N-MFP2 0000710124 XXXXXXXX 2023-08-31 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 Government/Agency N 24 67 11986196771.83 12295752973.68 12473871277.60 12618487220.33 14166393734.84 14336446299.19 14559994432.30 14679458322.28 0.00 0.6778 0.6886 0.6890 0.6911 0.8010 0.8029 0.8042 0.8039 0.0000 0.00 18593010163.70 18596422670.41 57647253.54 373879660.59 18280190263.36 18280254949.5700 1.0000 0.0542 0.9998 0.9998 0.9998 0.9998 0.0000 C000003449 5000000.00 18280190263.36 18280254949.5700 0.9998 0.9998 0.9998 0.9998 0.0000 4214998985.89 4507988282.42 3323949807.41 3171355264.44 3485495961.81 3254943082.55 3261017880.69 3124659200.25 0.00 0.00 17095883573.04 16726409228.99 0.0517 Y The Investment Advisor Reimbursed $22,750.70 of fees during the period C000003450 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 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 5.419998% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 U.S. Government Agency Debt Y 2023-09-01 2024-03-14 2024-03-14 N N N 0.0539 65023859.55 65023859.55 0.0036 N N N N FEDERAL HOME LOAN BANKS FHLB 5.419998% 3130AVEY4 2549001DPIFGXC1TOL40 US3130AVEY46 U.S. Government Agency Debt Y 2023-09-01 2024-03-06 2024-03-06 N N N 0.0534 50029856.00 50029856.00 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 5.419998% 3130AVF23 2549001DPIFGXC1TOL40 US3130AVF234 U.S. Government Agency Debt Y 2023-09-01 2023-09-06 2023-09-06 N N N 0.0534 395000955.90 395000955.90 0.0216 N N Y N FEDERAL HOME LOAN BANKS FHLB 5.400000% 3130AVGU0 2549001DPIFGXC1TOL40 US3130AVGU06 U.S. Government Agency Debt Y 2024-03-27 2024-03-27 2024-03-27 N N N 0.0578 59869483.80 59869483.80 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 5.540000% 3130AVJ37 2549001DPIFGXC1TOL40 US3130AVJ376 U.S. Government Agency Debt Y 2024-04-24 2024-04-24 2024-04-24 N N N 0.0561 24986541.50 24986541.50 0.0014 N N N N FEDERAL HOME LOAN BANKS FHLB 5.330000% 3130AVJ78 2549001DPIFGXC1TOL40 US3130AVJ780 U.S. Government Agency Debt Y 2024-04-26 2024-04-26 2024-04-26 N N N 0.0560 44919242.10 44919242.10 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 5.350000% 3130AVJ86 2549001DPIFGXC1TOL40 US3130AVJ863 U.S. Government Agency Debt Y 2024-04-26 2024-04-26 2024-04-26 N N N 0.0579 54842321.60 54842321.60 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 5.270000% 3130AVLA8 2549001DPIFGXC1TOL40 US3130AVLA86 U.S. Government Agency Debt Y 2024-05-03 2024-05-03 2024-05-03 N N N 0.0578 179379300.60 179379300.60 0.0098 N N N N FEDERAL HOME LOAN BANKS FHLB 5.300000% 3130AVR20 2549001DPIFGXC1TOL40 US3130AVR205 U.S. Government Agency Debt Y 2024-05-17 2024-05-17 2024-05-17 N N N 0.0578 164427999.45 164427999.45 0.0090 N N N N FEDERAL HOME LOAN BANKS FHLB 5.370000% 3130AVSS2 2549001DPIFGXC1TOL40 US3130AVSS22 U.S. Government Agency Debt Y 2024-05-21 2024-05-21 2024-05-21 N N N 0.0562 24953283.75 24953283.75 0.0014 N N N N FEDERAL HOME LOAN BANKS FHLB 5.330000% 3130AVTN2 2549001DPIFGXC1TOL40 US3130AVTN26 U.S. Government Agency Debt Y 2024-05-24 2024-05-24 2024-05-24 N N N 0.0584 29887724.40 29887724.40 0.0016 N N N N FEDERAL HOME LOAN BANKS FHLB 5.404996% 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 U.S. Government Agency Debt Y 2023-09-01 2024-10-28 2024-10-28 N N N 0.0543 105016386.30 105016386.30 0.0057 N N N N FEDERAL HOME LOAN BANKS FHLB 5.400000% 3130AVVR0 2549001DPIFGXC1TOL40 US3130AVVR02 U.S. Government Agency Debt Y 2024-05-30 2024-05-30 2024-05-30 N N N 0.0581 99688645.00 99688645.00 0.0055 N N N N FEDERAL HOME LOAN BANKS FHLB 5.404996% 3130AVX64 2549001DPIFGXC1TOL40 US3130AVX641 U.S. Government Agency Debt Y 2023-09-01 2024-11-08 2024-11-08 N N N 0.0541 105039294.15 105039294.15 0.0057 N N N N FEDERAL HOME LOAN BANKS FHLB 5.310000% 3130AW5K2 2549001DPIFGXC1TOL40 US3130AW5K29 U.S. Government Agency Debt Y 2024-06-14 2024-06-14 2024-06-14 N N N 0.0582 59766458.40 59766458.40 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 5.440000% 3130AWAL4 2549001DPIFGXC1TOL40 US3130AWAL44 U.S. Government Agency Debt Y 2024-06-21 2024-06-21 2024-06-21 N N N 0.0593 24903530.00 24903530.00 0.0014 N N N N FEDERAL HOME LOAN BANKS FHLB 5.600000% 3130AWBW9 2549001DPIFGXC1TOL40 US3130AWBW99 U.S. Government Agency Debt Y 2024-06-26 2024-06-26 2024-06-26 N N N 0.0596 77764762.92 77764762.92 0.0043 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.510000% 3130AWFH8 2549001DPIFGXC1TOL40 US3130AWFH86 U.S. Government Agency Debt Y 2024-07-12 2024-07-12 2024-07-12 N N N 0.0586 149536639.50 149536639.50 0.0082 N N N N FEDERAL HOME LOAN BANKS FHLB 5.620000% 3130AWHM5 2549001DPIFGXC1TOL40 US3130AWHM53 U.S. Government Agency Debt Y 2024-07-23 2024-07-23 2024-07-23 N N N 0.0591 199463674.00 199463674.00 0.0109 N N N N FEDERAL HOME LOAN BANKS FHLB 5.459997% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt Y 2023-09-01 2025-07-25 2025-07-25 N N N 0.0546 67046967.67 67046967.67 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 5.439999% 3130AWPC8 2549001DPIFGXC1TOL40 US3130AWPC89 U.S. Government Agency Debt Y 2023-09-01 2025-04-21 2025-04-21 N N N 0.0547 80012485.60 80012485.60 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 5.580000% 3130AWPE4 2549001DPIFGXC1TOL40 US3130AWPE46 U.S. Government Agency Debt Y 2024-08-19 2024-08-19 2024-08-19 N N N 0.0591 104678227.50 104678227.50 0.0057 N N N N FEDERAL HOME LOAN BANKS FHLB 5.660000% 3130AWZ37 2549001DPIFGXC1TOL40 US3130AWZ370 U.S. Government Agency Debt Y 2024-09-20 2024-09-20 2024-09-20 N N N 0.0542 100059846.00 100059846.00 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LQ1 254900C5LP6DN9OP9V83 US313312LQ15 U.S. Government Agency Debt Y 2023-09-12 2023-09-12 2023-09-12 N N N 0.0525 6989074.40 6989074.40 0.0004 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312MG2 254900C5LP6DN9OP9V83 US313312MG24 U.S. Government Agency Debt Y 2023-09-28 2023-09-28 2023-09-28 N N N 0.0525 9961732.80 9961732.80 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312NH9 254900C5LP6DN9OP9V83 US313312NH97 U.S. Government Agency Debt Y 2023-10-23 2023-10-23 2023-10-23 N N N 0.0528 19851908.20 19851908.20 0.0011 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312PR5 254900C5LP6DN9OP9V83 US313312PR51 U.S. Government Agency Debt Y 2023-11-24 2023-11-24 2023-11-24 N N N 0.0530 19760444.40 19760444.40 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312QB9 254900C5LP6DN9OP9V83 US313312QB90 U.S. Government Agency Debt Y 2023-12-04 2023-12-04 2023-12-04 N N N 0.0529 9866303.50 9866303.50 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312QJ2 254900C5LP6DN9OP9V83 US313312QJ27 U.S. Government Agency Debt Y 2023-12-11 2023-12-11 2023-12-11 N N N 0.0529 19712838.40 19712838.40 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312QR4 254900C5LP6DN9OP9V83 US313312QR43 U.S. Government Agency Debt Y 2023-12-18 2023-12-18 2023-12-18 N N N 0.0529 9846544.80 9846544.80 0.0005 N N N N FEDERAL HOME LOAN BANKS FHLB 313384LD9 2549001DPIFGXC1TOL40 US313384LD96 U.S. Government Agency Debt Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0525 105000000.00 105000000.00 0.0057 N Y Y N FEDERAL HOME LOAN BANKS FHLB 313384MA4 2549001DPIFGXC1TOL40 US313384MA49 U.S. Government Agency Debt Y 2023-09-22 2023-09-22 2023-09-22 N N N 0.0525 49851120.00 49851120.00 0.0027 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384NE5 2549001DPIFGXC1TOL40 US313384NE51 U.S. Government Agency Debt Y 2023-10-20 2023-10-20 2023-10-20 N N N 0.0528 49651055.00 49651055.00 0.0027 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.349999% 3133ENFM7 254900C5LP6DN9OP9V83 US3133ENFM75 U.S. Government Agency Debt Y 2023-09-01 2023-09-29 2023-09-29 N N N 0.0537 24999849.25 24999849.25 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.359996% 3133ENGX2 254900C5LP6DN9OP9V83 US3133ENGX22 U.S. Government Agency Debt Y 2023-09-01 2023-12-13 2023-12-13 N N N 0.0537 40002156.80 40002156.80 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.327499% 3133ENQL7 254900C5LP6DN9OP9V83 US3133ENQL73 U.S. Government Agency Debt Y 2023-09-01 2023-12-04 2023-12-04 N N N 0.0536 10000182.10 10000182.10 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.349999% 3133ENRF9 254900C5LP6DN9OP9V83 US3133ENRF96 U.S. Government Agency Debt Y 2023-09-01 2023-10-11 2023-10-11 N N N 0.0535 49997821.50 49997821.50 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.339998% 3133ENTA8 254900C5LP6DN9OP9V83 US3133ENTA81 U.S. Government Agency Debt Y 2023-09-01 2023-11-28 2023-11-28 N N N 0.0538 24999766.25 24999766.25 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.344999% 3133ENUQ1 254900C5LP6DN9OP9V83 US3133ENUQ15 U.S. Government Agency Debt Y 2023-09-01 2024-02-20 2024-02-20 N N N 0.0538 3000023.31 3000023.31 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.327499% 3133ENYD6 254900C5LP6DN9OP9V83 US3133ENYD65 U.S. Government Agency Debt Y 2023-09-01 2023-12-07 2023-12-07 N N N 0.0536 45000752.40 45000752.40 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.454997% 3133EPBV6 254900C5LP6DN9OP9V83 US3133EPBV68 U.S. Government Agency Debt Y 2023-09-01 2025-02-24 2025-02-24 N N N 0.0549 34981806.30 34981806.30 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPCZ6 254900C5LP6DN9OP9V83 US3133EPCZ63 U.S. Government Agency Debt Y 2023-09-01 2025-01-13 2025-01-13 N N N 0.0543 85028593.15 85028593.15 0.0047 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.449996% 3133EPDN2 254900C5LP6DN9OP9V83 US3133EPDN25 U.S. Government Agency Debt Y 2023-09-01 2024-03-20 2024-03-20 N N N 0.0546 69999946.10 69999946.10 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.449996% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt