9999 2026-01-29 1.0000 2026-01-30 5334325.14 1836036.46 2026-01-02 4425160.14 1940509.53 2026-01-05 4563644.44 3878692.47 2026-01-06 2246675.43 4163063.11 2026-01-07 4712919.57 2652751.46 2026-01-08 4560901.29 4191274.13 2026-01-09 694333.06 2050649.44 2026-01-12 3928286.20 1949810.02 2026-01-13 1164141.58 2212528.34 2026-01-14 7260965.81 3920856.76 2026-01-15 4147553.88 5683287.11 2026-01-16 7149746.25 4867573.61 2026-01-20 2252173.88 3284433.18 2026-01-21 6755709.50 7890223.90 2026-01-22 3726392.67 1428890.00 2026-01-23 3447796.06 3033117.01 2026-01-26 3751868.95 1967317.99 2026-01-27 3293660.14 2263010.75 2026-01-28 1662399.25 2886040.52 2026-01-29 5733585.80 5440118.91 2026-01-30 80812239.04 67540184.70 0.0360 2026-01-02 0.0359 2026-01-05 0.0359 2026-01-06 0.0357 2026-01-07 0.0356 2026-01-08 0.0355 2026-01-09 0.0353 2026-01-12 0.0353 2026-01-13 0.0353 2026-01-14 0.0353 2026-01-15 0.0353 2026-01-16 0.0354 2026-01-20 0.0354 2026-01-21 0.0354 2026-01-22 0.0354 2026-01-23 0.0354 2026-01-26 0.0354 2026-01-27 0.0354 2026-01-28 0.0354 2026-01-29 0.0354 2026-01-30 Y 4245.69 N Cash Reserve C000003937 5000.00 56066635.93 56085426.8700 1.0000 2026-01-02 0.9999 2026-01-05 0.9999 2026-01-06 0.9999 2026-01-07 0.9999 2026-01-08 1.0000 2026-01-09 0.9999 2026-01-12 0.9999 2026-01-13 0.9999 2026-01-14 0.9999 2026-01-15 0.9999 2026-01-16 0.9999 2026-01-20 0.9999 2026-01-21 0.9999 2026-01-22 0.9999 2026-01-23 0.9999 2026-01-26 0.9999 2026-01-27 0.9998 2026-01-28 0.9999 2026-01-29 1.0000 2026-01-30 0.00 388897.22 2026-01-02 66283.91 0.00 2026-01-05 91031.97 0.00 2026-01-06 0.00 0.00 2026-01-07 0.00 0.00 2026-01-08 2239005.83 0.00 2026-01-09 0.00 0.00 2026-01-12 0.00 0.00 2026-01-13 0.00 0.00 2026-01-14 0.00 5000000.00 2026-01-15 5014095.87 0.00 2026-01-16 696745.45 0.00 2026-01-20 0.00 18373.34 2026-01-21 40775.17 0.00 2026-01-22 0.00 441.55 2026-01-23 1087.95 0.00 2026-01-26 0.00 0.00 2026-01-27 0.00 0.00 2026-01-28 0.00 0.00 2026-01-29 420.73 0.00 2026-01-30 8149446.88 5407712.11 0.0325 2026-01-02 0.0324 2026-01-05 0.0324 2026-01-06 0.0322 2026-01-07 0.0321 2026-01-08 0.0320 2026-01-09 0.0318 2026-01-12 0.0318 2026-01-13 0.0318 2026-01-14 0.0318 2026-01-15 0.0318 2026-01-16 0.0319 2026-01-20 0.0319 2026-01-21 0.0319 2026-01-22 0.0319 2026-01-23 0.0319 2026-01-26 0.0319 2026-01-27 0.0319 2026-01-28 0.0319 2026-01-29 0.0319 2026-01-30 Y 646.41 Depository institution or other banking institution 0.9972 0.0000 N Institutional C000003938 3000000.00 105979225386.57 106014702932.7600 1.0000 2026-01-02 0.9999 2026-01-05 0.9999 2026-01-06 0.9999 2026-01-07 0.9999 2026-01-08 1.0000 2026-01-09 0.9999 2026-01-12 0.9999 2026-01-13 0.9999 2026-01-14 0.9999 2026-01-15 0.9999 2026-01-16 0.9999 2026-01-20 0.9999 2026-01-21 0.9999 2026-01-22 0.9999 2026-01-23 0.9999 2026-01-26 0.9999 2026-01-27 0.9998 2026-01-28 0.9999 2026-01-29 1.0000 2026-01-30 8914441220.42 5481823251.90 2026-01-02 4769068707.75 5172201258.93 2026-01-05 5155736981.19 6795234261.83 2026-01-06 4288575619.14 5582034667.10 2026-01-07 3883753778.35 6520581373.35 2026-01-08 5320997693.85 6284082266.16 2026-01-09 4122157895.33 5601071390.40 2026-01-12 3294262709.03 4206876225.82 2026-01-13 4871507069.48 5751268367.04 2026-01-14 4116271832.51 5996094866.61 2026-01-15 4152033592.66 5361373473.15 2026-01-16 5924210458.21 4524717145.28 2026-01-20 2809877822.07 5323812669.51 2026-01-21 5991760161.75 3434667246.67 2026-01-22 3714531755.27 4125185240.80 2026-01-23 4786046851.82 5043034343.21 2026-01-26 5011061561.26 4253338108.43 2026-01-27 5571884132.01 5150492319.93 2026-01-28 8810349217.82 5252197712.45 2026-01-29 6446748694.26 7632115752.26 2026-01-30 101955277754.18 107492201940.83 0.0365 2026-01-02 0.0364 2026-01-05 0.0364 2026-01-06 0.0362 2026-01-07 0.0361 2026-01-08 0.0360 2026-01-09 0.0358 2026-01-12 0.0358 2026-01-13 0.0358 2026-01-14 0.0358 2026-01-15 0.0358 2026-01-16 0.0359 2026-01-20 0.0359 2026-01-21 0.0359 2026-01-22 0.0359 2026-01-23 0.0359 2026-01-26 0.0359 2026-01-27 0.0359 2026-01-28 0.0359 2026-01-29 0.0359 2026-01-30 Y 1254235.37 Depository institution or other banking institution 0.0681 0.0000 Depository institution or other banking institution 0.0524 0.0000 Depository institution or other banking institution 0.0844 0.0000 Depository institution or other banking institution 0.0623 0.0000 Depository institution or other banking institution 0.2027 0.0000 Depository institution or other banking institution 0.0511 0.0000 N Dollar C000003939 5000.00 1667835171.62 1668393766.8900 1.0000 2026-01-02 0.9999 2026-01-05 0.9999 2026-01-06 0.9999 2026-01-07 0.9999 2026-01-08 1.0000 2026-01-09 0.9999 2026-01-12 0.9999 2026-01-13 0.9999 2026-01-14 0.9999 2026-01-15 0.9999 2026-01-16 0.9999 2026-01-20 0.9999 2026-01-21 0.9999 2026-01-22 0.9999 2026-01-23 0.9999 2026-01-26 0.9999 2026-01-27 0.9998 2026-01-28 0.9999 2026-01-29 1.0000 2026-01-30 110490128.10 13907148.46 2026-01-02 36907224.01 195545057.88 2026-01-05 31714850.75 8141099.77 2026-01-06 46383543.33 845518.56 2026-01-07 31658771.21 46598242.91 2026-01-08 17195816.11 37551516.25 2026-01-09 22050544.40 20059384.22 2026-01-12 16708226.23 14268898.28 2026-01-13 39186639.41 6701377.92 2026-01-14 39655098.59 50251764.97 2026-01-15 174687206.26 1853623.06 2026-01-16 6318354.54 72487415.78 2026-01-20 24319975.85 6456908.79 2026-01-21 35624427.54 2772956.22 2026-01-22 8531756.93 152444835.07 2026-01-23 27408908.51 6989458.83 2026-01-26 14016974.39 7519309.22 2026-01-27 20377955.52 7200144.84 2026-01-28 32703361.19 5287180.69 2026-01-29 11904787.83 26710439.64 2026-01-30 747844550.70 683592281.36 0.0340 2026-01-02 0.0339 2026-01-05 0.0339 2026-01-06 0.0337 2026-01-07 0.0336 2026-01-08 0.0335 2026-01-09 0.0333 2026-01-12 0.0333 2026-01-13 0.0333 2026-01-14 0.0333 2026-01-15 0.0333 2026-01-16 0.0334 2026-01-20 0.0334 2026-01-21 0.0334 2026-01-22 0.0334 2026-01-23 0.0334 2026-01-26 0.0334 2026-01-27 0.0334 2026-01-28 0.0334 2026-01-29 0.0334 2026-01-30 Y 19473.46 Broker-dealer 0.1712 0.0000 Depository institution or other banking institution 0.0900 0.0000 Depository institution or other banking institution 0.0667 0.0000 Depository institution or other banking institution 0.0505 0.0000 Depository institution or other banking institution 0.5009 0.0000 Non-financial corporation 0.0753 0.0000 N Administration C000003940 5000.00 5139771124.96 5141491972.2500 1.0000 2026-01-02 0.9999 2026-01-05 0.9999 2026-01-06 0.9999 2026-01-07 0.9999 2026-01-08 1.0000 2026-01-09 0.9999 2026-01-12 0.9999 2026-01-13 0.9999 2026-01-14 0.9999 2026-01-15 0.9999 2026-01-16 0.9999 2026-01-20 0.9999 2026-01-21 0.9999 2026-01-22 0.9999 2026-01-23 0.9999 2026-01-26 0.9999 2026-01-27 0.9998 2026-01-28 0.9999 2026-01-29 1.0000 2026-01-30 50026.51 175138348.33 2026-01-02 86079783.27 294152.77 2026-01-05 71229590.32 1254227.76 2026-01-06 168641983.29 552562.65 2026-01-07 43209239.69 2181175.42 2026-01-08 58759198.59 277570.10 2026-01-09 20047.50 4005218.86 2026-01-12 154298941.72 60258480.09 2026-01-13 2013781.49 145508789.78 2026-01-14 1167833.21 22933680.08 2026-01-15 5935494.92 28291931.00 2026-01-16 10659276.48 79935805.37 2026-01-20 16195168.87 144627.51 2026-01-21 2482318.68 73779261.01 2026-01-22 30171034.49 80960.96 2026-01-23 20305.28 79272583.54 2026-01-26 20352007.92 60545.77 2026-01-27 23811926.54 49282.27 2026-01-28 72502031.89 109219.15 2026-01-29 22733271.18 257554023.26 2026-01-30 790333261.84 931682445.68 0.0355 2026-01-02 0.0354 2026-01-05 0.0354 2026-01-06 0.0352 2026-01-07 0.0351 2026-01-08 0.0350 2026-01-09 0.0348 2026-01-12 0.0348 2026-01-13 0.0348 2026-01-14 0.0348 2026-01-15 0.0348 2026-01-16 0.0349 2026-01-20 0.0349 2026-01-21 0.0349 2026-01-22 0.0349 2026-01-23 0.0349 2026-01-26 0.0349 2026-01-27 0.0349 2026-01-28 0.0349 2026-01-29 0.0349 2026-01-30 Y 63206.22 Depository institution or other banking institution 0.0670 0.0000 Depository institution or other banking institution 0.8914 0.0000 N Cash Management C000003941 5000.00 1258791941.74 1259214133.4100 1.0000 2026-01-02 0.9999 2026-01-05 0.9999 2026-01-06 0.9999 2026-01-07 0.9999 2026-01-08 1.0000 2026-01-09 0.9999 2026-01-12 0.9999 2026-01-13 0.9999 2026-01-14 0.9999 2026-01-15 0.9999 2026-01-16 0.9999 2026-01-20 0.9999 2026-01-21 0.9999 2026-01-22 0.9999 2026-01-23 0.9999 2026-01-26 0.9999 2026-01-27 0.9998 2026-01-28 0.9999 2026-01-29 1.0000 2026-01-30 36246500.11 21505800.80 2026-01-02 19984040.08 98969442.56 2026-01-05 23743108.72 43195923.51 2026-01-06 24059365.34 53177028.76 2026-01-07 40892185.89 11571940.76 2026-01-08 76677016.05 28438448.49 2026-01-09 41549640.01 27749321.02 2026-01-12 11351523.45 71347843.36 2026-01-13 35900867.72 31538708.69 2026-01-14 61190229.47 19074639.70 2026-01-15 40936882.77 20601607.09 2026-01-16 53731152.84 89677259.08 2026-01-20 73702208.54 28251064.17 2026-01-21 28130922.44 37256807.93 2026-01-22 50478910.80 32316237.94 2026-01-23 4681249.86 44892169.62 2026-01-26 40621590.64 40617591.59 2026-01-27 31642916.60 52021686.56 2026-01-28 49991904.58 56367969.66 2026-01-29 87081885.95 67680742.67 2026-01-30 832594101.86 876252233.96 0.0315 2026-01-02 0.0314 2026-01-05 0.0314 2026-01-06 0.0312 2026-01-07 0.0311 2026-01-08 0.0310 2026-01-09 0.0308 2026-01-12 0.0308 2026-01-13 0.0308 2026-01-14 0.0308 2026-01-15 0.0308 2026-01-16 0.0309 2026-01-20 0.0309 2026-01-21 0.0309 2026-01-22 0.0309 2026-01-23 0.0309 2026-01-26 0.0309 2026-01-27 0.0309 2026-01-28 0.0309 2026-01-29 0.0309 2026-01-30 Y 14988.16 Broker-dealer 0.0869 0.0000 Broker-dealer 0.0888 0.0000 Depository institution or other banking institution 0.0521 0.0000 Depository institution or other banking institution 0.0591 0.0000 Depository institution or other banking institution 0.0529 0.0000 Depository institution or other banking institution 0.0509 0.0000 Non-financial corporation 0.2877 0.0000 Non-financial corporation 0.0841 0.0000 N Select C000060557 1.00 15224871.09 15229987.0900 1.0000 2026-01-02 0.9999 2026-01-05 0.9999 2026-01-06 0.9999 2026-01-07 0.9999 2026-01-08 1.0000 2026-01-09 0.9999 2026-01-12 0.9999 2026-01-13 0.9999 2026-01-14 0.9999 2026-01-15 0.9999 2026-01-16 0.9999 2026-01-20 0.9999 2026-01-21 0.9999 2026-01-22 0.9999 2026-01-23 0.9999 2026-01-26 0.9999 2026-01-27 0.9998 2026-01-28 0.9999 2026-01-29 1.0000 2026-01-30 12771074.94 6385757.40 2026-01-02 0.00 21393.59 2026-01-05 180200.15 90100.09 2026-01-06 0.00 131950.69 2026-01-07 0.00 255834.03 2026-01-08 28934.14 0.00 2026-01-09 82309.93 0.00 2026-01-12 444424.17 0.00 2026-01-13 918374.22 0.00 2026-01-14 1720550.74 0.00 2026-01-15 1033332.28 0.00 2026-01-16 0.00 98150.01 2026-01-20 0.00 1561501.25 2026-01-21 148125.81 0.00 2026-01-22 30803.52 0.00 2026-01-23 0.00 30061.89 2026-01-26 0.00 223867.82 2026-01-27 11646.21 1574818.05 2026-01-28 3116272.58 0.00 2026-01-29 37164.50 3135595.74 2026-01-30 20523213.19 13509030.56 0.0282 2026-01-02 0.0281 2026-01-05 0.0281 2026-01-06 0.0279 2026-01-07 0.0278 2026-01-08 0.0277 2026-01-09 0.0275 2026-01-12 0.0275 2026-01-13 0.0275 2026-01-14 0.0275 2026-01-15 0.0275 2026-01-16 0.0276 2026-01-20 0.0276 2026-01-21 0.0276 2026-01-22 0.0276 2026-01-23 0.0276 2026-01-26 0.0276 2026-01-27 0.0276 2026-01-28 0.0276 2026-01-29 0.0276 2026-01-30 Y 456.31 Broker-dealer 0.9975 0.0000 N BNP Paribas SA BNP Paribas SA 3.66000000 N/A R0MUWSFPU8MPRO8K5P83 BYDY74K82 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 774999.00 347349.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 270000.00 286118.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 96700.00 51480.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 739600.00 775142.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 0.32 0.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 8361000.00 7853687.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 0.01 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 728896.00 302773.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803BV4 2028-11-15 0 N/A 645000.00 583448.30 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 10000000.00 10000000.00 0.0001 N Y Y N BNP Paribas SA BNP Paribas SA 3.66000000 N/A R0MUWSFPU8MPRO8K5P83 BYDY74K90 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 143808.15 96290.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 7126722.55 2515390.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 72234400.00 47063798.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 18472600.00 11461797.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 10800.00 10806.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 100.00 157.