N-MFP2 0000106830 XXXXXXXX 2023-05-31 0000106830 549300MNJHPQMETCSE49 S000004463 1 N N 002-52698 The Vanguard Group, Inc. 801-11953 PRICEWATERHOUSECOOPERS LLC Philadelphia PA State Street Bank and Trust Company The Vanguard Group, Inc. 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Government Agency Debt Y 2023-06-01 2023-07-12 2023-07-12 N N N 0.0508 289004335.00 289004335.00 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.125000% 3130ATPP6 2549001DPIFGXC1TOL40 US3130ATPP63 U.S. Government Agency Debt Y 2023-06-01 2023-06-20 2023-06-20 N N N 0.0507 289331735.98 289331735.98 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.125000% 3130ATSK4 2549001DPIFGXC1TOL40 US3130ATSK40 U.S. Government Agency Debt Y 2023-06-01 2023-07-03 2023-07-03 N N N 0.0507 144801303.20 144801303.20 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.130000% 3130ATSL2 2549001DPIFGXC1TOL40 US3130ATSL23 U.S. Government Agency Debt Y 2023-06-01 2023-08-01 2023-08-01 N N N 0.0518 144803330.40 144803330.40 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.135000% 3130ATU62 2549001DPIFGXC1TOL40 US3130ATU625 U.S. Government Agency Debt Y 2023-06-01 2023-07-06 2023-07-06 N N N 0.0508 297005346.00 297005346.00 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.100000% 3130AUB52 2549001DPIFGXC1TOL40 US3130AUB524 U.S. Government Agency Debt Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 297000000.00 297000000.00 0.0028 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 5.110000% 3130AUBS2 2549001DPIFGXC1TOL40 US3130AUBS22 U.S. Government Agency Debt Y 2023-06-01 2023-07-03 2023-07-03 N N N 0.0507 445398218.40 445398218.40 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.110000% 3130AUBT0 2549001DPIFGXC1TOL40 US3130AUBT05 U.S. Government Agency Debt Y 2023-06-01 2023-06-27 2023-06-27 N N N 0.0507 222699331.90 222699331.90 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.120000% 3130AUDC5 2549001DPIFGXC1TOL40 US3130AUDC51 U.S. Government Agency Debt Y 2023-06-01 2023-08-28 2023-08-28 N N N 0.0517 296402074.80 296402074.80 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.120000% 3130AUDD3 2549001DPIFGXC1TOL40 US3130AUDD35 U.S. Government Agency Debt Y 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Loan Banks 5.090000% 3130AUEW0 2549001DPIFGXC1TOL40 US3130AUEW07 U.S. Government Agency Debt Y 2023-06-01 2023-06-05 2023-06-05 N N N 0.0505 446199107.60 446199107.60 0.0042 N N Y N Federal Home Loan Banks Federal Home Loan Banks 5.110000% 3130AUFH2 2549001DPIFGXC1TOL40 US3130AUFH21 U.S. Government Agency Debt Y 2023-06-01 2023-06-30 2023-06-30 N N N 0.0507 599998800.00 599998800.00 0.0057 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.100000% 3130AUFL3 2549001DPIFGXC1TOL40 US3130AUFL33 U.S. Government Agency Debt Y 2023-06-01 2023-06-02 2023-06-02 N N N 0.0504 389000000.00 389000000.00 0.0037 N N Y N Federal Home Loan Banks Federal Home Loan Banks 5.110000% 3130AUFR0 2549001DPIFGXC1TOL40 US3130AUFR03 U.S. Government Agency Debt Y 2023-06-01 2023-07-10 2023-07-10 N N N 0.0508 296498814.00 296498814.00 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.110000% 3130AUG81 2549001DPIFGXC1TOL40 US3130AUG812 U.S. Government Agency Debt Y 2023-06-01 2023-07-05 2023-07-05 N N N 0.0508 296998515.00 296998515.00 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.100000% 3130AUG99 2549001DPIFGXC1TOL40 US3130AUG994 U.S. Government Agency Debt Y 2023-06-01 2023-06-05 2023-06-05 N N N 0.0505 504299495.70 504299495.70 0.0048 N N Y N Federal Home Loan Banks Federal Home Loan Banks 5.110000% 3130AUH56 2549001DPIFGXC1TOL40 US3130AUH562 U.S. Government Agency Debt Y 2023-06-01 2023-07-06 2023-07-06 N N N 0.0508 295598226.40 295598226.40 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.110000% 3130AUJ47 2549001DPIFGXC1TOL40 US3130AUJ477 U.S. Government Agency Debt Y 2023-06-01 2023-07-10 2023-07-10 N N N 0.0508 147999408.00 147999408.00 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.110000% 3130AUJT2 2549001DPIFGXC1TOL40 US3130AUJT23 U.S. Government Agency Debt Y 2023-06-01 2023-07-13 2023-07-13 N N N 0.0508 111099777.80 111099777.80 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.110000% 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297870578.60 297870578.60 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.020000% 3130AUW26 2549001DPIFGXC1TOL40 US3130AUW264 U.S. Government Agency Debt Y 2023-12-14 2023-12-14 2023-12-14 N N N 0.0502 446051466.00 446051466.00 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.500000% 3130AVA36 2549001DPIFGXC1TOL40 US3130AVA367 U.S. Government Agency Debt Y 2024-04-01 2024-04-01 2024-04-01 