N-MFP3 0000890089 XXXXXXXX 2026-01-31 MONEY MARKET PORTFOLIOS 0000890089 549300KXNEKD7IK3M686 The U.S. Government Money Market Portfolio 5493005SMQ69NXW3EG49 S000007450 1 N N Franklin Advisers, Inc. 801-26292 PricewaterhouseCoopers LLP San Francisco CA Franklin Templeton Services LLC Franklin Templeton Investor Services LLC 0000353291 084-01036 N Y 0000038778 Franklin U.S. Government Money Fund 002-55029 S000006859 0000765485 Franklin Institutional U.S. Government Money Market Fund 002-96634 S000007358 N Government N N 27 77 4988450414.08 7802368638.22 0.4997 0.7816 2026-01-02 5145433593.28 7788117843.25 0.5162 0.7813 2026-01-05 5190541376.94 7681247331.20 0.5210 0.7710 2026-01-06 5707225511.48 8048186845.40 0.5525 0.7791 2026-01-07 5259977689.46 7600289285.09 0.5405 0.7809 2026-01-08 5399943022.05 7516103947.01 0.5597 0.7790 2026-01-09 5347018047.68 7658456790.86 0.5453 0.7810 2026-01-12 5316266450.86 7469666679.63 0.5529 0.7768 2026-01-13 5437645603.89 7612701462.59 0.5572 0.7800 2026-01-14 5869990168.84 7969290541.99 0.5745 0.7799 2026-01-15 5715805920.42 7815333410.91 0.5624 0.7690 2026-01-16 5861687278.83 8174592741.66 0.5625 0.7844 2026-01-20 5818437045.74 8026476913.44 0.5609 0.7738 2026-01-21 6003494872.92 8265602235.85 0.5603 0.7715 2026-01-22 5941951207.52 7926702362.04 0.5727 0.7640 2026-01-23 5838855587.81 8076497669.11 0.5547 0.7672 2026-01-26 5784623929.66 8230898327.12 0.5363 0.7632 2026-01-27 5734431557.22 8180952114.26 0.5342 0.7620 2026-01-28 6118484651.39 8612110618.18 0.5332 0.7504 2026-01-29 5501829821.96 7843572462.00 0.5138 0.7325 2026-01-30 0.00 10699023886.19 10699215632.36 9482198.91 141335166.73 10567362664.54 10567162346.5000 Y 1.0000 0.0380 2026-01-02 0.0379 2026-01-05 0.0378 2026-01-06 0.0377 2026-01-07 0.0376 2026-01-08 0.0375 2026-01-09 0.0372 2026-01-12 0.0372 2026-01-13 0.0372 2026-01-14 0.0372 2026-01-15 0.0372 2026-01-16 0.0372 2026-01-20 0.0371 2026-01-21 0.0371 2026-01-22 0.0371 2026-01-23 0.0371 2026-01-26 0.0371 2026-01-27 0.0371 2026-01-28 0.0371 2026-01-29 0.0371 2026-01-30 1.0000 2026-01-02 1.0000 2026-01-05 1.0000 2026-01-06 1.0000 2026-01-07 1.0000 2026-01-08 1.0000 2026-01-09 1.0000 2026-01-12 1.0000 2026-01-13 1.0000 2026-01-14 1.0000 2026-01-15 1.0000 2026-01-16 1.0000 2026-01-20 1.0000 2026-01-21 1.0000 2026-01-22 1.0000 2026-01-23 1.0000 2026-01-26 1.0000 2026-01-27 1.0000 2026-01-28 1.0000 2026-01-29 1.0000 2026-01-30 N N Class A C000020424 1.00 10567362664.54 10567162346.5000 1.0000 2026-01-02 1.0000 2026-01-05 1.0000 2026-01-06 1.0000 2026-01-07 1.0000 2026-01-08 1.0000 2026-01-09 1.0000 2026-01-12 1.0000 2026-01-13 1.0000 2026-01-14 1.0000 2026-01-15 1.0000 2026-01-16 1.0000 2026-01-20 1.0000 2026-01-21 1.0000 2026-01-22 1.0000 2026-01-23 1.0000 2026-01-26 1.0000 2026-01-27 1.0000 2026-01-28 1.0000 2026-01-29 1.0000 2026-01-30 115626527.88 4079347.73 2026-01-02 0.00 16684396.64 2026-01-05 0.00 107611591.01 2026-01-06 372583691.18 6408078.33 2026-01-07 0.00 599065056.29 2026-01-08 0.00 84942053.02 2026-01-09 161543398.07 7120429.40 2026-01-12 0.00 89314154.06 2026-01-13 160733034.82 18444247.94 2026-01-14 461855140.18 3983935.43 2026-01-15 1373404.21 57187328.29 2026-01-16 161421671.63 7171107.50 2026-01-20 0.00 49448218.49 2026-01-21 337793009.78 1282774.18 2026-01-22 0.00 236604001.66 2026-01-23 54314196.41 9650356.00 2026-01-26 257108939.27 0.00 2026-01-27 52963216.58 19950.00 2026-01-28 223667330.33 3966522.09 2026-01-29 0.00 359116242.23 2026-01-30 2360983560.34 1662099790.29 0.0365 2026-01-02 0.0363 2026-01-05 0.0363 2026-01-06 0.0362 2026-01-07 0.0360 2026-01-08 0.0359 2026-01-09 0.0357 2026-01-12 0.0357 2026-01-13 0.0357 2026-01-14 0.0357 2026-01-15 0.0357 2026-01-16 0.0356 2026-01-20 0.0356 2026-01-21 0.0356 2026-01-22 0.0356 2026-01-23 0.0356 2026-01-26 0.0356 2026-01-27 0.0356 2026-01-28 0.0356 2026-01-29 0.0356 2026-01-30 N Registered investment company 0.5109 0.00 Registered investment company 0.4891 0.0 N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV8B U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV8D U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 11421300.00 11488465.63 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 11249980.80 11249980.80 0.0011 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV8F U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV8G U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV8H U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV8J