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FA6 2047-11-15 0 N/A 5676900.00 1921375.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 27636.32 12386.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 100.00 104.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FK4 2049-08-15 0 N/A 3810800.00 1177891.60 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 63000000.00 63000000.00 0.0005 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.66000000 N/A 549300HN4UKV1E2R3U73 BYDY74KB5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 3528199.08 3060000.01 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 3000000.00 3000000.00 0.0000 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.66000000 N/A 549300HN4UKV1E2R3U73 BYDY74KW9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 53291081.48 49980000.01 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49000000.00 49000000.00 0.0004 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.67000000 N/A 549300HN4UKV1E2R3U73 BYDY74M49 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 240.00 241.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 109565440.00 119091315.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 95174000.00 93631915.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 194388688.00 184000557.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821HY4 2032-05-15 0 N/A 36000.00 28065.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 13107249.00 11245692.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 1842.00 1463.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 760.00 749.49 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 400000000.00 400000000.00 0.0035 N Y Y N Bank of Montreal Bank of Montreal 3.66000000 N/A NQQ6HPCNCCU6TUTQYE16 BYDY74KJ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 18352500.00 15294856.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 20252600.00 14316619.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 12638100.00 13359547.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 27347400.00 13667196.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 N/A 15554400.00 16108080.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 6877300.00 6941068.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 11155200.00 10872458.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 N/A 14005200.00 10615806.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 11225000.00 11033895.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 17556800.00 14165481.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 9341500.00 9619074.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 15168000.00 12495994.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 N/A 3647600.00 4051825.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 22271600.00 12433665.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 18813200.00 13524461.08 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 175000000.00 175000000.00 0.0015 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 3.66000000 N/A L3I9ZG2KFGXZ61BMYR72 BYDY74KA7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 100.00 94.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 1952400.00 2039812.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 100.00 96.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 700.00 694.07 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 2000000.00 2000000.00 0.0000 N Y Y N Barclays Bank plc Barclays Bank plc 3.66000000 N/A G5GSEF7VJP5I7OUK5573 BYDY74KC3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 145764.58 123730.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 4748700.00 4918728.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 29689300.00 30391489.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 68456254.90 52566394.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 100.00 101.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 13849800.00 13999555.38 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 100000000.00 100000000.00 0.0009 N Y Y N Barclays Bank plc Barclays Bank plc 3.66000000 N/A G5GSEF7VJP5I7OUK5573 BYDY74KK5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0 N/A 100.00 97.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 15784500.00 16216571.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 162643000.00 153813679.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TG2 2026-04-07 0 N/A 100.00 99.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 300.00 293.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TB3 2026-03-31 0 N/A 100.00 99.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 75737900.00 77676834.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SY4 2026-03-10 0 N/A 900.00 896.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SZ1 2026-03-17 0 N/A 600.00 597.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 2228800.00 2222862.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 264454400.00 268604687.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 3186000.00 3252900.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 200.00 202.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 49612400.00 49161567.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 280000.00 281574.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TP2 2026-07-23 0 N/A 10034900.00 9866885.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TA5 2026-03-24 0 N/A 200.00 198.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.771692863 N/A 178000.00 179930.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 4121700.00 4195127.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 200.00 203.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 200.00 192.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TK3 2026-04-28 0 N/A 200.00 198.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 200.00 206.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 1011700.00 1024094.16 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 575000000.00 575000000.00 0.0050 N Y Y N Citibank NA Citibank NA 3.66000000 N/A E57ODZWZ7FF32TWEFA76 BYDY74KM1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 N/A 9700.00 9268.62 U.S. Treasuries (including strips) 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.75 N/A 29518700.00 33370529.59 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 N/A 100.00 132.05 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 100.00 87.49 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 N/A 100.00 92.44 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 9000.00 5692.11 U.S. Treasuries (including strips) 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 N/A 411000.00 485503.18 U.S. Treasuries (including strips) 1 TRIB 48 N/A 912810SB5 2048-02-15 1 N/A 43678300.00 42489207.85 U.S. Treasuries (including strips) 2 1/2 TRIB 29 N/A 912810PZ5 2029-01-15 2.5 N/A 35000.00 55067.52 U.S. Treasuries (including strips) 2 1/8 TRIB 40 N/A 912810QF8 2040-02-15 2.125 N/A 35100.00 52934.75 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 100.00 78.47 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 1200.00 873.61 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 N/A 1335600.00 1326111.08 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 800.00 659.07 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 114400.00 113679.48 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 2475100.00 2504422.00 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 900.00 788.26 U.S. Treasuries (including strips) 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 N/A 200.00 427.68 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 N/A 7810900.00 7940151.94 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 N/A 43600.00 44031.67 U.S. Treasuries (including strips) 3 BOND 42 N/A 912810QW1 2042-05-15 3 N/A 2300.00 1865.82 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 2900.00 2200.33 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 N/A 2109600.00 2160128.19 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 8564700.00 8804559.13 U.S. Treasuries (including strips) 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 N/A 1000.00 1024.65 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 9900.00 10405.41 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 6400.00 7008.50 U.S. Treasuries (including strips) 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 N/A 2347500.00 2607648.89 U.S. Treasuries (including strips) BILL 02/17/26 N/A 912797SR9 2026-02-17 0 N/A 100.00 99.82 U.S. Treasuries (including strips) BILL 03/05/26 N/A 912797RV1 2026-03-05 0 N/A 400.00 398.63 U.S. Treasuries (including strips) BILL 04/23/26 N/A 912797SM0 2026-04-23 0 N/A 100.00 99.17 U.S. Treasuries (including strips) BILL 05/14/26 N/A 912797QN0 2026-05-14 0 N/A 3000.00 2969.13 U.S. Treasuries (including strips) BILL 06/04/26 N/A 912797SX6 2026-06-04 0 N/A 1900.00 1876.55 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 100000000.00 100000000.00 0.0009 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.64000000 N/A MBNUM2BPBDO7JBLYG310 BYDXTCQM5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 1700.00 1624.54 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 217955100.00 208552719.29 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 81500.00 80121.89 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 3948800.00 4089252.12 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 934115800.00 960276226.23 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 100.00 103.04 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-06 2026-07-22 Y CITIGROUP GLOBAL MARKETS INC 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0364 1150000000.00 1150000000.00 0.0099 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.66000000 N/A MBNUM2BPBDO7JBLYG310 BYDY74KV1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 N/A 318059156.80 321208170.89 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 69578432.00 71491889.72 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 385000000.00 385000000.00 0.0033 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.66000000 N/A MBNUM2BPBDO7JBLYG310 BYDY74L08 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 N/A 800.00 690.99 U.S. Treasuries (including strips) 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 N/A 21812600.00 21664437.12 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 3341100.00 3380681.33 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 N/A 83938200.00 85168819.81 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 N/A 2989100.00 3005345.11 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 100.00 87.68 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 111000000.00 111000000.00 0.0010 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.66000000 N/A MBNUM2BPBDO7JBLYG310 BYDY74L24 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 2016200.00 2040085.51 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 2000000.00 2000000.00 0.0000 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.66000000 N/A 254900BN8XS34XZDJ223 BYDY74KH2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 6685400.00 6679465.65 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 N/A 4525100.00 4523054.48 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 18240200.00 18919577.51 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 N/A 92984000.00 95337993.56 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 123000000.00 123000000.00 0.0011 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.66000000 N/A 254900BN8XS34XZDJ223 BYDY74KQ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 N/A 133883385.42 98154766.36 U.S. Treasuries (including strips) 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 N/A 194471302.08 132043032.43 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 N/A 7661145.83 9080382.83 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 N/A 3217239.58 3655772.07 U.S. Treasuries (including strips) 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.75 N/A 49355781.25 55796107.51 U.S. Treasuries (including strips) 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625 N/A 124035312.50 131813213.39 U.S. Treasuries (including strips) 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 N/A 154956875.00 133842077.12 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 N/A 91282CGW5 2028-04-15 1.25 N/A 46105729.17 50228135.69 U.S. Treasuries (including strips) 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 