0001145549-24-042912.txt : 20240708 0001145549-24-042912.hdr.sgml : 20240708 20240708154159 ACCESSION NUMBER: 0001145549-24-042912 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240708 DATE AS OF CHANGE: 20240708 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP3 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 241104482 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000036659 Schwab Treasury Obligations Money Fund C000112046 Investor Shares SNOXX C000222231 Ultra Shares SCOXX N-MFP3 1 primary_doc.xml N-MFP3 0000857156 XXXXXXXX 2024-06-30 Charles Schwab Family of Funds 0000857156 549300I77JNLD629OV19 Schwab Treasury Obligations Money Fund 54930089EQ4ZFF8UOG34 S000036659 2 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 Deloitte & Touche LLP Denver CO Charles Schwab Investment Management, Inc. 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TREASURY 4.625000% 91282CGN5 254900HROIFWPRGM1V77 US91282CGN56 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0525 54775650.60 54775650.60 0.0008 N Y Y N United States Treasury UNITED STATES TREASURY 3.875000% 91282CGX3 254900HROIFWPRGM1V77 US91282CGX39 U.S. Treasury Debt Y 2025-04-30 2025-04-30 2025-04-30 N N N 0.0520 237426760.80 237426760.80 0.0036 N Y Y N United States Treasury UNITED STATES TREASURY 5.474200% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2024-07-01 2025-04-30 2025-04-30 N N N 0.0538 1692607686.12 1692607686.12 0.0255 N Y Y N United States Treasury UNITED STATES TREASURY 5.430200% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2024-07-01 2025-07-31 2025-07-31 N N N 0.0538 2832619324.71 2832619324.71 0.0426 N Y Y N United States Treasury UNITED STATES TREASURY 5.475200% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2024-07-01 2025-10-31 2025-10-31 N N N 0.0539 1302964913.32 1302964913.32 0.0196 N Y Y N United States Treasury UNITED STATES TREASURY 5.550200% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2024-07-01 2026-01-31 2026-01-31 N N N 0.0543 1033986726.62 1033986726.62 0.0156 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.350000% ARP117YA6 549300HN4UKV1E2R3U73 0001675365 ARP117YA6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 0.00 200.00 166.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2.875000 0.00 24214700.00 18291748.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 4.000000 0.00 142159200.00 142329972.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 4.625000 0.00 46038000.00 46438120.53 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-07-23 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0535 203000000.00 203000000.00 0.0031 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.330000% ARP11GW59 549300HN4UKV1E2R3U73 0001675365 ARP11GW59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2029-02-15 5.250000 0.00 16152600.00 17123256.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 0.00 27774000.00 26460653.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 1.500000 0.00 243897500.00 216416725.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-04-30 4.625000 0.00 243366400.00 249999371.07 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 Y BOFA SECURITIES INC 1.0000 3 N N N 0.0533 500000000.00 500000000.00 0.0075 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.330000% ARP11JGU6 549300HN4UKV1E2R3U73 0001675365 ARP11JGU6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 0.00 57978200.00 56612857.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-08-15 2.750000 0.00 276385200.00 249999707.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-29 4.000000 0.00 203366400.00 203111272.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-15 6.750000 0.00 258200.00 276240.41 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-07-15 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0533 500000000.00 500000000.00 0.0075 N N Y N BNP PARIBAS SA BNP PARIBAS SA 5.320000% ARP11K7A7 R0MUWSFPU8MPRO8K5P83 0000872786 ARP11K7A7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2025-04-30 3.875000 0.00 9846900.00 9803058.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-15 3.625000 0.00 15711400.00 15457774.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-31 4.250000 0.00 5568000.00 5538998.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-31 5.430200 0.00 1000.00 1009.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 3.750000 0.00 251396700.00 249999928.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 4.250000 0.00 528000.00 532111.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-15 4.125000 0.00 2000000.00 2008270.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-30 4.625000 0.00 234978100.00 239822192.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 6.500000 0.00 46800.00 49616.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2.375000 0.00 100.00 166.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 0.00 220600.00 347056.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 0.00 7900.00 6288.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 0.00 30803000.00 30754234.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 0.00 19158700.00 19119578.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 0.00 700.00 500.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 0.125000 0.00 190100.00 124868.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-15 1.500000 0.00 874900.00 823340.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 0.00 999800.00 985652.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-31 2.750000 0.00 19809400.00 19467438.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 0.00 10155000.00 9692575.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 0.00 900.00 882.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 2.625000 0.00 89764100.00 84202088.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2.500000 0.00 545000.00 528912.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 100.00 91.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 2.125000 0.00 1100000.00 1048954.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 0.00 15612900.00 15095351.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 0.00 15746800.00 15045534.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 1.500000 0.00 41900.00 36283.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 0.00 54537800.00 63689426.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-15 0.125000 0.00 100.00 106.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-05-15 1.625000 0.00 250000.00 211111.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-06-30 3.250000 0.00 244936800.00 240376916.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-15 3.125000 0.00 3228100.00 3197326.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-02-15 3.500000 0.00 1600000.00 1528616.98 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-07-22 Y BNP Paribas SA 1.0000 7 N N N 0.0532 1000000000.00 1000000000.00 0.0150 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.320000% ARP11QLY6 2IGI19DL77OX0HC3ZE78 0000800030 ARP11QLY6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 0.00 800.00 1640.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 2.375000 0.00 65800.00 103280.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 0.00 961800.00 793947.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 0.00 600.00 535.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 1.000000 0.00 600.00 626.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 4.875000 0.00 100.00 100.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-04-30 4.625000 0.00 900.00 921.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 0.00 1400.00 1029.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 0.00 30800.00 30362.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 0.00 103900.00 81737.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 0.00 100.00 52.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 0.00 31900.00 19786.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 0.00 700.00 417.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 0.00 300.00 208.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 0.00 3432900.00 2288967.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 1.750000 0.00 64100.00 43016.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 0.00 3200.00 1880.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2.000000 0.00 1000.00 693.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 0.00 4600.00 3408.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 0.00 100.00 76.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 0.00 200.00 184.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 0.00 300.00 279.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 1.500000 0.00 100000000.00 90106346.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.875000 0.00 3300.00 3045.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-08-15 4.125000 0.00 2714600.00 2588605.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 0.00 409000.00 381725.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2.875000 0.00 100000000.00 90613650.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-06-30 3.250000 0.00 2380800.00 2301751.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-07-15 0.625000 0.00 600.00 583.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-31 3.125000 0.00 64816000.00 62880284.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-31 3.125000 0.00 1000.00 954.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-15 1.625000 0.00 4169600.00 4353911.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-30 3.875000 0.00 800.00 784.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 3.875000 0.00 91000.00 89586.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 0.00 9600.00 9563.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 3.875000 0.00 47100.00 47226.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 3.500000 0.00 1425200.00 1401420.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-31 3.500000 0.00 1618300.00 1574040.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-01-15 1.125000 0.00 2500.00 2452.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 4.000000 0.00 1400.00 1402.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-29 4.000000 0.00 7069300.00 7057723.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-03-31 3.625000 0.00 200.00 194.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-04-30 3.500000 0.00 700.00 673.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 3.500000 0.00 71996600.00 70087495.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-31 3.750000 0.00 300.00 291.