NPORT-P false 0000794105 XXXXXXXX S000019554 C000054351 C000054349 C000054350 VANGUARD BOND INDEX FUNDS 811-04681 0000794105 549300INE5BF80OGAZ51 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD INFLATION-PROTECTED SECURITIES FUND S000019554 F8K6630RFYVJPTW32U17 2026-12-31 2026-03-31 N 27917160946.96 34865474.97 27882295471.99 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 18601243.34000000 USD N Bloomberg U.S. Treasury Inflation Protected Securities Index I00062 United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CEP2 21701200.00000000 PA USD 20299098.92000000 0.072802825507 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N N/A N/A N/A 149500000.00000000 NC USD 3899406.24000000 0.013985241078 N/A DIR N/A N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 Call Purchased NOMURA GLOBAL FINANCIAL PRODUCTS INC 0Z3VO5H2G7GRS05BHJ91 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2040-10-18 0.00000000 USD 0.00000000 USD 0.00000000 USD 149500000.00000000 3.35000000 USD 2030-10-16 XXXX -989243.76000000 N N N N/A N/A N/A -156870000.00000000 NC USD -1170126.18000000 -0.00419666372 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Written JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2030-01-24 0.00000000 USD 0.00000000 USD 0.00000000 USD -156870000.00000000 3.85000000 USD 2028-01-20 XXXX -150471.18000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SG4 150400000.00000000 PA USD 137446535.63000000 0.492952726105 Long SN UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMR9 9413400.00000000 PA USD 9450538.78000000 0.033894407257 Long DBT UST US N 2 2032-02-29 Fixed 4.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLW9 50000000.00000000 PA USD 49984375.00000000 0.179269224982 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N N/A N/A N/A 16000000.00000000 NC USD -31776.82000000 -0.00011396773 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 US CPI Urban Consumers NAS CPURNSA Y 2036-01-08 -0.37000000 USD 0.37000000 USD 16000000.00000000 USD -31776.82000000 N N N N/A N/A N/A -452.00000000 NC USD 454413.23000000 0.001629755449 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A Ultra 10-Year US Treasury Note Futures 2026-06-18 -51763475.73000000 USD 454413.23000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828ZZ6 624192100.00000000 PA USD 753606704.41000000 2.702814426333 Long SN UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N N/A N/A N/A 35800000.00000000 NC USD -146480.48000000 -0.00052535301 N/A DIR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 United States SOFR Secured Ove SOFRRATE Y 2035-11-15 0.00000000 USD 0.00000000 USD 35800000.00000000 USD -146480.48000000 N N N N/A N/A N/A 4181.00000000 NC USD -3558706.39000000 -0.01276331926 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Long N/A CBOT US Treasure Bond Futures 2026-06-18 479670081.39000000 USD -3558706.39000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKQ3 25646800.00000000 PA USD 25920299.01000000 0.092963289324 Long DBT UST US N 2 2034-05-15 Fixed 4.37500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CML2 1045285000.00000000 PA USD 1095355303.11000000 3.928497580876 Long SN UST US N 2 2035-01-15 Fixed 2.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810TP3 306048600.00000000 PA USD 256637456.18000000 0.920431592290 Long SN UST US N 2 2053-02-15 Fixed 1.50000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CKL4 835799300.00000000 PA USD 902161462.93000000 3.235606852514 Long SN UST US N 2 2029-04-15 Fixed 2.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SV1 243298300.00000000 PA USD 161282248.43000000 0.578439635976 Long SN UST US N 2 2051-02-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CGW5 750850000.00000000 PA USD 817213122.57000000 2.930939181069 Long SN UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RR1 175552000.00000000 PA USD 178559401.35000000 0.640404236191 Long SN UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CNB3 873456800.00000000 PA USD 901448748.80000000 3.233050699522 Long SN UST US N 2 2030-04-15 Fixed 1.62500000 N N N N N N N/A N/A N/A 4038.00000000 NC USD -5837301.47000000 -0.02093551255 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long N/A CBOT 2 Year US Treasury Note Future 2026-06-30 843501471.33000000 USD -5837301.47000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKN0 9412400.00000000 PA USD 9690727.59000000 0.034755845693 Long DBT UST US N 2 