Y 2023-09-01 2025-01-03 2025-01-03 N N N 0.0551 34991303.55 34991303.55 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 U.S. Government Agency Debt Y 2023-09-01 2025-04-10 2025-04-10 N N N 0.0547 20005405.00 20005405.00 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.434999% 3133EPGJ8 254900C5LP6DN9OP9V83 US3133EPGJ85 U.S. Government Agency Debt Y 2023-09-01 2025-04-21 2025-04-21 N N N 0.0550 84954250.45 84954250.45 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.434999% 3133EPHV0 254900C5LP6DN9OP9V83 US3133EPHV05 U.S. Government Agency Debt Y 2023-09-01 2025-05-05 2025-05-05 N N N 0.0543 75035554.50 75035554.50 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.449996% 3133EPJB2 254900C5LP6DN9OP9V83 US3133EPJB23 U.S. Government Agency Debt Y 2023-09-01 2025-03-10 2025-03-10 N N N 0.0540 65043174.95 65043174.95 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.369997% 3133EPJG1 254900C5LP6DN9OP9V83 US3133EPJG10 U.S. Government Agency Debt Y 2023-09-01 2024-05-09 2024-05-09 N N N 0.0540 114998444.05 114998444.05 0.0063 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 5.469998% 3133EPLA1 254900C5LP6DN9OP9V83 US3133EPLA12 U.S. Government Agency Debt Y 2023-09-01 2025-06-02 2025-06-02 N N N 0.0544 45034144.20 45034144.20 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.474998% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 U.S. Government Agency Debt Y 2023-09-01 2024-12-13 2024-12-13 N N N 0.0547 30010358.10 30010358.10 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPNN1 254900C5LP6DN9OP9V83 US3133EPNN15 U.S. Government Agency Debt Y 2023-09-01 2025-06-30 2025-06-30 N N N 0.0547 50027989.50 50027989.50 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.490000% 3133EPNP6 254900C5LP6DN9OP9V83 US3133EPNP62 U.S. Government Agency Debt Y 2023-09-01 2025-06-30 2025-06-30 N N N 0.0548 60031732.20 60031732.20 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 U.S. Government Agency Debt Y 2023-09-01 2025-07-07 2025-07-07 N N N 0.0547 35015204.00 35015204.00 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.474998% 3133EPPZ2 254900C5LP6DN9OP9V83 US3133EPPZ27 U.S. Government Agency Debt Y 2023-09-01 2025-07-14 2025-07-14 N N N 0.0550 95014159.75 95014159.75 0.0052 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 5.459997% 3133EPQQ1 254900C5LP6DN9OP9V83 US3133EPQQ19 U.S. Government Agency Debt Y 2023-09-01 2025-07-21 2025-07-21 N N N 0.0548 15004547.40 15004547.40 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPRW7 254900C5LP6DN9OP9V83 US3133EPRW77 U.S. Government Agency Debt Y 2023-09-01 2025-08-04 2025-08-04 N N N 0.0549 20001025.40 20001025.40 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.464998% 3133EPTU9 254900C5LP6DN9OP9V83 US3133EPTU93 U.S. Government Agency Debt Y 2023-09-01 2025-05-22 2025-05-22 N N N 0.0543 65036268.70 65036268.70 0.0036 N N N N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 5.448067% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y 2023-09-05 2023-10-31 2023-10-31 N N N 0.0536 230022776.90 230022776.90 0.0126 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 5.338069% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y 2023-09-05 2024-04-30 2024-04-30 N N N 0.0537 54984420.70 54984420.70 0.0030 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES 5.310000% ZBUT11V806EZRVTWT807 0 BNT89HZR7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-07-01 5.500000 1300000.00 7927.15 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-08-01 6.000000 1010000.00 7692.50 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2041-03-20 4.500000 1020892000.00 51079427.63 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-07-01 6.000000 910000.00 20977.71 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 3500000.00 319130.93 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-03-01 5.500000 7300000.00 425837.03 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-11-01 4.000000 17600000.00 3544446.92 Agency Mortgage-Backed Securities FNMA 2042-07-01 4.000000 200000.00 42038.40 Agency Mortgage-Backed Securities FNMA 2046-07-01 3.000000 2500000.00 937610.11 Agency Mortgage-Backed Securities FNMA 2047-01-01 4.000000 33000.00 5409.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 850000.00 235291.93 Agency Mortgage-Backed Securities FNMA 2047-03-01 3.000000 50000.00 12850.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 3000000.00 1002942.72 Agency Mortgage-Backed Securities FNMA 2032-04-01 6.500000 1450000.00 15236.52 Agency Mortgage-Backed Securities FNMA 2047-06-01 3.500000 52995.00 6698.78 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.000000 3650000.00 410390.29 Agency Mortgage-Backed Securities GNMA 2048-02-20 4.500000 1228320.00 130165.53 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.000000 129000.00 17091.05 Agency Mortgage-Backed Securities FNMA 2048-01-01 3.500000 71000.00 12592.72 Agency Mortgage-Backed Securities FNMA 2045-06-01 4.000000 192000.00 49501.01 Agency Mortgage-Backed Securities FNMA 2044-11-01 5.000000 558000.00 86203.54 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.500000 504000.00 78663.41 Agency Mortgage-Backed Securities FNMA 2041-01-01 4.000000 266517.00 16892.00 Agency Mortgage-Backed Securities FNMA 2056-05-01 3.500000 2000000.00 619603.59 Agency Mortgage-Backed Securities FNMA 2044-07-01 5.000000 9625510.00 1865607.45 Agency Mortgage-Backed Securities FNMA 2042-02-01 4.000000 1180000.00 184440.42 Agency Mortgage-Backed Securities FNMA 2034-06-01 4.000000 2450000.00 428997.66 Agency Mortgage-Backed Securities FNMA 2057-09-01 3.500000 693912.00 260148.99 Agency Mortgage-Backed Securities FNMA 2059-04-01 3.000000 5000000.00 2365684.18 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.500000 19235000.00 5670407.66 Agency Mortgage-Backed Securities FNMA 2034-09-01 3.500000 117000.00 34817.22 Agency Mortgage-Backed Securities FNMA 2038-11-01 5.500000 605522.00 7177.09 Agency Mortgage-Backed Securities FMAC 2039-05-01 4.000000 1078000.00 13068.28 Agency Mortgage-Backed Securities GNMA 2050-09-20 2.500000 3000000.00 1375093.42 Agency Mortgage-Backed Securities FMAC 2048-05-01 3.500000 4500000.00 1874092.07 Agency Mortgage-Backed Securities FNMA 2043-08-01 4.000000 400000.00 86443.35 Agency Mortgage-Backed Securities GNMA 2049-01-20 5.000000 200000.00 42436.82 Agency Mortgage-Backed Securities FNMA 2050-07-01 2.500000 17134816.00 6978511.23 Agency Mortgage-Backed Securities FNMA 2051-03-01 2.000000 650000.00 432449.94 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.000000 265000.00 65640.15 Agency Mortgage-Backed Securities GNMA 2050-05-20 3.000000 1942602.00 820743.86 Agency Mortgage-Backed Securities FNMA 2035-06-01 3.000000 2713000.00 842596.23 Agency Mortgage-Backed Securities FNMA 2049-06-01 3.500000 27228352.00 10706344.92 Agency Mortgage-Backed Securities FNMA 2049-10-01 3.000000 69000.00 22055.22 Agency Mortgage-Backed Securities FNMA 2050-06-01 3.500000 58000.00 21788.93 Agency Mortgage-Backed Securities FNMA 2050-08-01 3.500000 1457830.00 673301.16 Agency Mortgage-Backed Securities FNMA 2052-05-01 3.500000 165000.00 137172.14 Agency Mortgage-Backed Securities FNMA 2040-04-01 3.000000 444969.00 223877.39 Agency Mortgage-Backed Securities FNMA 2051-11-01 2.000000 3358000.00 2365829.74 Agency Mortgage-Backed Securities FNMA 2031-06-01 7.500000 1000000.00 6045.28 Agency Mortgage-Backed Securities GNMA 2062-02-20 2.500000 297072.00 103988.13 Agency Mortgage-Backed Securities FNMA 2033-01-01 2.500000 532000.00 92815.28 Agency Mortgage-Backed Securities FNMA 2034-12-01 3.000000 7000000.00 1421402.81 Agency Mortgage-Backed Securities FNMA 2049-07-01 3.500000 126001.00 17093.34 Agency Mortgage-Backed Securities FNMA 2051-11-01 2.500000 235902.00 171817.49 Agency Mortgage-Backed Securities FNMA 2036-11-01 5.500000 2125000.00 8771.49 Agency Mortgage-Backed Securities FNMA 2052-07-01 4.000000 3020000.00 2623968.24 Agency Mortgage-Backed Securities FNMA 2041-04-01 4.500000 725942.00 23899.11 Agency Mortgage-Backed Securities FNMA 2034-02-01 5.500000 14325000.00 102773.46 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.500000 269000.00 76398.23 Agency Mortgage-Backed Securities FNMA 2041-07-01 4.500000 1197206.00 386738.43 Agency Mortgage-Backed Securities FNMA 2050-04-01 3.000000 560155.00 71255.85 Agency Mortgage-Backed Securities FNMA 2038-02-01 5.500000 11000000.00 226294.16 Agency Mortgage-Backed Securities FNMA 2039-03-01 4.000000 348098.00 7835.42 Agency Mortgage-Backed Securities GNMA 2062-07-20 4.000000 831910.00 747512.45 Agency Mortgage-Backed Securities GNMA 2062-05-20 3.000000 1819004.00 1385870.20 Agency Mortgage-Backed Securities FNMA 2052-04-01 4.000000 6234000.00 5233537.86 Agency Mortgage-Backed Securities FNMA 2046-03-01 4.500000 36521.00 6468.36 Agency Mortgage-Backed Securities GNMA 2062-10-20 2.500000 362811.00 288801.82 Agency Mortgage-Backed Securities FNMA 2041-07-01 5.000000 250000.00 12960.01 Agency Mortgage-Backed Securities FNMA 2051-09-01 4.000000 123000.00 72514.64 Agency Mortgage-Backed Securities GNMA 2062-07-20 3.000000 155224.00 127417.47 Agency Mortgage-Backed Securities GNMA 2042-09-20 4.000000 3052184.00 2451031.34 Agency Mortgage-Backed Securities FNMA 2044-11-01 5.000000 1116250.00 132590.60 Agency Mortgage-Backed Securities FNMA 2046-04-01 4.500000 159000.00 46328.51 Agency Mortgage-Backed Securities FNMA 2051-06-01 2.500000 3500000.00 2739339.14 Agency Mortgage-Backed Securities FNMA 2036-07-01 2.000000 25000.00 17777.39 Agency