N-MFP3 0000742212 XXXXXXXX 2026-06-30 Northwestern Mutual Series Fund, Inc. 0000742212 549300T1UBX7MDSNZA55 Government Money Market Portfolio 549300XTQ77FEJGLVS15 S000000048 1 N N 002-89971 Mason Street Advisors, LLC 801-60721 BlackRock Advisors, LLC 801-47710 PricewaterhouseCoopers LLP Milwaukee WI The Northwestern Mutual Life Insurance Company None N N Y Government N N 36 95 345479676.18 367664899.62 0.7100 0.7500 2026-06-01 342233446.64 364420758.04 0.7100 0.7500 2026-06-02 344837499.77 368909276.11 0.7000 0.7500 2026-06-03 345382610.43 369161665.57 0.7000 0.7500 2026-06-04 346855868.40 372137198.96 0.7100 0.7600 2026-06-05 347973476.60 375448941.27 0.7000 0.7600 2026-06-08 341698130.36 370276374.61 0.7000 0.7500 2026-06-09 339676945.73 368257965.59 0.7000 0.7500 2026-06-10 344244908.92 372368202.51 0.7000 0.7600 2026-06-11 340138758.53 368839225.09 0.7000 0.7600 2026-06-12 344722975.79 373406112.17 0.7000 0.7600 2026-06-15 342960633.06 370796362.95 0.7000 0.7600 2026-06-16 344668860.07 370842418.71 0.7000 0.7500 2026-06-17 331065409.20 359700535.90 0.6800 0.7400 2026-06-18 332728359.99 360497201.21 0.6800 0.7400 2026-06-22 331988185.66 358379563.88 0.6800 0.7300 2026-06-23 334248030.49 360066633.42 0.6800 0.7300 2026-06-24 338725590.85 363571451.07 0.6900 0.7400 2026-06-25 332466021.77 357313769.78 0.6800 0.7300 2026-06-26 335216497.29 360279756.02 0.6800 0.7400 2026-06-29 335062870.19 359428721.91 0.6900 0.7400 2026-06-30 430362.95 487195301.67 487289473.81 1602675.53 6822444.39 482500067.90 482498305.6410 Y 1.0000 0.0367 2026-06-01 0.0368 2026-06-02 0.0368 2026-06-03 0.0368 2026-06-04 0.0369 2026-06-05 0.0369 2026-06-08 0.0369 2026-06-09 0.0368 2026-06-10 0.0368 2026-06-11 0.0368 2026-06-12 0.0368 2026-06-15 0.0368 2026-06-16 0.0368 2026-06-17 0.0369 2026-06-18 0.0369 2026-06-22 0.0368 2026-06-23 0.0369 2026-06-24 0.0369 2026-06-25 0.0369 2026-06-26 0.0369 2026-06-29 0.0370 2026-06-30 0.9999 2026-06-01 0.9999 2026-06-02 0.9999 2026-06-03 0.9999 2026-06-04 0.9999 2026-06-05 0.9999 2026-06-08 0.9999 2026-06-09 0.9999 2026-06-10 0.9999 2026-06-11 0.9999 2026-06-12 0.9999 2026-06-15 0.9999 2026-06-16 0.9998 2026-06-17 0.9999 2026-06-18 0.9998 2026-06-22 0.9998 2026-06-23 0.9998 2026-06-24 0.9998 2026-06-25 0.9999 2026-06-26 0.9998 2026-06-29 0.9998 2026-06-30 N N Underlying Fund C000000083 0.01 482500067.90 482498305.6410 0.9999 2026-06-01 0.9999 2026-06-02 0.9999 2026-06-03 0.9999 2026-06-04 0.9999 2026-06-05 0.9999 2026-06-08 0.9999 2026-06-09 0.9999 2026-06-10 0.9999 2026-06-11 0.9999 2026-06-12 0.9999 2026-06-15 0.9999 2026-06-16 0.9998 2026-06-17 0.9999 2026-06-18 0.9998 2026-06-22 0.9998 2026-06-23 0.9998 2026-06-24 0.9998 2026-06-25 0.9999 2026-06-26 0.9998 2026-06-29 0.9998 2026-06-30 793559.08 1555907.64 2026-06-01 1405901.42 1621650.25 2026-06-02 1128631.45 763579.78 2026-06-03 622382.07 386521.08 2026-06-04 1406857.91 826323.52 2026-06-05 1084049.72 940129.93 2026-06-08 1051347.39 388173.76 2026-06-09 2568734.41 774065.60 2026-06-10 798153.18 1812956.56 2026-06-11 619376.17 1188282.68 2026-06-12 1256172.25 4078893.11 2026-06-15 1013013.40 1173996.14 2026-06-16 377225.18 1030745.09 2026-06-17 1077781.14 683270.17 2026-06-18 1396926.23 1676314.15 2026-06-22 701361.46 161496.82 2026-06-23 2467830.81 567492.79 2026-06-24 1749046.44 1767447.51 2026-06-25 468499.68 2239057.45 2026-06-26 887938.07 2753078.46 2026-06-29 611547.61 533393.16 2026-06-30 23486335.07 26922775.65 0.0333 2026-06-01 0.0334 2026-06-02 0.0334 2026-06-03 0.0334 2026-06-04 0.0334 2026-06-05 0.0334 2026-06-08 0.0334 2026-06-09 0.0334 2026-06-10 0.0334 2026-06-11 0.0333 2026-06-12 0.0334 2026-06-15 0.0334 2026-06-16 0.0334 2026-06-17 0.0334 2026-06-18 0.0334 2026-06-22 0.0334 2026-06-23 0.0334 2026-06-24 0.0335 2026-06-25 0.0335 2026-06-26 0.0336 2026-06-29 0.0336 2026-06-30 N 0.00 Insurance company 1.0000 1.0000 N Federal Farm Credit Bank Federal Farm Credit Bank 3.680 3133EWPF1 254900C5LP6DN9OP9V83 US3133EWPF14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-13 2027-09-13 N N N 0.0368 369995.24 369995.24 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.710 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-09 2028-02-09 N N N 0.0371 225023.34 225023.34 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-10 2028-04-10 