N-MFP3 0000742212 XXXXXXXX 2026-07-31 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 37 90 334993984.77 357301849.77 0.6900 0.7300 2026-07-01 331242836.83 354052989.21 0.6900 0.7300 2026-07-02 334341137.69 356559513.22 0.6900 0.7300 2026-07-06 341479872.23 355336124.11 0.7100 0.7300 2026-07-07 344615484.73 358473438.87 0.7100 0.7400 2026-07-08 348017262.36 363191836.52 0.7100 0.7400 2026-07-09 348402280.76 366548465.18 0.7200 0.7500 2026-07-10 353440831.69 371589769.88 0.7200 0.7500 2026-07-13 347934403.32 367234397.31 0.7100 0.7500 2026-07-14 357943155.87 375690667.17 0.7200 0.7600 2026-07-15 359945013.39 372219247.09 0.7300 0.7600 2026-07-16 358195206.30 371620454.07 0.7300 0.7600 2026-07-17 360207911.99 372486241.17 0.7300 0.7600 2026-07-20 352325490.61 364254724.55 0.7300 0.7500 2026-07-21 352397425.81 368637675.91 0.7300 0.7600 2026-07-22 351520996.27 366612179.90 0.7300 0.7600 2026-07-23 350806548.32 365898795.90 0.7300 0.7600 2026-07-24 359535706.53 374031009.86 0.7300 0.7600 2026-07-27 367836145.65 376122678.54 0.7500 0.7600 2026-07-28 366929653.47 375216909.09 0.7400 0.7600 2026-07-29 360001015.06 366389453.56 0.7400 0.7600 2026-07-30 362000825.92 369484621.56 0.7400 0.7600 2026-07-31 448592.33 486102351.44 486135655.15 1688875.68 4904013.60 483369109.56 483367345.4510 Y 1.0000 0.0370 2026-07-01 0.0370 2026-07-02 0.0371 2026-07-06 0.0370 2026-07-07 0.0370 2026-07-08 0.0369 2026-07-09 0.0368 2026-07-10 0.0366 2026-07-13 0.0366 2026-07-14 0.0366 2026-07-15 0.0367 2026-07-16 0.0367 2026-07-17 0.0368 2026-07-20 0.0368 2026-07-21 0.0368 2026-07-22 0.0368 2026-07-23 0.0369 2026-07-24 0.0370 2026-07-27 0.0371 2026-07-28 0.0371 2026-07-29 0.0372 2026-07-30 0.0372 2026-07-31 0.9998 2026-07-01 0.9999 2026-07-02 0.9999 2026-07-06 0.9998 2026-07-07 0.9998 2026-07-08 0.9999 2026-07-09 0.9999 2026-07-10 0.9998 2026-07-13 0.9999 2026-07-14 0.9999 2026-07-15 0.9999 2026-07-16 0.9999 2026-07-17 0.9998 2026-07-20 0.9998 2026-07-21 0.9998 2026-07-22 0.9998 2026-07-23 0.9998 2026-07-24 0.9998 2026-07-27 0.9998 2026-07-28 0.9999 2026-07-29 0.9999 2026-07-30 0.9999 2026-07-31 N N Underlying Fund C000000083 0.01 483369109.56 483367345.4510 0.9998 2026-07-01 0.9999 2026-07-02 0.9999 2026-07-06 0.9998 2026-07-07 0.9998 2026-07-08 0.9999 2026-07-09 0.9999 2026-07-10 0.9998 2026-07-13 0.9999 2026-07-14 0.9999 2026-07-15 0.9999 2026-07-16 0.9999 2026-07-17 0.9998 2026-07-20 0.9998 2026-07-21 0.9998 2026-07-22 0.9998 2026-07-23 0.9998 2026-07-24 0.9998 2026-07-27 0.9998 2026-07-28 0.9999 2026-07-29 0.9999 2026-07-30 0.9999 2026-07-31 1287004.76 1652408.39 2026-07-01 719414.78 729471.06 2026-07-02 889745.64 1486720.39 2026-07-06 2033282.56 259861.28 2026-07-07 1742362.67 1879105.97 2026-07-08 428332.63 1714258.22 2026-07-09 1261506.01 986205.23 2026-07-10 1590492.78 1739819.63 2026-07-13 1097005.43 645471.66 2026-07-14 1056276.11 326850.21 2026-07-15 368242.70 1080731.40 2026-07-16 1437654.14 638027.77 2026-07-17 1016025.52 2734192.54 2026-07-20 4510010.60 3347300.66 2026-07-21 479020.75 2505408.88 2026-07-22 798426.71 423235.24 2026-07-23 257351.67 667990.91 2026-07-24 1642516.27 673771.20 2026-07-27 529923.95 1497251.82 2026-07-28 885960.22 105066.72 2026-07-29 2809999.45 73191.29 2026-07-30 924996.45 1730171.52 2026-07-31 27765551.80 26896511.99 0.0336 2026-07-01 0.0336 2026-07-02 0.0337 2026-07-06 0.0337 2026-07-07 0.0336 2026-07-08 0.0335 2026-07-09 0.0335 2026-07-10 0.0332 2026-07-13 0.0332 2026-07-14 0.0332 2026-07-15 0.0333 2026-07-16 0.0334 2026-07-17 0.0335 2026-07-20 0.0335 2026-07-21 0.0335 2026-07-22 0.0335 2026-07-23 0.0335 2026-07-24 0.0337 2026-07-27 0.0337 2026-07-28 0.0338 2026-07-29 0.0338 2026-07-30 0.0338 2026-07-31 N 0.00 Insurance company 1.0000 1.0000 N Federal Farm Credit Bank Federal Farm Credit Bank 3.685 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-19 2026-11-19 N N N 0.0369 181999.94 181999.94 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.790 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-30 2026-12-30 N N N 0.0379 300069.23 300069.23 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.690 3130BBRM9 2549001DPIFGXC1TOL40 US3130BBRM97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-03 2026-11-03 N N N 0.0000 800000.00 800000.00 0.0017 N N N N US Treasury Bill US Treasury Bill 0.000 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0384 7021813.24 7021813.24 0.0145 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130B8NY4 2549001DPIFGXC1TOL40 US3130B8NY44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-19 2026-08-19 N N N 0.0364 574994.64 574994.64 