N-MFP3 0000857490 XXXXXXXX 2026-01-31 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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2026-03-09 2026-03-09 N N N 0.0364 550007.15 550007.15 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B83L4 2549001DPIFGXC1TOL40 US3130B83L43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-13 2026-04-13 N N N 0.0358 3460055.36 3460055.36 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B83M2 2549001DPIFGXC1TOL40 US3130B83M26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-09 2026-04-09 N N N 0.0365 545008.72 545008.72 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B83P5 2549001DPIFGXC1TOL40 US3130B83P56 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-09 2026-04-09 N N N 0.0358 1645018.10 1645018.10 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B83Q3 2549001DPIFGXC1TOL40 US3130B83Q30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-16 2026-04-16 N N N 0.0359 1645026.32 1645026.32 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B83X8 2549001DPIFGXC1TOL40 US3130B83X80 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-03-17 2026-03-17 N N N 0.0347 1319994.72 1319994.72 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130B83Y6 2549001DPIFGXC1TOL40 US3130B83Y63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-17 2026-02-17 N N N 0.0362 1319992.08 1319992.08 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B84A7 2549001DPIFGXC1TOL40 US3130B84A78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-17 2026-04-17 N N N 0.0359 1640029.52 1640029.52 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130B84F6 2549001DPIFGXC1TOL40 US3130B84F65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-13 2026-02-13 N N N 0.0363 1869992.52 1869992.52 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B84G4 2549001DPIFGXC1TOL40 US3130B84G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-03-10 2026-03-10 N N N 0.0344 549997.25 549997.25 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B84N9 2549001DPIFGXC1TOL40 US3130B84N99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-14 2026-04-14 N N N 0.0358 660010.56 660010.56 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B84P4 2549001DPIFGXC1TOL40 US3130B84P48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-20 2026-04-20 N N N 0.0359 1320027.72 1320027.72 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B84Q2 2549001DPIFGXC1TOL40 US3130B84Q21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-03-20 2026-03-20 N N N 0.0348 659998.68 659998.68 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B84R0 2549001DPIFGXC1TOL40 US3130B84R04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-03-13 2026-03-13 N N N 0.0345 1319993.40 1319993.40 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130B85B4 2549001DPIFGXC1TOL40 US3130B85B43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-20 2026-02-20 N N N 0.0363 2639984.16 2639984.16 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130B85L2 2549001DPIFGXC1TOL40 US3130B85L25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-23 2026-02-23 N N N 0.0362 5004964.98 5004964.98 0.0038 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.640000% 3130B86H0 2549001DPIFGXC1TOL40 US3130B86H04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-20 2026-02-20 N N N 0.0363 5329968.02 5329968.02 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.600000% 3130B8JG8 2549001DPIFGXC1TOL40 US3130B8JG83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-04-27 2026-04-27 2026-04-27 N N N 0.0369 13995982.00 13995982.00 0.0106 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8NQ1 2549001DPIFGXC1TOL40 US3130B8NQ10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-19 2026-05-19 2026-05-19 N N N 0.0368 8998434.00 8998434.00 0.0068 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130B8Q54 2549001DPIFGXC1TOL40 US3130B8Q541 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-19 2026-05-19 2026-05-19 N N N 0.0368 3999040.00 3999040.00 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B8QW5 2549001DPIFGXC1TOL40 US3130B8QW50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-03-27 2026-03-27 N N N 0.0350 900001.80 900001.80 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B8QZ8 2549001DPIFGXC1TOL40 US3130B8QZ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-03-26 2026-03-26 N N N 0.0350 2300004.60 2300004.60 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B8R87 2549001DPIFGXC1TOL40 US3130B8R879 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-03-26 2026-03-26 N N N 0.0350 565001.13 565001.13 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B8R95 2549001DPIFGXC1TOL40 US3130B8R952 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-06 2026-04-06 N N N 0.0358 2830000.00 2830000.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B8RA2 2549001DPIFGXC1TOL40 US3130B8RA22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-05-26 2026-05-26 N N N 0.0361 2265070.22 2265070.22 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8RB0 2549001DPIFGXC1TOL40 US3130B8RB05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-24 2026-04-24 N N N 0.0359 2300059.80 2300059.80 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B8RC8 2549001DPIFGXC1TOL40 US3130B8RC87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-02 2026-07-02 N N N 0.0368 600025.20 600025.20 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8RJ3 2549001DPIFGXC1TOL40 US3130B8RJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-01 2026-07-01 N N N 0.0368 2265047.57 2265047.57 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8RR5 2549001DPIFGXC1TOL40 US3130B8RR56 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-26 2026-06-26 N N N 0.0370 395015.41 395015.41 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B8RW4 2549001DPIFGXC1TOL40 US3130B8RW42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-28 2026-04-28 N N N 0.0359 4460182.86 4460182.86 0.0034 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8RX2 2549001DPIFGXC1TOL40 US3130B8RX25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-03-25 2026-03-25 N N N 0.0349 2230015.61 2230015.61 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8RY0 2549001DPIFGXC1TOL40 US3130B8RY08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-05-28 2026-05-28 N N N 0.0367 