N-MFP3 0000855630 XXXXXXXX 2026-05-31 Elfun Government Money Market Fund 0000855630 549300EJ1JF8OTXFWQ13 Elfun Government Money Market Fund 549300EJ1JF8OTXFWQ13 S000011834 1 N N 033-31205 SSGA Funds Management, Inc. 801-60103 Ernst & Young LLP Boston MA SSGA Funds Management, Inc. US Bancorp Fund Services LLC 0001094770 085-11357 N N N Government N N 45 87 91635603.14 91835563.93 0.8740 0.8759 2026-05-01 93215290.36 93315290.81 0.8768 0.8777 2026-05-04 92905814.11 93005814.33 0.8764 0.8773 2026-05-05 92957589.38 92957589.38 0.8773 0.8773 2026-05-06 90999033.40 91099033.29 0.8749 0.8759 2026-05-07 90979985.46 91279986.26 0.8748 0.8777 2026-05-08 92701644.41 93001644.92 0.8769 0.8797 2026-05-11 92245714.40 92545714.63 0.8763 0.8792 2026-05-12 92819437.42 93019437.62 0.8778 0.8797 2026-05-13 90929508.06 90929508.06 0.8773 0.8773 2026-05-14 88590416.20 88590416.20 0.8743 0.8743 2026-05-15 92670499.96 92670499.96 0.8793 0.8793 2026-05-18 90434568.58 90434568.58 0.8767 0.8767 2026-05-19 90083014.45 90383013.65 0.8763 0.8792 2026-05-20 88218105.83 88518104.74 0.8740 0.8770 2026-05-21 91307735.28 91607735.14 0.8775 0.8804 2026-05-22 91457942.04 91857941.25 0.8778 0.8816 2026-05-26 93557209.30 93657209.22 0.8827 0.8836 2026-05-27 92692066.68 92792066.47 0.8817 0.8827 2026-05-28 94794284.33 94894284.24 0.8839 0.8848 2026-05-29 1.56 107017022.39 107024087.35 225356.38 460528.50 106788916.79 106784658.5080 Y 1.0000 0.0371 2026-05-01 0.0371 2026-05-04 0.0370 2026-05-05 0.0370 2026-05-06 0.0369 2026-05-07 0.0368 2026-05-08 0.0368 2026-05-11 0.0368 2026-05-12 0.0368 2026-05-13 0.0367 2026-05-14 0.0366 2026-05-15 0.0366 2026-05-18 0.0365 2026-05-19 0.0364 2026-05-20 0.0364 2026-05-21 0.0364 2026-05-22 0.0365 2026-05-26 0.0366 2026-05-27 0.0366 2026-05-28 0.0369 2026-05-29 1.0000 2026-05-01 1.0000 2026-05-04 1.0000 2026-05-05 1.0000 2026-05-06 1.0000 2026-05-07 1.0000 2026-05-08 1.0000 2026-05-11 1.0000 2026-05-12 1.0000 2026-05-13 1.0000 2026-05-14 1.0000 2026-05-15 1.0000 2026-05-18 1.0000 2026-05-19 1.0000 2026-05-20 1.0000 2026-05-21 1.0000 2026-05-22 1.0000 2026-05-26 1.0000 2026-05-27 1.0000 2026-05-28 1.0000 2026-05-29 N N ELFUN MONEY MARKET FUND C000032336 25.00 106788916.79 106784658.5080 1.0000 2026-05-01 1.0000 2026-05-04 1.0000 2026-05-05 1.0000 2026-05-06 1.0000 2026-05-07 1.0000 2026-05-08 1.0000 2026-05-11 1.0000 2026-05-12 1.0000 2026-05-13 1.0000 2026-05-14 1.0000 2026-05-15 1.0000 2026-05-18 1.0000 2026-05-19 1.0000 2026-05-20 1.0000 2026-05-21 1.0000 2026-05-22 1.0000 2026-05-26 1.0000 2026-05-27 1.0000 2026-05-28 1.0000 2026-05-29 378650.04 41522.10 2026-05-01 40784.63 47331.30 2026-05-04 323150.00 47451.58 2026-05-05 920.81 58360.95 2026-05-06 0.00 3617.17 2026-05-07 17195.17 57042.79 2026-05-08 62825.77 29392.50 2026-05-11 36534.84 492575.13 2026-05-12 10550.00 38411.00 2026-05-13 26072.97 445586.26 2026-05-14 168165.18 2526177.66 2026-05-15 652607.59 126379.39 2026-05-18 30200.00 12211.58 2026-05-19 0.00 364808.22 2026-05-20 65699.70 174133.58 2026-05-21 3180108.15 103107.00 2026-05-22 200376.17 74233.50 2026-05-26 1835810.69 43427.74 2026-05-27 113746.67 988649.12 2026-05-28 2207877.18 118790.48 2026-05-29 9351275.56 5793209.05 0.0340 2026-05-01 0.0340 2026-05-04 0.0339 2026-05-05 0.0339 2026-05-06 0.0338 2026-05-07 0.0337 2026-05-08 0.0337 2026-05-11 0.0337 2026-05-12 0.0337 2026-05-13 0.0336 2026-05-14 0.0335 2026-05-15 0.0335 2026-05-18 0.0334 2026-05-19 0.0333 2026-05-20 0.0333 2026-05-21 0.0333 2026-05-22 0.0334 2026-05-26 0.0335 2026-05-27 0.0336 2026-05-28 0.0338 2026-05-29 N 0.00 N Federal Home Loan Banks Federal Home Loan Banks 3.755000% 3130B4L74 2549001DPIFGXC1TOL40 US3130B4L749 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-19 2027-01-19 N N N 0.0370 200089.55 200089.55 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.755000% 3130B4Q20 2549001DPIFGXC1TOL40 US3130B4Q201 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-21 2027-01-21 N N N 0.0370 100045.37 100045.37 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.745000% 3130B7H23 2549001DPIFGXC1TOL40 US3130B7H237 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-08-18 2027-08-18 N N N 0.0376 100002.83 100002.83 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B8EA6 2549001DPIFGXC1TOL40 US3130B8EA68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-06-02 2026-06-02 N N N 0.0367 99999.91 99999.91 0.0009 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B8SZ6 2549001DPIFGXC1TOL40 US3130B8SZ63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-12-03 2027-12-03 N N N 0.0373 299981.90 299981.90 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130B8TB8 2549001DPIFGXC1TOL40 US3130B8TB86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-04 2027-10-04 N N N 0.0371 100008.12 100008.12 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130B96N5 2549001DPIFGXC1TOL40 US3130B96N53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-01-20 2028-01-20 