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.670 3130BASH1 2549001DPIFGXC1TOL40 US3130BASH11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-26 2026-10-26 N N N 0.0367 1709827.02 1709827.02 0.0035 N N N N US Treasury Note US Treasury Note 0.500 912828ZS2 254900HROIFWPRGM1V77 US912828ZS21 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0381 582557.82 582557.82 0.0012 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 2331296.61 2331296.61 0.0048 N Y Y N Tri-Party Goldman Sachs Group LP Tri-Party Goldman Sachs Group LP 3.650 BYJ9TZ9V0 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 BYJ9TZ9V0 2038-06-15 2056-01-20 4.000000 - 6.500000 N/A 19580180.00 20400000.05 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 20000000.00 20000000.00 0.0414 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.680 3130B9NE6 2549001DPIFGXC1TOL40 US3130B9NE62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-23 2026-11-23 N N N 0.0368 1084992.70 1084992.70 0.0022 N N N N US Treasury Bill US Treasury Bill 0.000 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0363 4686348.67 4686348.67 0.0097 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.680 3130B8ZS4 2549001DPIFGXC1TOL40 US3130B8ZS48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-04 2027-01-04 N N N 0.0365 499968.07 499968.07 0.0010 N N N 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 227086.90 227086.90 0.0005 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0371 2459297.86 2459297.86 0.0051 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0371 89458.08 89458.08 0.0002 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.670 3130BAPG6 2549001DPIFGXC1TOL40 US3130BAPG64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-13 2026-10-13 N N N 0.0367 1154994.40 1154994.40 0.0024 N N N N US Treasury Floating Rate Note US Treasury Floating Rate Note 4.057 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-08-04 2026-10-31 2026-10-31 N N N 0.0406 7853862.27 7853862.27 0.0162 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.665 3130BASK4 2549001DPIFGXC1TOL40 US3130BASK40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-23 2026-09-23 N N N 0.0367 1139902.56 1139902.56 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.700 3130BBCD5 2549001DPIFGXC1TOL40 US3130BBCD53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-25 2027-01-25 N N N 0.0370 1070004.88 1070004.88 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735 3133EWQU7 254900C5LP6DN9OP9V83 US3133EWQU71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-05-19 2028-05-19 N N N 0.0374 549997.84 549997.84 0.0011 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 2026-08-03 2028-02-09 2028-02-09 N N N 0.0374 225024.72 225024.72 0.0005 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-23 2026-10-23 N N N 0.0392 1510215.99 1510215.99 0.0031 N N N 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 5702610.65 5702610.65 0.0118 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130B9BK5 2549001DPIFGXC1TOL40 US3130B9BK50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-25 2026-08-25 N N N 0.0367 1099992.50 1099992.50 0.0023 N N N 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 500156.25 500156.25 0.0010 N Y Y N Tri-Party BNP Paribas Tri-Party BNP Paribas 3.640 BYJ9TZ8W9 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ9TZ8W9 2040-02-15 2056-05-15 0.000000 - 3.625000 N/A 4811903.00 3060000.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 3000000.00 3000000.00 0.0062 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.750 3130B7TB0 2549001DPIFGXC1TOL40 US3130B7TB04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-18 2027-03-18 N N N 0.0383 1274983.43 1274983.43 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.690 3130BBKT1 2549001DPIFGXC1TOL40 US3130BBKT14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-22 2026-12-22 N N N 0.0369 1075016.58 1075016.58 0.0022 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-11 2026-12-11 N N N 0.0391 1900442.13 1900442.13 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.735 3133ETUZ8 254900C5LP6DN9OP9V83 US3133ETUZ83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-27 2027-01-27 N N N 0.0374 443046.80 443046.80 0.0009 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 3395955.19 3395955.19 0.0070 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.690 3133ETY35 254900C5LP6DN9OP9V83 US3133ETY359 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-20 2027-01-20 N N N 0.0369 1344976.35 1344976.35 0.0028 N N N N US Treasury Bill US Treasury Bill 0.000 