2229654.35 2229654.35 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8S29 2549001DPIFGXC1TOL40 US3130B8S299 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-01 2026-04-01 N N N 0.0357 555002.22 555002.22 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.550000% 3130B8VD1 2549001DPIFGXC1TOL40 US3130B8VD15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-09 2026-06-09 2026-06-09 N N N 0.0370 7735534.02 7735534.02 0.0059 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8ZA3 2549001DPIFGXC1TOL40 US3130B8ZA30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-08-06 2026-08-06 N N N 0.0368 550003.85 550003.85 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8ZE5 2549001DPIFGXC1TOL40 US3130B8ZE51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-07 2026-07-07 N N N 0.0368 2189960.58 2189960.58 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B8ZF2 2549001DPIFGXC1TOL40 US3130B8ZF27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-05 2026-06-05 N N N 0.0371 1094992.34 1094992.34 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8ZG0 2549001DPIFGXC1TOL40 US3130B8ZG00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-02 2026-07-02 N N N 0.0368 1094980.29 1094980.29 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B8ZH8 2549001DPIFGXC1TOL40 US3130B8ZH82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-04 2026-06-04 N N N 0.0371 3284973.72 3284973.72 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8ZJ4 2549001DPIFGXC1TOL40 US3130B8ZJ49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-02 2026-07-02 N N N 0.0368 2189960.58 2189960.58 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8ZK1 2549001DPIFGXC1TOL40 US3130B8ZK12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-02 2026-07-02 N N N 0.0368 1639968.85 1639968.85 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8ZX3 2549001DPIFGXC1TOL40 US3130B8ZX33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-07 2026-07-07 N N N 0.0368 2259957.06 2259957.06 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B92H2 2549001DPIFGXC1TOL40 US3130B92H22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-08 2026-06-08 N N N 0.0374 5139439.74 5139439.74 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B92K5 2549001DPIFGXC1TOL40 US3130B92K50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-12 2026-06-12 N N N 0.0370 3349969.86 3349969.86 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B93A6 2549001DPIFGXC1TOL40 US3130B93A69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-07 2026-07-07 N N N 0.0368 1104983.43 1104983.43 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130B94V9 2549001DPIFGXC1TOL40 US3130B94V97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-10 2026-07-10 2026-07-10 N N N 0.0365 6439053.32 6439053.32 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130B95H9 2549001DPIFGXC1TOL40 US3130B95H94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-13 2026-07-13 2026-07-13 N N N 0.0364 6119253.36 6119253.36 0.0047 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130B95P1 2549001DPIFGXC1TOL40 US3130B95P11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-14 2026-07-14 2026-07-14 N N N 0.0364 1359832.72 1359832.72 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B9B74 2549001DPIFGXC1TOL40 US3130B9B749 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-30 2026-07-30 N N N 0.0367 2340049.14 2340049.14 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B9BA7 2549001DPIFGXC1TOL40 US3130B9BA78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-30 2026-06-30 N N N 0.0367 2240042.56 2240042.56 0.0017 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 2026-02-02 2026-08-03 2026-08-03 N N N 0.0370 5029491.98 5029491.98 0.0038 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B9BG4 2549001DPIFGXC1TOL40 US3130B9BG49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-29 2026-07-29 N N N 0.0367 1115023.42 1115023.42 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B9BU3 2549001DPIFGXC1TOL40 US3130B9BU33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-03 2026-08-03 2026-08-03 N N N 0.0370 1894808.61 1894808.61 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B9CE8 2549001DPIFGXC1TOL40 US3130B9CE81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-04 2026-08-04 2026-08-04 N N N 0.0368 6150000.00 6150000.00 0.0047 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313TQ1 335800QFR6AM34FHIC10 US313313TQ16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-27 2026-02-27 2026-02-27 N N N 0.0368 199490.40 199490.40 0.0002 N N Y N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313VF2 335800QFR6AM34FHIC10 US313313VF23 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-07 2026-04-07 2026-04-07 N N N 0.0363 198698.60 198698.60 0.0002 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385SQ0 2549001DPIFGXC1TOL40 US313385SQ02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0356 2423760.02 2423760.02 0.0018 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385SR8 2549001DPIFGXC1TOL40 US313385SR84 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-04 2026-02-04 2026-02-04 N N N 0.0358 13894234.51 13894234.51 0.0106 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385SS6 2549001DPIFGXC1TOL40 US313385SS67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-05 2026-02-05 2026-02-05 N N N 0.0358 5316415.24 5316415.24 0.0040 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ST4 2549001DPIFGXC1TOL40 US313385ST41 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-06 2026-02-06 2026-02-06 N N N 0.0358 8881463.76 8881463.76 0.0068 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385SW7 2549001DPIFGXC1TOL40 US313385SW79 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-09 2026-02-09 2026-02-09 N N N 0.0360 5844911.55 5844911.55 0.0044 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385SX5 2549001DPIFGXC1TOL40 US313385SX52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-10 2026-02-10 2026-02-10 N N N 0.0360 2073342.08 2073342.08 0.0016 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385TA4 2549001DPIFGXC1TOL40 US313385TA41 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-13 2026-02-13 2026-02-13 N N N 0.0361 11447382.55 11447382.55 0.0087 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385TF3 2549001DPIFGXC1TOL40 