N N N 0.0371 329995.15 329995.15 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.700 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-23 2027-11-23 N N N 0.0379 150145.93 150145.93 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.665 3133ET5N3 254900C5LP6DN9OP9V83 US3133ET5N36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-24 2027-05-24 N N N 0.0367 629986.29 629986.29 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-16 2028-03-16 N N N 0.0380 500010.59 500010.59 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705 3133ETUZ8 254900C5LP6DN9OP9V83 US3133ETUZ83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-27 2027-01-27 N N N 0.0371 443052.23 443052.23 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.755 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-15 2026-10-15 N N N 0.0376 4100728.00 4100728.00 0.0085 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.665 3133ET4C8 254900C5LP6DN9OP9V83 US3133ET4C89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-15 2027-03-15 N N N 0.0367 715159.45 715159.45 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 4.041 3133ERXT3 254900C5LP6DN9OP9V83 US3133ERXT31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2026-10-16 2026-10-16 N N N 0.0404 2201032.15 2201032.15 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.665 3133ETR66 254900C5LP6DN9OP9V83 US3133ETR668 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-06 2026-11-06 N N N 0.0367 905032.21 905032.21 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.660 3133ETJ57 254900C5LP6DN9OP9V83 US3133ETJ574 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-20 2026-10-20 N N N 0.0366 3099680.76 3099680.76 0.0064 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.685 3133ETR33 254900C5LP6DN9OP9V83 US3133ETR338 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-05 2027-03-05 N N N 0.0369 4930416.39 4930416.39 0.0102 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.660 3133EWLG3 254900C5LP6DN9OP9V83 US3133EWLG33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-10 2027-05-10 N N N 0.0366 1119987.46 1119987.46 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.665 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-19 2027-04-19 N N N 0.0371 209995.70 209995.70 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705 3133EWQU7 254900C5LP6DN9OP9V83 US3133EWQU71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-05-19 2028-05-19 N N N 0.0371 549992.64 549992.64 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.675 3133EWMT4 254900C5LP6DN9OP9V83 US3133EWMT45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-24 2027-05-24 N N N 0.0367 564938.37 564938.37 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.730 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-19 2027-11-19 N N N 0.0373 455052.27 455052.27 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.660 3133ET4Q7 254900C5LP6DN9OP9V83 US3133ET4Q75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-16 2027-02-16 N N N 0.0366 4114797.50 4114797.50 0.0085 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.750 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-22 2027-10-22 N N N 0.0388 256095.86 256095.86 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.680 3133EWMR8 254900C5LP6DN9OP9V83 US3133EWMR88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-23 2027-07-23 N N N 0.0368 389996.24 389996.24 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.760 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-30 2026-12-30 N N N 0.0376 300087.68 300087.68 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.695 3133EWPG9 254900C5LP6DN9OP9V83 US3133EWPG96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-11 2028-02-11 N N N 0.0369 314996.68 314996.68 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.695 3133ETNT0 254900C5LP6DN9OP9V83 US3133ETNT07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-01 2027-02-01 N N N 0.0377 1200073.27 1200073.27 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.655 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-19 2026-11-19 N N N 0.0368 181999.26 181999.26 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.720 3133EWTZ3 254900C5LP6DN9OP9V83 US3133EWTZ32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-22 