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0375 1053683.80 1053683.80 0.0022 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.670 3130BAZY6 2549001DPIFGXC1TOL40 US3130BAZY60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-07 2026-10-07 N N N 0.0367 1099992.63 1099992.63 0.0023 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.785 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-21 2026-08-21 N N N 0.0390 1450128.54 1450128.54 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.715 3133ETR33 254900C5LP6DN9OP9V83 US3133ETR338 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-05 2027-03-05 N N N 0.0371 4930011.98 4930011.98 0.0102 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.690 3133EWLG3 254900C5LP6DN9OP9V83 US3133EWLG33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-10 2027-05-10 N N N 0.0369 1119885.81 1119885.81 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.715 3130B5Q84 2549001DPIFGXC1TOL40 US3130B5Q844 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-25 2027-03-25 N N N 0.0376 1030048.70 1030048.70 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.680 3130BB2K0 2549001DPIFGXC1TOL40 US3130BB2K08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-09 2026-12-09 N N N 0.0368 1089938.27 1089938.27 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.680 3130BAWG8 2549001DPIFGXC1TOL40 US3130BAWG81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-30 2026-11-30 N N N 0.0368 564995.90 564995.90 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.675 3130BASJ7 2549001DPIFGXC1TOL40 US3130BASJ76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-19 2026-11-19 N N N 0.0367 799903.06 799903.06 0.0017 N N N N US Treasury Note US Treasury Note 3.250 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0391 793698.44 793698.44 0.0016 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 1772275.55 1772275.55 0.0037 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.690 3130BBKV6 2549001DPIFGXC1TOL40 US3130BBKV69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-21 2026-12-21 N N N 0.0369 1080017.40 1080017.40 0.0022 N N N N US Treasury Floating Rate Note US Treasury Floating Rate Note 3.950 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-08-04 2027-01-31 2027-01-31 N N N 0.0395 10405444.71 10405444.71 0.0215 N Y Y N US Treasury Note US Treasury Note 3.875 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0378 1017998.25 1017998.25 0.0021 N Y Y N US Treasury Note US Treasury Note 3.875 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0352 1098882.82 1098882.82 0.0023 N Y Y N US Treasury Floating Rate Note US Treasury Floating Rate Note 3.951 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-08-04 2028-01-31 2028-01-31 N N N 0.0395 1101178.96 1101178.96 0.0023 N Y Y 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 1592700.00 1592700.00 0.0033 N N 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 495045.41 495045.41 0.0010 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y 2027-01-07 2027-01-07 2027-01-07 N N N 0.0396 2439142.45 2439142.45 0.0050 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.695 3133ETR66 254900C5LP6DN9OP9V83 US3133ETR668 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-06 2026-11-06 N N N 0.0369 905030.27 905030.27 0.0019 N N N N Tri-Party Mitsubishi UFJ Tri-Party Mitsubishi UFJ 3.650 BYJ9TZAD8 K5HU16E3LMSVCCJJJ255 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 BYJ9TZAD8 2036-10-20 2054-07-20 2.000000 - 6.000000 N/A 365079.00 359705.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 BYJ9TZAD8 2035-08-01 2055-10-01 2.500000 - 6.000000 N/A 22062592.00 20236767.66 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 20000000.00 20000000.00 0.0414 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.785 3133ERXN6 254900C5LP6DN9OP9V83 US3133ERXN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-15 2026-10-15 N N N 0.0379 4100494.17 4100494.17 0.0085 N N N N Tri-Party TD Securities Tri-Party TD Securities 3.650 BYJ9TZB62 SUVUFHICNZMP2WKHG940 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 BYJ9TZB62 2052-06-20 2056-07-20 4.000000 - 5.500000 N/A 21127106.00 20400000.14 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 20000000.00 20000000.00 0.0414 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.680 3130BAFT9 2549001DPIFGXC1TOL40 US3130BAFT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-30 2026-11-30 N N N 0.0368 4999977.50 4999977.50 0.0103 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 2198901.52 2198901.52 0.0045 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.670 