iShares U.S. Treasury Bond ETF Fund Holdings as of,"Mar 27, 2024" Inception Date,"Feb 14, 2012" Shares Outstanding,"1,121,300,000.00" Stock,"-" Bond,"-" Cash,"-" Other,"-"   Name,Sector,Asset Class,Market Value,Weight (%),Notional Value,Par Value,CUSIP,ISIN,SEDOL,Price,Location,Exchange,Currency,Duration,YTM (%),FX Rate,Maturity,Coupon (%),Mod. Duration,Yield to Call (%),Yield to Worst (%),Real Duration,Real YTM (%),Market Currency,Accrual Date,Effective Date "TREASURY NOTE","Treasuries","Fixed Income","1,277,907,091.80","5.01","1,277,907,091.80","1,553,198,300.00","91282CDJ7","US91282CDJ71","BMCNFW7","81.77","United States","-","USD","7.04","4.19","1.00","Nov 15, 2031","1.38","7.03","-","4.19","7.03","4.19","USD","Nov 15, 2021","Nov 15, 2021" "TREASURY BOND","Treasuries","Fixed Income","917,236,982.35","3.60","917,236,982.35","1,517,753,400.00","912810SU3","US912810SU34","BLH1TN8","60.22","United States","-","USD","18.67","4.42","1.00","Feb 15, 2051","1.88","18.73","-","4.42","18.73","4.42","USD","Feb 15, 2021","Feb 16, 2021" "TREASURY NOTE","Treasuries","Fixed Income","824,245,077.68","3.23","824,245,077.68","853,921,800.00","9128285M8","US9128285M81","BGRW840","95.38","United States","-","USD","4.21","4.23","1.00","Nov 15, 2028","3.13","4.20","-","4.23","4.20","4.23","USD","Nov 15, 2018","Nov 15, 2018" "TREASURY NOTE","Treasuries","Fixed Income","723,310,581.09","2.84","723,310,581.09","774,899,000.00","9128286B1","US9128286B18","BJ7G9F1","93.05","United States","-","USD","4.50","4.21","1.00","Feb 15, 2029","2.63","4.50","-","4.21","4.50","4.21","USD","Feb 15, 2019","Feb 15, 2019" "TREASURY NOTE","Treasuries","Fixed Income","643,169,658.09","2.52","643,169,658.09","678,071,800.00","9128283W8","US9128283W81","BG0D0D3","94.54","United States","-","USD","3.62","4.29","1.00","Feb 15, 2028","2.75","3.62","-","4.29","3.62","4.29","USD","Feb 15, 2018","Feb 15, 2018" "TREASURY NOTE","Treasuries","Fixed Income","639,032,420.64","2.51","639,032,420.64","674,969,200.00","912828R36","US912828R366","BYZ2XV0","94.08","United States","-","USD","2.04","4.57","1.00","May 15, 2026","1.63","2.05","-","4.57","2.05","4.57","USD","May 15, 2016","May 16, 2016" "TREASURY NOTE","Treasuries","Fixed Income","573,228,900.38","2.25","573,228,900.38","606,494,100.00","912828V98","US912828V988","BYPG9T2","94.26","United States","-","USD","2.75","4.39","1.00","Feb 15, 2027","2.25","2.74","-","4.39","2.74","4.39","USD","Feb 15, 2017","Feb 15, 2017" "TREASURY NOTE","Treasuries","Fixed Income","567,021,958.30","2.22","567,021,958.30","608,399,000.00","91282CAZ4","US91282CAZ41","BLH34N9","93.08","United States","-","USD","1.64","4.71","1.00","Nov 30, 2025","0.38","1.63","-","4.71","1.63","4.71","USD","Nov 30, 2020","Nov 30, 2020" "TREASURY BOND","Treasuries","Fixed Income","536,685,347.21","2.10","536,685,347.21","583,706,200.00","912810RD2","US912810RD28","BGK9QZ5","90.57","United States","-","USD","13.17","4.48","1.00","Nov 15, 2043","3.75","13.24","-","4.48","13.24","4.48","USD","Nov 15, 2013","Nov 15, 2013" "TREASURY NOTE","Treasuries","Fixed Income","464,182,594.68","1.82","464,182,594.68","506,955,200.00","91282CCW9","US91282CCW91","BN4FTY8","91.51","United States","-","USD","2.36","4.48","1.00","Aug 31, 2026","0.75","2.35","-","4.48","2.35","4.48","USD","Aug 31, 2021","Aug 31, 2021" "TREASURY BOND","Treasuries","Fixed Income","427,905,731.04","1.68","427,905,731.04","585,644,200.00","912810RS9","US912810RS96","BYZ2TS9","72.15","United States","-","USD","15.41","4.50","1.00","May 15, 2046","2.50","15.51","-","4.50","15.51","4.50","USD","May 15, 2016","May 16, 2016" "TREASURY NOTE","Treasuries","Fixed Income","410,335,370.83","1.61","410,335,370.83","460,792,000.00","91282CDL2","US91282CDL28","BP39M35","88.57","United States","-","USD","4.41","4.22","1.00","Nov 30, 2028","1.50","4.41","-","4.22","4.41","4.22","USD","Nov 30, 2021","Nov 30, 2021" "TREASURY BOND","Treasuries","Fixed Income","401,357,066.07","1.57","401,357,066.07","505,591,100.00","912810QY7","US912810QY73","B8JB195","78.38","United States","-","USD","13.56","4.47","1.00","Nov 15, 2042","2.75","13.60","-","4.47","13.60","4.47","USD","Nov 15, 2012","Nov 15, 2012" "TREASURY NOTE","Treasuries","Fixed Income","401,349,448.73","1.57","401,349,448.73","406,973,400.00","91282CEQ0","US91282CEQ06","BPSLLX9","97.61","United States","-","USD","1.08","4.94","1.00","May 15, 2025","2.75","1.09","-","4.94","1.09","4.94","USD","May 15, 2022","May 16, 2022" "TREASURY NOTE","Treasuries","Fixed Income","399,585,798.99","1.57","399,585,798.99","416,966,000.00","9128284N7","US9128284N73","BD59D36","94.78","United States","-","USD","3.80","4.26","1.00","May 15, 2028","2.88","3.80","-","4.26","3.80","4.26","USD","May 15, 2018","May 15, 2018" "TREASURY NOTE","Treasuries","Fixed Income","395,875,664.54","1.55","395,875,664.54","427,858,200.00","91282CBQ3","US91282CBQ33","BLKH0X0","92.49","United States","-","USD","1.88","4.62","1.00","Feb 28, 2026","0.50","1.88","-","4.62","1.88","4.62","USD","Feb 28, 2021","Mar 1, 2021" "TREASURY BOND","Treasuries","Fixed Income","368,404,526.16","1.44","368,404,526.16","340,119,700.00","912810FB9","US912810FB99","2124555","106.08","United States","-","USD","3.19","4.30","1.00","Nov 15, 2027","6.13","3.19","-","4.30","3.19","4.30","USD","Nov 15, 1997","Nov 17, 1997" "TREASURY NOTE","Treasuries","Fixed Income","356,146,615.70","1.40","356,146,615.70","364,464,200.00","912828XB1","US912828XB14","BXC4FY9","96.94","United States","-","USD","1.09","4.93","1.00","May 15, 2025","2.13","1.09","-","4.93","1.09","4.93","USD","May 15, 2015","May 15, 2015" "TREASURY NOTE","Treasuries","Fixed Income","351,002,698.52","1.38","351,002,698.52","374,142,600.00","91282CAJ0","US91282CAJ09","BMV9TX5","93.80","United States","-","USD","1.40","4.80","1.00","Aug 31, 2025","0.25","1.39","-","4.80","1.39","4.80","USD","Aug 31, 2020","Aug 31, 2020" "TREASURY NOTE","Treasuries","Fixed Income","339,783,151.79","1.33","339,783,151.79","364,225,800.00","91282CAT8","US91282CAT80","BMYVTV6","93.19","United States","-","USD","1.55","4.74","1.00","Oct 31, 2025","0.25","1.55","-","4.74","1.55","4.74","USD","Oct 31, 2020","Nov 2, 2020" "TREASURY NOTE","Treasuries","Fixed Income","331,039,511.09","1.30","331,039,511.09","352,206,800.00","9128283F5","US9128283F58","BF92XX5","93.17","United States","-","USD","3.40","4.30","1.00","Nov 15, 2027","2.25","3.40","-","4.30","3.40","4.30","USD","Nov 15, 2017","Nov 15, 2017" "TREASURY NOTE (OLD)","Treasuries","Fixed