N-MFP3 0000857490 XXXXXXXX 2026-07-31 Vanguard Variable Insurance Funds 0000857490 549300N9FZ0B1IR95761 Money Market Portfolio 0NONMH8REY0TF2TI6Z60 S000004391 1 N N 033-32216 The Vanguard Group, Inc. 801-11953 Vanguard Capital Management, LLC 801-134586 PRICEWATERHOUSECOOPERS LLC Philadelphia PA State Street Bank and Trust Company The Vanguard Group, Inc. 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1.0003 2026-07-24 1.0003 2026-07-27 1.0004 2026-07-28 1.0004 2026-07-29 1.0004 2026-07-30 1.0004 2026-07-31 N N Money Market Portfolio C000012147 5000.00 1335003449.30 1334486010.4100 1.0003 2026-07-01 1.0004 2026-07-02 1.0004 2026-07-06 1.0004 2026-07-07 1.0004 2026-07-08 1.0004 2026-07-09 1.0004 2026-07-10 1.0004 2026-07-13 1.0004 2026-07-14 1.0004 2026-07-15 1.0004 2026-07-16 1.0004 2026-07-17 1.0004 2026-07-20 1.0004 2026-07-21 1.0004 2026-07-22 1.0003 2026-07-23 1.0003 2026-07-24 1.0003 2026-07-27 1.0004 2026-07-28 1.0004 2026-07-29 1.0004 2026-07-30 1.0004 2026-07-31 5014849.00 1242468.50 2026-07-01 19196.57 1582867.69 2026-07-02 6624579.80 2493408.72 2026-07-06 4370878.78 672741.94 2026-07-07 664835.12 80091.88 2026-07-08 39.63 412948.26 2026-07-09 962.07 2126359.18 2026-07-10 8159190.90 92668.05 2026-07-13 1393643.47 278115.48 2026-07-14 4376974.33 3608771.19 2026-07-15 1262644.29 67449.07 2026-07-16 252561.72 3739.20 2026-07-17 1077.91 3718357.22 2026-07-20 480524.66 2959495.94 2026-07-21 2889233.02 3546337.03 2026-07-22 3350.51 1501781.99 2026-07-23 3731.83 5810875.44 2026-07-24 1235447.37 610309.02 2026-07-27 430804.68 303689.24 2026-07-28 23664.59 848343.36 2026-07-29 92290.90 3276560.56 2026-07-30 21504.43 3652982.47 2026-07-31 37321985.58 38890361.43 0.0356 2026-07-01 0.0357 2026-07-02 0.0357 2026-07-06 0.0356 2026-07-07 0.0356 2026-07-08 0.0356 2026-07-09 0.0354 2026-07-10 0.0354 2026-07-13 0.0354 2026-07-14 0.0354 2026-07-15 0.0355 2026-07-16 0.0356 2026-07-17 0.0356 2026-07-20 0.0356 2026-07-21 0.0356 2026-07-22 0.0356 2026-07-23 0.0358 2026-07-24 0.0358 2026-07-27 0.0359 2026-07-28 0.0359 2026-07-29 0.0359 2026-07-30 0.0359 2026-07-31 N 0.00 Insurance company 0.0653 0.00 Insurance company 0.81 0.00 Insurance company 0.058 0.00 N Federal Home Loan Banks Federal Home Loan Banks 3.790000% 3130B2T39 2549001DPIFGXC1TOL40 US3130B2T399 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-24 2026-09-24 N N N 0.0374 5000750.01 5000750.01 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.790000% 3130B3EC3 2549001DPIFGXC1TOL40 US3130B3EC38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-29 2026-10-29 N N N 0.0372 1250338.75 1250338.75 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.775000% 3130B4WF4 2549001DPIFGXC1TOL40 US3130B4WF40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-05 2027-02-05 N N N 0.0378 1000381.00 1000381.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.725000% 3130B5T81 2549001DPIFGXC1TOL40 US3130B5T814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-08 2027-04-08 N N N 0.0374 4000328.00 4000328.00 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.725000% 3130B6HW9 2549001DPIFGXC1TOL40 US3130B6HW95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-24 2026-11-24 N N N 0.0375 8200893.80 8200893.80 0.0061 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130B7FS8 2549001DPIFGXC1TOL40 US3130B7FS84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-11 2026-09-11 N N N 0.0377 1000028.00 1000028.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.745000% 3130B7KF0 2549001DPIFGXC1TOL40 US3130B7KF09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-25 2027-02-25 N N N 0.0377 3000708.00 3000708.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.730000% 3130B7P99 2549001DPIFGXC1TOL40 US3130B7P990 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-08 2026-12-08 N N N 0.0372 2000236.00 2000236.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.830000% 3130B7V43 2549001DPIFGXC1TOL40 US3130B7V436 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-21 2027-09-21 N N N 0.0377 2863300.44 2863300.44 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130B7WP5 2549001DPIFGXC1TOL40 US3130B7WP52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-25 2026-09-25 N N N 0.0374 5000035.00 5000035.00 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130B7YT5 2549001DPIFGXC1TOL40 US3130B7YT56 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-02 2026-10-02 N N N 0.0374 1000014.00 1000014.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130B7ZB3 2549001DPIFGXC1TOL40 US3130B7ZB30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-06 2026-10-06 N N N 0.0373 2000032.00 2000032.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130B8FZ0 2549001DPIFGXC1TOL40 US3130B8FZ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-03 2027-02-03 N N N 0.0378 10000250.00 10000250.00 0.0075 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8NZ1 2549001DPIFGXC1TOL40 US3130B8NZ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-21 2026-08-21 N N N 0.0366 1024984.63 1024984.63 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8Q39 2549001DPIFGXC1TOL40 US3130B8Q392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-25 2026-08-25 N N N 0.0367 6899862.00 6899862.00 0.0052 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B8TA0 2549001DPIFGXC1TOL40 US3130B8TA04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0379 1999968.00 1999968.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130B8V58 2549001DPIFGXC1TOL40 US3130B8V582 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-09 2026-12-09 N N N 0.0372 999962.00 999962.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8ZV7 2549001DPIFGXC1TOL40 US3130B8ZV76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0379 999970.00 999970.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B8ZY1 2549001DPIFGXC1TOL40 US3130B8ZY16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-05 2026-10-05 N N N 0.0373 999963.00 999963.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B92D1 2549001DPIFGXC1TOL40 US3130B92D18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-09 2026-09-09 N N N 0.0377 659980.20 659980.20 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130B92Q2 2549001DPIFGXC1TOL40 US3130B92Q21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-09 2027-02-09 N N N 0.0378 999916.00 999916.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130B92R0 2549001DPIFGXC1TOL40 US3130B92R04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-05 2027-03-05 N N N 0.0372 999893.00 999893.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B96P0 2549001DPIFGXC1TOL40 US3130B96P02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-21 2026-09-21 N N N 0.0368 4999900.00 4999900.00 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B9BF6 2549001DPIFGXC1TOL40 US3130B9BF65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 5029989.94 5029989.94 0.0038 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B9BU3 2549001DPIFGXC1TOL40 US3130B9BU33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 1894996.21 1894996.21 0.0014 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B9CB4 2549001DPIFGXC1TOL40 US3130B9CB43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 1999996.00 1999996.00 0.0015 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B9CE8 2549001DPIFGXC1TOL40 US3130B9CE81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-04 2026-08-04 N N N 0.0366 6149987.70 6149987.70 0.0046 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B9DC1 2549001DPIFGXC1TOL40 US3130B9DC17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 999998.00 999998.00 0.0007 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9DF4 2549001DPIFGXC1TOL40 US3130B9DF48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0379 999970.00 999970.