N N N 0.0567 224180312.00 224180312.00 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVAK8 2549001DPIFGXC1TOL40 US3130AVAK87 U.S. Government Agency Debt Y 2023-06-01 2023-08-03 2023-08-03 N N N 0.0518 289586968.00 289586968.00 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.510000% 3130AVBR2 2549001DPIFGXC1TOL40 US3130AVBR22 U.S. Government Agency Debt Y 2024-04-01 2024-04-01 2024-04-01 N N N 0.0567 477531054.18 477531054.18 0.0045 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.125000% 3130AVED0 2549001DPIFGXC1TOL40 US3130AVED09 U.S. Government Agency Debt Y 2023-06-01 2024-06-14 2024-06-14 N N N 0.0520 598340086.10 598340086.10 0.0057 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.120000% 3130AVEG3 2549001DPIFGXC1TOL40 US3130AVEG30 U.S. Government Agency Debt Y 2023-06-01 2024-05-16 2024-05-16 N N N 0.0520 597903124.00 597903124.00 0.0057 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.075000% 3130AVEH1 2549001DPIFGXC1TOL40 US3130AVEH13 U.S. Government Agency Debt Y 2023-06-01 2023-07-14 2023-07-14 N N N 0.0508 450280637.10 450280637.10 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.080000% 3130AVEJ7 2549001DPIFGXC1TOL40 US3130AVEJ78 U.S. Government Agency Debt Y 2023-06-01 2023-09-14 2023-09-14 N N N 0.0512 448670878.80 448670878.80 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVEL2 2549001DPIFGXC1TOL40 US3130AVEL25 U.S. Government Agency Debt Y 2023-06-01 2023-11-13 2023-11-13 N N N 0.0514 336412110.40 336412110.40 0.0032 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.145000% 3130AVEP3 2549001DPIFGXC1TOL40 US3130AVEP39 U.S. Government Agency Debt Y 2023-06-01 2023-07-14 2023-07-14 N N N 0.0508 598123924.00 598123924.00 0.0057 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.150000% 3130AVEQ1 2549001DPIFGXC1TOL40 US3130AVEQ12 U.S. Government Agency Debt Y 2023-06-01 2023-09-14 2023-09-14 N N N 0.0512 806339371.95 806339371.95 0.0077 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.155000% 3130AVEV0 2549001DPIFGXC1TOL40 US3130AVEV07 U.S. Government Agency Debt Y 2023-06-01 2023-10-06 2023-10-06 N N N 0.0513 994560986.82 994560986.82 0.0094 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.145000% 3130AVEW8 2549001DPIFGXC1TOL40 US3130AVEW89 U.S. Government Agency Debt Y 2023-06-01 2023-07-03 2023-07-03 N N N 0.0510 983659016.00 983659016.00 0.0093 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.150000% 3130AVEX6 2549001DPIFGXC1TOL40 US3130AVEX62 U.S. Government Agency Debt Y 2023-06-01 2023-09-08 2023-09-08 N N N 0.0512 298106982.00 298106982.00 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.180000% 3130AVEY4 2549001DPIFGXC1TOL40 US3130AVEY46 U.S. Government Agency Debt Y 2023-06-01 2024-03-06 2024-03-06 N N N 0.0518 10821478.19 10821478.19 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.160000% 3130AVFS6 2549001DPIFGXC1TOL40 US3130AVFS68 U.S. Government Agency Debt Y 2023-06-01 2023-10-20 2023-10-20 N N N 0.0514 1000356000.00 1000356000.00 0.0095 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.140000% 3130AVG89 2549001DPIFGXC1TOL40 US3130AVG893 U.S. Government Agency Debt Y 2023-06-01 2023-10-23 2023-10-23 N N N 0.0514 1000276000.00 1000276000.00 0.0095 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.125000% 3130AVH62 2549001DPIFGXC1TOL40 US3130AVH628 U.S. Government Agency Debt Y 2023-06-01 2023-10-26 2023-10-26 N N N 0.0513 482406106.00 482406106.00 0.0046 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.130000% 3130AVH96 2549001DPIFGXC1TOL40 US3130AVH966 U.S. Government Agency Debt Y 2023-06-01 2023-11-24 2023-11-24 N N N 0.0514 273054054.00 273054054.00 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.130000% 3130AVHA3 2549001DPIFGXC1TOL40 US3130AVHA33 U.S. Government Agency Debt Y 2023-06-01 2023-11-27 2023-11-27 N N N 0.0515 202039996.00 202039996.00 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.130000% 3130AVHQ8 2549001DPIFGXC1TOL40 US3130AVHQ84 U.S. Government Agency Debt Y 2023-06-01 2023-11-30 2023-11-30 N N N 0.0512 166033366.00 166033366.00 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.120000% 3130AVJE3 2549001DPIFGXC1TOL40 US3130AVJE37 U.S. Government Agency Debt Y 2023-06-01 2023-09-28 2023-09-28 N N N 0.0512 174043500.00 174043500.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.125000% 3130AVJF0 2549001DPIFGXC1TOL40 US3130AVJF02 U.S. Government Agency Debt Y 2023-06-01 2023-11-02 2023-11-02 N N N 0.0514 235046295.00 235046295.