U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV8K U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV8M U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV8N U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV8Z U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV90 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV91 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV92 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV93 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV94 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.66000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3MV95 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 50000000.00 50294036.74 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49250001.28 49250001.28 0.0047 N Y Y N Bank of New York Mellon Corp. (The) Bank of New York Mellon Corp. (The) 3.66000000 N/A HPFHU0OQ28E4N0NFVK49 0001390777 ZS3MTQ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 773647400.00 816000054.18 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 800000000.00 800000000.00 0.0757 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 3.66000000 N/A 9J6MBOOO7BECTDTUZW19 0000058056 ZS3MTVR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 114080400.00 109016650.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 71282400.00 72853613.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 129823900.00 124129766.68 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 300000000.00 300000000.00 0.0284 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 3.52000000 N/A 9J6MBOOO7BECTDTUZW19 0000058056 ZS3MWZ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 296400.00 310361.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 N/A 15500.00 16597.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625 N/A 1904600.00 2022008.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125 N/A 3897800.00 4319335.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 15400900.00 16232796.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 515400.00 544821.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 129134200.00 130824297.71 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 N/A 3058000.00 3166853.82 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0352 154350000.00 154350000.00 0.0146 N Y Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.74500080 3133ETM87 254900C5LP6DN9OP9V83 US3133ETM875 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2027-04-29 2027-04-29 N N N 0.0380 83987283.40 83987283.40 0.0079 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.74000040 3133ETDK0 254900C5LP6DN9OP9V83 US3133ETDK08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2026-08-17 2026-08-17 N N N 0.0379 22133099.09 22133099.09 0.0021 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.75999840 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2027-04-22 2027-04-22 N N N 0.0381 89273305.56 89273305.56 0.0085 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.74000040 3133EREL1 254900C5LP6DN9OP9V83 US3133EREL16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2026-05-14 2026-05-14 N N N 0.0377 79171486.63 79171486.63 0.0075 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.71999880 3133ETSZ1 254900C5LP6DN9OP9V83 US3133ETSZ12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2026-10-13 2026-10-13 N N N 0.0377 89246572.26 89246572.26 0.0085 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.70000080 3133ETE52 254900C5LP6DN9OP9V83 US3133ETE526 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2026-11-10 2026-11-10 N N N 0.0375 31728944.05 31728944.05 0.0030 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.79500120 3133ERTE1 254900C5LP6DN9OP9V83 US3133ERTE18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2026-09-16 2026-09-16 N N N 0.0378 34169986.87 34169986.87 0.0032 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.74500080 3133ETWQ6 254900C5LP6DN9OP9V83 US3133ETWQ66 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2027-03-05 2027-03-05 N N N 0.0380 8999139.51 8999139.51 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.71499840 3133ETR33 254900C5LP6DN9OP9V83 US3133ETR338 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2027-03-05 2027-03-05 N N N 0.0377 99995124.00 99995124.00 0.0095 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.71000160 3133ETG92 254900C5LP6DN9OP9V83 US3133ETG927 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2026-10-15 2026-10-15 N N N 