N-MFP2 0000710124 XXXXXXXX 2020-01-31 0000710124 549300Y178DO5JBR1S04 S000001286 3 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 48 96 7719626497.08 7673356205.18 8725333172.07 7228834507.13 6864359507.31 9932627233.26 10290033592.52 11078212320.08 10567017276.37 10719230499.76 0.5130 0.4973 0.5464 0.4544 0.4394 0.6601 0.6669 0.6937 0.6643 0.6862 0.00 15757442395.07 15754047798.39 21972055.38 155501843.27 15620518010.50 15620505813.4500 1.0000 0.0170 1.0003 1.0002 1.0002 1.0002 1.0002 C000003449 5000000.00 15618628357.37 15618616158.0600 1.0003 1.0002 1.0002 1.0002 1.0002 4263793212.70 3650976424.85 4245329886.60 3812887384.83 4392872691.60 3838001825.92 2995666875.37 2941427850.82 4536691213.91 5129003626.37 18266579725.38 17369542265.08 0.0144 Y The Investment Advisor Reimbursed $41,626.75 of fees during the period C000003450 0.00 1889653.13 1889655.3900 1.0003 1.0002 1.0002 1.0002 1.0002 3478.34 54025.94 8668.09 305601.45 37032.55 54140.79 1651.87 0.00 4327.01 0.00 53714.28 394420.75 0.0144 Y The Investment Advisor Reimbursed $5.00 of fees during the period C000003451 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 FEDERAL HOME LOAN BANKS FHLB 2.625000% 3130AECJ7 2549001DPIFGXC1TOL40 US3130AECJ71 U.S. Government Agency Debt Y 2020-05-28 2020-05-28 2020-05-28 N N N 0.0156 40134674.00 40134674.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 1.600999% 3130AETM2 2549001DPIFGXC1TOL40 US3130AETM28 U.S. Government Agency Debt Y 2020-02-27 2020-02-27 2020-02-27 N N N 0.0168 149991805.50 149991805.50 0.0096 N N N N FEDERAL HOME LOAN BANKS FHLB 1.599998% 3130AGGX7 2549001DPIFGXC1TOL40 US3130AGGX77 U.S. Government Agency Debt Y 2020-02-01 2020-02-21 2020-02-21 N N N 0.0166 94997113.90 94997113.90 0.0061 N N N N FEDERAL HOME LOAN BANKS FHLB 1.650999% 3130AGPG4 2549001DPIFGXC1TOL40 US3130AGPG44 U.S. Government Agency Debt Y 2020-02-27 2020-03-27 2020-03-27 N N N 0.0162 35001638.00 35001638.00 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 1.609999% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 U.S. Government Agency Debt Y 2020-02-01 2020-07-17 2020-07-17 N N N 0.0160 30000900.00 30000900.00 0.0019 N N N N FEDERAL HOME LOAN BANKS FHLB 1.599998% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 U.S. Government Agency Debt Y 2020-02-01 2020-05-14 2020-05-14 N N N 0.0168 54987418.75 54987418.75 0.0035 N N N N FEDERAL HOME LOAN BANKS FHLB 1.634997% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2020-02-01 2021-05-14 2021-05-14 N N N 0.0173 44945140.50 44945140.50 0.0029 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.589997% 3130AGXA8 2549001DPIFGXC1TOL40 US3130AGXA81 U.S. Government Agency Debt Y 2020-02-01 2020-02-21 2020-02-21 N N N 0.0166 49998232.00 49998232.00 0.0032 N N N N FEDERAL HOME LOAN BANKS FHLB 1.609999% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 U.S. Government Agency Debt Y 2020-02-01 2020-08-21 2020-08-21 N N N 0.0160 90004792.50 90004792.50 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 1.599998% 3130AGXS9 2549001DPIFGXC1TOL40 US3130AGXS99 U.S. Government Agency Debt Y 2020-02-01 2020-05-22 2020-05-22 N N N 0.0168 20994710.31 20994710.31 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 1.644998% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2020-02-01 2021-02-26 2021-02-26 N N N 0.0173 34966239.00 34966239.00 0.0022 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 0.0153 95044535.05 95044535.05 0.0061 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 0.0155 95042541.00 95042541.00 0.0061 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 0.0151 50026563.00 50026563.00 0.0032 N N N N FEDERAL HOME LOAN BANKS FHLB 1.679997% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y 2020-02-01 2020-12-23 2020-12-23 N N N 0.0163 35013900.95 35013900.95 0.0022 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 0.0159 95017157.00 95017157.00 0.0061 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.797998% 3130AHDU4 2549001DPIFGXC1TOL40 US3130AHDU49 U.S. Government Agency Debt Y 2020-02-18 2020-05-18 2020-05-18 N N N 0.0153 125006152.50 125006152.50 0.0080 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 0.0156 90001846.80 90001846.80 0.0058 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.582999% 3130AHM26 2549001DPIFGXC1TOL40 US3130AHM262 U.S. Government Agency Debt Y 2020-02-19 2020-05-19 2020-05-19 N N N 0.0161 149988030.00 149988030.00 0.0096 N N N N FEDERAL HOME LOAN BANKS FHLB 1.590000% 3130AHRG0 2549001DPIFGXC1TOL40 US3130AHRG09 U.S. Government Agency Debt Y 2020-06-17 2020-06-17 2020-06-17 N N N 0.0153 190039875.30 190039875.30 0.0122 N N N N FEDERAL HOME LOAN BANKS FHLB 1.590000% 3130AHRH8 2549001DPIFGXC1TOL40 US3130AHRH81 U.S. Government Agency Debt Y 2020-06-19 2020-06-19 2020-06-19 N N N 0.0152 35008192.10 35008192.10 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 1.590000% 3130AHRS4 2549001DPIFGXC1TOL40 US3130AHRS47 U.S. Government Agency Debt Y 2020-06-23 2020-06-23 2020-06-23 N N N 0.0160 19998694.20 19998694.20 0.0013 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.630000% 3130AHU35 2549001DPIFGXC1TOL40 US3130AHU356 U.S. Government Agency Debt Y 2020-07-06 2020-07-06 2020-07-06 N N N 0.0161 100008703.00 100008703.00 0.0064 N N N N FEDERAL HOME LOAN BANKS FHLB 1.701997% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 U.S. Government Agency Debt Y 2020-04-08 2021-01-08 2021-01-08 N N N 0.0159 99987336.00 99987336.00 0.0064 N N N N FEDERAL HOME LOAN BANKS FHLB 1.707998% 3130AHV34 2549001DPIFGXC1TOL40 US3130AHV347 U.S. Government Agency Debt Y 2020-04-09 2021-01-08 2021-01-08 N N N 0.0159 99987258.00 99987258.00 0.0064 N N N N FEDERAL HOME LOAN BANKS FHLB 1.615996% 3130AHYA5 2549001DPIFGXC1TOL40 US3130AHYA55 U.S. Government Agency Debt Y 2020-04-24 2020-10-26 2020-10-26 N N N 0.0159 329951513.10 329951513.10 0.0211 N N N N FEDERAL HOME LOAN BANKS FHLB 1.620000% 3130AHYZ0 2549001DPIFGXC1TOL40 US3130AHYZ07 U.S. Government Agency Debt Y 2020-04-28 2020-10-28 2020-10-28 N N N 0.0160 224967024.00 224967024.00 0.0144 N N N N FEDERAL HOME LOAN BANKS FHLB 3130AJ2Z1 2549001DPIFGXC1TOL40 US3130AJ2Z14 U.S. Government Agency Debt Y 2020-02-03 2020-11-03 2020-11-03 N N N 0.0164 129980515.60 129980515.60 0.0083 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 0.0159 24795250.00 24795250.00 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312C81 US313312C814 U.S. Government Agency Debt Y 2020-08-21 2020-08-21 2020-08-21 N N N 0.0159 22800666.59 22800666.59 0.0015 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 0.0157 14864608.35 14864608.35 0.0010 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 0.0157 39615000.00 39615000.00 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312M23 US313312M235 U.S. Government Agency Debt Y 2020-10-26 2020-10-26 2020-10-26 N N N 0.0157 19773900.00 19773900.