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B9DG2 2549001DPIFGXC1TOL40 US3130B9DG21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-05 2026-10-05 N N N 0.0373 1999926.00 1999926.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B9DH0 2549001DPIFGXC1TOL40 US3130B9DH04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-05 2026-11-05 N N N 0.0376 999973.00 999973.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-03 2026-09-03 N N N 0.0379 999973.00 999973.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B9DK3 2549001DPIFGXC1TOL40 US3130B9DK33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-04 2026-12-04 N N N 0.0372 999928.00 999928.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9DU1 2549001DPIFGXC1TOL40 US3130B9DU15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0379 999970.00 999970.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B9DY3 2549001DPIFGXC1TOL40 US3130B9DY37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-06 2026-10-06 N N N 0.0373 1999926.00 1999926.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9DZ0 2549001DPIFGXC1TOL40 US3130B9DZ02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-02 2026-09-02 N N N 0.0380 1999948.00 1999948.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9H37 2549001DPIFGXC1TOL40 US3130B9H373 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-11 2026-08-11 N N N 0.0367 999991.00 999991.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B9H78 2549001DPIFGXC1TOL40 US3130B9H787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-18 2026-09-18 N N N 0.0375 999972.00 999972.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B9HV5 2549001DPIFGXC1TOL40 US3130B9HV51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-16 2026-11-16 N N N 0.0376 1999920.00 1999920.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B9JR2 2549001DPIFGXC1TOL40 US3130B9JR22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-17 2026-08-17 N N N 0.0367 999989.00 999989.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B9JW1 2549001DPIFGXC1TOL40 US3130B9JW17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-15 2026-09-15 N N N 0.0376 1999956.00 1999956.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B9KE9 2549001DPIFGXC1TOL40 US3130B9KE99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-24 2026-08-24 N N N 0.0367 3999940.00 3999940.00 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B9KR0 2549001DPIFGXC1TOL40 US3130B9KR03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-19 2026-10-19 N N N 0.0372 1999976.00 1999976.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B9N55 2549001DPIFGXC1TOL40 US3130B9N553 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-29 2026-09-29 N N N 0.0374 999979.00 999979.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B9NF3 2549001DPIFGXC1TOL40 US3130B9NF38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-20 2026-10-20 N N N 0.0372 999989.00 999989.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B9NN6 2549001DPIFGXC1TOL40 US3130B9NN61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N 0.0394 6523916.85 6523916.85 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B9NS5 2549001DPIFGXC1TOL40 US3130B9NS58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N 0.0394 3254459.67 3254459.67 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B9P61 2549001DPIFGXC1TOL40 US3130B9P616 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0394 3249489.75 3249489.75 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.743000% 3130B9PQ7 2549001DPIFGXC1TOL40 US3130B9PQ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0396 2774381.18 2774381.18 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.735000% 3130B9PV6 2549001DPIFGXC1TOL40 US3130B9PV69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0396 9117765.60 9117765.60 0.0068 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130B9Q60 2549001DPIFGXC1TOL40 US3130B9Q606 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-27 2027-05-27 N N N 0.0375 5998920.00 5998920.00 0.0045 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B9QN3 2549001DPIFGXC1TOL40 US3130B9QN35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-02 2026-12-02 N N N 0.0372 1999864.00 1999864.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B9QQ6 2549001DPIFGXC1TOL40 US3130B9QQ65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-02 2026-11-02 N N N 0.0376 1999948.00 1999948.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B9R44 2549001DPIFGXC1TOL40 US3130B9R448 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-07 2026-12-07 N N N 0.0372 999928.00 999928.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B9RK8 2549001DPIFGXC1TOL40 US3130B9RK86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-03 2026-11-03 N N N 0.0376 1999974.00 1999974.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.670000% 3130B9RN2 2549001DPIFGXC1TOL40 US3130B9RN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-07 2026-10-07 N N N 0.0373 1999946.00 1999946.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BA4C8 2549001DPIFGXC1TOL40 US3130BA4C81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-24 2026-12-24 N N N 0.0372 999965.00 999965.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BA6N2 2549001DPIFGXC1TOL40 US3130BA6N29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-08 2026-12-08 N N N 0.0372 999928.00 999928.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAEF0 2549001DPIFGXC1TOL40 US3130BAEF01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-15 2026-10-15 N N N 0.0373 2179969.48 2179969.48 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAEH6 2549001DPIFGXC1TOL40 US3130BAEH66 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-19 2026-10-19 N N N 0.0372 544993.46 544993.46 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BAEJ2 2549001DPIFGXC1TOL40 US3130BAEJ23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-24 2026-08-24 N N N 0.0366 1089982.56 1089982.56 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAEN3 2549001DPIFGXC1TOL40 US3130BAEN35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-16 2026-11-16 N N N 0.0376 869988.70 869988.70 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAH26 2549001DPIFGXC1TOL40 US3130BAH265 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-28 2026-12-28 N N N 0.0372 999960.00 999960.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAH34 2549001DPIFGXC1TOL40 US3130BAH349 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-29 2026-12-29 N N N 0.0372 2999877.00 2999877.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAJ40 2549001DPIFGXC1TOL40 US3130BAJ402 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-21 2026-12-21 N N N 0.0372 999958.00 999958.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAJV0 2549001DPIFGXC1TOL40 US3130BAJV06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-30 2026-11-30 N N N 0.0372 999997.00 999997.