2031-04-30 Fixed 4.62500000 N N N N N N N/A N/A N/A 50000000.00000000 NC USD -151150.96000000 -0.00054210371 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 US CPI Urban Consumers NAS CPURNSA Y 2036-01-23 -0.94000000 USD 0.94000000 USD 50000000.00000000 USD -151150.96000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828Y38 670440000.00000000 PA USD 866102993.15000000 3.106282960167 Long SN UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N N/A N/A N/A 147250000.00000000 NC USD 1201117.02000000 0.004307812537 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Purchased JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2029-02-09 0.00000000 USD 0.00000000 USD 0.00000000 USD 147250000.00000000 3.45000000 USD 2027-02-05 XXXX 527448.27000000 N N N N/A N/A N/A 156870000.00000000 NC USD 1492482.95000000 0.005352797984 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Purchased JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2030-01-24 0.00000000 USD 0.00000000 USD 0.00000000 USD 156870000.00000000 3.60000000 USD 2028-01-20 XXXX 127713.95000000 N N N N/A N/A N/A 50000000.00000000 NC USD -47436.99000000 -0.00017013301 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 US CPI Urban Consumers NAS CPURNSA Y 2036-01-09 -1.14000000 USD 1.14000000 USD 50000000.00000000 USD -47436.99000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RW0 163221300.00000000 PA USD 155845631.12000000 0.558941179274 Long SN UST US N 2 2047-02-15 Fixed 0.87500000 N N N N N N N/A N/A N/A 100000000.00000000 NC USD -336729.04000000 -0.00120768048 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 US CPI Urban Consumers NAS CPURNSA Y 2036-02-12 -1.34000000 USD 1.34000000 USD 100000000.00000000 USD -336729.04000000 N N N N/A N/A N/A 16950000.00000000 NC USD 225947.93000000 0.000810363444 N/A DIR N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 United States SOFR Secured Ove SOFRRATE Y 2053-11-15 0.00000000 USD 0.00000000 USD 16950000.00000000 USD 225947.93000000 N N N N/A N/A N/A 148540000.00000000 NC USD 1115646.64000000 0.004001272567 N/A DIR N/A N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2029-01-25 0.00000000 USD 0.00000000 USD 0.00000000 USD 148540000.00000000 3.50000000 USD 2027-01-21 XXXX 387800.64000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFF3 20829900.00000000 PA USD 19267657.50000000 0.069103555406 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHT1 23071900.00000000 PA USD 22651018.02000000 0.081237995783 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N N/A N/A N/A -122180000.00000000 NC USD -588858.86000000 -0.00211194541 N/A DIR N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2031-05-15 0.00000000 USD 0.00000000 USD 0.00000000 USD -122180000.00000000 3.70000000 USD 2026-05-13 XXXX -436133.86000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLJ8 40000000.00000000 PA USD 39503124.80000000 0.141678165772 Long DBT UST US N 2 2031-08-31 Fixed 3.75000000 N N N N N N N/A N/A N/A -125700000.00000000 NC USD -5617531.32000000 -0.02014730575 N/A DIR N/A N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC 0Z3VO5H2G7GRS05BHJ91 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2045-10-18 0.00000000 USD 0.00000000 USD 0.00000000 USD -125700000.00000000 3.60800000 USD 2035-10-16 XXXX 761743.68000000 N N N N/A N/A N/A 60000000.00000000 NC USD -257998.08000000 -0.00092531147 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 US CPI Urban Consumers NAS CPURNSA Y 2036-01-23 -1.13000000 USD 1.13000000 USD 60000000.00000000 USD -257998.08000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCB5 22135800.00000000 PA USD 19740637.15000000 0.070799899419 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CHP9 876941100.00000000 PA USD 918423941.27000000 3.293932316988 Long SN UST US N 2 2033-07-15 Fixed 1.37500000 N N N N N N N/A N/A N/A 59800000.00000000 NC USD 1040387.84000000 0.003731356484 N/A DIR N/A N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 United States SOFR Secured Ove SOFRRATE Y 2040-10-18 0.00000000 USD 0.00000000 USD 59800000.00000000 USD 1040387.84000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SM1 239303900.00000000 PA USD 171298344.01000000 0.614362415684 Long SN UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N N/A N/A N/A 106260000.00000000 NC USD 2234717.96000000 0.008014827768 N/A DIR N/A N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 United States SOFR Secured Ove SOFRRATE Y 2035-11-15 0.00000000 USD 23012.39000000 USD 106260000.00000000 USD 2211705.57000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QF8 109115500.00000000 PA USD 160645812.86000000 0.576157056442 Long SN UST US N 2 2040-02-15 Fixed 2.