2027-11-22 N N N 0.0383 299999.21 299999.21 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.660 3133ETY35 254900C5LP6DN9OP9V83 US3133ETY359 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-20 2027-01-20 N N N 0.0366 1344969.25 1344969.25 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.755 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-23 2026-12-23 N N N 0.0375 400139.52 400139.52 0.0008 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.685 3133ETAU1 254900C5LP6DN9OP9V83 US3133ETAU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-26 2027-03-26 N N N 0.0369 470208.91 470208.91 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.640 3130BAPG6 2549001DPIFGXC1TOL40 US3130BAPG64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-13 2026-10-13 N N N 0.0364 1154997.78 1154997.78 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130B9B33 2549001DPIFGXC1TOL40 US3130B9B335 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-27 2026-08-27 N N N 0.0365 999988.68 999988.68 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.650 3130BB2R5 2549001DPIFGXC1TOL40 US3130BB2R50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-11 2026-12-11 N N N 0.0365 1079995.18 1079995.18 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.620 3130B8ZJ4 2549001DPIFGXC1TOL40 US3130B8ZJ49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-02 2026-07-02 N N N 0.0363 434999.55 434999.55 0.0009 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.640 3130B8ME9 2549001DPIFGXC1TOL40 US3130B8ME98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-17 2026-07-17 N N N 0.0367 1139991.71 1139991.71 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-10 2026-07-10 2026-07-10 N N N 0.0355 1683310.32 1683310.32 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.645 3130BAWU7 2549001DPIFGXC1TOL40 US3130BAWU75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-29 2026-10-29 N N N 0.0365 1129999.37 1129999.37 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130B8Q88 2549001DPIFGXC1TOL40 US3130B8Q889 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-24 2026-08-24 N N N 0.0463 574991.33 574991.33 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.640 3130BB4G7 2549001DPIFGXC1TOL40 US3130BB4G77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-11 2026-09-11 N N N 0.0364 1499990.66 1499990.66 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.625 3130B8PK2 2549001DPIFGXC1TOL40 US3130B8PK22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-21 2026-07-21 N N N 0.0362 1149991.21 1149991.21 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.625 3130B8QF2 2549001DPIFGXC1TOL40 US3130B8QF28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-24 2026-07-24 N N N 0.0363 1149987.30 1149987.30 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130B8NZ1 2549001DPIFGXC1TOL40 US3130B8NZ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-21 2026-08-21 N N N 0.0364 4024943.65 4024943.65 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-18 2026-08-18 N N N 0.0364 299996.79 299996.79 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N 0.0360 198942.67 198942.67 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0367 649673.75 649673.75 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130B9QK9 2549001DPIFGXC1TOL40 US3130B9QK95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-01 2026-09-01 N N N 0.0365 1099989.31 1099989.31 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.847 3130B9WN6 2549001DPIFGXC1TOL40 US3130B9WN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-09 2027-04-09 2027-04-09 N N N 0.0385 2196116.63 2196116.63 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-17 2026-07-17 2026-07-17 N N N 0.0358 2420866.05 2420866.05 0.0050 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.640 3130BAQL4 2549001DPIFGXC1TOL40 US3130BAQL41 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-21 2026-10-21 N N N 0.0364 810000.00 810000.00 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.650 3130BAFP7 2549001DPIFGXC1TOL40 US3130BAFP73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-23 2026-11-23 N N N 0.0365 1194993.77 1194993.77 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.715 3130B7KF0 2549001DPIFGXC1TOL40 US3130B7KF09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-25 2027-02-25 N N N 0.0371 1194935.80 1194935.80 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.640 3130BAZY6 2549001DPIFGXC1TOL40 US3130BAZY60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-07 2026-10-07 N N N 0.0364 1100000.00 1100000.