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BAK89 2549001DPIFGXC1TOL40 US3130BAK897 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-07 2026-12-07 N N N 0.0372 1999888.00 1999888.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAKH9 2549001DPIFGXC1TOL40 US3130BAKH92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-05 2027-01-05 N N N 0.0375 1999876.00 1999876.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BALF2 2549001DPIFGXC1TOL40 US3130BALF28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-05 2027-01-05 N N N 0.0375 999938.00 999938.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BALH8 2549001DPIFGXC1TOL40 US3130BALH83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-07 2027-01-07 N N N 0.0374 1999876.00 1999876.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BAS81 2549001DPIFGXC1TOL40 US3130BAS817 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-18 2026-11-18 N N N 0.0376 999958.00 999958.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BAUU9 2549001DPIFGXC1TOL40 US3130BAUU93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-22 2026-12-22 N N N 0.0372 999940.00 999940.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAUV7 2549001DPIFGXC1TOL40 US3130BAUV76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-22 2027-01-22 N N N 0.0374 2999826.00 2999826.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.830000% 3130BAV46 2549001DPIFGXC1TOL40 US3130BAV464 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0402 2708235.79 2708235.79 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAWJ2 2549001DPIFGXC1TOL40 US3130BAWJ21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-29 2026-12-29 N N N 0.0372 6999713.00 6999713.00 0.0052 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BAWX1 2549001DPIFGXC1TOL40 US3130BAWX15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-26 2027-05-26 N N N 0.0375 6999335.00 6999335.00 0.0052 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BB6B6 2549001DPIFGXC1TOL40 US3130BB6B62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-16 2026-09-16 N N N 0.0376 12999805.00 12999805.00 0.0097 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BB6C4 2549001DPIFGXC1TOL40 US3130BB6C46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-14 2027-01-14 N N N 0.0374 21999692.00 21999692.00 0.0165 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313H76 335800QFR6AM34FHIC10 US313313H761 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0390 238527.60 238527.60 0.0002 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385A71 2549001DPIFGXC1TOL40 US313385A715 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0358 6954615.75 6954615.75 0.0052 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385A89 2549001DPIFGXC1TOL40 US313385A897 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0359 1999402.00 1999402.00 0.0015 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385A97 2549001DPIFGXC1TOL40 US313385A970 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0359 36889275.30 36889275.30 0.0276 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385B47 2549001DPIFGXC1TOL40 US313385B473 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-10 2026-08-10 2026-08-10 N N N 0.0361 118916.46 118916.46 0.0001 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385B62 2549001DPIFGXC1TOL40 US313385B622 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-12 2026-08-12 2026-08-12 N N N 0.0362 3186113.96 3186113.96 0.0024 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385B88 2549001DPIFGXC1TOL40 US313385B887 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-14 2026-08-14 2026-08-14 N N N 0.0364 20149609.08 20149609.08 0.0151 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385C53 2549001DPIFGXC1TOL40 US313385C539 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-19 2026-08-19 2026-08-19 N N N 0.0365 8571109.47 8571109.47 0.0064 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N 0.0365 10695487.99 10695487.99 0.0080 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385D37 2549001DPIFGXC1TOL40 US313385D370 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-25 2026-08-25 2026-08-25 N N N 0.0366 3192860.80 3192860.80 0.0024 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385D45 2549001DPIFGXC1TOL40 US313385D453 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-26 2026-08-26 2026-08-26 N N N 0.0366 9477827.00 9477827.00 0.0071 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N 0.0367 12333605.27 12333605.27 0.0092 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385E36 2549001DPIFGXC1TOL40 US313385E360 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0380 11672232.06 11672232.06 0.0087 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385E51 2549001DPIFGXC1TOL40 US313385E519 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0380 9020478.90 9020478.90 0.0068 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F27 2549001DPIFGXC1TOL40 US313385F276 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-09 2026-09-09 2026-09-09 N N N 0.0380 10305885.56 10305885.56 0.0077 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F43 2549001DPIFGXC1TOL40 US313385F433 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-11 2026-09-11 2026-09-11 N N N 0.0380 8326643.60 8326643.60 0.0062 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-14 2026-09-14 2026-09-14 N N N 0.0379 15931152.00 15931152.00 0.0119 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F92 2549001DPIFGXC1TOL40 US313385F920 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-16 2026-09-16 2026-09-16 N N N 0.0379 7104797.86 7104797.86 0.0053 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385G67 2549001DPIFGXC1TOL40 US313385G670 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-21 2026-09-21 2026-09-21 N N N 0.0380 12934519.00 12934519.00 0.0097 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385G83 2549001DPIFGXC1TOL40 US313385G837 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-23 2026-09-23 2026-09-23 N N N 0.0380 3680582.40 3680582.40 0.0028 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385J80 2549001DPIFGXC1TOL40 US313385J807 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-09 2026-10-09 2026-10-09 N N N 0.0381 3674325.70 3674325.70 0.0028 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385K54 2549001DPIFGXC1TOL40 US313385K540 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-14 2026-10-14 2026-10-14 N N N 0.0382 7344729.40 7344729.40 0.0055 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385L61 2549001DPIFGXC1TOL40 US313385L613 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N 0.0382 6445231.00 6445231.00 0.0048 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385M37 2549001DPIFGXC1TOL40 US313385M371 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-28 2026-10-28 2026-10-28 N N N 0.0383 5351610.60 5351610.60 0.0040 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385N28 2549001DPIFGXC1TOL40 US313385N288 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0388 2970882.00 2970882.00 0.0022 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385P34 2549001DPIFGXC1TOL40 US313385P341 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-13 2026-11-13 2026-11-13 N N N 0.0388 105859.17 105859.17 0.0001 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385P83 2549001DPIFGXC1TOL40 US313385P838 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-18 2026-11-18 2026-11-18 N N N 0.0388 1507927.63 1507927.63 0.0011 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385Q25 2549001DPIFGXC1TOL40 US313385Q257 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0388 1977184.00 1977184.00 0.0015 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-25 2026-11-25 2026-11-25 N N N 0.0388 4940290.00 4940290.00 0.0037 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0389 6961343.72 6961343.72 0.0052 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.920000% 3133EPN76 254900C5LP6DN9OP9V83 US3133EPN764 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-18 2026-12-18 N N N 0.0372 1000842.00 1000842.