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312M56 US313312M565 U.S. Government Agency Debt Y 2020-10-29 2020-10-29 2020-10-29 N N N 0.0157 80073967.50 80073967.50 0.0051 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N22 US313312N225 U.S. Government Agency Debt Y 2020-11-03 2020-11-03 2020-11-03 N N N 0.0156 14826466.65 14826466.65 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N30 US313312N308 U.S. Government Agency Debt Y 2020-11-04 2020-11-04 2020-11-04 N N N 0.0156 19767777.80 19767777.80 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N97 US313312N977 U.S. Government Agency Debt Y 2020-11-10 2020-11-10 2020-11-10 N N N 0.0156 56323726.92 56323726.92 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312P87 US313312P873 U.S. Government Agency Debt Y 2020-11-17 2020-11-17 2020-11-17 N N N 0.0156 33586560.00 33586560.00 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312TF7 US313312TF77 U.S. Government Agency Debt Y 2020-02-18 2020-02-18 2020-02-18 N N N 0.0157 46969645.99 46969645.99 0.0030 N N Y 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 0.0157 9990097.20 9990097.20 0.0006 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312UC2 US313312UC28 U.S. Government Agency Debt Y 2020-03-10 2020-03-10 2020-03-10 N N N 0.0158 99844000.00 99844000.00 0.0064 N N Y 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 0.0158 9983966.70 9983966.70 0.0006 N N Y 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 0.0159 20954499.93 20954499.93 0.0013 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312UY4 US313312UY48 U.S. Government Agency Debt Y 2020-03-30 2020-03-30 2020-03-30 N N N 0.0159 54866533.15 54866533.15 0.0035 N N Y 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 0.0160 24935673.50 24935673.50 0.0016 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 0.0160 17949760.02 17949760.02 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312VJ6 US313312VJ61 U.S. Government Agency Debt Y 2020-04-09 2020-04-09 2020-04-09 N N N 0.0160 19942433.40 19942433.40 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312VJ6 US313312VJ61 U.S. Government Agency Debt Y 2020-04-09 2020-04-09 2020-04-09 N N N 0.0160 44870475.15 44870475.15 0.0029 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 0.0160 44846924.85 44846924.85 0.0029 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 0.0160 19931094.40 19931094.40 0.0013 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 0.0160 23888006.64 23888006.64 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312XQ8 US313312XQ86 U.S. Government Agency Debt Y 2020-06-02 2020-06-02 2020-06-02 N N N 0.0160 19895333.40 19895333.40 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312YE4 US313312YE48 U.S. Government Agency Debt Y 2020-06-16 2020-06-16 2020-06-16 N N N 0.0160 14912341.65 14912341.65 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312ZY9 US313312ZY92 U.S. Government Agency Debt Y 2020-07-28 2020-07-28 2020-07-28 N N N 0.0160 29769733.20 29769733.20 0.0019 N N N N FEDERAL HOME LOAN BANKS FHLB 313384TP4 2549001DPIFGXC1TOL40 US313384TP45 U.S. Government Agency Debt Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0157 114886117.80 114886117.80 0.0074 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UC1 2549001DPIFGXC1TOL40 US313384UC13 U.S. Government Agency Debt Y 2020-03-10 2020-03-10 2020-03-10 N N N 0.0158 74883000.00 74883000.00 0.0048 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UF4 2549001DPIFGXC1TOL40 US313384UF44 U.S. Government Agency Debt Y 2020-03-13 2020-03-13 2020-03-13 N N N 0.0158 34940850.00 34940850.00 0.0022 N N Y N FEDERAL HOME LOAN BANKS FHLB 2.465000% 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 U.S. Government Agency Debt Y 2020-03-18 2020-03-18 2020-03-18 N N N 0.0158 99809333.00 99809333.00 0.0064 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UM9 2549001DPIFGXC1TOL40 US313384UM94 U.S. Government Agency Debt Y 2020-03-19 2020-03-19 2020-03-19 N N N 0.0158 49902500.00 49902500.00 0.0032 N N Y N FEDERAL 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 0.0158 49900333.50 49900333.50 0.0032 N N Y N FEDERAL 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 0.0158 94810633.65 94810633.65 0.0061 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 U.S. Government Agency Debt Y 2020-03-27 2020-03-27 2020-03-27 N N N 0.0159 299310999.00 299310999.00 0.0192 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 U.S. Government Agency Debt Y 2020-03-27 2020-03-27 2020-03-27 N N N 0.0159 299310999.00 299310999.00 0.0192 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384VG1 2549001DPIFGXC1TOL40 US313384VG18 U.S. Government Agency Debt Y 2020-04-07 2020-04-07 2020-04-07 N N N 0.0160 84762755.65 84762755.65 0.0054 N N N N FEDERAL HOME LOAN BANKS FHLB 313384VZ9 2549001DPIFGXC1TOL40 US313384VZ98 U.S. Government Agency Debt Y 2020-04-24 2020-04-24 2020-04-24 N N N 0.0160 149470125.00 149470125.00 0.0096 N N N N FEDERAL HOME LOAN BANKS FHLB 313384XQ7 2549001DPIFGXC1TOL40 US313384XQ71 U.S. Government Agency Debt Y 2020-06-02 2020-06-02 2020-06-02 N N N 0.0160 94502833.65 94502833.65 0.0060 N N N N FEDERAL HOME LOAN BANKS FHLB 313384YN3 2549001DPIFGXC1TOL40 US313384YN32 U.S. Government Agency Debt Y 2020-06-24 2020-06-24 2020-06-24 N N N 0.0160 79504577.60 79504577.60 0.0051 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 313396UL5 S6XOOCT0IEG5ABCC6L87 US313396UL59 U.S. Government Agency Debt Y 2020-03-18 2020-03-18 2020-03-18 N N N 0.0158 59885599.80 59885599.80 0.0038 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.660878% 3133EHZK2 US3133EHZK22 U.S. Government Agency Debt Y 2020-02-25 2020-09-25 2020-09-25 N N N 0.0160 32012043.84 32012043.84 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.676628% 3133EJ4V8 US3133EJ4V87 U.S. Government Agency Debt Y 2020-02-14 2020-04-14 2020-04-14 N N N 0.0174 44993510.10 44993510.10 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.629997% 3133EJBR9 US3133EJBR96 U.S. Government Agency Debt Y 2020-02-01 2020-02-05 2020-02-05 