US313385TF38 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-18 2026-02-18 2026-02-18 N N N 0.0363 17971038.00 17971038.00 0.0137 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385TH9 2549001DPIFGXC1TOL40 US313385TH93 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-20 2026-02-20 2026-02-20 N N N 0.0363 871418.12 871418.12 0.0007 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385TL0 2549001DPIFGXC1TOL40 US313385TL06 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-23 2026-02-23 2026-02-23 N N N 0.0364 5333679.29 5333679.29 0.0041 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385TN6 2549001DPIFGXC1TOL40 US313385TN61 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-25 2026-02-25 2026-02-25 N N N 0.0364 8654856.65 8654856.65 0.0066 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385TQ9 2549001DPIFGXC1TOL40 US313385TQ92 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-27 2026-02-27 2026-02-27 N N N 0.0365 22573811.47 22573811.47 0.0172 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385TT3 2549001DPIFGXC1TOL40 US313385TT32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0341 3765302.59 3765302.59 0.0029 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385TV8 2549001DPIFGXC1TOL40 US313385TV87 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-04 2026-03-04 2026-03-04 N N N 0.0342 7015642.74 7015642.74 0.0053 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385TW6 2549001DPIFGXC1TOL40 US313385TW60 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-05 2026-03-05 2026-03-05 N N N 0.0343 872256.88 872256.88 0.0007 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385TX4 2549001DPIFGXC1TOL40 US313385TX44 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-06 2026-03-06 2026-03-06 N N N 0.0344 7677076.31 7677076.31 0.0058 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385UB0 2549001DPIFGXC1TOL40 US313385UB05 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-10 2026-03-10 2026-03-10 N N N 0.0346 908681.23 908681.23 0.0007 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385UC8 2549001DPIFGXC1TOL40 US313385UC87 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-11 2026-03-11 2026-03-11 N N N 0.0347 3385291.48 3385291.48 0.0026 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385UE4 2549001DPIFGXC1TOL40 US313385UE44 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-13 2026-03-13 2026-03-13 N N N 0.0347 2098696.31 2098696.31 0.0016 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385UK0 2549001DPIFGXC1TOL40 US313385UK04 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-18 2026-03-18 2026-03-18 N N N 0.0349 4098704.06 4098704.06 0.0031 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385UL8 2549001DPIFGXC1TOL40 US313385UL86 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-19 2026-03-19 2026-03-19 N N N 0.0350 2698678.51 2698678.51 0.0021 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385UM6 2549001DPIFGXC1TOL40 US313385UM69 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-20 2026-03-20 2026-03-20 N N N 0.0350 13148626.35 13148626.35 0.0100 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385UQ7 2549001DPIFGXC1TOL40 US313385UQ73 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-23 2026-03-23 2026-03-23 N N N 0.0351 17568655.76 17568655.76 0.0134 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385US3 2549001DPIFGXC1TOL40 US313385US30 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-25 2026-03-25 2026-03-25 N N N 0.0351 39794080.00 39794080.00 0.0303 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385UU8 2549001DPIFGXC1TOL40 US313385UU85 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-27 2026-03-27 2026-03-27 N N N 0.0352 2263825.68 2263825.68 0.0017 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385UX2 2549001DPIFGXC1TOL40 US313385UX25 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-30 2026-03-30 2026-03-30 N N N 0.0353 6389699.52 6389699.52 0.0049 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385UY0 2549001DPIFGXC1TOL40 US313385UY08 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-31 2026-03-31 2026-03-31 N N N 0.0353 1136428.89 1136428.89 0.0009 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385VE3 2549001DPIFGXC1TOL40 US313385VE35 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-06 2026-04-06 2026-04-06 N N N 0.0359 1417941.40 1417941.40 0.0011 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385VG8 2549001DPIFGXC1TOL40 US313385VG82 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-08 2026-04-08 2026-04-08 N N N 0.0359 6542881.48 6542881.48 0.0050 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385VH6 2549001DPIFGXC1TOL40 US313385VH65 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-09 2026-04-09 2026-04-09 N N N 0.0359 236418.25 236418.25 0.0002 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385VJ2 2549001DPIFGXC1TOL40 US313385VJ22 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-10 2026-04-10 2026-04-10 N N N 0.0360 2960890.17 2960890.17 0.0023 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385VM5 2549001DPIFGXC1TOL40 US313385VM50 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-13 2026-04-13 2026-04-13 N N N 0.0360 236323.53 236323.53 0.0002 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385VP8 2549001DPIFGXC1TOL40 US313385VP81 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-15 2026-04-15 2026-04-15 N N N 0.0360 2701294.52 2701294.52 0.0021 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385VR4 2549001DPIFGXC1TOL40 US313385VR48 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-17 2026-04-17 2026-04-17 N N N 0.0360 13796570.10 13796570.10 0.0105 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385WF9 2549001DPIFGXC1TOL40 US313385WF90 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-05-01 2026-05-01 2026-05-01 N N N 0.0360 1784109.60 1784109.60 0.0014 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385WR3 2549001DPIFGXC1TOL40 US313385WR39 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-05-11 2026-05-11 2026-05-11 N N N 0.0361 2164529.11 2164529.11 0.0016 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385XC5 2549001DPIFGXC1TOL40 US313385XC50 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-05-22 2026-05-22 2026-05-22 N N N 0.0361 8590220.60 8590220.60 