0002071691-26-009226.txt : 20260424 0002071691-26-009226.hdr.sgml : 20260424 20260424144040 ACCESSION NUMBER: 0002071691-26-009226 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20260228 FILED AS OF DATE: 20260424 DATE AS OF CHANGE: 20260424 PERIOD START: 20260531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PROSHARES TRUST CENTRAL INDEX KEY: 0001174610 ORGANIZATION NAME: EIN: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21114 FILM NUMBER: 26892923 BUSINESS ADDRESS: STREET 1: 7272 WISCONSIN AVENUE STREET 2: 21ST FLOOR CITY: BETHESDA STATE: MD ZIP: 20814 BUSINESS PHONE: 240-497-6400 MAIL ADDRESS: STREET 1: 7272 WISCONSIN AVENUE STREET 2: 21ST FLOOR CITY: BETHESDA STATE: MD ZIP: 20814 FORMER COMPANY: FORMER CONFORMED NAME: XTRASHARES TRUST DATE OF NAME CHANGE: 20030409 FORMER COMPANY: FORMER CONFORMED NAME: PROFUNDS ETF TRUST DATE OF NAME CHANGE: 20020531 0001174610 S000094859 ProShares Ultra TSLA C000263405 ProShares Ultra TSLA TSLI NPORT-P 1 primary_doc.xml NPORT-P false 0001174610 XXXXXXXX S000094859 C000263405 ProShares Trust 811-21114 0001174610 5493005D9DS7C1P5AM59 7272 Wisconsin Avenue Bethesda 20814 240-497-6400 ProShares Ultra TSLA S000094859 5299003OIP96Y48CM459 2026-05-31 2026-02-28 N 4449530.95 1164344.61 3285186.34 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3667357.32000000 N Tesla Inc. TSLA Repurchase Agreement N/A Repurchase Agreement 000000000 110056.39000000 PA USD 110056.39000000 3.350080592384 Long RA CORP US N 2 Repurchase N 3.40000000 2026-03-02 110056.39000000 USD 112257.52200000 USD UST N N N Repurchase Agreement N/A Repurchase Agreement 000000000 110056.39000000 PA USD 110056.39000000 3.350080592384 Long RA CORP US N 2 Repurchase N 3.66000000 2026-03-02 110056.39000000 USD 112257.52200000 USD UST N N N Repurchase Agreement N/A Repurchase Agreement 000000000 66033.83000000 PA USD 66033.83000000 2.010048233671 Long RA CORP US N 2 Repurchase N 3.67000000 2026-03-02 66033.83000000 USD 67354.52420000 USD UST N N N Repurchase Agreement N/A Repurchase Agreement 000000000 222081.66000000 PA USD 222081.66000000 6.760093249383 Long RA CORP US N 2 Repurchase N 3.65000000 2026-03-02 222081.66000000 USD 226592.34290000 USD UST N N N Repurchase Agreement N/A Repurchase Agreement 000000000 66033.83000000 PA USD 66033.83000000 2.010048233671 Long RA CORP US N 2 Repurchase N 3.66000000 2026-03-02 66033.83000000 USD 67375.05950000 USD UST N N N Repurchase Agreement N/A Repurchase Agreement 000000000 44022.55999999 PA USD 44022.55999999 1.340032358712 Long RA CORP US N 2 Repurchase N 3.55000000 2026-03-02 44022.56000000 USD 44903.19390000 USD UST N N N Repurchase Agreement N/A Repurchase Agreement 000000000 55028.20000000 PA USD 55028.20000000 1.675040448390 Long RA CORP US N 2 Repurchase N 3.52000000 2026-03-02 55028.20000000 USD 56145.24850000 USD UST N N N Repurchase Agreement N/A Repurchase Agreement 000000000 22011.27999999 PA USD 22011.27999999 0.670016179355 Long RA CORP US N 2 Repurchase N 3.00000000 2026-03-02 22011.28000000 USD 22451.52870000 USD UST N N N Repurchase Agreement N/A Repurchase Agreement 000000000 44022.55999999 