Mortgage-Backed Securities FNMA 2052-10-01 4.500000 4056720.00 3805094.15 Agency Mortgage-Backed Securities FNMA 2052-09-01 4.500000 258329.00 235595.34 Agency Mortgage-Backed Securities FNMA 2033-03-01 5.500000 21456864.00 123885.45 Agency Mortgage-Backed Securities FNMA 2040-12-01 4.000000 1275000.00 134997.68 Agency Mortgage-Backed Securities FNMA 2044-05-01 4.000000 800000.00 144557.41 Agency Mortgage-Backed Securities FNMA 2030-01-01 2.000000 280800.00 50571.26 Agency Mortgage-Backed Securities FNMA 2033-08-01 3.500000 2703320.00 675959.01 Agency Mortgage-Backed Securities FNMA 2035-09-01 5.500000 1794040.00 66491.54 Agency Mortgage-Backed Securities FNMA 2061-07-01 3.000000 84982000.00 57661428.53 Agency Mortgage-Backed Securities FNMA 2061-09-01 2.500000 100000.00 72507.52 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.000000 1654884.00 438808.29 Agency Mortgage-Backed Securities FNMA 2050-03-01 2.500000 29324384.00 5561294.55 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.000000 1345568.00 156964.36 Agency Mortgage-Backed Securities FNMA 2051-06-01 3.000000 700000.00 554408.27 Agency Mortgage-Backed Securities FNMA 2052-03-01 2.000000 3256900.00 2523341.94 Agency Mortgage-Backed Securities FNMA 2052-06-01 4.500000 4028540.00 3767887.66 Agency Mortgage-Backed Securities FNMA 2053-04-01 5.000000 1347794.00 1311004.91 Agency Mortgage-Backed Securities FMAC 2036-05-01 2.000000 31093760.00 20164761.44 Agency Mortgage-Backed Securities FNMA 2034-08-01 2.500000 18954464.00 6625160.22 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.000000 12021888.00 4293153.19 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.000000 250000.00 69807.78 Agency Mortgage-Backed Securities FNMA 2050-10-01 3.000000 1933752.00 1029759.96 Agency Mortgage-Backed Securities FNMA 2038-02-01 6.000000 1997282.00 1782568.75 Agency Mortgage-Backed Securities FNMA 2051-09-01 3.000000 3149684.00 2174075.53 Agency Mortgage-Backed Securities FNMA 2051-11-01 4.000000 1296778.00 1172229.75 Agency Mortgage-Backed Securities FNMA 2032-07-01 2.000000 1000000.00 314833.95 Agency Mortgage-Backed Securities FNMA 2038-07-01 6.000000 15803264.00 540857.17 Agency Mortgage-Backed Securities FMAC 2036-02-01 6.000000 5858497.00 32952.17 Agency Mortgage-Backed Securities FMAC 2042-04-01 3.500000 1370668.00 265866.85 Agency Mortgage-Backed Securities FNMA 2026-09-01 5.430000 2300000.00 1877135.93 Agency Mortgage-Backed Securities FNMA 2046-01-01 3.000000 185000.00 51878.01 Agency Mortgage-Backed Securities FNMA 2055-09-01 4.000000 1047926.00 473589.30 Agency Mortgage-Backed Securities FNMA 2053-05-01 6.000000 1097198.00 1127269.89 Agency Mortgage-Backed Securities FNMA 2053-04-01 6.500000 1082026.00 1102944.76 Agency Mortgage-Backed Securities FNMA 2053-05-01 5.500000 1052164.00 1040489.91 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.500000 42633792.00 11012087.24 Agency Mortgage-Backed Securities FNMA 2046-07-01 4.500000 24000.00 15352.02 Agency Mortgage-Backed Securities FMAC 2031-04-01 7.500000 12255229.00 8575.07 Agency Mortgage-Backed Securities FNMA 2052-05-01 2.000000 1079836.00 846420.98 Agency Mortgage-Backed Securities FNMA 2035-09-01 2.000000 724628.00 416915.16 Agency Mortgage-Backed Securities FNMA 2050-12-01 2.000000 100375.00 64008.92 Agency Mortgage-Backed Securities FNMA 2052-11-01 5.000000 19177312.00 18216633.93 Agency Mortgage-Backed Securities FNMA 2040-05-01 5.500000 416000.00 11475.34 Agency Mortgage-Backed Securities FNMA 2037-11-01 5.500000 3708584.00 103868.18 Agency Mortgage-Backed Securities GNMA 2045-10-20 4.000000 14123376.00 13161745.36 Agency Mortgage-Backed Securities GNMA 2056-11-20 3.000000 191032.00 157897.89 Agency Mortgage-Backed Securities FNMA 2032-06-01 6.500000 6505000.00 9875.05 Agency Mortgage-Backed Securities FNMA 2045-06-01 4.500000 253225.00 54365.30 Agency Mortgage-Backed Securities FNMA 2052-03-01 2.500000 224367.00 163235.51 Agency Mortgage-Backed Securities FNMA 2053-02-01 6.500000 1882938.00 1931555.63 Agency Mortgage-Backed Securities FNMA 2053-08-01 5.500000 1529786.00 1539045.36 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.000000 18572512.00 17523487.57 Agency Mortgage-Backed Securities FMAC 2031-06-01 7.500000 19921600.00 266762.87 Agency Mortgage-Backed Securities FMAC 2037-09-01 5.500000 21065000.00 550403.30 Agency Mortgage-Backed Securities FMAC 2053-07-01 6.500000 1069404.00 1096549.52 Agency Mortgage-Backed Securities FMAC 2053-06-01 6.500000 1172156.00 1197154.24 Agency Mortgage-Backed Securities FNMA 2041-05-01 4.500000 2000000.00 443924.91 Agency Mortgage-Backed Securities FNMA 2030-05-01 5.640000 1012000.00 839304.77 Agency Mortgage-Backed Securities FNMA 2032-06-01 3.500000 236557.00 33223.63 Agency Mortgage-Backed Securities FNMA 2032-06-01 3.500000 247056.00 25305.29 Agency Mortgage-Backed Securities FNMA 2028-04-01 3.000000 53000.00 5404.46 Agency Mortgage-Backed Securities FNMA 2031-04-01 2.500000 1000000.00 205065.87 Agency Mortgage-Backed Securities FNMA 2059-08-01 4.000000 186000.00 102930.50 Agency Mortgage-Backed Securities FNMA 2047-04-01 3.500000 4016952.00 1550250.45 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.500000 400000.00 72241.52 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.500000 134000.00 28584.12 Agency Mortgage-Backed Securities FNMA 2050-03-01 3.500000 7872880.00 4456013.84 Agency Mortgage-Backed Securities FNMA 2035-03-01 2.000000 165000.00 81793.37 Agency Mortgage-Backed Securities FNMA 2050-09-01 2.000000 300000.00 186096.88 Agency Mortgage-Backed Securities FNMA 2050-10-01 3.000000 1137258.00 615096.91 Agency Mortgage-Backed Securities FNMA 2051-07-01 4.000000 220000.00 180073.67 Agency Mortgage-Backed Securities FNMA 2053-07-01 6.500000 2570792.00 2636710.33 Agency Mortgage-Backed Securities FNMA 2037-10-01 3.000000 1332230.00 1181603.37 Agency Mortgage-Backed Securities FNMA 2052-07-01 3.500000 1437148.00 1262847.03 Agency Mortgage-Backed Securities FNMA 2052-05-01 3.500000 974237.00 838159.00 Agency Mortgage-Backed Securities FNMA 2052-06-01 3.500000 525567.00 448122.71 Agency Mortgage-Backed Securities FNMA 2053-01-01 6.000000 20680.00 20854.84 Agency Mortgage-Backed Securities FNMA 2052-09-01 5.500000 450101.00 442709.18 Agency Mortgage-Backed Securities FNMA 2052-09-01 4.500000 1811446.00 1644759.07 Agency Mortgage-Backed Securities FNMA 2053-05-01 3.500000 141008.00 125724.79 Agency Mortgage-Backed Securities FNMA 2052-09-01 4.000000 24452.00 22362.18 Agency Mortgage-Backed Securities FNMA 2052-11-01 5.000000 402290.00 387577.08 Agency Mortgage-Backed Securities FNMA 2053-01-01 6.000000 16491264.00 16521365.87 Agency Mortgage-Backed Securities FNMA 2053-02-01 5.000000 1214138.00 1170621.63 Agency Mortgage-Backed Securities FNMA 2053-04-01 4.500000 4246440.00 4015834.50 Agency Mortgage-Backed Securities FNMA 2053-04-01 5.000000 1713646.00 1654395.64 Agency Mortgage-Backed Securities FNMA 2053-05-01 4.500000 1319454.00 1250528.99 Agency Mortgage-Backed Securities FNMA 2053-05-01 6.000000 1094454.00 1110161.87 Agency Mortgage-Backed Securities FNMA 2053-05-01 6.000000 1241138.00 1247087.40 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.000000 1344220.00 1312029.52 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.500000 1334282.00 1324614.26 Agency Mortgage-Backed Securities FNMA 2053-08-01 6.000000 5749024.00 5834667.21 Agency Mortgage-Backed Securities FNMA 2053-07-01 6.500000 2045100.00 2115425.40 Agency Mortgage-Backed Securities FNMA 2053-08-01 5.500000 1025918.00 1036959.27 Agency Mortgage-Backed Securities FNMA 2053-08-01 5.500000 1869310.00 1883422.04 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.000000 1828124.00 1779651.16 Agency Mortgage-Backed Securities FNMA 2053-09-01 6.000000 1701500.00 1727424.05 Agency Mortgage-Backed Securities FNMA 2053-08-01 6.000000 10097344.00 10247764.13 Agency Mortgage-Backed Securities FNMA 2053-08-01 6.000000 3911244.00 3969509.80 Agency Mortgage-Backed Securities FNMA 2053-08-01 6.000000 1078038.00 1089574.08 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.500000 553000.00 103445.05 Agency Mortgage-Backed Securities FNMA 2035-04-01 2.500000 36543296.00 16932685.34 Agency Mortgage-Backed Securities FNMA 2050-07-01 3.000000 826377.00 400929.01 Agency Mortgage-Backed Securities FNMA 2051-07-01 2.500000 38178752.00 26807103.03 Agency Mortgage-Backed Securities FNMA 2052-03-01 2.000000 301570.00 222360.65 Agency Mortgage-Backed Securities FNMA 2052-04-01 2.500000 2080000.00 1552704.09 Agency Mortgage-Backed Securities FNMA 2053-01-01 7.000000 2929316.00 2863162.82 Agency Mortgage-Backed Securities FNMA 2053-04-01 7.000000 2399800.00 2477294.18 Agency Mortgage-Backed Securities FNMA 2053-07-01 7.000000 6155720.00 6383103.86 Agency Mortgage-Backed Securities FNMA 2044-07-01 3.500000 169932.00 50008.84 Agency Mortgage-Backed Securities FNMA 2050-05-01 3.500000 1500000.00 514590.03 Agency Mortgage-Backed Securities FNMA 2035-06-01 3.000000 491000.00 260687.28 Agency Mortgage-Backed Securities FNMA 2031-01-01 1.500000 35000.00 17742.80 Agency Mortgage-Backed Securities FNMA 2050-12-01 3.000000 2547956.00 1426527.30 Agency Mortgage-Backed Securities FNMA 2051-02-01 2.000000 10000000.00 6531575.32 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.500000 1921000.00 895058.34 Agency Mortgage-Backed Securities FNMA 2051-05-01 2.500000 22034688.00 13033605.06 Agency Mortgage-Backed Securities FNMA 2050-08-01 4.500000 74000.00 28843.23 Agency Mortgage-Backed Securities FNMA 2051-11-01 2.500000 830000.00 608955.67 Agency