N-MFP2 0000710124 XXXXXXXX 2019-10-31 0000710124 549300Y178DO5JBR1S04 S000001275 4 N N 002-80543 Northern Trust Investments, Inc. 801-33358 Deloitte & Touche LLP Chicago IL Northern Trust Investments, Inc. The Northern Trust Company 0000838981 085-05127 N N N Exempt Government N 47 99 18165544571.42 18241816658.94 17492434655.03 18187329037.42 0.00 19906690095.62 19678845768.87 19102284411.31 19232325916.78 0.00 0.6552 0.6618 0.6352 0.6541 0.0000 0.7180 0.7140 0.6937 0.6917 0.0000 154715571.55 27163967535.79 27154390140.41 35275094.88 386290467.56 26958090339.28 26957898970.5400 1.0000 0.0193 1.0004 1.0003 1.0004 1.0003 0.0000 C000003421 5000000.00 26391385663.17 26391198654.9900 1.0004 1.0003 1.0004 1.0003 0.0000 5267470809.80 6668832818.41 3933451467.39 3983306583.20 3529157545.71 3552760813.50 2900855857.42 2659461254.55 0.00 0.00 17628609022.03 19333458132.26 0.0173 Y The Investment Advisor Reimbursed $299,626.42 of fees during the period C000003422 0.00 153573458.46 153571300.2500 1.0004 1.0004 1.0004 1.0003 0.0000 16971259.20 5554076.53 6951699.34 2419899.40 2374811.92 1874374.26 4508585.28 3227083.46 0.00 0.00 37987796.57 16684037.46 0.0173 Y The Investment Advisor Reimbursed $1,629.63 of fees during the period C000003423 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000146024 0.00 413131217.65 413129015.3000 1.0004 1.0003 1.0004 1.0003 0.0000 200198908.46 0.00 0.00 109328829.00 0.00 0.00 23440441.01 0.00 0.00 0.00 3626329.50 181511549.00 0.0173 Y The Investment Advisor Reimbursed $5,637.06 of fees during the period FEDERAL HOME LOAN BANKS FHLB 2.630000% 3130AECJ7 2549001DPIFGXC1TOL40 US3130AECJ71 U.S. Government Agency Debt Y 2020-05-28 2020-05-28 2020-05-28 N N N 0.0162 147916026.33 147916026.33 0.0055 N N N N FEDERAL HOME LOAN BANKS FHLB 1.900000% 3130AEHS2 2549001DPIFGXC1TOL40 US3130AEHS26 U.S. Government Agency Debt Y 2019-12-25 2020-06-25 2020-06-25 N N N 0.0179 184876122.15 184876122.15 0.0069 N N N N FEDERAL HOME LOAN BANKS FHLB 1.790000% 3130AFKD8 2549001DPIFGXC1TOL40 US3130AFKD84 U.S. Government Agency Debt Y 2019-11-21 2020-01-21 2020-01-21 N N N 0.0180 124979187.50 124979187.50 0.0046 N N N N FEDERAL HOME LOAN BANKS FHLB 1.790000% 3130AFKM8 2549001DPIFGXC1TOL40 US3130AFKM83 U.S. Government Agency Debt Y 2019-11-21 2020-01-21 2020-01-21 N N N 0.0180 149975025.00 149975025.00 0.0056 N N N N FEDERAL HOME LOAN BANKS FHLB 1.890000% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y 2019-11-01 2020-07-24 2020-07-24 N N N 0.0194 29989591.80 29989591.80 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.880000% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 U.S. Government Agency Debt Y 2019-11-01 2020-03-27 2020-03-27 N N N 0.0188 78001152.84 78001152.84 0.0029 N N N N FEDERAL HOME LOAN BANKS FHLB 1.840000% 3130AGGX7 2549001DPIFGXC1TOL40 US3130AGGX77 U.S. Government Agency Debt Y 2019-11-01 2020-02-21 2020-02-21 N N N 0.0190 169970522.00 169970522.00 0.0063 N N N N FEDERAL HOME LOAN BANKS FHLB 1.990000% 3130AGKK0 2549001DPIFGXC1TOL40 US3130AGKK01 U.S. Government Agency Debt Y 2019-12-06 2019-12-06 2019-12-06 N N N 0.0172 235012288.15 235012288.15 0.0087 N N N N FEDERAL HOME LOAN BANKS FHLB 1.830000% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 U.S. Government Agency Debt Y 2019-11-01 2019-12-20 2019-12-20 N N N 0.0185 69997624.20 69997624.20 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 1.790000% 3130AGPG4 2549001DPIFGXC1TOL40 US3130AGPG44 U.S. Government Agency Debt Y 2019-11-27 2020-03-27 2020-03-27 N N N 0.0181 59991651.60 59991651.60 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 1.850000% 3130AGPH2 2549001DPIFGXC1TOL40 US3130AGPH27 U.S. Government Agency Debt Y 2019-11-01 2020-03-27 2020-03-27 N N N 0.0191 92978512.35 92978512.35 0.0034 N N N N FEDERAL HOME LOAN BANKS FHLB 1.850000% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 U.S. Government Agency Debt Y 2019-11-01 2020-04-22 2020-04-22 N N N 0.0191 82972644.03 82972644.03 0.0031 N N N N FEDERAL HOME LOAN BANKS FHLB 2.060000% 3130AGSM8 2549001DPIFGXC1TOL40 US3130AGSM84 U.S. Government Agency Debt Y 2020-01-24 2020-01-24 2020-01-24 N N N 0.0172 75057021.75 75057021.75 0.0028 N N N N FEDERAL HOME LOAN BANKS FHLB 2.060000% 3130AGSR7 2549001DPIFGXC1TOL40 US3130AGSR71 U.S. Government Agency Debt Y 2020-01-24 2020-01-24 2020-01-24 N N N 0.0172 155117844.95 155117844.95 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 1.840000% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 U.S. Government Agency Debt Y 2019-11-01 2020-05-14 2020-05-14 N N N 0.0192 90960222.99 90960222.99 0.0034 N N N N FEDERAL HOME LOAN BANKS FHLB 1.870000% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2019-11-01 2021-05-14 2021-05-14 N N N 0.0199 89847148.50 89847148.50 0.0033 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.830000% 3130AGXA8 2549001DPIFGXC1TOL40 US3130AGXA81 U.S. Government Agency Debt Y 2019-11-01 2020-02-21 2020-02-21 N N N 0.0190 79983653.60 79983653.60 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 1.850000% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 U.S. Government Agency Debt Y 2019-11-01 2020-08-21 2020-08-21 N N N 0.0195 169859988.00 169859988.00 0.0063 N N N N FEDERAL HOME LOAN BANKS FHLB 1.840000% 3130AGXS9 2549001DPIFGXC1TOL40 US3130AGXS99 U.S. Government Agency Debt Y 2019-11-01 2020-05-22 2020-05-22 N N N 0.0192 40980734.92 40980734.92 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 1.830000% 3130AGYH2 2549001DPIFGXC1TOL40 US3130AGYH26 U.S. Government Agency Debt Y 2019-11-01 2019-11-27 2019-11-27 N N N 0.0188 9999641.90 9999641.90 0.0004 N N N N FEDERAL HOME LOAN BANKS FHLB 1.880000% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2019-11-01 2021-02-26 2021-02-26 N N N 0.0197 64922502.45 64922502.45 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 1.930000% 3130AH3C5 2549001DPIFGXC1TOL40 US3130AH3C55 U.S. Government Agency Debt Y 2020-06-16 2020-06-16 2020-06-16 N N N 0.0171 180146109.60 180146109.60 0.0067 N N N N FEDERAL HOME LOAN BANKS FHLB 1.940000% 3130AH3L5 2549001DPIFGXC1TOL40 US3130AH3L54 U.S. Government Agency Debt Y 2020-06-16 2020-06-16 2020-06-16 N N N 0.0174 175130040.75 175130040.75 0.0065 N N N N FEDERAL HOME LOAN BANKS FHLB 1.950000% 3130AH3Q4 2549001DPIFGXC1TOL40 US3130AH3Q42 U.S. Government Agency Debt Y 2020-06-17 2020-06-17 2020-06-17 N N N 0.0170 85080689.65 85080689.65 0.0032 N N N N FEDERAL HOME LOAN BANKS FHLB 1.860000% 3130AH4E0 2549001DPIFGXC1TOL40 US3130AH4E03 U.S. Government Agency Debt Y 2019-11-01 2020-01-17 2020-01-17 N N N 0.0189 202989785.04 202989785.04 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 1.920000% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y 2019-11-01 2020-12-23 2020-12-23 N N N 0.0198 59957749.20 59957749.20 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 1.940000% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 U.S. Government Agency Debt Y 2019-11-01 2020-10-07 2020-10-07 N N N 0.0197 79979359.20 79979359.20 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 1.900000% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 U.S. Government Agency Debt Y 2019-11-01 2020-05-11 2020-05-11 N N N 0.0192 192979447.43 192979447.43 0.0072 N N N N FEDERAL HOME LOAN BANKS FHLB 1.690000% 3130AHDD2 2549001DPIFGXC1TOL40 US3130AHDD24 U.S. Government Agency Debt Y 2020-04-17 2020-04-17 2020-04-17 N N N 0.0163 175048604.50 175048604.50 0.0065 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.800000% 3130AHDT7 2549001DPIFGXC1TOL40 US3130AHDT75 U.S. Government Agency Debt Y 2020-02-18 2020-05-18 2020-05-18 N N N 0.0173 249958925.00 249958925.00 0.0093 N N N N FEDERAL HOME LOAN BANKS FHLB 1.660000% 3130AHFH1 2549001DPIFGXC1TOL40 US3130AHFH10 U.S. Government Agency Debt Y 2020-02-11 2020-02-11 2020-02-11 N N N 0.0160 175029034.25 175029034.25 0.0065 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312B58 US313312B584 U.S. Government Agency Debt Y 2020-08-10 2020-08-10 