PA USD 44022.55999999 1.340032358712 Long RA CORP US N 2 Repurchase N 3.25000000 2026-03-02 44022.56000000 USD 44903.02070000 USD UST N N N N/A N/A Total Return Swap N/A 2288.00000000 NC USD -16731.98000000 -0.50931601036 N/A DE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Tesla, Inc. Tesla, Inc. Y 2026-12-22 0.00000000 USD 0.00000000 USD 910880.13000000 USD -16731.98000000 N N N N/A N/A Total Return Swap N/A 2817.00000000 NC USD -398431.23000000 -12.1281166047 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tesla, Inc. Tesla, Inc. Y 2026-11-09 0.00000000 USD 0.00000000 USD 1133870.67000000 USD -398431.23000000 N N N N/A N/A Total Return Swap N/A 2764.00000000 NC USD -403365.27000000 -12.2783071720 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Tesla, Inc. Tesla, Inc. Y 2026-11-09 0.00000000 USD 0.00000000 USD 1112537.64000000 USD -403365.27000000 N N N N/A N/A Total Return Swap N/A 3312.00000000 NC USD 28612.66000000 0.870960032057 N/A DE US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC 0Z3VO5H2G7GRS05BHJ91 Tesla, Inc. Tesla, Inc. Y 2026-12-16 0.00000000 USD 0.00000000 USD 1232485.62000000 USD 28612.66000000 N N N N/A N/A Total Return Swap N/A 5414.00000000 NC USD -325985.47000000 -9.92289131459 N/A DE US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 Tesla, Inc. Tesla, Inc. Y 2026-12-01 0.00000000 USD 0.00000000 USD 2179189.14000000 USD -325985.47000000 N N N 2026-03-30 ProShares Trust Maria Clem Sell Maria Clem Sell Treasurer XXXX NPORT-EX 2 Single_Security.htm PART F
FEBRUARY
28,
2026
(Unaudited)
::
ULTRA
COIN
SCHEDULE
OF
PORTFOLIO
INVESTMENTS
PROSHARES
TRUST
1
COIA
::
Investments
Principal
Amount
Value
Short-Term
Investments
37
.8
%
Repurchase
Agreements
(a)
37
.8
%
Repurchase
Agreements
with
various
counterparties,
rates
3.00%
-
3.67%,
dated
2/27/2026,
due
3/2/2026,
total
to
be
received
$789,917
(Cost
$789,684)
$
789,684
$
789,684
Total
Investments
37.8%
(Cost
$789,684)
789,684
Other
assets
less
liabilities
62.2%
1,299,480
Net
Assets
100.0%
$
2,089,164
(a)
The
Fund
invests
in
Repurchase
Agreements
jointly
with
other
funds
in
the
Trust.
See
"Repurchase
Agreements"
in
the
Notes
to
Schedules
of
Portfolio
Investments
to
view
the
details
of
each
individual
agreement
and
counterparty
as
well
as
a
description
of
the
securities
subject
to
repurchase.
Swap
Agreements
Ultra
COIN
had
the
following
open
non-exchange
traded
total
return
swap
agreements
as
of
February
28,
2026:
Notional
Amount  
($)
Termination
Date
a
Counterparty
Rate
Paid
(Received)
b
Reference
Instrument
Value
and
Unrealized
Appreciation
/
(Depreciation)
($)
886,987
12/16/2026
Bank
of
America
NA
8.14%
Coinbase
Global,
Inc.
(COIN)
65,010
752,111
11/6/2026
Citibank
NA
10.14%
Coinbase
Global,
Inc.
(COIN)
38,776
1,013,248
12/16/2026
Nomura
Global
Financial
Products
Inc.
13.14%
Coinbase
Global,
Inc.
(COIN)
78,021
1,524,971
11/6/2026
Societe
Generale
7.64%
Coinbase
Global,
Inc.
(COIN)
(
706,892
)
4,177,317
(
525,085
)
Total
Unrealized
Appreciation
181,807
Total
Unrealized
Depreciation
(
706,892
)
a
Agreements
may
be
terminated
at
will
by
either
party
without
penalty.