Income","293,561,304.02","1.15","293,561,304.02","294,240,000.00","91282CKA8","US91282CKA89","BS2G197","99.30","United States","-","USD","2.68","4.38","1.00","Feb 15, 2027","4.13","2.68","-","4.38","2.68","4.38","USD","Feb 15, 2024","Feb 15, 2024" "TREASURY NOTE","Treasuries","Fixed Income","287,092,891.67","1.13","287,092,891.67","297,473,400.00","912828K74","US912828K742","BYS2RD7","96.29","United States","-","USD","1.34","4.80","1.00","Aug 15, 2025","2.00","1.34","-","4.80","1.34","4.80","USD","Aug 15, 2015","Aug 17, 2015" "TREASURY NOTE","Treasuries","Fixed Income","264,183,649.18","1.04","264,183,649.18","285,650,300.00","9128286T2","US9128286T26","BK1WFV0","91.62","United States","-","USD","4.70","4.21","1.00","May 15, 2029","2.38","4.71","-","4.21","4.71","4.21","USD","May 15, 2019","May 15, 2019" "TREASURY BOND","Treasuries","Fixed Income","249,543,506.73","0.98","249,543,506.73","319,448,800.00","912810RU4","US912810RU43","BZ1BP67","77.07","United States","-","USD","15.18","4.50","1.00","Nov 15, 2046","2.88","15.27","-","4.50","15.27","4.50","USD","Nov 15, 2016","Nov 15, 2016" "TREASURY NOTE","Treasuries","Fixed Income","247,177,286.56","0.97","247,177,286.56","248,975,200.00","91282CGP0","US91282CGP05","BP0Y3D0","98.98","United States","-","USD","3.59","4.28","1.00","Feb 29, 2028","4.00","3.58","-","4.28","3.58","4.28","USD","Feb 28, 2023","Feb 28, 2023" "UNITED STATES TREASURY","Treasuries","Fixed Income","232,044,549.80","0.91","232,044,549.80","233,338,100.00","91282CHB0","US91282CHB00","BRSDHQ4","98.12","United States","-","USD","2.00","4.56","1.00","May 15, 2026","3.63","2.00","-","4.56","2.00","4.56","USD","May 15, 2023","May 15, 2023" "TREASURY NOTE","Treasuries","Fixed Income","229,850,708.73","0.90","229,850,708.73","251,035,600.00","91282CCP4","US91282CCP41","BMD9ZB3","91.46","United States","-","USD","2.28","4.50","1.00","Jul 31, 2026","0.63","2.28","-","4.50","2.28","4.50","USD","Jul 31, 2021","Aug 2, 2021" "TREASURY NOTE","Treasuries","Fixed Income","229,486,837.82","0.90","229,486,837.82","262,174,200.00","91282CBB6","US91282CBB63","BNNXCL1","87.38","United States","-","USD","3.64","4.29","1.00","Dec 31, 2027","0.63","3.64","-","4.29","3.64","4.29","USD","Dec 31, 2020","Dec 31, 2020" "TREASURY NOTE","Treasuries","Fixed Income","228,928,463.83","0.90","228,928,463.83","226,371,200.00","91282CJP7","US91282CJP77","BM92T47","99.90","United States","-","USD","2.51","4.41","1.00","Dec 15, 2026","4.38","2.51","-","4.41","2.51","4.41","USD","Dec 15, 2023","Dec 15, 2023" "TREASURY NOTE","Treasuries","Fixed Income","228,853,405.61","0.90","228,853,405.61","258,677,000.00","91282CCY5","US91282CCY57","BMXJTY4","87.86","United States","-","USD","4.28","4.23","1.00","Sep 30, 2028","1.25","4.27","-","4.23","4.27","4.23","USD","Sep 30, 2021","Sep 30, 2021" "TREASURY NOTE (2OLD)","Treasuries","Fixed Income","225,792,493.93","0.89","225,792,493.93","226,371,200.00","91282CJT9","US91282CJT99","BQPG6W8","98.95","United States","-","USD","2.60","4.40","1.00","Jan 15, 2027","4.00","2.60","-","4.40","2.60","4.40","USD","Jan 15, 2024","Jan 16, 2024" "TREASURY BOND","Treasuries","Fixed Income","222,972,789.82","0.87","222,972,789.82","217,507,600.00","912810QD3","US912810QD37","B59RHH2","100.91","United States","-","USD","11.08","4.29","1.00","Nov 15, 2039","4.38","11.09","-","4.29","11.09","4.29","USD","Nov 15, 2009","Nov 16, 2009" "TREASURY NOTE","Treasuries","Fixed Income","219,672,150.85","0.86","219,672,150.85","225,172,400.00","912828J27","US912828J272","BVVT3Q9","97.33","United States","-","USD","0.87","5.11","1.00","Feb 15, 2025","2.00","0.86","-","5.11","0.86","5.11","USD","Feb 15, 2015","Feb 17, 2015" "TREASURY NOTE (OLD)","Treasuries","Fixed Income","215,973,207.52","0.85","215,973,207.52","207,690,500.00","91282CJJ1","US91282CJJ18","BRBS4K9","102.34","United States","-","USD","7.67","4.20","1.00","Nov 15, 2033","4.50","7.66","-","4.20","7.66","4.20","USD","Nov 15, 2023","Nov 15, 2023" "TREASURY NOTE","Treasuries","Fixed Income","215,943,061.85","0.85","215,943,061.85","232,378,500.00","91282CFC0","US91282CFC01","BPG9B13","92.52","United States","-","USD","4.88","4.20","1.00","Jul 31, 2029","2.63","4.88","-","4.20","4.88","4.20","USD","Jul 31, 2022","Aug 1, 2022" "TREASURY NOTE","Treasuries","Fixed Income","215,289,715.60","0.84","215,289,715.60","226,063,700.00","91282CGM7","US91282CGM73","BQXLPX9","94.84","United States","-","USD","7.50","4.20","1.00","Feb 15, 2033","3.50","7.49","-","4.20","7.49","4.20","USD","Feb 15, 2023","Feb 15, 2023" "TREASURY NOTE","Treasuries","Fixed Income","212,697,366.25","0.83","212,697,366.25","237,438,200.00","91282CBS9","US91282CBS98","BMDNPR1","88.97","United States","-","USD","3.81","4.27","1.00","Mar 31, 2028","1.25","3.81","-","4.27","3.81","4.27","USD","Mar 31, 2021","Mar 31, 2021" "TREASURY NOTE","Treasuries","Fixed Income","204,154,671.72","0.80","204,154,671.72","205,801,600.00","91282CGQ8","US91282CGQ87","BMTY6J7","98.91","United States","-","USD","5.21","4.21","1.00","Feb 28, 2030","4.00","5.21","-","4.21","5.21","4.21","USD","Feb 28, 2023","Feb 28, 2023" "TREASURY NOTE","Treasuries","Fixed Income","200,550,933.84","0.79","200,550,933.84","236,583,000.00","91282CDY4","US91282CDY49","BM96PV8","84.56","United States","-","USD","7.15","4.19","1.00","Feb 15, 2032","1.88","7.14","-","4.19","7.14","4.19","USD","Feb 15, 2022","Feb 15, 2022" "TREASURY NOTE","Treasuries","Fixed Income","195,059,958.20","0.76","195,059,958.20","205,236,000.00","91282CHC8","US91282CHC82","BQYLTK3","93.81","United States","-","USD","7.64","4.20","1.00","May 15, 2033","3.38","7.63","-","4.20","7.63","4.20","USD","May 15, 2023","May 15, 2023" "TREASURY NOTE","Treasuries","Fixed Income","193,913,572.79","0.76","193,913,572.79","204,524,400.00","912828P46","US912828P469","BD2C0G0","94.63","United States","-","USD","1.83","4.63","1.00","Feb 15, 2026","1.63","1.82","-","4.63","1.82","4.63","USD","Feb 15, 2016","Feb 16, 2016" "TREASURY NOTE","Treasuries","Fixed Income","186,943,322.51","0.73","186,943,322.51","220,024,300.00","91282CCB5","US91282CCB54","BMHV4S5","84.37","United States","-","USD","6.54","4.18","1.00","May 15, 2031","1.63","6.54","-","4.18","6.54","4.18","USD","May 15, 2021","May 17, 2021" "TREASURY NOTE","Treasuries","Fixed Income","179,526,579.45","0.70","179,526,579.45","180,576,000.00","91282CGE5","US91282CGE57","BNNMQW7","98.65","United States","-","USD","1.71","4.66","1.00","Jan 15, 2026","3.88","1.71","-","4.66","1.71","4.66","USD","Jan 15, 2023","Jan 17, 2023" "TREASURY NOTE","Treasuries","Fixed