N N N 0.0372 299994.23 299994.23 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B9EJ5 2549001DPIFGXC1TOL40 US3130B9EJ50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-09 2028-02-09 N N N 0.0373 99997.89 99997.89 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B9GY0 2549001DPIFGXC1TOL40 US3130B9GY00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-11 2028-02-11 N N N 0.0373 99997.90 99997.90 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B9JQ4 2549001DPIFGXC1TOL40 US3130B9JQ49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-08-20 2027-08-20 N N N 0.0370 99998.49 99998.49 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130B9QY9 2549001DPIFGXC1TOL40 US3130B9QY99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-12-06 2027-12-06 N N N 0.0371 99998.55 99998.55 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130B9RU6 2549001DPIFGXC1TOL40 US3130B9RU68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-03-06 2028-03-06 N N N 0.0371 100020.50 100020.50 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BAMG9 2549001DPIFGXC1TOL40 US3130BAMG91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-02-04 2027-02-04 N N N 0.0368 499995.04 499995.04 0.0047 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.580000% 313384AW9 2549001DPIFGXC1TOL40 US313384AW96 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0365 195200.75 195200.75 0.0018 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.495000% 313385F92 2549001DPIFGXC1TOL40 US313385F920 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-16 2026-09-16 2026-09-16 N N N 0.0360 197803.06 197803.06 0.0019 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.490000% 313385G67 2549001DPIFGXC1TOL40 US313385G670 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-21 2026-09-21 2026-09-21 N N N 0.0360 197703.19 197703.19 0.0019 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.605000% 313385K70 2549001DPIFGXC1TOL40 US313385K706 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-16 2026-10-16 2026-10-16 N N N 0.0363 98590.28 98590.28 0.0009 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.595000% 313385N85 2549001DPIFGXC1TOL40 US313385N858 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0361 196690.83 196690.83 0.0018 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.590000% 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-25 2026-11-25 2026-11-25 N N N 0.0361 196390.00 196390.00 0.0018 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-02-03 2027-02-03 N N N 0.0370 100044.44 100044.44 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133ER3Y5 254900C5LP6DN9OP9V83 US3133ER3Y54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-16 2026-11-16 N N N 0.0367 100018.72 100018.72 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.715000% 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-02-12 2027-02-12 N N N 0.0368 200074.46 200074.46 0.0019 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ER6F3 254900C5LP6DN9OP9V83 US3133ER6F39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-07 2026-12-07 N N N 0.0368 100023.76 100023.76 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERD32 254900C5LP6DN9OP9V83 US3133ERD324 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-20 2026-11-20 N N N 0.0367 200100.24 200100.24 0.0019 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-25 2026-11-25 N N N 0.0367 44023.77 44023.77 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.800000% 3133ERF97 254900C5LP6DN9OP9V83 US3133ERF972 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-02 2026-11-02 N N N 0.0371 100035.86 100035.86 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-08 2026-09-08 N N N 0.0371 100014.95 100014.95 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-18 2026-12-18 N N N 0.0373 200049.81 200049.81 0.0019 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-08 2027-01-08 N N N 0.0361 200193.90 200193.90 0.0019 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-04 2026-09-04 N N N 0.0371 130023.54 130023.54 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERWF4 254900C5LP6DN9OP9V83 US3133ERWF46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-10-09 2026-10-09 N N N 0.0371 400096.34 400096.34 0.0037 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ERWZ0 254900C5LP6DN9OP9V83 US3133ERWZ00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-07-09 2026-07-09 N N N 0.0370 100005.50 100005.50 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ERYD7 254900C5LP6DN9OP9V83 US3133ERYD79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-07-21 2026-07-21 N N N 0.0370 100007.55 100007.55 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-01-12 2028-01-12 N N N 0.0370 200067.80 200067.80 0.0019 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133ETAB3 254900C5LP6DN9OP9V83 US3133ETAB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-17 2026-09-17 N N N 0.0367 99998.73 99998.73 