Payment
is
due
at
termination/maturity.
b
Reflects
the
floating
financing
rate,
as
of
February
28,
2026,
on
the
notional
amount
of
the
swap
agreement
paid
to
the
counterparty
or
received
from
the
counterparty,
excluding
any
commissions.
This
amount
is
included
as
part
of
the
unrealized
appreciation/(depreciation).
ULTRA
CRCL
::
FEBRUARY
28,
2026
(Unaudited)
SCHEDULE
OF
PORTFOLIO
INVESTMENTS
PROSHARES
TRUST
2
CRCA
::
Investments
Principal
Amount
Value
Short-Term
Investments
19
.6
%
Repurchase
Agreements
(a)
19
.6
%
Repurchase
Agreements
with
various
counterparties,
rates
3.00%
-
3.67%,
dated
2/27/2026,
due
3/2/2026,
total
to
be
received
$32,029,379
(Cost
$32,019,885)
$
32,019,885
$
32,019,885
Total
Investments
19.6%
(Cost
$32,019,885)
32,019,885
Other
assets
less
liabilities
80.4%
130,975,052
Net
Assets
100.0%
$
162,994,937
(a)
The
Fund
invests
in
Repurchase
Agreements
jointly
with
other
funds
in
the
Trust.
See
"Repurchase
Agreements"
in
the
Notes
to
Schedules
of
Portfolio
Investments
to
view
the
details
of
each
individual
agreement
and
counterparty
as
well
as
a
description
of
the
securities
subject
to
repurchase.
Swap
Agreements
Ultra
CRCL
had
the
following
open
non-exchange
traded
total
return
swap
agreements
as
of
February
28,
2026:
Notional
Amount  
($)
Termination
Date
a
Counterparty
Rate
Paid
(Received)
b
Reference
Instrument
Value
and
Unrealized
Appreciation
/
(Depreciation)
($)
64,236,451
11/6/2026
Bank
of
America
NA
7.64%
Circle
Internet
Group
(
19,589,920
)
61,531,743
11/6/2026
CF
Secured,
LLC
12.14%
Circle
Internet
Group
(
1,173,753
)
73,379,556
11/9/2026
Citibank
NA
12.14%
Circle
Internet
Group
(
29,045,931
)
15,232,389
11/16/2026
Goldman
Sachs
International
11.14%
Circle
Internet
Group
939,846
69,199,796
12/16/2026
Nomura
Global
Financial
Products
Inc.
12.64%
Circle
Internet
Group
(
3,435,523
)
42,416,390
1/6/2027
Societe
Generale
10.14%
Circle
Internet
Group
11,175,260
325,996,325
(
41,130,021
)
Total
Unrealized
Appreciation
12,115,106
Total
Unrealized
Depreciation
(
53,245,127
)
a
Agreements
may
be
terminated
at
will
by
either
party
without
penalty.
Payment
is
due
at
termination/maturity.
b
Reflects
the
floating
financing
rate,
as
of
February
28,
2026,
on
the
notional
amount
of
the
swap
agreement
paid
to
the
counterparty
or
received
from
the
counterparty,
excluding
any
commissions.
This
amount
is
included
as
part
of
the
unrealized
appreciation/(depreciation).
FEBRUARY
28,
2026
(Unaudited)
::
ULTRA
NVDA
SCHEDULE
OF
PORTFOLIO
INVESTMENTS
PROSHARES
TRUST
3
NVDB
::
Investments
Principal
Amount
Value
Short-Term
Investments
25
.1
%
Repurchase
Agreements
(a)
25
.1
%
Repurchase
Agreements
with
various
counterparties,
rates
3.00%
-
3.67%,
dated
2/27/2026,
due
3/2/2026,
total
to
be
received
$2,136,589
(Cost
$2,135,956)
$
2,135,956
$
2,135,956
Total
Investments
25.1%
(Cost
$2,135,956)
2,135,956
Other
assets
less
liabilities
74.9%
6,379,673
Net
Assets
100.0%
$
8,515,629
(a)
The
Fund
invests
in
Repurchase
Agreements
jointly
with
other
funds
in
the
Trust.