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.110000% 3130AVQP0 2549001DPIFGXC1TOL40 US3130AVQP01 U.S. Government Agency Debt Y 2023-06-01 2023-12-18 2023-12-18 N N N 0.0515 238647720.00 238647720.00 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.115000% 3130AVQQ8 2549001DPIFGXC1TOL40 US3130AVQQ83 U.S. Government Agency Debt Y 2023-06-01 2024-01-18 2024-01-18 N N N 0.0516 238661558.80 238661558.80 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.075000% 3130AVSJ2 2549001DPIFGXC1TOL40 US3130AVSJ23 U.S. Government Agency Debt Y 2023-06-01 2023-08-07 2023-08-07 N N N 0.0517 407979807.26 407979807.26 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.100000% 3130AVTC6 2549001DPIFGXC1TOL40 US3130AVTC60 U.S. Government Agency Debt Y 2023-06-01 2024-01-29 2024-01-29 N N N 0.0516 109969843.93 109969843.93 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.095000% 3130AVTD4 2549001DPIFGXC1TOL40 US3130AVTD44 U.S. Government Agency Debt Y 2023-06-01 2023-12-28 2023-12-28 N N N 0.0515 141889755.00 141889755.00 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVTE2 2549001DPIFGXC1TOL40 US3130AVTE27 U.S. Government Agency Debt Y 2023-06-01 2023-11-28 2023-11-28 N N N 0.0515 141875567.50 141875567.50 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.100000% 3130AVTK8 2549001DPIFGXC1TOL40 US3130AVTK86 U.S. Government Agency Debt Y 2023-06-01 2024-02-01 2024-02-01 N N N 0.0517 82363811.99 82363811.99 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.085000% 3130AVTS1 2549001DPIFGXC1TOL40 US3130AVTS13 U.S. Government Agency Debt Y 2023-06-01 2023-10-27 2023-10-27 N N N 0.0513 549031842.00 549031842.00 0.0052 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.100000% 3130AVTU6 2549001DPIFGXC1TOL40 US3130AVTU68 U.S. Government Agency Debt Y 2023-06-01 2024-02-01 2024-02-01 N N N 0.0517 708375788.10 708375788.10 0.0067 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.085000% 3130AVTV4 2549001DPIFGXC1TOL40 US3130AVTV42 U.S. Government Agency Debt Y 2023-06-01 2023-11-01 2023-11-01 N N N 0.0514 159404941.40 159404941.40 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVTY8 2549001DPIFGXC1TOL40 US3130AVTY80 U.S. Government Agency Debt Y 2023-06-01 2023-12-04 2023-12-04 N N N 0.0515 710387395.38 710387395.38 0.0067 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.115000% 3130AVU59 2549001DPIFGXC1TOL40 US3130AVU597 U.S. Government Agency Debt Y 2023-06-01 2024-05-03 2024-05-03 N N N 0.0520 531900516.00 531900516.00 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.095000% 3130AVV90 2549001DPIFGXC1TOL40 US3130AVV900 U.S. Government Agency Debt Y 2023-06-01 2023-12-04 2023-12-04 N N N 0.0518 429511563.88 429511563.88 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVVA7 2549001DPIFGXC1TOL40 US3130AVVA76 U.S. Government Agency Debt Y 2023-06-01 2023-11-01 2023-11-01 N N N 0.0514 477224814.40 477224814.40 0.0045 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.085000% 3130AVVK5 2549001DPIFGXC1TOL40 US3130AVVK58 U.S. Government Agency Debt Y 2023-06-01 2023-10-03 2023-10-03 N N N 0.0513 118915219.20 118915219.20 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.095000% 3130AVVL3 2549001DPIFGXC1TOL40 US3130AVVL32 U.S. Government Agency Debt Y 2023-06-01 2023-12-04 2023-12-04 N N N 0.0515 118916883.80 118916883.80 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.350000% 3130AVW32 2549001DPIFGXC1TOL40 US3130AVW320 U.S. Government Agency Debt Y 2024-05-30 2024-05-30 2024-05-30 N N N 0.0562 296986717.28 296986717.28 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVW65 2549001DPIFGXC1TOL40 US3130AVW650 U.S. Government Agency Debt Y 2023-06-01 2023-11-08 2023-11-08 N N N 0.0514 239012189.00 239012189.00 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVW81 2549001DPIFGXC1TOL40 US3130AVW817 U.S. Government Agency Debt Y 2023-06-01 2023-11-10 2023-11-10 N N N 0.0514 239010038.00 239010038.00 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVWH1 2549001DPIFGXC1TOL40 US3130AVWH11 U.S. Government Agency Debt Y 2023-06-01 2023-11-17 2023-11-17 N N N 0.0514 310301551.50 310301551.50 0.0029 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVWM0 2549001DPIFGXC1TOL40 US3130AVWM06 U.S. Government Agency Debt Y 2023-06-01 2023-11-15 2023-11-15 N N N 0.0514 600022200.00 600022200.00 0.0057 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.095000% 3130AVWT5 2549001DPIFGXC1TOL40 US3130AVWT58 U.S. Government Agency Debt Y 2023-06-01 2023-12-15 2023-12-15 N N N 0.0515 108014256.00 108014256.00 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVX49 2549001DPIFGXC1TOL40 US3130AVX492 U.S. Government Agency Debt Y 2023-06-01 2023-11-17 2023-11-17 N N N 0.0515 241667899.98 241667899.98 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVX56 2549001DPIFGXC1TOL40 US3130AVX567 U.S. Government Agency Debt