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-15 4.125000 0.00 700.00 693.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2.750000 0.00 7300.00 7246.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 0.00 100.00 94.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 0.00 7738800.00 7585322.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 0.00 9100.00 8886.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2.500000 0.00 600.00 582.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 2200.00 2016.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 0.00 100.00 112.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-15 0.125000 0.00 14256800.00 17821420.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 0.00 500.00 488.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 0.00 23771000.00 30675189.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 0.00 3200.00 3810.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 1.750000 0.00 1400.00 1387.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 1.125000 0.00 3000.00 2930.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-15 0.125000 0.00 100.00 118.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 0.00 14589000.00 11735505.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 0.00 3695100.00 4316118.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 0.625000 0.00 46000000.00 40479408.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 0.00 28175500.00 26439125.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 0.375000 0.00 9804700.00 9152775.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 0.00 200.00 176.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 0.00 800.00 746.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 0.125000 0.00 1600.00 1826.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-31 1.250000 0.00 87330900.00 77543488.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 0.00 68302300.00 60886467.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 0.875000 0.00 34496800.00 32153257.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-07-15 0.125000 0.00 19150000.00 19702972.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 1.000000 0.00 22747600.00 19976109.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-30 0.875000 0.00 3000.00 2768.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-11-15 1.375000 0.00 200.00 163.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 1.500000 0.00 1600.00 1418.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-01-15 0.125000 0.00 10953700.00 10747920.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-02-15 1.875000 0.00 100.00 84.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2.875000 0.00 1305200.00 990854.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 0.00 1000.00 782.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-31 4.000000 0.00 57400.00 57241.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 4.625000 0.00 433700.00 438770.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 4.500000 0.00 7293200.00 7336132.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-06-30 3.750000 0.00 2800.00 2765.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-07-15 1.375000 0.00 3300.00 3246.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 4.125000 0.00 64068800.00 64509997.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-08-15 3.875000 0.00 800.00 783.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-31 5.000000 0.00 500.00 507.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-31 4.125000 0.00 77169300.00 77314770.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 4.375000 0.00 24454000.00 24787486.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-15 4.625000 0.00 1000.00 1012.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-09-30 4.625000 0.00 34569000.00 35487311.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 4.625000 0.00 800.00 816.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 4.625000 0.00 252300.00 254502.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 5.000000 0.00 1100.00 1109.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 4.875000 0.00 8600.00 8622.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-30 4.375000 0.00 39895100.00 40107780.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 4.375000 0.00 35236900.00 35373372.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 4.000000 0.00 400.00 400.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-31 2.500000 0.00 200.00 190.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-15 0.125000 0.00 26041200.00 27192818.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-30 2.875000 0.00 1300.00 1222.54 U.S. Treasuries (including strips) Y 2024-07-03 2024-07-03 2024-07-03 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 5 N N N 0.0532 1000000000.00 1000000000.00 0.0150 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.330000% ARP11TUY0 2IGI19DL77OX0HC3ZE78 0000800030 ARP11TUY0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2028-01-31 3.500000 0.00 100.00 98.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-31 3.500000 0.00 7596100.00 7388353.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 3.750000 0.00 862000.00 853191.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-04-30 3.500000 0.00 600.00 577.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 3.500000 0.00 1200.00 1168.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-07-15 1.375000 0.00 1000.00 983.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 4.125000 0.00 436300.00 439304.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-31 5.000000 0.00 100.00 101.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-09-30 4.625000 0.00 39600.00 40651.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 4.625000 0.00 200.00 204.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 4.625000 0.00 500.00 504.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 4.875000 0.00 17188200.00 17234135.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 0.00 400.00 820.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-30 4.375000 0.00 126913700.00 127590276.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 4.375000 0.00 4100.00 4115.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-12-31 3.750000 0.00 10519700.00 10369657.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 4.625000 0.00 19514300.00 19742432.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-03-31 4.125000 0.00 800.00 798.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-15 1.750000 0.00 157233000.00 233280561.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 0.00 200.00 178.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 0.00 100.00 78.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 0.00 3400.00 3351.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 0.00 300.00 246.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-05-15 2.875000 0.00 5900.00 4409.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 0.00 100.00 62.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 0.00 500.00 298.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 1.750000 0.00 100.00 67.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 0.00 1600.00 940.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2.000000 0.00 1000.00 693.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 0.00 100.00 74.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 0.00 327900.00 252296.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 0.00 500.00 465.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-08-15 4.125000 0.00 928700.00 885595.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 0.00 800.00 746.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2.750000 0.00 5300.00 5261.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 0.00 69503000.00 65932596.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 0.00 400.00 392.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 0.00 1200.00 1171.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 1100.00 1008.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 0.00 200.00 225.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 1.750000 0.00 900.00 891.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 1.125000 0.00 100.00 97.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 0.00 10900.00 10228.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 0.375000 0.00 43396100.00 40510651.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 0.00 100.00 82.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 0.125000 0.00 82400.00 94076.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 0.875000 0.00 29992400.00 27954864.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 1.000000 0.00 987100.00 866835.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 1.500000 0.00 264700.00 234663.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-31 2.500000 0.00 900.00 858.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-30 2.875000 0.00 1000.00 940.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-09-30 3.875000 0.00 800.00 789.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-30 3.875000 0.00 5200.00 5098.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 0.00 4100.00 4084.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-12-31 3.875000 0.00 297800.00 297970.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 3.875000 0.00 6961100.00 6979792.27 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-07-08 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0533 550000000.00 550000000.00 0.0083 N N Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 5.350000% ARP11WKW8 K5HU16E3LMSVCCJJJ255 ARP11WKW8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 0.00 279100.00 263953.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 4.750000 0.00 94884000.00 99514553.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 0.00 96922900.00 89292445.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 0.00 69428400.00 57750432.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 0.00 1300000.00 1343377.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 0.00 14738300.00 13033222.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 0.00 8073300.00 6341237.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 0.00 88623300.00 68564209.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 0.00 13624000.00 10547386.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 0.00 15644800.00 9704017.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 1.375000 0.00 40946000.00 26040141.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-08-15 2.000000 0.00 1971000.00 1208326.