N/A 80220364.58 94762146.41 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 N/A 91282CNB3 2030-04-15 1.625 N/A 11419791.67 11856501.37 U.S. Treasuries (including strips) 1 TRIB 46 N/A 912810RR1 2046-02-15 1 N/A 80587604.17 84184618.04 U.S. Treasuries (including strips) 1 TRIB 48 N/A 912810SB5 2048-02-15 1 N/A 112401666.67 109341658.85 U.S. Treasuries (including strips) 1 TRIB 49 N/A 912810SG4 2049-02-15 1 N/A 144562447.92 135790965.74 U.S. Treasuries (including strips) 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 N/A 11906145.83 17543654.64 U.S. Treasuries (including strips) 2 1/8 TRIB 54 N/A 912810TY4 2054-02-15 2.125 N/A 72348906.25 69854022.65 U.S. Treasuries (including strips) 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 N/A 30658333.33 30450085.48 U.S. Treasuries (including strips) 3 3/8 TRIB 32 N/A 912810FQ6 2032-04-15 3.375 N/A 32225677.08 66128036.42 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 156.25 117.98 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 31949895.83 33016923.55 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 7258177.08 7457782.26 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 1250000000.00 1250000000.00 0.0108 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.66000000 N/A 254900BN8XS34XZDJ223 BYDY74KS8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 N/A 900.00 1020.92 U.S. Treasuries (including strips) 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 N/A 3460500.00 5099031.86 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 5000000.00 5000000.00 0.0000 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74L73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 14310500.00 10082302.25 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 N/A 10746500.00 10829790.33 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 168300.00 128627.61 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 8200000.00 8260274.08 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 1600.00 1463.29 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 N/A 1600.00 1444.47 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 2708900.00 2107701.21 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 N/A 1600.00 1633.60 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 N/A 100.00 98.92 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 343524000.00 352286295.14 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 N/A 124826800.00 121046038.99 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 N/A 995200.00 1048146.76 U.S. Treasuries (including strips) 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 N/A 700.00 708.64 U.S. Treasuries (including strips) BILL 09/03/26 N/A 912797RS8 2026-09-03 0 N/A 4292300.00 4205479.65 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 500000000.00 500000000.00 0.0043 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74L81 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 91282CNC1 2035-05-15 4.25 N/A 402477000.00 407155252.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 89163600.00 87675482.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 2100.00 1479.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 97048900.00 74172123.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875 N/A 100.00 101.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 24399500.00 24908407.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 2000.00 2066.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 1000.00 1023.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 14500.00 9143.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 133932700.00 122488581.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 7657800.00 7704668.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 107900.00 113016.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 50000000.00 50368267.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 20700000.00 21044999.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 200000500.00 140627733.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 5587000.00 5662819.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 100.00 92.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 7136000.00 7085087.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 1891600.00 1164894.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 9913000.00 10058741.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 1000000.00 1007691.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 2900.00 1973.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RV1 2026-03-05 0 N/A 2065200.00 2058762.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 114475000.00 80112683.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 126426000.00 129160401.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 163690000.00 165656047.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 351626000.00 361377549.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 20195100.00 19915901.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 1198900.00 778606.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 611900.00 605261.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 800.00 790.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 100000000.00 102378870.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.25 N/A 249000.00 241437.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 63155200.00 64481343.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 1139200.00 566972.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SL2 2026-04-09 0 N/A 99900.00 99244.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 145441800.00 109425269.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 400.00 222.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 246894500.00 255734632.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 218951200.00 230599870.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 30798800.00 29232943.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 1600000.00 1632440.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 100.00 95.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 105607700.00 61390963.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 2372000.00 2305730.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 28888100.00 29042874.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 231566000.00 230941462.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 800.00 797.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.794692863 N/A 800.00 808.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 100.00 72.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 29112000.00 21674885.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 119300.00 121826.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 100.00 101.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 22880000.00 23057330.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 N/A 200.00 184.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SQ1 2026-02-10 0 N/A 3017600.00 3015179.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 35188700.00 35386623.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 269901000.00 274457953.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 1968600.00 1038931.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 N/A 941700.00 808016.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797PM3 2026-02-19 0 N/A 26665100.00 26619609.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 135616200.00 137289466.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 193836000.00 194730953.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 12637700.00 12803241.16 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 3500000000.00 3500000000.00 0.0303 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74L99 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 0 1/8 TRIN X 26 N/A 91282CCA7 2026-04-15 0.125 N/A 1675063300.00 2068612693.25 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 N/A 976310500.00 991387323.23 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 3000000000.00 3000000000.00 0.0259 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74LA6 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 91282CGQ8 2030-02-28 4 N/A 572500.00 587874.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 6000100.00 4776731.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 100.00 95.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.771692863 N/A 200.00 202.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SW8 2026-05-28 0 N/A 4800.00 4745.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 200.00 203.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 50004700.00 49706260.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 2000.00 2021.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 6000.00 4855.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 200.00 144.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 3869000.00 3111919.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 5700.00 4775.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 4361800.00 4400625.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 4000.00 4047.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 94983800.00 74346987.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 14100000.00 11002383.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 100.00 63.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 29999900.00 29513817.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 1719500.00 1722659.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375 N/A 4600.00 4560.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 4335100.00 3144704.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 600.00 602.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 100.00 99.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125 N/A 2000.00 2014.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SY4 2026-03-10 0 N/A 984800.00 981236.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 98510400.00 70710375.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 100.00 94.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 N/A 2868600.00 2166382.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 1960800.00 1475236.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 6900.00 4813.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 125583000.00 131185469.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 50000000.00 28332139.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SZ1 2026-03-17 0 N/A 2800.00 2787.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 200.00 201.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 5984900.00 3865785.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 46276300.00 46886674.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 299997900.00 189177736.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 N/A 100.00 101.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 41366700.00 26228026.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 29476500.00 22285903.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.794692863 N/A 100.00 101.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 22172500.00 20710456.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 19787000.00 13203879.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 100.00 100.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 77527900.00 78002397.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 2000.00 1970.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 97396100.00 72902894.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.75 N/A 3904500.00 4042937.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 200.00 191.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 267666000.00 173831331.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 62891100.00 39987214.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 161785900.00 141257034.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 6196700.00 5437386.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 2888000.00 2996199.