2020-08-10 N N N 0.0161 44444612.70 44444612.70 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312B66 US313312B667 U.S. Government Agency Debt Y 2020-08-11 2020-08-11 2020-08-11 N N N 0.0161 29628433.20 29628433.20 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312E30 US313312E307 U.S. Government Agency Debt Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0161 24667465.25 24667465.25 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312F96 US313312F965 U.S. Government Agency Debt Y 2020-09-15 2020-09-15 2020-09-15 N N N 0.0161 69026164.20 69026164.20 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312NS5 US313312NS52 U.S. Government Agency Debt Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0000 4000000.00 4000000.00 0.0001 N Y Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312NV8 US313312NV81 U.S. Government Agency Debt Y 2019-11-04 2019-11-04 2019-11-04 N N N 0.0170 40994260.00 40994260.00 0.0015 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312NX4 US313312NX48 U.S. Government Agency Debt Y 2019-11-06 2019-11-06 2019-11-06 N N N 0.0170 24994166.75 24994166.75 0.0009 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312PK0 US313312PK09 U.S. Government Agency Debt Y 2019-11-18 2019-11-18 2019-11-18 N N N 0.0170 48961126.83 48961126.83 0.0018 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312PM6 US313312PM64 U.S. Government Agency Debt Y 2019-11-20 2019-11-20 2019-11-20 N N N 0.0170 19982266.60 19982266.60 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312PT1 US313312PT18 U.S. Government Agency Debt Y 2019-11-26 2019-11-26 2019-11-26 N N N 0.0171 89894999.70 89894999.70 0.0033 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312PT1 US313312PT18 U.S. Government Agency Debt Y 2019-11-26 2019-11-26 2019-11-26 N N N 0.0171 24970833.25 24970833.25 0.0009 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312RW2 US313312RW29 U.S. Government Agency Debt Y 2020-01-16 2020-01-16 2020-01-16 N N N 0.0165 39863200.00 39863200.00 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312RX0 US313312RX02 U.S. Government Agency Debt Y 2020-01-17 2020-01-17 2020-01-17 N N N 0.0165 29896050.00 29896050.00 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312SQ4 US313312SQ42 U.S. Government Agency Debt Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0164 24894902.75 24894902.75 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312TP5 US313312TP59 U.S. Government Agency Debt Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0164 15916280.00 15916280.00 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312TY6 US313312TY66 U.S. Government Agency Debt Y 2020-03-06 2020-03-06 2020-03-06 N N N 0.0164 124295625.00 124295625.00 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312UD0 US313312UD01 U.S. Government Agency Debt Y 2020-03-11 2020-03-11 2020-03-11 N N N 0.0164 14912120.85 14912120.85 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312UK4 US313312UK44 U.S. Government Agency Debt Y 2020-03-17 2020-03-17 2020-03-17 N N N 0.0164 29816191.80 29816191.80 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312US7 US313312US79 U.S. Government Agency Debt Y 2020-03-24 2020-03-24 2020-03-24 N N N 0.0164 49678000.00 49678000.00 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312VB3 US313312VB36 U.S. Government Agency Debt Y 2020-04-02 2020-04-02 2020-04-02 N N N 0.0163 29796000.00 29796000.00 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312VG2 US313312VG23 U.S. Government Agency Debt Y 2020-04-07 2020-04-07 2020-04-07 N N N 0.0163 25817422.28 25817422.28 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312VQ0 US313312VQ05 U.S. Government Agency Debt Y 2020-04-15 2020-04-15 2020-04-15 N N N 0.0163 40697511.02 40697511.02 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312VW7 US313312VW72 U.S. Government Agency Debt Y 2020-04-21 2020-04-21 2020-04-21 N N N 0.0163 44656000.20 44656000.20 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312VX5 US313312VX55 U.S. Government Agency Debt Y 2020-04-22 2020-04-22 2020-04-22 N N N 0.0163 49615555.50 49615555.50 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312VX5 US313312VX55 U.S. Government Agency Debt Y 2020-04-22 2020-04-22 2020-04-22 N N N 0.0163 29769333.30 29769333.30 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312XA3 US313312XA35 U.S. Government Agency Debt Y 2020-05-19 2020-05-19 2020-05-19 N N N 0.0163 19823333.40 19823333.40 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312XB1 US313312XB18 U.S. Government Agency Debt Y 2020-05-20 2020-05-20 2020-05-20 N N N 0.0163 33698165.00 33698165.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312XC9 US313312XC90 U.S. Government Agency Debt Y 2020-05-21 2020-05-21 2020-05-21 N N N 0.0163 24776958.25 24776958.25 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312XX3 US313312XX38 U.S. Government Agency Debt Y 2020-06-09 2020-06-09 2020-06-09 N N N 0.0163 49511958.50 49511958.50 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP 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2019-12-06 2019-12-06 2019-12-06 N N N 0.0170 109821402.90 109821402.90 0.0041 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384QT9 2549001DPIFGXC1TOL40 US313384QT93 U.S. Government Agency Debt Y 2019-12-20 2019-12-20 2019-12-20 N N N 0.0170 249431735.00 249431735.00 0.0093 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384RG6 2549001DPIFGXC1TOL40 US313384RG63 U.S. Government Agency Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0165 204428050.00 204428050.00 0.0076 N N N N FEDERAL HOME LOAN BANKS FHLB 313384RG6 2549001DPIFGXC1TOL40 US313384RG63 U.S. Government Agency Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0165 84762850.00 84762850.00 0.0031 N N N N FEDERAL HOME LOAN BANKS FHLB 313384RV3 2549001DPIFGXC1TOL40 US313384RV31 U.S. Government Agency Debt Y 2020-01-15 2020-01-15 2020-01-15 N N N 0.0165 136537625.00 136537625.00 0.0051 N N N N FEDERAL HOME LOAN BANKS FHLB 313384RV3 2549001DPIFGXC1TOL40 US313384RV31 U.S. Government Agency Debt Y 2020-01-15 2020-01-15 2020-01-15 N N N 0.0165 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HOME LOAN BANKS FHLB 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0164 163966916.85 163966916.85 0.0061 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.200000% 3133ECA20 US3133ECA207 U.S. Government Agency Debt Y 2019-12-17 2019-12-17 2019-12-17 N N N 0.0160 49973740.50 49973740.50 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.420000% 3133ECPD0 US3133ECPD02 U.S. Government Agency Debt Y 2020-05-13 2020-05-13 2020-05-13 N N N 0.0162 24973528.25 24973528.25 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.750000% 3133ECRE6 US3133ECRE66 U.S. Government Agency Debt Y 2020-06-10 2020-06-10 2020-06-10 N N N 0.0160 50044545.00 50044545.00 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.930000% 3133EH5H2 US3133EH5H21 U.S. Government Agency Debt Y 2019-11-02 2020-01-02 2020-01-02 N N N 0.0173 129992961.80 129992961.80 0.0048 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 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and Agency Strips FHLB 2033-08-09 4.000000 1000000.00 1040802.00 Agency Debentures and Agency Strips FNMA 2038-08-06 0.00 621000.00 371449.91 Agency Mortgage-Backed Securities FHLB 2033-10-24 4.100000 14905000.00 16028111.62 Agency Debentures and Agency Strips FHLB 2025-03-14 2.375000 21195000.00 21986733.34 Agency Debentures and Agency Strips FNMA 2048-11-01 3.500000 80000.00 72028.85 Agency Mortgage-Backed Securities FHLB 2033-06-06 4.000000 11995000.00 12959230.07 Agency Debentures and Agency Strips FHLB 2036-02-25 3.900000 1360000.00 1382700.67 Agency Debentures and Agency Strips FNMA 2039-04-01 5.000000 20300000.00 2451663.93 Agency Mortgage-Backed Securities FHLB 2031-07-11 2.750000 6095000.00 6146395.41 Agency Debentures and Agency Strips FHLB 2031-07-14 2.740000 11435000.00 11528455.72 Agency Debentures