0.0376 50006272.00 50006272.00 0.0047 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385SY3 2549001DPIFGXC1TOL40 US313385SY36 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-11 2026-02-11 2026-02-11 N N N 0.0356 99884000.00 99884000.00 0.0095 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385VW3 2549001DPIFGXC1TOL40 US313385VW33 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-22 2026-04-22 2026-04-22 N N N 0.0363 99580150.67 99580150.67 0.0094 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385TL0 2549001DPIFGXC1TOL40 US313385TL06 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-23 2026-02-23 2026-02-23 N N N 0.0362 149652000.00 149652000.00 0.0142 N N Y N Federal Home Loan Banks Federal Home Loan Banks 4.00000000 3130B7JF2 2549001DPIFGXC1TOL40 US3130B7JF28 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-18 2026-09-18 2026-09-18 N N N 0.0399 88810286.99 88810286.99 0.0084 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.75000120 3130B7RC0 2549001DPIFGXC1TOL40 US3130B7RC05 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2027-03-16 2027-03-16 N N N 0.0380 88421332.09 88421332.09 0.0084 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.72999960 3130B5G85 2549001DPIFGXC1TOL40 US3130B5G852 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2027-03-05 2027-03-05 N N N 0.0375 95024480.55 95024480.55 0.0090 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385A22 2549001DPIFGXC1TOL40 US313385A228 0001331451 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 103128812.85 103128812.85 0.0098 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385SP2 2549001DPIFGXC1TOL40 US313385SP29 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0359 130084264.62 130084264.62 0.0123 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.78000000 3130B8U67 2549001DPIFGXC1TOL40 US3130B8U675 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2027-12-08 2027-12-08 N N N 0.0383 75845552.91 75845552.91 0.0072 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385TT3 2549001DPIFGXC1TOL40 US313385TT32 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0359 99476525.65 99476525.65 0.0094 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-24 2026-07-24 2026-07-24 N N N 0.0361 103200780.90 103200780.90 0.0098 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.72499920 3130B7LG7 2549001DPIFGXC1TOL40 US3130B7LG72 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2026-11-27 2026-11-27 N N N 0.0378 88709462.16 88709462.16 0.0084 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.67499880 3130B75T7 2549001DPIFGXC1TOL40 US3130B75T78 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2026-02-17 2026-02-17 N N N 0.0373 92820026.92 92820026.92 0.0088 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385UC8 2549001DPIFGXC1TOL40 US313385UC87 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-11 2026-03-11 2026-03-11 N N N 0.0360 122096021.92 122096021.92 0.0116 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385US3 2549001DPIFGXC1TOL40 US313385US30 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-25 2026-03-25 2026-03-25 N N N 0.0363 99461500.00 99461500.00 0.0094 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385TQ9 2549001DPIFGXC1TOL40 US313385TQ92 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-27 2026-02-27 2026-02-27 N N N 0.0360 102646415.99 102646415.99 0.0097 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385XK7 2549001DPIFGXC1TOL40 US313385XK76 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-05-29 2026-05-29 2026-05-29 N N N 0.0364 104307618.57 104307618.57 0.0099 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385SZ0 2549001DPIFGXC1TOL40 US313385SZ01 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-12 2026-02-12 2026-02-12 N N N 0.0357 97876846.34 97876846.34 0.0093 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385YF7 2549001DPIFGXC1TOL40 US313385YF72 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-18 2026-06-18 2026-06-18 N N N 0.0362 103562797.80 103562797.80 0.0098 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385TV8 2549001DPIFGXC1TOL40 US313385TV87 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-04 2026-03-04 2026-03-04 N N N 0.0359 99670917.00 99670917.00 0.0094 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385UM6 2549001DPIFGXC1TOL40 US313385UM69 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-20 2026-03-20 2026-03-20 N N N 0.0360 202008062.83 202008062.83 