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PZ5 196170200.00000000 PA USD 308314882.43000000 1.105772954524 Long SN UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CLE9 989008400.00000000 PA USD 1030162302.20000000 3.694682538727 Long SN UST US N 2 2034-07-15 Fixed 1.87500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CFR7 735000000.00000000 PA USD 819215103.62000000 2.938119296680 Long SN UST US N 2 2027-10-15 Fixed 1.62500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810US5 189000000.00000000 PA USD 176015729.83000000 0.631281344847 Long SN UST US N 2 2056-02-15 Fixed 2.37500000 N N N N N N N/A N/A N/A 1520.00000000 NC USD -127836.91000000 -0.00045848775 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 Long N/A CBOT 10 Year US Treasury Note 2026-06-18 168919086.91000000 USD -127836.91000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CPU9 319247700.00000000 PA USD 315715849.73000000 1.132316562842 Long SN UST US N 2 2036-01-15 Fixed 1.87500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CLV1 842067000.00000000 PA USD 884062250.10000000 3.170693930089 Long SN UST US N 2 2029-10-15 Fixed 1.62500000 N N N N N N N/A N/A N/A 50000000.00000000 NC USD -102957.29000000 -0.00036925686 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 US CPI Urban Consumers NAS CPURNSA Y 2036-01-21 -0.97000000 USD 0.97000000 USD 50000000.00000000 USD -102957.29000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QP6 176450000.00000000 PA USD 253336618.73000000 0.908593121339 Long SN UST US N 2 2041-02-15 Fixed 2.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CDX6 796017400.00000000 PA USD 859498032.99000000 3.082594235662 Long SN UST US N 2 2032-01-15 Fixed 0.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CNT4 537000000.00000000 PA USD 535070156.25000000 1.919031941927 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RL4 467800000.00000000 PA USD 463324021.10000000 1.661714049208 Long SN UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N N/A N/A N/A -32410000.00000000 NC USD -787995.91000000 -0.00282615149 N/A DIR N/A N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Call Written WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2056-07-20 0.00000000 USD 0.00000000 USD 0.00000000 USD -32410000.00000000 4.09000000 USD 2026-07-16 XXXX -25955.78000000 N N N N/A N/A N/A 44000000.00000000 NC USD -79906.98000000 -0.00028658680 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 US CPI Urban Consumers NAS CPURNSA Y 2036-01-08 -1.01000000 USD 1.01000000 USD 44000000.00000000 USD -79906.98000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKU4 85650000.00000000 PA USD 88182697.05000000 0.316267708799 Long DBT UST US N 2 2031-05-31 Fixed 4.62500000 N N N N N N N/A N/A N/A -289370000.00000000 NC USD -335528.42000000 -0.00120337445 N/A DIR N/A N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Call Written WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2028-07-20 0.00000000 USD 0.00000000 USD 0.00000000 USD -289370000.00000000 2.87000000 USD 2026-07-16 XXXX -46158.42000000 N N N N/A N/A N/A 289370000.00000000 NC USD 738262.86000000 0.002647783647 N/A DIR N/A N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2028-07-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 289370000.00000000 3.27000000 USD 2026-07-16 XXXX -43036.14000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RF7 310210200.00000000 PA USD 357432176.48000000 1.281932389099 Long SN UST US N 2 2044-02-15 Fixed 1.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKF7 10000000.00000000 PA USD 10070312.50000000 0.036117228978 Long DBT UST US N 2 2031-03-31 Fixed 4.