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 0.00 6972500.00 5364857.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 3.625000 0.00 40315500.00 35105196.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-08-15 4.375000 0.00 9597800.00 9468006.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2054-05-15 4.625000 0.00 471000.00 483738.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-15 0.375000 0.00 25000000.00 30438638.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 0.00 35000000.00 45165606.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-15 6.125000 0.00 600.00 662.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 6.250000 0.00 600.00 663.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2037-02-15 4.750000 0.00 349000.00 369356.56 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 500000000.00 500000000.00 0.0075 N N N Y BARCLAYS BANK PLC BARCLAYS BANK PLC 5.330000% ARP11XNP8 G5GSEF7VJP5I7OUK5573 0001484212 ARP11XNP8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2027-02-15 2.250000 0.00 30068700.00 28599452.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-15 2.375000 0.00 32638600.00 30841475.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 0.00 42772000.00 41764751.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 2.750000 0.00 6496000.00 6434936.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-31 1.750000 0.00 1561000.00 1567077.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 1.875000 0.00 36185800.00 34437343.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-31 1.250000 0.00 638100.00 635979.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-31 1.625000 0.00 2180800.00 2042097.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-15 1.750000 0.00 26033700.00 22963061.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-30 1.500000 0.00 4000000.00 3940030.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-12-31 1.750000 0.00 14395400.00 13561817.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 1.750000 0.00 20006200.00 19821819.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-31 1.375000 0.00 1530800.00 1504747.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-31 1.500000 0.00 100.00 93.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-15 1.500000 0.00 100.00 86.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-28 1.125000 0.00 1912100.00 1755499.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 4.625000 0.00 2700.00 2746.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-26 0.00 0.00 1632000.00 1590005.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-11 0.00 0.00 398300.00 397545.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-05 0.00 0.00 3634000.00 3597641.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 0.00 0.00 23326000.00 22905758.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-29 0.00 0.00 508500.00 497334.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-23 0.00 0.00 1100300.00 1069150.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-18 0.00 0.00 512000.00 510509.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2.125000 0.00 2503600.00 2518016.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-15 2.250000 0.00 25502600.00 24050073.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-31 1.875000 0.00 3018600.00 3017797.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 0.00 24361800.00 19634364.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-31 0.250000 0.00 22201500.00 21012414.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-30 0.250000 0.00 12622400.00 11903540.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 0.250000 0.00 24285300.00 22820381.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 0.00 400.00 375.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 0.375000 0.00 17809000.00 16680308.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 0.00 56615000.00 52790907.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-03-31 1.250000 0.00 36521200.00 32658265.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 0.750000 0.00 10864000.00 10148157.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 1.250000 0.00 45478800.00 40538486.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-31 1.250000 0.00 13779300.00 12241492.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 0.750000 0.00 2999900.00 2782877.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 0.875000 0.00 100000.00 93164.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 1.000000 0.00 47587400.00 41808072.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 0.375000 0.00 19610100.00 19507941.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 0.00 1700.00 1497.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-15 0.375000 0.00 5490000.00 5437663.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 1.250000 0.00 54934100.00 48497395.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-15 0.625000 0.00 6730500.00 6644502.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-31 1.125000 0.00 50000000.00 46230683.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 1.500000 0.00 27317400.00 24239454.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 1.375000 0.00 47529100.00 42123874.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 1.750000 0.00 50000000.00 45010673.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-15 1.500000 0.00 1004000.00 985864.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-15 1.750000 0.00 29063700.00 28500538.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-31 2.500000 0.00 2681600.00 2558595.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-15 2.625000 0.00 29950300.00 29513456.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-30 2.750000 0.00 26853200.00 25709789.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-31 2.625000 0.00 16162500.00 15364398.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-15 2.875000 0.00 2997500.00 2936984.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-06-30 3.250000 0.00 800.00 774.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 3.000000 0.00 30106600.00 29881068.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-31 3.000000 0.00 672700.00 679467.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-31 2.750000 0.00 51236400.00 49251187.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-15 3.125000 0.00 24621200.00 24386489.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-15 3.500000 0.00 100000.00 99175.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-30 4.250000 0.00 862900.00 869291.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 4.250000 0.00 23273000.00 23250469.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-31 4.125000 0.00 31303100.00 31185977.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-11-15 4.125000 0.00 7233700.00 7184887.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-15 4.500000 0.00 2746300.00 2744246.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-30 4.500000 0.00 2390600.00 2390821.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-30 3.875000 0.00 39052000.00 38344123.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-12-31 3.875000 0.00 9737700.00 9746679.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 4.250000 0.00 213400.00 216709.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 3.875000 0.00 998000.00 1000385.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-31 4.125000 0.00 700.00 707.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-31 3.500000 0.00 37489800.00 36525821.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 4.000000 0.00 5802000.00 5808969.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 4.625000 0.00 1999800.00 2021780.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-02-28 4.000000 0.00 980500.00 977973.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-15 4.625000 0.00 300.00 302.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 3.875000 0.00 10403000.00 10398816.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 3.750000 0.00 200.00 197.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 3.500000 0.00 1800.00 1753.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-15 3.625000 0.00 2899900.00 2853087.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-05-15 3.375000 0.00 300.00 280.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-31 4.250000 0.00 16110100.00 16026188.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-31 3.750000 0.00 955100.00 930228.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-15 4.125000 0.00 6994000.00 6923284.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-06-30 3.750000 0.00 22116800.00 21878711.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-15 4.500000 0.00 36645000.00 37234447.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 4.125000 0.00 46875600.00 47227228.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-31 4.000000 0.00 1100.00 1100.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-31 5.000000 0.00 48609600.00 49359857.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-31 4.125000 0.00 30200.00 30313.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-09-30 4.625000 0.00 22570000.00 23210008.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 4.625000 0.00 45512900.00 46471974.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-30 5.000000 0.00 46000400.00 46544836.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 4.625000 0.00 100000.00 100869.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-10-31 4.875000 0.00 150000.00 155883.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 1.125000 0.00 103700.00 101276.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-31 0.625000 0.00 56965800.00 51334890.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 0.500000 0.00 19000000.00 18366461.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-30 0.500000 0.00 99900.00 89365.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-31 0.500000 0.00 1100.00 980.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-31 0.250000 0.00 5281700.00 5049153.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-06-30 0.500000 0.00 30248500.00 26954061.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 0.250000 0.00 58000400.00 55330424.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-31 0.375000 0.00 100.00 88.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-30 2.125000 0.00 371000.00 369823.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2.250000 0.00 1610500.00 1599215.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-30 2.125000 0.00 299000.00 295515.