and Agency Strips FHLB 2030-11-26 4.050000 330000.00 348531.48 Agency Debentures and Agency Strips FNMA 2027-08-06 0.00 850000.00 727318.65 Agency Mortgage-Backed Securities FNMA 2036-02-06 0.00 2464000.00 1600683.39 Agency Mortgage-Backed Securities FNMA 2037-02-06 0.00 2468000.00 1555133.69 Agency Mortgage-Backed Securities FNMA 2037-07-15 0.00 13502000.00 8246994.60 Agency Debentures and Agency Strips FNMA 2047-07-01 4.500000 53721408.00 42561482.61 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.000000 3442704.00 3534484.85 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.500000 6185512.00 6290345.90 Agency Mortgage-Backed Securities FMAC 2037-08-01 6.000000 1546020.00 134777.31 Agency Mortgage-Backed Securities FHLB 2041-04-26 3.240000 1645000.00 1645608.65 Agency Debentures and Agency Strips FHLB 2036-07-28 2.750000 2905000.00 2828011.04 Agency Debentures and Agency Strips FHLB 2028-01-24 3.200000 790000.00 798900.40 Agency Debentures and Agency Strips FHLB 2033-05-25 4.080000 1030000.00 1117132.51 Agency Debentures and Agency Strips FHLB 2026-12-04 3.000000 655000.00 663611.07 Agency Debentures and Agency Strips FMAC 2033-09-01 5.000000 2915000.00 276884.95 Agency Mortgage-Backed Securities FMAC 2032-09-01 7.000000 912575.00 15788.36 Agency Mortgage-Backed Securities FMAC 2038-11-01 7.000000 1710000.00 50187.85 Agency Mortgage-Backed Securities FMAC 2039-02-01 6.000000 6277160.00 5466543.11 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.500000 3589230.00 3724477.37 Agency Mortgage-Backed Securities FNMA 2042-04-01 3.500000 15324320.00 6844965.36 Agency Mortgage-Backed Securities FNMA 2044-06-01 4.000000 7005032.00 3914669.87 Agency Mortgage-Backed Securities FNMA 2030-01-01 3.500000 1558440.00 629056.91 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 1190000.00 924900.74 Agency Mortgage-Backed Securities FNMA 2047-04-01 3.500000 3045136.00 2524968.84 Agency Mortgage-Backed Securities FNMA 2037-02-01 3.000000 4500352.00 4037396.34 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 2712376.00 2869870.90 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 1658432.00 1752770.98 Agency Mortgage-Backed Securities FNMA 2047-11-01 3.500000 3750992.00 3259124.37 Agency Mortgage-Backed Securities FNMA 2045-02-01 3.500000 125000.00 102107.63 Agency Mortgage-Backed Securities FNMA 2041-02-01 3.500000 65000.00 52055.86 Agency Mortgage-Backed Securities FNMA 2049-05-01 5.000000 6305304.00 6739189.06 Agency Mortgage-Backed Securities FNMA 2049-06-01 3.500000 151592960.00 155663407.59 Agency Mortgage-Backed Securities FNMA 2034-05-01 3.500000 2311496.00 2370616.86 Agency Mortgage-Backed Securities FNMA 2049-04-01 5.000000 1026850.00 1090799.30 Agency Mortgage-Backed Securities FNMA 2049-07-01 3.500000 45355456.00 47149640.41 Agency Mortgage-Backed Securities FNMA 2049-10-01 3.000000 2293684.00 2341254.24 Agency Mortgage-Backed Securities FNMA 2048-01-01 3.500000 5177224.00 5056730.87 Agency Mortgage-Backed Securities FNMA 2033-10-01 3.500000 1110312.00 1094719.40 Agency Mortgage-Backed Securities FNMA 2049-10-01 3.000000 134557440.00 136800945.41 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.500000 5844672.00 6264266.85 Agency Mortgage-Backed Securities FNMA 2049-11-01 4.000000 135204864.00 141443381.68 Agency Mortgage-Backed Securities FNMA 2033-09-01 4.500000 586218.00 485183.14 Agency Mortgage-Backed Securities FNMA 2034-05-01 2.500000 8625.00 7971.75 Agency Mortgage-Backed Securities FNMA 2039-11-01 3.000000 4766856.00 4875858.11 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0175 750000000.00 750000000.00 0.0278 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NE 1.730000% BNT5LFAW9 ES7IP3U3RHIGC71XBU11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N TSY INFL IX N/B 2025-01-15 2.375000 14980000.00 22810273.75 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-07-15 1.250000 26000.00 30918.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-05-15 5.000000 984000.00 1459903.69 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 1715200.00 2683906.60 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-03-01 6.500000 4514609.00 363031.63 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 1490000.00 2166171.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 357100.00 468270.95 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-02-01 4.550000 5583060.00 815596.18 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2032-04-15 3.375000 4894500.00 9775695.65 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-10-01 4.824000 2396235.00 423253.56 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 7.875000 977300.00 1069983.79 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-05-01 5.500000 2150000.00 35034.19 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2022-01-15 0.125000 119900.00 135043.09 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-01-01 4.000000 44624585.00 16424059.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2035-06-01 4.689000 8794191.00 301734.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2029-11-01 4.757000 5848944.00 54071.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2034-05-01 4.657000 23154.00 825.78 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-03-01 4.737000 1000000.00 99507.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2035-01-01 4.137000 6592548.00 435215.96 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-06-01 5.500000 58717277.00 1284632.06 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-01-01 4.000000 5854819.00 729363.08 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-08-01 7.000000 47641984.00 232433.38 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-04-01 5.000000 485474.00 182103.10 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-09-01 6.500000 1161.00 12.75 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 2.125000 4322600.00 6791116.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 28175000.00 31136406.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 3417100.00 3899040.19 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-07-15 0.375000 1080000.00 1201352.94 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-03-31 1.125000 225200.00 224951.13 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-01-01 4.588000 119822282.00 4731480.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-08-01 3.500000 22971765.00 10797583.66 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-03-01 4.000000 3707080.00 1839514.73 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-11-01 5.500000 15360634.00 314599.62 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 800000.00 1052288.71 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-01-15 0.625000 118900.00 133101.02 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-05-01 4.295000 6504.00 273.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2041-05-01 5.000000 6003392.00 1214492.50 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 2703355.00 1154086.52 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-11-01 6.500000 72784638.00 3312265.43 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-08-01 2.908000 1600000.00 195696.55 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-02-01 4.945000 20062838.00 750083.81 Agency Mortgage-Backed Securities TSY INFL IX N/B 2024-07-15 0.125000 105900.00 114548.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 55000.00 62802.91 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 4209000.00 4315053.26 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 10077400.00 10957783.01 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2026-02-01 4.000000 2213353.00 298613.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2045-02-01 3.220000 2100000.00 353429.35 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-08-01 7.500000 234663293.00 1478804.00 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-09-01 5.500000 1500000.00 92525.44 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-02-01 4.720000 15491346.00 1274656.