See
"Repurchase
Agreements"
in
the
Notes
to
Schedules
of
Portfolio
Investments
to
view
the
details
of
each
individual
agreement
and
counterparty
as
well
as
a
description
of
the
securities
subject
to
repurchase.
Swap
Agreements
Ultra
NVDA
had
the
following
open
non-exchange
traded
total
return
swap
agreements
as
of
February
28,
2026:
Notional
Amount  
($)
Termination
Date
a
Counterparty
Rate
Paid
(Received)
b
Reference
Instrument
Value
and
Unrealized
Depreciation
($)
4,828,973
12/22/2026
Bank
of
America
NA
6.64%
NVIDIA
Corp.
(NVDA)
(
480,618
)
6,249,311
12/16/2026
Goldman
Sachs
International
6.64%
NVIDIA
Corp.
(NVDA)
(
535,296
)
5,954,610
12/1/2026
Nomura
Global
Financial
Products
Inc.
7.39%
NVIDIA
Corp.
(NVDA)
(
504,724
)
17,032,894
(
1,520,638
)
Total
Unrealized
Depreciation
(
1,520,638
)
a
Agreements
may
be
terminated
at
will
by
either
party
without
penalty.
Payment
is
due
at
termination/maturity.
b
Reflects
the
floating
financing
rate,
as
of
February
28,
2026,
on
the
notional
amount
of
the
swap
agreement
paid
to
the
counterparty
or
received
from
the
counterparty,
excluding
any
commissions.
This
amount
is
included
as
part
of
the
unrealized
appreciation/(depreciation).
ULTRA
PLTR
::
FEBRUARY
28,
2026
(Unaudited)
SCHEDULE
OF
PORTFOLIO
INVESTMENTS
PROSHARES
TRUST
4
PLTA
::
Investments
Principal
Amount
Value
Short-Term
Investments
19
.9
%
Repurchase
Agreements
(a)
19
.9
%
Repurchase
Agreements
with
various
counterparties,
rates
3.00%
-
3.67%,
dated
2/27/2026,
due
3/2/2026,
total
to
be
received
$1,060,463
(Cost
$1,060,150)
$
1,060,150
$
1,060,150
Total
Investments
19.9%
(Cost
$1,060,150)
1,060,150
Other
assets
less
liabilities
80.1%
4,275,838
Net
Assets
100.0%
$
5,335,988
(a)
The
Fund
invests
in
Repurchase
Agreements
jointly
with
other
funds
in
the
Trust.
See
"Repurchase
Agreements"
in
the
Notes
to
Schedules
of
Portfolio
Investments
to
view
the
details
of
each
individual
agreement
and
counterparty
as
well
as
a
description
of
the
securities
subject
to
repurchase.
Swap
Agreements
Ultra
PLTR
had
the
following
open
non-exchange
traded
total
return
swap
agreements
as
of
February
28,
2026:
Notional
Amount  
($)
Termination
Date
a
Counterparty
Rate
Paid
(Received)
b
Reference
Instrument
Value
and
Unrealized
Appreciation
/
(Depreciation)
($)
1,790,741
12/16/2026
Bank
of
America
NA
7.64%
Palantir
Technologies,
Inc.
(PLTR)
(
311,484
)
1,102,596
12/16/2026
Citibank
NA
7.39%
Palantir
Technologies,
Inc.
(PLTR)
9,373
1,899,258
11/6/2026
Goldman
Sachs
International
7.14%
Palantir
Technologies,
Inc.
(PLTR)
(
594,730
)
2,322,764
1/6/2027
Nomura
Global
Financial
Products
Inc.
7.39%
Palantir
Technologies,
Inc.
(PLTR)
130,829
3,555,416
11/6/2026
Societe
Generale
6.64%
Palantir
Technologies,
Inc.
(PLTR)
(
192,990
)
10,670,775
(
959,002
)
Total
Unrealized
Appreciation
140,202
Total
Unrealized
Depreciation
(
1,099,204
)
a
Agreements
may
be
terminated
at
will
by
either
party
without
penalty.