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 22298700.00 16980593.84 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 1250000000.00 1250000000.00 0.0108 N Y Y N Fixed Income Clearing Corporation - Barclays Fixed Income Clearing Corporation - Barclays 3.68000000 N/A 549300H47WTHXPU08X20 BYDY74L65 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 22600.00 21609.01 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 300.00 261.78 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 200.00 197.45 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 75756900.00 71805489.16 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 1754600.00 1713478.35 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 N/A 200.00 198.04 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 119271800.00 112786623.88 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 100.00 100.52 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 N/A 100.00 100.81 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 26404400.00 26721537.85 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 N/A 100.00 100.61 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 102500000.00 103890999.34 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 200.00 202.45 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 N/A 100.00 102.13 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 N/A 122785800.00 124247193.89 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 N/A 50997600.00 51482062.83 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 75000000.00 76513593.65 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 N/A 92296200.00 93593483.26 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 31742000.00 32878531.96 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 24556300.00 25380677.28 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 N/A 900.00 917.99 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 N/A 154785800.00 158657530.76 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 N/A 3029900.00 3095432.12 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 N/A 100.00 101.78 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 273600000.00 283850469.35 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 161979500.00 168697984.24 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 24808000.00 26011693.62 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 26647500.00 28002402.09 U.S. Treasuries (including strips) 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 N/A 4783800.00 4806857.52 U.S. Treasuries (including strips) 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 N/A 130000000.00 133024917.14 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 746000.00 816696.21 U.S. Treasuries (including strips) BILL 04/02/26 N/A 912797SD0 2026-04-02 0 N/A 100.00 99.41 U.S. Treasuries (including strips) BILL 07/09/26 N/A 912797RF6 2026-07-09 0 N/A 400.00 393.85 U.S. Treasuries (including strips) BILL 07/30/26 N/A 912797TQ0 2026-07-30 0 N/A 250000000.00 245649000.00 U.S. Treasuries (including strips) TRFR BF 07/31/27 N/A 91282CNQ0 2027-07-31 3.771692863 N/A 11227200.00 11348963.80 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0368 1750000000.00 1750000000.00 0.0151 N Y Y N Fixed Income Clearing Corporation - CITI Fixed Income Clearing Corporation - CITI 3.67000000 N/A 549300H47WTHXPU08X20 BYDY74LE8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 0 3/4 NOTE Y 26 N/A 91282CBW0 2026-04-30 0.75 N/A 3856600.00 3836628.05 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 9145100.00 9028712.50 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 21579100.00 21214861.63 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 25500.00 22533.71 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 552100000.00 375753258.91 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 N/A 49373600.00 38106617.59 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 N/A 142824000.00 141426493.99 U.S. Treasuries (including strips) 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 N/A 78200000.00 56431302.69 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 911414300.00 529815554.41 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 8325700.00 8257161.96 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 N/A 1600.00 1612.92 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 445202400.00 372969737.22 U.S. Treasuries (including strips) 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 N/A 426428000.00 355751526.63 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 366724000.00 280278268.75 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 N/A 1000.00 994.14 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 N/A 635822000.00 545561095.90 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 N/A 501046400.00 412701354.14 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 N/A 1000.00 1016.50 U.S. Treasuries (including strips) 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 N/A 112999000.00 106247673.31 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 25351700.00 25284168.58 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 N/A 1600.00 1591.20 U.S. Treasuries (including strips) 3 BOND 42 N/A 912810QW1 2042-05-15 3 N/A 757578000.00 613077831.78 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 248221600.00 187669591.89 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 314846000.00 310117163.66 U.S. Treasuries (including strips) 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 N/A 32883700.00 31211843.82 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 91968000.00 95084538.82 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 7162400.00 6593943.04 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 495667200.00 456293962.17 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 62497700.00 63975848.99 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 100.00 103.36 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 N/A 1542700.00 1578630.16 U.S. Treasuries (including strips) 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 N/A 144292000.00 146195180.11 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 600.00 622.48 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 N/A 660029300.00 640038296.10 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 190200.00 199870.79 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 N/A 3744000.00 3858676.12 U.S. Treasuries (including strips) 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 N/A 24662600.00 26411738.07 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 5750000000.00 5750000000.00 0.0497 N Y Y N Fixed Income Clearing Corporation - GS Fixed Income Clearing Corporation - GS 3.67000000 N/A 549300H47WTHXPU08X20 BYDY74LC2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 18989100.00 18983791.55 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 N/A 63436000.00 60318175.67 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 1473500.00 1457866.37 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 134800.00 134190.95 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 N/A 12692000.00 11110139.20 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 963700800.00 910833677.91 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 92709000.00 87186461.92 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 N/A 912828YQ7 2026-10-31 1.625 N/A 30974200.00 30646739.04 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 50000000.00 49865149.17 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 N/A 729642000.00 722502590.09 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 31063100.00 30146401.98 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 N/A 48136700.00 47771729.39 U.S. Treasuries (including strips) 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 N/A 264937600.00 186287405.83 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 657252000.00 662092886.12 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 100000000.00 99879837.02 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 N/A 37900.00 37499.11 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 47230000.00 46948120.66 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 4314000.00 4289951.81 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 N/A 1780268800.00 1801404023.33 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 N/A 1315996800.00 1339213501.11 U.S. Treasuries (including strips) 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 N/A 1121240000.00 1054249517.47 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 N/A 54100000.00 48841012.53 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 N/A 808712000.00 815621362.78 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 2532800.00 2586440.94 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 139663900.00 142778698.19 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 N/A 442819200.00 452117594.57 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 202373600.00 209619648.24 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 N/A 156231800.00 159893178.08 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 N/A 54325500.00 53676260.45 U.S. Treasuries (including strips) 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 N/A 763706400.00 754965619.92 U.S. Treasuries (including strips) BILL 03/10/26 N/A 912797SY4 2026-03-10 0 N/A 37096400.00 36962185.22 U.S. Treasuries (including strips) BILL 03/24/26 N/A 912797TA5 2026-03-24 0 N/A 102717000.00 102199100.89 U.S. Treasuries (including strips) BILL 05/14/26 N/A 912797QN0 2026-05-14 0 N/A 383100.00 379272.45 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 9750000000.00 9750000000.00 0.0843 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74LJ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 N/A 28516900.00 27508568.25 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 N/A 427000.00 408184.86 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 63999200.00 63981308.86 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 N/A 91282CBT7 2026-03-31 0.75 N/A 4500.00 4490.47 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 N/A 22400000.00 22140630.77 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 N/A 1700.00 1647.61 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 200.00 189.28 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 500.00 491.56 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 58003400.00 57098143.18 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 42260700.00 36853516.98 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 75543200.00 71442223.45 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 21748800.00 21697159.70 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 313400.00 294731.23 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 800.00 794.10 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 N/A 912828YQ7 2026-10-31 1.625 N/A 4800.00 4749.25 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 200.00 197.37 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 7658800.00 7584087.86 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 25084800.00 23679018.36 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 10559200.00 10464333.39 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 305155200.00 294681720.55 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 4617000.00 4365959.45 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 800900.00 787923.19 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 4945600.00 4904887.30 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 N/A 228159600.00 226531769.01 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 N/A 91282CPT2 2029-01-15 3.5 N/A 1353800.00 1351646.48 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 43000.00 43474.37 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 N/A 6664500.00 6738707.67 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 112000.00 111865.42 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 39700.00 39463.06 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 N/A 13031800.00 13122263.30 U.S. Treasuries (including strips) 3 3/4 NOTE AM 26 N/A 91282CGV7 2026-04-15 3.75 N/A 400.00 404.47 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 N/A 2539100.00 2590581.69 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 N/A 4940800.00 4985182.50 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 N/A 18644600.00 18535413.41 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 N/A 2234000.00 2233541.94 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 N/A 344066800.00 347050889.46 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 N/A 23996200.00 24124765.05 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 6900.00 6950.72 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 N/A 414679200.00 414024722.30 