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 6390813.00 2994543.71 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2046-02-15 1.000000 1098800.00 1320895.52 U.S. Treasuries (including strips) FNMA 2043-09-01 4.500000 63900000.00 11833434.27 Agency Mortgage-Backed Securities FMAC 2035-01-01 5.500000 1105000.00 86840.72 Agency Mortgage-Backed Securities FNMA 2044-04-01 3.647000 29608432.00 1185544.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 2.635000 5188877.00 2315947.63 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 355000.00 380177.97 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-02-01 3.500000 32000000.00 16095570.52 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2047-02-15 0.875000 590000.00 678067.30 U.S. Treasuries (including strips) FNMA 2044-11-01 2.751000 6300000.00 2352367.80 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-04-15 0.125000 216000.00 226101.54 U.S. Treasuries (including strips) FNMA 2042-06-01 4.517000 11866305.00 1179386.35 Agency Mortgage-Backed Securities FNMA 2046-11-01 3.500000 40004800.00 30216338.82 Agency Mortgage-Backed Securities FNMA 2044-09-01 3.647000 37717189.00 1601507.22 Agency Mortgage-Backed Securities FNMA 2047-02-01 2.882000 5032315.00 3223867.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 32708142.00 16831528.38 Agency Mortgage-Backed Securities FNMA 2046-10-01 2.500000 210000.00 169504.86 Agency Mortgage-Backed Securities FNMA 2043-04-01 4.524000 70499000.00 5646972.38 Agency Mortgage-Backed Securities FMAC 2041-10-01 4.000000 5000000.00 1932997.88 Agency Mortgage-Backed Securities FNMA 2032-04-01 6.500000 2036000.00 55775.01 Agency Mortgage-Backed Securities FNMA 2046-03-01 3.500000 3400000.00 2533390.37 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.500000 3583467.00 3196699.76 Agency Mortgage-Backed Securities FNMA 2037-10-01 3.000000 710000.00 579904.73 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.500000 86093444.00 36082577.64 Agency Mortgage-Backed Securities FNMA 2041-05-01 4.500000 3045925.00 883635.50 Agency Mortgage-Backed Securities FNMA 2045-08-01 4.000000 125153.00 92814.00 Agency Mortgage-Backed Securities FNMA 2042-12-01 3.500000 24270767.00 12801488.54 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2028-01-15 0.500000 17330400.00 18516184.11 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-01-15 0.500000 622500.00 665092.82 U.S. Treasuries (including strips) FMAC 2048-04-01 4.000000 35571689.00 29671562.86 Agency Mortgage-Backed Securities FNMA 2027-03-01 3.000000 3966292.00 1139460.42 Agency Mortgage-Backed Securities FNMA 2040-07-01 4.481000 10924327.00 1696978.96 Agency Mortgage-Backed Securities FNMA 2037-04-01 3.500000 1502052.00 1184873.04 Agency Mortgage-Backed Securities FNMA 2027-12-01 3.000000 1225331.00 384021.77 Agency Mortgage-Backed Securities FNMA 2045-07-01 2.315000 4428110.00 1507662.76 Agency Mortgage-Backed Securities FNMA 2036-02-01 4.750000 1456.00 46.34 Agency Mortgage-Backed Securities FNMA 2047-07-01 2.938000 1083101.00 551802.67 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.334000 705052.00 123055.14 Agency Mortgage-Backed Securities FNMA 2037-04-01 4.073000 7428917.00 692241.76 Agency Mortgage-Backed Securities FMAC 2042-04-01 4.000000 360000.00 107707.73 Agency Mortgage-Backed Securities FNMA 2042-07-01 3.500000 2536649.00 1429551.32 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.000000 2202677.00 1895114.62 Agency Mortgage-Backed Securities FMAC 2046-08-01 3.500000 1869510.00 1589217.53 Agency Mortgage-Backed Securities FMAC 2043-07-01 4.655000 4000000.00 1456496.78 Agency Mortgage-Backed Securities FNMA 2042-03-01 3.500000 20543391.00 11018755.84 Agency Mortgage-Backed Securities FNMA 2044-12-01 2.812000 3067845.00 1061655.53 Agency Mortgage-Backed Securities FNMA 2035-06-01 4.190000 45825492.00 1710520.91 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.500000 110503434.00 82484142.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2056-08-01 3.500000 872907.00 663692.37 Agency Mortgage-Backed Securities FNMA 2048-05-01 4.000000 109541.00 91321.96 Agency Mortgage-Backed Securities FMAC 2043-03-01 3.500000 14128462.00 7215437.39 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.000000 6143.00 4797.46 Agency Mortgage-Backed Securities FMAC 2045-09-01 2.741000 4523486.00 1483081.56 Agency Mortgage-Backed Securities FMAC 2047-12-01 2.905000 762560.00 500533.06 Agency Mortgage-Backed Securities FNMA 2042-08-01 3.500000 5000000.00 2529034.35 Agency Mortgage-Backed Securities FNMA 2042-07-01 3.697000 84663674.00 1276648.40 Agency Mortgage-Backed Securities FNMA 2040-01-01 4.750000 24842116.00 552701.50 Agency Mortgage-Backed Securities FNMA 2039-12-01 4.810000 14545475.00 637445.85 Agency Mortgage-Backed Securities FMAC 2048-09-01 3.500000 4456173.00 3791339.83 Agency Mortgage-Backed Securities FMAC 2048-07-01 3.652000 3012648.00 1674405.90 Agency Mortgage-Backed Securities FNMA 2028-01-01 3.000000 71021749.00 21496534.11 Agency Mortgage-Backed Securities FNMA 2041-06-01 5.500000 261564.00 82233.20 Agency Mortgage-Backed Securities FNMA 2027-06-01 3.000000 7523416.00 2607140.29 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.000000 128169010.00 119398072.26 Agency Mortgage-Backed Securities FNMA 2048-05-01 3.188000 2946974.00 2120335.83 Agency Mortgage-Backed Securities FNMA 2042-09-01 3.317000 5600000.00 1779506.27 Agency Mortgage-Backed Securities FNMA 2035-05-01 2.891000 26938946.00 2340910.89 Agency Mortgage-Backed Securities FNMA 2044-02-01 4.000000 45782361.00 21439915.49 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 644723.00 517225.18 Agency Mortgage-Backed Securities FMAC 2043-01-01 3.500000 1096349.00 698002.52 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.000000 4621547.00 4417298.07 Agency Mortgage-Backed Securities FNMA 2043-03-01 3.000000 55000.00 33366.79 Agency Mortgage-Backed Securities FNMA 2031-03-01 4.000000 29383328.00 21215047.35 Agency Mortgage-Backed Securities FMAC 2045-01-01 2.870000 2933937.00 979627.66 Agency Mortgage-Backed Securities FMAC 2048-04-01 3.500000 16120818.00 15477637.41 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.500000 5836.00 4500.90 Agency Mortgage-Backed Securities FNMA 2027-03-01 3.000000 10013514.00 2562701.28 Agency Mortgage-Backed Securities FNMA 2041-09-01 3.647000 18093614.00 1671170.35 Agency Mortgage-Backed Securities FNMA 2046-11-01 4.500000 7734492.00 6338666.03 Agency Mortgage-Backed Securities FNMA 2048-05-01 4.500000 21743771.00 17854866.57 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-01-15 2.500000 4600.00 4726.49 U.S. Treasuries (including strips) FNMA 2043-04-01 4.000000 17051144.00 16093569.68 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.500000 3900000.00 3240168.54 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2049-02-15 1.000000 2438400.00 2793889.62 U.S. Treasuries (including strips) FMAC 2033-02-01 4.000000 1711795.00 1485774.99 Agency Mortgage-Backed Securities FNMA 2043-09-01 4.000000 61491.00 35791.08 Agency Mortgage-Backed Securities FNMA 2043-05-01 3.500000 56739735.00 53136280.66 Agency Mortgage-Backed Securities FNMA 2037-09-01 3.500000 19471925.00 4039524.92 Agency Mortgage-Backed Securities FNMA 2044-10-01 2.875000 10000000.00 2836985.75 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2026-03-31 2.250000 13734000.00 14288657.