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.765000% 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-10 2027-02-10 N N N 0.0378 2000668.00 2000668.00 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.745000% 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-12 2027-02-12 N N N 0.0378 5001150.00 5001150.00 0.0037 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.730000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-11 2027-03-11 N N N 0.0372 4500580.50 4500580.50 0.0034 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.835000% 3133ERDR9 254900C5LP6DN9OP9V83 US3133ERDR94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-03 2027-05-03 N N N 0.0376 3923794.56 3923794.56 0.0029 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.785000% 3133ERH53 254900C5LP6DN9OP9V83 US3133ERH531 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-09 2026-12-09 N N N 0.0372 1500469.50 1500469.50 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.785000% 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-23 2026-12-23 N N N 0.0372 6002088.00 6002088.00 0.0045 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.790000% 3133ERVT5 254900C5LP6DN9OP9V83 US3133ERVT58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-01 2026-10-01 N N N 0.0374 5000835.00 5000835.00 0.0037 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.785000% 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-15 2026-10-15 N N N 0.0373 2000414.00 2000414.00 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.780000% 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-28 2026-08-28 N N N 0.0366 2800173.60 2800173.60 0.0021 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.690000% 3133ET4Q7 254900C5LP6DN9OP9V83 US3133ET4Q75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-16 2027-02-16 N N N 0.0378 999935.00 999935.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.765000% 3133ETFX0 254900C5LP6DN9OP9V83 US3133ETFX01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-06 2027-05-06 N N N 0.0376 2000746.00 2000746.00 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.690000% 3133ETJ57 254900C5LP6DN9OP9V83 US3133ETJ574 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-20 2026-10-20 N N N 0.0372 3000063.00 3000063.00 0.0022 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.695000% 3133ETR66 254900C5LP6DN9OP9V83 US3133ETR668 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-06 2026-11-06 N N N 0.0376 10000360.00 10000360.00 0.0075 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-12 2027-05-12 N N N 0.0376 2000368.00 2000368.00 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.675000% 3133ETV87 254900C5LP6DN9OP9V83 US3133ETV876 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-14 2026-08-14 N N N 0.0366 999994.00 999994.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.730000% 3133ETVR5 254900C5LP6DN9OP9V83 US3133ETVR58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-02 2026-12-02 N N N 0.0372 10001140.00 10001140.00 0.0075 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.670000% 3133EWAW0 254900C5LP6DN9OP9V83 US3133EWAW02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-06 2026-10-06 N N N 0.0373 1999946.00 1999946.00 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.655000% 3133EWBZ2 254900C5LP6DN9OP9V83 US3133EWBZ24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-04 2026-08-04 N N N 0.0366 199999.80 199999.80 0.0001 N N Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.665000% 3133EWEK2 254900C5LP6DN9OP9V83 US3133EWEK28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-20 2026-08-20 N N N 0.0366 1999974.00 1999974.00 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.685000% 3133EWGH7 254900C5LP6DN9OP9V83 US3133EWGH70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-08 2027-03-08 N N N 0.0372 1999720.00 1999720.00 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.685000% 3133EWLB4 254900C5LP6DN9OP9V83 US3133EWLB46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-09 2027-02-09 N N N 0.0378 1999834.00 1999834.00 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.690000% 3133EWNG1 254900C5LP6DN9OP9V83 US3133EWNG15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-01 2027-02-01 N N N 0.0374 4999740.00 4999740.00 0.0037 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-23 2026-09-23 N N N 0.0374 3000441.00 3000441.00 0.0022 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-16 2026-10-16 N N N 0.0373 1737382.14 1737382.14 0.0013 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.745000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-05 2027-05-05 N N N 0.0376 12502787.50 12502787.50 0.0094 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.755000% 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-05 2027-05-05 N N N 0.0376 13004849.00 13004849.00 0.0097 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.785000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-21 2026-08-21 N N N 0.0366 1800084.60 1800084.60 0.0013 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-11 2026-12-11 N N N 0.0372 1006338.02 1006338.02 0.0008 N N N N United States Treasury Bill United States Treasury Bill 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0386 5927306.64 5927306.64 0.0044 N Y Y N United States Treasury Bill United States Treasury Bill 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0366 25973927.72 25973927.72 0.0195 N Y Y N United States Treasury Bill United States Treasury Bill 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0367 6070719.07 6070719.07 0.0045 N Y Y N United States Treasury Bill United States Treasury Bill 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0367 11957153.66 11957153.66 0.0090 N Y Y N United States Treasury Bill United States Treasury Bill 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0376 13767484.25 13767484.25 0.0103 N Y Y N United States Treasury Bill United States Treasury Bill 912797US4 254900HROIFWPRGM1V77 US912797US49 U.S. Treasury Debt Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0366 10793317.57 10793317.57 0.0081 N Y Y N United States Treasury Bill United States Treasury Bill 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0367 6989470.81 6989470.81 0.0052 N Y Y N United States Treasury Bill United States Treasury Bill 912797UV7 254900HROIFWPRGM1V77 US912797UV77 U.S. Treasury Debt Y 2026-08-25 2026-08-25 2026-08-25 N N N 0.0366 26588793.97 