N N N 0.0171 34999868.05 34999868.05 0.0022 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.608627% 3133EJCV9 US3133EJCV99 U.S. Government Agency Debt Y 2020-02-13 2020-02-13 2020-02-13 N N N 0.0166 44999010.90 44999010.90 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.806627% 3133EJD89 US3133EJD891 U.S. Government Agency Debt Y 2020-03-27 2020-03-27 2020-03-27 N N N 0.0165 14999096.25 14999096.25 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.769378% 3133EJD97 US3133EJD974 U.S. Government Agency Debt Y 2020-04-01 2020-10-01 2020-10-01 N N N 0.0169 59968743.00 59968743.00 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.720879% 3133EJDW6 US3133EJDW63 U.S. Government Agency Debt Y 2020-02-02 2020-03-02 2020-03-02 N N N 0.0168 39997498.00 39997498.00 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.675000% 3133EJJF7 US3133EJJF76 U.S. Government Agency Debt Y 2020-02-01 2020-02-03 2020-02-03 N N N 0.0172 45000000.00 45000000.00 0.0029 N Y Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.622746% 3133EJLL1 US3133EJLL17 U.S. Government Agency Debt Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0167 69998415.90 69998415.90 0.0045 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.749999% 3133EJPG8 US3133EJPG85 U.S. Government Agency Debt Y 2020-02-01 2020-05-15 2020-05-15 N N N 0.0172 25003702.50 25003702.50 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.749999% 3133EJRY7 US3133EJRY73 U.S. Government Agency Debt Y 2020-02-01 2020-06-18 2020-06-18 N N N 0.0170 20005026.80 20005026.80 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.766628% 3133EJT66 US3133EJT665 U.S. Government Agency Debt Y 2020-02-13 2020-05-13 2020-05-13 N N N 0.0166 49993534.50 49993534.50 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 1.684378% 3133EJYV5 US3133EJYV51 U.S. Government Agency Debt Y 2020-02-06 2020-07-06 2020-07-06 N N N 0.0175 44974034.55 44974034.55 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.618628% 3133EJZC6 US3133EJZC61 U.S. Government Agency Debt Y 2020-02-11 2020-03-11 2020-03-11 N N N 0.0168 14998629.90 14998629.90 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 1.769997% 3133EK2R6 US3133EK2R67 U.S. Government Agency Debt Y 2020-02-01 2021-10-15 2021-10-15 N N N 0.0176 34008485.04 34008485.04 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.824379% 3133EK5K8 US3133EK5K87 U.S. Government Agency Debt Y 2020-02-04 2021-05-04 2021-05-04 N N N 0.0168 50042741.50 50042741.50 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.814997% 3133EK6T8 US3133EK6T87 U.S. Government Agency Debt Y 2020-02-01 2021-07-12 2021-07-12 N N N 0.0180 25011262.00 25011262.00 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.644998% 3133EKD29 US3133EKD295 U.S. Government Agency Debt Y 2020-02-01 2021-08-20 2021-08-20 N N N 0.0174 19970726.80 19970726.80 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.699999% 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y 2020-02-01 2021-03-18 2021-03-18 N N N 0.0170 35000919.45 35000919.45 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.739998% 3133EKFB7 US3133EKFB71 U.S. Government Agency Debt Y 2020-02-01 2021-01-29 2021-01-29 N N N 0.0175 75004824.75 75004824.75 0.0048 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.644998% 3133EKPB6 US3133EKPB61 U.S. Government Agency Debt Y 2020-02-01 2020-06-05 2020-06-05 N N N 0.0169 69992842.50 69992842.50 0.0045 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.699999% 3133EKPM2 US3133EKPM27 U.S. Government Agency Debt Y 2020-02-01 2021-06-07 2021-06-07 N N N 0.0179 24975847.75 24975847.75 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 1.699999% 3133EKS72 US3133EKS723 U.S. Government Agency Debt Y 2020-02-01 2020-10-26 2020-10-26 N N N 0.0175 59986106.40 59986106.40 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 1.719997% 3133EKT63 US3133EKT630 U.S. Government Agency Debt Y 2020-02-01 2021-09-24 2021-09-24 N N N 0.0175 29985468.90 29985468.90 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.729998% 3133EKU95 US3133EKU950 U.S. Government Agency Debt Y 2020-02-29 2020-09-30 2020-09-30 N N N 0.0164 47030963.60 47030963.60 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.694998% 3133EKWM4 US3133EKWM44 U.S. Government Agency Debt Y 2020-02-01 2021-07-26 2021-07-26 N N N 0.0181 84885170.10 84885170.10 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.659999% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y 2020-02-01 2021-01-14 2021-01-14 N N N 0.0168 18996327.68 18996327.68 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.759996% 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y 2020-02-01 2022-01-14 2022-01-14 N N N 0.0178 14994140.25 14994140.25 0.0010 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.604998% 3134GTPQ0 S6XOOCT0IEG5ABCC6L87 US3134GTPQ05 U.S. Government Agency Debt Y 2020-02-01 2020-05-22 2020-05-22 N N N 0.0165 9998609.50 9998609.50 0.0006 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 1.679997% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 U.S. Government Agency Debt Y 2020-02-01 2020-04-30 2020-04-30 N N N 0.0160 25005016.75 25005016.75 0.0016 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.375000% 3137EADR7 S6XOOCT0IEG5ABCC6L87 US3137EADR73 U.S. Government Agency Debt Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0158 59969192.40 59969192.40 0.0038 N N N N UNITED STATES TREASURY TREASURY BILL 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y 2020-03-26 2020-03-26 2020-03-26 N N N 0.0154 29934404.10 29934404.10 0.0019 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y 2020-08-13 2020-08-13 2020-08-13 N N N 0.0154 49598333.50 49598333.50 0.0032 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y 2020-03-19 2020-03-19 2020-03-19 N N N 0.0154 54895671.60 54895671.60 0.0035 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 9128282Z2 254900HROIFWPRGM1V77 US9128282Z22 U.S. Treasury Debt Y 2020-10-15 2020-10-15 2020-10-15 N N N 0.0157 35013671.70 35013671.70 0.0022 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 9128283L2 254900HROIFWPRGM1V77 US9128283L27 U.S. Treasury Debt Y 2020-12-15 2020-12-15 2020-12-15 N N N 0.0153 25074218.75 25074218.75 0.0016 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.250000% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y 2020-03-31 2020-03-31 2020-03-31 N N N 0.0163 111104730.72 111104730.72 0.0071 