0.0065 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385XG6 2549001DPIFGXC1TOL40 US313385XG64 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-05-26 2026-05-26 2026-05-26 N N N 0.0361 1087560.10 1087560.10 0.0008 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385XS0 2549001DPIFGXC1TOL40 US313385XS03 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-05 2026-06-05 2026-06-05 N N N 0.0364 25285452.80 25285452.80 0.0192 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385XX9 2549001DPIFGXC1TOL40 US313385XX97 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-10 2026-06-10 2026-06-10 N N N 0.0364 1795767.73 1795767.73 0.0014 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385XZ4 2549001DPIFGXC1TOL40 US313385XZ46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-12 2026-06-12 2026-06-12 N N N 0.0364 18944162.77 18944162.77 0.0144 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385YE0 2549001DPIFGXC1TOL40 US313385YE08 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-17 2026-06-17 2026-06-17 N N N 0.0364 697491.56 697491.56 0.0005 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385YK6 2549001DPIFGXC1TOL40 US313385YK67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-22 2026-06-22 2026-06-22 N N N 0.0363 6902483.00 6902483.00 0.0053 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385YM2 2549001DPIFGXC1TOL40 US313385YM24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-24 2026-06-24 2026-06-24 N N N 0.0363 5422323.50 5422323.50 0.0041 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-10 2026-07-10 2026-07-10 N N N 0.0362 5906064.00 5906064.00 0.0045 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZJ8 2549001DPIFGXC1TOL40 US313385ZJ85 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-15 2026-07-15 2026-07-15 N N N 0.0362 6887076.00 6887076.00 0.0052 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-24 2026-07-24 2026-07-24 N N N 0.0362 14745210.00 14745210.00 0.0112 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-29 2026-07-29 2026-07-29 N N N 0.0361 4912705.00 4912705.00 0.0037 N N N N Freddie Mac Discount Notes Freddie Mac Discount Notes 313397SQ5 S6XOOCT0IEG5ABCC6L87 US313397SQ57 0001026214 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0356 575942.98 575942.98 0.0004 N N Y N Freddie Mac Discount Notes Freddie Mac Discount Notes 313397TT8 S6XOOCT0IEG5ABCC6L87 US313397TT87 0001026214 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0341 333053.78 333053.78 0.0003 N N Y N Freddie Mac Discount Notes Freddie Mac Discount Notes 313397UK5 S6XOOCT0IEG5ABCC6L87 US313397UK59 0001026214 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-18 2026-03-18 2026-03-18 N N N 0.0349 178204.52 178204.52 0.0001 N N Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133EREL1 254900C5LP6DN9OP9V83 US3133EREL16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-05-14 2026-05-14 N N N 0.0371 4799846.40 4799846.40 0.0037 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.655000% 3133ET5M5 254900C5LP6DN9OP9V83 US3133ET5M52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-23 2026-06-23 N N N 0.0370 245004.41 245004.41 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.650000% 3133ET6P7 254900C5LP6DN9OP9V83 US3133ET6P74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-01 2026-07-01 N N N 0.0368 134997.98 134997.98 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.660000% 3133ETC47 254900C5LP6DN9OP9V83 US3133ETC470 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-02 2026-04-02 N N N 0.0357 121002.66 121002.66 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.645000% 3133ETE60 254900C5LP6DN9OP9V83 US3133ETE609 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-10 2026-02-10 N N N 0.0363 111999.66 111999.66 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.655000% 3133ETE78 254900C5LP6DN9OP9V83 US3133ETE781 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-04-02 2026-04-02 N N N 0.0357 213002.98 213002.98 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.640000% 3133ETJ32 254900C5LP6DN9OP9V83 US3133ETJ327 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-20 2026-02-20 N N N 0.0362 111999.32 111999.32 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.675000% 3133ETRV1 254900C5LP6DN9OP9V83 US3133ETRV17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-05 2026-02-05 N N N 0.0363 905000.91 905000.91 0.0007 N N Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.655000% 3133EWBM1 254900C5LP6DN9OP9V83 US3133EWBM11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-07-29 2026-07-29 N N N 0.0367 10000.21 10000.21 0.0000 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.665000% 3133EWBZ2 254900C5LP6DN9OP9V83 US3133EWBZ24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-08-04 2026-08-04 N N N 0.0368 200000.00 200000.00 0.0002 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 2026-02-02 2026-12-11 2026-12-11 N N N 0.0374 406386.11 406386.11 0.0003 N N N N United States Treasury Bill United States Treasury Bill 912797PM3 254900HROIFWPRGM1V77 US912797PM34 U.S. Treasury Debt Y 2026-02-19 2026-02-19 2026-02-19 N N N 0.0367 9982929.20 9982929.20 0.0076 N Y Y N United States Treasury Bill United States Treasury Bill 912797QD2 254900HROIFWPRGM1V77 US912797QD26 U.S. Treasury Debt Y 2026-04-16 2026-04-16 2026-04-16 N N N 0.0366 6949112.94 6949112.94 0.0053 N Y Y N United States Treasury Bill United States Treasury Bill 912797RV1 254900HROIFWPRGM1V77 US912797RV15 U.S. Treasury Debt Y 2026-03-05 2026-03-05 2026-03-05 N N N 0.0367 22126004.40 22126004.40 0.0168 N Y Y N United States Treasury Bill United States Treasury Bill 912797SD0 254900HROIFWPRGM1V77 US912797SD08 U.S. Treasury Debt Y 2026-04-02 2026-04-02 2026-04-02 N N N 0.0368 12923086.93 12923086.93 0.0098 N Y Y N United States Treasury Bill United States Treasury Bill 912797SJ7 254900HROIFWPRGM1V77 US912797SJ77 U.S. Treasury Debt Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0363 6806723.07 6806723.07 0.0052 N Y Y N United States Treasury Bill United States Treasury Bill 912797SL2 254900HROIFWPRGM1V77 US912797SL24 U.S. Treasury Debt Y 2026-04-09 2026-04-09 2026-04-09 N N N 0.0366 5960565.00 5960565.00 0.0045 N Y Y N United States Treasury Bill United States Treasury Bill 912797SP3 254900HROIFWPRGM1V77 US912797SP38 U.S. Treasury Debt Y 2026-05-07 