26588793.97 0.0199 N Y Y N United States Treasury Bill United States Treasury Bill 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 13330704.43 13330704.43 0.0100 N Y Y N United States Treasury Bill United States Treasury Bill 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0381 12643203.39 12643203.39 0.0095 N Y Y N United States Treasury Bill United States Treasury Bill 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0386 17181443.22 17181443.22 0.0129 N Y Y N United States Treasury Bill United States Treasury Bill 912797VB0 254900HROIFWPRGM1V77 US912797VB05 U.S. Treasury Debt Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0369 12439243.69 12439243.69 0.0093 N Y Y N United States Treasury Bill United States Treasury Bill 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0370 40288810.84 40288810.84 0.0302 N Y Y N United States Treasury Bill United States Treasury Bill 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y 2026-09-29 2026-09-29 2026-09-29 N N N 0.0377 12923944.54 12923944.54 0.0097 N Y Y N United States Treasury Bill United States Treasury Bill 912797VG9 254900HROIFWPRGM1V77 US912797VG91 U.S. Treasury Debt Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0385 12505172.97 12505172.97 0.0094 N Y Y N United States Treasury Bill United States Treasury Bill 912797VH7 254900HROIFWPRGM1V77 US912797VH74 U.S. Treasury Debt Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0386 13172409.21 13172409.21 0.0099 N Y Y N United States Treasury Bill United States Treasury Bill 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0375 13298365.81 13298365.81 0.0100 N Y Y N United States Treasury Bill United States Treasury Bill 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0378 12878333.48 12878333.48 0.0096 N Y Y N United States Treasury Bill United States Treasury Bill 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0379 25831463.03 25831463.03 0.0193 N Y Y N United States Treasury Bill United States Treasury Bill 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0382 16684276.52 16684276.52 0.0125 N Y Y N United States Treasury Bill United States Treasury Bill 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 U.S. Treasury Debt Y 2026-12-01 2026-12-01 2026-12-01 N N N 0.0388 13251057.65 13251057.65 0.0099 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 1.500000% 9128282A7 254900HROIFWPRGM1V77 US9128282A70 U.S. Treasury Debt Y 2026-08-15 2026-08-15 2026-08-15 N N N 0.0464 1093674.02 1093674.02 0.0008 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.625000% 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y 2027-06-15 2027-06-15 2027-06-15 N N N 0.0412 1118053.67 1118053.67 0.0008 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 4.057100% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-08-03 2026-10-31 2026-10-31 N N N 0.0389 7549492.92 7549492.92 0.0057 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 4.011100% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-08-03 2027-07-31 2027-07-31 N N N 0.0389 6228980.05 6228980.05 0.0047 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.640000% ARP1I1HH5 ES7IP3U3RHIGC71XBU11 0000352613 ARP1I1HH5_3.64_0817 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 12900.00 12932.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 2163300.00 2027124.20 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-17 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0364 2000000.00 2000000.00 0.0015 N N Y N Royal Bank of Canada Royal Bank of Canada 3.660000% ARP1I4HX4 ES7IP3U3RHIGC71XBU11 0000352613 ARP1I4HX4_3.66_0824 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 51200.00 51330.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 8653400.00 8108684.22 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-24 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0366 8000000.00 8000000.00 0.0060 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.620000% ARP1ICAO3 R0MUWSFPU8MPRO8K5P83 ARP1ICAO3_3.62_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 559500.00 547844.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 200.00 173.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 400.00 396.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 1713600.00 1491652.38 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0362 2000000.00 2000000.00 0.0015 N Y Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.630000% ARP1IN2T7 R0MUWSFPU8MPRO8K5P83 ARP1IN2T7_3.63_0810 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 33300.00 29382.63 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 14300.00 16229.15 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 2200.00 2134.18 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VW4 2026-11-10 0.00 0.00 5300.00 5245.90 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 38000.00 39830.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 100.00 103.63 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 100.00 157.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 17600.00 17926.42 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 2064300.00 1920590.37 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 8100.00 8427.92 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-10 Y BNP Paribas SA 1.0000 7 N N N 0.0363 2000000.00 2000000.00 0.0015 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.640000% ARP1IYOY8 R0MUWSFPU8MPRO8K5P83 ARP1IYOY8_3.64_0817 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury Bill 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 6700.00 6499.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 3817300.00 3640545.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 444000.00 433038.97 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-17 Y BNP Paribas SA 1.0000 7 N N N 0.0364 4000000.00 4000000.00 0.0030 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.690000% ARP1JD5P3 549300QJJX6CVVUXLE15 ARP1JD5P3_3.69_0828 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 400.00 342.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 200.00 173.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 100.00 97.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 100.00 95.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 22100.00 21342.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 1554800.00 1540523.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 100.00 73.71 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 10200.00 13093.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 500.00 355.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 100.00 100.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 288800.00 288449.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 172100.00 175400.35 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-28 Y RBC Dominion Securities. 1.0000 7 N N N 0.0369 2000000.00 2000000.00 0.0015 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.705000% ARP1JSQO0 R0MUWSFPU8MPRO8K5P83 ARP1JSQO0_3.70_0914 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 100.00 121.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 97000.00 99209.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 1005000.00 953824.73 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 18200.00 20655.29 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 200.00 194.