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.650 3130B9NE6 2549001DPIFGXC1TOL40 US3130B9NE62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-23 2026-11-23 N N N 0.0365 1084988.07 1084988.07 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.625 3130B9UM0 2549001DPIFGXC1TOL40 US3130B9UM06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-16 2026-07-16 N N N 0.0365 3499983.31 3499983.31 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130B9QZ6 2549001DPIFGXC1TOL40 US3130B9QZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-08 2026-09-08 N N N 0.0363 1599994.02 1599994.02 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-14 2026-12-14 N N N 0.0371 1529988.74 1529988.74 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385YU4 2549001DPIFGXC1TOL40 US313385YU40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 1699829.52 1699829.52 0.0035 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130BAVT1 2549001DPIFGXC1TOL40 US3130BAVT12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-25 2027-02-25 N N N 0.0371 1759986.30 1759986.30 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.620 3130B8ZK1 2549001DPIFGXC1TOL40 US3130B8ZK12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-02 2026-07-02 N N N 0.0363 329999.65 329999.65 0.0007 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.645 3130B9RK8 2549001DPIFGXC1TOL40 US3130B9RK86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-03 2026-11-03 N N N 0.0365 1099994.67 1099994.67 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.640 3130BASH1 2549001DPIFGXC1TOL40 US3130BASH11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-26 2026-10-26 N N N 0.0364 1709751.33 1709751.33 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.625 3130BA4B0 2549001DPIFGXC1TOL40 US3130BA4B09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-28 2026-07-28 N N N 0.0362 599995.63 599995.63 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.645 3130BB2N4 2549001DPIFGXC1TOL40 US3130BB2N47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-12 2026-11-12 N N N 0.0368 1614996.98 1614996.98 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130B9KD1 2549001DPIFGXC1TOL40 US3130B9KD17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-17 2026-07-17 N N N 0.0365 3499980.51 3499980.51 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.645 3130BASJ7 2549001DPIFGXC1TOL40 US3130BASJ76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-19 2026-11-19 N N N 0.0365 799871.12 799871.12 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130BAG84 2549001DPIFGXC1TOL40 US3130BAG846 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-22 2026-07-22 N N N 0.0363 949992.59 949992.59 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.685 3130B5Q84 2549001DPIFGXC1TOL40 US3130B5Q844 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-25 2027-03-25 N N N 0.0376 1030065.55 1030065.55 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.635 3130BASK4 2549001DPIFGXC1TOL40 US3130BASK40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-23 2026-09-23 N N N 0.0364 1139854.68 1139854.68 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130BALJ4 2549001DPIFGXC1TOL40 US3130BALJ40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-04 2026-08-04 N N N 0.0364 1199986.10 1199986.10 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-29 2026-07-29 2026-07-29 N N N 0.0365 3090985.01 3090985.01 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.670 3130BBCD5 2549001DPIFGXC1TOL40 US3130BBCD53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-25 2027-01-25 N N N 0.0367 1069999.88 1069999.88 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385ZG4 2549001DPIFGXC1TOL40 US313385ZG47 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-13 2026-07-13 2026-07-13 N N N 0.0358 1667822.97 1667822.97 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.640 3130BANR4 2549001DPIFGXC1TOL40 US3130BANR48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-07 2026-10-07 N N N 0.0364 1155000.00 1155000.