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 2.250000 0.00 10715200.00 10670553.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2.500000 0.00 1548700.00 1539263.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2.625000 0.00 1292900.00 1276670.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 0.00 23246500.00 22917547.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2.875000 0.00 566400.00 555921.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-31 2.750000 0.00 11699200.00 11497241.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-30 3.000000 0.00 43191000.00 42441553.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 3.000000 0.00 23542000.00 23051050.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 0.00 31363300.00 29935122.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 2.875000 0.00 6282500.00 6119553.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 0.00 8475400.00 8274712.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 2.625000 0.00 6624700.00 6214216.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2.500000 0.00 13845800.00 13437102.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 2.250000 0.00 61365800.00 59066994.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2.375000 0.00 1634000.00 1571080.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 1.875000 0.00 16529200.00 15787716.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 0.00 8683000.00 8724436.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 0.00 896100.00 887914.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 0.00 1691500.00 1669230.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 0.00 100.00 96.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 0.00 12197700.00 11654489.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 2.000000 0.00 9479600.00 8942005.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-01 0.00 0.00 13423000.00 13356583.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-20 0.00 0.00 400000.00 386940.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 0.00 0.00 430000.00 427006.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-22 0.00 0.00 62900.00 62396.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-29 0.00 0.00 1154900.00 1144456.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-20 0.00 0.00 3859000.00 3718362.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-12 0.00 0.00 10577000.00 10460314.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-26 0.00 0.00 20085000.00 19822489.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-16 0.00 0.00 19053000.00 19002890.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-30 0.00 0.00 11000000.00 10948729.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-17 0.00 0.00 2106800.00 2022523.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-24 0.00 0.00 8134000.00 7995225.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-13 0.00 0.00 23314000.00 23157936.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-20 0.00 0.00 3331100.00 3305377.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-27 0.00 0.00 12000.00 11895.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-03 0.00 0.00 852000.00 843693.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 0.00 1928000.00 1843725.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-14 0.00 0.00 1000.00 980.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-05 0.00 0.00 12000000.00 11725896.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-10 0.00 0.00 326000.00 322498.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-17 0.00 0.00 21000.00 20753.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-24 0.00 0.00 389000.00 384046.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-01 0.00 0.00 3479000.00 3431125.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-12 0.00 0.00 5279000.00 5029931.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-12 0.00 0.00 3150000.00 3075023.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-08 0.00 0.00 3113000.00 3066955.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-15 0.00 0.00 1500000.00 1476321.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-22 0.00 0.00 129000.00 126832.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-15 6.875000 0.00 100000.00 104843.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-15 6.750000 0.00 100000.00 106986.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 6.500000 0.00 8382700.00 8887269.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-15 6.625000 0.00 312100.00 336927.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-15 6.375000 0.00 1437000.00 1551109.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 5.250000 0.00 2186300.00 2278807.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 5.250000 0.00 7155000.00 7584964.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-08-15 6.125000 0.00 2773700.00 3065033.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 6.250000 0.00 8697700.00 9628752.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 5.375000 0.00 2466800.00 2679914.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2036-02-15 4.500000 0.00 1447200.00 1507779.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2037-02-15 4.750000 0.00 15017000.00 15974397.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2037-05-15 5.000000 0.00 1942900.00 2091332.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2038-02-15 4.375000 0.00 5411200.00 5539568.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2038-05-15 4.500000 0.00 10688500.00 10954413.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-02-15 3.500000 0.00 4988000.00 4601293.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 0.00 4415600.00 4386207.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 0.00 20647400.00 19671048.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 0.00 7938600.00 7922746.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 0.00 24987300.00 20956109.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 0.00 47781800.00 39036772.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 0.00 2755000.00 2292314.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 0.00 26658000.00 21071349.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 0.00 600000.00 477580.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 0.00 50497000.00 40007811.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 0.00 8200.00 6474.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 0.00 11435000.00 8291933.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 0.00 46798200.00 32102066.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 0.00 36979000.00 29207972.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 0.00 2769000.00 2056270.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 0.00 37937100.00 29711500.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 0.00 16154400.00 10123245.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 0.00 17356400.00 8816609.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 0.00 78859700.00 41638853.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-11-15 1.625000 0.00 43012900.00 24136772.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 1.375000 0.00 11014900.00 7067809.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 0.00 8713000.00 5255964.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-08-15 2.000000 0.00 37841900.00 23486258.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 0.00 41306100.00 30847855.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-05-15 2.875000 0.00 59559500.00 44709976.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 0.00 21189600.00 19879608.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-05-15 3.625000 0.00 300.00 261.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2054-02-15 4.250000 0.00 12699300.00 12517009.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-11-15 4.500000 0.00 9596100.00 9796182.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 4.625000 0.00 52486000.00 52769943.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-30 4.375000 0.00 350100.00 352700.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-12-15 4.375000 0.00 2143800.00 2135576.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 3.750000 0.00 26422100.00 26275297.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 4.250000 0.00 3437400.00 3464166.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 4.000000 0.00 26900.00 26967.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-28 4.250000 0.00 13415000.00 13562145.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-03-31 4.125000 0.00 43386600.00 43452145.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-04-30 4.625000 0.00 1999800.00 2054304.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2034-05-15 4.375000 0.00 36438900.00 36879955.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-05-31 4.625000 0.00 14720000.00 15066394.74 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-08-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0533 2760000000.00 2760000000.00 0.0415 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.320000% ARP11XO77 2IGI19DL77OX0HC3ZE78 0000800030 ARP11XO77 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2028-01-31 3.500000 0.00 22996900.00 22613194.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-31 3.500000 0.00 1400.00 1361.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-01-15 1.125000 0.00 126551400.00 124160920.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-02-15 3.500000 0.00 94339000.00 89832106.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 3.750000 0.00 3000.00 2969.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-31 3.750000 0.00 11278800.00 10966702.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 4.125000 0.00 418400.00 421281.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-31 4.125000 0.00 100.00 100.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-09-30 4.625000 0.00 5290400.00 5430937.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 4.625000 0.00 100.00 102.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 4.875000 0.00 44900.00 45020.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-30 4.375000 0.00 45871600.00 46116141.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 4.375000 0.00 100.00 100.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 4.000000 0.00 200.00 200.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 4.625000 0.00 500.00 505.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-15 4.250000 0.00 81254000.00 81609109.