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 3571700.00 3490531.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 4000.00 4074.19 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 6338100.00 6651394.97 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-09-14 Y BNP Paribas SA 1.0000 7 N N N 0.0371 11000000.00 11000000.00 0.0082 N N Y N Barclays Bank plc Barclays Bank plc 3.670000% ARP1JWF62 G5GSEF7VJP5I7OUK5573 0001484212 ARP1JWF62_3.67_0817 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 240900.00 162686.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 1078600.00 1058997.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 2335800.00 1917690.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 23400.00 23059.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 200.00 198.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 901200.00 907647.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 9800.00 9790.44 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-07 2026-08-17 Y Barclays Bank PLC. 1.0000 7 N N N 0.0367 4000000.00 4000000.00 0.0030 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.720000% ARP1K62J3 549300445CON3DBMU275 0000800030 ARP1K62J3_3.72_0820 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 900.00 856.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 500.00 424.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 3028000.00 3052829.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 1000.00 985.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 5000.00 4905.36 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-20 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0372 3000000.00 3000000.00 0.0022 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.710000% ARP1K7Q71 549300445CON3DBMU275 0000800030 ARP1K7Q71_3.71_0806 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 815400.00 486725.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 16800.00 16068.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 924300.00 932974.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 130300.00 121352.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 995900.00 466770.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 16200.00 16127.04 U.S. Treasuries (including strips) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0371 2000000.00 2000000.00 0.0015 N N Y N Royal Bank of Canada Royal Bank of Canada 3.730000% ARP1K7QH9 ES7IP3U3RHIGC71XBU11 0000352613 ARP1K7QH9_3.73_0826 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 1336800.00 1186421.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 25600.00 25665.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 1972100.00 1847959.90 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-26 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0373 3000000.00 3000000.00 0.0022 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.730000% ARP1K9XS3 549300445CON3DBMU275 0000800030 ARP1K9XS3_3.73_0827 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury Bill 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 2300.00 2291.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 1032900.00 1014304.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 92.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 100.00 92.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 100.00 99.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 3200.00 3139.43 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-27 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0373 1000000.00 1000000.00 0.0007 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.770000% ARP1K9XY0 R0MUWSFPU8MPRO8K5P83 ARP1K9XY0_3.77_0928 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0.00 0.00 270600.00 268443.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 200.00 173.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 53500.00 50153.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 100.00 94.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 17777500.00 18040577.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.951148 0.00 600.00 600.47 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-09-28 Y BNP Paribas SA 1.0000 7 N N N 0.0377 18000000.00 18000000.00 0.0135 N N Y N Royal Bank of Canada Royal Bank of Canada 3.750000% ARP1K9Y11 ES7IP3U3RHIGC71XBU11 0000352613 ARP1K9Y11_3.75_0914 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625000 0.00 23000.00 24027.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 10500.00 10827.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 155700.00 153269.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 299100.00 265453.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 75800.00 70164.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 199900.00 148080.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 86900.00 59076.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 1911700.00 1916560.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 2617300.00 2452545.73 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-09-14 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0375 5000000.00 5000000.00 0.0037 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.640000% ARP1K9Y37 549300WO2DKF0Q3YMV43 ARP1K9Y37_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 100.00 49.69 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 2700.00 2695.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 1038600.00 1013420.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 200.00 188.18 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 300.00 402.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 5800.00 3252.36 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1000000.00 1000000.00 0.0007 N Y Y N Societe Generale SA Societe Generale SA 3.650000% ARP1K9Y86 85M6SLXL8PVZZO6V3174 0001145665 ARP1K9Y86_3.65_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 3000800.00 2040022.13 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2000000.00 2000000.00 0.0015 N Y Y N Societe Generale SA Societe Generale SA 3.700000% ARP1KAYX8 85M6SLXL8PVZZO6V3174 0001145665 ARP1KAYX8_3.70_0804 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 7502000.00 5100055.32 U.S. Treasuries (including strips) Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0370 5000000.00 5000000.00 0.0037 N N Y N Deutsche Bank AG Deutsche Bank AG 3.700000% ARP1KAZF6 9J6MBOOO7BECTDTUZW19 0000948046 ARP1KAZF6_3.70_0804 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 9052700.00 9186664.87 U.S. Treasuries (including strips) Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0370 9000000.00 9000000.00 0.0067 N N Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.700000% ARP1KAZH2 FOR8UP27PHTHYVLBNG30 0000769993 ARP1KAZH2_3.70_0804 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 15233900.00 7140010.85 U.S. Treasuries (including strips) Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0370 7000000.00 7000000.00 0.0052 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.700000% ARP1KAZJ8 ZBUT11V806EZRVTWT807 0001168163 ARP1KAZJ8_3.70_0804 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 400.00 382.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 11249600.00 11218046.