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.375000% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0166 105176367.45 105176367.45 0.0067 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.500000% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y 2020-05-31 2020-05-31 2020-05-31 N N N 0.0164 170464844.60 170464844.60 0.0109 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.750000% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y 2020-09-30 2020-09-30 2020-09-30 N N N 0.0158 55418945.45 55418945.45 0.0035 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.875000% 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y 2020-10-31 2020-10-31 2020-10-31 N N N 0.0158 186756055.15 186756055.15 0.0120 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.750000% 9128285Q9 254900HROIFWPRGM1V77 US9128285Q95 U.S. Treasury Debt Y 2020-11-30 2020-11-30 2020-11-30 N N N 0.0155 151458984.00 151458984.00 0.0097 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.650938% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y 2020-02-01 2021-01-29 2021-01-31 N N N 0.0162 60019455.60 60019455.60 0.0038 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.755939% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y 2020-02-01 2021-07-31 2021-07-31 N N N 0.0166 260387220.60 260387220.60 0.0167 N Y Y N UNITED STATES TREASURY TREASURY NOTE 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912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y 2020-08-15 2020-08-15 2020-08-15 N N N 0.0160 45244336.05 45244336.05 0.0029 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y 2020-05-15 2020-05-15 2020-05-15 N N N 0.0163 124951172.50 124951172.50 0.0080 N Y Y N UNITED STATES TREASURY TREASURY BOND 1.625000% 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y 2020-06-30 2020-06-30 2020-06-30 N N N 0.0158 50007812.50 50007812.50 0.0032 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.625000% 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y 2020-07-31 2020-07-31 2020-07-31 N N N 0.0158 216091795.80 216091795.80 0.0138 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.578938% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y 2020-02-01 2020-07-31 2020-07-31 N N N 0.0161 84988630.40 84988630.40 0.0054 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC REPO JOINT ML PIERCE FENNER & SMIT 1.039996% BNT0VFKG3 8NAV47T0Y26Q87Y0QP81 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y USTR 254900HROIFWPRGM1V77 2021-12-15 2.625000 74617575.00 76351850.85 U.S. Treasuries (including strips) Y 2020-02-07 2020-02-07 2050-01-01 Y MERRILL LYNCH PIERCE FENNER & SMITH INC 1.0000 7 N N/A N/A N N 0.0104 75000000.00 75000000.00 0.0048 N N Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 1.629997% BNT5CG4V6 ZBUT11V806EZRVTWT807 0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-03-01 4.500000 352676.00 93051.90 Agency Mortgage-Backed Securities Federal Home Loan Bank System - FHLB 2036-03-14 5.625000 190000.00 282244.24 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2036-07-15 5.500000 25605000.00 37495364.54 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-01-01 2.500000 35000000.00 11334794.99 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-03-01 4.853000 14921312.00 797620.90 Agency Mortgage-Backed Securities Federal Home Loan Bank System - FHLB 2027-06-09 3.040000 9405000.00 10372244.68 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 4.500000 2000000.00 899383.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 89001.00 54796.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 3.189000 2078000.00 1441840.06 Agency Mortgage-Backed Securities FNMA 2028-11-15 0.00 1060000.00 895109.58 Agency Mortgage-Backed Securities FHLB 2028-05-18 3.830000 2050000.00 2075846.40 Agency Debentures and Agency Strips GNMA 2039-05-15 5.000000 1851632.00 298116.80 Agency Mortgage-Backed Securities FHLB 2023-10-17 2.795000 770000.00 814633.67 Agency Debentures and Agency Strips FNMA 2031-04-01 5.500000 102591.00 77599.84 Agency Mortgage-Backed Securities FNMA 2046-05-01 3.500000 7000000.00 4022175.04 Agency Mortgage-Backed Securities GNMA 2049-01-20 4.500000 112100.00 46807.54 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.500000 1183074.00 1144922.10 Agency Mortgage-Backed Securities FHLB 2031-07-11 2.750000 6095000.00 6104157.06 Agency Debentures and Agency Strips GNMA 2027-09-20 6.500000 1492100.00 7726.59 Agency Mortgage-Backed Securities FMAC 2022-10-01 3.875000 9999990.00 6154.01 Agency Mortgage-Backed Securities FMAC 2026-07-01 6.000000 6786992.00 3807836.41 Agency Mortgage-Backed Securities FNMA 2041-01-01 4.000000 3000000.00 129643.31 Agency Mortgage-Backed Securities FNMA 2036-09-01 4.395000 440000.00 15781.20 Agency Mortgage-Backed Securities FNMA 2047-01-01 3.500000 52535.00 38553.94 Agency Mortgage-Backed Securities FNMA 2046-11-01 3.500000 156274.00 114733.50 Agency Mortgage-Backed Securities FNMA 2048-04-01 4.000000 133675.00 101798.40 Agency Mortgage-Backed Securities FNMA 2041-07-01 6.000000 9968.00 9158.39 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.000000 62488576.00 64328715.69 Agency Mortgage-Backed Securities FNMA 2038-08-01 4.462000 15058800.00 508794.09 Agency Mortgage-Backed Securities GNMA 2043-06-20 4.125000 1364762.00 162525.78 Agency Mortgage-Backed Securities GNMA 2048-10-20 3.500000 474147.00 256688.71 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.500000 5511976.00 5816741.11 Agency Mortgage-Backed Securities GNMA 2031-11-20 6.500000 56832160.00 375424.30 Agency Mortgage-Backed Securities Y 2020-05-05 2020-05-05 2020-12-31 Y JP MORGAN SECURITIES LLC 1.0000 95 N N/A N/A N N 0.0163 150000000.00 150000000.00 0.0096 N N N Y BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 1.560000% BNT5QR488 R0MUWSFPU8MPRO8K5P83 0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association - GNMA - Ginnie Mae 2040-11-20 4.000000 5358416.00 1000864.14 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-09-20 4.500000 1953081.00 290024.57 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 0.80 0.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-05-15 0.00 0.80 0.66 U.S. Treasuries (including strips) Government National Mortgage Association - GNMA - Ginnie Mae 2041-10-20 4.000000 19043474.00 3378109.56 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2041-06-20 4.500000 25672000.00 3666480.75 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2025-11-15 0.00 281482.32 258048.92 U.S. Treasuries (including strips) Government National Mortgage Association - GNMA - Ginnie Mae 2034-03-15 6.500000 1417.00 40.98 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-11-20 4.500000 1091458.00 88125.37 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 1440000.00 1343669.