Payment
is
due
at
termination/maturity.
b
Reflects
the
floating
financing
rate,
as
of
February
28,
2026,
on
the
notional
amount
of
the
swap
agreement
paid
to
the
counterparty
or
received
from
the
counterparty,
excluding
any
commissions.
This
amount
is
included
as
part
of
the
unrealized
appreciation/(depreciation).
FEBRUARY
28,
2026
(Unaudited)
::
ULTRA
TSLA
SCHEDULE
OF
PORTFOLIO
INVESTMENTS
PROSHARES
TRUST
5
TSLI
::
Investments
Principal
Amount
Value
Short-Term
Investments
22
.5
%
Repurchase
Agreements
(a)
22
.5
%
Repurchase
Agreements
with
various
counterparties,
rates
3.00%
-
3.67%,
dated
2/27/2026,
due
3/2/2026,
total
to
be
received
$739,566
(Cost
$739,347)
$
739,347
$
739,347
Total
Investments
22.5%
(Cost
$739,347)
739,347
Other
assets
less
liabilities
77.5%
2,545,826
Net
Assets
100.0%
$
3,285,173
(a)
The
Fund
invests
in
Repurchase
Agreements
jointly
with
other
funds
in
the
Trust.
See
"Repurchase
Agreements"
in
the
Notes
to
Schedules
of
Portfolio
Investments
to
view
the
details
of
each
individual
agreement
and
counterparty
as
well
as
a
description
of
the
securities
subject
to
repurchase.
Swap
Agreements
Ultra
TSLA
had
the
following
open
non-exchange
traded
total
return
swap
agreements
as
of
February
28,
2026:
Notional
Amount  
($)
Termination
Date
a
Counterparty
Rate
Paid
(Received)
b
Reference
Instrument
Value
and
Unrealized
Appreciation
/
(Depreciation)
($)
910,880
12/22/2026
Bank
of
America
NA
7.79%
Tesla,
Inc.
(TSLA)
(
16,733
)
1,133,871
11/9/2026
Citibank
NA
7.39%
Tesla,
Inc.
(TSLA)
(
398,431
)
1,112,538
11/9/2026
Goldman
Sachs
International
7.39%
Tesla,
Inc.
(TSLA)
(
403,365
)
1,232,485
12/16/2026
Nomura
Global
Financial
Products
Inc.
8.14%
Tesla,
Inc.
(TSLA)
28,600
2,179,189
12/1/2026
Societe
Generale
6.14%
Tesla,
Inc.
(TSLA)
(
325,986
)
6,568,963
(
1,115,915
)
Total
Unrealized
Appreciation
28,600
Total
Unrealized
Depreciation
(
1,144,515
)
a
Agreements
may
be
terminated
at
will
by
either
party
without
penalty.
Payment
is
due
at
termination/maturity.
b
Reflects
the
floating
financing
rate,
as
of
February
28,
2026,
on
the
notional
amount
of
the
swap
agreement
paid
to
the
counterparty
or
received
from
the
counterparty,
excluding
any
commissions.
This
amount
is
included
as
part
of
the
unrealized
appreciation/(depreciation).
6
::
FEBRUARY
28,
2026
(Unaudited)
::
NOTES
TO
SCHEDULE
OF
PORTFOLIO
INVESTMENTS
PROSHARES
TRUST
Repurchase
Agreements 
Each
of
the
Funds
may
enter
into
repurchase
agreements.
Repurchase
agreements
are
primarily
used
by
the
Funds
as
short-term
investments
for
cash
positions.
Under
a
repurchase
agreement,
a
Fund
purchases
one
or
more
debt
securities
and
simultaneously
agrees
to
sell
those
securities
back
to
the
seller
at
a
mutually
agreed-upon
future
price
and
date,
normally
one
day
or
a
few
days
later.
The
resale
price
is
greater
than
the
purchase
price,
reflecting
an
agreed-upon
market
interest
rate
during
the
purchaser’s
holding
period.
While
the
maturities
of
the
underlying
securities
in
repurchase
transactions
may
be
more
than
one
year,
the
term
of
each
repurchase
agreement
will
always
be
less
than
one
year.