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-03-31 4.125000 0.00 1100.00 1098.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 4.500000 0.00 183830800.00 184912942.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 1.000000 0.00 556100.00 580697.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 0.00 4900.00 3604.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 0.00 81000.00 79848.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 0.00 5500.00 4520.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 0.00 94066000.00 47174340.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 0.00 200.00 124.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 0.00 600.00 357.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 1.750000 0.00 41384500.00 27772736.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 0.00 76832800.00 45159004.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 0.00 170247000.00 158558455.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.875000 0.00 100.00 92.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-08-15 4.125000 0.00 2358000.00 2248556.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 0.00 100.00 93.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2.750000 0.00 300.00 297.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 0.00 5000.00 4900.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 0.00 1182600.00 1154845.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 2900.00 2657.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 0.00 12915400.00 14551824.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 0.00 2000.00 2595.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 1.750000 0.00 100.00 99.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 1.125000 0.00 42382100.00 41405212.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-15 0.125000 0.00 11391200.00 13444234.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.875000 0.00 60828000.00 49295935.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 0.00 700.00 656.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 0.375000 0.00 598400.00 558611.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 0.00 200.00 164.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 0.125000 0.00 64787800.00 73968560.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 0.875000 0.00 3847400.00 3586026.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 1.000000 0.00 2300.00 2019.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-31 2.500000 0.00 332000.00 316777.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-30 2.875000 0.00 102044000.00 95963542.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-15 2.875000 0.00 25660000.00 25149190.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-31 3.125000 0.00 100.00 97.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-09-30 3.875000 0.00 40581200.00 40065730.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-15 1.625000 0.00 22742300.00 23747590.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 3.875000 0.00 43900.00 43218.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 0.00 12400.00 12352.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-12-31 3.875000 0.00 38990600.00 39012984.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 3.875000 0.00 157589500.00 158012666.77 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-08-01 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0532 1400000000.00 1400000000.00 0.0211 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 5.330000% ARP11XPM3 549300QJJX6CVVUXLE15 0001317808 ARP11XPM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2044-02-15 4.500000 0.00 14802700.00 14959992.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-31 2.125000 0.00 800.00 804.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 0.00 12841600.00 15404454.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 0.00 126900.00 125104.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 0.00 1079600.00 1024711.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 0.00 475200.00 453207.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 0.00 48933000.00 57789658.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 0.00 1724000.00 1942930.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 0.00 28220900.00 36614659.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 0.00 61000.00 58977.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-15 0.125000 0.00 1620000.00 2024323.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 0.375000 0.00 2632100.00 3250118.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-31 4.000000 0.00 63502000.00 63509723.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-08-15 3.875000 0.00 151245100.00 148527998.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-31 4.125000 0.00 1000.00 1003.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 4.375000 0.00 19959000.00 20246076.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-11 0.00 0.00 4383000.00 4374698.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-08 0.00 0.00 3300.00 3280.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-05 0.00 0.00 248000.00 245518.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-03 0.00 0.00 31500.00 31059.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-18 0.00 0.00 684100.00 682107.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-01 0.00 0.00 1927100.00 1917564.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-22 0.00 0.00 5749200.00 5703189.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-21 0.00 0.00 972000.00 951678.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 6.000000 0.00 700.00 729.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 5.250000 0.00 300.00 318.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 0.00 2893300.00 2902766.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 0.00 8941000.00 12948759.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-31 0.250000 0.00 900.00 860.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 0.250000 0.00 41554600.00 39641686.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 0.00 100.00 109.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-31 0.375000 0.00 800.00 707.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-31 0.500000 0.00 27500.00 24332.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-09-30 0.375000 0.00 45882700.00 40286014.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 0.625000 0.00 4654900.00 4096824.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 0.00 65664500.00 61596642.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 0.375000 0.00 8466400.00 7929819.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 0.00 3580700.00 2953509.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-03-31 1.250000 0.00 10500.00 9389.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 0.750000 0.00 5886600.00 5479544.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-05-15 1.625000 0.00 100.00 84.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-31 1.250000 0.00 18128600.00 16105399.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 0.750000 0.00 48800.00 45269.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 0.00 7288500.00 6500564.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 0.00 989000.00 927857.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 3.625000 0.00 4988100.00 4390998.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.875000 0.00 100.00 92.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-05-15 3.625000 0.00 100.00 87.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-08-15 4.375000 0.00 606200.00 602372.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-11-15 4.750000 0.00 89229500.00 94462751.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-11-15 4.750000 0.00 1000.00 1032.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2054-02-15 4.250000 0.00 274100.00 270165.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 0.00 187200.00 206764.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 0.00 308790200.00 244077809.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 0.00 111800.00 99644.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 0.00 19639900.00 16660101.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 0.00 113229200.00 93053242.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 0.00 670000.00 683013.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 0.00 828100.00 568050.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 0.00 2200.00 1737.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-08-15 2.250000 0.00 24996600.00 16671931.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 0.00 100.00 50.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 0.00 100.00 70.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 0.00 1518600.00 1117606.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-05-15 2.875000 0.00 500.00 375.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.250000 0.00 994000.00 841695.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 0.00 29200.00 22718.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 3.375000 0.00 2500.00 2170.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 4.625000 0.00 496000.00 506452.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-30 5.000000 0.00 4162700.00 4211967.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 4.625000 0.00 40037000.00 40384965.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 5.000000 0.00 11758300.00 11853498.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-10-31 4.875000 0.00 19277100.00 19818398.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-10-31 4.875000 0.00 42337000.00 43997706.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-10-15 2.375000 0.00 11286600.00 11757270.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-11-15 4.500000 0.00 757800.00 773600.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 4.625000 0.00 6659400.00 6695426.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 4.875000 0.00 2200.00 2205.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 4.375000 0.00 233458000.00 234531205.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-12-31 3.750000 0.00 3686200.00 3640948.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 3.750000 0.00 196600.00 195507.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-31 4.000000 0.00 11350100.00 11344466.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2034-01-15 1.750000 0.00 281600.00 282421.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2034-02-15 4.000000 0.00 2000.00 1983.