Mortgage-Backed Securities FNMA 2051-08-01 2.500000 5758000.00 4088282.27 Agency Mortgage-Backed Securities FNMA 2051-12-01 3.000000 306000.00 226244.25 Agency Mortgage-Backed Securities FNMA 2033-02-01 3.000000 26685472.00 18506621.12 Agency Mortgage-Backed Securities FNMA 2037-03-01 2.000000 350215.00 256298.98 Agency Mortgage-Backed Securities FNMA 2037-09-01 3.000000 83031168.00 73661850.86 Agency Mortgage-Backed Securities FNMA 2053-06-01 6.000000 29946920.00 30027897.44 Agency Mortgage-Backed Securities FNMA 2032-01-01 1.500000 6000000.00 4159581.64 Agency Mortgage-Backed Securities FNMA 2053-08-01 5.500000 868495.00 856611.38 Agency Mortgage-Backed Securities FNMA 2043-05-01 6.500000 1872232.00 1901051.86 Agency Mortgage-Backed Securities FNMA 2038-07-01 3.500000 1284772.00 1208748.12 Agency Mortgage-Backed Securities GNMA 2060-12-20 3.500000 312433.00 269198.20 Agency Mortgage-Backed Securities GNMA 2062-05-20 3.500000 590996.00 508344.15 Agency Mortgage-Backed Securities GNMA 2062-08-20 5.000000 78943.00 50486.18 Agency Mortgage-Backed Securities GNMA 2058-08-15 4.920000 1403800.00 1385060.67 Agency Mortgage-Backed Securities GNMA 2043-12-20 3.000000 1249506.00 1087149.71 Agency Mortgage-Backed Securities GNMA 2063-03-20 4.500000 155154.00 142254.45 Agency Mortgage-Backed Securities GNMA 2063-02-20 2.500000 60449.00 48402.68 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 2096216.00 2157749.72 Agency Mortgage-Backed Securities GNMA 2053-04-20 3.000000 15930368.00 14261869.05 Agency Mortgage-Backed Securities Y 2023-09-07 2023-09-07 2030-12-31 Y JP MORGAN SECURITIES LLC 1.0000 7 N N N 0.0531 600000000.00 600000000.00 0.0328 N N Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA 5.369997% 549300HXQQQCCUBS2Z23 0 BNT8H66T0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2044-04-01 4.000000 37730318.00 6579780.17 Agency Mortgage-Backed Securities FMAC 2045-10-01 3.500000 42233000.00 7479770.58 Agency Mortgage-Backed Securities FMAC 2046-08-01 3.500000 38400000.00 6368477.34 Agency Mortgage-Backed Securities FMAC 2046-02-01 4.000000 12318506.00 5406291.22 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.000000 26471454.00 6280601.67 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.000000 77785050.00 11036818.41 Agency Mortgage-Backed Securities FMAC 2047-02-01 4.000000 32886410.00 9303904.47 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2025-05-31 2.875000 10521900.00 10222612.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-08-15 2.875000 5412200.00 5077211.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-09-30 3.000000 61916800.00 60416493.00 U.S. Treasuries (including strips) FMAC 2048-07-01 3.500000 40000000.00 9958282.07 Agency Mortgage-Backed Securities FMAC 2041-01-01 4.500000 44092234.00 5823768.61 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.000000 14620862.00 4728286.75 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2029-05-15 2.375000 26450400.00 24132660.12 U.S. Treasuries (including strips) FMAC 2044-09-01 4.000000 27901342.00 5974019.04 Agency Mortgage-Backed Securities FMAC 2047-01-01 3.500000 20330000.00 8819343.52 Agency Mortgage-Backed Securities FMAC 2044-02-01 4.000000 26036389.00 5168537.74 Agency Mortgage-Backed Securities FMAC 2042-11-01 3.500000 31704232.00 6946700.46 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.500000 38725897.00 10739780.85 Agency Mortgage-Backed Securities FMAC 2046-10-01 3.000000 32085000.00 9703863.34 Agency Mortgage-Backed Securities FMAC 2049-03-01 5.000000 11889400.00 5743618.23 Agency Mortgage-Backed Securities FMAC 2044-02-01 3.500000 19000000.00 7499088.12 Agency Mortgage-Backed Securities FMAC 2041-10-01 4.000000 50000000.00 8292343.85 Agency Mortgage-Backed Securities FMAC 2041-07-01 4.500000 52839360.00 5187885.33 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2025-05-31 0.250000 15835600.00 14594127.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-06-30 0.875000 45700.00 41341.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-09-30 0.875000 22199000.00 19982802.50 U.S. Treasuries (including strips) FMAC 2048-01-01 4.000000 13700000.00 5387051.43 Agency Mortgage-Backed Securities FMAC 2035-10-01 2.000000 21478151.00 11985362.33 Agency Mortgage-Backed Securities FMAC 2047-03-01 4.000000 37113262.00 8836874.60 Agency Mortgage-Backed Securities FMAC 2045-04-01 4.000000 27863761.00 4817907.73 Agency Mortgage-Backed Securities FMAC 2049-11-01 3.500000 15090083.00 7545924.85 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.500000 25497800.00 9195302.08 Agency Mortgage-Backed Securities FMAC 2050-02-01 3.000000 23524230.00 6483769.67 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.000000 36817606.00 11294987.20 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.000000 17097673.00 5030211.98 Agency Mortgage-Backed Securities FMAC 2042-02-01 4.000000 37645952.00 7421303.67 Agency Mortgage-Backed Securities FMAC 2051-01-01 2.000000 9489708.00 6469634.84 Agency Mortgage-Backed Securities FMAC 2052-08-01 4.500000 6518886.00 5901843.42 Agency Mortgage-Backed Securities FMAC 2052-09-01 5.000000 30499245.00 27492023.54 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2026-04-15 3.750000 22867500.00 22683744.64 U.S. Treasuries (including strips) FMAC 2049-06-01 3.500000 8964474.00 7187543.17 Agency Mortgage-Backed Securities FMAC 2052-05-01 2.500000 12955920.00 10266415.80 Agency Mortgage-Backed Securities FMAC 2052-07-01 4.500000 9157000.00 8476200.58 Agency Mortgage-Backed Securities FMAC 2052-08-01 4.000000 7311924.00 6188504.31 Agency Mortgage-Backed Securities FMAC 2052-08-01 4.000000 9044772.00 8247173.68 Agency Mortgage-Backed Securities FMAC 2052-09-01 6.000000 8186228.00 7831103.38 Agency Mortgage-Backed Securities FMAC 2052-11-01 5.000000 7155535.00 6483284.20 Agency Mortgage-Backed Securities FMAC 2052-12-01 6.000000 10101419.00 9383525.16 Agency Mortgage-Backed Securities FMAC 2053-01-01 6.000000 10190008.00 9639002.86 Agency Mortgage-Backed Securities FMAC 2053-04-01 5.000000 6071608.00 5778942.07 Agency Mortgage-Backed Securities FMAC 2053-05-01 6.500000 5272582.00 5405762.23 Agency Mortgage-Backed Securities FMAC 2052-03-01 3.500000 10448999.00 8204486.46 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.500000 7265965.00 2522036.14 Agency Mortgage-Backed Securities FMAC 2049-04-01 4.500000 23328572.00 5244381.67 Agency Mortgage-Backed Securities FMAC 2052-10-01 6.000000 7632413.00 7173315.04 Agency Mortgage-Backed Securities FMAC 2053-02-01 5.500000 15100000.00 14637194.59 Agency Mortgage-Backed Securities FMAC 2045-04-01 4.000000 16888232.00 4991522.20 Agency Mortgage-Backed Securities FMAC 2045-03-01 4.000000 26866800.00 5386370.70 Agency Mortgage-Backed Securities FMAC 2047-11-01 3.500000 12850588.00 4950296.97 Agency Mortgage-Backed Securities FMAC 2051-10-01 3.000000 6915588.00 4918243.64 Agency Mortgage-Backed Securities FMAC 2052-07-01 4.500000 8442568.00 7894711.88 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 5067897.00 4692050.19 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 9046096.00 8320457.90 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 7375416.00 7051231.02 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 5518605.00 5260889.91 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 7903457.00 7166539.33 Agency Mortgage-Backed Securities FMAC 2052-09-01 5.000000 9775912.00 8684482.97 Agency Mortgage-Backed Securities FMAC 2052-09-01 5.000000 8047284.00 7329169.32 Agency Mortgage-Backed Securities FMAC 2052-10-01 5.000000 6162140.00 5028983.96 Agency Mortgage-Backed Securities FMAC 2052-11-01 5.500000 12614408.00 12104855.76 Agency Mortgage-Backed Securities FMAC 2052-12-01 5.500000 5454017.00 5325170.29 Agency Mortgage-Backed Securities FMAC 2053-01-01 6.000000 5470152.00 5273753.26 Agency Mortgage-Backed Securities FMAC 2053-01-01 5.500000 5904602.00 5643660.03 Agency Mortgage-Backed Securities FMAC 2053-04-01 5.000000 13054229.00 11938740.77 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2026-07-15 4.500000 25381800.00 25468460.64 U.S. Treasuries (including strips) FMAC 2053-04-01 4.500000 28741952.00 26761766.73 Agency Mortgage-Backed Securities FMAC 2053-05-01 4.500000 27048448.00 25695368.60 Agency Mortgage-Backed Securities FMAC 2053-06-01 6.000000 28830167.00 28876690.04 Agency Mortgage-Backed Securities FMAC 2052-08-01 4.500000 29230368.00 25893370.02 Agency Mortgage-Backed Securities FMAC 2052-11-01 5.000000 29187638.00 26441872.58 Agency Mortgage-Backed Securities FMAC 2052-11-01 5.500000 30405867.00 27695440.46 Agency Mortgage-Backed Securities FMAC 2052-03-01 3.000000 30640578.00 25203225.59 Agency Mortgage-Backed Securities FMAC 2053-07-01 6.000000 27067456.00 27105468.79 Agency Mortgage-Backed Securities FMAC 2043-05-01 5.500000 30109696.00 28811446.09 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2028-08-31 4.375000 92175600.00 92663761.98 U.S. Treasuries (including strips) Y 2023-09-06 2023-09-06 2023-09-06 Y ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.0000 7 N N N 0.0537 1000000000.00 1000000000.00 0.0547 N N Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES 5.300000% ZBUT11V806EZRVTWT807 0 BNT8QMWN9 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 2037-03-01 7.000000 9830000.00 104148.83 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-09-01 6.000000 294695.00 5351.