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-01 2027-10-01 N N N 0.0380 99966.25 99966.25 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-04-01 2027-04-01 N N N 0.0369 224023.81 224023.81 0.0021 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-06-23 2027-06-23 N N N 0.0375 99986.02 99986.02 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133ETTA5 254900C5LP6DN9OP9V83 US3133ETTA51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-08-11 2027-08-11 N N N 0.0377 99990.29 99990.29 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-08-18 2027-08-18 N N N 0.0377 99990.27 99990.27 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133EWAN0 254900C5LP6DN9OP9V83 US3133EWAN03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-01-21 2028-01-21 N N N 0.0373 100030.12 100030.12 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.685000% 3133EWAY6 254900C5LP6DN9OP9V83 US3133EWAY67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-26 2027-01-26 N N N 0.0368 99997.93 99997.93 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-09 2028-02-09 N N N 0.0372 40004.48 40004.48 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133EWEJ5 254900C5LP6DN9OP9V83 US3133EWEJ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-05-20 2027-05-20 N N N 0.0369 99998.63 99998.63 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-03-13 2028-03-13 N N N 0.0372 100003.40 100003.40 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133EWHX1 254900C5LP6DN9OP9V83 US3133EWHX12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-07-20 2027-07-20 N N N 0.0369 99998.96 99998.96 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWJU5 254900C5LP6DN9OP9V83 US3133EWJU54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-03-27 2028-03-27 N N N 0.0372 100008.79 100008.79 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.665000% 3133EWJY7 254900C5LP6DN9OP9V83 US3133EWJY76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-05-26 2027-05-26 N N N 0.0368 100000.26 100000.26 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWKS8 254900C5LP6DN9OP9V83 US3133EWKS89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-08 2027-10-08 N N N 0.0370 99998.48 99998.48 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.675000% 3133EWLR9 254900C5LP6DN9OP9V83 US3133EWLR97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-07-16 2027-07-16 N N N 0.0369 99997.94 99997.94 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HAJN4 B1V7KEBTPIMZEU4LTD58 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-04 2026-09-04 N N N 0.0370 700140.29 700140.29 0.0066 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HAMW0 B1V7KEBTPIMZEU4LTD58 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-23 2026-09-23 N N N 0.0371 500100.47 500100.47 0.0047 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HATA1 B1V7KEBTPIMZEU4LTD58 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-10-16 2026-10-16 N N N 0.0371 300072.19 300072.19 0.0028 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.740000% 3134HBF55 B1V7KEBTPIMZEU4LTD58 US3134HBF555 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-08-11 2027-08-11 N N N 0.0377 99990.29 99990.29 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBQ61 B1V7KEBTPIMZEU4LTD58 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-09-22 2027-09-22 N N N 0.0374 200085.26 200085.26 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBU66 B1V7KEBTPIMZEU4LTD58 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-06 2027-10-06 N N N 0.0371 200181.29 200181.29 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.740000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-07-29 2026-07-29 N N N 0.0369 500049.10 500049.10 0.0047 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.755000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-08-21 2026-08-21 N N N 0.0358 600252.79 600252.79 0.0056 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-11 2026-09-11 N N N 0.0370 500106.23 500106.23 0.0047 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-10-23 2026-10-23 N N N 0.0371 100024.86 100024.86 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-20 2026-11-20 N N N 0.0368 500226.17 500226.17 0.0047 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-11 2026-12-11 N N N 0.0371 100035.40 100035.40 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.700000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-01-07 2028-01-07 N N N 0.0369 400137.49 400137.49 0.0037 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.710000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-02 2028-02-02 N N N 0.0372 100010.93 100010.93 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.705000% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-03-06 2028-03-06 N N N 0.0371 200043.47 200043.47 0.0019 N N N N U.S. Treasury Bill U.S. Treasury Bill 3.585000% 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y 2026-06-11 2026-06-11 