Income","178,545,659.20","0.70","178,545,659.20","181,984,400.00","912828XZ8","US912828XZ81","BD9MJH7","97.45","United States","-","USD","1.21","4.85","1.00","Jun 30, 2025","2.75","1.21","-","4.85","1.21","4.85","USD","Jun 30, 2018","Jul 2, 2018" "TREASURY BOND","Treasuries","Fixed Income","175,935,128.60","0.69","175,935,128.60","184,359,800.00","912810TL2","US912810TL26","BQXS7C3","93.97","United States","-","USD","16.26","4.37","1.00","Nov 15, 2052","4.00","16.30","-","4.37","16.30","4.37","USD","Nov 15, 2022","Nov 15, 2022" "TREASURY NOTE","Treasuries","Fixed Income","173,572,350.04","0.68","173,572,350.04","182,642,400.00","91282CFJ5","US91282CFJ53","BQ0LV12","94.80","United States","-","USD","4.91","4.21","1.00","Aug 31, 2029","3.13","4.91","-","4.21","4.91","4.21","USD","Aug 31, 2022","Aug 31, 2022" "TREASURY NOTE","Treasuries","Fixed Income","166,774,406.34","0.65","166,774,406.34","165,194,400.00","91282CFV8","US91282CFV81","BQB9KG3","99.45","United States","-","USD","7.10","4.20","1.00","Nov 15, 2032","4.13","7.09","-","4.20","7.09","4.20","USD","Nov 15, 2022","Nov 15, 2022" "TREASURY NOTE","Treasuries","Fixed Income","166,709,344.05","0.65","166,709,344.05","164,607,200.00","91282CFW6","US91282CFW64","BNNGQR4","99.63","United States","-","USD","1.54","4.73","1.00","Nov 15, 2025","4.50","1.53","-","4.73","1.53","4.73","USD","Nov 15, 2022","Nov 15, 2022" "TREASURY NOTE","Treasuries","Fixed Income","159,904,477.63","0.63","159,904,477.63","158,530,500.00","91282CHM6","US91282CHM64","BRBP392","99.98","United States","-","USD","2.14","4.51","1.00","Jul 15, 2026","4.50","2.15","-","4.51","2.15","4.51","USD","Jul 15, 2023","Jul 17, 2023" "TREASURY NOTE","Treasuries","Fixed Income","152,254,322.07","0.60","152,254,322.07","171,500,400.00","91282CDF5","US91282CDF59","BN7DP74","88.22","United States","-","USD","4.34","4.22","1.00","Oct 31, 2028","1.38","4.34","-","4.22","4.34","4.22","USD","Oct 31, 2021","Nov 1, 2021" "TREASURY NOTE","Treasuries","Fixed Income","150,742,607.43","0.59","150,742,607.43","152,742,200.00","91282CGS4","US91282CGS44","BLGV876","96.92","United States","-","USD","5.24","4.21","1.00","Mar 31, 2030","3.63","5.24","-","4.21","5.24","4.21","USD","Mar 31, 2023","Mar 31, 2023" "TREASURY BOND","Treasuries","Fixed Income","148,114,559.94","0.58","148,114,559.94","144,473,600.00","912810PW2","US912810PW27","BD0CMD3","102.03","United States","-","USD","10.33","4.18","1.00","Feb 15, 2038","4.38","10.33","-","4.18","10.33","4.18","USD","Feb 15, 2008","Feb 15, 2008" "TREASURY NOTE","Treasuries","Fixed Income","147,638,215.80","0.58","147,638,215.80","168,915,000.00","91282CCR0","US91282CCR07","BMD9ZD5","87.25","United States","-","USD","4.16","4.24","1.00","Jul 31, 2028","1.00","4.16","-","4.24","4.16","4.24","USD","Jul 31, 2021","Aug 2, 2021" "TREASURY NOTE","Treasuries","Fixed Income","140,706,717.74","0.55","140,706,717.74","151,145,800.00","91282CBT7","US91282CBT71","BMDNPN7","92.73","United States","-","USD","1.94","4.58","1.00","Mar 31, 2026","0.75","1.95","-","4.58","1.95","4.58","USD","Mar 31, 2021","Mar 31, 2021" "US TREASURY N/B","Treasuries","Fixed Income","140,211,587.16","0.55","140,211,587.16","174,726,800.00","91282CAE1","US91282CAE12","BL6JZM4","80.18","United States","-","USD","6.12","4.20","1.00","Aug 15, 2030","0.63","6.12","-","4.20","6.12","4.20","USD","Aug 15, 2020","Aug 17, 2020" "TREASURY NOTE","Treasuries","Fixed Income","138,413,626.45","0.54","138,413,626.45","142,856,400.00","91282CGJ4","US91282CGJ45","BPQGCQ6","96.35","United States","-","USD","5.19","4.21","1.00","Jan 31, 2030","3.50","5.19","-","4.21","5.19","4.21","USD","Jan 31, 2023","Jan 31, 2023" "TREASURY NOTE","Treasuries","Fixed Income","138,318,032.56","0.54","138,318,032.56","149,529,600.00","91282CCJ8","US91282CCJ80","BMBYXC7","92.29","United States","-","USD","2.19","4.50","1.00","Jun 30, 2026","0.88","2.19","-","4.50","2.19","4.50","USD","Jun 30, 2021","Jun 30, 2021" "TREASURY NOTE","Treasuries","Fixed Income","134,851,664.08","0.53","134,851,664.08","145,926,700.00","91282CDG3","US91282CDG33","BN7DP63","91.95","United States","-","USD","2.50","4.44","1.00","Oct 31, 2026","1.13","2.49","-","4.44","2.49","4.44","USD","Oct 31, 2021","Nov 1, 2021" "TREASURY NOTE","Treasuries","Fixed Income","133,541,651.51","0.52","133,541,651.51","144,423,200.00","91282CDK4","US91282CDK45","BP39M24","92.06","United States","-","USD","2.57","4.43","1.00","Nov 30, 2026","1.25","2.57","-","4.43","2.57","4.43","USD","Nov 30, 2021","Nov 30, 2021" "TREASURY NOTE","Treasuries","Fixed Income","133,034,740.84","0.52","133,034,740.84","127,177,300.00","91282CHZ7","US91282CHZ77","BMX7M83","102.34","United States","-","USD","5.47","4.21","1.00","Sep 30, 2030","4.63","5.47","-","4.21","5.47","4.21","USD","Sep 30, 2023","Oct 2, 2023" "TREASURY BOND","Treasuries","Fixed Income","132,729,984.72","0.52","132,729,984.72","168,986,000.00","912810SA7","US912810SA79","BG0D0F5","78.21","United States","-","USD","15.69","4.50","1.00","Feb 15, 2048","3.00","15.78","-","4.50","15.78","4.50","USD","Feb 15, 2018","Feb 15, 2018" "TREASURY NOTE","Treasuries","Fixed Income","131,910,581.19","0.52","131,910,581.19","124,713,100.00","91282CJG7","US91282CJG78","BMWPXY1","103.79","United States","-","USD","5.52","4.21","1.00","Oct 31, 2030","4.88","5.51","-","4.21","5.51","4.21","USD","Oct 31, 2023","Oct 31, 2023" "TREASURY NOTE","Treasuries","Fixed Income","131,274,429.35","0.51","131,274,429.35","142,726,400.00","91282CEP2","US91282CEP23","BPSLLY0","90.93","United States","-","USD","7.04","4.20","1.00","May 15, 2032","2.88","7.03","-","4.20","7.03","4.20","USD","May 15, 2022","May 16, 2022" "TREASURY NOTE (OLD)","Treasuries","Fixed Income","127,943,829.48","0.50","127,943,829.48","128,680,000.00","91282CJX0","US91282CJX02","BPJM959","98.81","United States","-","USD","5.90","4.20","1.00","Jan 31, 2031","4.00","5.89","-","4.20","5.89","4.20","USD","Jan 31, 2024","Jan 31, 2024" "TREASURY NOTE","Treasuries","Fixed Income","127,744,466.61","0.50","127,744,466.61","128,749,800.00","91282CGB1","US91282CGB19","BMFTYP8","98.29","United States","-","USD","5.06","4.21","1.00","Dec 31, 2029","3.88","5.06","-","4.21","5.06","4.21","USD","Dec 31, 2022","Jan 3, 2023" "TREASURY NOTE","Treasuries","Fixed Income","127,659,243.19","0.50","127,659,243.19","138,697,900.00","91282CCZ2","US91282CCZ23","BMCV833","91.61","United States","-","USD","2.42","4.44","1.00","Sep 30, 2026","0.88","2.42","-","4.44","2.42","4.44","USD","Sep 30, 2021","Sep 30, 2021" "TREASURY NOTE","Treasuries","Fixed