Y 2023-06-01 2023-11-10 2023-11-10 N N N 0.0514 242985204.95 242985204.95 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.095000% 3130AVX72 2549001DPIFGXC1TOL40 US3130AVX724 U.S. Government Agency Debt Y 2023-06-01 2023-12-11 2023-12-11 N N N 0.0515 483465259.00 483465259.00 0.0046 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.100000% 3130AVXE7 2549001DPIFGXC1TOL40 US3130AVXE70 U.S. Government Agency Debt Y 2023-06-01 2024-01-17 2024-01-17 N N N 0.0516 500095500.00 500095500.00 0.0047 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVY30 2549001DPIFGXC1TOL40 US3130AVY300 U.S. Government Agency Debt Y 2023-06-01 2023-10-10 2023-10-10 N N N 0.0513 397355224.70 397355224.70 0.0038 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.085000% 3130AVY48 2549001DPIFGXC1TOL40 US3130AVY482 U.S. Government Agency Debt Y 2023-06-01 2023-09-11 2023-09-11 N N N 0.0512 216760093.20 216760093.20 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.095000% 3130AVY55 2549001DPIFGXC1TOL40 US3130AVY557 U.S. Government Agency Debt Y 2023-06-01 2023-11-17 2023-11-17 N N N 0.0514 722251000.10 722251000.10 0.0069 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.085000% 3130AVYB2 2549001DPIFGXC1TOL40 US3130AVYB23 U.S. Government Agency Debt Y 2023-06-01 2023-09-13 2023-09-13 N N N 0.0512 482188706.40 482188706.40 0.0046 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVYC0 2549001DPIFGXC1TOL40 US3130AVYC06 U.S. Government Agency Debt Y 2023-06-01 2023-10-16 2023-10-16 N N N 0.0514 84219852.57 84219852.57 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AW3F5 2549001DPIFGXC1TOL40 US3130AW3F51 U.S. Government Agency Debt Y 2023-06-01 2023-09-25 2023-09-25 N N N 0.0513 298053938.00 298053938.00 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.100000% 3130AW4R8 2549001DPIFGXC1TOL40 US3130AW4R80 U.S. Government Agency Debt Y 2023-06-01 2023-10-19 2023-10-19 N N N 0.0513 149022946.00 149022946.00 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.110000% 3130AW4Z0 2549001DPIFGXC1TOL40 US3130AW4Z07 U.S. Government Agency Debt Y 2023-06-01 2023-11-28 2023-11-28 N N N 0.0515 298029502.00 298029502.00 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.100000% 3130AW5L0 2549001DPIFGXC1TOL40 US3130AW5L02 U.S. Government Agency Debt Y 2023-06-01 2023-10-20 2023-10-20 N N N 0.0514 149028542.79 149028542.79 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.115000% 3130AW7J3 2549001DPIFGXC1TOL40 US3130AW7J38 U.S. Government Agency Debt Y 2023-06-01 2023-11-24 2023-11-24 N N N 0.0514 595678023.60 595678023.60 0.0057 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.105000% 3130AWA83 2549001DPIFGXC1TOL40 US3130AWA837 U.S. Government Agency Debt Y 2023-06-01 2023-10-24 2023-10-24 N N N 0.0514 298117161.38 298117161.38 0.0028 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313312HC7 US313312HC74 U.S. Government Agency Debt Y 2023-06-20 2023-06-20 2023-06-20 N N N 0.0497 557536.54 557536.54 0.0000 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313384GU7 2549001DPIFGXC1TOL40 US313384GU76 U.S. Government Agency Debt Y 2023-06-12 2023-06-12 2023-06-12 N N N 0.0491 979840978.93 979840978.93 0.0093 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313384HC6 2549001DPIFGXC1TOL40 US313384HC69 U.S. Government Agency Debt Y 2023-06-20 2023-06-20 2023-06-20 N N N 0.0497 452936100.75 452936100.75 0.0043 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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0.0534 499848138.27 499848138.27 0.0047 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313384KW8 2549001DPIFGXC1TOL40 US313384KW86 U.S. Government Agency Debt Y 2023-08-25 2023-08-25 2023-08-25 N N N 0.0537 821159244.42 821159244.42 0.0078 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313384LR8 2549001DPIFGXC1TOL40 US313384LR82 U.S. Government Agency Debt Y 2023-09-13 2023-09-13 2023-09-13 N N N 0.0544 156380267.10 156380267.10 0.0015 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313384LT4 2549001DPIFGXC1TOL40 US313384LT49 U.S. Government Agency Debt Y 2023-09-15 2023-09-15 2023-09-15 N N N 0.0544 29305222.32 29305222.32 0.0003 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313384LY3 2549001DPIFGXC1TOL40 US313384LY34 U.S. Government Agency Debt Y 2023-09-20 2023-09-20 2023-09-20 N N N 0.0544 178616912.40 178616912.40 0.0017 N N N N 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5069483.58 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2031-01-15 0.125000 600.00 626.49 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2025-04-15 0.125000 834300.00 933162.74 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2026-04-15 