Vanguard® Inflation-Protected Securities Fund
Schedule of Investments (unaudited)
As of March 31, 2026
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
U.S. Government and Agency Obligations (98.9%)
U.S. Government Securities (98.9%)
  United States Treasury Inflation Indexed Bonds 0.125% 4/15/2027 804,699 799,987
  United States Treasury Inflation Indexed Bonds 0.375% 7/15/2027 541,493 541,326
  United States Treasury Inflation Indexed Bonds 1.625% 10/15/2027 806,920 819,215
  United States Treasury Inflation Indexed Bonds 0.500% 1/15/2028 728,781 723,113
  United States Treasury Inflation Indexed Bonds 1.750% 1/15/2028 300,810 305,134
  United States Treasury Inflation Indexed Bonds 1.250% 4/15/2028 814,094 817,213
1 United States Treasury Inflation Indexed Bonds 3.625% 4/15/2028 308,797 324,710
  United States Treasury Inflation Indexed Bonds 0.750% 7/15/2028 868,615 866,103
  United States Treasury Inflation Indexed Bonds 2.375% 10/15/2028 839,576 869,395
  United States Treasury Inflation Indexed Bonds 0.875% 1/15/2029 565,196 561,221
  United States Treasury Inflation Indexed Bonds 2.500% 1/15/2029 297,147 308,315
  United States Treasury Inflation Indexed Bonds 2.125% 4/15/2029 840,925 863,303
  United States Treasury Inflation Indexed Bonds 3.875% 4/15/2029 354,587 382,599
  United States Treasury Inflation Indexed Bonds 0.250% 7/15/2029 564,497 549,148
  United States Treasury Inflation Indexed Bonds 1.625% 10/15/2029 870,318 884,062
2 United States Treasury Inflation Indexed Bonds 0.125% 1/15/2030 750,288 718,076
  United States Treasury Inflation Indexed Bonds 1.625% 4/15/2030 892,350 901,449
  United States Treasury Inflation Indexed Bonds 0.125% 7/15/2030 791,744 753,607
  United States Treasury Inflation Indexed Bonds 1.125% 10/15/2030 611,621 606,175
  United States Treasury Inflation Indexed Bonds 0.125% 1/15/2031 826,006 776,507
  United States Treasury Inflation Indexed Bonds 0.125% 7/15/2031 841,548 786,281
  United States Treasury Inflation Indexed Bonds 0.125% 1/15/2032 933,888 859,498
  United States Treasury Inflation Indexed Bonds 3.375% 4/15/2032 130,138 143,586
  United States Treasury Inflation Indexed Bonds 0.625% 7/15/2032 968,596 913,878
  United States Treasury Inflation Indexed Bonds 1.125% 1/15/2033 950,796 916,215
  United States Treasury Inflation Indexed Bonds 1.375% 7/15/2033 929,400 908,998
  United States Treasury Inflation Indexed Bonds 1.750% 1/15/2034 956,227 952,310
  United States Treasury Inflation Indexed Bonds 1.875% 7/15/2034 1,022,447 1,027,558
  United States Treasury Inflation Indexed Bonds 2.125% 1/15/2035 1,077,166 1,095,355
  United States Treasury Inflation Indexed Bonds 1.875% 7/15/2035 633,520 630,873
  United States Treasury Inflation Indexed Bonds 1.875% 1/15/2036 645,803 638,109
  United States Treasury Inflation Indexed Bonds 2.125% 2/15/2040 164,181 160,646
2 United States Treasury Inflation Indexed Bonds 2.125% 2/15/2041 248,672 240,415
  United States Treasury Inflation Indexed Bonds 0.750% 2/15/2042 384,912 296,252
  United States Treasury Inflation Indexed Bonds 0.625% 2/15/2043 233,828 172,122
  United States Treasury Inflation Indexed Bonds 1.375% 2/15/2044 432,870 357,432
  United States Treasury Inflation Indexed Bonds 0.750% 2/15/2045 630,868 452,429
  United States Treasury Inflation Indexed Bonds 1.000% 2/15/2046 240,950 178,559
  United States Treasury Inflation Indexed Bonds 0.875% 2/15/2047 219,898 155,846
  United States Treasury Inflation Indexed Bonds 1.000% 2/15/2048 213,647 153,243
  United States Treasury Inflation Indexed Bonds 1.000% 2/15/2049 194,377 137,447
3 United States Treasury Inflation Indexed Bonds 0.250% 2/15/2050 302,707 171,298
  United States Treasury Inflation Indexed Bonds 0.125% 2/15/2051 303,911 161,282