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 51000.00 9110.29 Agency Mortgage-Backed Securities FNMA 2046-11-01 3.500000 10905000.00 2340433.02 Agency Mortgage-Backed Securities FNMA 2048-06-01 3.500000 2700000.00 335578.04 Agency Mortgage-Backed Securities FNMA 2032-03-01 3.500000 1078460.00 252745.51 Agency Mortgage-Backed Securities FNMA 2051-01-01 2.000000 6300000.00 3913568.55 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.500000 13672900.00 4120176.82 Agency Mortgage-Backed Securities FNMA 2052-04-01 4.500000 2137920.00 1766692.70 Agency Mortgage-Backed Securities FNMA 2049-01-01 5.000000 474968.00 63216.40 Agency Mortgage-Backed Securities FNMA 2048-06-01 5.000000 3226192.00 319348.00 Agency Mortgage-Backed Securities FNMA 2037-04-01 1.500000 8962896.00 6768957.87 Agency Mortgage-Backed Securities FNMA 2052-04-01 2.500000 2569968.00 1985140.70 Agency Mortgage-Backed Securities FNMA 2051-07-01 2.500000 62000.00 42000.92 Agency Mortgage-Backed Securities FNMA 2041-01-01 3.000000 572677.00 364384.03 Agency Mortgage-Backed Securities FNMA 2033-07-01 4.500000 1308968.00 114837.69 Agency Mortgage-Backed Securities GNMA 2052-09-20 5.000000 28500000.00 26446510.62 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.500000 700000.00 153413.76 Agency Mortgage-Backed Securities FNMA 2052-04-01 4.000000 100000.00 78657.16 Agency Mortgage-Backed Securities FNMA 2050-07-01 4.000000 300000.00 91180.50 Agency Mortgage-Backed Securities FNMA 2042-12-01 3.500000 11147552.00 9841029.68 Agency Mortgage-Backed Securities FNMA 2053-03-01 5.000000 1356936.00 1312642.76 Agency Mortgage-Backed Securities FNMA 2053-04-01 3.500000 3120840.00 2748628.66 Agency Mortgage-Backed Securities FNMA 2053-05-01 5.500000 1950070.00 1935393.18 Agency Mortgage-Backed Securities FNMA 2053-05-01 4.500000 1344172.00 1275495.47 Agency Mortgage-Backed Securities FNMA 2052-08-01 5.000000 13621360.00 11791214.53 Agency Mortgage-Backed Securities FNMA 2053-04-01 5.000000 1887526.00 1843423.17 Agency Mortgage-Backed Securities FNMA 2037-05-01 1.500000 74039424.00 56402945.50 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.000000 7000000.00 348402.93 Agency Mortgage-Backed Securities GNMA 2053-04-20 5.000000 1031960.00 995882.92 Agency Mortgage-Backed Securities GNMA 2039-08-15 5.500000 100000000.00 2790318.37 Agency Mortgage-Backed Securities FNMA 2043-12-01 5.000000 1773074.00 407649.46 Agency Mortgage-Backed Securities FNMA 2048-10-01 3.500000 14343184.00 4985672.98 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.000000 100590.00 11001.20 Agency Mortgage-Backed Securities FNMA 2037-03-01 1.500000 29953.00 22148.20 Agency Mortgage-Backed Securities FNMA 2051-08-01 3.000000 4260024.00 3449747.53 Agency Mortgage-Backed Securities FNMA 2052-05-01 3.000000 301343.00 245419.60 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.000000 12749980.00 12397164.88 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.000000 12340112.00 11996168.21 Agency Mortgage-Backed Securities FNMA 2053-09-01 6.500000 4041576.00 4155571.35 Agency Mortgage-Backed Securities FNMA 2053-09-01 6.000000 2094132.00 2126038.20 Agency Mortgage-Backed Securities FNMA 2050-07-01 3.000000 1040000.00 562729.55 Agency Mortgage-Backed Securities FNMA 2051-08-01 2.500000 155000.00 111987.54 Agency Mortgage-Backed Securities FNMA 2050-03-01 4.000000 702476.00 167867.07 Agency Mortgage-Backed Securities FNMA 2051-07-01 2.500000 145110272.00 99557292.34 Agency Mortgage-Backed Securities FNMA 2035-07-01 3.000000 10310672.00 7242827.87 Agency Mortgage-Backed Securities FNMA 2053-07-01 4.500000 24804640.00 23597255.28 Agency Mortgage-Backed Securities FNMA 2052-04-01 3.000000 40000.00 33894.61 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.500000 42266960.00 41830226.74 Agency Mortgage-Backed Securities FNMA 2053-06-01 5.500000 500000.00 488158.30 Agency Mortgage-Backed Securities FNMA 2051-12-01 3.000000 125330176.00 107448772.06 Agency Mortgage-Backed Securities FNMA 2050-10-25 2.000000 56348544.00 44869861.54 Agency Mortgage-Backed Securities FNMA 2037-08-01 5.500000 2000000.00 41637.19 Agency Mortgage-Backed Securities FNMA 2036-11-01 2.500000 2810000.00 1941056.53 Agency Mortgage-Backed Securities FNMA 2037-08-01 4.000000 28000.00 22874.72 Agency Mortgage-Backed Securities FNMA 2038-05-01 3.000000 2450028.00 2238650.00 Agency Mortgage-Backed Securities FNMA 2033-07-01 6.000000 25603.00 25436.24 Agency Mortgage-Backed Securities FNMA 2043-06-01 4.000000 1546822.00 1441849.56 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 3032240.00 3020212.12 Agency Mortgage-Backed Securities Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 500000000.00 500000000.00 0.0274 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES 5.300000% 549300HN4UKV1E2R3U73 0 BNT8QMWQ2 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 2045-05-20 3.500000 11817323.00 1148176.43 Agency Mortgage-Backed Securities GNMA 2046-06-20 3.500000 13650000.00 1815169.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2046-07-20 3.000000 11055276.00 1618992.04 Agency Mortgage-Backed Securities GNMA 2045-06-20 4.000000 2536689.00 1413865.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2047-11-20 5.000000 8531362.00 1209377.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2048-02-20 5.000000 11939000.00 1290216.59 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 9445148.00 1346144.04 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.000000 8275817.00 1793702.65 Agency Mortgage-Backed Securities GNMA 2050-08-20 3.000000 4997000.00 1795392.08 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.000000 11620695.00 2272034.55 Agency Mortgage-Backed Securities GNMA 2050-03-20 3.000000 2990515.00 1327271.22 Agency Mortgage-Backed Securities GNMA 2051-04-20 2.500000 2526000.00 1550994.76 Agency Mortgage-Backed Securities GNMA 2051-06-20 3.500000 2900000.00 1749704.83 Agency Mortgage-Backed Securities GNMA 2051-08-20 2.500000 2249000.00 1576762.14 Agency Mortgage-Backed Securities GNMA 2051-10-20 2.500000 2519000.00 1833772.86 Agency Mortgage-Backed Securities GNMA 2051-09-20 2.000000 2400000.00 1677945.88 Agency Mortgage-Backed Securities GNMA 2050-03-20 3.500000 5753051.00 1866026.90 Agency Mortgage-Backed Securities GNMA 2051-01-20 3.000000 2525927.00 1807956.17 Agency Mortgage-Backed Securities GNMA 2050-03-20 3.000000 2605265.00 1634524.06 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.000000 2047796.00 2016380.11 Agency Mortgage-Backed Securities GNMA 2037-06-20 3.000000 1780904.00 1429595.85 Agency Mortgage-Backed Securities GNMA 2052-06-20 4.500000 1964659.00 1861285.26 Agency Mortgage-Backed Securities GNMA 2052-08-20 3.500000 1409516.00 1232807.05 Agency Mortgage-Backed Securities GNMA 2052-07-20 3.500000 1815841.00 1586111.03 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.500000 2008515.00 1974687.55 Agency Mortgage-Backed Securities GNMA 2053-03-20 5.000000 1210964.00 1177333.70 Agency Mortgage-Backed Securities GNMA 2050-03-20 3.000000 3212900.00 1391644.05 Agency Mortgage-Backed Securities GNMA 2050-07-20 3.000000 4621690.00 1593416.04 Agency Mortgage-Backed Securities GNMA 2050-08-20 4.000000 2112488.00 1827830.28 Agency Mortgage-Backed Securities GNMA 2050-08-20 4.000000 1713245.00 1556820.73 Agency Mortgage-Backed Securities GNMA 2050-08-20 4.000000 1774249.00 1634793.42 Agency Mortgage-Backed Securities GNMA 2051-04-20 4.000000 1369494.00 1235764.27 Agency Mortgage-Backed Securities GNMA 2051-07-20 3.000000 1680788.00 1221734.43 Agency Mortgage-Backed Securities GNMA 2051-09-20 3.000000 1678146.00 1407781.07 Agency Mortgage-Backed Securities GNMA 2051-09-20 3.000000 1453896.00 1216948.46 Agency Mortgage-Backed Securities GNMA 2051-12-20 3.000000 1890750.00 1592806.46 Agency Mortgage-Backed Securities GNMA 2052-03-20 5.000000 1528887.00 1305378.31 Agency Mortgage-Backed Securities GNMA 2052-04-20 4.500000 2108550.00 1980936.61 Agency Mortgage-Backed Securities GNMA 2052-04-20 4.500000 1466602.00 1376485.24 Agency Mortgage-Backed Securities GNMA 2052-04-20 4.500000 1749673.00 1640564.19 Agency Mortgage-Backed Securities GNMA 2052-03-20 4.000000 1274766.00 1169349.52 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 2062755.00 2016311.50 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1666316.00 1655846.97 Agency Mortgage-Backed Securities GNMA 2053-01-20 4.000000 1421561.00 1306097.34 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1216415.00 1208534.05 Agency Mortgage-Backed Securities GNMA 2052-10-20 3.500000 1638364.00 1437946.79 Agency Mortgage-Backed Securities GNMA 2052-11-20 3.500000 1692426.00 1485239.60 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1884125.00 1839125.39 Agency Mortgage-Backed Securities GNMA 2053-04-20 5.000000 2348553.00 2285898.22 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.000000 1319166.00 1286715.17 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 2398844.00 2379818.47 Agency Mortgage-Backed Securities GNMA 2052-12-20 5.500000 1405500.00 1378814.78 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.500000 2132851.00 2108883.03 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.500000 1613797.00 1583972.68 Agency Mortgage-Backed Securities GNMA 2053-04-20 5.000000 1686530.00 1642699.17 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.000000 1714588.00 1674333.00 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.000000 2309179.00 2250636.68 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1710441.00 1708312.75 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.000000 1256322.00 1225357.32 Agency Mortgage-Backed Securities GNMA 2053-03-20 5.000000 1493684.00 1452669.76 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1498598.00 