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBL4 22506800.00000000 PA USD 19729495.99000000 0.070759941590 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810PV4 193775600.00000000 PA USD 305133751.89000000 1.094363813038 Long SN UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N N/A N/A N/A 35800000.00000000 NC USD 445554.92000000 0.001597985074 N/A DIR N/A N 2 CITADEL SECURITIES SWAP DEALER LLC 549300DZV7T0LV9QYE62 United States SOFR Secured Ove SOFRRATE Y 2035-11-15 0.00000000 USD 0.00000000 USD 35800000.00000000 USD 445554.92000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128285W6 438830000.00000000 PA USD 561220574.73000000 2.012820555946 Long SN UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N N/A N/A N/A 85170000.00000000 NC USD 935336.54000000 0.003354589441 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Purchased JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2038-02-04 0.00000000 USD 0.00000000 USD 0.00000000 USD 85170000.00000000 5.14400000 USD 2028-02-02 XXXX -4088.56000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FQ6 71028600.00000000 PA USD 143585765.95000000 0.514971108079 Long SN UST US N 2 2032-04-15 Fixed 3.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCS8 24260100.00000000 PA USD 21051322.59000000 0.075500679673 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128282L3 407300000.00000000 PA USD 541325596.81000000 1.941467112540 Long SN UST US N 2 2027-07-15 Fixed 0.37500000 N N N N N N N/A N/A N/A -1441.00000000 NC USD 994444.21000000 0.003566579412 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Short N/A Ultra U.S. Treasury Bond Futures 2026-06-18 -168961006.71000000 USD 994444.21000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810TY4 303247800.00000000 PA USD 283137234.91000000 1.015473188692 Long SN UST US N 2 2054-02-15 Fixed 2.12500000 N N N N N N N/A N/A N/A -294500000.00000000 NC USD -1575396.78000000 -0.00565016887 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Written JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2029-02-09 0.00000000 USD 0.00000000 USD 0.00000000 USD -294500000.00000000 3.75000000 USD 2027-02-05 XXXX -831784.28000000 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 2665709.38100000 NS USD 266544281.01000000 0.955962471876 Long STIV CORP US N 1 N N N N/A N/A N/A 9598.00000000 NC USD -8715918.19000000 -0.03125968663 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 Long N/A CBOT 5 Year US Treasury Note 2026-06-30 1047024563.61000000 USD -8715918.19000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CNC1 25670400.00000000 PA USD 25603215.69000000 0.091826068322 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKC4 40000000.00000000 PA USD 40518750.00000000 0.145320710917 Long DBT UST US N 2 2031-02-28 Fixed 4.25000000 N N N N N N N/A N/A N/A -122180000.00000000 NC USD -393373.25000000 -0.00141083523 N/A DIR N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2031-05-15 0.00000000 USD 0.00000000 USD 0.00000000 USD -122180000.00000000 3.80000000 USD 2026-05-13 XXXX -301738.25000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJZ5 25532400.00000000 PA USD 25194295.11000000 0.090359472502 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CEZ0 865351000.00000000 PA USD 913878109.83000000 3.277628668514 Long SN UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N N/A N/A N/A 6550000.00000000 NC USD -91052.08000000 -0.00032655876 N/A DIR N/A N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 United States SOFR Secured Ove SOFRRATE Y 2038-03-13 0.00000000 USD 0.00000000 USD 6550000.00000000 USD -91052.08000000 N N N N/A N/A N/A 27190000.00000000 NC USD 252677.89000000 0.000906230587 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 United States SOFR Secured Ove SOFRRATE Y 2038-02-04 0.00000000 USD 0.00000000 USD 27190000.00000000 USD 252677.89000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CCM1 693551500.00000000 PA USD 786281055.34000000 2.820001158548 Long SN UST US N 2 2031-07-15 Fixed 0.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFV8 21176100.00000000 PA USD 21181890.39000000 0.075968961778 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828V49 25.00000000 PA USD 33.71000000 0.000000120901 Long SN UST US N 2 2027-01-15 Fixed 0.37500000 N N N N N N N/A N/A N/A 50000000.00000000 NC USD -32739.53000000 -0.00011742049 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 US CPI Urban Consumers NAS CPURNSA Y 2036-01-12 -1.12000000 USD 1.12000000 USD 50000000.00000000 USD -32739.53000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CNS6 625501400.00000000 PA USD 630872904.76000000 2.262629005541 Long SN UST US N 2 2035-07-15 Fixed 1.87500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CGK1 870875300.00000000 PA USD 916215424.25000000 3.286011459029 Long SN UST US N 2 2033-01-15 Fixed 1.12500000 N N N N N N N/A N/A N/A 20000000.00000000 NC USD 62588.00000000 0.000224472192 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 US CPI