Income","124,427,239.47","0.49","124,427,239.47","133,125,900.00","9128282A7","US9128282A70","BZ56W78","93.30","United States","-","USD","2.30","4.49","1.00","Aug 15, 2026","1.50","2.30","-","4.49","2.30","4.49","USD","Aug 15, 2016","Aug 15, 2016" "TREASURY NOTE","Treasuries","Fixed Income","124,076,131.83","0.49","124,076,131.83","137,663,400.00","91282CFF3","US91282CFF32","BPJK0D8","89.82","United States","-","USD","7.32","4.20","1.00","Aug 15, 2032","2.75","7.31","-","4.20","7.31","4.20","USD","Aug 15, 2022","Aug 15, 2022" "TREASURY NOTE (2OLD)","Treasuries","Fixed Income","122,495,575.59","0.48","122,495,575.59","125,096,500.00","91282CHT1","US91282CHT18","BRT3QG6","97.48","United States","-","USD","7.75","4.20","1.00","Aug 15, 2033","3.88","7.74","-","4.20","7.74","4.20","USD","Aug 15, 2023","Aug 15, 2023" "TREASURY NOTE","Treasuries","Fixed Income","121,750,556.10","0.48","121,750,556.10","137,049,400.00","912828ZS2","US912828ZS21","BLB6SP4","88.68","United States","-","USD","3.08","4.35","1.00","May 31, 2027","0.50","3.08","-","4.35","3.08","4.35","USD","May 31, 2020","Jun 1, 2020" "TREASURY NOTE","Treasuries","Fixed Income","119,170,740.37","0.47","119,170,740.37","125,794,200.00","912828U24","US912828U246","BZ1BP78","94.00","United States","-","USD","2.51","4.44","1.00","Nov 15, 2026","2.00","2.50","-","4.44","2.50","4.44","USD","Nov 15, 2016","Nov 15, 2016" "TREASURY NOTE","Treasuries","Fixed Income","115,588,125.14","0.45","115,588,125.14","113,150,000.00","91282CJK8","US91282CJK80","BRBS4G5","100.46","United States","-","USD","2.42","4.43","1.00","Nov 15, 2026","4.63","2.42","-","4.43","2.42","4.43","USD","Nov 15, 2023","Nov 15, 2023" "TREASURY BOND","Treasuries","Fixed Income","113,260,641.35","0.44","113,260,641.35","161,881,600.00","912810SW9","US912810SW99","BN303J7","69.75","United States","-","USD","13.60","4.44","1.00","Feb 15, 2041","1.88","13.62","-","4.44","13.62","4.44","USD","Feb 15, 2021","Mar 1, 2021" "TREASURY NOTE","Treasuries","Fixed Income","113,016,093.81","0.44","113,016,093.81","112,035,000.00","91282CHX2","US91282CHX20","BMGC3Q0","100.55","United States","-","USD","3.98","4.24","1.00","Aug 31, 2028","4.38","3.98","-","4.24","3.98","4.24","USD","Aug 31, 2023","Aug 31, 2023" "TREASURY NOTE","Treasuries","Fixed Income","111,362,657.00","0.44","111,362,657.00","117,476,800.00","912828ZT0","US912828ZT04","BLB6SL0","94.71","United States","-","USD","1.15","4.92","1.00","May 31, 2025","0.25","1.15","-","4.92","1.15","4.92","USD","May 31, 2020","Jun 1, 2020" "TREASURY NOTE","Treasuries","Fixed Income","111,206,457.89","0.44","111,206,457.89","108,496,000.00","91282CJC6","US91282CJC64","BQGH6H5","100.43","United States","-","USD","2.34","4.45","1.00","Oct 15, 2026","4.63","2.34","-","4.45","2.34","4.45","USD","Oct 15, 2023","Oct 16, 2023" "TREASURY NOTE","Treasuries","Fixed Income","110,302,532.01","0.43","110,302,532.01","109,605,000.00","91282CHV6","US91282CHV63","BMGC3P9","100.27","United States","-","USD","1.36","4.80","1.00","Aug 31, 2025","5.00","1.36","-","4.80","1.36","4.80","USD","Aug 31, 2023","Aug 31, 2023" "TREASURY NOTE","Treasuries","Fixed Income","109,711,571.98","0.43","109,711,571.98","117,016,500.00","9128282R0","US9128282R06","BF53YJ5","93.50","United States","-","USD","3.20","4.33","1.00","Aug 15, 2027","2.25","3.20","-","4.33","3.20","4.33","USD","Aug 15, 2017","Aug 15, 2017" "TREASURY NOTE","Treasuries","Fixed Income","108,493,138.11","0.43","108,493,138.11","107,942,400.00","91282CHY0","US91282CHY03","BKPLWF6","100.36","United States","-","USD","2.31","4.47","1.00","Sep 15, 2026","4.63","2.31","-","4.47","2.31","4.47","USD","Sep 15, 2023","Sep 15, 2023" "TREASURY BOND","Treasuries","Fixed Income","105,578,619.83","0.41","105,578,619.83","135,408,000.00","912810TJ7","US912810TJ79","BQB5GR4","77.63","United States","-","USD","17.42","4.38","1.00","Aug 15, 2052","3.00","17.45","-","4.38","17.45","4.38","USD","Aug 15, 2022","Aug 15, 2022" "TREASURY NOTE","Treasuries","Fixed Income","104,101,193.53","0.41","104,101,193.53","103,483,600.00","91282CHD6","US91282CHD65","BP489V8","99.23","United States","-","USD","1.12","4.93","1.00","May 31, 2025","4.25","1.12","-","4.93","1.12","4.93","USD","May 31, 2023","May 31, 2023" "TREASURY BOND","Treasuries","Fixed Income","103,860,453.54","0.41","103,860,453.54","116,487,100.00","912810TR9","US912810TR95","BRSDHT7","87.84","United States","-","USD","16.78","4.37","1.00","May 15, 2053","3.63","16.81","-","4.37","16.81","4.37","USD","May 15, 2023","May 15, 2023" "TREASURY NOTE","Treasuries","Fixed Income","102,555,440.23","0.40","102,555,440.23","102,315,000.00","91282CHU8","US91282CHU80","BRT3QF5","99.74","United States","-","USD","2.23","4.49","1.00","Aug 15, 2026","4.38","2.23","-","4.49","2.23","4.49","USD","Aug 15, 2023","Aug 15, 2023" "TREASURY BOND","Treasuries","Fixed Income","96,590,522.27","0.38","96,590,522.27","115,953,300.00","912810QZ4","US912810QZ49","B89T3Q0","82.95","United States","-","USD","13.47","4.47","1.00","Feb 15, 2043","3.13","13.52","-","4.47","13.52","4.47","USD","Feb 15, 2013","Feb 15, 2013" "TREASURY NOTE","Treasuries","Fixed Income","95,431,846.12","0.37","95,431,846.12","97,247,200.00","91282CFE6","US91282CFE66","BQHM4C0","97.78","United States","-","USD","1.33","4.79","1.00","Aug 15, 2025","3.13","1.33","-","4.79","1.33","4.79","USD","Aug 15, 2022","Aug 15, 2022" "TREASURY NOTE","Treasuries","Fixed Income","95,353,822.86","0.37","95,353,822.86","95,082,000.00","91282CHH7","US91282CHH79","BRXDCY2","99.13","United States","-","USD","2.07","4.54","1.00","Jun 15, 2026","4.13","2.07","-","4.54","2.07","4.54","USD","Jun 15, 2023","Jun 15, 2023" "TREASURY NOTE (OTR)","Treasuries","Fixed Income","94,067,346.48","0.37","94,067,346.48","95,080,000.00","91282CJZ5","US91282CJZ59","BS2G1B9","98.48","United States","-","USD","8.05","4.19","1.00","Feb 15, 2034","4.00","8.04","-","4.19","8.04","4.19","USD","Feb 15, 2024","Feb 15, 2024" "TREASURY BOND","Treasuries","Fixed Income","91,570,015.66","0.36","91,570,015.66","117,058,000.00","912810RN0","US912810RN00","BYSJ1Z8","77.90","United States","-","USD","14.80","4.49","1.00","Aug 15, 2045","2.88","14.89","-","4.49","14.89","4.49","USD","Aug 15, 2015","Aug 17, 2015" "TREASURY BOND","Treasuries","Fixed Income","86,698,415.75","0.34","86,698,415.75","139,513,800.00","912810SZ2","US912810SZ21","BMWVP21","61.92","United States","-","USD","18.63","4.41","1.00","Aug 15, 2051","2.00","18.68","-","4.41","18.68","4.41","USD","Aug 15, 2021","Aug 16, 2021" "TREASURY