1489293.83 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1664238.00 1652939.15 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1704802.00 1694007.31 Agency Mortgage-Backed Securities GNMA 2053-03-20 5.500000 1270904.00 1258412.32 Agency Mortgage-Backed Securities GNMA 2053-03-20 5.000000 1629604.00 1574363.07 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1321208.00 1286494.89 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1826549.00 1784608.75 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1692348.00 1652314.01 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1933851.00 1887200.71 Agency Mortgage-Backed Securities GNMA 2053-03-20 5.000000 1426539.00 1390349.60 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1176011.00 1179033.44 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1261717.00 1256270.29 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1470936.00 1463281.22 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 2010145.00 1996502.88 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 2016936.00 2014931.20 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1898042.00 1697056.80 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.000000 1393316.00 1360928.40 Agency Mortgage-Backed Securities GNMA 2053-04-20 5.000000 2225070.00 2166972.41 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1522916.00 1501783.39 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1342212.00 1333409.51 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1291008.00 1281730.27 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1821328.00 1811947.18 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1299150.00 1267298.84 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1744822.00 1625066.82 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1442985.00 1446622.59 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.000000 1854572.00 1805762.56 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1515724.00 1479704.01 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.000000 1524470.00 1485520.48 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1480561.00 1447195.05 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1611103.00 1601488.12 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1306332.00 1304338.60 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1183514.00 1174290.30 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 2078755.00 2069397.33 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1529626.00 1519395.19 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1259956.00 1253788.42 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 2039847.00 2044035.27 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 2395010.00 2379252.40 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1286479.00 1256803.03 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1346931.00 1313756.80 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 2208580.00 2030232.10 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 1792088.00 1751785.63 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1345475.00 1338175.99 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1261911.00 1251878.88 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1691434.00 1730553.45 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1204068.00 1204255.32 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1740199.00 1741932.40 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1892892.00 1882221.61 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1655481.00 1650475.39 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1939213.00 1979720.32 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 2069149.00 2057762.24 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1344167.00 1346695.03 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1480701.00 1473545.19 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 2105962.00 1928615.04 Agency Mortgage-Backed Securities GNMA 2053-05-20 3.000000 1284916.00 1124222.88 Agency Mortgage-Backed Securities GNMA 2052-06-20 3.500000 1573623.00 1369272.20 Agency Mortgage-Backed Securities GNMA 2050-06-20 4.000000 1484817.00 1140498.26 Agency Mortgage-Backed Securities GNMA 2052-05-20 3.500000 1684946.00 1463548.25 Agency Mortgage-Backed Securities GNMA 2052-12-20 5.000000 1184238.00 1165906.66 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.000000 1154440.00 1125613.49 Agency Mortgage-Backed Securities GNMA 2053-04-20 5.500000 1154619.00 1135373.43 Agency Mortgage-Backed Securities GNMA 2053-04-20 5.500000 1165990.00 1156617.22 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1138632.00 1130803.70 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1337913.00 1331191.34 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1698242.00 1688686.23 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1713566.00 1704564.37 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1380692.00 1405682.94 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1131073.00 1151972.26 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1522755.00 1546066.56 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1114016.00 1125532.94 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1274450.00 1275765.37 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1251634.00 1249821.42 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1609361.00 1645877.74 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1143287.00 1137243.05 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1163310.00 1157033.17 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1543656.00 1536640.08 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1204596.00 1218839.92 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 1381769.00 1351775.76 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1570962.00 1563549.92 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1132305.00 1157534.69 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1278540.00 1293534.73 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1552639.00 1557060.37 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1532327.00 1522626.55 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 1692993.00 1662550.99 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 1444505.00 1413156.05 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1276180.00 1285425.05 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1398557.00 1397834.00 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1459043.00 1451407.69 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1102804.00 1127790.39 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1255640.00 1250587.62 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1139264.00 1138723.41 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1222560.00 1217065.11 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1496590.00 1491717.64 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1480721.00 1516852.51 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1606963.00 1643315.64 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1433660.00 1463436.56 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1472291.00 1466311.44 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1192261.00 1185538.53 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1420605.00 1444725.46 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1391666.00 1382709.93 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1424640.00 1416612.07 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1623601.00 1652502.53 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 1669067.00 1631370.73 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1647170.00 1684147.00 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1545903.00 1577920.39 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 1382690.00 1354708.05 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 1639747.00 1604572.77 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 1693100.00 1654373.67 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1509984.00 1502522.58 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 1502842.00 1467998.61 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 1678966.00 1639271.70 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1299458.00 1295892.95 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1709110.00 1701335.93 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1135798.00 1148516.21 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1365721.00 1359113.16 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1483682.00 1493454.04 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1339854.00 1334188.01 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1335719.00 1353147.87 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 1299958.00 1269899.79 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1378743.00 1372486.59 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1357172.00 1352575.25 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1657519.00 1688081.03 Agency Mortgage-Backed Securities GNMA 2053-06-20 4.500000 1925487.00 1833798.47 Agency Mortgage-Backed Securities GNMA 2053-04-20 4.500000 1260817.00 1203405.47 Agency Mortgage-Backed Securities GNMA 2053-07-20 4.500000 1743968.00 1667076.45 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1415810.00 1435639.83 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1614107.00 1652206.38 