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 4.625000 0.00 560300.00 566761.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-15 4.250000 0.00 270600.00 271830.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 4.500000 0.00 50000.00 50285.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-15 4.500000 0.00 5239200.00 5281524.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-15 2.125000 0.00 15766400.00 16069350.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 0.875000 0.00 1000.00 931.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 0.625000 0.00 72431800.00 66791273.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 1.000000 0.00 2116200.00 1859194.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-15 0.375000 0.00 337900.00 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Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 0.00 169054500.00 148899565.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-31 1.125000 0.00 7294300.00 6744409.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 4.000000 0.00 6045800.00 6080679.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 4.625000 0.00 43993300.00 44920352.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-10-31 4.875000 0.00 145522900.00 149609168.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 0.00 11162900.00 10646278.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-03-31 2.250000 0.00 154900000.00 149097339.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 0.00 14709700.00 14054620.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 1.125000 0.00 152900900.00 149327526.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 0.00 14077800.00 13126907.04 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 750000000.00 750000000.00 0.0113 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 5.330000% ARP123N99 MBNUM2BPBDO7JBLYG310 0000315030 ARP123N99 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 0.00 42846800.00 28569118.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-08-15 2.000000 0.00 100.00 61.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 0.00 270648800.00 159075685.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 2.250000 0.00 123423800.00 80311739.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 0.125000 0.00 68057300.00 44035403.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-05-15 2.875000 0.00 336778500.00 249999941.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 0.00 81947400.00 63052866.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 0.00 263514500.00 243149205.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 3.625000 0.00 106792600.00 92990914.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 1.500000 0.00 261953100.00 236036366.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-05-15 3.625000 0.00 15235900.00 13136198.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-08-15 4.125000 0.00 50478000.00 48135136.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-11-15 4.750000 0.00 238671800.00 249999962.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2054-02-15 2.125000 0.00 95918600.00 97017239.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2054-05-15 4.625000 0.00 243416500.00 249999916.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 0.00 267862300.00 249999960.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 2.625000 0.00 4655600.00 4363169.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 272773300.00 249999913.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 0.00 11627700.00 9007907.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 0.00 56700.00 44377.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 1.000000 0.00 30594000.00 31947216.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 0.00 26993100.00 19178385.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 0.00 50000100.00 33969816.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-11-15 2.875000 0.00 22513000.00 17090957.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 0.00 42921800.00 33592959.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 0.00 13312200.00 13135444.85 U.S. Treasuries (including strips) United 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254900HROIFWPRGM1V77 2026-05-15 3.625000 0.00 254101600.00 249999698.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-15 4.125000 0.00 85000000.00 84140578.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 4.375000 0.00 145000000.00 147085579.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-15 4.625000 0.00 118824000.00 120256581.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 4.625000 0.00 40548400.00 41402859.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-10-31 4.875000 0.00 95456900.00 98137319.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-12-31 3.750000 0.00 253105600.00 249998464.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-05-15 4.500000 0.00 22491900.00 22596047.28 U.S. Treasuries (including 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Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 0.00 5696600.00 4502777.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 0.00 2704000.00 2112537.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 0.00 20730000.00 16191103.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 0.00 5500000.00 4130679.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 0.00 54890000.00 40761535.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-15 1.000000 0.00 91671000.00 89902408.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 1.375000 0.00 79485800.00 70446313.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 0.00 27329900.00 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2.250000 0.00 45093800.00 42102738.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2.750000 0.00 996600.00 989182.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 0.00 12310000.00 11740290.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 0.00 10529900.00 10050404.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 0.00 256062800.00 249999538.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 0.00 131470000.00 125615133.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-15 2.250000 0.00 1861000.00 1770065.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-15 1.750000 0.00 283430000.00 249999825.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 0.375000 0.00 260010000.00 249999932.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-31 0.250000 0.00 5548000.00 5272837.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-31 0.500000 0.00 3563000.00 3152650.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.875000 0.00 29639900.00 24083847.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 1.250000 0.00 978500.00 872206.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 0.00 280302400.00 249999837.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-28 1.875000 0.00 266210800.00 249999928.06 U.S. Treasuries (including strips) Y 2024-07-02 2024-07-02 2024-07-02 N N N 0.0533 5489000000.00 5489000000.00 0.0826 N N Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 5.330000% ARP123OX5 KB1H1DSPRFMYMCUFXT09 0000740906 ARP123OX5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 0.00 156000000.00 106005069.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 0.00 13000000.00 9567287.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 0.00 193567100.00 115205688.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-11-15 4.750000 0.00 1841600.00 1900695.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2054-02-15 2.125000 0.00 239000.00 244678.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 0.00 23580000.00 22488712.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 0.00 40000000.00 47239824.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 0.00 192688500.00 249999960.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 0.375000 0.00 17000.00 20991.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-15 0.125000 0.00 227625200.00 249999897.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-15 0.125000 0.00 20000000.00 21335071.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 0.125000 0.00 25000000.00 27275325.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-15 1.625000 0.00 2700000.00 2818638.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2034-01-15 1.750000 0.00 5147000.00 5162005.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-15 2.125000 0.00 167000.00 170208.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-11-15 4.250000 0.00 78000000.00 76878712.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 0.00 8600000.00 7067592.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 0.00 77800000.00 77676832.07 U.S. Treasuries (including strips) Y 2024-07-02 2024-07-02 2024-07-02 N N N 0.0533 1000000000.00 1000000000.00 0.0150 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 5.330000% ARP124BD1 FOR8UP27PHTHYVLBNG30 0000769993 ARP124BD1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 0.00 109128400.00 104268491.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 0.500000 0.00 17936700.00 17338615.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 0.250000 0.00 701800.00 669493.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 4.250000 0.00 152217600.00 153959956.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 0.00 150290900.00 110164176.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.875000 0.00 187809200.00 174599284.94 U.S. Treasuries (including strips) Y 2024-07-03 2024-07-03 2024-07-03 N N N 0.0533 550000000.00 550000000.00 0.0083 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.320000% ARP125A56 2IGI19DL77OX0HC3ZE78 0000800030 ARP125A56 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 0.00 6147400.00 4811293.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 1.750000 0.00 38266900.00 25680545.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 0.00 7700.00 5705.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-08-15 4.125000 0.00 664500.00 633658.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 0.00 26672300.00 26143328.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 0.00 100.00 97.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 100.00 91.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 0.00 200.00 225.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 0.00 2500.00 2345.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 0.00 100.00 82.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 0.00 5852200.00 5458981.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 0.125000 0.00 100.00 114.