NOTE","Treasuries","Fixed Income","84,574,258.17","0.33","84,574,258.17","85,037,500.00","91282CHR5","US91282CHR51","BNTDWX7","98.84","United States","-","USD","5.51","4.21","1.00","Jul 31, 2030","4.00","5.51","-","4.21","5.51","4.21","USD","Jul 31, 2023","Jul 31, 2023" "TREASURY BOND","Treasuries","Fixed Income","83,889,414.47","0.33","83,889,414.47","129,390,200.00","912810ST6","US912810ST60","BNG0BM3","64.33","United States","-","USD","13.94","4.43","1.00","Nov 15, 2040","1.38","13.95","-","4.43","13.95","4.43","USD","Nov 15, 2020","Nov 30, 2020" "TREASURY NOTE","Treasuries","Fixed Income","83,663,797.59","0.33","83,663,797.59","85,037,500.00","91282CHJ3","US91282CHJ36","BQXV175","97.49","United States","-","USD","5.47","4.21","1.00","Jun 30, 2030","3.75","5.46","-","4.21","5.46","4.21","USD","Jun 30, 2023","Jun 30, 2023" "TREASURY NOTE","Treasuries","Fixed Income","83,122,870.26","0.33","83,122,870.26","84,190,000.00","91282CHF1","US91282CHF14","BP489S5","97.52","United States","-","USD","5.38","4.21","1.00","May 31, 2030","3.75","5.38","-","4.21","5.38","4.21","USD","May 31, 2023","May 31, 2023" "TREASURY NOTE","Treasuries","Fixed Income","82,708,126.93","0.32","82,708,126.93","83,065,600.00","91282CFY2","US91282CFY21","BP4XZ04","98.32","United States","-","USD","4.98","4.21","1.00","Nov 30, 2029","3.88","4.98","-","4.21","4.98","4.21","USD","Nov 30, 2022","Nov 30, 2022" "TREASURY NOTE","Treasuries","Fixed Income","80,357,877.99","0.32","80,357,877.99","90,590,000.00","91282CCH2","US91282CCH25","BMBYXD8","88.41","United States","-","USD","4.05","4.25","1.00","Jun 30, 2028","1.25","4.06","-","4.25","4.06","4.25","USD","Jun 30, 2021","Jun 30, 2021" "TREASURY NOTE","Treasuries","Fixed Income","79,788,340.54","0.31","79,788,340.54","83,890,600.00","912828X88","US912828X885","BF0T9Y8","94.24","United States","-","USD","2.95","4.36","1.00","May 15, 2027","2.38","2.94","-","4.36","2.94","4.36","USD","May 15, 2017","May 15, 2017" "TREASURY BOND (2OLD)","Treasuries","Fixed Income","77,458,200.19","0.30","77,458,200.19","80,232,000.00","912810TT5","US912810TT51","BRT3QH7","96.08","United States","-","USD","16.57","4.36","1.00","Aug 15, 2053","4.13","16.59","-","4.36","16.59","4.36","USD","Aug 15, 2023","Aug 15, 2023" "TREASURY NOTE","Treasuries","Fixed Income","74,218,118.16","0.29","74,218,118.16","80,009,200.00","91282CBW0","US91282CBW01","BLPKF06","92.46","United States","-","USD","2.03","4.57","1.00","Apr 30, 2026","0.75","2.03","-","4.57","2.03","4.57","USD","Apr 30, 2021","Apr 30, 2021" "TREASURY NOTE","Treasuries","Fixed Income","74,099,420.35","0.29","74,099,420.35","80,155,200.00","91282CCF6","US91282CCF68","BM9BQT8","92.20","United States","-","USD","2.11","4.55","1.00","May 31, 2026","0.75","2.11","-","4.55","2.11","4.55","USD","May 31, 2021","Jun 1, 2021" "TREASURY BOND","Treasuries","Fixed Income","73,882,740.70","0.29","73,882,740.70","119,042,400.00","912810SQ2","US912810SQ22","BKVKF47","61.94","United States","-","USD","14.16","4.41","1.00","Aug 15, 2040","1.13","14.17","-","4.41","14.17","4.41","USD","Aug 15, 2020","Aug 31, 2020" "TREASURY NOTE","Treasuries","Fixed Income","71,571,734.77","0.28","71,571,734.77","74,119,200.00","912828ZC7","US912828ZC78","BL1LYC8","96.48","United States","-","USD","0.90","5.06","1.00","Feb 28, 2025","1.13","0.90","-","5.06","0.90","5.06","USD","Feb 29, 2020","Mar 2, 2020" "TREASURY BOND","Treasuries","Fixed Income","69,443,339.32","0.27","69,443,339.32","105,236,600.00","912810TD0","US912810TD00","BM96PW9","65.73","United States","-","USD","18.37","4.39","1.00","Feb 15, 2052","2.25","18.41","-","4.39","18.41","4.39","USD","Feb 15, 2022","Feb 15, 2022" "TREASURY BOND","Treasuries","Fixed Income","68,460,865.37","0.27","68,460,865.37","77,629,200.00","912810TN8","US912810TN81","BQXLPR3","87.78","United States","-","USD","16.87","4.37","1.00","Feb 15, 2053","3.63","16.90","-","4.37","16.90","4.37","USD","Feb 15, 2023","Feb 15, 2023" "TREASURY BOND","Treasuries","Fixed Income","67,986,904.93","0.27","67,986,904.93","112,278,000.00","912810TB4","US912810TB44","BMCNFZ0","59.87","United States","-","USD","18.85","4.40","1.00","Nov 15, 2051","1.88","18.90","-","4.40","18.90","4.40","USD","Nov 15, 2021","Nov 15, 2021" "TREASURY NOTE","Treasuries","Fixed Income","64,158,542.94","0.25","64,158,542.94","62,667,500.00","91282CJM4","US91282CJM47","BNTC717","100.97","United States","-","USD","5.68","4.21","1.00","Nov 30, 2030","4.38","5.67","-","4.21","5.67","4.21","USD","Nov 30, 2023","Nov 30, 2023" "TREASURY NOTE (2OLD)","Treasuries","Fixed Income","62,621,885.97","0.25","62,621,885.97","63,733,600.00","91282CJQ5","US91282CJQ50","BRT4MF0","97.36","United States","-","USD","5.85","4.20","1.00","Dec 31, 2030","3.75","5.85","-","4.20","5.85","4.20","USD","Dec 31, 2023","Jan 2, 2024" "TREASURY BOND","Treasuries","Fixed Income","61,991,909.38","0.24","61,991,909.38","98,551,200.00","912810SR0","US912810SR05","BMFKWB3","62.49","United States","-","USD","13.92","4.39","1.00","May 15, 2040","1.13","13.93","-","4.39","13.93","4.39","USD","May 15, 2020","Jun 1, 2020" "TREASURY BOND","Treasuries","Fixed Income","61,544,077.77","0.24","61,544,077.77","71,009,100.00","912810RG5","US912810RG58","BM7S970","85.44","United States","-","USD","13.67","4.48","1.00","May 15, 2044","3.38","13.75","-","4.48","13.75","4.48","USD","May 15, 2014","May 15, 2014" "TREASURY NOTE","Treasuries","Fixed Income","61,529,978.44","0.24","61,529,978.44","61,361,800.00","91282CFL0","US91282CFL00","BN6ML52","98.38","United States","-","USD","4.82","4.21","1.00","Sep 30, 2029","3.88","4.81","-","4.21","4.81","4.21","USD","Sep 30, 2022","Sep 30, 2022" "TREASURY BOND","Treasuries","Fixed Income","61,504,212.87","0.24","61,504,212.87","82,316,600.00","912810SY5","US912810SY55","BMCXZ94","73.89","United States","-","USD","13.27","4.44","1.00","May 15, 2041","2.25","13.29","-","4.44","13.29","4.44","USD","May 15, 2021","Jun 1, 2021" "TREASURY BOND","Treasuries","Fixed Income","59,088,643.00","0.23","59,088,643.00","56,139,200.00","912810QN1","US912810QN19","BZ56WF6","104.72","United States","-","USD","11.59","4.35","1.00","Feb 15, 2041","4.75","11.62","-","4.35","11.62","4.35","USD","Feb 15, 2011","Feb 15, 2011" "TREASURY BOND (OLD)","Treasuries","Fixed Income","57,637,677.66","0.23","57,637,677.66","53,152,300.00","912810TV0","US912810TV08","BRBS4M1","106.70","United States","-","USD","15.99","4.35","1.00","Nov 15, 2053","4.75","16.01","-","4.35","16.01","4.35","USD","Nov 15, 2023","Nov 15, 2023" "TREASURY NOTE","Treasuries","Fixed