The
Funds
follow
certain
procedures
designed
to
minimize
the
risks
inherent
in
such
agreements.
These
procedures
include
effecting
repurchase
transactions
generally
with
major
global
financial
institutions
whose
creditworthiness
is
monitored
by
the
Advisor.
In
addition,
the
value
of
the
collateral
underlying
the
repurchase
agreement
is
required
to
be
at
least
equal
to
the
repurchase
price,
including
any
accrued
interest
income
earned
on
the
repurchase
agreement.
The
Funds
may
invest
in
repurchase
agreements
through
joint
account
arrangements;
in
such
cases,
each
Fund
holds
a
pro
rata
share
of
the
collateral
and
interest
income
based
upon
the
dollar
amount
of
the
repurchase
agreements
entered
into
by
each
Fund.
The
collateral
underlying
the
repurchase
agreement
is
held
by
the
Fund’s
custodian.
A
repurchase
agreement
is
subject
to
the
risk
that
the
counterparty
to
the
repurchase
agreement
that
sells
the
securities
may
default
on
its
obligation
to
repurchase
them.
In
this
circumstance,
a
Fund
may
lose
money
because
it
may
not
be
able
to
sell
the
securities
at
the
agreed
upon
time
and
price,
the
securities
may
lose
value
before
they
can
be
sold,
the
selling
institution
may
declare
bankruptcy
or
the
Fund
may
have
difficulty
exercising
rights
to
the
collateral.
During
periods
of
high
demand
for
repurchase
agreements,
the
Funds
may
be
unable
to
invest
available
cash
in
these
instruments
to
the
extent
desired
by
the
Advisor. Repurchase
agreements
usually
are
for
short
periods,
such
as
one
week
or
less,
but
may
be
longer.
It
is
the
current
policy
of
each
Fund
not
to
invest
in
repurchase
agreements
that
do
not
mature
within
seven
days
if
any
such
investment,
together
with
any
other
illiquid
assets
held
by
the
Fund,
amounts
to
more
than
15%
of
the
Fund’s
total
net
assets.
The
investments
of
each
Fund
in
repurchase
agreements
at
times
may
be
substantial
when,
in
the
view
of
the
Advisor,
liquidity,
investment,
regulatory,
or
other
considerations
so
warrant.
On
February
28,
2026,
the
Funds
had
an
undivided interest
in
joint
repurchase
agreements
with
the
following
counterparties,
for
the
time
periods
and
rates
indicated.
Amounts
shown
in
the
table
below
represent
Principal
Amount,
Cost
and
Value
for
each
respective
repurchase
agreement. 
Fund
Name
Bank
of
America
Securities,
Inc.,
3.67%,
dated
2/27/2026
due
3/2/2026
(a)
Barclays
Capital,
Inc.,
3.55%,
dated
2/27/2026
due
3/2/2026
(b)
BNP
Paribas
Securities
Corp.,
3.00%,
dated
2/27/2026
due
3/2/2026
(c)
BNP
Paribas
Securities
Corp.,
3.25%,
dated
2/27/2026
due
3/2/2026
(d)
BNP
Paribas
Securities
Corp.,
3.40%,
dated
2/27/2026
due
3/2/2026
(e)
BNP
Paribas
Securities
Corp.,
3.66%,
dated
2/27/2026
due
3/2/2026
(f)
CF
Secured
LLC,
3.65%,
dated
2/27/2026
due
3/2/2026
(g)
Natixis
New
York
Branch,
3.52%,
dated
2/27/2026
due
3/2/2026
(h)
Natixis
New
York
Branch,
3.66%,
dated
2/27/2026
due
3/2/2026
(i)
Total
Ultra
COIN
.....
$
70,530
$
47,020
$
23,510
$
47,020
$
117,549
$
117,549
$
237,201
$
58,775
$
70,530
$
789,684
Ultra
CRCL
.....
2,859,816
1,906,544
953,273
1,906,544
4,766,361
4,766,361
9,617,990
2,383,180
2,859,816
32,019,885
Ultra
NVDA
.....