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 1.000000 0.00 200.00 175.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-30 0.875000 0.00 1000.00 922.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-08-31 3.125000 0.00 62658300.00 60787023.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-09-30 3.875000 0.00 10000000.00 9872978.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 0.00 100.00 99.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 3.500000 0.00 904700.00 889605.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-31 3.500000 0.00 27715900.00 26957895.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 4.000000 0.00 4106100.00 4111981.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-02-15 3.500000 0.00 1000.00 952.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-30 3.500000 0.00 200.00 194.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 4.125000 0.00 100.00 100.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-15 4.625000 0.00 34709000.00 35129511.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-09-30 4.625000 0.00 3414500.00 3505204.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 4.625000 0.00 800.00 816.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-30 4.375000 0.00 6100.00 6132.52 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-07-12 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0532 200000000.00 200000000.00 0.0030 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 5.320000% ARP125RX7 549300H47WTHXPU08X20 ARP125RX7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 0.00 457507000.00 429222823.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 3.750000 0.00 1134621200.00 1128317194.74 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 1527000000.00 1527000000.00 0.0230 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 5.320000% ARP125VA2 R0MUWSFPU8MPRO8K5P83 0000872786 ARP125VA2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2037-02-15 4.750000 0.00 44400.00 47230.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 0.00 100.00 73.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 0.00 153683200.00 153439898.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 0.00 200.00 125.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 0.00 23770000.00 16985717.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 0.00 123500.00 92231.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 0.375000 0.00 93304800.00 89712679.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 0.00 27031000.00 29657245.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 3.875000 0.00 22332200.00 22323218.31 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 306000000.00 306000000.00 0.0046 N Y Y N BANCO BILBAO VIZCAYA ARGENTARIA SA BANCO BILBAO VIZCAYA ARGENTARIA SA 5.320000% ARP125VD6 K8MS7FD7N5Z2WQ51AZ71 0000842180 ARP125VD6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2040-02-15 2.125000 0.00 4202500.00 6106845.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 0.00 30229800.00 33067142.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 3.625000 0.00 100.00 87.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2054-02-15 4.250000 0.00 1316600.00 1284112.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 4.500000 0.00 237400.00 238163.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 1300.00 1191.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 0.375000 0.00 270400.00 333997.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-15 2.250000 0.00 100.00 95.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 4.875000 0.00 84040100.00 84840741.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 0.125000 0.00 900.00 982.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-11-15 1.375000 0.00 84483400.00 68946482.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-28 1.875000 0.00 100.00 93.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-30 4.375000 0.00 100.00 100.53 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 191000000.00 191000000.00 0.0029 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.320000% ARP125VH7 2IGI19DL77OX0HC3ZE78 0000800030 ARP125VH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2027-08-31 3.125000 0.00 350400.00 339935.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-31 3.500000 0.00 61534600.00 59851685.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-01-15 1.125000 0.00 112018000.00 109902047.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-02-15 3.500000 0.00 1000.00 952.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-03-31 3.625000 0.00 25046600.00 24359644.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 3.750000 0.00 834100.00 825576.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-04-30 3.500000 0.00 54921600.00 52864589.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-31 3.750000 0.00 30612400.00 29765319.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-06-30 3.750000 0.00 87578000.00 86492817.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 4.125000 0.00 86800.00 87397.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-31 4.000000 0.00 61740000.00 61642304.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-09-30 4.625000 0.00 102639200.00 105365767.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-15 1.750000 0.00 10289000.00 15265394.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 0.00 200.00 165.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 0.00 200.00 178.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 0.00 13999600.00 10996097.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 0.00 600.00 469.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 0.00 100.00 73.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 0.00 1124500.00 1108514.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 0.00 9582800.00 5938802.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 0.00 2000.00 1240.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-11-15 1.625000 0.00 6923700.00 3837273.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 0.00 94975500.00 56607817.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 0.00 100.00 69.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-31 4.125000 0.00 3219700.00 3206497.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 3.875000 0.00 800.00 787.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 0.00 3200.00 3187.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-12-31 3.875000 0.00 1953800.00 1954921.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 3.500000 0.00 18836600.00 18522309.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 1.750000 0.00 200.00 134.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 0.00 300.00 176.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2.000000 0.00 88900.00 61626.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 0.00 16700.00 12373.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-08-15 4.125000 0.00 1920600.00 1831458.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 0.00 59576000.00 55603187.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2.750000 0.00 32500.00 32263.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 0.00 200.00 196.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 0.00 26588500.00 25964499.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2.500000 0.00 7234000.00 7023484.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 16723100.00 15326916.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 0.00 5201000.00 6711609.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 0.00 1193600.00 960141.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 0.375000 0.00 100.00 93.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 0.00 400.00 352.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 0.00 100.00 82.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 0.00 349100.00 311196.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 0.625000 0.00 182984500.00 168828705.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-11-15 1.375000 0.00 1700.00 1387.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-01-15 0.125000 0.00 100.00 98.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-31 2.500000 0.00 200.00 190.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-30 2.875000 0.00 51992400.00 48894348.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-06-30 3.250000 0.00 40848800.00 39492514.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-06-30 3.250000 0.00 1200.00 1177.44 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-07-19 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0532 1000000000.00 1000000000.00 0.0150 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.320000% ARP125VK0 1VUV7VQFKUOQSJ21A208 0001330437 ARP125VK0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 0.00 57775900.00 50947947.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 3.875000 0.00 236254900.00 236819607.63 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 282000000.00 282000000.00 0.0042 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.320000% ARP125VL8 2IGI19DL77OX0HC3ZE78 0000800030 ARP125VL8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 0.00 200.00 145.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 0.00 100.00 78.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 0.00 100.00 77.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 0.00 100.00 78.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 0.00 900.00 662.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 0.00 7168900.00 7066991.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 0.00 400.00 314.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 0.00 200.00 154.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 0.00 100.00 75.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 0.00 1000.00 620.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 0.00 1800.00 1072.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 0.00 100.00 69.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 0.00 100.00 66.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 1.750000 0.00 1508300.00 1012205.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 0.00 200.00 117.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 0.125000 0.00 698600.00 452018.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 0.00 93700.00 69424.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-05-15 2.875000 0.00 11520000.00 8551612.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 0.00 13782700.00 10604836.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 0.00 6949900.00 6412788.