Income","55,722,863.90","0.22","55,722,863.90","58,968,800.00","912828Y95","US912828Y958","BJVN8R3","94.21","United States","-","USD","2.25","4.50","1.00","Jul 31, 2026","1.88","2.25","-","4.50","2.25","4.50","USD","Jul 31, 2019","Jul 31, 2019" "TREASURY NOTE","Treasuries","Fixed Income","55,187,001.07","0.22","55,187,001.07","67,565,000.00","91282CCS8","US91282CCS89","BMWVP09","81.54","United States","-","USD","6.88","4.18","1.00","Aug 15, 2031","1.25","6.88","-","4.18","6.88","4.18","USD","Aug 15, 2021","Aug 16, 2021" "BLK CSH FND TREASURY SL AGENCY","Cash and/or Derivatives","Money Market","55,139,999.98","0.22","55,139,999.98","55,140,000.00","066922477","US0669224778","6922477","1.00","United States","-","USD","0.13","5.13","1.00","-","5.34","0.14","-","5.13","0.14","5.13","USD","-","Feb 4, 2009" "TREASURY NOTE","Treasuries","Fixed Income","54,902,752.62","0.22","54,902,752.62","55,007,000.00","91282CHW4","US91282CHW47","BMGC3L5","99.51","United States","-","USD","5.59","4.21","1.00","Aug 31, 2030","4.13","5.57","-","4.21","5.57","4.21","USD","Aug 31, 2023","Aug 31, 2023" "TREASURY BOND","Treasuries","Fixed Income","49,377,074.42","0.19","49,377,074.42","86,543,400.00","912810SS8","US912810SS87","BN7JWV5","56.46","United States","-","USD","18.98","4.42","1.00","Nov 15, 2050","1.63","19.03","-","4.42","19.03","4.42","USD","Nov 15, 2020","Nov 16, 2020" "TREASURY NOTE","Treasuries","Fixed Income","47,879,094.29","0.19","47,879,094.29","48,636,900.00","91282CEU1","US91282CEU18","BQB7JY8","97.63","United States","-","USD","1.17","4.90","1.00","Jun 15, 2025","2.88","1.17","-","4.90","1.17","4.90","USD","Jun 15, 2022","Jun 15, 2022" "TREASURY NOTE","Treasuries","Fixed Income","47,260,790.41","0.19","47,260,790.41","46,879,900.00","91282CHL8","US91282CHL81","BQXV164","99.71","United States","-","USD","1.20","4.86","1.00","Jun 30, 2025","4.63","1.20","-","4.86","1.20","4.86","USD","Jun 30, 2023","Jun 30, 2023" "TREASURY BOND","Treasuries","Fixed Income","46,829,762.11","0.18","46,829,762.11","42,344,400.00","912810PU6","US912810PU60","B23Y8Q4","108.77","United States","-","USD","9.58","4.13","1.00","May 15, 2037","5.00","9.58","-","4.13","9.58","4.13","USD","May 15, 2007","Aug 15, 2007" "TREASURY NOTE","Treasuries","Fixed Income","44,917,801.89","0.18","44,917,801.89","50,998,000.00","912828YB0","US912828YB05","BK9DLB7","87.89","United States","-","USD","5.04","4.16","1.00","Aug 15, 2029","1.63","5.05","-","4.16","5.05","4.16","USD","Aug 15, 2019","Aug 15, 2019" "TREASURY NOTE","Treasuries","Fixed Income","44,810,049.71","0.18","44,810,049.71","50,998,000.00","91282CAD3","US91282CAD39","BLD0Z97","87.81","United States","-","USD","3.26","4.33","1.00","Jul 31, 2027","0.38","3.25","-","4.33","3.25","4.33","USD","Jul 31, 2020","Jul 31, 2020" "TREASURY NOTE","Treasuries","Fixed Income","44,058,375.63","0.17","44,058,375.63","44,957,000.00","9128285N6","US9128285N64","BGSLD30","97.07","United States","-","USD","1.60","4.71","1.00","Nov 30, 2025","2.88","1.60","-","4.71","1.60","4.71","USD","Nov 30, 2018","Nov 30, 2018" "TREASURY BOND","Treasuries","Fixed Income","43,127,650.32","0.17","43,127,650.32","56,957,000.00","912810RZ3","US912810RZ30","BF92XY6","74.71","United States","-","USD","15.73","4.50","1.00","Nov 15, 2047","2.75","15.82","-","4.50","15.82","4.50","USD","Nov 15, 2017","Nov 15, 2017" "TREASURY STRIP (INT)","Treasuries","Fixed Income","41,324,484.79","0.16","41,324,484.79","70,723,600.00","9128337E4","US9128337E48","B1XFKP3","58.43","United States","-","USD","12.13","4.39","1.00","Aug 15, 2036","0.00","11.86","-","4.39","11.86","4.39","USD","Feb 15, 2007","Feb 15, 2007" "TREASURY NOTE","Treasuries","Fixed Income","41,254,700.84","0.16","41,254,700.84","43,801,600.00","912828YG9","US912828YG91","BJYQBG9","93.39","United States","-","USD","2.39","4.44","1.00","Sep 30, 2026","1.63","2.39","-","4.44","2.39","4.44","USD","Sep 30, 2019","Sep 30, 2019" "TREASURY BOND","Treasuries","Fixed Income","40,238,027.29","0.16","40,238,027.29","49,919,900.00","912810RB6","US912810RB61","B8W8CX4","79.55","United States","-","USD","13.67","4.48","1.00","May 15, 2043","2.88","13.73","-","4.48","13.73","4.48","USD","May 15, 2013","May 15, 2013" "TREASURY BOND (2OLD)","Treasuries","Fixed Income","38,670,095.17","0.15","38,670,095.17","38,910,000.00","912810TU2","US912810TU25","BN0VZ53","98.89","United States","-","USD","12.80","4.46","1.00","Aug 15, 2043","4.38","12.87","-","4.46","12.87","4.46","USD","Aug 15, 2023","Aug 31, 2023" "TREASURY STRIP (INT)","Treasuries","Fixed Income","37,746,021.25","0.15","37,746,021.25","46,414,200.00","912833XN5","US912833XN54","B068267","81.32","United States","-","USD","4.79","4.27","1.00","Feb 15, 2029","0.00","4.68","-","4.27","4.68","4.27","USD","Feb 16, 1999","Feb 16, 1999" "TREASURY NOTE","Treasuries","Fixed Income","37,091,004.61","0.15","37,091,004.61","37,625,600.00","9128285J5","US9128285J52","BGN70G5","97.36","United States","-","USD","1.51","4.74","1.00","Oct 31, 2025","3.00","1.51","-","4.74","1.51","4.74","USD","Oct 31, 2018","Oct 31, 2018" "TREASURY NOTE","Treasuries","Fixed Income","35,912,275.95","0.14","35,912,275.95","40,724,200.00","91282CDP3","US91282CDP32","BPP1JW7","87.86","United States","-","USD","4.51","4.22","1.00","Dec 31, 2028","1.38","4.50","-","4.22","4.50","4.22","USD","Dec 31, 2021","Dec 31, 2021" "TREASURY BOND","Treasuries","Fixed Income","35,757,437.64","0.14","35,757,437.64","45,611,000.00","912810SD1","US912810SD19","BFZLQN7","78.06","United States","-","USD","15.89","4.49","1.00","Aug 15, 2048","3.00","15.98","-","4.49","15.98","4.49","USD","Aug 15, 2018","Aug 15, 2018" "TREASURY BOND","Treasuries","Fixed Income","34,224,359.23","0.13","34,224,359.23","64,647,400.00","912810SP4","US912810SP49","BL6JZR9","52.79","United States","-","USD","19.62","4.43","1.00","Aug 15, 2050","1.38","19.67","-","4.43","19.67","4.43","USD","Aug 15, 2020","Aug 17, 2020" "TREASURY BOND","Treasuries","Fixed Income","31,661,595.63","0.12","31,661,595.63","31,583,200.00","912810QL5","US912810QL52","B5M0864","98.70","United States","-","USD","11.60","4.36","1.00","Nov 15, 2040","4.25","11.62","-","4.36","11.62","4.36","USD","Nov 15, 2010","Nov 15, 2010" "TREASURY BOND (OTR)","Treasuries","Fixed Income","30,763,589.35","0.12","30,763,589.35","31,140,000.00","912810TX6","US912810TX63","BS2G1C0","98.31","United States","-","USD","16.63","4.35","1.00","Feb 15, 2054","4.25","16.64","-","4.35","16.64","4.35","USD","Feb 15, 2024","Feb 15, 2024" "TREASURY BOND","Treasuries","Fixed