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 4430400.00 4462577.39 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 49289200.00 49741838.79 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 N/A 5059500.00 5119718.06 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 N/A 24764000.00 25182110.34 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 N/A 85800.00 87873.25 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 282999200.00 284331621.76 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 14987700.00 15274843.91 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 87301600.00 88360989.09 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 1631800.00 1646325.18 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 14803500.00 15000488.95 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 N/A 245160000.00 253533508.88 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 N/A 4726500.00 4796844.73 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 N/A 8056200.00 8322386.31 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 15869000.00 16244321.75 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 N/A 49407000.00 50020400.39 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 N/A 24702800.00 24939331.77 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 N/A 53447200.00 54642872.63 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 N/A 40147900.00 41774472.53 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 591484000.00 612662264.35 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 74257300.00 75977882.44 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 21409600.00 21930314.05 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 N/A 65162400.00 66680061.10 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 N/A 29073600.00 29529874.53 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 2472800.00 2550244.24 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 11935400.00 12272295.16 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 N/A 10807500.00 11063484.57 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 N/A 100.00 102.54 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 3817300.00 3914668.19 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 8748000.00 9030759.25 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625 N/A 4900.00 4989.27 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 4000.00 4093.37 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 N/A 66790000.00 68143463.75 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 2000300.00 2034729.05 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 18462000.00 19357783.28 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 110830000.00 115774313.25 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 200.00 202.99 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 N/A 101887600.00 105008346.31 U.S. Treasuries (including strips) 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 N/A 160284600.00 162262231.24 U.S. Treasuries (including strips) 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 N/A 14216200.00 14512711.61 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 75316000.00 77244133.29 U.S. Treasuries (including strips) 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 N/A 767768000.00 780384191.58 U.S. Treasuries (including strips) 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 N/A 1600800.00 1714333.05 U.S. Treasuries (including strips) BILL 04/23/26 N/A 912797SM0 2026-04-23 0 N/A 200.00 198.41 U.S. Treasuries (including strips) BILL 04/30/26 N/A 912797SN8 2026-04-30 0 N/A 2700.00 2676.63 U.S. Treasuries (including strips) BILL 05/14/26 N/A 912797QN0 2026-05-14 0 N/A 5000.00 4950.05 U.S. Treasuries (including strips) TRFR AX 01/31/27 N/A 91282CMJ7 2027-01-31 3.7107 N/A 5000.00 5049.25 U.S. Treasuries (including strips) TRFR BF 07/31/27 N/A 91282CNQ0 2027-07-31 3.7717 N/A 50000.00 50542.27 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 4750000000.00 4750000000.00 0.0411 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74LM0 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 912797TQ0 2026-07-30 0 N/A 778549900.00 765000017.50 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 750000000.00 750000000.00 0.0065 N Y Y N Fixed Income Clearing Corporation - NOMU Fixed Income Clearing Corporation - NOMU 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74LD0 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 91282CNU1 2028-08-15 3.625 N/A 885300.00 900918.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 5371400.00 5425983.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SP3 2026-05-07 0 N/A 24171000.00 23945702.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 1172400.00 1196060.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 10229400.00 9994093.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 224997600.00 212654582.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 22184600.00 22566440.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 10993100.00 9714326.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 387500.00 392858.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 100.00 100.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 85300000.00 86718103.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 22245700.00 21885257.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 194600000.00 195789343.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 5800.00 5544.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286F2 2026-02-28 2.5 N/A 100.00 100.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 1833100.00 1730370.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 15800.00 16195.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 653400.00 665040.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 28755000.00 29097241.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.5 N/A 5567000.00 5610146.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 71573200.00 68467177.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 27267600.00 27668488.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875 N/A 9131000.00 9034121.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 29017600.00 29265516.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 2244100.00 2287093.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875 N/A 1518500.00 1503686.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 3210400.00 3314168.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797ST5 2026-03-03 0 N/A 17369500.00 17318850.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 124000.00 126774.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 9300.00 9231.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 193529300.00 202266728.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 5531400.00 5546405.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 28627100.00 28821694.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TB3 2026-03-31 0 N/A 1000.00 994.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 2231800.00 2276544.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.75 N/A 200.00 187.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 177317400.00 183373725.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 13672900.00 13840404.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 198165800.00 200610818.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 100.00 95.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SM0 2026-04-23 0 N/A 18618600.00 18470842.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 20705000.00 21187228.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 53535500.00 54427756.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RT6 2026-02-12 0 N/A 75082500.00 75007192.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 17638900.00 16762786.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 17000.00 16058.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 100.00 97.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 190107600.00 190632659.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 47605100.00 48119845.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 15800000.00 15882187.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 699800.00 725794.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 725000.00 733707.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 71717000.00 72268627.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 100.00 100.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 762200.00 754141.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 7500000.00 7748444.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 341000.00 342918.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 700.00 688.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SD0 2026-04-02 0 N/A 42081300.00 41832347.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 8457000.00 8376187.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 7044200.00 7115366.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 68280800.00 70594645.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 10623300.00 10527857.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 916400.00 923246.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 30080300.00 31157334.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 24765500.00 22242534.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 723000.00 739752.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 7417200.00 7488220.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 19025500.00 18372510.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 194500000.00 200217192.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 74136600.00 77140208.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 723900.00 756194.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875 N/A 46200.00 46890.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 218100000.00 207347404.00 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 2600000000.00 2600000000.00 0.0225 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74LG3 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 91282CLX7 2027-11-15 4.125 N/A 5803800.00 5911751.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797QN0 2026-05-14 0 N/A 200.00 198.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 33317500.00 34250833.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 2700100.00 2720868.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 19433900.00 19611873.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 17160900.00 17645292.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 100.00 91.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 820000.00 795801.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 2326200.00 2143281.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 12920600.00 12236828.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 3271300.00 3314830.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 100.00 101.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 25656400.00 26257671.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKS9 2026-05-31 4.875 N/A 24800.00 25089.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 34214700.00 34629889.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 400.00 401.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 586700.00 555260.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 27813700.00 29453118.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 48401500.00 50401952.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 900.00 913.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 80100.00 78777.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 11961500.00 11442413.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 61193200.00 56336489.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 500000.00 522573.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 14616800.00 15159760.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 4826400.00 3060117.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 200.00 199.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 487100.00 492473.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 100.00 80.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TK3 2026-04-28 0 N/A 478900.00 474868.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 3972000.00 4037819.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 48002100.00 47926339.