3130BB4G7 2549001DPIFGXC1TOL40 US3130BB4G77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-11 2026-09-11 N N N 0.0367 1499982.87 1499982.87 0.0031 N N N N Tri-Party Mizuho Securities Tri-Party Mizuho Securities 3.650 BYJ9TZAK2 7TK5RJIZDFROZCA6XF66 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ9TZAK2 2029-05-31 4.500000 N/A 25360766.00 25500047.62 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 25000000.00 25000000.00 0.0517 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N 0.0365 3785439.65 3785439.65 0.0078 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.695 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-19 2027-04-19 N N N 0.0372 209916.36 209916.36 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.740 3130BANS2 2549001DPIFGXC1TOL40 US3130BANS21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-05-12 2028-05-12 N N N 0.0374 465000.77 465000.77 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.690 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-14 2026-12-14 N N N 0.0371 1529983.29 1529983.29 0.0032 N N N N US Treasury Bill US Treasury Bill 0.000 912797VU8 254900HROIFWPRGM1V77 US912797VU85 U.S. Treasury Debt Y 2027-01-28 2027-01-28 2027-01-28 N N N 0.0408 9615369.76 9615369.76 0.0199 N Y Y N Tri-Party Bank of Montreal Tri-Party Bank of Montreal 3.640 BYJ9TZ8R0 NQQ6HPCNCCU6TUTQYE16 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ9TZ8R0 2027-08-15 0.000000 N/A 21291030.00 20400000.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 20000000.00 20000000.00 0.0414 N Y Y N Federal National Mortgage Association Federal National Mortgage Association 3.790 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-20 2026-11-20 N N N 0.0379 2000568.41 2000568.41 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130B9B33 2549001DPIFGXC1TOL40 US3130B9B335 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-27 2026-08-27 N N N 0.0368 999991.68 999991.68 0.0021 N N N N Tri-Party Bank of Nova Scotia Tri-Party Bank of Nova Scotia 3.640 BYJ9TZ8Y5 L3I9ZG2KFGXZ61BMYR72 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ9TZ8Y5 2026-08-15 2051-02-15 0.125000 - 4.375000 N/A 20934189.00 20406201.55 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 20000000.00 20000000.00 0.0414 N Y 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 1771083.00 1771083.00 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130B8ZV7 2549001DPIFGXC1TOL40 US3130B8ZV76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0367 599978.69 599978.69 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130BALJ4 2549001DPIFGXC1TOL40 US3130BALJ40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-04 2026-08-04 N N N 0.0364 1200000.68 1200000.68 0.0025 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 4.117 3133ERXT3 254900C5LP6DN9OP9V83 US3133ERXT31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-04 2026-10-16 2026-10-16 N N N 0.0412 2200705.43 2200705.43 0.0046 N N N N US Treasury Bill US Treasury Bill 0.000 912797UT2 254900HROIFWPRGM1V77 US912797UT22 U.S. Treasury Debt Y 2026-08-11 2026-08-11 2026-08-11 N N N 0.0369 15577504.93 15577504.93 0.0322 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0366 13227412.46 13227412.46 0.0274 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-18 2026-08-18 N N N 0.0367 299997.90 299997.90 0.0006 N N N N US Treasury Bill US Treasury Bill 0.000 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0373 4743101.91 4743101.91 0.0098 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.735 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-03-16 2028-03-16 N N N 0.0380 500009.37 500009.37 0.0010 N N N N Tri-Party Citigroup Global Markets, Inc. Tri-Party Citigroup Global Markets, Inc. 3.650 BYJ9TZ9D0 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ9TZ9D0 2054-08-15 4.250000 N/A 11922757.00 10200037.76 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 10000000.00 10000000.00 0.0207 N Y Y N Tri-Party Natixis S.A. Tri-Party Natixis S.A. 3.640 BYJ9TZAR7 549300L8G1E7ZHVEOG75 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ9TZAR7 2026-11-15 2055-11-15 0.000000 - 4.875000 N/A 21337359.00 20400002.53 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 20000000.00 20000000.00 0.0414 N Y Y 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 199580.58 199580.58 0.0004 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130B9QZ6 2549001DPIFGXC1TOL40 US3130B9QZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-08 2026-09-08 N N N 0.0366 1599987.83 1599987.83 0.0033 N N N N US Treasury Note US Treasury Note 3.750 