2026-06-11 N N N 0.0367 1218773.56 1218773.56 0.0114 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.480000% 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0369 1165520.04 1165520.04 0.0109 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.531000% 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0369 735089.82 735089.82 0.0069 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.650000% 912797SX6 254900HROIFWPRGM1V77 US912797SX61 U.S. Treasury Debt Y 2026-06-04 2026-06-04 2026-06-04 N N N 0.0370 1259616.74 1259616.74 0.0118 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.470990% 912797TD9 254900HROIFWPRGM1V77 US912797TD98 U.S. Treasury Debt Y 2026-06-18 2026-06-18 2026-06-18 N N N 0.0369 499142.33 499142.33 0.0047 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.496000% 912797TE7 254900HROIFWPRGM1V77 US912797TE71 U.S. Treasury Debt Y 2026-06-25 2026-06-25 2026-06-25 N N N 0.0369 997580.33 997580.33 0.0093 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0368 1146420.14 1146420.14 0.0107 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797TP2 254900HROIFWPRGM1V77 US912797TP29 U.S. Treasury Debt Y 2026-07-23 2026-07-23 2026-07-23 N N N 0.0371 497373.82 497373.82 0.0047 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.525000% 912797TQ0 254900HROIFWPRGM1V77 US912797TQ02 U.S. Treasury Debt Y 2026-07-30 2026-07-30 2026-07-30 N N N 0.0371 596425.91 596425.91 0.0056 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0367 595632.17 595632.17 0.0056 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0367 734089.59 734089.59 0.0069 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.525000% 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0368 396524.67 396524.67 0.0037 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.595000% 912797TZ0 254900HROIFWPRGM1V77 US912797TZ01 U.S. Treasury Debt Y 2026-06-09 2026-06-09 2026-06-09 N N N 0.0368 1049153.58 1049153.58 0.0098 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.590000% 912797UC9 254900HROIFWPRGM1V77 US912797UC96 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0369 299123.66 299123.66 0.0028 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.630000% 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0371 395375.72 395375.72 0.0037 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.609000% 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0371 1085764.02 1085764.02 0.0102 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0373 1183569.84 1183569.84 0.0111 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.590000% 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0375 295651.85 295651.85 0.0028 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0376 1968136.64 1968136.64 0.0184 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.625000% 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0367 198443.79 198443.79 0.0019 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.620000% 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 594476.42 594476.42 0.0056 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0374 1671879.38 1671879.38 0.0157 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0375 1768949.25 1768949.25 0.0166 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0371 494666.88 494666.88 0.0046 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.753300% 9128287B0 254900HROIFWPRGM1V77 US9128287B09 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0371 59910.79 59910.79 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.617400% 912828Y95 254900HROIFWPRGM1V77 US912828Y958 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0368 299097.66 299097.66 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.691900% 912828YD6 254900HROIFWPRGM1V77 US912828YD60 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0376 49706.05 49706.05 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.610200% 912828YG9 254900HROIFWPRGM1V77 US912828YG91 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0374 196623.28 196623.28 0.0018 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.004400% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0378 118735.12 118735.12 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.624400% 912828YX2 254900HROIFWPRGM1V77 US912828YX25 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0380 711609.38 711609.38 0.0067 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.572700% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0382 305313.67 305313.67 0.0029 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.844600% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0382 97407.55 97407.55 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.694300% 91282CCJ8 254900HROIFWPRGM1V77 US91282CCJ80 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0371 588658.81 588658.81 0.0055 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.722600% 