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1790161.00 1811070.45 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.500000 2044278.00 2167778.51 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1128769.00 1123974.39 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1137507.00 1133487.43 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1376835.00 1394413.06 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1167878.00 1185681.13 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1969061.00 1962123.17 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1934220.00 1923295.76 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 2083360.00 2035638.68 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1770284.00 1787383.75 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1696071.00 1689814.76 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1672985.00 1705477.71 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1773120.00 1807561.08 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1717344.00 1740334.08 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1340416.00 1383377.23 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1867847.00 1925110.83 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 2110035.00 2166884.97 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1689437.00 1734953.25 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1604139.00 1632333.79 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.000000 1784621.00 1746129.95 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1566896.00 1630447.87 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1270853.00 1288652.57 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1420535.00 1442183.96 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1178027.00 1180626.30 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1356958.00 1382931.77 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1145043.00 1138161.99 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1321177.00 1364060.86 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1343991.00 1382662.36 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 2109713.00 2127383.72 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 23136.00 23132.41 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1118701.00 1157498.30 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1270408.00 1294297.11 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1928408.00 2000546.65 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 2066542.00 2055783.43 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1103142.00 1144619.47 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 2048807.00 2040783.62 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1462750.00 1477845.96 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1352629.00 1373248.48 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1460025.00 1457740.68 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1794995.00 1842824.76 Agency Mortgage-Backed Securities GNMA 2053-05-20 6.500000 2074957.00 2205482.48 Agency Mortgage-Backed Securities GNMA 2053-05-20 7.000000 1327254.00 1453885.85 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1092659.00 1125532.72 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1192167.00 1215475.81 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1543777.00 1570668.53 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1220592.00 1255502.10 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1086411.00 1132135.72 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1750336.00 1782458.32 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1404068.00 1452256.40 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1915642.00 1909314.27 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 2254468.00 2286628.16 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1240882.00 1264226.57 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1387285.00 1414004.96 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1458822.00 1509315.99 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 2084436.00 2111212.41 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1212576.00 1254632.58 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1115286.00 1148441.96 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1824675.00 1898732.01 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1223366.00 1247128.66 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1280796.00 1297942.02 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 2132255.00 2158818.63 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 2140167.00 2128672.36 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1361295.00 1399235.20 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 2231446.00 2234507.51 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1272245.00 1294382.55 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1649181.00 1700832.56 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1303884.00 1343013.62 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 2108671.00 2121907.51 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 2059056.00 2096710.31 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1396814.00 1429349.99 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1489052.00 1509907.66 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 2323189.00 2350636.74 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1287957.00 1283805.06 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1863313.00 1855073.89 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1458982.00 1479824.46 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1864776.00 1929449.54 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1690289.00 1742629.92 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1198139.00 1233755.68 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1105927.00 1129527.06 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 2262669.00 2313711.48 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.500000 1688917.00 1754094.56 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.500000 1454599.00 1506587.22 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1891765.00 1882920.27 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1987365.00 1989017.17 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1452368.00 1449777.46 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1861477.00 1854783.75 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 2232589.00 2292734.20 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1944431.00 1964058.08 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1748490.00 1766511.89 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.500000 1622797.00 1683017.00 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.500000 1418754.00 1469631.53 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1568549.00 1585231.09 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1093327.00 1122179.90 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1427099.00 1445318.77 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1914927.00 1990830.24 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.500000 1122333.00 1162382.12 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1445477.00 1463215.90 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.000000 2111955.00 2064766.61 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1373530.00 1394468.09 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1487512.00 1482025.06 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1338823.00 1338237.04 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1209994.00 1231482.28 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1211664.00 1230134.61 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1318482.00 1363803.06 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1509607.00 1557992.42 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 2095846.00 2160099.75 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1277525.00 1313130.48 Agency Mortgage-Backed Securities GNMA 2053-07-20 5.500000 1825003.00 1825491.58 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1119299.00 1145371.95 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1166657.00 1181551.70 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1094193.00 1125777.98 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.000000 1733525.00 1756163.87 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.500000 1211666.00 1262392.90 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1106915.00 1119448.97 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1794518.00 1795399.70 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1520040.00 1555441.73 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1484813.00 1480485.26 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1301965.00 1302604.70 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1231312.00 1248555.29 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.500000 1173959.00 1184980.72 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 2179344.00 2246155.42 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1180019.00 1190112.89 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1176425.00 1219489.21 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1275672.00 1271951.29 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1435818.00 1430739.99 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1428344.00 1469573.15 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1569895.00 