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-04-15 0.500000 100300.00 103306.63 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-04-30 2.375000 2350000.00 2459218.60 U.S. Treasuries (including strips) FMAC 2047-07-01 2.790000 1474545.00 992725.92 Agency Mortgage-Backed Securities FNMA 2034-11-01 4.249000 9232449.00 2282294.68 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-19 0.00 50000.00 49903.00 U.S. Treasuries (including strips) FMAC 2049-03-01 4.000000 41236734.00 36972694.75 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.500000 4000009.00 3937585.36 Agency Mortgage-Backed Securities FNMA 2034-07-01 3.000000 44000.00 42519.56 Agency Mortgage-Backed Securities FMAC 2024-06-01 4.000000 6718576.00 261143.10 Agency Mortgage-Backed Securities FNMA 2044-05-01 5.500000 192000.00 151833.69 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2029-07-15 0.250000 24900.00 25260.07 U.S. Treasuries (including strips) FMAC 2046-01-01 2.819000 10834393.00 4285486.18 Agency Mortgage-Backed Securities FMAC 2046-04-01 2.500000 113419.00 90961.99 Agency Mortgage-Backed Securities FMAC 2049-07-01 3.500000 10975026.00 11205865.16 Agency Mortgage-Backed Securities FMAC 2029-08-01 3.000000 1082964.00 445649.59 Agency Mortgage-Backed Securities FNMA 2033-08-01 2.391000 178717092.00 4822519.89 Agency Mortgage-Backed Securities FNMA 2043-02-01 3.500000 1000.00 266.21 Agency Mortgage-Backed Securities FNMA 2043-08-01 3.500000 5114204.00 2376498.90 Agency Mortgage-Backed Securities FNMA 2045-04-01 2.334000 9322552.00 4012932.59 Agency Mortgage-Backed Securities FNMA 2045-11-01 2.399000 4600000.00 1946807.46 Agency Mortgage-Backed Securities FNMA 2045-11-01 2.587000 10098062.00 4241908.10 Agency Mortgage-Backed Securities FNMA 2045-11-01 3.500000 1325000.00 824899.87 Agency Mortgage-Backed Securities FNMA 2047-06-01 2.698000 8119787.00 4746956.92 Agency Mortgage-Backed Securities FNMA 2046-02-01 4.000000 7339966.00 4442327.57 Agency Mortgage-Backed Securities FNMA 2046-08-01 2.530000 7669428.00 4323788.06 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.582000 8689193.00 3227328.07 Agency Mortgage-Backed Securities FNMA 2049-03-01 3.454000 5100000.00 4749287.21 Agency Mortgage-Backed Securities FNMA 2049-06-01 3.000000 7086215.00 7030859.64 Agency Mortgage-Backed Securities FNMA 2049-07-01 3.500000 136571793.00 137605467.30 Agency Mortgage-Backed Securities FNMA 2049-05-01 3.519000 736504.00 618772.56 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 197913371.00 162712245.86 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.000000 574034.00 586203.15 Agency Mortgage-Backed Securities FNMA 2038-03-01 4.552000 26927881.00 4530226.29 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2049-08-15 2.250000 438100.00 445502.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-08-15 1.625000 4740000.00 4720196.92 U.S. Treasuries (including strips) FMAC 2047-12-01 4.000000 4833229.00 4664675.51 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2026-09-30 1.625000 1000000.00 1001214.37 U.S. Treasuries (including strips) FMAC 2033-08-01 4.500000 11000.00 195.52 Agency Mortgage-Backed Securities FMAC 2026-08-01 7.500000 27047480.00 27257.95 Agency Mortgage-Backed Securities FMAC 2027-12-01 6.000000 1386.00 68.01 Agency Mortgage-Backed Securities FMAC 2035-06-01 5.500000 2019206.00 33141.48 Agency Mortgage-Backed Securities FMAC 2035-08-01 6.500000 704903.00 46842.09 Agency Mortgage-Backed Securities FMAC 2035-12-01 6.000000 1000000.00 39549.61 Agency Mortgage-Backed Securities FMAC 2030-06-01 4.500000 1510.00 289.50 Agency Mortgage-Backed Securities FMAC 2025-02-01 5.000000 1990510.00 279147.45 Agency Mortgage-Backed Securities FMAC 2025-12-01 3.500000 1000.00 146.34 Agency Mortgage-Backed Securities FMAC 2026-03-01 4.500000 1447969.00 294795.93 Agency Mortgage-Backed Securities FMAC 2027-03-01 3.000000 6600000.00 1396693.10 Agency Mortgage-Backed Securities FMAC 2039-12-01 4.500000 865000.00 227113.32 Agency Mortgage-Backed Securities FMAC 2029-05-01 6.500000 23545288.00 39524.70 Agency Mortgage-Backed Securities FMAC 2034-03-01 5.500000 4734137.00 146630.12 Agency Mortgage-Backed Securities FMAC 2034-03-01 6.000000 838571.00 120240.29 Agency Mortgage-Backed Securities FMAC 2034-10-01 6.000000 766130.00 32633.18 Agency Mortgage-Backed Securities FMAC 2035-03-01 5.500000 5200000.00 154403.60 Agency Mortgage-Backed Securities FMAC 2035-05-01 5.000000 700000.00 32793.85 Agency Mortgage-Backed Securities FMAC 2028-01-01 7.500000 3534864.00 57035.67 Agency Mortgage-Backed Securities FMAC 2032-03-01 3.000000 3458469.00 3015563.35 Agency Mortgage-Backed Securities FMAC 2039-03-01 4.500000 761962.00 744561.47 Agency Mortgage-Backed Securities FMAC 2049-04-01 5.500000 539054.00 582124.94 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.500000 506812.00 280859.75 Agency Mortgage-Backed Securities FMAC 2044-07-01 4.265000 245180.00 17592.57 Agency Mortgage-Backed Securities FMAC 2045-07-01 2.356000 648241.00 193142.11 Agency Mortgage-Backed Securities FMAC 2047-08-01 2.818000 3111040.00 1926136.17 Agency Mortgage-Backed Securities FMAC 2047-09-01 2.715000 3798872.00 2141767.05 Agency Mortgage-Backed Securities FMAC 2047-10-01 2.837000 1698952.00 944169.41 Agency Mortgage-Backed Securities FMAC 2047-12-01 2.966000 1510032.00 1462949.26 Agency Mortgage-Backed Securities FMAC 2048-12-01 3.484000 307275.00 254762.49 Agency Mortgage-Backed Securities FMAC 2049-03-01 3.672000 218957.00 184956.64 Agency Mortgage-Backed Securities FMAC 2049-03-01 3.749000 1300000.00 1178432.01 Agency Mortgage-Backed Securities FMAC 2039-02-01 4.000000 1581484.00 1294115.43 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.500000 36766.00 30039.85 Agency Mortgage-Backed Securities FMAC 2040-04-01 4.500000 500000.00 50637.11 Agency Mortgage-Backed Securities FMAC 2022-12-01 4.500000 15350000.00 146932.36 Agency Mortgage-Backed Securities FMAC 2024-11-01 2.500000 1000000.00 293849.08 Agency Mortgage-Backed Securities FMAC 2033-06-01 4.000000 123290.00 94886.61 Agency Mortgage-Backed Securities FMAC 2046-05-01 4.000000 13735736.00 10161072.18 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.500000 5333504.00 3783975.09 Agency Mortgage-Backed Securities FMAC 2047-10-01 4.000000 1020.00 871.00 Agency Mortgage-Backed Securities FMAC 2033-11-01 4.000000 484484.00 399130.13 Agency Mortgage-Backed Securities FMAC 2049-04-01 4.500000 2583080.00 2126550.23 Agency Mortgage-Backed Securities FMAC 2049-05-01 3.000000 299608.00 283319.11 Agency Mortgage-Backed Securities FMAC 2042-02-01 3.500000 1573433.00 495881.72 Agency Mortgage-Backed Securities FMAC 2028-05-01 3.000000 6537349.00 2927432.59 Agency Mortgage-Backed Securities FMAC 2043-03-01 3.500000 728034.00 184392.35 Agency Mortgage-Backed Securities FMAC 2042-08-01 3.500000 8745406.00 4434516.39 Agency Mortgage-Backed Securities FMAC 2043-07-01 3.500000 3537075.00 1537102.95 Agency Mortgage-Backed Securities FMAC 2043-08-01 3.000000 350000.00 204156.28 Agency Mortgage-Backed Securities FMAC 2048-06-01 4.500000 1306.00 1196.95 Agency Mortgage-Backed Securities FMAC 2048-03-01 4.500000 10325731.00 9127675.51 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.500000 8808308.00 8230666.19 Agency Mortgage-Backed Securities FMAC 2044-12-01 4.000000 2807775.00 1496426.70 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.000000 10000000.00 10473358.23 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.500000 1317938.00 1311738.72 Agency Mortgage-Backed Securities FMAC 2049-03-01 4.000000 4427443.00 4237406.94 Agency Mortgage-Backed Securities FMAC 2049-03-01 4.000000 11568516.00 11717464.81 Agency Mortgage-Backed Securities FMAC 2049-04-01 5.000000 600000.00 579115.24 Agency Mortgage-Backed Securities FMAC 2049-05-01 3.500000 2905000.00 3021334.90 Agency Mortgage-Backed Securities FMAC 2046-06-01 4.000000 1863292.00 1291256.96 Agency Mortgage-Backed Securities FMAC 2046-10-01 2.500000 68928.00 59236.72 Agency Mortgage-Backed Securities FMAC 2047-03-01 4.000000 11023111.00 8824834.39 Agency Mortgage-Backed Securities FMAC 2047-03-01 4.000000 2816469.00 2537480.55 Agency Mortgage-Backed Securities FMAC 2047-04-01 4.000000 10344876.00 8286024.33 Agency Mortgage-Backed Securities FMAC 2049-03-01 5.000000 3269372.00 3264743.65 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.500000 