  United States Treasury Inflation Indexed Bonds 0.125% 2/15/2052 362,541 187,963
  United States Treasury Inflation Indexed Bonds 1.500% 2/15/2053 334,836 256,637
  United States Treasury Inflation Indexed Bonds 2.125% 2/15/2054 321,340 283,137
  United States Treasury Inflation Indexed Bonds 2.375% 2/15/2055 329,125 305,723
  United States Treasury Inflation Indexed Bonds 2.375% 2/15/2056 168,583 156,458
  United States Treasury Note/Bond 3.625% 10/31/2030 340,316 335,956
  United States Treasury Note/Bond 1.125% 2/15/2031 22,507 19,729
  United States Treasury Note/Bond 4.250% 2/28/2031 40,000 40,519
  United States Treasury Note/Bond 4.125% 3/31/2031 10,000 10,070
  United States Treasury Note/Bond 4.625% 4/30/2031 9,412 9,691
  United States Treasury Note/Bond 1.625% 5/15/2031 22,136 19,741
  United States Treasury Note/Bond 4.625% 5/31/2031 9,650 9,935
  United States Treasury Note/Bond 1.250% 8/15/2031 24,260 21,051
  United States Treasury Note/Bond 3.750% 8/31/2031 40,000 39,503
  United States Treasury Note/Bond 1.375% 11/15/2031 23,734 20,582
  United States Treasury Note/Bond 1.875% 2/15/2032 22,326 19,797
  United States Treasury Note/Bond 4.125% 2/29/2032 9,413 9,451
  United States Treasury Note/Bond 2.875% 5/15/2032 21,701 20,299
  United States Treasury Note/Bond 2.750% 8/15/2032 20,830 19,268
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 4.125% 11/15/2032 21,176 21,182
  United States Treasury Note/Bond 3.500% 2/15/2033 21,154 20,352
  United States Treasury Note/Bond 3.375% 5/15/2033 21,138 20,140
  United States Treasury Note/Bond 3.875% 8/15/2033 23,072 22,651
  United States Treasury Note/Bond 4.500% 11/15/2033 24,371 24,878
  United States Treasury Note/Bond 4.000% 2/15/2034 25,532 25,194
  United States Treasury Note/Bond 4.375% 5/15/2034 25,647 25,920
  United States Treasury Note/Bond 3.875% 8/15/2034 25,640 24,984
  United States Treasury Note/Bond 4.250% 11/15/2034 27,000 26,992
  United States Treasury Note/Bond 4.625% 2/15/2035 25,629 26,296
  United States Treasury Note/Bond 4.250% 5/15/2035 25,670 25,603
  United States Treasury Note/Bond 4.250% 8/15/2035 537,000 535,070
  United States Treasury Note/Bond 4.000% 11/15/2035 113,000 110,228
Total U.S. Government and Agency Obligations (Cost $28,051,474) 27,575,290
          Shares  
Temporary Cash Investments (1.0%)
Money Market Fund (1.0%)
4 Vanguard Market Liquidity Fund (Cost $280,199) 3.687%   2,802,192 280,191
    Counterparty Expiration
Date 		Exercise
Rate 		Notional
Amount on
Underlying
Swap
($000) 		 
Options Purchased (0.0%)
Over-the-Counter Swaptions (0.0%)
Call Swaptions
  2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.270% Annually WFB 7/16/2026 3.270% 289,370 738
  10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.350% Annually NGFP 10/16/2030 3.350% 149,500 3,900
  30-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.690% Annually WFB 7/16/2026 3.690% 32,410 200
            4,838
Put Swaptions
  2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.450% Annually JPMC 2/5/2027 3.450% 147,250 1,201
  2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.500% Annually WFB 1/21/2027 3.500% 148,540 1,116
  2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.600% Annually JPMC 1/20/2028 3.600% 156,870 1,492
  5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.500% Annually BNPSW 5/13/2026 3.500% 122,180 1,194
  5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.690% Annually BNPSW 4/8/2026 3.690% 233,070 385
  10-Year Interest Rate Swap, Receives SOFR Annually, Pays 5.144% Annually JPMC 2/2/2028 5.144% 85,170 935
            6,323
Total Options Purchased (Cost $10,614) 11,161
Total Investments (99.9%) (Cost $28,342,287)   27,866,642
Other Assets and Liabilities—Net (0.1%)   18,848
Net Assets (100%)   27,885,490
Cost is in $000.