Income","29,016,489.68","0.11","29,016,489.68","30,585,500.00","912810QK7","US912810QK79","B50PG34","94.43","United States","-","USD","11.81","4.35","1.00","Aug 15, 2040","3.88","11.83","-","4.35","11.83","4.35","USD","Aug 15, 2010","Aug 16, 2010" "TREASURY BOND","Treasuries","Fixed Income","27,477,848.55","0.11","27,477,848.55","32,398,800.00","912810SE9","US912810SE91","BGRW851","83.58","United States","-","USD","15.43","4.48","1.00","Nov 15, 2048","3.38","15.52","-","4.48","15.52","4.48","USD","Nov 15, 2018","Nov 15, 2018" "TREASURY NOTE","Treasuries","Fixed Income","26,796,818.33","0.11","26,796,818.33","30,450,400.00","91282CAH4","US91282CAH43","BMV9TY6","87.96","United States","-","USD","3.33","4.32","1.00","Aug 31, 2027","0.50","3.33","-","4.32","3.33","4.32","USD","Aug 31, 2020","Aug 31, 2020" "TREASURY NOTE","Treasuries","Fixed Income","26,605,205.60","0.10","26,605,205.60","27,441,900.00","912828M56","US912828M565","BYQ26R6","96.13","United States","-","USD","1.57","4.74","1.00","Nov 15, 2025","2.25","1.56","-","4.74","1.56","4.74","USD","Nov 15, 2015","Nov 16, 2015" "TREASURY NOTE","Treasuries","Fixed Income","26,078,898.34","0.10","26,078,898.34","28,063,800.00","91282CEE7","US91282CEE75","BN0XXM2","91.77","United States","-","USD","4.59","4.22","1.00","Mar 31, 2029","2.38","4.58","-","4.22","4.58","4.22","USD","Mar 31, 2022","Mar 31, 2022" "TREASURY NOTE","Treasuries","Fixed Income","24,987,437.13","0.10","24,987,437.13","25,512,400.00","912828Y79","US912828Y792","BFNQWY7","97.50","United States","-","USD","1.29","4.81","1.00","Jul 31, 2025","2.88","1.29","-","4.81","1.29","4.81","USD","Jul 31, 2018","Jul 31, 2018" "TREASURY NOTE","Treasuries","Fixed Income","24,845,346.28","0.10","24,845,346.28","25,512,400.00","9128284Z0","US9128284Z04","BG0MNF3","97.18","United States","-","USD","1.38","4.81","1.00","Aug 31, 2025","2.75","1.37","-","4.81","1.37","4.81","USD","Aug 31, 2018","Aug 31, 2018" "TREASURY NOTE","Treasuries","Fixed Income","24,572,586.66","0.10","24,572,586.66","25,512,400.00","9128286F2","US9128286F22","BJKRNY8","96.13","United States","-","USD","1.85","4.62","1.00","Feb 28, 2026","2.50","1.85","-","4.62","1.85","4.62","USD","Feb 28, 2019","Feb 28, 2019" "TREASURY NOTE","Treasuries","Fixed Income","23,188,388.93","0.09","23,188,388.93","23,589,300.00","91282CEY3","US91282CEY30","BMQ53Q9","97.71","United States","-","USD","1.25","4.83","1.00","Jul 15, 2025","3.00","1.25","-","4.83","1.25","4.83","USD","Jul 15, 2022","Jul 15, 2022" "TREASURY BOND","Treasuries","Fixed Income","21,545,573.95","0.08","21,545,573.95","21,089,000.00","912810QH4","US912810QH41","B3TCBS2","100.57","United States","-","USD","11.31","4.33","1.00","May 15, 2040","4.38","11.33","-","4.33","11.33","4.33","USD","May 15, 2010","May 17, 2010" "TREASURY BOND","Treasuries","Fixed Income","19,466,075.93","0.08","19,466,075.93","21,089,000.00","912810QA9","US912810QA97","B527Q49","91.91","United States","-","USD","11.27","4.24","1.00","Feb 15, 2039","3.50","11.28","-","4.24","11.28","4.24","USD","Feb 15, 2009","Feb 17, 2009" "TREASURY NOTE","Treasuries","Fixed Income","17,547,919.23","0.07","17,547,919.23","18,186,400.00","91282CEN7","US91282CEN74","BQ2GVM6","95.37","United States","-","USD","2.89","4.37","1.00","Apr 30, 2027","2.75","2.89","-","4.37","2.89","4.37","USD","Apr 30, 2022","May 2, 2022" "TREASURY NOTE","Treasuries","Fixed Income","15,499,856.94","0.06","15,499,856.94","16,464,000.00","91282CAB7","US91282CAB72","BLD0Z75","94.11","United States","-","USD","1.31","4.82","1.00","Jul 31, 2025","0.25","1.31","-","4.82","1.31","4.82","USD","Jul 31, 2020","Jul 31, 2020" "TREASURY NOTE","Treasuries","Fixed Income","14,888,278.63","0.06","14,888,278.63","15,408,800.00","9128286S4","US9128286S43","BK1LRJ9","95.66","United States","-","USD","1.99","4.57","1.00","Apr 30, 2026","2.38","1.99","-","4.57","1.99","4.57","USD","Apr 30, 2019","Apr 30, 2019" "TREASURY BOND","Treasuries","Fixed Income","14,496,345.51","0.06","14,496,345.51","21,089,000.00","912810SX7","US912810SX72","BMHV4V8","67.87","United States","-","USD","17.69","4.42","1.00","May 15, 2051","2.38","17.75","-","4.42","17.75","4.42","USD","May 15, 2021","May 17, 2021" "TREASURY NOTE","Treasuries","Fixed Income","14,138,831.92","0.06","14,138,831.92","16,134,800.00","91282CCV1","US91282CCV19","BN4FTZ9","87.55","United States","-","USD","4.23","4.24","1.00","Aug 31, 2028","1.13","4.23","-","4.24","4.23","4.24","USD","Aug 31, 2021","Aug 31, 2021" "TREASURY STRIP (INT)","Treasuries","Fixed Income","13,925,989.01","0.05","13,925,989.01","33,781,973.00","912834MM7","US912834MM73","BZ0RR37","41.22","United States","-","USD","18.71","4.69","1.00","May 15, 2043","0.00","18.27","-","4.69","18.27","4.69","USD","May 15, 2013","May 15, 2013" "TREASURY BOND","Treasuries","Fixed Income","13,490,456.76","0.05","13,490,456.76","13,307,200.00","912810QB7","US912810QB70","B41K8R9","99.82","United States","-","USD","10.90","4.27","1.00","May 15, 2039","4.25","10.91","-","4.27","10.91","4.27","USD","May 15, 2009","May 15, 2009" "TREASURY BOND","Treasuries","Fixed Income","11,825,631.44","0.05","11,825,631.44","15,735,300.00","912810RY6","US912810RY64","BF53YK6","74.84","United States","-","USD","15.78","4.50","1.00","Aug 15, 2047","2.75","15.87","-","4.50","15.87","4.50","USD","Aug 15, 2017","Aug 15, 2017" "TREASURY NOTE","Treasuries","Fixed Income","11,602,854.79","0.05","11,602,854.79","11,953,400.00","91282CDZ1","US91282CDZ14","BM96PT6","96.90","United States","-","USD","0.87","5.12","1.00","Feb 15, 2025","1.50","0.86","-","5.12","0.86","5.12","USD","Feb 15, 2022","Feb 15, 2022" "TREASURY NOTE","Treasuries","Fixed Income","11,108,155.39","0.04","11,108,155.39","12,664,200.00","91282CBJ9","US91282CBJ99","BMZ2XM7","87.60","United States","-","USD","3.71","4.28","1.00","Jan 31, 2028","0.75","3.71","-","4.28","3.71","4.28","USD","Jan 31, 2021","Feb 1, 2021" "TREASURY BOND","Treasuries","Fixed Income","10,782,022.49","0.04","10,782,022.49","13,981,400.00","912810SH2","US912810SH23","BK1WFY3","76.07","United States","-","USD","16.18","4.47","1.00","May 15, 2049","2.88","16.26","-","4.47","16.26","4.47","USD","May 15, 2019","May 15, 2019" "TREASURY NOTE","Treasuries","Fixed Income","10,745,392.32","0.04","10,745,392.32","13,252,200.00","912828ZQ6","US912828ZQ64","BMHCRF6","80.86","United States","-","USD","5.87","4.20","1.00","May 15, 2030","0.63","5.87","-","4.20","5.87","4.20","USD","May 15, 2020","May 15, 2020" "TREASURY STRIP (INT)","Treasuries","Fixed