11305546.00 10415168.78 Agency Mortgage-Backed Securities FMAC 2047-11-01 3.500000 4089443.00 3824801.81 Agency Mortgage-Backed Securities FMAC 2048-05-01 4.500000 49474516.00 44449209.28 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.500000 57328.00 42593.16 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.000000 12441951.00 10750672.55 Agency Mortgage-Backed Securities FMAC 2048-09-01 5.500000 1470664.00 1450828.89 Agency Mortgage-Backed Securities FMAC 2048-09-01 4.500000 9472543.00 9426088.09 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.500000 1310399.00 1297162.48 Agency Mortgage-Backed Securities FMAC 2049-07-01 4.000000 1616542.00 1677235.58 Agency Mortgage-Backed Securities FMAC 2049-06-01 4.500000 1007.00 998.96 Agency Mortgage-Backed Securities FMAC 2040-11-01 5.500000 23368989.00 17975688.87 Agency Mortgage-Backed Securities FMAC 2049-10-01 3.000000 12642984.00 12862133.52 Agency Mortgage-Backed Securities FMAC 2049-10-01 3.000000 24073064.00 24498718.94 Agency Mortgage-Backed Securities FMAC 2049-11-01 3.000000 1241252.00 1272734.70 Agency Mortgage-Backed Securities FMAC 2049-11-01 3.500000 1003.00 1043.24 Agency Mortgage-Backed Securities FMAC 2041-12-01 4.500000 2512975.00 2450220.84 Agency Mortgage-Backed Securities FMAC 2049-10-01 3.000000 156564779.00 158966900.21 Agency Mortgage-Backed Securities FNMA 2031-10-01 8.000000 4184824.00 33903.00 Agency Mortgage-Backed Securities FNMA 2022-04-01 6.500000 89683.00 1761.36 Agency Mortgage-Backed Securities FNMA 2028-01-01 6.000000 20786330.00 65474.12 Agency Mortgage-Backed Securities FNMA 2028-01-01 7.000000 1569328.00 45051.67 Agency Mortgage-Backed Securities FNMA 2030-11-01 8.000000 2000000.00 87798.24 Agency Mortgage-Backed Securities FNMA 2026-01-01 3.000000 725541.00 105070.02 Agency Mortgage-Backed Securities FNMA 2041-05-01 4.500000 3752272.00 1488109.85 Agency Mortgage-Backed Securities FNMA 2026-12-01 3.000000 803000.00 180736.05 Agency Mortgage-Backed Securities FNMA 2027-07-01 3.000000 9177149.00 2321789.76 Agency Mortgage-Backed Securities FNMA 2027-01-01 3.000000 12284373.00 3319049.32 Agency Mortgage-Backed Securities FNMA 2026-10-01 4.000000 646062.00 113094.26 Agency Mortgage-Backed Securities FNMA 2041-05-01 4.813000 17791.00 1791.54 Agency Mortgage-Backed Securities FNMA 2023-05-01 6.000000 3467000.00 47642.69 Agency Mortgage-Backed Securities FNMA 2041-12-01 4.546000 14611529.00 1699724.63 Agency Mortgage-Backed Securities FNMA 2042-04-01 3.500000 1125000.00 470586.09 Agency Mortgage-Backed Securities FNMA 2032-12-01 3.500000 19856324.00 6244260.10 Agency Mortgage-Backed Securities FNMA 2038-01-01 4.494000 7531250.00 1753734.64 Agency Mortgage-Backed Securities FNMA 2027-05-01 4.000000 199000.00 45322.89 Agency Mortgage-Backed Securities FNMA 2029-12-01 4.000000 1000000.00 306333.09 Agency Mortgage-Backed Securities FNMA 2044-12-01 2.868000 5500000.00 1635448.90 Agency Mortgage-Backed Securities FNMA 2045-04-01 3.500000 25351616.00 15587507.08 Agency Mortgage-Backed Securities FNMA 2045-04-01 2.915000 6000000.00 1561956.24 Agency Mortgage-Backed Securities FNMA 2029-07-01 3.500000 254097.00 112788.14 Agency Mortgage-Backed Securities FNMA 2044-10-01 2.883000 5300000.00 1468202.35 Agency Mortgage-Backed Securities FNMA 2029-02-01 6.500000 3000000.00 1394521.38 Agency Mortgage-Backed Securities FNMA 2036-04-01 8.000000 65119.00 35083.00 Agency Mortgage-Backed Securities FNMA 2042-04-01 3.500000 1161550.00 264749.48 Agency Mortgage-Backed Securities FNMA 2042-08-01 3.500000 6302095.00 2418577.82 Agency Mortgage-Backed Securities FNMA 2042-06-01 3.500000 1828304.00 766050.93 Agency Mortgage-Backed Securities FNMA 2042-07-01 3.500000 13930420.00 5982661.60 Agency Mortgage-Backed Securities FNMA 2042-09-01 3.500000 61655071.00 29315362.96 Agency Mortgage-Backed Securities FNMA 2027-12-01 2.500000 2606207.00 847768.70 Agency Mortgage-Backed Securities FNMA 2027-12-01 2.500000 1014.00 369.27 Agency Mortgage-Backed Securities FNMA 2043-05-01 3.000000 1000000.00 488430.67 Agency Mortgage-Backed Securities FNMA 2043-08-01 3.000000 55000.00 29703.68 Agency Mortgage-Backed Securities FNMA 2043-09-01 4.000000 1800000.00 992578.17 Agency Mortgage-Backed Securities FNMA 2043-12-01 4.500000 1123.00 319.36 Agency Mortgage-Backed Securities FNMA 2044-09-01 4.000000 425000.00 215684.39 Agency Mortgage-Backed Securities FNMA 2045-01-01 3.500000 1700000.00 1010763.62 Agency Mortgage-Backed Securities FNMA 2045-07-01 2.500000 326000.00 243082.07 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.500000 86762.00 33180.09 Agency Mortgage-Backed Securities FNMA 2047-05-01 3.000000 2671052.00 1947519.17 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.000000 1042.00 894.86 Agency Mortgage-Backed Securities FNMA 2043-04-01 3.500000 210000.00 105841.02 Agency Mortgage-Backed Securities FNMA 2043-05-01 3.000000 1056834.00 428361.73 Agency Mortgage-Backed Securities FNMA 2043-07-01 3.500000 4767600.00 2169643.19 Agency Mortgage-Backed Securities FNMA 2028-09-01 2.500000 1000.00 320.77 Agency Mortgage-Backed Securities FNMA 2043-11-01 5.000000 2276360.00 739368.32 Agency Mortgage-Backed Securities FNMA 2043-10-01 3.500000 298752.00 163078.80 Agency Mortgage-Backed Securities FNMA 2043-09-01 3.275000 362277.00 89286.48 Agency Mortgage-Backed Securities FNMA 2043-09-01 3.525000 72649.00 66292.39 Agency Mortgage-Backed Securities FNMA 2044-08-01 4.500000 1696132.00 465786.98 Agency Mortgage-Backed Securities FNMA 2044-11-01 3.079000 7953653.00 1337594.15 Agency Mortgage-Backed Securities FNMA 2044-08-01 5.000000 1080050.00 650229.58 Agency Mortgage-Backed Securities FNMA 2044-11-01 2.849000 6300000.00 1212693.67 Agency Mortgage-Backed Securities FNMA 2045-10-01 2.583000 10042933.00 2028605.48 Agency Mortgage-Backed Securities FNMA 2045-02-01 3.500000 5560.00 2489.66 Agency Mortgage-Backed Securities FNMA 2045-04-01 4.500000 187798.00 64235.99 Agency Mortgage-Backed Securities FNMA 2031-10-01 6.000000 12204831.00 80977.80 Agency Mortgage-Backed Securities FNMA 2032-10-01 6.500000 3005825.00 25178.14 Agency Mortgage-Backed Securities FNMA 2033-06-01 4.500000 107633729.00 1618355.26 Agency Mortgage-Backed Securities FNMA 2033-01-01 6.000000 2000000.00 76387.39 Agency Mortgage-Backed Securities FNMA 2029-09-01 4.682000 50000000.00 1650760.28 Agency Mortgage-Backed Securities FNMA 2036-01-01 3.647000 16793219.00 1112260.23 Agency Mortgage-Backed Securities FNMA 2034-10-01 6.000000 1093072.00 128011.97 Agency Mortgage-Backed Securities FNMA 2036-05-01 6.000000 457122.00 119068.40 Agency Mortgage-Backed Securities FNMA 2036-06-01 6.000000 1194157.00 114487.06 Agency Mortgage-Backed Securities FNMA 2046-03-01 2.422000 4588000.00 1798804.07 Agency Mortgage-Backed Securities FNMA 2046-01-01 4.000000 303777.00 210476.86 Agency Mortgage-Backed Securities FNMA 2046-02-01 4.500000 3022836.00 2620909.71 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.500000 4910056.00 4558089.69 Agency Mortgage-Backed Securities FNMA 2057-03-01 3.500000 4800000.00 3792663.98 Agency Mortgage-Backed Securities FNMA 2047-12-01 3.322000 1776426.00 800740.37 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.000000 30309.00 28039.97 Agency Mortgage-Backed Securities FNMA 2047-04-01 3.500000 49564.00 46729.15 Agency Mortgage-Backed Securities FNMA 2047-05-01 5.000000 1169694.00 863036.98 Agency Mortgage-Backed Securities FNMA 2047-05-01 5.000000 1326098.00 714476.90 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.000000 2468560.00 2392879.79 Agency Mortgage-Backed Securities FNMA 2047-12-01 2.946000 4103309.00 1988110.57 Agency Mortgage-Backed Securities FNMA 2048-02-01 2.838000 4362098.00 2322394.66 Agency Mortgage-Backed Securities FNMA 2033-02-01 3.500000 2895614.00 2337352.04 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.000000 1024.00 965.01 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.000000 51300233.00 