2026-05-07 2026-05-07 N N N 0.0365 13869496.62 13869496.62 0.0106 N Y Y N United States Treasury Bill United States Treasury Bill 912797SQ1 254900HROIFWPRGM1V77 US912797SQ11 U.S. Treasury Debt Y 2026-02-10 2026-02-10 2026-02-10 N N N 0.0363 20245980.29 20245980.29 0.0154 N Y Y N United States Treasury Bill United States Treasury Bill 912797SR9 254900HROIFWPRGM1V77 US912797SR93 U.S. Treasury Debt Y 2026-02-17 2026-02-17 2026-02-17 N N N 0.0368 20074774.86 20074774.86 0.0153 N Y Y N United States Treasury Bill United States Treasury Bill 912797SS7 254900HROIFWPRGM1V77 US912797SS76 U.S. Treasury Debt Y 2026-02-24 2026-02-24 2026-02-24 N N N 0.0368 32926996.74 32926996.74 0.0250 N Y Y N United States Treasury Bill United States Treasury Bill 912797SV0 254900HROIFWPRGM1V77 US912797SV06 U.S. Treasury Debt Y 2026-05-21 2026-05-21 2026-05-21 N N N 0.0366 976429.23 976429.23 0.0007 N Y Y N United States Treasury Bill United States Treasury Bill 912797SW8 254900HROIFWPRGM1V77 US912797SW88 U.S. Treasury Debt Y 2026-05-28 2026-05-28 2026-05-28 N N N 0.0366 13840341.62 13840341.62 0.0105 N Y Y N United States Treasury Bill United States Treasury Bill 912797SX6 254900HROIFWPRGM1V77 US912797SX61 U.S. Treasury Debt Y 2026-06-04 2026-06-04 2026-06-04 N N N 0.0365 10923307.11 10923307.11 0.0083 N Y Y N United States Treasury Bill United States Treasury Bill 912797SZ1 254900HROIFWPRGM1V77 US912797SZ10 U.S. Treasury Debt Y 2026-03-17 2026-03-17 2026-03-17 N N N 0.0370 13049693.63 13049693.63 0.0099 N Y Y N United States Treasury Bill United States Treasury Bill 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0365 6466513.40 6466513.40 0.0049 N Y Y N United States Treasury Bill United States Treasury Bill 912797TG2 254900HROIFWPRGM1V77 US912797TG20 U.S. Treasury Debt Y 2026-04-07 2026-04-07 2026-04-07 N N N 0.0366 17157195.65 17157195.65 0.0131 N Y Y N United States Treasury Bill United States Treasury Bill 912797TH0 254900HROIFWPRGM1V77 US912797TH03 U.S. Treasury Debt Y 2026-04-14 2026-04-14 2026-04-14 N N N 0.0366 27802304.32 27802304.32 0.0211 N Y Y N United States Treasury Bill United States Treasury Bill 912797TJ6 254900HROIFWPRGM1V77 US912797TJ68 U.S. Treasury Debt Y 2026-04-21 2026-04-21 2026-04-21 N N N 0.0365 12187064.17 12187064.17 0.0093 N Y Y N United States Treasury Bill United States Treasury Bill 912797TK3 254900HROIFWPRGM1V77 US912797TK32 U.S. Treasury Debt Y 2026-04-28 2026-04-28 2026-04-28 N N N 0.0363 26773687.62 26773687.62 0.0204 N Y Y N United States Treasury Bill United States Treasury Bill 912797TU1 254900HROIFWPRGM1V77 US912797TU14 U.S. Treasury Debt Y 2026-06-02 2026-06-02 2026-06-02 N N N 0.0368 6917047.06 6917047.06 0.0053 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 2.125000% 9128286X3 254900HROIFWPRGM1V77 US9128286X38 U.S. Treasury Debt Y 2026-05-31 2026-05-31 2026-05-31 N N N 0.0375 774952.85 774952.85 0.0006 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 0.750000% 91282CCF6 254900HROIFWPRGM1V77 US91282CCF68 U.S. Treasury Debt Y 2026-05-31 2026-05-31 2026-05-31 N N N 0.0373 448484.25 448484.25 0.0003 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.857692% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0372 7769198.52 7769198.52 0.0059 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.500000% 91282CKH3 254900HROIFWPRGM1V77 US91282CKH33 U.S. Treasury Debt Y 2026-03-31 2026-03-31 2026-03-31 N N N 0.0374 5005664.05 5005664.05 0.0038 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.762692% 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y 2026-02-02 2026-04-30 2026-04-30 N N N 0.0369 2000343.62 2000343.62 0.0015 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.794692% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-02-02 2026-07-31 2026-07-31 N N N 0.0369 11265511.94 11265511.94 0.0086 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.771692% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-02-02 2027-07-31 2027-07-31 N N N 0.0370 6228699.44 6228699.44 0.0047 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.870000% ARP1CR1E8 ES7IP3U3RHIGC71XBU11 0000352613 ARP1CR1E8_3.87_0223 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 8967900.00 9180002.08 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-23 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0387 9000000.00 9000000.00 0.0068 N N Y N Royal Bank of Canada Royal Bank of Canada 3.900000% ARP1CTTU8 ES7IP3U3RHIGC71XBU11 0000352613 ARP1CTTU8_3.90_0220 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 996500.00 1020068.47 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-20 Y Royal Bank of Canada / New York. 1.0000 7 N N N 0.0390 1000000.00 1000000.00 0.0008 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.780000% ARP1D5EO9 R0MUWSFPU8MPRO8K5P83 ARP1D5EO9_3.78_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.772693 0.00 200.00 202.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 2114600.00 2039829.66 U.S. Treasuries (including strips) Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0378 2000000.00 2000000.00 0.0015 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.750000% ARP1D9VQ7 R0MUWSFPU8MPRO8K5P83 ARP1D9VQ7_3.75_0209 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.750000 0.00 95000.00 94508.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125000 0.00 300.00 302.14 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TL1 2026-05-05 0.00 0.00 1900.00 1882.70 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 100.00 157.31 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 1068100.00 1681303.39 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 220800.00 261847.07 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-09 N N N 0.0375 2000000.00 2000000.00 0.0015 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.690000% ARP1DIQ75 R0MUWSFPU8MPRO8K5P83 ARP1DIQ75_3.69_0217 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 100.00 73.80 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 1087700.00 1062679.64 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.772693 0.00 100.00 101.08 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 1684000.00 1997058.24 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 100.00 99.58 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-17 Y BNP Paribas SA 1.0000 7 N N N 0.0369 3000000.00 3000000.00 0.0023 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.690000% ARP1DQ4Y2 R0MUWSFPU8MPRO8K5P83 ARP1DQ4Y2_3.69_0223 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286F2 2026-02-28 2.500000 0.00 991600.00 1001005.56 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 2097400.00 2029431.40 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 940000.00 1049639.72 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-23 Y BNP Paribas SA 1.0000 7 N N N 0.0369 4000000.00 4000000.00 0.0030 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.700000% ARP1DQZD4 R0MUWSFPU8MPRO8K5P83 ARP1DQZD4_3.70_0224 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 600600.00 579098.