Urban Consumers NAS CPURNSA Y 2031-02-12 -0.54000000 USD 0.54000000 USD 20000000.00000000 USD 62588.00000000 N N N N/A N/A N/A 1037000000.00000000 NC USD 12889801.85000000 0.046229342426 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 United States SOFR Secured Ove SOFRRATE Y 2030-08-31 -469610.59000000 USD 0.00000000 USD 1037000000.00000000 USD 13359412.44000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FH6 179241900.00000000 PA USD 382598778.56000000 1.372192540403 Long SN UST US N 2 2029-04-15 Fixed 3.87500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810RA8 165305800.00000000 PA USD 172122009.02000000 0.617316494593 Long SN UST US N 2 2043-02-15 Fixed 0.62500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CJH5 790732100.00000000 PA USD 869395156.77000000 3.118090322381 Long SN UST US N 2 2028-10-15 Fixed 2.37500000 N N N N N N N/A N/A N/A -116540000.00000000 NC USD -946211.57000000 -0.00339359279 N/A DIR N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2031-04-10 0.00000000 USD 0.00000000 USD 0.00000000 USD -116540000.00000000 3.46000000 USD 2026-04-08 XXXX -167141.67000000 N N N N/A N/A N/A 66300000.00000000 NC USD -1023176.50000000 -0.00366962792 N/A DIR N/A N 2 NOMURA SECURITIES INTERNATIONAL, INC. OXTKY6Q8X53C9ILVV871 United States SOFR Secured Ove SOFRRATE Y 2045-10-18 0.00000000 USD 0.00000000 USD 66300000.00000000 USD -1023176.50000000 N N N N/A N/A N/A 50000000.00000000 NC USD -214998.40000000 -0.00077109289 N/A DIR N/A N 2 GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 US CPI Urban Consumers NAS CPURNSA Y 2036-01-23 -0.94000000 USD 0.94000000 USD 50000000.00000000 USD -214998.40000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CJY8 932823700.00000000 PA USD 982866052.04000000 3.525054287683 Long SN UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N N/A N/A N/A 6680000.00000000 NC USD 33157.49000000 0.000118919513 N/A DIR N/A N 2 CITADEL SECURITIES SWAP DEALER LLC 549300DZV7T0LV9QYE62 United States SOFR Secured Ove SOFRRATE Y 2031-04-10 0.00000000 USD 0.00000000 USD 6680000.00000000 USD 33157.49000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CGM7 21153900.00000000 PA USD 20352365.40000000 0.072993866019 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N N/A N/A N/A -297080000.00000000 NC USD -1549592.44000000 -0.00555762147 N/A DIR N/A N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Put Written WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2029-01-25 0.00000000 USD 0.00000000 USD 0.00000000 USD -297080000.00000000 3.75000000 USD 2027-01-21 XXXX -671721.04000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDY4 22326000.00000000 PA USD 19796882.81000000 0.071001624776 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N N/A N/A N/A -156870000.00000000 NC USD -909559.42000000 -0.00326213966 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Put Written JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2030-01-24 0.00000000 USD 0.00000000 USD 0.00000000 USD -156870000.00000000 4.10000000 USD 2028-01-20 XXXX -156583.42000000 N N N N/A N/A N/A 122180000.00000000 NC USD 1194090.43000000 0.004282611635 N/A DIR N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2031-05-15 0.00000000 USD 0.00000000 USD 0.00000000 USD 122180000.00000000 3.50000000 USD 2026-05-13 XXXX 778678.43000000 N N N N/A N/A N/A 100000000.00000000 NC USD 379974.16000000 0.001362779332 N/A DIR N/A N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 US CPI Urban Consumers NAS CPURNSA Y 2031-02-12 -2.68000000 USD 2.68000000 USD 100000000.00000000 USD 379974.16000000 N N N N/A N/A N/A 12980000.00000000 NC USD -95866.07000000 -0.00034382416 N/A DIR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 United States SOFR Secured Ove SOFRRATE Y 2046-01-22 0.00000000 USD 0.00000000 USD 12980000.00000000 USD -95866.07000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810TE8 331325500.00000000 PA USD 200682774.33000000 0.719749830251 Long SN UST US N 2 2052-02-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128283R9 552760000.00000000 PA USD 723112613.77000000 2.593447209166 Long SN UST US N 2 2028-01-15 Fixed 0.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CPD7 340316300.00000000 PA USD 335955997.41000000 1.204907959416 Long DBT UST US N 2 2030-10-31 Fixed 3.