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0371 730263.10 730263.10 0.0068 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.660700% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0375 297792.19 297792.19 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.598200% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0373 693464.85 693464.85 0.0065 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.737500% 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0381 59343.16 59343.16 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.654200% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0379 365416.34 365416.34 0.0034 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0380 2059646.01 2059646.01 0.0193 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581400% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0383 1048571.90 1048571.90 0.0098 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.577900% 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0374 290913.79 290913.79 0.0027 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.586700% 91282CJK8 254900HROIFWPRGM1V77 US91282CJK80 U.S. Treasury Debt Y 2026-11-15 2026-11-15 2026-11-15 N N N 0.0379 40148.12 40148.12 0.0004 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.575200% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0382 661340.64 661340.64 0.0062 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.136800% 91282CKY6 254900HROIFWPRGM1V77 US91282CKY65 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0371 595401.87 595401.87 0.0056 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.810000% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-05-30 2026-07-31 2026-07-31 N N N 0.0366 2080377.04 2080377.04 0.0195 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.723200% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0368 794837.42 794837.42 0.0074 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.613600% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0376 949139.07 949139.07 0.0089 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.833000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-05-30 2026-10-31 2026-10-31 N N N 0.0365 420289.37 420289.37 0.0039 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.658600% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0377 1904467.97 1904467.97 0.0178 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0381 812025.00 812025.00 0.0076 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.577800% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0381 110219.14 110219.14 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.726000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-05-30 2027-01-31 2027-01-31 N N N 0.0367 198061.72 198061.72 0.0019 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.576200% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0384 100205.08 100205.08 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581100% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0383 500161.15 500161.15 0.0047 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.788000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-05-30 2027-04-30 2027-04-30 N N N 0.0367 800759.51 800759.51 0.0075 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.758500% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0387 199784.37 199784.37 0.0019 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.787000% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-05-30 2027-07-31 2027-07-31 N N N 0.0370 400388.53 400388.53 0.0037 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.818000% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-05-30 2027-10-31 2027-10-31 N N N 0.0369 400687.53 400687.53 0.0038 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.727000% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-05-30 2028-01-31 2028-01-31 N N N 0.0371 850135.44 850135.44 0.0080 N Y Y N BNP Paribas Tri Party Repo BNP Paribas Tri Party Repo 3.619900% 927NEF002 RCNB6OTYUAMMP879YW96 0001272025 927NEF002_3.62_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BSQM7 2052-12-01 5.500000 0.00 1001.00 530.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CD4A9 2053-10-01 5.500000 0.00 139040.00 124917.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 1008.00 807.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KJMH2 2050-07-01 3.000000 0.00 160960.00 48894.60 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KQG67 2052-12-01 6.000000 0.00 1007.00 475.57 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KRJM7 2053-06-01 5.500000 0.00 28943.00 22388.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N8ZZ4 2053-04-01 7.000000 0.00 1314.00 1109.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NKLQ2 2053-05-01 6.500000 0.00 1000.00 1035.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NTA93 2053-12-01 7.000000 0.00 1000.00 794.