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 100.00 101.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 927400.00 949366.24 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 900.00 1415.81 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 530200.00 508924.00 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 800.00 909.55 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 100.00 103.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 100.00 102.02 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-24 Y BNP Paribas SA 1.0000 7 N N N 0.0370 2000000.00 2000000.00 0.0015 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.670000% ARP1DSLZ6 R0MUWSFPU8MPRO8K5P83 ARP1DSLZ6_3.67_0227 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 0.00 200.00 191.31 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 2036200.00 2219588.13 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 880000.00 956509.26 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125000 0.00 665600.00 902414.87 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 1000.00 1116.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 200.00 199.96 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-27 Y BNP Paribas SA 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 3.650000% ARP1EDUV7 549300445CON3DBMU275 0000800030 ARP1EDUV7_3.65_0223 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 91282CGW5 2028-04-15 1.250000 0.00 600.00 654.04 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.750000 0.00 800.00 793.29 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 626200.00 1022195.90 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 100.00 98.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 700.00 610.44 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 400.00 528.53 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 700.00 864.65 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 100.00 105.81 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 907300.00 1013125.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 200.00 197.37 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.817693 0.00 900.00 909.75 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-23 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0365 2000000.00 2000000.00 0.0015 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.655000% ARP1EF8B1 R0MUWSFPU8MPRO8K5P83 ARP1EF8B1_3.65_0323 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 0.00 100.00 95.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 2012100.00 2039405.66 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125000 0.00 824800.00 1019476.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 1000.00 934.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 100.00 99.68 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-03-23 Y BNP Paribas SA 1.0000 7 N N N 0.0366 3000000.00 3000000.00 0.0023 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.655000% ARP1EH132 R0MUWSFPU8MPRO8K5P83 ARP1EH132_3.65_0323 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 91282CGW5 2028-04-15 1.250000 0.00 4200.00 4578.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 200.00 201.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 6219100.00 6115304.84 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-03-23 Y BNP Paribas SA 1.0000 7 N N N 0.0366 6000000.00 6000000.00 0.0046 N N Y N RBC Dominion Securities Inc. RBC Dominion Securities Inc. 3.650000% ARP1EH1B4 549300QJJX6CVVUXLE15 ARP1EH1B4_3.65_0226 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 912797SW8 2026-05-28 0.00 0.00 300.00 296.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 2243000.00 1879080.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 100.00 92.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 6000.00 5663.75 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 200.00 221.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 7000.00 7086.37 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 124900.00 146884.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 100.00 66.73 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 500.00 638.72 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-26 Y RBC Dominion Securities. 1.0000 7 N N N 0.0365 2000000.00 2000000.00 0.0015 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.660000% ARP1EI5U6 R0MUWSFPU8MPRO8K5P83 ARP1EI5U6_3.66_0223 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 2045600.00 2040082.98 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-23 Y BNP Paribas SA 1.0000 7 N N N 0.0366 2000000.00 2000000.00 0.0015 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.660000% ARP1EJOM1 549300445CON3DBMU275 0000800030 ARP1EJOM1_3.66_0217 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 200.00 174.98 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 6300.00 7398.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 2700.00 2565.89 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797SM0 2026-04-23 0.00 0.00 1400.00 1388.89 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 2900.00 3047.52 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 963000.00 1014997.82 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 2400.00 2846.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 1900.00 1656.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 100.00 95.74 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1800.00 1825.99 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 100.00 132.13 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 300.00 383.23 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 2700.00 3335.