0.125000 1974400.00 2149105.22 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2030-07-15 0.125000 400.00 427.43 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2045-02-15 0.750000 100.00 105.90 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2048-02-15 1.000000 2392800.00 2518349.57 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2053-02-15 1.500000 1900.00 1876.63 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2026-01-15 2.000000 400.00 611.15 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2025-01-15 2.375000 1957900.00 3150640.72 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2027-01-15 2.375000 300.00 460.30 U.S. Treasuries (including strips) Y 2023-06-07 2023-06-07 2023-06-15 Y RBC Dominion Securities Inc. 1.0000 7 N N N 0.0506 298000000.00 298000000.00 0.0028 N N Y N Bank of Montreal Bank of Montreal 5.065000% 0000009622 ARP0WXNQ4_5.06_0623 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2047-02-15 0.875000 6234100.00 6542627.88 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2046-02-15 1.000000 1755000.00 1942690.80 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2048-02-15 1.000000 6555300.00 6899254.83 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2044-02-15 1.375000 10236400.00 12506760.44 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2028-01-15 1.750000 6697200.00 9712760.41 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2041-02-15 2.125000 5862400.00 8743008.46 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2027-01-15 2.375000 12959900.00 19884960.23 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2029-01-15 2.500000 2088800.00 3090642.10 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2032-04-15 3.375000 3132500.00 6157295.90 U.S. Treasuries (including strips) Y 2023-06-07 2023-06-07 2023-06-23 Y Bank of Montreal. 1.0000 7 N N N 0.0507 74000000.00 74000000.00 0.0007 N N Y N Bank of Montreal Bank of Montreal 5.065000% 0000009622 ARP0WY3R2_5.06_0626 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-15 0.125000 2030700.00 1992259.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-15 0.125000 3020300.00 2939294.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 0.500000 2474900.00 2415754.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 0.750000 437400.00 427318.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.250000 3145600.00 3014220.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 1.375000 2364600.00 2181323.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 3900100.00 3405718.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 1.500000 2350700.00 2294245.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 1.750000 35609900.00 25170108.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 2855300.00 2698464.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 2.125000 3548800.00 3413459.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 2722300.00 2570067.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 2.500000 2353400.00 2290616.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-15 2.625000 3138600.00 3041253.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-15 2.875000 3312700.00 3255987.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-09-30 3.000000 2700300.00 2635924.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 2940200.00 2843093.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 19553800.00 17643284.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 3.375000 98029300.00 90161602.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-31 3.500000 2487600.00 2478299.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 3.875000 2589700.00 2606533.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-10-31 4.000000 3123600.00 3171433.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-29 4.000000 2252800.00 2291863.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 21040500.00 22416699.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 17018823.00 18113919.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 4.500000 2396700.00 2414707.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 62309300.00 69068055.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-15 4.625000 3356400.00 3433047.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 3.625000 2580200.00 2551503.24 U.S. Treasuries (including strips) Y 2023-06-07 2023-06-07 2023-06-26 Y Bank of Montreal. 1.0000 7 N N N 0.0507 297000000.00 297000000.00 0.0028 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 5.060000% 2IGI19DL77OX0HC3ZE78 0000800030 ARP0WZHJ2_5.06_0615 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.875000 49062200.00 45730999.