190,770
127,180
63,591
127,180
317,950
317,950
641,590
158,975
190,770
2,135,956
Ultra
PLTR
.....
94,686
63,124
31,562
63,124
157,810
157,810
318,443
78,905
94,686
1,060,150
Ultra
TSLA
.....
66,034
44,023
22,011
44,023
110,056
110,056
222,082
55,028
66,034
739,347
$
3,281,836
$
2,187,891
$
1,093,947
$
2,187,891
$
5,469,726
$
5,469,726
$
11,037,306
$
2,734,863
$
3,281,836
$
36,745,022
Each
Repurchase
Agreement
was
fully
collateralized
by
U.S.
government
and/or
agency
securities
at
February
28,
2026
as
follows:
(a)
U.S.
Treasury
Notes,
0.50%
to
3.63%,
due
6/30/2026
to
1/15/2028,
which
had
an
aggregate
value
at
the
Trust
level
of
$306,000,079.
(b)
Federal
Farm
Credit
Banks
Funding
Corp.,
0%
to
4.88%,
due
3/2/2026
to
9/14/2037;
Federal
Home
Loan
Banks,
0%
to
5.50%,
due
3/2/2026
to
7/15/2036; 
Federal
Home
Loan
Mortgage
Corp.,
0%
to
6.75%,
due
5/27/2026
to
7/15/2032;
Federal
National
Mortgage
Association,
0%
to
7.25%,
due
4/24/2026
to
8/6/2038,
which
had
an
aggregate
value
at
the
Trust
level
of
$204,000,828.
(c)
U.S.
Treasury
Notes,
0.25%
to
3.75%,
due
1/15/2027
to
7/15/2029, 
which
had
an
aggregate
value
at
the
Trust
level
of
$102,000,105.
(d)
U.S.
Treasury
Bonds,
6.50%,
due
11/15/2026;
U.S.
Treasury
Notes,
1.25%
to
4.13%,
due
6/30/2026
to
5/15/2028,
which
had
an
aggregate
value
at
the
Trust
level
of
$204,000,044.
(e)
U.S.
Treasury
Bills,
0%,
due
4/2/2026
to
7/23/2026;
U.S.
Treasury
Bonds,
0%
to
4.75%,
due
8/15/2026
to
5/15/2055;
U.S.
Treasury
Notes,
0.13%
to
4.88%,
due
3/31/2026
to
8/15/2035,
which
had
an
aggregate
value
at
the
Trust
level
of
$510,000,020.
(f)
U.S.
Treasury
Bills,
0%,
due
4/2/2026
to
7/23/2026; 
U.S.
Treasury
Bonds,
0%
to
4.75%,
due
8/15/2026
to
5/15/2055;
U.S.
Treasury
Notes,
0.13%
to
4.88%,
due
3/31/2026
to
8/15/2035,
which
had
an
aggregate
value
at
the
Trust
level
of
$510,000,020.
(g)
U.S.
Treasury
Bills,
0%,
due
3/17/2026
to
2/18/2027;
U.S.
Treasury
Bonds,
0%
to
4.75%,
due
3/31/2026
to
2/15/2056;
U.S.
Treasury
Notes,
0.13%
to
4.88%,
due
3/31/2026
to
2/15/2036,
which
had
an
aggregate
value
at
the
Trust
level
of
$1,029,437,427.
(h)
U.S.
Treasury
Bills,
0%,
due
4/2/2026;
U.S.
Treasury
Bonds,
1.25%,
due
5/15/2050;
U.S.
Treasury
Notes,
3.63%
to
4.25%,
due
8/31/2027
to
11/15/2034,
which
had
an
aggregate
value
at
the
Trust
level
of
$255,074,891.
(i)
U.S.
Treasury
Bonds,
0%
to
4.25%,
due
8/15/2029
to
8/15/2054;
U.S.
Treasury
Notes,
0.13%
to
4.50%,
due
7/31/2026
to
2/15/2036,
which
had
an
aggregate
value
at
the
Trust
level
of
$306,093,374.