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 N/A 100.00 92.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 76719600.00 77080812.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 4995000.00 5008550.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 3817000.00 3755153.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 176800.00 180368.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 11488400.00 11353881.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 200.00 105.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 3000.00 2835.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 400.00 420.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 13147000.00 13511602.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 98154900.00 99152329.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 638800.00 651570.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 100.00 56.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 1587100.00 1606543.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 689000.00 717577.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 49300.00 49315.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 1930100.00 1949599.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 6071100.00 6175595.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 380300.00 392210.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 16170200.00 16023259.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 19666400.00 20194532.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 3986700.00 4069851.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TB3 2026-03-31 0 N/A 100.00 99.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 89800.00 89264.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 614000.00 622161.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 100.00 102.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TD9 2026-06-18 0 N/A 3939300.00 3886600.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 9999900.00 10202653.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 435000.00 442231.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 113203700.00 116531244.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 137144600.00 142140985.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797PV3 2026-03-19 0 N/A 100.00 99.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 4880700.00 5030568.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 17537500.00 13563946.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 6564800.00 6711661.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 200.00 118.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 79229200.00 82066025.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 37700.00 35653.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TL1 2026-05-05 0 N/A 375900.00 372477.43 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 1000000000.00 1000000000.00 0.0086 N Y Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 3.87000000 N/A 549300H47WTHXPU08X20 BYDVFZHC5 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 912810TF5 2042-02-15 2.375 N/A 2073800.00 1544015.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 150349800.00 125956026.70 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0387 125000000.00 125000000.00 0.0011 N N N Y Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 3.90000000 N/A 549300H47WTHXPU08X20 BYDVFZKV9 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 912810TV0 2053-11-15 4.75 N/A 103145100.00 102000021.90 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-27 2026-02-27 2026-02-27 N N N 0.0390 100000000.00 100000000.00 0.0009 N N N Y Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 3.92000000 N/A 549300H47WTHXPU08X20 BYDVFZM21 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 912810UD8 2044-08-15 4.125 N/A 284123200.00 265388264.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 15281400.00 15111751.64 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-03 2026-02-03 2026-02-03 N N N 0.0392 275000000.00 275000000.00 0.0024 N N Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 3.92000000 N/A 549300H47WTHXPU08X20 BYDVG00H8 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 91282CKH3 2026-03-31 4.5 N/A 51757000.00 52596571.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 50000000.00 50747167.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 456000.00 454785.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 1597028800.00 1615592107.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 N/A 64804900.00 65609469.22 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0392 1750000000.00 1750000000.00 0.0151 N Y Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 3.82000000 N/A 549300H47WTHXPU08X20 BYDVWH0S9 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 91282CJZ5 2034-02-15 4 N/A 138768300.00 140170258.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 254139200.00 257093225.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 6493200.00 6579604.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 4177800.00 4156999.33 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-03 2026-02-03 2026-02-03 N N N 0.0382 400000000.00 400000000.00 0.0035 N N Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74LH1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 532972500.00 296176796.40 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 227689000.00 171305155.29 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 274477300.00 205451653.13 U.S. Treasuries (including strips) 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 N/A 91461900.00 92066406.06 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 750000000.00 750000000.00 0.0065 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 BYDY74LN8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN D 26 N/A 912828S50 2026-07-15 0.125 N/A 100.00 135.52 U.S. Treasuries (including strips) 0 1/8 TRIN X 26 N/A 91282CCA7 2026-04-15 0.125 N/A 100.00 123.49 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 N/A 912828V49 2027-01-15 0.375 N/A 100.00 133.57 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 100.00 99.53 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 200.00 111.65 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 100.00 99.00 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 N/A 100.00 98.21 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 N/A 1002400.00 1018750.14 U.S. Treasuries (including strips) 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 N/A 100.00 95.32 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 100.00 103.36 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 N/A 100.00 102.03 U.S. Treasuries (including strips) 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 N/A 200.00 203.29 U.S. Treasuries (including strips) BILL 04/30/26 N/A 912797SN8 2026-04-30 0 N/A 100.00 99.10 U.S. Treasuries (including strips) TINT 02/15/29 N/A 912833XN5 2029-02-15 0 N/A 4.50 4.02 U.S. Treasuries (including strips) TINT 08/15/28 N/A 912833RZ5 2028-08-15 0 N/A 3356610.56 3059795.56 U.S. Treasuries (including strips) TINT 11/15/26 N/A 912833PB0 2026-11-15 0 N/A 0.09 0.09 U.S. Treasuries (including strips) TINT 11/15/27 N/A 912833QB9 2027-11-15 0 N/A 20.87 19.56 U.S. Treasuries (including strips) TINT 11/15/32 N/A 9128337S3 2032-11-15 0 N/A 34.98 26.55 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 4000000.00 4000000.00 0.0000 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.67000000 N/A CYYGQCGNHMHPSMRL3R97 BYDY74LR9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.75 N/A 31880200.00 32226189.97 U.S. Treasuries (including strips) 1 1/8 TPRN 40 N/A 912803FS7 2040-08-15 0 N/A 2205000.00 1112832.63 U.S. Treasuries (including strips) 2 1/2 TPRN 46 N/A 912803ER0 2046-02-15 0 N/A 5627200.00 2082030.24 U.S. Treasuries (including strips) 2 3/4 TPRN 42 N/A 912803DZ3 2042-11-15 0 N/A 23315600.00 10330909.20 U.S. Treasuries (including strips) 2 3/4 TPRN 42 N/A 912803DY6 2042-08-15 0 N/A 2750300.00 1238198.81 U.S. Treasuries (including strips) 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 N/A 5614600.00 5543563.94 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 N/A 2351700.00 2603336.47 U.S. Treasuries (including strips) 3 1/8 TPRN 48 N/A 912803FD0 2048-05-15 0 N/A 13128700.00 4302235.60 U.S. Treasuries (including strips) 3 3/8 TPRN 42 N/A 912803GL1 2042-08-15 0 N/A 1350000.00 607281.30 U.S. Treasuries (including strips) 3 3/8 TPRN 48 N/A 912803FF5 2048-11-15 0 N/A 151310800.00 48307334.70 U.S. Treasuries (including strips) 3 TPRN 45 N/A 912803EN9 2045-05-15 0 N/A 39715000.00 15307670.17 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 4484200.00 4416849.46 U.S. Treasuries (including strips) 4 1/4 TPRN F 34 N/A 912821QX6 2034-11-15 0 N/A 5650000.00 3908325.35 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 17648000.00 15906116.31 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 N/A 20954400.00 20703975.70 U.S. Treasuries (including strips) 4 5/8 TPRN 44 N/A 912803HC0 2044-05-15 0 N/A 593000.00 241378.28 U.S. Treasuries (including strips) 4 5/8 TPRN AT 26 N/A 912821NH4 2026-10-15 0 N/A 900000.00 876939.30 U.S. Treasuries (including strips) 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 N/A 10008900.00 11092913.48 U.S. Treasuries (including strips) TINT 02/15/37 N/A 9128337F1 2037-02-15 0 N/A 49708892.16 30212020.77 U.S. Treasuries (including strips) TINT 05/15/27 N/A 912833PD6 2027-05-15 0 N/A 55281664.00 52823233.12 U.S. Treasuries (including strips) TINT 05/15/48 N/A 912834TP3 2048-05-15 0 N/A 14614115.33 4691262.55 U.S. Treasuries (including strips) TINT 08/15/31 N/A 9128334S6 2031-08-15 0 N/A 50197053.44 40344978.16 U.S. Treasuries (including strips) TINT 08/15/39 N/A 912834EP9 2039-08-15 0 N/A 24220753.92 12760849.53 U.S. Treasuries (including strips) TINT 11/15/34 N/A 9128337W4 2034-11-15 0 N/A 51576524.80 35359575.99 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 350000000.00 350000000.00 0.0030 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.67000000 N/A CYYGQCGNHMHPSMRL3R97 BYDY74LT5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 N/A 6800.00 4582.70 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 N/A 912828S50 2026-07-15 0.125 N/A 100.00 135.58 U.S. Treasuries (including strips) 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.75 N/A 2100.00 2122.79 U.S. Treasuries (including strips) 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625 N/A 400.00 423.30 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 100.00 63.49 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 8900.00 4696.99 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 500.00 283.32 U.S. Treasuries (including strips) 1 TRIB 48 N/A 912810SB5 2048-02-15 1 N/A 1400.00 1354.63 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 100.00 70.63 U.S. Treasuries (including strips) 2 1/2 TRIB 29 N/A 912810PZ5 2029-01-15 2.5 N/A 3200.00 5037.14 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 1100.00 699.40 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 21800.00 17063.59 U.S. Treasuries (including strips) 2 3/4 TPRN 47 N/A 912803FA6 2047-11-15 0 N/A 300.00 100.95 U.S. Treasuries (including strips) 2 7/8 TPRN 52 N/A 912803GH0 2052-05-15 0 N/A 1800.00 481.20 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 100.00 59.47 U.S. Treasuries (including strips) 2 TPRN 51 N/A 912803GA5 2051-08-15 0 N/A 400.00 110.91 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 N/A 100.00 81.41 U.S. Treasuries (including strips) 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 N/A 3200.00 3008.81 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 N/A 2000.00 1805.58 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 100.00 101.21 U.S. Treasuries (including strips) 3 7/8 TPRN 43 N/A 912803GT4 2043-05-15 0 N/A 100.00 43.13 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 300.00 229.50 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 N/A 1600.00 1654.65 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 N/A 1100.00 1027.47 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 N/A 400.00 410.89 U.S. Treasuries (including strips) 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 N/A 100.00 106.27 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 N/A 3800.00 3758.78 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 N/A 3100.00 3104.49 U.S. Treasuries (including strips) 4 3/4 TPRN 53 N/A 912803GW7 2053-11-15 0 N/A 400.00 100.63 U.S. Treasuries (including