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.640 3130BAQT7 2549001DPIFGXC1TOL40 US3130BAQT76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-23 2026-10-23 N N N 0.0365 924998.83 924998.83 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.650 3130B8F56 2549001DPIFGXC1TOL40 US3130B8F569 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-02 2026-07-02 N N N 0.0369 1294998.51 1294998.51 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.650 3130BB2K0 2549001DPIFGXC1TOL40 US3130BB2K08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-09 2026-12-09 N N N 0.0365 1089798.92 1089798.92 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.650 3130BAFT9 2549001DPIFGXC1TOL40 US3130BAFT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-30 2026-11-30 N N N 0.0365 4999978.90 4999978.90 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.640 3130BAQR1 2549001DPIFGXC1TOL40 US3130BAQR11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-14 2026-10-14 N N N 0.0364 579999.88 579999.88 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130B8ZV7 2549001DPIFGXC1TOL40 US3130B8ZV76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-04 2026-09-04 N N N 0.0364 599960.89 599960.89 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385A71 2549001DPIFGXC1TOL40 US313385A715 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0361 2191948.00 2191948.00 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.625 3130B9GZ7 2549001DPIFGXC1TOL40 US3130B9GZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-08 2026-07-08 N N N 0.0365 999995.50 999995.50 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.620 3130BA4E4 2549001DPIFGXC1TOL40 US3130BA4E48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-07 2026-07-07 N N N 0.0362 599997.87 599997.87 0.0012 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.710 3130BANS2 2549001DPIFGXC1TOL40 US3130BANS21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-05-12 2028-05-12 N N N 0.0371 464990.59 464990.59 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.650 3130B8ZS4 2549001DPIFGXC1TOL40 US3130B8ZS48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-04 2027-01-04 N N N 0.0366 499993.74 499993.74 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385ZB5 2549001DPIFGXC1TOL40 US313385ZB59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-08 2026-07-08 2026-07-08 N N N 0.0357 7359091.65 7359091.65 0.0153 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385V37 2549001DPIFGXC1TOL40 US313385V372 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0368 1765177.99 1765177.99 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.500 3130B8WC2 2549001DPIFGXC1TOL40 US3130B8WC23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-11 2027-01-11 2027-01-11 N N N 0.0367 3394073.63 3394073.63 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.625 3130B9UL2 2549001DPIFGXC1TOL40 US3130B9UL23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-10 2026-07-10 N N N 0.0365 499997.76 499997.76 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.675 3130BBCE3 2549001DPIFGXC1TOL40 US3130BBCE37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-24 2027-02-24 N N N 0.0367 534999.27 534999.27 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130B9BK5 2549001DPIFGXC1TOL40 US3130B9BK50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-25 2026-08-25 N N N 0.0364 1099989.06 1099989.06 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.720 3130B7TB0 2549001DPIFGXC1TOL40 US3130B7TB04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-18 2027-03-18 N N N 0.0383 1274989.64 1274989.64 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N 0.0360 198800.33 198800.33 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130B9DP2 2549001DPIFGXC1TOL40 US3130B9DP20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-04 2026-09-04 N N N 0.0365 3499962.10 3499962.10 0.0073 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130BAWD5 2549001DPIFGXC1TOL40 US3130BAWD50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-28 2027-01-28 N N N 0.0366 1129999.93 1129999.93 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.725 3130BBC60 2549001DPIFGXC1TOL40 US3130BBC603 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-28 2026-12-28 N N N 