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0373 1326771.63 1326771.63 0.0027 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.735 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-10 2028-04-10 N N N 0.0374 329995.29 329995.29 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.695 3130BBMC6 2549001DPIFGXC1TOL40 US3130BBMC60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-29 2027-01-29 N N N 0.0374 1109995.63 1109995.63 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.715 3133ETAU1 254900C5LP6DN9OP9V83 US3133ETAU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-26 2027-03-26 N N N 0.0371 470180.40 470180.40 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130B9DP2 2549001DPIFGXC1TOL40 US3130B9DP20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0368 3499898.99 3499898.99 0.0072 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.705 3133EWMT4 254900C5LP6DN9OP9V83 US3133EWMT45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-24 2027-05-24 N N N 0.0371 564946.72 564946.72 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.690 3130BAWD5 2549001DPIFGXC1TOL40 US3130BAWD50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-28 2027-01-28 N N N 0.0369 1130005.37 1130005.37 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.680 3130BB2R5 2549001DPIFGXC1TOL40 US3130BB2R50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-11 2026-12-11 N N N 0.0368 1079990.66 1079990.66 0.0022 N N N N US Treasury Bill US Treasury Bill 0.000 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0386 495291.87 495291.87 0.0010 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 1496705.22 1496705.22 0.0031 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.690 3133ETJ57 254900C5LP6DN9OP9V83 US3133ETJ574 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-20 2026-10-20 N N N 0.0369 3099773.86 3099773.86 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.770 3130BBLZ6 2549001DPIFGXC1TOL40 US3130BBLZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-24 2028-07-24 N N N 0.0377 1109995.20 1109995.20 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385C38 2549001DPIFGXC1TOL40 US313385C380 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-17 2026-08-17 2026-08-17 N N N 0.0366 998302.36 998302.36 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130B9QK9 2549001DPIFGXC1TOL40 US3130B9QK95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-01 2026-09-01 N N N 0.0368 1099988.52 1099988.52 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.675 3130BAS32 2549001DPIFGXC1TOL40 US3130BAS320 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-18 2026-11-18 N N N 0.0367 1139998.67 1139998.67 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.680 3130BBQC2 2549001DPIFGXC1TOL40 US3130BBQC25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-04 2026-11-04 2026-11-04 N N N 0.0000 2199815.66 2199815.66 0.0046 N N N N US Treasury Bill US Treasury Bill 0.000 912797VH7 254900HROIFWPRGM1V77 US912797VH74 U.S. Treasury Debt Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0380 4041839.21 4041839.21 0.0084 N Y Y N Tri-Party BNP Paribas Tri-Party BNP Paribas 3.650 BYJ9TZ8U3 R0MUWSFPU8MPRO8K5P83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y US Treasury 254900HROIFWPRGM1V77 BYJ9TZ8U3 2044-02-15 3.625000 N/A 918.00 752.08 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 BYJ9TZ8U3 2027-07-15 2066-05-20 2.000000 - 7.500000 N/A 22867675.00 22439247.94 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 22000000.00 22000000.00 0.0455 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.695 3133ET4C8 254900C5LP6DN9OP9V83 US3133ET4C89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-15 2027-03-15 N N N 0.0369 714912.52 714912.52 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.665 3130B9R28 2549001DPIFGXC1TOL40 US3130B9R281 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-06 2026-10-06 N N N 0.0367 1599992.36 1599992.36 0.0033 N N N N US Treasury Note US Treasury Note 4.250 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0360 1877978.61 1877978.61 0.0039 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797VJ3 254900HROIFWPRGM1V77 US912797VJ31 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0397 3936333.32 3936333.32 0.0081 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 6693290.69 6693290.69 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 16475207.02 16475207.02 0.0341 N Y Y 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 199440.78 199440.78 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 651884.20 651884.20 0.0013 