1 Securities with a value of $63,951 have been segregated as initial margin for open centrally cleared swap contracts.
2 Securities with a value of $1,697 have been segregated as collateral for open over-the-counter swaptions.
3 Securities with a value of $33,164 have been segregated as initial margin for open futures contracts.
4 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
  BNPSW—BNP Paribas.
  JPMC—JPMorgan Chase Bank, N.A.
  NGFP—Normura Global Financial Products Inc.
  SOFR—Secured Overnight Financing Rate.
  WFB—Wells Fargo Bank N.A.
Derivative Financial Instruments Outstanding as of Period End
Options Written
    
  Counterparty Expiration
Date 		Exercise
Rate 		Notional
Amount on
Underlying
Swap
($000) 		Market
Value
($000)
Over-the-Counter Swaptions
Call Swaptions
2-Year Interest Rate Swap, Receives SOFR Annually, Pays 2.870% Annually WFB 7/16/2026 2.870% 289,370 (336)
10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.144% Annually JPMC 2/2/2028 3.144% 85,170 (1,046)
10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.608% Annually NGFP 10/16/2035 3.608% 125,700 (5,618)
30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.090% Annually WFB 7/16/2026 4.090% 32,410 (788)
          (7,788)
Put Swaptions
2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually JPMC 2/5/2027 3.750% 294,500 (1,575)
2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.750% Annually WFB 1/21/2027 3.750% 297,080 (1,550)
2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.850% Annually JPMC 1/20/2028 3.850% 156,870 (1,170)
2-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.100% Annually JPMC 1/20/2028 4.100% 156,870 (910)
5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.460% Annually BNPSW 4/8/2026 3.460% 116,540 (946)
5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.700% Annually BNPSW 5/13/2026 3.700% 122,180 (589)
5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.800% Annually BNPSW 5/13/2026 3.800% 122,180 (393)
          (7,133)
Total Options Written (Premiums Received $12,587) (14,921)
BNPSW—BNP Paribas.
JPMC—JPMorgan Chase Bank, N.A.
NGFP—Normura Global Financial Products Inc.
WFB—Wells Fargo Bank N.A.
    
Futures Contracts
      ($000)
  Expiration Number of
Long (Short)
Contracts 		Notional
Amount 		Value and
Unrealized
Appreciation
(Depreciation)
Long Futures Contracts
2-Year U.S. Treasury Note June 2026 4,038 837,664 (5,837)
5-Year U.S. Treasury Note June 2026 9,364 1,012,995 (8,348)
10-Year U.S. Treasury Note June 2026 1,520 168,791 (128)
Long U.S. Treasury Bond June 2026 4,181 476,112 (3,559)
        (17,872)
 
Short Futures Contracts
Ultra 10-Year U.S. Treasury Note June 2026 (452) (51,309) 454
Ultra Long U.S. Treasury Bond June 2026 (1,594) (185,801) 942
        1,396
        (16,476)
Centrally Cleared Interest Rate Swaps
Termination Date Future
Effective
Date 		Notional
Amount
(000)1 		Interest
Rate
Received
(%) 		Interest
Rate
(Paid)
(%) 		Value
($000) 		Unrealized
Appreciation
(Depreciation)
($000)
3/15/2028 7/6/20262 1,032,900 0.0003 (3.157)4 7,479 7,238
8/31/2030 7/6/20262 1,037,000 0.0003 (3.252)4 12,890 13,359
8/31/2030 7/6/20262 73,450 0.0003 (3.309)4 751 751
2/12/2031 N/A 100,000 0.0005 (2.450)6 380 380
2/12/2031 N/A 20,000 0.0005 (2.465)6 63 63
2/17/2031 N/A 192,000 0.0005 (2.441)6 798 798
4/10/2031 4/10/20262 25,040 0.0003 (3.613)4 — —
11/15/2035 6/30/20262 106,260 0.0003 (3.572)4 2,235 2,212
11/15/2035 6/30/20262 35,800 0.0003 (3.682)4 446 446
11/15/2035 6/30/20262 35,800 0.0003 (3.892)4 (146) (146)
1/8/2036 N/A 100,000 0.0005 (2.417)6 (156) (156)
1/8/2036 N/A 44,000 0.0005 (2.420)6 (80) (80)
1/8/2036 N/A 16,000 0.0005 (2.422)6 (32) (32)
1/9/2036 N/A 50,000 0.0005 (2.411)6 (47) (47)
1/12/2036 N/A 50,000 0.0005 (2.411)6 (33) (33)
1/21/2036 N/A 50,000 0.0005 (2.439)6 (103) (103)
1/23/2036 N/A 110,000 0.0005 (2.468)6 (473) (473)
1/23/2036 N/A 50,000 0.0005 (2.453)6 (151) (151)
2/12/2036 N/A 100,000 0.0005 (2.466)6 (337) (337)
2/4/2038 2/4/20282 27,190 4.1444 (0.000)3 253 253
3/13/2038 3/13/20282 6,550 3.8594 (0.000)3 (91) (91)
10/18/2040 10/18/20302 59,800 0.0003 (4.100)4 1,040 1,040
1/22/2041 1/22/20312 10,550 4.5174 (0.000)3 100 100
10/18/2045 10/18/20352 66,300 4.3584 (0.000)3 (1,023) (1,023)
1/22/2046 1/22/20362 12,980 0.0003 (4.781)4 (96) (96)