0.0373 1600000.00 1600000.00 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.650 3130BAWG8 2549001DPIFGXC1TOL40 US3130BAWG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-30 2026-11-30 N N N 0.0365 564994.54 564994.54 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385A22 2549001DPIFGXC1TOL40 US313385A228 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0361 1894093.64 1894093.64 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.635 3130BALV7 2549001DPIFGXC1TOL40 US3130BALV77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-03 2026-09-03 N N N 0.0364 1199986.42 1199986.42 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.635 3130B9JV3 2549001DPIFGXC1TOL40 US3130B9JV34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-20 2026-08-20 N N N 0.0363 499993.48 499993.48 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.645 3130BAS32 2549001DPIFGXC1TOL40 US3130BAS320 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-18 2026-11-18 N N N 0.0365 1139993.01 1139993.01 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.72 3130BBD69 2549001DPIFGXC1TOL40 US3130BBD692 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-01 2026-12-01 N N N 0.0371 600000.00 600000.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.630 3130B8NY4 2549001DPIFGXC1TOL40 US3130B8NY44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-19 2026-08-19 N N N 0.0363 574991.10 574991.10 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-14 2026-09-14 2026-09-14 N N N 0.0357 1587552.90 1587552.90 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.635 3130B9R28 2549001DPIFGXC1TOL40 US3130B9R281 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-06 2026-10-06 N N N 0.0364 1600004.20 1600004.20 0.0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.735 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-05 2027-05-05 N N N 0.0384 800348.79 800348.79 0.0017 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-23 2026-09-23 N N N 0.0391 1300197.16 1300197.16 0.0027 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.700 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-07 2028-01-07 N N N 0.0370 1559523.72 1559523.72 0.0032 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-23 2026-10-23 N N N 0.0390 1510298.06 1510298.06 0.0031 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.710 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-05-08 2028-05-08 N N N 0.0371 1169986.43 1169986.43 0.0024 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.755 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-21 2026-08-21 N N N 0.0389 1450374.88 1450374.88 0.0030 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-11 2026-12-11 N N N 0.0391 1900562.82 1900562.82 0.0039 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.740 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-29 2026-07-29 N N N 0.0374 4310185.87 4310185.87 0.0089 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-20 2026-11-20 N N N 0.0376 2000734.14 2000734.14 0.0041 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.705 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-06 2028-04-06 N N N 0.0371 1899660.72 1899660.72 0.0039 N N N N Tri-Party BNP Paribas Tri-Party BNP Paribas 3.650 BYJ7GHA53 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ7GHA53 2027-01-15 2053-02-15 0.000000 - 3.625000 N/A 14307301.00 10200024.25 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 10000000.00 10000000.00 0.0207 N Y Y N Tri-Party BNP Paribas Tri-Party BNP Paribas 3.640 BYJ7GHA04 R0MUWSFPU8MPRO8K5P83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 BYJ7GHA04 2045-04-20 2065-03-20 2.500000 - 7.000000 N/A 10624372.00 10200000.01 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 10000000.00 10000000.00 0.0207 N Y Y N Tri-Party Bank of Montreal Tri-Party Bank of Montreal 3.640 BYJ7GHA20 NQQ6HPCNCCU6TUTQYE16 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ7GHA20 2026-07-28 0.000000 N/A 21480600.00 21420003.23 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 21000000.00 21000000.00 0.0435 N Y Y N Tri-Party Bank of Nova Scotia Tri-Party Bank of Nova Scotia 3.640 BYJ7GHA46 L3I9ZG2KFGXZ61BMYR72 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ7GHA46 2026-08-15 2052-11-15 0.000000 - 4.875000 N/A 20604691.00 