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.740 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-05-08 2028-05-08 N N N 0.0374 1170002.18 1170002.18 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.670 3130BAQR1 2549001DPIFGXC1TOL40 US3130BAQR11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-14 2026-10-14 N N N 0.0367 579997.01 579997.01 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.675 3130BB2N4 2549001DPIFGXC1TOL40 US3130BB2N47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-12 2026-11-12 N N N 0.0368 1615004.85 1615004.85 0.0033 N N N N US Treasury Bill US Treasury Bill 0.000 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0373 1266632.09 1266632.09 0.0026 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.670 3130BAQT7 2549001DPIFGXC1TOL40 US3130BAQT76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-23 2026-10-23 N N N 0.0368 925000.32 925000.32 0.0019 N N N 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 622373.55 622373.55 0.0013 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 3.675 3130BAWU7 2549001DPIFGXC1TOL40 US3130BAWU75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-29 2026-10-29 N N N 0.0367 1130004.27 1130004.27 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130B8Q88 2549001DPIFGXC1TOL40 US3130B8Q889 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-24 2026-08-24 N N N 0.0464 574994.28 574994.28 0.0012 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.730 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-07 2028-01-07 N N N 0.0373 1559546.19 1559546.19 0.0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.765 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-05 2027-05-05 N N N 0.0385 799968.36 799968.36 0.0017 N N N N US Treasury Note US Treasury Note 1.875 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0349 1185457.50 1185457.50 0.0025 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.725 3133EWPG9 254900C5LP6DN9OP9V83 US3133EWPG96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-11 2028-02-11 N N N 0.0372 314916.18 314916.18 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.665 3130BALV7 2549001DPIFGXC1TOL40 US3130BALV77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-03 2026-09-03 N N N 0.0367 1199986.37 1199986.37 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.670 3130BAQL4 2549001DPIFGXC1TOL40 US3130BAQL41 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-21 2026-10-21 N N N 0.0367 809999.68 809999.68 0.0017 N N N N US Treasury Note US 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 425859.57 425859.57 0.0009 N Y Y N US Treasury Note US Treasury Note 3.750 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0392 2579303.06 2579303.06 0.0053 N Y Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-23 2026-09-23 N N N 0.0391 1300108.84 1300108.84 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.685 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-17 2026-11-17 N N N 0.0369 1075031.43 1075031.43 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.730 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-23 2027-11-23 N N N 0.0379 149993.96 149993.96 0.0003 N N N N US Treasury Bill US Treasury Bill 0.000 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0353 6357204.27 6357204.27 0.0132 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.695 3133ET5N3 254900C5LP6DN9OP9V83 US3133ET5N36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-24 2027-05-24 N N N 0.0369 629990.13 629990.13 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.745 3130B7KF0 2549001DPIFGXC1TOL40 US3130B7KF09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-25 2027-02-25 N N N 0.0375 1195276.14 1195276.14 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.000 313385F84 2549001DPIFGXC1TOL40 US313385F847 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0367 1094869.72 1094869.72 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3.690 3130BAVT1 2549001DPIFGXC1TOL40 US3130BAVT12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-25 2027-02-25 N N N 0.0371 1759989.02 1759989.02 0.0036 N N N N US Treasury Note US Treasury Note 4.250 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y 2027-03-15 2027-03-15 2027-03-15 N N N 0.0353 1802626.17 1802626.17 0.0037 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.750 3133EWTZ3 254900C5LP6DN9OP9V83 US3133EWTZ32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-22 2027-11-22 N N N 0.0383 300001.16 300001.16 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.690 3133ET4Q7 254900C5LP6DN9OP9V83 