          23,667 23,872
1 Notional amount denominated in U.S. dollar.
2 Forward interest rate swap. In a forward interest rate swap, the fund and the counterparty agree to make periodic net payments beginning on a specified future effective date.
3 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/(paid) annually.
4 Interest payment received/(paid) annually.
5 Zero-coupon. Based on the return of US Consumer Price Index for All Urban Consumers (USCPIU). Interest payment received/(paid) at maturity.
6 Interest payment received/(paid) at maturity.
A.  Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.
B.  Options: The fund invests in options contracts on futures to adjust its exposure to the underlying investments. The primary risk associated with purchasing options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received. Counterparty risk involving options on futures contracts is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades options on futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, and has entered into clearing agreements with its clearing brokers.
Options contracts on futures are valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written.  Fluctuations in the value of the options are recorded as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.
The fund had no open options contracts on futures at March 31,2026.
C.  Swaptions: The fund invests in options on swaps, which are transacted over-the-counter (OTC) and not on an exchange.  The fund enters into swaptions to adjust the fund's sensitivity to interest rates or to adjust its exposure to the underlying investments. The fund may purchase a swaption from a counterparty whereby the fund has the right to enter into a swap in which the fund will pay either a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, and receive a different floating rate, each applied to a notional amount. The fund may also sell a swaption to a counterparty whereby the fund grants the counterparty the right to enter into a swap in which the fund will pay a floating rate and receive a fixed rate, each applied to a notional amount. Swaptions also include options that allow an existing swap to be terminated or extended by one of the counterparties. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into swaptions with a diverse group of prequalified counterparties and monitoring their financial strength.
The primary risk associated with purchasing swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the counterparty exercises the swaption, and the resulting interest rate swap results in a negative cash flow to the fund in an amount greater than the premium received. A risk associated with all types of swaptions is the possibility that a counterparty may default on its obligations under the swaption contract.
Swaptions are valued based on market quotations received from independent pricing services or recognized dealers. The premium paid for a purchased swaption is recorded as an asset and is subsequently adjusted daily based on the current market value of the swaption. The premium received for a written swaption is recorded as an asset with an equal liability and is subsequently adjusted daily based on the current market value of the swaption. Fluctuations in the value of swaptions are recorded as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.  
D.  Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
E.  Swap Contracts: The fund enters into interest rate swap transactions to adjust the fund’s sensitivity to changes in interest rates and maintain the ability to generate income at prevailing market rates. Under the terms of the swaps, one party pays the other either an amount that is a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, applied to a notional amount. In return, the counterparty agrees to pay a different floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. The fund enters into inflation swap transactions to transfer inflation risk from one party to another through an exchange of cash flows. Under the terms of the swap, one party pays a fixed rate applied to a notional amount. In return, the other party pays a floating rate linked to an inflation index.
The fund enters into centrally cleared interest rate swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The
clearinghouse imposes initial margin requirements to secure the fund’s performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.
A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund’s maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.
F.  Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:
  Level 1
($000) 		Level 2
($000) 		Level 3
($000) 		Total
($000)
Investments        
Assets        
U.S. Government and Agency Obligations — 27,575,290 — 27,575,290
Temporary Cash Investments 280,191 — — 280,191
Options Purchased — 11,161 — 11,161
Total 280,191 27,586,451 — 27,866,642
Derivative Financial Instruments        
Assets        
Futures Contracts1 1,396 — — 1,396
Swap Contracts1 — 26,640 — 26,640
Total 1,396 26,640 — 28,036
Liabilities        
Options Written — (14,921) — (14,921)
Futures Contracts1 (17,872) — — (17,872)
Swap Contracts1 — (2,768) — (2,768)
Total (17,872) (17,689) — (35,561)
1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.