0.0191 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385XH4 2549001DPIFGXC1TOL40 US313385XH48 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-05-27 2026-05-27 2026-05-27 N N N 0.0364 103780031.25 103780031.25 0.0098 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.75500160 3130B93C2 2549001DPIFGXC1TOL40 US3130B93C26 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2028-01-13 2028-01-13 N N N 0.0381 101149404.23 101149404.23 0.0096 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.65500080 3130B6YG5 2549001DPIFGXC1TOL40 US3130B6YG52 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2026-02-09 2026-02-09 N N N 0.0371 93199762.34 93199762.34 0.0088 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385WN2 2549001DPIFGXC1TOL40 US313385WN25 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-05-08 2026-05-08 2026-05-08 N N N 0.0358 99026806.00 99026806.00 0.0094 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385TX4 2549001DPIFGXC1TOL40 US313385TX44 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-06 2026-03-06 2026-03-06 N N N 0.0360 199301944.00 199301944.00 0.0189 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385TF3 2549001DPIFGXC1TOL40 US313385TF38 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-18 2026-02-18 2026-02-18 N N N 0.0359 99816333.00 99816333.00 0.0095 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385TH9 2549001DPIFGXC1TOL40 US313385TH93 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-20 2026-02-20 2026-02-20 N N N 0.0375 149196515.00 149196515.00 0.0141 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385ST4 2549001DPIFGXC1TOL40 US313385ST41 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-06 2026-02-06 2026-02-06 N N N 0.0356 99932333.00 99932333.00 0.0095 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385UA2 2549001DPIFGXC1TOL40 US313385UA22 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-09 2026-03-09 2026-03-09 N N N 0.0359 49810528.00 49810528.00 0.0047 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385TN6 2549001DPIFGXC1TOL40 US313385TN61 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-25 2026-02-25 2026-02-25 N N N 0.0360 105434341.02 105434341.02 0.0100 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385YV2 2549001DPIFGXC1TOL40 US313385YV23 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0360 103426968.75 103426968.75 0.0098 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385SQ0 2549001DPIFGXC1TOL40 US313385SQ02 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0360 56078307.81 56078307.81 0.0053 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385SR8 2549001DPIFGXC1TOL40 US313385SR84 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-04 2026-02-04 2026-02-04 N N N 0.0360 99951667.00 99951667.00 0.0095 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385VP8 2549001DPIFGXC1TOL40 US313385VP81 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-15 2026-04-15 2026-04-15 N N N 0.0362 99054618.75 99054618.75 0.0094 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385TA4 2549001DPIFGXC1TOL40 US313385TA41 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-13 2026-02-13 2026-02-13 N N N 0.0361 104708103.35 104708103.35 0.0099 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385VU7 2549001DPIFGXC1TOL40 US313385VU76 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-20 2026-04-20 2026-04-20 N N N 0.0363 99203333.00 99203333.00 0.0094 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.71000160 3130B8F23 2549001DPIFGXC1TOL40 US3130B8F239 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2027-01-29 2027-01-29 N N N 0.0376 104993330.40 104993330.40 0.0099 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385WB8 2549001DPIFGXC1TOL40 US313385WB86 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-27 2026-04-27 2026-04-27 N N N 0.0358 99133625.00 99133625.00 0.0094 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385UU8 2549001DPIFGXC1TOL40 US313385UU85 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-27 2026-03-27 2026-03-27 N N N 0.0359 102723127.35 102723127.35 0.0097 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385UE4 2549001DPIFGXC1TOL40 US313385UE44 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-13 2026-03-13 2026-03-13 N N N 0.0379 102254921.33 102254921.33 0.0097 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.00000000 313397SP7 S6XOOCT0IEG5ABCC6L87 US313397SP74 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0381 