US3133ET4Q75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-16 2027-02-16 N N N 0.0369 4113835.21 4113835.21 0.0085 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.670 3130BANR4 2549001DPIFGXC1TOL40 US3130BANR48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-07 2026-10-07 N N N 0.0367 1154992.09 1154992.09 0.0024 N N N N US Treasury Bill US Treasury Bill 0.000 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0365 5314684.45 5314684.45 0.0110 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.725 3133ETNT0 254900C5LP6DN9OP9V83 US3133ETNT07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-01 2027-02-01 N N N 0.0378 1200072.92 1200072.92 0.0025 N N N N US Treasury Bill US Treasury Bill 0.000 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y 2027-02-18 2027-02-18 2027-02-18 N N N 0.0353 391682.90 391682.90 0.0008 N Y Y N Federal National Mortgage Association Federal National Mortgage Association 3.735 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-06 2028-04-06 N N N 0.0374 1899191.36 1899191.36 0.0039 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.705 3130BBCE3 2549001DPIFGXC1TOL40 US3130BBCE37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-24 2027-02-24 N N N 0.0371 535000.24 535000.24 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.710 3133EWPF1 254900C5LP6DN9OP9V83 US3133EWPF14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-13 2027-09-13 N N N 0.0371 369994.92 369994.92 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.680 3130BAFP7 2549001DPIFGXC1TOL40 US3130BAFP73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-23 2026-11-23 N N N 0.0368 1194997.31 1194997.31 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.660 3130B8NZ1 2549001DPIFGXC1TOL40 US3130B8NZ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-21 2026-08-21 N N N 0.0364 4024961.57 4024961.57 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.690 3130BBD69 2549001DPIFGXC1TOL40 US3130BBD692 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-01 2026-12-01 N N N 0.0369 599998.51 599998.51 0.0012 N N N N US Treasury Bill US Treasury Bill 0.000 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0399 4758147.77 4758147.77 0.0098 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.780 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-22 2027-10-22 N N N 0.0390 256146.36 256146.36 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.675 3130B9RK8 2549001DPIFGXC1TOL40 US3130B9RK86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-03 2026-11-03 N N N 0.0367 1100003.18 1100003.18 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.695 3130BBC60 2549001DPIFGXC1TOL40 US3130BBC603 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-28 2026-12-28 N N N 0.0367 1599983.78 1599983.78 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3.710 3133EWMR8 254900C5LP6DN9OP9V83 US3133EWMR88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-23 2027-07-23 N N N 0.0371 389998.66 389998.66 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 3.665 3130B9JV3 2549001DPIFGXC1TOL40 US3130B9JV34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-20 2026-08-20 N N N 0.0366 499996.41 499996.41 0.0010 N N N N Tri-Party Citigroup Global Markets, Inc. Tri-Party Citigroup Global Markets, Inc. 3.640 BYJ9TZ999 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 BYJ9TZ999 2031-11-15 2056-07-20 4.000000 - 7.000000 N/A 9576324.00 10200001.02 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 10000000.00 10000000.00 0.0207 N Y Y N US Treasury Bill US Treasury Bill 0.000 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0371 399038.67 399038.67 0.0008 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.785 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-23 2026-12-23 N N N 0.0379 400110.59 400110.59 0.0008 N N N N US Treasury Floating Rate Note US Treasury Floating Rate Note 3.955 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-08-04 2028-04-30 2028-04-30 N N N 0.0393 2763010.19 2763010.19 0.0057 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 3.760 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-19 2027-11-19 N N N 0.0376 455109.83 455109.83 0.0009 N N N N US Treasury Floating Rate Note US Treasury Floating Rate Note 4.042 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-08-04 2027-10-31 2027-10-31 N N N 0.0400 8762173.61 8762173.61 0.0181 N Y Y 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 2196664.82 2196664.82 0.0045 N N N N Northwestern Mutual Series Fund, Inc. 2026-08-07 /s/Linda Wisniewski Linda Wisniewski Controller and Chief Accounting Officer