48589332.61 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.500000 310641.00 328504.41 Agency Mortgage-Backed Securities FNMA 2049-10-01 3.000000 5052724.00 5146632.24 Agency Mortgage-Backed Securities FNMA 2048-07-01 5.000000 35000.00 33173.86 Agency Mortgage-Backed Securities FNMA 2048-07-01 5.000000 469870.00 473911.39 Agency Mortgage-Backed Securities FNMA 2048-02-01 5.000000 695406.00 558677.54 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 1381677.00 1484395.52 Agency Mortgage-Backed Securities FNMA 2048-05-01 3.595000 1791000.00 1376337.57 Agency Mortgage-Backed Securities FNMA 2048-06-01 3.376000 2400000.00 2258615.59 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.000000 1000.00 950.03 Agency Mortgage-Backed Securities FNMA 2048-05-01 4.500000 2178364.00 2060231.78 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 2436644.00 2487405.96 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.500000 1163342.00 1173338.06 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.500000 1954137.00 2038499.00 Agency Mortgage-Backed Securities FNMA 2048-09-01 4.000000 477331.00 458734.52 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 17026688.00 14160841.50 Agency Mortgage-Backed Securities FNMA 2032-12-01 3.500000 45760173.00 36903558.62 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.000000 1086000.00 1033923.18 Agency Mortgage-Backed Securities FNMA 2044-01-01 3.500000 1575000.00 1472110.99 Agency Mortgage-Backed Securities FNMA 2045-03-01 4.000000 14231794.00 13312508.31 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.000000 3081.00 3131.24 Agency Mortgage-Backed Securities FNMA 2048-09-01 4.000000 18198318.00 18060424.19 Agency Mortgage-Backed Securities FNMA 2048-09-01 4.500000 41380.00 42055.30 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 5892958.00 5697653.82 Agency Mortgage-Backed Securities FNMA 2049-02-01 3.805000 4980085.00 4293730.62 Agency Mortgage-Backed Securities FNMA 2049-04-01 3.500000 18202418.00 18289798.44 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.500000 255000.00 261339.50 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.000000 16512960.00 15301414.80 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.500000 4744384.00 2778432.80 Agency Mortgage-Backed Securities FNMA 2049-07-01 3.500000 2087691.00 2079669.56 Agency Mortgage-Backed Securities FNMA 2049-07-01 4.500000 242265.00 256929.30 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.000000 2072998.00 2141035.19 Agency Mortgage-Backed Securities FNMA 2049-06-01 5.500000 1032180.00 1147431.24 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.500000 1604100.00 1713628.86 Agency Mortgage-Backed Securities FNMA 2049-10-01 3.000000 203246.00 205972.73 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.000000 200000.00 200157.85 Agency Mortgage-Backed Securities FNMA 2049-07-01 5.000000 1074210.00 1177963.60 Agency Mortgage-Backed Securities FNMA 2049-11-01 3.500000 1786990.00 1869035.08 Agency Mortgage-Backed Securities FNMA 2049-10-01 3.000000 1000.00 1019.20 Agency Mortgage-Backed Securities FNMA 2049-09-01 5.000000 1031206.00 1134770.75 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.000000 9298368.00 9426530.99 Agency Mortgage-Backed Securities FNMA 2049-10-01 4.000000 2041384.00 2129098.64 Agency Mortgage-Backed Securities FNMA 2044-10-01 3.500000 750369.00 652528.33 Agency Mortgage-Backed Securities FNMA 2048-05-01 5.000000 701820.00 548819.46 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.000000 96640.00 92024.52 Agency Mortgage-Backed Securities FNMA 2033-06-01 3.500000 5575893.00 4973887.37 Agency Mortgage-Backed Securities FNMA 2033-06-01 4.000000 21067740.00 18717011.36 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.000000 2855401.00 2683048.66 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.500000 273334.00 282877.79 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.000000 15946094.00 15081408.00 Agency Mortgage-Backed Securities FNMA 2048-07-01 5.000000 4611096.00 4575650.81 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.500000 577541.00 467398.03 Agency Mortgage-Backed Securities FNMA 2048-08-01 5.000000 48000.00 38893.88 Agency Mortgage-Backed Securities FNMA 2048-09-01 4.500000 35500000.00 33829239.81 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.500000 46971868.00 45817316.70 Agency Mortgage-Backed Securities FNMA 2033-11-01 4.000000 20078401.00 18785847.14 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.500000 1719830.00 1724236.31 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.000000 1534819.00 1303470.07 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.000000 63422800.00 61389135.23 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.500000 1005.00 1015.96 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.500000 1426478.00 1094048.68 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.000000 1095.00 1137.58 Agency Mortgage-Backed Securities FNMA 2049-07-01 4.500000 1332211.00 1384793.41 Agency Mortgage-Backed Securities FNMA 2049-07-01 3.500000 5468000.00 5510625.01 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.000000 1029.00 1006.02 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.500000 1443898.00 1394085.69 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.500000 169132.00 183191.46 Agency Mortgage-Backed Securities FNMA 2038-09-01 3.405000 2664036.00 492421.77 Agency Mortgage-Backed Securities FNMA 2036-07-01 4.340000 36647484.00 279166.61 Agency Mortgage-Backed Securities FNMA 2036-02-01 4.372000 6800685.00 365086.95 Agency Mortgage-Backed Securities FNMA 2036-07-01 4.065000 4498986.00 212850.68 Agency Mortgage-Backed Securities FNMA 2039-09-01 4.000000 12078699.00 122937.87 Agency Mortgage-Backed Securities FNMA 2038-04-01 4.565000 7500000.00 193045.82 Agency Mortgage-Backed Securities FNMA 2032-07-01 4.575000 12361661.00 359581.96 Agency Mortgage-Backed Securities FNMA 2039-10-01 3.835000 495260.00 26772.07 Agency Mortgage-Backed Securities FNMA 2039-09-01 4.045000 3000000.00 126056.19 Agency Mortgage-Backed Securities FNMA 2039-09-01 4.090000 5762000.00 476768.76 Agency Mortgage-Backed Securities FNMA 2039-10-01 4.685000 9781715.00 122573.92 Agency Mortgage-Backed Securities FNMA 2049-04-01 3.500000 496338.00 448844.38 Agency Mortgage-Backed Securities FNMA 2049-07-01 4.000000 547193.00 548675.15 Agency Mortgage-Backed Securities FNMA 2039-10-01 3.000000 4936018.00 5023103.31 Agency Mortgage-Backed Securities FNMA 2049-10-01 4.500000 469585.00 496731.71 Agency Mortgage-Backed Securities FNMA 2044-09-01 3.669000 1105697.00 269796.42 Agency Mortgage-Backed Securities FNMA 2040-02-01 4.945000 10002837.00 517584.42 Agency Mortgage-Backed Securities FNMA 2040-04-01 4.820000 55005122.00 697535.30 Agency Mortgage-Backed Securities FNMA 2041-01-01 4.735000 7850000.00 549962.28 Agency Mortgage-Backed Securities FNMA 2035-08-01 3.938000 2300000.00 326537.65 Agency Mortgage-Backed Securities FNMA 2036-08-01 4.454000 456743.00 65129.22 Agency Mortgage-Backed Securities FNMA 2040-09-01 4.506000 5200000.00 250726.39 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2019-12-17 0.00 100000.00 99807.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-10-15 1.375000 11146000.00 11100012.