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 900.00 667.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 266.24 216.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 0.00 216.24 199.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 62.84 57.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-05-15 0.00 21.57 18.84 U.S. Treasuries (including strips) Government National Mortgage Association - GNMA - Ginnie Mae 2040-09-20 4.500000 10827137.00 537681.98 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2023-05-15 0.00 20.16 19.23 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-03-23 0.00 1272000.00 1083155.06 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2032-08-15 0.00 0.08 0.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-02-15 0.00 102.12 78.37 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-02-15 0.00 1100356.30 966765.34 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 203.43 139.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 0.00 96.86 61.94 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 77.44 49.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-11-15 0.00 356.83 224.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 1.48 0.92 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 0.00 77.59 47.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 100.00 114.18 U.S. Treasuries (including strips) Government National Mortgage Association - GNMA - Ginnie Mae 2038-07-20 5.000000 24988955.00 1240425.44 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-08-20 5.000000 1000.00 53.77 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 35.79 21.96 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 325106.40 196675.72 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2032-08-01 8.000000 4964380.00 1200224.91 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 0.00 21.00 12.62 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 0.00 155911.48 92460.81 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2044-11-01 4.000000 14838112.00 6678209.79 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 0.00 482.12 284.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 800.00 956.35 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE A 2026-10-15 3.000000 1236129.00 183697.57 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 0.00 20.72 11.95 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2027-02-01 3.000000 346163.00 106715.25 Agency Mortgage-Backed 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1261197.86 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE A 2048-06-20 4.000000 1437.00 983.42 Agency Mortgage-Backed Securities FMAC 2046-12-01 2.500000 27530327.00 22628978.20 Agency Mortgage-Backed Securities GNMA 2048-06-20 4.500000 4951027.00 2989602.01 Agency Mortgage-Backed Securities GNMA 2048-05-20 3.500000 3926642.00 2960495.03 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.000000 18050817.00 12756027.84 Agency Mortgage-Backed Securities GNMA 2048-11-20 3.500000 1371623.00 1070670.90 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2024-01-31 2.500000 43991500.00 45910849.15 U.S. Treasuries (including strips) FHLB 2036-02-25 3.900000 10000.00 10324.02 Agency Debentures and Agency Strips FMAC 2049-04-01 4.000000 8482348.00 7690480.81 Agency Mortgage-Backed Securities FMAC 2049-04-01 4.000000 9327104.00 8813666.89 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.000000 6887158.00 6871953.89 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-06-15 1.750000 61866000.00 62543820.46 U.S. Treasuries (including strips) GNMA 2046-09-20 3.000000 1203.00 533.05 Agency Mortgage-Backed Securities GNMA 2049-07-20 3.000000 45953655.00 46502453.48 Agency Mortgage-Backed Securities FHLB 2036-05-28 3.540000 3075000.00 3124189.75 Agency Debentures and Agency Strips GNMA 2046-11-20 3.000000 100001.00 43149.78 Agency Mortgage-Backed Securities GNMA 2046-10-20 2.500000 258426.00 190391.82 Agency Mortgage-Backed Securities GNMA 2045-08-20 2.500000 200000.00 95747.73 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-09-15 1.500000 133000.00 134203.23 U.S. Treasuries (including strips) FMAC 2046-08-01 3.500000 23486614.00 19751416.97 Agency Mortgage-Backed Securities FNMA 2048-03-01 3.500000 23742410.00 22547235.85 Agency Mortgage-Backed Securities FMAC 2050-01-01 3.000000 14967392.00 15331723.27 Agency Mortgage-Backed Securities Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0156 350000000.00 350000000.00 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Securities FNMA 2046-09-01 3.500000 3778021.00 3074702.56 Agency Mortgage-Backed Securities FNMA 2047-12-01 3.500000 3492597.00 2955789.39 Agency Mortgage-Backed Securities FNMA 2047-11-01 3.500000 3735740.00 2666470.34 Agency Mortgage-Backed Securities FNMA 2047-11-01 3.500000 3999303.00 3215632.53 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.000000 3504657.00 2476647.03 Agency Mortgage-Backed Securities FMAC 2046-11-01 2.500000 3370000.00 2722608.97 Agency Mortgage-Backed Securities FMAC 2041-12-01 3.813000 36114662.00 2525803.76 Agency Mortgage-Backed Securities FMAC 2034-07-01 4.178000 18661839.00 2817847.68 Agency Mortgage-Backed Securities FMAC 2049-01-01 5.000000 3624299.00 2552337.35 Agency Mortgage-Backed Securities FMAC 2049-06-01 5.500000 2722284.00 2936746.70 Agency Mortgage-Backed Securities FMAC 2049-06-01 5.000000 2279613.00 2499092.08 Agency Mortgage-Backed Securities FMAC 2049-08-01 4.000000 2649808.00 2850107.99 Agency Mortgage-Backed Securities FMAC 2036-06-01 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Mortgage-Backed Securities FMAC 2034-10-01 2.000000 2739046.00 2699240.84 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.000000 2614608.00 2642093.67 Agency Mortgage-Backed Securities FMAC 2049-11-01 3.000000 3068459.00 3175643.88 Agency Mortgage-Backed Securities FNMA 2037-10-01 4.369000 24067828.00 3243171.95 Agency Mortgage-Backed Securities FNMA 2040-12-01 4.708000 24742351.00 3163300.12 Agency Mortgage-Backed Securities FNMA 2030-06-01 3.000000 5720500.00 2643335.52 Agency Mortgage-Backed Securities FNMA 2043-06-01 4.250000 2818000.00 3043798.21 Agency Mortgage-Backed Securities FNMA 2029-01-01 3.000000 7500000.00 2594171.12 Agency Mortgage-Backed Securities FNMA 2029-02-01 3.500000 7736287.00 2884494.96 Agency Mortgage-Backed Securities FNMA 2036-08-01 3.000000 4750000.00 3124616.29 Agency Mortgage-Backed Securities FNMA 2046-03-01 3.500000 5310997.00 3197833.70 Agency Mortgage-Backed Securities FNMA 2048-04-01 3.500000 2890487.00 2760908.05 Agency Mortgage-Backed Securities 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SECURITIES INC 1.0000 7 N N/A N/A N N 0.0155 250000000.00 250000000.00 0.0160 N N Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES INC 1.560000% BNT5RKLF7 549300HN4UKV1E2R3U73 0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE - F 2041-02-01 4.500000 245094765.00 31783308.