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 1600.00 1576.63 U.S. Treasuries (including strips) Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0370 11000000.00 11000000.00 0.0082 N N Y N Societe Generale SA Societe Generale SA 3.700000% ARP1KCHM7 85M6SLXL8PVZZO6V3174 0001145665 ARP1KCHM7_3.70_0805 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 7502000.00 5100055.32 U.S. Treasuries (including strips) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0370 5000000.00 5000000.00 0.0037 N N Y N TD Securities USA LLC TD Securities USA LLC 3.730000% ARP1KCHR6 PT3QB789TSUIDF371261 0001335977 ARP1KCHR6_3.73_0805 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 1427700.00 1020011.56 U.S. Treasuries (including strips) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0373 1000000.00 1000000.00 0.0007 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.730000% ARP1KCJ94 R0MUWSFPU8MPRO8K5P83 ARP1KCJ94_3.73_0831 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 9024300.00 9086883.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 1714000.00 1678293.95 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 5000.00 5674.53 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 100.00 91.10 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 1800.00 2188.07 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 3080900.00 6566848.54 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 100.00 104.94 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-08-31 Y BNP Paribas SA 1.0000 7 N N N 0.0373 17000000.00 17000000.00 0.0127 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.650000% ARP1KE3F3 549300WO2DKF0Q3YMV43 ARP1KE3F3_3.65_0806 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 33600.00 21858.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 1984700.00 986267.16 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 100.00 99.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 100.00 95.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 200.00 196.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 100.00 98.01 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 100.00 99.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 1200.00 1027.12 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 7000.00 7002.96 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 1400.00 1880.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 100.00 100.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1000.00 965.73 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 200.00 248.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 60.71 U.S. Treasuries (including strips) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0365 1000000.00 1000000.00 0.0007 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.665000% ARP1KE3H9 549300445CON3DBMU275 0000800030 ARP1KE3H9_3.66_0917 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 1000.00 984.28 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 21000.00 21732.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 179000.00 120883.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 700.00 604.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 500.00 498.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1000.00 991.42 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 117000.00 116552.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 12000.00 11906.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 1000.00 984.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 5000.00 4308.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 17600.00 17222.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 24000.00 24445.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 60500.00 58457.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 500.00 494.68 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 59300.00 58119.04 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 1000.00 1054.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 17762000.00 12812365.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 2000.00 1968.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 6500.00 6429.31 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-09-17 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0367 13000000.00 13000000.00 0.0097 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.650000% ARP1KE3J5 549300WO2DKF0Q3YMV43 ARP1KE3J5_3.65_0806 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 37700.00 23043.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 10800.00 6734.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 100.00 81.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 596000.00 569779.97 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 600.00 680.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 54000.00 54140.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 14000.00 13775.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 1100.00 1014.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 500.00 476.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 100.00 94.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 5000.00 5048.95 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 877000.00 877370.91 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 100.00 93.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 1751000.00 1630756.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 2403600.00 2340185.75 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 4700.00 5454.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 200.00 194.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 668800.00 515002.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 100.00 83.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 1200.00 1207.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 43400.00 42960.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 60.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 31900.00 31758.36 U.S. Treasuries (including strips) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0365 6000000.00 6000000.00 0.0045 N N Y N Citigroup Global Markets Ltd. Citigroup Global Markets Ltd. 3.650000% ARP1KE3K2 MBNUM2BPBDO7JBLYG310 ARP1KE3K2_3.65_0805 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 100.00 97.64 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 100.00 98.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0.00 0.00 20563600.00 20399708.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 100.00 98.17 U.S. Treasuries (including strips) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0365 20000000.00 20000000.00 0.0150 N N Y N DNB Bank ASA DNB Bank ASA 3.650000% ARP1KE3M8 549300GKFG0RYRRQ1414 0001498632 ARP1KE3M8_3.65_0806 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1100.00 1090.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 6500.00 6171.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 2060100.00 2027031.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 5800.00 5750.78 U.S. Treasuries (including strips) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0365 2000000.00 2000000.00 0.0015 N N Y N Societe Generale SA Societe Generale SA 3.660000% ARP1KE3S5 85M6SLXL8PVZZO6V3174 0001145665 ARP1KE3S5_3.66_0806 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 4501200.00 3060033.19 U.S. Treasuries (including strips) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0366 3000000.00 3000000.00 0.0022 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.650000% ARP1KE447 VYVVCKR63DVZZN70PB21 0000072971 ARP1KE447_3.65_0805 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 4178500.00 4082518.45 U.S. Treasuries (including strips) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0365 4000000.00 4000000.00 0.0030 N N Y N BofA Securities Inc. BofA Securities Inc. 3.640000% ARP1KFOC4 549300HN4UKV1E2R3U73 ARP1KFOC4_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 700.00 724.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 100.00 96.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 100.00 102.28 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797US4 2026-08-04 0.00 0.00 567400.00 567343.26 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 200.00 197.45 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 800.00 773.54 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 270600.00 446742.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 100.00 98.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 4000.00 3922.35 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1000000.00 1000000.00 0.0007 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.640000% ARP1KFOD2 ZBUT11V806EZRVTWT807 0001168163 ARP1KFOD2_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury Bill 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0.00 0.00 100.00 99.83 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 200.00 330.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 4000.00 3862.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 15522400.00 15295718.63 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 15000000.00 15000000.00 0.0112 N Y Y N Nomura Securities International Inc. Nomura Securities International Inc. 3.640000% ARP1KFOE0 HPFHU0OQ28E4N0NFVK49 ARP1KFOE0_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 16100.00 15689.62 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 13200.00 13082.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 18400.00 15967.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 2230800.00 1979854.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 237800.00 236755.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 191400.00 175882.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 100.00 99.91 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 625500.00 622676.25 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 3000000.00 3000000.00 0.0022 N Y Y N Barclays Bank plc Barclays Bank plc 3.650000% ARP1KFOF7 G5GSEF7VJP5I7OUK5573 0001484212 ARP1KFOF7_3.65_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 3099900.00 2093446.37 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 200.00 199.38 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 4.057148 0.00 35900.00 35918.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 2845600.00 2841222.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 1243700.00 1149221.94 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 Y Barclays Bank PLC. 1.0000 7 N N N 0.0365 6000000.00 6000000.00 0.0045 N Y Y N Natixis SA Natixis SA 3.640000% ARP1KFOG5 KX1WK48MPD4Y2NCUIZ63 0001503859 ARP1KFOG5_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 1062700.00 1013558.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 24000.00 24154.82 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 8201500.00 10185785.15 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 11000000.00 11000000.00 0.0082 N Y Y N Deutsche Bank AG Deutsche Bank AG 3.640000% ARP1KFOH3 9J6MBOOO7BECTDTUZW19 0000948046 ARP1KFOH3_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 3016300.00 3060936.21 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 3000000.00 3000000.00 0.0022 N Y Y N Smbc Nikko Securities America Smbc Nikko Securities America 3.640000% ARP1KFOK6 6PJDTY319315T5LR2241 ARP1KFOK6_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 100.00 96.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 500.00 498.93 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 54000.00 53793.40 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 600.00 546.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 4900.00 4758.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 14500.00 14683.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 3989000.00 4005716.95 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 4000000.00 4000000.00 0.0030 N Y Y N Bank of Montreal Bank of Montreal 3.640000% ARP1KFOL4 NQQ6HPCNCCU6TUTQYE16 0000009622 ARP1KFOL4_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 4307800.00 3060062.56 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 3000000.00 3000000.00 0.0022 N Y Y N Standard Chartered Bank Standard Chartered Bank 3.640000% ARP1KFOM2 RILFO74KP1CM8P6PCT96 0000861350 ARP1KFOM2_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 100.00 67.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 190100.00 118541.80 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 21000.00 25424.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 214300.00 203857.27 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 2000.00 2084.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 100.00 94.91 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 2400.00 2655.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 200.00 202.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 252000.00 254049.43 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 1025500.00 1020263.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 1000.00 978.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 549600.00 566750.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 100.00 94.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 100.00 89.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 40000.00 36949.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 480900.00 423467.11 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 2500.00 2497.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 200.00 188.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 100.00 99.83 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 400700.00 465053.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 100.00 74.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 337300.00 332387.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 1600.00 1553.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 689900.00 685631.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 1011000.00 1021913.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 2000.00 1978.13 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 500.00 682.55 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 6500.00 8447.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 15900.00 15669.90 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 16100.00 16895.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 904900.00 898493.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 200.00 93.74 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 836100.00 1014962.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 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