45526793.40 45526793.40 0.0043 N Y Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.00000000 313397VM0 S6XOOCT0IEG5ABCC6L87 US313397VM07 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-13 2026-04-13 2026-04-13 N N N 0.0360 116645824.35 116645824.35 0.0110 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.72999960 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2027-01-08 2027-01-08 N N N 0.0378 121308239.91 121308239.91 0.0115 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.74500080 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2027-05-05 2027-05-05 N N N 0.0380 59135626.66 59135626.66 0.0056 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.00000000 313397UA7 S6XOOCT0IEG5ABCC6L87 US313397UA77 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-09 2026-03-09 2026-03-09 N N N 0.0366 99621056.00 99621056.00 0.0094 N N Y N Federal National Mortgage Association Federal National Mortgage Association 3.72999960 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-01 2027-12-22 2027-12-22 N N N 0.0378 23000000.00 23000000.00 0.0022 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV7V U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV7W U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 49480000.00 50514134.73 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 49516783.90 49516783.90 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV7X U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV7Y U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV7Z U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV80 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV81 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV82 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV85 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV86 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV87 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV8T U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.67000000 N/A FOR8UP27PHTHYVLBNG30 ZS3MV8V U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 50000000.00 51045002.76 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 50037170.47 50037170.47 0.0047 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.67000000 N/A CYYGQCGNHMHPSMRL3R97 0000853784 ZS3MTV9 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 3617JCD40 2049-03-20 5 N/A 90000.00 44648.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVV3 2050-12-20 3 N/A 33876160.00 15216728.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACPG9 2053-07-20 5.5 N/A 596000.00 486463.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 300000000.00 213711063.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BHKP0 2053-05-15 6 N/A 1373774.00 1369528.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MJE48 2056-01-20 5.5 N/A 5485380.00 5631200.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JLAZ2 2055-01-20 6.5 N/A 1071270.00 1113755.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.5 N/A 500000.00 400347.67 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LBRU4 2055-08-20 6.5 N/A 2652388.00 2774476.16 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAVK7 2050-12-20 2 N/A 500000.00 252265.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FJQ0 2040-08-20 4.5 N/A 745000.00 25367.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XUV6 2038-03-20 5.5 N/A 1592402.00 924224.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NLE83 2055-03-20 6.5 N/A 1136392.00 962233.69 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5QG7 2034-07-20 3 N/A 50802.00 46480.58 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YJS4 2038-11-20 6.5 N/A 421090.00 296341.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180ACB7 2054-10-20 6 N/A 68073.00 44906.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FSKP2 2053-12-15 8 N/A 2198932.00 2287924.36 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AJGQ0 2053-02-15 7.5 N/A 7586370.00 7812698.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JSH64 2055-02-20 6.5 N/A 1374344.00 1428675.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U4A7 2049-10-20 2.5 N/A 20899000.00 3691205.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LDLG7 2055-08-20 6.5 N/A 1010734.00 1064191.50 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VVN7 2050-10-20 2 N/A 50633800.00 24244996.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RYZ6 2031-02-20 3 N/A 1500000.00 104112.