Income","10,218,939.22","0.04","10,218,939.22","16,685,800.00","9128335A4","US9128335A44","B4Q1GC8","61.24","United States","-","USD","11.15","4.35","1.00","Aug 15, 2035","0.00","10.91","-","4.35","10.91","4.35","USD","Feb 15, 2006","Feb 15, 2006" "TREASURY BOND","Treasuries","Fixed Income","9,835,132.48","0.04","9,835,132.48","12,105,000.00","912810RJ9","US912810RJ97","BSJWZQ3","80.15","United States","-","USD","14.22","4.48","1.00","Nov 15, 2044","3.00","14.30","-","4.48","14.30","4.48","USD","Nov 15, 2014","Nov 17, 2014" "TREASURY NOTE","Treasuries","Fixed Income","5,700,531.94","0.02","5,700,531.94","6,007,500.00","9128284V9","US9128284V99","BFZLQP9","94.57","United States","-","USD","4.05","4.24","1.00","Aug 15, 2028","2.88","4.05","-","4.24","4.05","4.24","USD","Aug 15, 2018","Aug 15, 2018" "TREASURY NOTE","Treasuries","Fixed Income","4,814,673.13","0.02","4,814,673.13","4,956,800.00","91282CDS7","US91282CDS70","BP82NF8","96.91","United States","-","USD","0.78","5.10","1.00","Jan 15, 2025","1.13","0.78","-","5.10","0.78","5.10","USD","Jan 15, 2022","Jan 18, 2022" "TREASURY BOND","Treasuries","Fixed Income","4,619,637.78","0.02","4,619,637.78","6,024,000.00","912810TG3","US912810TG31","BPSLLZ1","75.64","United States","-","USD","17.32","4.39","1.00","May 15, 2052","2.88","17.37","-","4.39","17.37","4.39","USD","May 15, 2022","May 16, 2022" "TREASURY BOND","Treasuries","Fixed Income","3,598,877.06","0.01","3,598,877.06","4,956,200.00","912810RQ3","US912810RQ31","BD2C0D7","72.33","United States","-","USD","15.44","4.50","1.00","Feb 15, 2046","2.50","15.53","-","4.50","15.53","4.50","USD","Feb 15, 2016","Feb 16, 2016" "TREASURY BOND","Treasuries","Fixed Income","3,171,918.72","0.01","3,171,918.72","3,026,400.00","912810PX0","US912810PX00","B3CJB24","103.16","United States","-","USD","10.29","4.20","1.00","May 15, 2038","4.50","10.29","-","4.20","10.29","4.20","USD","May 15, 2008","Aug 15, 2008" "TREASURY NOTE","Treasuries","Fixed Income","2,843,842.57","0.01","2,843,842.57","2,873,900.00","9128284M9","US9128284M90","BFXTNS7","97.79","United States","-","USD","1.04","4.98","1.00","Apr 30, 2025","2.88","1.05","-","4.98","1.05","4.98","USD","Apr 30, 2018","Apr 30, 2018" "TREASURY BOND","Treasuries","Fixed Income","2,620,675.68","0.01","2,620,675.68","2,478,400.00","912810FE3","US912810FE39","2285269","105.12","United States","-","USD","3.87","4.21","1.00","Aug 15, 2028","5.50","3.87","-","4.21","3.87","4.21","USD","Aug 15, 1998","Aug 17, 1998" "TREASURY NOTE","Treasuries","Fixed Income","2,521,014.02","0.01","2,521,014.02","2,618,400.00","91282CEV9","US91282CEV90","BQC7W26","95.50","United States","-","USD","4.73","4.21","1.00","Jun 30, 2029","3.25","4.73","-","4.21","4.73","4.21","USD","Jun 30, 2022","Jun 30, 2022" "TREASURY BOND","Treasuries","Fixed Income","2,402,885.23","0.01","2,402,885.23","3,041,400.00","912810RV2","US912810RV26","BDRJ2Q0","78.67","United States","-","USD","15.29","4.50","1.00","Feb 15, 2047","3.00","15.38","-","4.50","15.38","4.50","USD","Feb 15, 2017","Feb 15, 2017" "TREASURY BOND","Treasuries","Fixed Income","2,160,784.21","0.01","2,160,784.21","3,438,200.00","912810SL3","US912810SL35","BK8ZZ34","62.62","United States","-","USD","17.98","4.44","1.00","Feb 15, 2050","2.00","18.05","-","4.44","18.05","4.44","USD","Feb 15, 2020","Feb 18, 2020" "TREASURY NOTE","Treasuries","Fixed Income","2,156,770.28","0.01","2,156,770.28","2,258,000.00","91282CFB2","US91282CFB28","BQ7Y9P4","95.09","United States","-","USD","3.14","4.34","1.00","Jul 31, 2027","2.75","3.13","-","4.34","3.13","4.34","USD","Jul 31, 2022","Aug 1, 2022" "TREASURY NOTE","Treasuries","Fixed Income","2,029,398.95","0.01","2,029,398.95","2,042,500.00","91282CFG1","US91282CFG15","BQ0LTZ2","99.12","United States","-","USD","0.43","5.35","1.00","Aug 31, 2024","3.25","0.42","-","5.35","0.42","5.35","USD","Aug 31, 2022","Aug 31, 2022" "TREASURY NOTE","Treasuries","Fixed Income","1,237,913.04","0.00","1,237,913.04","1,245,100.00","91282CCC3","US91282CCC38","BMHV4R4","99.33","United States","-","USD","0.13","5.25","1.00","May 15, 2024","0.25","0.13","-","5.25","0.13","5.25","USD","May 15, 2021","May 17, 2021" "TREASURY BOND","Treasuries","Fixed Income","1,140,808.61","0.00","1,140,808.61","1,704,500.00","912810SJ8","US912810SJ88","BK9DLC8","66.68","United States","-","USD","17.33","4.45","1.00","Aug 15, 2049","2.25","17.41","-","4.45","17.41","4.45","USD","Aug 15, 2019","Aug 15, 2019" "TREASURY NOTE","Treasuries","Fixed Income","973,982.43","0.00","973,982.43","982,300.00","912828D56","US912828D564","BZ56W01","98.89","United States","-","USD","0.38","5.30","1.00","Aug 15, 2024","2.38","0.38","-","5.30","0.38","5.30","USD","Aug 15, 2014","Aug 15, 2014" "TREASURY NOTE","Treasuries","Fixed Income","953,329.10","0.00","953,329.10","950,000.00","91282CGD7","US91282CGD74","BMCVF09","99.33","United States","-","USD","0.73","5.14","1.00","Dec 31, 2024","4.25","0.73","-","5.14","0.73","5.14","USD","Dec 31, 2022","Jan 3, 2023" "TREASURY NOTE","Treasuries","Fixed Income","895,983.34","0.00","895,983.34","920,000.00","91282CDN8","US91282CDN83","BP6NM34","97.11","United States","-","USD","0.70","5.15","1.00","Dec 15, 2024","1.00","0.70","-","5.15","0.70","5.15","USD","Dec 15, 2021","Dec 15, 2021" "TREASURY NOTE","Treasuries","Fixed Income","644,715.56","0.00","644,715.56","656,700.00","91282CCT6","US91282CCT62","BMWVNZ0","98.13","United States","-","USD","0.38","5.29","1.00","Aug 15, 2024","0.38","0.38","-","5.29","0.38","5.29","USD","Aug 15, 2021","Aug 16, 2021" "TREASURY NOTE","Treasuries","Fixed Income","560,813.93","0.00","560,813.93","585,000.00","912828ZF0","US912828ZF00","BM636J7","95.62","United States","-","USD","0.98","5.00","1.00","Mar 31, 2025","0.50","0.98","-","5.00","0.98","5.00","USD","Mar 31, 2020","Mar 31, 2020" "TREASURY BOND","Treasuries","Fixed Income","31,307.95","0.00","31,307.95","35,000.00","912810RC4","US912810RC45","BCZQWC2","89.04","United States","-","USD","13.29","4.48","1.00","Aug 15, 2043","3.63","13.36","-","4.48","13.36","4.48","USD","Aug 15, 2013","Aug 15, 2013" "TREASURY NOTE","Treasuries","Fixed Income","21,128.62","0.00","21,128.62","24,500.00","912828Z94","US912828Z948","BK8ZZ12","86.07","United States","-","USD","5.51","4.19","1.00","Feb 15, 2030","1.50","5.51","-","4.19","5.51","4.19","USD","Feb 15, 2020","Feb 18, 2020" "USD CASH","Cash and/or Derivatives","Cash","-301,788.58","0.00","-301,788.58","-301,789.00","-","-","-","100.00","United States","-","USD","0.00","5.34","1.00","-","0.00","0.00","-","5.34","0.00","5.34","USD","-","Jan 1, 1989"