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 1400.00 1385.19 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 4100.00 4338.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 200.00 188.31 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 600.00 801.84 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 6800.00 8767.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 2010900.00 1999690.33 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 700.00 781.65 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 200.00 211.01 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.817693 0.00 4000.00 4043.35 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-17 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0366 3000000.00 3000000.00 0.0023 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.655000% ARP1EKQ53 549300WO2DKF0Q3YMV43 ARP1EKQ53_3.65_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 100.00 101.36 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 1384500.00 2032920.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 6900.00 7039.90 U.S. Treasuries (including strips) Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0366 2000000.00 2000000.00 0.0015 N N Y N ING Financial Markets LLC ING Financial Markets LLC 3.655000% ARP1EKQK0 KBVRJ5K57JZ3E2AVWX40 0000319432 ARP1EKQK0_3.65_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 1114800.00 1020566.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 100.00 80.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 100.00 78.03 U.S. Treasuries (including strips) Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0366 1000000.00 1000000.00 0.0008 N N Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.660000% ARP1EKQR5 FOR8UP27PHTHYVLBNG30 0000769993 ARP1EKQR5_3.66_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 22298700.00 13260043.14 U.S. Treasuries (including strips) Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0366 13000000.00 13000000.00 0.0099 N N Y N Societe Generale SA Societe Generale SA 3.660000% ARP1EKQS3 85M6SLXL8PVZZO6V3174 0001145665 ARP1EKQS3_3.66_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 1974500.00 2040065.72 U.S. Treasuries (including strips) Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0366 2000000.00 2000000.00 0.0015 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.655000% ARP1EKQW4 549300WO2DKF0Q3YMV43 ARP1EKQW4_3.65_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 100.00 101.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 3400.00 3445.20 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 692300.00 1016533.71 U.S. Treasuries (including strips) Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0366 1000000.00 1000000.00 0.0008 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.650000% ARP1EMBB2 R0MUWSFPU8MPRO8K5P83 ARP1EMBB2_3.65_0330 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 4981900.00 5099900.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 100.00 102.02 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-03-30 Y BNP Paribas SA 1.0000 7 N N N 0.0365 5000000.00 5000000.00 0.0038 N N Y N TD Securities USA LLC TD Securities USA LLC 3.640000% ARP1EMBC0 PT3QB789TSUIDF371261 0001335977 ARP1EMBC0_3.64_0204 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 992000.00 1020000.74 U.S. Treasuries (including strips) Y 2026-02-04 2026-02-04 2026-02-04 N N N 0.0364 1000000.00 1000000.00 0.0008 N N Y N Citigroup Global Markets Ltd. Citigroup Global Markets Ltd. 3.640000% ARP1EMBF3 MBNUM2BPBDO7JBLYG310 ARP1EMBF3_3.64_0204 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 91282CML2 2035-01-15 2.125000 0.00 353000.00 372060.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 33700.00 34104.76 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 18696400.00 18966349.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 100.00 102.55 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 100.00 104.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 7300.00 7280.55 U.S. Treasuries (including strips) Y 2026-02-04 2026-02-04 2026-02-04 N N N 0.0364 19000000.00 19000000.00 0.0145 N N Y N Deutsche Bank AG Deutsche Bank AG 3.640000% ARP1EMBP1 9J6MBOOO7BECTDTUZW19 0000948046 ARP1EMBP1_3.64_0204 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 9542800.00 7928355.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 493800.00 237441.91 U.S. Treasuries (including strips) Y 2026-02-04 2026-02-04 2026-02-04 N N N 0.0364 8000000.00 8000000.00 0.0061 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.650000% ARP1EMBS5 549300WO2DKF0Q3YMV43 ARP1EMBS5_3.65_0204 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 912810QP6 2041-02-15 2.125000 0.00 692300.00 1016533.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 4100.00 3420.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 100.00 71.78 U.S. Treasuries (including strips) Y 2026-02-04 2026-02-04 2026-02-04 N N N 0.0365 1000000.00 1000000.00 0.0008 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.640000% ARP1EMBY2 VYVVCKR63DVZZN70PB21 0000072971 ARP1EMBY2_3.64_0204 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 3951700.00 4082921.09 U.S. Treasuries (including strips) Y 2026-02-04 2026-02-04 2026-02-04 N N N 0.0364 4000000.00 4000000.00 0.0030 N N Y N Societe Generale SA Societe Generale SA 3.640000% ARP1EMC96 85M6SLXL8PVZZO6V3174 0001145665 ARP1EMC96_3.64_0204 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 987300.00 1020084.52 U.S. Treasuries (including strips) Y 2026-02-04 2026-02-04 2026-02-04 N N N 0.0364 1000000.00 1000000.00 0.0008 N N Y N Societe Generale SA Societe Generale SA 3.640000% ARP1ENR98 85M6SLXL8PVZZO6V3174 0001145665 ARP1ENR98_3.64_0205 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 4936100.00 5100009.31 U.S. Treasuries (including strips) Y 2026-02-05 2026-02-05 2026-02-05 N N N 0.0364 5000000.00 5000000.00 0.0038 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 3.660000% ARP1ENRG2 549300445CON3DBMU275 0000800030 ARP1ENRG2_3.66_0319 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 0.00 200.00 105.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 41200.00 39153.62 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 5700.00 6213.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 49700.00 47920.