1611322.96 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1958651.00 2004267.99 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1294308.00 1291335.40 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1695403.00 1690458.08 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1186912.00 1182714.28 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 2027559.00 2053444.85 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.000000 1185624.00 1163395.53 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1772759.00 1814051.88 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.500000 1748568.00 1803038.55 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1640034.00 1665033.04 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1614707.00 1631122.11 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1284473.00 1296742.28 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1895327.00 1912375.47 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1195264.00 1230797.61 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1608851.00 1604224.48 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1216816.00 1210302.79 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1841436.00 1866087.30 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1185548.00 1199216.18 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1287154.00 1317135.68 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 2068960.00 2091404.08 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1896647.00 1918513.45 Agency Mortgage-Backed Securities Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 500000000.00 500000000.00 0.0274 N Y Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA 5.300000% B4TYDEB6GKMZO031MB27 0 BNT8QMWR0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2047-02-01 3.000000 80190243.00 27045748.72 Agency Mortgage-Backed Securities FMAC 2048-05-01 4.000000 273081032.00 30125083.98 Agency Mortgage-Backed Securities FMAC 2042-03-01 3.500000 222025798.00 24665947.57 Agency Mortgage-Backed Securities FMAC 2043-05-01 3.500000 124622668.00 28040426.54 Agency Mortgage-Backed Securities FMAC 2042-11-01 3.500000 113428202.00 25750326.84 Agency Mortgage-Backed Securities FMAC 2048-01-01 4.000000 204857224.00 27705123.45 Agency Mortgage-Backed Securities FMAC 2048-06-01 4.000000 105004527.00 16241881.87 Agency Mortgage-Backed Securities FMAC 2045-01-01 3.500000 212199753.00 25408794.14 Agency Mortgage-Backed Securities FMAC 2044-09-01 3.500000 77624834.00 28721817.27 Agency Mortgage-Backed Securities FMAC 2045-04-01 3.000000 116128578.00 24543896.01 Agency Mortgage-Backed Securities FMAC 2045-10-01 3.500000 198431716.00 27694216.33 Agency Mortgage-Backed Securities FMAC 2047-09-01 3.500000 132853019.00 29975189.10 Agency Mortgage-Backed Securities FMAC 2047-09-01 3.500000 120599554.00 27325153.15 Agency Mortgage-Backed Securities FMAC 2047-12-01 3.500000 82617876.00 20537322.86 Agency Mortgage-Backed Securities FMAC 2048-01-01 3.500000 111847167.00 25832120.48 Agency Mortgage-Backed Securities FMAC 2048-08-01 4.000000 171858218.00 32686951.92 Agency Mortgage-Backed Securities Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 410000000.00 410000000.00 0.0224 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 5.300000% MBNUM2BPBDO7JBLYG310 0 BNT8QMWW9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2052-01-20 2.000000 167847999.00 124518206.84 Agency Mortgage-Backed Securities GNMA 2052-01-20 2.500000 31225862.00 23680808.61 Agency Mortgage-Backed Securities GNII SF MA7881 M 2052-02-20 2.500000 30378384.00 23268216.41 Agency Mortgage-Backed Securities GNMA 2052-01-20 3.000000 27494808.00 21200912.77 Agency Mortgage-Backed Securities GNMA 2052-02-20 2.000000 63132214.00 47799865.40 Agency Mortgage-Backed Securities GNMA 2052-02-15 4.000000 128533.00 104456.26 Agency Mortgage-Backed Securities GNMA 2052-01-20 3.500000 851572.00 689732.88 Agency Mortgage-Backed Securities GNMA 2052-01-20 4.000000 1759349.00 1486199.14 Agency Mortgage-Backed Securities GNMA 2052-02-20 3.500000 63942.00 56941.77 Agency Mortgage-Backed Securities GNMA 2052-01-20 4.000000 1063925.00 958891.66 Agency Mortgage-Backed Securities GNMA 2052-01-20 3.500000 1182211.00 1051375.17 Agency Mortgage-Backed Securities GNMA 2052-01-20 3.000000 2153375.00 1796833.71 Agency Mortgage-Backed Securities GNMA 2052-01-20 4.000000 1006845.00 819257.73 Agency Mortgage-Backed Securities GNMA 2052-01-20 4.000000 2069938.00 1608448.82 Agency Mortgage-Backed Securities GNMA 2052-01-20 5.000000 1202545.00 1069306.56 Agency Mortgage-Backed Securities GNMA 2052-01-20 3.500000 1556720.00 1377964.81 Agency Mortgage-Backed Securities GNMA 2052-01-20 4.000000 1047019.00 858418.86 Agency Mortgage-Backed Securities GNMA 2052-02-15 3.500000 2474441.00 2243343.39 Agency Mortgage-Backed Securities GNII SF CI1506 C 2052-02-20 2.000000 2200095.00 1697519.24 Agency Mortgage-Backed Securities GNII SF CJ9746 C 2052-02-20 3.500000 1009740.00 896312.08 Agency Mortgage-Backed Securities GNMA 2052-02-20 2.000000 55259577.00 41312202.63 Agency Mortgage-Backed Securities GNMA 2051-12-20 2.500000 25149.00 20088.78 Agency Mortgage-Backed Securities GNMA 2052-02-15 4.000000 600201.00 546598.09 Agency Mortgage-Backed Securities GNMA 2051-12-20 2.500000 1000.00 727.43 Agency Mortgage-Backed Securities GNMA 2052-01-20 2.500000 1075000.00 829258.74 Agency Mortgage-Backed Securities GNMA 2052-01-20 2.500000 6675000.00 4988236.18 Agency Mortgage-Backed Securities Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 296000000.00 296000000.00 0.0162 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 5.300000% MBNUM2BPBDO7JBLYG310 0 BNT8QMWY5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2026-12-31 1.250000 228164600.00 206037192.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-06-30 3.250000 315214300.00 303962896.87 U.S. Treasuries (including strips) Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 500000000.00 500000000.00 0.0274 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 5.300000% MBNUM2BPBDO7JBLYG310 0 BNT8QMX08 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2028-09-30 1.250000 100418800.00 87038738.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-01-15 3.875000 133183200.00 131241262.27 U.S. Treasuries (including strips) Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 214000000.00 214000000.00 0.0117 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & 5.300000% FOR8UP27PHTHYVLBNG30 0 BNT8QMX81 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 254900HROIFWPRGM1V77 2028-08-15 2.875000 12310000.00 11540095.67 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-05-15 2.875000 1593000.00 1243466.33 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-11-30 1.500000 767000000.00 735169877.21 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 0.375000 4660500.00 4321217.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-06-30 0.250000 16662700.00 15308542.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-03-31 0.750000 10443000.00 9500563.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-07-31 0.625000 4558000.00 4073541.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-15 0.625000 854900.00 813434.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2042-05-15 3.250000 2000000.00 1720590.09 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2042-05-15 3.250000 1735000.00 1492611.91 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-06-30 3.000000 67240000.00 66247628.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-09-15 3.500000 151000.00 149392.81 U.S. Treasuries (including strips) GNMA 2058-05-15 4.790000 18790295.00 18291889.53 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2025-07-31 4.750000 150202400.00 150304741.71 U.S. Treasuries (including strips) Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 1000000000.00 1000000000.00 0.0547 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BAN 5.300000% G5GSEF7VJP5I7OUK5573 0 BNT8QMXG3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2026-04-30 0.750000 416684100.00 377545709.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-06-30 1.250000 408608400.00 355497471.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-07-31 1.000000 415025000.00 355169426.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-31 0.750000 51423500.00 45989578.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-03-31 3.875000 303805500.00 303101816.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-04-30 3.500000 355610000.00 347696030.87 U.S. Treasuries (including strips) Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 1750000000.00 1750000000.00 0.0957 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK 5.300000% 254900Y8NKGV541U8Q32 0 BNT8QQQP2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 1456503600.00 1171141551.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 3.000000 996544500.00 797148250.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-08-15 1.625000 223218200.00 193099484.73 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-11-15 1.750000 5426500.00 4738185.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2031-05-15 1.625000 240918800.00 202562604.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2031-11-15 1.375000 6648257500.00 5405454355.63 U.S. Treasuries (including strips) Y 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 7773000000.00 7773000000.00 0.4252 N Y Y N Northern Institutional Funds 2023-09-08 Peter K Ewing Peter K Ewing President