20402137.59 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 20000000.00 20000000.00 0.0415 N Y Y N Tri-Party Citigroup Global Markets, Inc. Tri-Party Citigroup Global Markets, Inc. 3.650 BYJ7GHA38 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 BYJ7GHA38 2040-08-20 2076-01-20 5.375000 - 5.742000 N/A 1024358.00 1101210.06 Agency Mortgage-Backed Securities US Treasury 254900HROIFWPRGM1V77 BYJ7GHA38 2046-05-15 5.000000 N/A 8945026.00 9098790.98 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 10000000.00 10000000.00 0.0207 N Y Y N Tri-Party Citigroup Global Markets, Inc. Tri-Party Citigroup Global Markets, Inc. 3.640 BYJ7GHAH7 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ7GHAH7 2029-12-31 2031-01-31 3.750000 - 4.375000 N/A 5184929.00 5100059.35 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 5000000.00 5000000.00 0.0104 N Y Y N Tri-Party Goldman Sachs Group LP Tri-Party Goldman Sachs Group LP 3.650 BYJ7GHBL7 FOR8UP27PHTHYVLBNG30 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 BYJ7GHBL7 2035-06-20 2065-06-20 2.000000 - 6.500000 N/A 19731590.00 20400001.03 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 20000000.00 20000000.00 0.0415 N Y Y N Tri-Party Mitsubishi UFJ Tri-Party Mitsubishi UFJ 3.650 BYJ7GHBY9 K5HU16E3LMSVCCJJJ255 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 BYJ7GHBY9 2053-10-01 2055-09-01 5.500000 - 6.000000 N/A 20091309.00 20525810.00 Agency Mortgage-Backed Securities US Treasury 254900HROIFWPRGM1V77 BYJ7GHBY9 2042-08-15 2051-11-15 0.000000 - 1.875000 N/A 132472.00 73487.43 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 20000000.00 20000000.00 0.0415 N Y Y N Tri-Party Mizuho Securities Tri-Party Mizuho Securities 3.650 BYJ7GHC10 7TK5RJIZDFROZCA6XF66 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ7GHC10 2029-03-15 2036-05-15 3.500000 - 4.500000 N/A 26512211.00 26520064.78 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 26000000.00 26000000.00 0.0539 N Y Y N Tri-Party Natixis S.A. Tri-Party Natixis S.A. 3.640 BYJ7GHC36 549300L8G1E7ZHVEOG75 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ7GHC36 2026-09-03 2052-05-15 0.000000 - 4.000000 N/A 21145819.00 20400006.71 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 20000000.00 20000000.00 0.0415 N Y Y N Tri-Party TD Securities Tri-Party TD Securities 3.650 BYJ7GHCE2 SUVUFHICNZMP2WKHG940 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 BYJ7GHCE2 2028-04-06 3.710000 N/A 20404091.00 20400418.44 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 20000000.00 20000000.00 0.0415 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0373 1766053.96 1766053.96 0.0037 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0361 6670797.38 6670797.38 0.0138 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0374 16419611.19 16419611.19 0.0340 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y 2026-10-20 2026-10-20 2026-10-20 N N N 0.0377 2322636.11 2322636.11 0.0048 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0363 3796929.19 3796929.19 0.0079 N Y Y N US Treasury Bill US Treasury Bill 3.250 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0391 793287.50 793287.50 0.0016 N Y Y N US Treasury Bill 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Treasury Note 2.750 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0372 425404.38 425404.38 0.0009 N Y Y N US Treasury Note US Treasury Note 4.000 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0357 500037.76 500037.76 0.0010 N Y Y N US Treasury Note US Treasury Note 2.625 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0378 621667.26 621667.26 0.0013 N Y Y N US Treasury Note US Treasury Note 4.250 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0356 1496985.54 1496985.54 0.0031 N Y Y N US Treasury Note US Treasury Note 4.125 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0355 5703835.26 5703835.26 0.0118 N Y Y N US Treasury Note US Treasury Note 4.125 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0373 227127.69 227127.69 0.0005 N Y Y N US Treasury Note US Treasury Note 2.500 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0353 494453.13 494453.13 0.0010 N Y Y N Northwestern Mutual Series Fund, Inc. 2026-07-08 /s/Linda Wisniewski Linda Wisniewski Controller and Chief Accounting Officer