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 200.00 202.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 471300.00 490394.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 72600.00 75880.80 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 76200.00 80314.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 400.00 360.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 246700.00 243961.23 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 15000.00 16605.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 100.00 103.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 9300.00 9516.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 552200.00 558832.36 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 400.00 415.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 1098400.00 1134873.73 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 9800.00 11621.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 14800.00 12906.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 182300.00 182355.92 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 200.00 211.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 100.00 101.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 4444800.00 4514555.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 593800.00 596662.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 5200.00 5240.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 100.00 100.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 113600.00 117667.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 30300.00 31155.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 37000.00 37896.66 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 700.00 760.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 100.00 102.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 500.00 512.08 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 18900.00 19172.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 11100.00 11333.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 5100.00 5184.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 100.00 100.87 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 3700.00 4888.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 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2042-02-15 3.125000 0.00 200.00 166.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 524100.00 482503.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 100.00 98.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 100.00 102.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 100.00 101.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 300.00 301.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 200.00 207.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 100.00 102.82 U.S. Treasuries (including strips) United States Treasury 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Nomura Securities International Inc. 3.660000% ARP1EPLT5 HPFHU0OQ28E4N0NFVK49 ARP1EPLT5_3.66_0202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 1936000.00 1877201.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 3119000.00 3194585.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 29000.00 28786.20 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 5000000.00 5000000.00 0.0038 N Y Y N Smbc Nikko Securities America Smbc Nikko Securities America 3.660000% ARP1EPLU2 6PJDTY319315T5LR2241 ARP1EPLU2_3.66_0206 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 912797SM0 2026-04-23 0.00 0.00 174200.00 172817.55 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875000 0.00 829900.00 842310.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 935400.00 943512.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875000 0.00 76700.00 76274.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 5000.00 5115.85 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-06 N N N 0.0366 2000000.00 2000000.00 0.0015 N N Y N Societe Generale SA Societe Generale SA 3.660000% ARP1EPLV0 85M6SLXL8PVZZO6V3174 0001145665 ARP1EPLV0_3.66_0206 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 3948900.00 4080028.11 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-02-06 N N N 0.0366 4000000.00 4000000.00 0.0030 N N Y N HSBC Securities USA Inc. 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0.0366 1000000.00 1000000.00 0.0008 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.660000% ARP1EPM23 ZBUT11V806EZRVTWT807 0001168163 ARP1EPM23_3.66_0202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 1600.00 1413.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 800.00 776.39 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 9491200.00 12237050.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 800.00 771.71 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 12000000.00 12000000.00 0.0091 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.660000% ARP1EPM31 VYVVCKR63DVZZN70PB21 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254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 7200.00 7148.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 3195300.00 2028670.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 7700.00 7830.01 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 26000000.00 26000000.00 0.0198 N Y Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 3.655000% ARP1EPSS0 R0MUWSFPU8MPRO8K5P83 ARP1EPSS0_3.65_0330 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 4265300.00 4079984.47 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TD9 2026-06-18 0.00 0.00 39700.00 39168.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 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(including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 100.00 102.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 200.00 203.31 U.S. Treasuries (including strips) Y 2026-02-06 2026-02-06 2026-03-30 Y BNP Paribas SA 1.0000 7 N N N 0.0366 11000000.00 11000000.00 0.0084 N N Y N Deutsche Bank AG Deutsche Bank AG 3.630000% ARP1EPSW1 9J6MBOOO7BECTDTUZW19 0000948046 ARP1EPSW1_3.63_0202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 4426300.00 2128370.02 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0363 2086000.00 2086000.00 0.0016 N Y Y N Vanguard Variable Insurance Funds 2026-02-06 Ashley Grim Ashley Grim Treasurer