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 4.000000 100000000.00 33939408.91 Agency Mortgage-Backed Securities FMAC 2046-03-01 3.500000 45414944.00 32211546.14 Agency Mortgage-Backed Securities FMAC 2049-05-01 4.000000 43083226.00 33666328.69 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 35407710.00 25965083.89 Agency Mortgage-Backed Securities FMAC 2049-06-01 4.000000 35400010.00 33941669.60 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.500000 32000000.00 33468465.50 Agency Mortgage-Backed Securities FMAC 2050-01-01 3.000000 30813751.00 31601864.03 Agency Mortgage-Backed Securities FNMA 2025-11-01 3.730000 31500000.00 34002874.50 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.000000 44269439.00 34108540.47 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.000000 21125766.00 22388156.80 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.500000 35553631.00 34654182.04 Agency Mortgage-Backed Securities FNMA 2049-07-01 4.500000 32395695.00 33480381.35 Agency Mortgage-Backed Securities FNMA 2050-02-01 3.000000 30353835.00 31519169.31 Agency Mortgage-Backed Securities FNMA 2042-11-01 4.500000 211990948.00 33679222.11 Agency Mortgage-Backed Securities FNMA 2035-01-01 2.000000 34599794.00 34589798.50 Agency Mortgage-Backed Securities Y 2020-02-04 2020-02-04 2020-02-14 Y BOFA SECURITIES INC 1.0000 7 N N/A N/A N N 0.0156 500000000.00 500000000.00 0.0320 N N Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK PLC 1.560000% BNT5SBE72 G5GSEF7VJP5I7OUK5573 0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government 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Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-07-01 3.100000 4542650.00 4685721.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2028-11-01 3.000000 7817024.00 2728336.91 Agency Mortgage-Backed Securities FNMA 2043-01-01 4.000000 5914793.00 1876169.18 Agency Mortgage-Backed Securities FNMA 2040-11-01 4.500000 571771.00 143664.91 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.000000 8126078.00 3170966.73 Agency Mortgage-Backed Securities FNMA 2042-07-01 4.479000 10428617.00 745046.92 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 2895483.00 2183281.41 Agency Mortgage-Backed Securities FNMA 2037-05-01 3.500000 4032366.00 3039055.29 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.000000 1057578.00 452164.19 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.000000 6574084.00 5978631.54 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 26177781.00 23000578.12 Agency 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6971085.25 Agency Mortgage-Backed Securities FMAC 2044-12-01 4.000000 20432690.00 9318262.14 Agency Mortgage-Backed Securities FNMA 2057-01-01 3.500000 37000000.00 29784944.27 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.500000 2661570.00 2121315.05 Agency Mortgage-Backed Securities FNMA 2049-11-01 3.000000 484672.00 495181.47 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.000000 31608884.00 28058191.51 Agency Mortgage-Backed Securities FMAC 2027-11-01 2.500000 2780285.00 671626.74 Agency Mortgage-Backed Securities FMAC 2042-03-01 4.000000 1202376.00 634524.22 Agency Mortgage-Backed Securities FNMA 2050-01-01 2.500000 66186266.00 66484763.31 Agency Mortgage-Backed Securities FMAC 2044-02-01 3.500000 26665471.00 15209728.71 Agency Mortgage-Backed Securities FMAC 2042-03-01 3.500000 3693767.00 1302414.11 Agency Mortgage-Backed Securities FMAC 2045-06-01 4.000000 1040.00 576.43 Agency Mortgage-Backed Securities FMAC 2048-12-01 5.000000 13080469.00 10493403.62 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.500000 6408562.00 6947814.78 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.500000 15636289.00 12897046.15 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.000000 9191282.00 7603421.27 Agency Mortgage-Backed Securities FMAC 2047-06-01 4.000000 5569382.00 5439817.54 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.500000 17297500.00 13681137.44 Agency Mortgage-Backed Securities FMAC 2047-11-01 3.500000 1761168.00 1542618.60 Agency Mortgage-Backed Securities FMAC 2048-04-01 4.000000 1187450.00 1061671.88 Agency Mortgage-Backed Securities FNMA 2040-12-01 4.000000 1039523.00 145087.14 Agency Mortgage-Backed Securities FNMA 2031-10-01 2.500000 412768.00 253541.15 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.000000 5174160.00 4530243.68 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.500000 1000.00 971.72 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.000000 1000.00 919.89 Agency Mortgage-Backed Securities FNMA 2033-07-01 4.000000 125055.00 108182.66 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.000000 65144548.00 64778931.10 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.500000 90892800.00 96015922.18 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 900000000.00 900000000.00 0.0576 N Y Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA NA 1.590000% BNT5SSW18 B4TYDEB6GKMZO031MB27 0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2045-08-20 3.500000 664860499.00 286798887.78 Agency Mortgage-Backed Securities GNMA 2045-12-20 3.500000 529210685.00 253951112.33 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 525000000.00 525000000.00 0.0336 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NE 1.590000% BNT5SSW34 ES7IP3U3RHIGC71XBU11 0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2048-10-01 4.000000 60980637.00 42226354.47 Agency Mortgage-Backed Securities GNMA 2049-01-20 4.500000 249695934.00 153919066.32 Agency Mortgage-Backed Securities FNMA 2043-05-01 3.500000 13591082.00 12353130.16 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.500000 