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-30 2.875000 78419500.00 74761455.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 1788900.00 1722793.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 100.00 83.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 34733000.00 29488582.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 3.375000 100.00 91.97 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2031-07-15 0.125000 100.00 101.09 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2053-02-15 1.500000 279400.00 275963.12 U.S. Treasuries (including strips) Y 2023-06-07 2023-06-07 2023-06-15 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0506 149000000.00 149000000.00 0.0014 N N Y N BNP Paribas Fortis SA BNP Paribas Fortis SA 5.060000% ARP0WZRQ5_5.06_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N United States Treasury Bill 254900HROIFWPRGM1V77 2023-10-12 0.00 200.00 196.09 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 2023-06-15 0.00 11243300.00 11220768.43 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 2023-06-27 0.00 3100.00 3088.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-15 0.250000 38600.00 36729.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.375000 276000.00 261418.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-31 0.500000 375000.00 348873.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-15 0.625000 36000.00 34000.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-15 1.000000 1291000.00 1225082.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-30 1.250000 100.00 91.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-30 1.250000 641900.00 568635.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 1830800.00 1819592.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 124000.00 119909.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 2.125000 124000.00 119271.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 257100.00 250352.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 1050100.00 1015017.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 2.500000 98000.00 95385.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 2.625000 48600.00 46233.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 2.750000 16000.00 15614.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 2.875000 9961500.00 9889407.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 4.250000 120000.00 121176.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 4.625000 2521300.00 2550399.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 3.625000 429960800.00 425178813.37 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 446000000.00 446000000.00 0.0042 N Y Y N RBC Dominion Securities RBC Dominion Securities 5.060000% ARP0WZS19_5.06_0615 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 87405600.00 78856895.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 1.125000 36641900.00 34759148.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 1.875000 9202200.00 6722902.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 302000.00 235529.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 178000.00 136748.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 1000.00 833.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-30 2.875000 1000.00 953.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 100.00 87.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-15 4.250000 67900.00 68193.09 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2051-02-15 0.125000 14809900.00 11355443.56 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2026-04-15 0.125000 1379000.00 1501021.12 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2032-07-15 0.625000 2087700.00 2021340.52 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2026-01-15 2.000000 600.00 916.72 U.S. Treasuries (including strips) Y 2023-06-07 2023-06-07 2023-06-15 Y RBC Dominion Securities Inc. 1.0000 7 N N N 0.0506 133000000.00 133000000.00 0.0013 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 5.070000% 2IGI19DL77OX0HC3ZE78 0000800030 ARP0WZTF7_5.07_0615 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 0.500000 226145200.00 198175605.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 0.500000 100.00 87.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.625000 75879100.00 61391339.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-31 0.750000 328466800.00 286000703.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.875000 4341600.00 3563921.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 1.125000 100.00 64.