strips) 4 3/4 TPRN 55 N/A 912803HL0 2055-05-15 0 N/A 2000.00 470.43 U.S. Treasuries (including strips) 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 N/A 200.00 204.52 U.S. Treasuries (including strips) 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 N/A 100.00 98.01 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 N/A 3200.00 3162.53 U.S. Treasuries (including strips) 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 N/A 100.00 98.32 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 100.00 104.13 U.S. Treasuries (including strips) 4 TPRN 52 N/A 912803GM9 2052-11-15 0 N/A 300.00 78.73 U.S. Treasuries (including strips) 5 1/4 BOND 29 N/A 912810FG8 2029-02-15 5.25 N/A 100.00 107.23 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 1300.00 1423.20 U.S. Treasuries (including strips) 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 N/A 100.00 104.74 U.S. Treasuries (including strips) BILL 02/12/26 N/A 912797RT6 2026-02-12 0 N/A 200.00 199.80 U.S. Treasuries (including strips) BILL 02/19/26 N/A 912797PM3 2026-02-19 0 N/A 42200.00 42128.01 U.S. Treasuries (including strips) BILL 03/12/26 N/A 912797SB4 2026-03-12 0 N/A 111800.00 111370.80 U.S. Treasuries (including strips) BILL 03/19/26 N/A 912797PV3 2026-03-19 0 N/A 100.00 99.55 U.S. Treasuries (including strips) BILL 03/31/26 N/A 912797TB3 2026-03-31 0 N/A 5300.00 5269.76 U.S. Treasuries (including strips) BILL 04/09/26 N/A 912797SL2 2026-04-09 0 N/A 100.00 99.34 U.S. Treasuries (including strips) BILL 07/30/26 N/A 912797TQ0 2026-07-30 0 N/A 1200.00 1179.12 U.S. Treasuries (including strips) BILL 10/29/26 N/A 912797SK4 2026-10-29 0 N/A 1861000.00 1813287.68 U.S. Treasuries (including strips) TINT 02/15/28 N/A 912833RY8 2028-02-15 0 N/A 409.60 380.66 U.S. Treasuries (including strips) TINT 02/15/36 N/A 9128335B2 2036-02-15 0 N/A 40.96 26.29 U.S. Treasuries (including strips) TINT 02/15/38 N/A 912833Z60 2038-02-15 0 N/A 3235.84 1859.17 U.S. Treasuries (including strips) TINT 02/15/40 N/A 912834FB9 2040-02-15 0 N/A 122.88 62.75 U.S. Treasuries (including strips) TINT 02/15/43 N/A 912834MD7 2043-02-15 0 N/A 7864.32 3354.89 U.S. Treasuries (including strips) TINT 04/30/26 N/A 912834UQ9 2026-04-30 0 N/A 34.30 34.00 U.S. Treasuries (including strips) TINT 05/15/46 N/A 912834QH4 2046-05-15 0 N/A 4034.56 1437.66 U.S. Treasuries (including strips) TINT 05/15/48 N/A 912834TP3 2048-05-15 0 N/A 409.60 131.49 U.S. Treasuries (including strips) TINT 08/15/27 N/A 912833PE4 2027-08-15 0 N/A 5.12 4.85 U.S. Treasuries (including strips) TINT 08/15/32 N/A 9128334U1 2032-08-15 0 N/A 327.68 251.62 U.S. Treasuries (including strips) TINT 08/15/36 N/A 9128337E4 2036-08-15 0 N/A 122.88 76.75 U.S. Treasuries (including strips) TINT 08/15/41 N/A 912834KP2 2041-08-15 0 N/A 81.92 38.28 U.S. Treasuries (including strips) TINT 08/15/49 N/A 912834UY2 2049-08-15 0 N/A 184.32 55.45 U.S. Treasuries (including strips) TINT 10/31/28 N/A 912834A57 2028-10-31 0 N/A 2.00 1.81 U.S. Treasuries (including strips) TINT 11/15/26 N/A 912833PB0 2026-11-15 0 N/A 81.92 79.62 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 2000000.00 2000000.00 0.0000 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.66000000 N/A ZBUT11V806EZRVTWT807 BRSHJ5R10 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 252679600.00 255000039.10 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 250000000.00 250000000.00 0.0022 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.67000000 N/A ZBUT11V806EZRVTWT807 BRYXTQ6Z9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 249622400.00 236246068.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 1124368000.00 1123016926.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 672750200.00 680737042.10 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-06 2026-02-06 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's AA- N N 0.0367 2000000000.00 2000000000.00 0.0173 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.75000120 N/A R0MUWSFPU8MPRO8K5P83 BYDY244P7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 130438300.00 132555852.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 189822000.00 198944171.70 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-06 2026-02-06 2026-07-28 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0375 325000000.00 325000000.00 0.0028 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.66000000 N/A ZBUT11V806EZRVTWT807 BYDY74LV0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SJ7 2026-02-03 0 N/A 600.00 599.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 800.00 1305.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 172774400.00 178497708.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 400.00 394.91 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 175000000.00 175000000.00 0.0015 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.66000000 N/A ZBUT11V806EZRVTWT807 BYDY74LX6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 N/A 800.00 966.56 U.S. Treasuries (including strips) 0 1/8 TRIN X 26 N/A 91282CCA7 2026-04-15 0.125 N/A 800.00 988.82 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 N/A 100.00 95.09 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 5600.00 5549.69 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 3200.00 3264.16 U.S. Treasuries (including strips) 6 1/8 TPRN 29 N/A 912803CG6 2029-08-15 0 N/A 14900.00 13089.98 U.S. Treasuries (including strips) BILL 05/26/26 N/A 912797TT4 2026-05-26 0 N/A 36080000.00 35676048.32 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 35000000.00 35000000.00 0.0003 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 3.66000000 N/A K5HU16E3LMSVCCJJJ255 BYDY74M07 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SD0 2026-04-02 0 N/A 21908000.00 21771951.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 347800.00 344051.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 130000.00 133829.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 16609700.00 16975812.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 388200.00 216722.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 37087400.00 34267711.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SS7 2026-02-24 0 N/A 157762000.00 157364124.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 3501200.00 3510078.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SR9 2026-02-17 0 N/A 62415600.00 62302003.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 571000.00 566943.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBT7 2026-03-31 0.75 N/A 261100.00 260469.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 53457100.00 55206332.52 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 346000000.00 346000000.00 0.0030 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.66000000 N/A 7TK5RJIZDFROZCA6XF66 BYDY74M23 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 101915000.00 73390932.32 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 38322700.00 28617721.16 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 47383600.00 28290019.91 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 69547700.00 58427384.73 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 28003000.00 21476474.46 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 212600.00 165982.00 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 80709600.00 79722802.32 U.S. Treasuries (including strips) 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 N/A 3300000.00 3145419.80 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 27058300.00 25013833.67 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 N/A 200.00 203.21 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 N/A 4759800.00 4785668.48 U.S. Treasuries (including strips) 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 N/A 59999900.00 58978406.67 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 N/A 11157700.00 11307691.24 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 2086800.00 2148807.45 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 N/A 100.00 98.89 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 37200000.00 36196713.94 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 N/A 15000000.00 14770111.96 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 N/A 28000000.00 27264606.45 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 25084800.00 26307317.29 U.S. Treasuries (including strips) 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 N/A 191252500.00 197331543.87 U.S. Treasuries (including strips) 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 N/A 215660000.00 220658264.13 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 900000000.00 900000000.00 0.0078 N Y Y N Natixis SA Natixis SA 3.66000000 N/A KX1WK48MPD4Y2NCUIZ63 BRTAJB2S9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 N/A 93498000.00 78221109.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 51435500.00 51912429.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 100.00 87.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 100.00 88.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 100.00 100.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 100.00 95.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 N/A 100.00 94.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 100.00 102.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 100.00 61.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 49999800.00 51349548.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 400.00 333.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 1000.00 982.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 59075500.00 59489138.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 100.00 101.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 800.00 1056.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 1400.00 835.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 6759700.00 6883741.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 100.00 99.46 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 243000000.00 243000000.00 0.0021 N Y Y N Natixis SA Natixis SA 3.66000000 N/A KX1WK48MPD4Y2NCUIZ63 BYDY74M72 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 2957800.00 3056581.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 400.00 396.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 378200.00 378399.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 5900.00 5641.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 1900800.00 1658120.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 18716800.00 15300057.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 100.00 95.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBT7 2026-03-31 0.75 N/A 100.00 99.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 200.00 241.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 400.00 442.58 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 20000000.00 20000000.00 0.0002 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 3.66000000 N/A OXTKY6Q8X53C9ILVV871 BYDY74M64 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803BG7 2026-02-15 0 N/A 37900.00 37838.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803HJ5 2045-02-15 0 N/A 250000.00 98156.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EV1 2046-11-15 0 N/A 112000.00 40020.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375 N/A 795700.00 880385.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 68700.00 17068.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 1022001.91 317460.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LZ1 2026-05-15 0 N/A 11808.02 11680.