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDJ7 23733600.00000000 PA USD 20582408.28000000 0.073818916023 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128287D6 444000000.00000000 PA USD 549148521.55000000 1.969524073445 Long SN UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N N/A N/A N/A 10550000.00000000 NC USD 100368.22000000 0.000359971151 N/A DIR N/A N 2 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 United States SOFR Secured Ove SOFRRATE Y 2041-01-22 0.00000000 USD 0.00000000 USD 10550000.00000000 USD 100368.22000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810SB5 162000000.00000000 PA USD 153242543.25000000 0.549605190878 Long SN UST US N 2 2048-02-15 Fixed 1.00000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828Z37 593568100.00000000 PA USD 718075535.40000000 2.575381700984 Long SN UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N N/A N/A N/A 100000000.00000000 NC USD -156114.79000000 -0.00055990651 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 US CPI Urban Consumers NAS CPURNSA Y 2036-01-08 -2.30000000 USD 2.30000000 USD 100000000.00000000 USD -156114.79000000 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CPJ4 113000000.00000000 PA USD 110227968.75000000 0.395333192206 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N N/A N/A N/A 233070000.00000000 NC USD 384830.50000000 0.001380196621 N/A DIR N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2031-04-10 0.00000000 USD 0.00000000 USD 0.00000000 USD 233070000.00000000 3.69000000 USD 2026-04-08 XXXX -221151.50000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CBF7 661175300.00000000 PA USD 776506882.19000000 2.784946034913 Long SN UST US N 2 2031-01-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CEJ6 698632500.00000000 PA USD 799986778.97000000 2.869156808748 Long SN UST US N 2 2027-04-15 Fixed 0.12500000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CPH8 608336100.00000000 PA USD 606174530.12000000 2.174048154424 Long SN UST US N 2 2030-10-15 Fixed 1.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLF6 25639600.00000000 PA USD 24983586.73000000 0.089603765784 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHC8 21137900.00000000 PA USD 20139629.70000000 0.072230888307 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJJ1 24371400.00000000 PA USD 24877868.16000000 0.089224605574 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810QV3 267439100.00000000 PA USD 296251623.52000000 1.062508012719 Long SN UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N N/A N/A N/A 1032900000.00000000 NC USD 7479621.01000000 0.026825700263 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 United States SOFR Secured Ove SOFRRATE Y 2028-03-15 0.00000000 USD 241430.95000000 USD 1032900000.00000000 USD 7238190.06000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810UH9 319343400.00000000 PA USD 305723187.98000000 1.096477828689 Long SN UST US N 2 2055-02-15 Fixed 2.37500000 N N N N N N N/A N/A N/A 192000000.00000000 NC USD 798227.66000000 0.002862847719 N/A DIR N/A N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 US CPI Urban Consumers NAS CPURNSA Y 2031-02-17 -4.93000000 USD 4.93000000 USD 192000000.00000000 USD 798227.66000000 N N N N/A N/A N/A 32410000.00000000 NC USD 199902.62000000 0.000716951802 N/A DIR N/A N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2056-07-20 0.00000000 USD 0.00000000 USD 0.00000000 USD 32410000.00000000 3.69000000 USD 2026-07-16 XXXX -17244.38000000 N N N N/A N/A N/A 73450000.00000000 NC USD 751013.73000000 0.002693514709 N/A DIR N/A N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 United States SOFR Secured Ove SOFRRATE Y 2030-08-31 0.00000000 USD 0.00000000 USD 73450000.00000000 USD 751013.73000000 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912810FD5 153575200.00000000 PA USD 324709560.63000000 1.164572554495 Long SN UST US N 2 2028-04-15 Fixed 3.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMM0 25629100.00000000 PA USD 26295856.93000000 0.094310229788 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N N/A N/A N/A -85170000.00000000 NC USD -1046363.25000000 -0.00375278732 N/A DIR N/A N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Call Written JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N/A N/A N/A 0.00000000 NC USD 0.00000000 0.00000000 DIR US Secured Overnight Financing Rate SOFRATE 2038-02-04 0.00000000 USD 0.00000000 USD 0.00000000 USD -85170000.00000000 3.14400000 USD 2028-02-02 XXXX -307939.35000000 N N N 2026-05-28 VANGUARD BOND INDEX FUNDS Ashley Grim Ashley Grim Treasurer XXXX