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-08-15 4.125000 0.00 97324800.00 92807609.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-15 0.375000 0.00 7417000.00 9030535.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 0.00 13244000.00 12360826.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-15 0.500000 0.00 2895400.00 3474255.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 0.00 1300.00 1233.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 0.00 2093500.00 2051981.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 2.625000 0.00 500.00 488.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2.500000 0.00 402100.00 390398.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 600.00 549.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 0.00 3719100.00 4190322.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 0.375000 0.00 200.00 247.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 0.00 9967700.00 9736616.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 0.00 2765600.00 3568857.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 0.00 5937900.00 7070393.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 0.00 26527300.00 30985622.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 0.00 208500.00 194490.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 0.125000 0.00 8431400.00 9626172.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-01-15 0.125000 0.00 21381500.00 20979820.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-07-15 0.625000 0.00 407400.00 396093.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-10-15 1.625000 0.00 9007800.00 9405976.81 U.S. Treasuries (including 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MARKETS INC 5.320000% ARP125VN4 MBNUM2BPBDO7JBLYG310 0000315030 ARP125VN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2028-11-30 1.500000 0.00 71200.00 63120.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 1.375000 0.00 185316800.00 164127204.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 1.750000 0.00 745400.00 670423.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-10-31 4.875000 0.00 289600.00 297480.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 4.375000 0.00 1200.00 1204.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 3.750000 0.00 3240800.00 3220499.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 4.000000 0.00 249539300.00 249980891.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 5.250000 0.00 100.00 104.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 0.00 1189400.00 1786575.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 0.00 3301600.00 3898769.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 2.625000 0.00 213611200.00 200193738.28 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 612000000.00 612000000.00 0.0092 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.320000% ARP125VP9 1VUV7VQFKUOQSJ21A208 0001330437 ARP125VP9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 0.00 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Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 0.00 4299900.00 3967589.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 4.625000 0.00 3119500.00 3148429.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 0.00 100000.00 119072.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-15 0.125000 0.00 3109900.00 3310802.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-01-15 1.125000 0.00 68263600.00 66974141.63 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 76000000.00 76000000.00 0.0011 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.320000% ARP125W52 ZBUT11V806EZRVTWT807 0000782124 ARP125W52 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2025-01-15 2.375000 0.00 100.00 166.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2037-05-15 5.000000 0.00 6765600.00 7282473.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2038-05-15 4.500000 0.00 243931200.00 249999826.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 0.00 341061100.00 249999933.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-08-15 2.750000 0.00 332873600.00 249998934.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 0.00 398943100.00 249999942.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 0.00 399612800.00 249999809.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 1.750000 0.00 369292800.00 249999521.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-05-15 3.625000 0.00 286777600.00 249999588.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-10-31 4.875000 0.00 190214400.00 197675730.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-30 4.375000 0.00 248156800.00 249999859.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 3.750000 0.00 251395200.00 249998437.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-31 4.000000 0.00 250123200.00 249999045.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-15 4.250000 0.00 248867200.00 249998639.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-30 4.625000 0.00 244947200.00 249996806.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 0.00 219264000.00 209116416.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 0.00 171409600.00 202433985.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 0.00 17164500.00 21953861.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-15 1.750000 0.00 283428800.00 249998767.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 0.00 283839200.00 249999458.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-15 0.125000 0.00 52769600.00 55079916.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-09-30 3.875000 0.00 252877600.00 249999300.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-10-31 4.000000 0.00 252165200.00 249999868.39 U.S. 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(including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-31 1.375000 0.00 14300.00 14056.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-15 0.125000 0.00 211859200.00 249996291.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 0.00 283500000.00 249995985.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-29 1.125000 0.00 33490900.00 29894529.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 1.750000 0.00 241517600.00 217417394.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 5.474200 0.00 5770100.00 5825310.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-10-15 2.375000 0.00 239990400.00 249998399.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 4.250000 0.00 61242800.00 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(including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-15 0.125000 0.00 27000000.00 29644362.00 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 444000000.00 444000000.00 0.0067 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 5.320000% ARP125WE3 G5GSEF7VJP5I7OUK5573 0001484212 ARP125WE3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 0.00 155858800.00 145520719.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-09-30 3.875000 0.00 3660200.00 3618538.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-15 4.250000 0.00 84161700.00 84544329.28 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 229000000.00 229000000.00 0.0034 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 5.320000% ARP125WL7 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Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 0.00 1221900.00 1146204.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 0.00 100.00 88.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 0.750000 0.00 10000.00 9276.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 0.625000 0.00 45469000.00 41928164.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 0.00 100.00 88.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 1.750000 0.00 14364500.00 12931116.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2.875000 0.00 19394000.00 17626576.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-06-30 3.250000 0.00 6637300.00 6513736.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-09-30 3.875000 0.00 556400.00 550066.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-30 4.250000 0.00 98500.00 99229.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-10-31 4.000000 0.00 100.00 99.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 0.125000 0.00 100.00 65.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.250000 0.00 7983300.00 6760065.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 0.00 900.00 700.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 0.00 200.00 186.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 0.00 20360400.00 19101671.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 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U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 0.00 300.00 205.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 0.00 512000.00 399896.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 0.00 711600.00 523698.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-08-15 2.000000 0.00 13133800.00 8151383.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-31 3.500000 0.00 23700.00 23090.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-01-15 1.125000 0.00 28092000.00 27628950.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-02-15 3.500000 0.00 200.00 191.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-05-15 3.375000 0.00 1000.00 936.22 U.S. Treasuries 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43433100.00 36127583.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 0.00 46642000.00 47016807.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 0.00 68900000.00 67985167.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 0.00 100.00 98.58 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0531 153000000.00 153000000.00 0.0023 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 5.320000% ARP125WU7 G5GSEF7VJP5I7OUK5573 0001484212 ARP125WU7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 0.00 3709800.00 2599751.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 0.625000 0.00 32175900.00 29670246.16 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 31623185.00 31623185.00 0.0005 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 5.300000% ARP125WX1 254900Y8NKGV541U8Q32 0001457970 ARP125WX1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 2812971400.00 2581139444.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.750000 0.00 1242209200.00 1220538914.52 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 3800000000.00 3800000000.00 0.0572 N Y Y N Charles Schwab Family of Funds 2024-07-08 Dana Smith Dana Smith CFO