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LY4 2026-02-15 0 N/A 3707320.31 3701203.23 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 5000000.00 5000000.00 0.0000 N Y Y N TD Securities USA LLC TD Securities USA LLC 3.66000000 N/A SUVUFHICNZMP2WKHG940 BYDY74MC1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 4961100.00 5100038.33 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 5000000.00 5000000.00 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SL2 254900HROIFWPRGM1V77 US912797SL24 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-04-09 2026-04-09 2026-04-09 N N N 0.0350 694677028.21 694677028.21 0.0060 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SM0 254900HROIFWPRGM1V77 US912797SM07 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-04-23 2026-04-23 2026-04-23 N N N 0.0352 1175034883.11 1175034883.11 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797QD2 254900HROIFWPRGM1V77 US912797QD26 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-04-16 2026-04-16 2026-04-16 N N N 0.0352 1741048128.50 1741048128.50 0.0150 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-07-09 2026-07-09 2026-07-09 N N N 0.0357 598147707.60 598147707.60 0.0052 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TJ6 254900HROIFWPRGM1V77 US912797TJ68 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-04-21 2026-04-21 2026-04-21 N N N 0.0353 519464805.26 519464805.26 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-07-02 2026-07-02 2026-07-02 N N N 0.0358 97049383.73 97049383.73 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797ST5 254900HROIFWPRGM1V77 US912797ST59 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-03-03 2026-03-03 2026-03-03 N N N 0.0334 97713826.28 97713826.28 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SZ1 254900HROIFWPRGM1V77 US912797SZ10 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-03-17 2026-03-17 2026-03-17 N N N 0.0346 135637215.95 135637215.95 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797PM3 254900HROIFWPRGM1V77 US912797PM34 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-19 2026-02-19 2026-02-19 N N N 0.0311 553457259.43 553457259.43 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SX6 254900HROIFWPRGM1V77 US912797SX61 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-06-04 2026-06-04 2026-06-04 N N N 0.0356 2475061557.19 2475061557.19 0.0214 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SD0 254900HROIFWPRGM1V77 US912797SD08 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-04-02 2026-04-02 2026-04-02 N N N 0.0350 187769470.84 187769470.84 0.0016 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SQ1 254900HROIFWPRGM1V77 US912797SQ11 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-10 2026-02-10 2026-02-10 N N N 0.0264 731257510.00 731257510.00 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TD9 254900HROIFWPRGM1V77 US912797TD98 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-06-18 2026-06-18 2026-06-18 N N N 0.0356 524753180.47 524753180.47 0.0045 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2027-01-21 2027-01-21 2027-01-21 N N N 0.0345 1750293471.80 1750293471.80 0.0151 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-08-06 2026-08-06 2026-08-06 N N N 0.0357 99009875.01 99009875.01 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SB4 254900HROIFWPRGM1V77 US912797SB42 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-03-12 2026-03-12 2026-03-12 N N N 0.0343 322257753.75 322257753.75 0.0028 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0351 1123497537.00 1123497537.00 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-06-11 2026-06-11 2026-06-11 N N N 0.0354 791800074.01 791800074.01 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SV0 254900HROIFWPRGM1V77 US912797SV06 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-05-21 2026-05-21 2026-05-21 N N N 0.0356 1529810845.57 1529810845.57 0.0132 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RT6 254900HROIFWPRGM1V77 US912797RT68 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-12 2026-02-12 2026-02-12 N N N 0.0281 1668181391.51 1668181391.51 0.0144 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RU3 254900HROIFWPRGM1V77 US912797RU32 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-26 2026-02-26 2026-02-26 N N N 0.0327 723291044.01 723291044.01 0.0063 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-12-24 2026-12-24 2026-12-24 N N N 0.0348 1693242120.90 1693242120.90 0.0146 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TS6 254900HROIFWPRGM1V77 US912797TS67 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-05-19 2026-05-19 2026-05-19 N N N 0.0357 436915362.06 436915362.06 0.0038 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RV1 254900HROIFWPRGM1V77 US912797RV15 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-03-05 2026-03-05 2026-03-05 N N N 0.0334 785944102.39 785944102.39 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SR9 254900HROIFWPRGM1V77 US912797SR93 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-17 2026-02-17 2026-02-17 N N N 0.0306 137906964.28 137906964.28 0.0012 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SY4 254900HROIFWPRGM1V77 US912797SY45 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-03-10 2026-03-10 2026-03-10 N N N 0.0341 1386506928.22 1386506928.22 0.0120 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SN8 254900HROIFWPRGM1V77 US912797SN89 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-04-30 2026-04-30 2026-04-30 N N N 0.0354 2065208722.26 2065208722.26 0.0178 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-05-14 2026-05-14 2026-05-14 N N N 0.0354 1369182947.46 1369182947.46 0.0118 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797PV3 254900HROIFWPRGM1V77 US912797PV33 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-03-19 2026-03-19 2026-03-19 N N N 0.0346 1064469530.40 1064469530.40 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TE7 254900HROIFWPRGM1V77 US912797TE71 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-06-25 2026-06-25 2026-06-25 N N N 0.0357 2077198835.58 2077198835.58 0.0180 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SW8 254900HROIFWPRGM1V77 US912797SW88 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-05-28 2026-05-28 2026-05-28 N N N 0.0356 1795942861.01 1795942861.01 0.0155 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SJ7 254900HROIFWPRGM1V77 US912797SJ77 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-03 2026-02-03 2026-02-03 N N N 0.0091 1455084000.98 1455084000.98 0.0126 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SS7 254900HROIFWPRGM1V77 US912797SS76 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-24 2026-02-24 2026-02-24 N N N 0.0324 345167014.40 345167014.40 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RL3 254900HROIFWPRGM1V77 US912797RL33 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-05 2026-02-05 2026-02-05 N N N 0.0182 1796296153.68 1796296153.68 0.0155 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-03 2026-09-03 2026-09-03 N N N 0.0348 1291704573.48 1291704573.48 0.0111 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TA5 254900HROIFWPRGM1V77 US912797TA59 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-03-24 2026-03-24 2026-03-24 N N N 0.0350 339282940.22 339282940.22 0.0029 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.25000000 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0357 75444908.20 75444908.20 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.87500000 91282CCJ8 254900HROIFWPRGM1V77 US91282CCJ80 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-30 2026-06-30 2026-06-30 N N N 0.0360 852674148.89 852674148.89 0.0074 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.00000000 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-01-15 2027-01-15 2027-01-15 N N N 0.0356 107337621.88 107337621.88 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.77269200 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-04-30 2027-04-30 N N N 0.0369 1485655129.93 1485655129.93 0.0128 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.50000000 91282CKH3 254900HROIFWPRGM1V77 US91282CKH33 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-31 2026-03-31 2026-03-31 N N N 0.0377 200221874.00 200221874.00 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.79469160 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-07-31 2026-07-31 N N N 0.0370 948892418.79 948892418.79 0.0082 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.81769200 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-10-31 2026-10-31 N N N 0.0370 3507283940.65 3507283940.65 0.0303 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.37500000 9128286S4 254900HROIFWPRGM1V77 US9128286S43 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-04-30 2026-04-30 2026-04-30 N N N 0.0365 60416213.47 60416213.47 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.87500000 9128287B0 254900HROIFWPRGM1V77 US9128287B09 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-30 2026-06-30 2026-06-30 N N N 0.0359 115975647.79 115975647.79 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.80269440 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-10-31 2027-10-31 N N N 0.0372 3710451125.60 3710451125.60 0.0320 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.12500000 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-01-30 2027-01-31 2027-01-31 N N N 0.0356 154644698.82 154644698.82 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.71069280 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-01-31 2027-01-31 N N N 0.0369 3148566615.28 3148566615.28 0.0272 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.62500000 91282CKB6 254900HROIFWPRGM1V77 US91282CKB62 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-28 2026-02-28 2026-02-28 N N N 0.0382 84049032.48 84049032.48 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.62500000 91282CKY6 254900HROIFWPRGM1V77 US91282CKY65 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-06-30 2026-06-30 2026-06-30 N N N 0.0368 389859764.02 389859764.02 0.0034 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.25000000 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-11-30 2026-11-30 2026-11-30 N N N 0.0360 841762171.50 841762171.50 0.0073 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.62500000 912828R36 254900HROIFWPRGM1V77 US912828R366 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-05-15 2026-05-15 2026-05-15 N N N 0.0360 170674688.59 170674688.59 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.12500000 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-01-30 2027-02-28 2027-02-28 N N N 0.0356 590188770.48 590188770.48 0.0051 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.25000000 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-12-31 2026-12-31 2026-12-31 N N N 0.0357 353202481.41 353202481.41 0.0031 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.76269480 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-04-30 2026-04-30 N N N 0.0369 3002488365.35 3002488365.35 0.0259 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.77169480 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-07-31 2027-07-31 N N N 0.0371 1718087411.26 1718087411.26 0.0148 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.50000000 91282CBQ3 254900HROIFWPRGM1V77 US91282CBQ33 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-28 2026-02-28 2026-02-28 N N N 0.0340 71633151.88 71633151.88 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.75000000 91282CBT7 254900HROIFWPRGM1V77 US91282CBT71 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-31 2026-03-31 2026-03-31 N N N 0.0354 1522992477.60 1522992477.60 0.0132 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.12500000 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-10-31 2026-10-31 2026-10-31 N N N 0.0365 50575256.88 50575256.88 0.0004 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.65000000 N/A VYVVCKR63DVZZN70PB21 BYDXTD3X4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 731563100.00 765000006.60 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-06 2026-02-06 Y WELLS FARGO SECURITIES LLC 1.0000 7 N Fitch AA- Moody's NR Standard & Poor's A+ N N 0.0365 750000000.00 750000000.00 0.0065 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.66000000 N/A VYVVCKR63DVZZN70PB21 BYDY74MD9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJV4 2026-01-31 4.25 N/A 25787857.00 26328822.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 171799382.00 177536950.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 201453906.00 206944671.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 94854191.00 99189607.73 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 500000000.00 500000000.00 0.0043 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.66000000 N/A VYVVCKR63DVZZN70PB21 BYDY74ME7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 775300.00 774392.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 538399200.00 549987044.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 19860300.00 20506389.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 348573300.00 369172181.40 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 922000000.00 922000000.00 0.0080 N Y Y N BlackRock Liquidity Funds 2025-02-05 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer