U.S. Treasury Inflation-Indexed Notes

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F226TOH6YD6XJB17KS62 Long: BEV51CNB7 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV51CNB7 IRS USD P F 2.99875 2 CCPINFLATIONZERO 000000000 20000000.00000000 OU Notional Amount USD 1024616.00000000 0.256810356795 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on U.S. CPI Urban Consumers NSA 2027-01-04 0.00000000 USD 0.00000000 USD 20000000.00000000 USD 1024616.00000000 N N N Coinstar Funding, LLC N/A Coinstar Funding LLC Series 2017-1 19260MAA4 708400.00000000 PA USD 624745.04000000 0.156586464225 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.21600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Inflation-Indexed Notes 912828S50 10647760.00000000 PA USD 10620493.75000000 2.661926799197 Long DBT UST US N 2 2026-07-15 Fixed 0.12500000 N N N N N N 2025-05-21 Short Duration Inflation-Protected Income Portfolio James Kirchner James Kirchner Treasurer