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BTEG3 2048-01-15 4.5 N/A 1985530.00 484631.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NBA5 2043-04-20 3 N/A 631009.00 66790.02 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LE6V9 2055-08-20 6.5 N/A 672762.00 702827.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LDLH5 2055-08-20 6.5 N/A 1159082.00 1214978.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAWK6 2045-12-20 3.5 N/A 72546560.00 24042724.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYY4 2054-06-20 6.5 N/A 53209000.00 25211870.71 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JLGZ6 2054-10-20 6 N/A 1062036.00 1092784.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617L9EY7 2049-09-15 4.5 N/A 1096184.00 476101.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180YRF0 2041-07-20 5 N/A 1000000.00 27156.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BHJG2 2053-08-15 7 N/A 10499104.00 10814057.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FSLG1 2054-01-15 7 N/A 8229136.00 8365094.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBV7 2052-07-20 5 N/A 9939504.00 7124630.79 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LTQJ1 2055-09-20 6.5 N/A 4265976.00 4453225.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H7VG4 2054-04-20 5 N/A 354111.00 349260.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NLVD3 2055-03-20 6.5 N/A 2657752.00 2759926.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GWA32 2054-03-20 7 N/A 5306712.00 5535373.30 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FSLK2 2053-12-15 7 N/A 9236256.00 9385878.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GV7J3 2054-05-20 7 N/A 1330994.00 899618.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AB6V9 2052-09-20 5.5 N/A 19649360.00 18767628.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QY2Q7 2052-01-20 3 N/A 239785.00 178536.24 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R6J3 2031-04-20 3.5 N/A 1003784.00 92288.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKMU7 2055-02-20 6.5 N/A 2236156.00 2306708.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230QLG1 2040-11-15 4.5 N/A 600622.00 85611.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V2TT4 2055-12-20 6.5 N/A 1603466.00 1680812.96 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LDLF9 2055-08-20 6.5 N/A 1276954.00 1333247.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LDK94 2055-08-20 6.5 N/A 2288260.00 2392319.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LN2W3 2049-12-20 5 N/A 1106090.00 260149.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TZA6 2033-06-20 4 N/A 1000000.00 82029.46 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5M2 2054-08-20 6 N/A 51759040.00 33439226.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KPGZ5 2055-07-20 6.5 N/A 618066.00 645279.39 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KQTD8 2055-04-20 6.5 N/A 1015984.00 1057075.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GV7G9 2054-05-20 7 N/A 5570184.00 5820713.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NY5M4 2055-11-20 6 N/A 3194472.00 3395432.62 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AQ6U2 2040-04-15 5 N/A 1897000.00 103211.65 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAX58 2051-02-20 3 N/A 40927744.00 22378107.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618FSLS5 2053-11-15 7 N/A 5770700.00 5854848.29 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WU30 2035-11-20 4.5 N/A 233968.00 123234.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V3PT6 2055-12-20 6.5 N/A 539672.00 565698.34 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617LAMT6 2050-02-20 5 N/A 1031802.00 199896.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F2U9 2027-01-20 4 N/A 1086652.00 6633.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSP3 2046-11-20 3 N/A 989965.00 134632.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXC8 2046-01-20 3 N/A 1831148.00 204639.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177P3J2 2042-11-20 3 N/A 665000.00 88405.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHW9 2052-10-20 3.5 N/A 1582812.00 1151582.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181CMA3 2044-06-20 4 N/A 1478440.00 228918.