10411269.00 9783309.03 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.000000 54737129.00 38709883.41 Agency Mortgage-Backed Securities FMAC 2049-10-01 3.000000 85874283.00 86390525.20 Agency Mortgage-Backed Securities FNMA 2049-06-01 4.000000 601345.00 463003.72 Agency Mortgage-Backed Securities FNMA 2049-12-01 3.000000 50000000.00 50871716.81 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.000000 613058.00 623601.25 Agency Mortgage-Backed Securities FMAC 2034-11-01 3.000000 25779304.00 26298838.72 Agency Mortgage-Backed Securities FNMA 2050-01-01 2.500000 34448819.00 34604181.74 Agency Mortgage-Backed Securities FMAC 2045-10-01 3.500000 1000469.00 625690.74 Agency Mortgage-Backed Securities FMAC 2048-05-01 4.500000 21752847.00 20096302.90 Agency Mortgage-Backed Securities FMAC 2033-11-01 4.000000 49457908.00 41671022.56 Agency Mortgage-Backed Securities FMAC 2034-11-01 2.500000 2668498.00 2689101.70 Agency Mortgage-Backed Securities FMAC 2035-01-01 3.000000 31080062.00 32080145.88 Agency Mortgage-Backed Securities FMAC 2035-01-01 3.000000 1003351.00 1037499.71 Agency Mortgage-Backed Securities FMAC 2034-12-01 3.000000 11090297.00 11420689.38 Agency Mortgage-Backed Securities FNMA 2039-12-01 3.000000 25771586.00 26385936.58 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 575000000.00 575000000.00 0.0368 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 1.580000% BNT5SSW75 R0MUWSFPU8MPRO8K5P83 0 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 2040-02-15 4.625000 9635900.00 14272115.09 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2022-05-15 0.00 1000.00 960.11 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-11-15 0.00 23000.00 18426.45 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 20.84 19.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-08-15 0.00 5896979.56 4470653.53 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-11-15 0.00 45.92 37.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-11-15 0.00 1438489.10 1110725.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 216.66 200.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 81.62 57.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-02-15 0.00 44.00 32.94 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-05-15 0.00 3.00 2.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-11-15 0.00 29.02 21.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 0.00 21.27 19.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-11-15 0.00 8.60 6.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 7.875000 500.00 550.68 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 100.00 97.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 0.00 100.00 92.65 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 700.00 516.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-08-15 0.00 10.00 7.39 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 0.00 22.60 22.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 0.00 202924.46 190487.02 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 676.38 614.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-05-15 0.00 282.31 246.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 812.31 703.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 2100.00 1347.09 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2029-09-15 0.00 6000.00 4929.40 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 8.125000 800.00 910.37 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-02-15 0.00 95.92 75.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-05-15 0.00 461302.31 386551.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 0.60 0.59 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-02-15 0.00 40.96 35.99 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-05-15 0.00 8456.51 6292.27 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 105.02 90.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-08-15 0.00 10672935.16 9084162.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 422.23 347.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 2.40 1.69 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 347.46 237.48 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 136.18 88.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 2565.33 1628.93 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-11-15 0.00 997.85 628.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 0.00 717.38 442.28 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 201.58 139.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-08-15 0.00 15.50 10.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 0.00 300.00 199.12 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-11-15 0.00 100.00 64.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 48.21 29.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 0.00 5654.22 3398.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 1269.76 758.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 0.00 1663.26 986.37 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 100.00 105.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 0.00 42.03 24.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-31 1.875000 200.00 202.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-08-15 0.00 35.20 20.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 0.00 681.61 383.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 0.00 100.00 57.48 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-05-15 0.00 54.83 30.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-11-15 0.00 1615.70 903.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 0.00 36.84 20.51 U.S. Treasuries (including strips) FMAC 2028-03-15 0.00 1000.00 851.91 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-11-15 0.00 300.00 283.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-31 2.250000 100.00 104.54 U.S. Treasuries (including strips) FHLB 2036-08-08 2.790000 10000.00 10122.64 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2023-05-31 2.750000 3410800.00 3579527.06 U.S. Treasuries (including strips) FHLB 2033-07-11 3.930000 10000.00 10698.36 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2025-10-31 3.000000 22471900.00 24589458.