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N8ZT8 2053-04-01 6.500000 0.00 1000.00 616.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N74U1 2056-04-01 5.500000 0.00 15584.00 15701.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MEZ82 2055-05-01 4.500000 0.00 32318.00 29454.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QCSH0 2050-01-01 3.000000 0.00 3305449.00 682893.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QLBK1 2036-06-01 2.500000 0.00 1024.00 518.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QMTW4 2051-12-01 2.000000 0.00 9016.00 5793.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRWP4 2053-04-01 5.000000 0.00 10110.00 6870.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3CD9 2055-09-01 6.000000 0.00 4752249.00 4638369.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3HQ5 2053-02-01 6.000000 0.00 1024.00 837.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFRR4 2050-03-01 2.500000 0.00 1005.00 564.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y6KA7 2055-04-01 6.500000 0.00 1000.00 744.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y72D9 2055-12-01 5.000000 0.00 1000.00 979.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418D3G5 2051-08-01 2.000000 0.00 1000.00 587.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LWWG8 2052-07-01 5.000000 0.00 1000.00 798.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DPD39 2052-11-01 5.000000 0.00 1024.00 814.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DU3R6 2054-10-01 6.500000 0.00 2300.00 1545.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVMK8 2053-04-01 5.500000 0.00 1000.00 735.56 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 2318.00 1684.38 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.500000 0.00 8751.00 6189.77 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BP3X4 2052-11-01 5.000000 0.00 1024.00 784.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YL2H3 2045-04-01 3.500000 0.00 21426.00 3605.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A7FJ8 2054-02-01 5.500000 0.00 639589.00 636876.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ABDS1 2054-07-01 7.000000 0.00 1000.00 1068.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AJCG1 2054-07-01 6.500000 0.00 862899.00 161105.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AQKJ0 2054-09-01 5.500000 0.00 1000.00 977.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AR2G4 2054-10-01 5.500000 0.00 50652.00 48832.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140B2VG6 2055-02-01 6.000000 0.00 1000.00 817.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BARR9 2040-07-01 5.500000 0.00 2370.00 2292.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BENG9 2055-07-01 6.000000 0.00 1024.00 833.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BG5G4 2055-06-01 6.000000 0.00 1000.00 1026.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EJ76 2052-10-01 5.000000 0.00 1000.00 691.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EPN4 2053-02-01 6.500000 0.00 1791.00 733.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EW22 2053-10-01 5.000000 0.00 1002.00 814.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EYN4 2053-12-01 6.000000 0.00 1001.00 547.62 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426JUK3 2055-04-01 6.500000 0.00 1000.00 863.44 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 1040.00 808.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427PXD1 2055-05-01 5.500000 0.00 1000.00 837.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427SFQ6 2055-09-01 5.000000 0.00 3038574.00 2970398.20 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JXNK6 2056-03-01 6.000000 0.00 1000.00 1023.47 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 126037.00 29771.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KSJV0 2051-09-01 2.500000 0.00 1001.00 570.09 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 400.00 195.71 U.S. Treasuries (including strips) FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BH2K6 2055-08-01 6.000000 0.00 1000.00 924.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BK7K4 2055-08-01 6.000000 0.00 1000.00 926.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4.000000 0.00 1000.00 700.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.500000 0.00 854503.00 68939.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 1998.00 851.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EAS9 2037-01-01 2.000000 0.00 1000.00 538.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J8ZK2 2040-06-01 6.500000 0.00 1000.00 206.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HTYD5 2049-05-01 3.830000 0.00 62248.00 52286.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HSDR9 2033-12-01 4.020000 0.00 356860.00 344880.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HRC68 2033-10-01 3.690000 0.00 2575.00 2426.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HR3B7 2038-12-01 4.150000 0.00 1002.00 831.