ATRS July manager-account holdings

Selected text accompanies the source exhibit; it is not a complete transcription unless expressly marked. Omissions are identified in the text. Preserve the source labels and context when quoting.

REVIEWED SOURCE-CELL TRANSCRIPTION

Workbook: 2026-07-31_Report.xlsx

Worksheet: MasterGridXLS

Original cell values; blank cells omitted. Full numeric precision may exceed the rounded printed display.

Row 2
CUSIP: Treasury

Row 3
CUSIP: [redacted]
Security  Name: US TREASURY N/B
ISIN: [redacted]
SEDOL: [redacted]
Coupon Rate: 3.5
Maturity  Date: 02/15/2033
Quantity  (Units): 9000000
Purchase  Cost: 8739843.75
Market Price: 94.16
Principal  Value: 8474062.5
Accrued  Income: 145317.68
Market  Value: 8619380.18
Unrealized Gain (Loss): -265781.25
% of  Portfolio: 17.08609405924932
Industry: TREASURY
Country: US
Currency: USD
Duration: 5.674409866333008
Avg Life: 6.543459892272949
Convexity: 0.37770000100135803
OAS: 0
YTW: 4.542809963226318
PSA: 0
Exchange Rate: 1

Row 4
CUSIP: [redacted]
Security  Name: US TREASURY N/B
ISIN: [redacted]
SEDOL: [redacted]
Coupon Rate: 4
Maturity  Date: 01/15/2027
Quantity  (Units): 10000000
Purchase  Cost: 10049609.38
Market Price: 100.03
Principal  Value: 10003120
Accrued  Income: 18478.26
Market  Value: 10021598.26
Unrealized Gain (Loss): -46489.38000000082
% of  Portfolio: 19.865694158807752
Industry: TREASURY
Country: US
Currency: USD
Duration: 0.4474300146102905
Avg Life: 0.4572199881076813
Convexity: 0.004040000028908253
OAS: 0
YTW: 3.9227800369262695
PSA: 0
Exchange Rate: 1

Row 5
CUSIP: [redacted]
Security  Name: US TREASURY N/B
ISIN: [redacted]
SEDOL: [redacted]
Coupon Rate: 4
Maturity  Date: 01/31/2029
Quantity  (Units): 10000000
Purchase  Cost: 10126562.5
Market Price: 99.24
Principal  Value: 9924218
Accrued  Income: 1086.96
Market  Value: 9925304.96
Unrealized Gain (Loss): -202344.5
% of  Portfolio: 19.67481310393874
Industry: TREASURY
Country: US
Currency: USD
Duration: 2.3556699752807617
Avg Life: 2.5023999214172363
Convexity: 0.06836999952793121
OAS: 0
YTW: 4.323349952697754
PSA: 0
Exchange Rate: 1

Row 6
CUSIP: [redacted]
Security  Name: US TREASURY N/B
ISIN: [redacted]
SEDOL: [redacted]
Coupon Rate: 4.25
Maturity  Date: 01/15/2028
Quantity  (Units): 10000000
Purchase  Cost: 10146875
Market Price: 100
Principal  Value: 10000390
Accrued  Income: 19633.15
Market  Value: 10020023.15
Unrealized Gain (Loss): -146485
% of  Portfolio: 19.86257183712665
Industry: TREASURY
Country: US
Currency: USD
Duration: 1.3947399854660034
Avg Life: 1.4565399885177612
Convexity: 0.026429999619722366
OAS: 0
YTW: 4.245870113372803
PSA: 0
Exchange Rate: 1

Row 7
Purchase  Cost: 39062890.63
Principal  Value: 38401790.5
Accrued  Income: 184516.05
Market  Value: 38586306.55
% of  Portfolio: 76.48917315912246
Duration: 1.7989249818825748
Avg Life: 1.990500445601187
Convexity: 0.08403809502638929
OAS: 0
YTW: 3.2494262923106074

Row 8
CUSIP: Govt Related

Row 9
CUSIP: [redacted]
Security  Name: STATE OF ISRAEL
Coupon Rate: 4.93
Maturity  Date: 02/01/2031
Quantity  (Units): 9900000
Purchase  Cost: 9900000
Market Price: 99.21
Principal  Value: 9821426.67
Accrued  Income: 123020.38
Market  Value: 9944447.05
Unrealized Gain (Loss): -78573.33000000007
% of  Portfolio: 19.7127582395982
Industry: GOVT RELATED
Country: IL
Currency: USD
Duration: 3.950000047683716
Avg Life: 4.510000228881836
Convexity: 0.1899999976158142
OAS: 0
YTW: 4.920000076293945
PSA: 0
Exchange Rate: 1

Row 10
Purchase  Cost: 9900000
Principal  Value: 9821426.67
Accrued  Income: 123020.38
Market  Value: 9944447.05
% of  Portfolio: 19.7127582395982
Duration: 0.7786539598639046
Avg Life: 0.8890454417248019
Convexity: 0.03745423766179519
OAS: 0
YTW: 0.9698677204278725

Row 11
CUSIP: Cash & Equivalents

Row 12
CUSIP: [redacted]
Security  Name: CASH
Coupon Rate: 3.736
Quantity  (Units): 1916004.35
Purchase  Cost: 1916004.35
Market Price: 100
Principal  Value: 1916004.35
Accrued  Income: 0
Market  Value: 1916004.35
Unrealized Gain (Loss): 0
% of  Portfolio: 3.7980724667409738
Industry: *CashHolding*
Country: US
Currency: USD
Duration: 0
Avg Life: 0
Convexity: 0
OAS: 0
YTW: 3.6487600803375244
PSA: 0
Exchange Rate: 1

Row 13
Purchase  Cost: 1916004.35
Principal  Value: 1916004.35
Accrued  Income: 0
Market  Value: 1916004.35
% of  Portfolio: 3.7980724667409738
Duration: 0
Avg Life: 0
Convexity: 0
OAS: 0
YTW: 0.13858255198873534

Row 14
CUSIP: Total Position
Purchase  Cost: 50878894.980000004
Principal  Value: 50139221.52
Accrued  Income: 307536.43
Market  Value: 50446757.949999996
% of  Portfolio: 100.00000386546164
Duration: 2.5775789417464794
Avg Life: 2.879545887325989
Convexity: 0.12149233268818448
OAS: 0
YTW: 4.357876564727215

Row 15
CUSIP: The bond quality ratings indicated are assigned by credit rating agencies Standard & Poor’s, Moody’s, and Fitch as an indication of an issuer's creditworthiness. Unless specified by client investment guidelines, the middle of three or highest of two credit quality ratings available from these rating agencies is used. Credit quality is subject to change. Ratings are measured on a scale that generally ranges from AAA (highest) to D (lowest). Ratings information from Standard & Poor's (“S&P”) may not be reproduced. S&P credit ratings are statements of opinion and are not statements of fact or recommendations to purchase, hold, or sell securities, nor do they address the suitability of securities for investment purposes, and should not be relied on as investment advice. S&P does not guarantee the accuracy, completeness, timeliness or availability of any information, including ratings, and is not responsible for errors or omissions (negligent or otherwise). S&P gives no express or implied warranties, including but not limited to any warranties of merchantability or fitness for a particular purpose or use. S&P shall not be liable for any direct, indirect, incidental, exemplary, compensatory, punitive, special or consequential damages, costs, expenses, legal fees, or losses (including lost income or profits and opportunity costs) in connection with any use of ratings.