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 0.00 200.00 110.69 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-05-21 0.00 200.00 199.05 U.S. Treasuries (including strips) FHLB 2036-05-28 3.540000 2915000.00 2961630.28 Agency Debentures and Agency Strips FMAC 2020-07-22 1.540000 13000.00 13001.75 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2026-08-31 1.375000 41394100.00 41418503.19 U.S. Treasuries (including strips) FNMA 2020-09-30 1.500000 2000.00 2007.99 Agency Debentures and Agency Strips Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0158 100000000.00 100000000.00 0.0064 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO 1.570000% BNT5SSWH3 FOR8UP27PHTHYVLBNG30 0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-01-01 3.500000 529171.00 52191.25 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-06-01 4.500000 600000.00 91458.07 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-09-30 1.375000 2535100.00 2547701.73 U.S. Treasuries (including strips) FMAC 2042-10-01 3.000000 50000000.00 23825196.38 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-15 1.500000 8245200.00 8268147.02 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 136900.00 170228.79 U.S. Treasuries (including strips) FMAC 2042-12-01 3.500000 33363072.00 16595697.85 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2049-02-15 1.000000 9310500.00 11429852.86 U.S. Treasuries (including strips) FMAC 2033-05-01 2.500000 27000.00 21988.59 Agency Mortgage-Backed Securities FNMA 2033-08-01 4.500000 306457.00 28716.36 Agency Mortgage-Backed Securities FMAC 2033-10-01 3.500000 32501.00 22918.88 Agency Mortgage-Backed Securities FNMA 2048-07-01 5.000000 96164.00 93266.58 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2021-10-31 1.500000 21748800.00 21857570.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-10-31 1.500000 487692800.00 490131853.52 U.S. Treasuries (including strips) FMAC 2033-01-01 3.000000 3160000.00 2561367.75 Agency Mortgage-Backed Securities FMAC 2029-04-01 4.500000 980299.00 32780.04 Agency Mortgage-Backed Securities FMAC 2048-01-01 3.500000 1203306.00 1083394.22 Agency Mortgage-Backed Securities FMAC 2048-06-01 4.000000 1274000.00 1177780.80 Agency Mortgage-Backed Securities FMAC 2049-08-01 4.000000 1573982.00 1615742.03 Agency Mortgage-Backed Securities FMAC 2049-03-01 4.000000 301210112.00 293410433.56 Agency Mortgage-Backed Securities FMAC 2049-10-01 3.500000 386984.00 404218.06 Agency Mortgage-Backed Securities FNMA 2032-07-01 6.000000 749999.00 6600.52 Agency Mortgage-Backed Securities FNMA 2029-07-01 4.000000 289872.00 109518.55 Agency Mortgage-Backed Securities FNMA 2028-01-01 3.350000 806000.00 856293.84 Agency Mortgage-Backed Securities FNMA 2047-03-01 4.000000 79777024.00 62735181.00 Agency Mortgage-Backed Securities FNMA 2032-03-01 2.500000 1349932.00 990793.36 Agency Mortgage-Backed Securities FNMA 2030-09-01 4.000000 1653718.00 830363.06 Agency Mortgage-Backed Securities FNMA 2032-01-01 2.500000 135892.00 99245.60 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.000000 6757000.00 6213135.76 Agency Mortgage-Backed Securities FNMA 2048-08-01 3.500000 39729.00 30203.81 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.000000 1039016.00 1090408.77 Agency Mortgage-Backed Securities FNMA 2034-08-01 4.000000 1411710.00 1476760.37 Agency Mortgage-Backed Securities FNMA 2047-11-01 3.500000 400000.00 334866.04 Agency Mortgage-Backed Securities FNMA 2049-07-01 4.000000 45224960.00 48133452.62 Agency Mortgage-Backed Securities FNMA 2034-12-01 3.500000 24687808.00 26002428.83 Agency Mortgage-Backed Securities FNMA 2021-03-01 5.000000 5670152.00 9988.65 Agency Mortgage-Backed Securities FNMA 2025-02-01 4.000000 75156.00 5487.81 Agency Mortgage-Backed Securities FNMA 2029-09-01 3.500000 1169274.00 413581.64 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 1000000000.00 1000000000.00 0.0640 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES INC 1.590000% BNT5SSWR1 549300HN4UKV1E2R3U73 0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 311112655.00 38492175.27 Agency Mortgage-Backed Securities FMAC 2047-07-01 3.500000 45120116.00 38267239.58 Agency Mortgage-Backed Securities FNMA 2047-02-01 3.500000 50407819.00 37400462.37 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.500000 1600982.00 942223.12 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.000000 38161375.00 38093705.43 Agency Mortgage-Backed Securities FMAC 2046-11-01 3.000000 54750000.00 41911877.14 Agency Mortgage-Backed Securities FMAC 2049-05-01 4.500000 46352690.00 40765957.76 Agency Mortgage-Backed Securities FMAC 2050-01-01 3.000000 37860411.00 38781996.50 Agency Mortgage-Backed Securities FMAC 2050-01-01 3.000000 39834424.00 40530796.12 Agency Mortgage-Backed Securities FNMA 2041-02-01 4.500000 319357058.00 39879205.86 Agency Mortgage-Backed Securities FNMA 2058-05-01 3.000000 46088978.00 42270392.63 Agency Mortgage-Backed Securities FNMA 2046-05-01 2.771000 36690139.00 37622075.66 Agency Mortgage-Backed Securities FNMA 2046-01-01 3.500000 37410206.00 37807068.22 Agency Mortgage-Backed Securities FNMA 2035-01-01 3.500000 168462.00 177290.66 Agency Mortgage-Backed Securities FNMA 2039-03-01 4.000000 39927361.00 42057534.51 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 500000000.00 500000000.00 0.0320 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 1.570000% BNT5SSWX8 MBNUM2BPBDO7JBLYG310 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2027-08-15 6.375000 1257000.00 1734996.24 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-11-15 6.125000 1214400.00 1646460.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-05-15 2.375000 100.00 106.70 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-06-15 1.500000 29700.00 29748.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-15 0.375000 600.00 656.23 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 32000.00 34075.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-11-15 2.250000 83462000.00 88485545.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-01-15 0.500000 20497400.00 22392117.23 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 112082000.00 112082000.00 0.0072 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.029999% BRS9FKAT6 O2RNE8IBXP4R0TD8PU41 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 2021-07-15 0.625000 66254625.00 76380034.44 U.S. Treasuries (including strips) Y 2020-02-07 2020-02-07 2050-01-01 Y SOCIETE GENERALE (NEW YORK BRANCH) 1.0000 7 N N/A N/A N N 0.0103 74999999.99 74999999.99 0.0048 N N Y N Northern Institutional Funds 2020-02-07 Peter K Ewing Peter K Ewing President