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 1.875000 100.00 73.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 2.375000 100.00 78.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 18406500.00 17035024.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 7251400.00 6080190.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 100.00 86.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-03-31 3.625000 600.00 599.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 26.00 27.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-04-30 3.500000 104390800.00 103206003.00 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2033-01-15 1.125000 84616000.00 83426222.87 U.S. Treasuries (including strips) Y 2023-06-07 2023-06-07 2023-06-15 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0507 744000000.00 744000000.00 0.0071 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 5.070000% 2IGI19DL77OX0HC3ZE78 0000800030 ARP0WZUW8_5.07_0615 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 0.500000 441700.00 385845.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.625000 100612400.00 81402257.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-31 0.750000 400.00 348.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 1.250000 200.00 111.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.875000 223000.00 207858.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-30 2.875000 200.00 190.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 1400.00 1173.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 36218061.00 38548554.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-04-30 3.500000 28501600.00 28178117.37 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2029-04-15 3.875000 1575000.00 3255541.87 U.S. Treasuries (including strips) Y 2023-06-07 2023-06-07 2023-06-15 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 0 N N N 0.0507 149000000.00 149000000.00 0.0014 N N Y N TD Securities USA LLC TD Securities USA LLC 5.080000% SUVUFHICNZMP2WKHG940 0001335977 ARP0X12E3_5.08_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.500000 14434300.00 14292602.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-05-15 2.875000 6274800.00 5897326.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 4.375000 11613500.00 11576400.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 4.250000 14184000.00 14133689.35 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0508 45000000.00 45000000.00 0.0004 N Y Y N Standard Chartered Bank Standard Chartered Bank 5.070000% 0000861350 ARP0X12G8_5.07_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.125000 6000000.00 5935612.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 20703700.00 19056300.12 U.S. Treasuries (including 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254900HROIFWPRGM1V77 2031-02-15 1.125000 1856300.00 1555777.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 1.250000 2900.00 1619.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.250000 5000000.00 4789648.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-12-31 1.375000 20373700.00 18031384.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 4345000.00 4033277.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.625000 3500000.00 3241197.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 3000000.00 2821015.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-12-31 1.750000 3054600.00 2852098.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-31 1.875000 53108400.00 50040385.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 6775400.00 6550435.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 2.000000 764400.00 731271.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 2.250000 4300000.00 4020339.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 2.375000 100.00 78.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 4000000.00 3777880.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 6300000.00 5835482.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 2.500000 26987000.00 26268212.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 4169600.00 4125885.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-31 2.750000 4907600.00 4637298.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2052-05-15 2.875000 6419400.00 5297008.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-02-15 3.500000 17596700.00 17541634.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-10-31 4.000000 4312100.00 4383226.