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GTU73 2047-08-01 4.000000 0.00 1000.00 281.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BYTC8 2055-12-01 6.000000 0.00 1000.00 906.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BYLV4 2056-01-01 5.500000 0.00 1000.00 1004.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BNNJ3 2055-09-01 6.500000 0.00 1000.00 671.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BN4F2 2055-09-01 7.000000 0.00 1001.00 857.34 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LPAC0 2038-09-01 3.810000 0.00 1484.00 1185.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 313637Y53 2033-09-01 3.780000 0.00 11561.00 11012.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 313637WE6 2030-09-01 3.730000 0.00 16685.00 16220.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NCAG4 2053-03-01 6.500000 0.00 1000.00 1032.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NEPD1 2053-03-01 5.000000 0.00 1000.00 660.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NKK42 2053-05-01 6.500000 0.00 1000.00 507.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NKKL4 2053-05-01 7.000000 0.00 1000.00 1013.31 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31325YXS2 2052-11-15 4.500000 0.00 100001.00 17829.21 Agency Mortgage-Backed Securities TREASURY BILL 254900HROIFWPRGM1V77 912797VD6 2026-09-22 NA 0.00 213600.00 211172.86 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 10000000.00 10000000.00 0.0936 N Y Y N Standard Chartered Bank Tri Party Repo Standard Chartered Bank Tri Party Repo 3.619900% 935MKJ009 RILFO74KP1CM8P6PCT96 0000861350 935MKJ009_3.62_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6B28 2055-10-01 5.500000 0.00 15007.00 13337.65 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 1000.00 887.29 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6DG5 2056-03-01 5.000000 0.00 1092.00 1061.12 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 4.500000 0.00 4275013.00 4060242.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FMJ3 2055-07-01 5.500000 0.00 2805.00 2396.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W6J37 2056-05-01 5.500000 0.00 1000.00 1017.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BVA26 2056-01-01 6.500000 0.00 1000.00 1057.64 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 4000000.00 4000000.00 0.0375 N Y Y N Citigroup Global Markets Inc Tri Party Repo Citigroup Global Markets Inc Tri Party Repo 3.610000% 985TJA004 MBNUM2BPBDO7JBLYG310 0000036684 985TJA004_3.61_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWRJ1 2026-11-27 3.655000 0.00 102000.00 102020.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BAJ57 2026-12-22 3.665000 0.00 4980000.00 4995545.21 Agency Mortgage-Backed Securities FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313385Q25 2026-11-20 NA 0.00 100000.00 98253.70 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 5000000.00 5000000.00 0.0468 N Y Y N Banco Bilbao Vizcaya Argentaria SA Tri Party Repo Banco Bilbao Vizcaya Argentaria SA Tri Party Repo 3.619900% 990ABFFJ8 213800FKGFR7Q2ACLS83 0000842180 990ABFFJ8_3.62_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797RF6 2026-07-09 NA 0.00 10239200.00 10200024.82 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 10000000.00 10000000.00 0.0936 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - ING Fixed Income Clearing Corp. Tri Party Repo - ING 3.619900% 990ABKBQ5 549300H47WTHXPU08X20 0000093748 990ABKBQ5_3.62_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - ING Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 1000.00 1012.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 4925800.00 5096029.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 1000.00 1024.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 1000.00 1020.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 1000.00 1008.88 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 5000000.00 5000000.00 0.0468 N Y Y N HSBC Securities USA Inc. Tri Party Repo HSBC Securities USA Inc. Tri Party Repo 3.610000% 99VDKG003 1IE8VN30JCEQV1H4R804 0000083246 99VDKG003_3.61_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 10216500.00 10200032.67 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 10000000.00 10000000.00 0.0936 N Y Y N Merrill Lynch Tri Party Repo Merrill Lynch Tri Party Repo 3.619900% 99VDMN006 549300HN4UKV1E2R3U73 0000065100 99VDMN006_3.62_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 1914000.00 1154448.11 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803EA7 2043-02-15 NA 0.00 2419000.00 1050770.06 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MT2 2043-08-15 NA 0.00 19716944.23 8153902.85 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 10156000.00 10156000.00 0.0951 N Y Y N Elfun Government Money Market Fund 2026-06-05 /s/ Arthur A. Jensen Arthur A. Jensen Deputy Treasurer