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-31 1.500000 25200.00 25144.86 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 2200000000.00 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5757657.00 6081950.60 Agency Mortgage-Backed Securities FMAC 2042-02-01 4.000000 7627432.00 2762489.56 Agency Mortgage-Backed Securities FMAC 2042-11-01 3.500000 80000.00 40645.14 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.500000 2595528.00 2809763.82 Agency Mortgage-Backed Securities FMAC 2049-10-01 3.000000 11310945.00 11581177.48 Agency Mortgage-Backed Securities FMAC 2034-07-01 3.500000 3005675.00 3113467.77 Agency Mortgage-Backed Securities FNMA 2042-08-01 3.500000 5929675.00 2675010.04 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.000000 17736852.00 17976789.57 Agency Mortgage-Backed Securities FNMA 2048-04-01 3.500000 16160000.00 16075584.34 Agency Mortgage-Backed Securities FNMA 2039-09-01 3.000000 18399958.00 18795106.35 Agency Mortgage-Backed Securities GNMA 2049-10-20 3.000000 150000000.00 154140550.00 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 122662538.00 125770608.05 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 550000000.00 550000000.00 0.0204 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES INC 1.740000% BNT5LFBD0 549300HN4UKV1E2R3U73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2047-11-01 4.000000 145143755.00 118799764.84 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.000000 77085168.00 62169982.71 Agency Mortgage-Backed Securities FMAC 2049-05-01 4.500000 91915429.00 80257290.38 Agency Mortgage-Backed Securities FMAC 2049-09-01 4.000000 112498401.00 118557959.38 Agency Mortgage-Backed Securities FNMA 2056-10-01 3.500000 149387655.00 118881330.14 Agency Mortgage-Backed Securities FNMA 2049-10-01 2.500000 112498411.00 111365427.00 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.000000 121391000.00 110968246.29 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 700000000.00 700000000.00 0.0260 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) TRI-PARTY SOCIETE GENERALE (NEW YO 1.770000% BNT5LFBG3 O2RNE8IBXP4R0TD8PU41 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 4.750000 15013900.00 21795796.62 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 300.00 608.30 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2020-09-01 5.955000 52200.00 21.62 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2038-11-20 5.500000 34607119.00 164967.28 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 3.625000 33671500.00 34754103.32 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 23.31 22.06 U.S. Treasuries (including strips) Government National Mortgage Association - GNMA - Ginnie Mae 2038-10-20 6.000000 5008728.00 26243.44 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-03-20 4.500000 600000.00 42812.51 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2023-05-15 0.00 246.08 231.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-08-15 0.00 59.67 39.11 U.S. Treasuries (including strips) Government National Mortgage Association - GNMA - Ginnie Mae 2039-01-15 6.000000 1899961.00 70915.94 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 2401000.00 2945233.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-31 2.000000 18848300.00 19021000.34 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 41791500.00 48263631.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 16372900.00 16990148.99 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 38975000.00 45100980.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-03-31 1.750000 10117000.00 10156499.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-04-15 0.125000 6254700.00 6817175.37 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-07-31 2.000000 28419600.00 28842483.65 U.S. Treasuries (including strips) Government National Mortgage Association - GNMA - Ginnie Mae 2045-06-20 3.500000 41078704.00 17950638.36 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 54214900.00 55350419.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-31 1.375000 56574700.00 56564191.72 U.S. Treasuries (including strips) GOVERNMENT NATIONAL 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2020-11-15 1.750000 700.00 706.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 2.750000 10165900.00 11288612.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 600.00 687.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-02-15 2.750000 100.00 108.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-08-15 2.750000 100.00 102.45 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0175 250000000.00 250000000.00 0.0093 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 1.730000% BNT5LFCD9 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 527839600.00 566100041.93 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 555000000.00 555000000.00 0.0206 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE TRI-PARTY CANADIAN IMPERIAL BANK O 1.720000% BNT5LFCK3 2IGI19DL77OX0HC3ZE78 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 5184300.00 7333237.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 1364100.00 1983137.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 1434400.00 2924743.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 1491200.00 2108295.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 120600.00 143402.96 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 14584600.00 16309317.56 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 1077600.00 1377245.99 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 10404000.00 13332569.09 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 2630000.00 3269774.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-09-30 2.125000 5585100.00 5650506.35 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 137298500.00 148511483.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 26450500.00 30188659.90 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 17100.00 17233.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-30 1.375000 1348200.00 1345994.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-11-15 2.875000 2794800.00 3222510.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-03-31 2.125000 57300.00 58787.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-03-31 1.875000 34736300.00 35057753.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-31 1.875000 200.00 202.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 635300.00 666441.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-09-30 2.125000 66200.00 68053.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-31 2.250000 2712700.00 2801039.08 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-15 1.875000 500.00 504.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-01-15 0.500000 4066600.00 4344845.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-03-31 2.625000 2746600.00 2900078.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.625000 44275600.00 46183172.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-05-15 2.625000 95369200.00 97976119.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-07-31 2.875000 11656500.00 12552086.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-08-15 2.875000 739100.00 815111.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-31 2.750000 81140000.00 85105597.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-08-31 2.750000 53693600.00 57347691.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-10-31 3.000000 96853300.00 104522434.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-11-15 2.875000 12248700.00 12726964.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-12-31 2.625000 252600.00 269743.66 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-12-31 2.625000 25244300.00 26551646.18 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-12-31 2.500000 820700.00 835769.67 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-15 2.500000 2200600.00 2261112.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-01-31 2.625000 20569800.00 21934637.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-02-28 2.500000 23276300.00 24606576.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-29 2.375000 11599300.00 12043762.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-04-30 2.250000 23992600.00 24714873.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-06-15 1.750000 1913700.00 1936942.57 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 800000000.00 800000000.00 0.0297 N Y Y N Northern Institutional Funds 2019-11-07 Peter K Ewing Peter K Ewing President