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 4.000000 3000000.00 3022619.13 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2053-02-15 1.500000 187857800.00 3910429.02 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2029-01-15 2.500000 187857800.00 4632456.12 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 454000000.00 454000000.00 0.0043 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 5.060000% 0001184915 ARP0X12K9_5.06_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 213930700.00 209256242.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 418876700.00 408863792.68 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 606000000.00 606000000.00 0.0058 N Y Y N Fixed Income Clearing Corp. Fixed Income Clearing Corp. 5.070000% 0000093748 ARP0X12L7_5.07_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 2.625000 488107650.00 463590002.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-05-15 2.875000 290867650.00 272563348.78 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2027-10-15 1.625000 187857800.00 191026684.67 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 909000000.00 909000000.00 0.0086 N Y Y N Fixed Income Clearing Corp. Fixed Income Clearing Corp. 5.070000% 0000093748 ARP0X12M5_5.07_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-01 5.070000 2730000000.00 5254964.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-01 5.070000 2730000000.00 163954192.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-01 5.070000 2730000000.00 53110620.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-01 5.070000 2730000000.00 66452580.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-01 5.070000 2730000000.00 1001075147.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-01 5.070000 2730000000.00 96251878.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-01 5.070000 2730000000.00 519923144.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-01 5.070000 2730000000.00 892227486.72 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 2730000000.00 2730000000.00 0.0259 N Y Y N Fixed Income Clearing Corp. Fixed Income Clearing Corp. 5.060000% 0000093748 ARP0X12O1_5.06_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 2.625000 488107650.00 463590002.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-05-15 2.875000 290867650.00 272563348.78 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2027-10-15 1.625000 187857800.00 191026684.67 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 909000000.00 909000000.00 0.0086 N Y Y N Fixed Income Clearing Corp. Fixed Income Clearing Corp. 5.060000% 0000093748 ARP0X15U4_5.06_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N United States Treasury Bill 254900HROIFWPRGM1V77 2023-06-20 0.00 550348900.00 548760042.73 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 538000000.00 538000000.00 0.0051 N Y Y N Fixed Income Clearing Corp. Fixed Income Clearing Corp. 5.060000% 0000093748 ARP0X15V2_5.06_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-01 5.060000 538000000.00 320940659.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-01 5.060000 538000000.00 230509352.39 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 538000000.00 538000000.00 0.0051 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 5.050000% 254900Y8NKGV541U8Q32 ARP0X17B4_5.05_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-02-15 1.875000 577104500.00 503377400.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 2.250000 62402100.00 48098057.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 4.250000 75000200.00 78419146.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 222369200.00 246489821.78 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2030-01-15 0.125000 4344513800.00 4633493711.04 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2026-04-15 0.125000 394781000.00 429713284.65 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2025-01-15 0.250000 2945064500.00 3616402249.56 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2029-07-15 0.250000 9697730000.00 10590005728.92 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2027-01-15 0.375000 9738450000.00 11547884550.08 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2024-04-15 0.500000 3918665300.00 4576505026.45 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2028-07-15 0.750000 7446880000.00 8604862047.32 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2029-01-15 0.875000 7626576200.00 8767808392.92 U.S. Treasuries (including strips) TREASURY INFLATION INDEXED NOTE/BOND 254900HROIFWPRGM1V77 2041-02-15 2.125000 143153200.00 213494411.57 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 53849000000.00 53849000000.00 0.5111 N Y Y N Vanguard Money Market Reserves 2023-06-07 Ashley Grim Ashley Grim Treasurer