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M75S1 2055-11-20 6 N/A 1506102.00 1553313.37 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2Q6 2054-06-20 7.5 N/A 56181.00 21611.00 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NML9 2028-08-20 2 N/A 1925000.00 76709.87 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NJTH2 2055-02-20 6.5 N/A 1372464.00 1425945.93 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MFBS6 2056-01-20 5.5 N/A 2555340.00 2630261.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 150000000.00 99011868.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EA25 2034-10-20 6 N/A 3973656.00 57545.15 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NHBP7 2055-03-20 6 N/A 10144176.00 10008930.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KEEF6 2055-03-20 6 N/A 1486574.00 1523008.38 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDU9 2051-04-20 4 N/A 5325840.00 2062009.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DZF1 2033-09-20 5 N/A 16591200.00 207679.78 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABJ94 2051-12-20 2.5 N/A 6432000.00 3903480.33 Agency Mortgage-Backed Securities Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 600000000.00 600000000.00 0.0568 N Y Y N MUFG Securities EMEA plc MUFG Securities EMEA plc 3.65000000 N/A U7M81AY481YLIOR75625 ZS3MVD7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 48808400.00 50386460.05 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0365 49397014.83 49397014.83 0.0047 N Y Y N MUFG Securities EMEA plc MUFG Securities EMEA plc 3.65000000 N/A U7M81AY481YLIOR75625 ZS3MVD9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 50000000.00 51616586.54 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0365 50602985.17 50602985.17 0.0048 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y 2026-05-14 2026-05-14 2026-05-14 N N N 0.0397 42570224.03 42570224.03 0.0040 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797PM3 254900HROIFWPRGM1V77 US912797PM34 U.S. Treasury Debt Y 2026-02-19 2026-02-19 2026-02-19 N N N 0.0359 99829953.00 99829953.00 0.0095 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RU3 254900HROIFWPRGM1V77 US912797RU32 U.S. Treasury Debt Y 2026-02-26 2026-02-26 2026-02-26 N N N 0.0359 99758778.00 99758778.00 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SS7 254900HROIFWPRGM1V77 US912797SS76 U.S. Treasury Debt Y 2026-02-24 2026-02-24 2026-02-24 N N N 0.0364 99778574.00 99778574.00 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SR9 254900HROIFWPRGM1V77 US912797SR93 U.S. Treasury Debt Y 2026-02-17 2026-02-17 2026-02-17 N N N 0.0363 97253291.25 97253291.25 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SB4 254900HROIFWPRGM1V77 US912797SB42 U.S. Treasury Debt Y 2026-03-12 2026-03-12 2026-03-12 N N N 0.0362 99616306.00 99616306.00 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SZ1 254900HROIFWPRGM1V77 US912797SZ10 U.S. Treasury Debt Y 2026-03-17 2026-03-17 2026-03-17 N N N 0.0361 99566327.00 99566327.00 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RL3 254900HROIFWPRGM1V77 US912797RL33 U.S. Treasury Debt Y 2026-02-05 2026-02-05 2026-02-05 N N N 0.0371 249925167.50 249925167.50 0.0237 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RV1 254900HROIFWPRGM1V77 US912797RV15 U.S. Treasury Debt Y 2026-03-05 2026-03-05 2026-03-05 N N N 0.0364 149534451.00 149534451.00 0.0142 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SY4 254900HROIFWPRGM1V77 US912797SY45 U.S. Treasury Debt Y 2026-03-10 2026-03-10 2026-03-10 N N N 0.0360 99637450.00 99637450.00 0.0094 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797PV3 254900HROIFWPRGM1V77 US912797PV33 U.S. Treasury Debt Y 2026-03-19 2026-03-19 2026-03-19 N N N 0.0377 136129952.25 136129952.25 0.0129 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SJ7 254900HROIFWPRGM1V77 US912797SJ77 U.S. Treasury Debt Y 2026-02-03 2026-02-03 2026-02-03 N N N 0.0372 239816102.34 239816102.34 0.0227 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TB3 254900HROIFWPRGM1V77 US912797TB33 U.S. Treasury Debt Y 2026-03-31 2026-03-31 2026-03-31 N N N 0.0347 109315624.78 109315624.78 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SQ1 254900HROIFWPRGM1V77 US912797SQ11 U.S. Treasury Debt Y 2026-02-10 2026-02-10 2026-02-10 N N N 0.0383 199841088.00 199841088.00 0.0189 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797ST5 254900HROIFWPRGM1V77 US912797ST59 U.S. Treasury Debt Y 2026-03-03 2026-03-03 2026-03-03 N N N 0.0363 99707986.00 99707986.00 0.0094 N Y Y N Money Market Portfolios 2026-02-05 /s/Jeff White Jeff White Vice President