N-MFP3 0000710124 XXXXXXXX 2026-05-31 Northern Institutional Funds 0000710124 549300Y178DO5JBR1S04 Liquid Assets Portfolio 549300AT0IKDSFK3QL49 S000001289 1 N N 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 Government N N 20 68 1957511794.31 2147327613.75 0.6880 0.7547 2026-05-01 1967461560.61 2157289296.72 0.6890 0.7555 2026-05-04 2036914557.05 2226746265.39 0.6964 0.7613 2026-05-05 2177935655.01 2367771335.56 0.7104 0.7724 2026-05-06 2135910188.31 2325749841.08 0.7063 0.7691 2026-05-07 2164201078.94 2354044703.94 0.7090 0.7712 2026-05-08 2217787557.83 2429493703.90 0.7117 0.7796 2026-05-11 2337765964.37 2549477262.16 0.7224 0.7878 2026-05-12 2236506736.37 2448223185.88 0.7134 0.7809 2026-05-13 2139858632.42 2346551235.29 0.7066 0.7748 2026-05-14 2221091009.38 2427789252.16 0.7142 0.7807 2026-05-15 2346184027.02 2582756807.61 0.7252 0.7984 2026-05-18 2296540052.94 2533120928.30 0.7143 0.7879 2026-05-19 2272511776.72 2509100746.87 0.7078 0.7815 2026-05-20 2431640937.73 2668238002.65 0.7185 0.7884 2026-05-21 2543781614.23 2775386773.93 0.7285 0.7948 2026-05-22 2356718921.31 2603270837.62 0.7131 0.7877 2026-05-26 2462010201.65 2708571688.99 0.7219 0.7942 2026-05-27 2350409468.91 2596980527.27 0.7099 0.7844 2026-05-28 2406110756.68 2662691386.08 0.7147 0.7909 2026-05-29 3331181.96 3358044241.72 3358186275.51 5787451.61 10234059.19 3357070849.89 3357214874.8500 Y 1.0000 0.0371 2026-05-01 0.0370 2026-05-04 0.0370 2026-05-05 0.0370 2026-05-06 0.0369 2026-05-07 0.0368 2026-05-08 0.0367 2026-05-11 0.0367 2026-05-12 0.0367 2026-05-13 0.0367 2026-05-14 0.0366 2026-05-15 0.0365 2026-05-18 0.0364 2026-05-19 0.0363 2026-05-20 0.0362 2026-05-21 0.0362 2026-05-22 0.0363 2026-05-26 0.0364 2026-05-27 0.0365 2026-05-28 0.0366 2026-05-29 0.9999 2026-05-01 0.9999 2026-05-04 0.9999 2026-05-05 0.9999 2026-05-06 0.9999 2026-05-07 0.9999 2026-05-08 0.9999 2026-05-11 0.9999 2026-05-12 0.9999 2026-05-13 0.9999 2026-05-14 0.9999 2026-05-15 0.9999 2026-05-18 0.9999 2026-05-19 0.9999 2026-05-20 0.9999 2026-05-21 0.9999 2026-05-22 0.9999 2026-05-26 0.9999 2026-05-27 0.9999 2026-05-28 0.9999 2026-05-29 Y N Shares C000003457 0.00 3357070849.89 3357214874.8500 0.9999 2026-05-01 0.9999 2026-05-04 0.9999 2026-05-05 0.9999 2026-05-06 0.9999 2026-05-07 0.9999 2026-05-08 0.9999 2026-05-11 0.9999 2026-05-12 0.9999 2026-05-13 0.9999 2026-05-14 0.9999 2026-05-15 0.9999 2026-05-18 0.9999 2026-05-19 0.9999 2026-05-20 0.9999 2026-05-21 0.9999 2026-05-22 0.9999 2026-05-26 0.9999 2026-05-27 0.9999 2026-05-28 0.9999 2026-05-29 75228306.86 0.00 2026-05-01 9215640.93 0.00 2026-05-04 69263476.34 0.00 2026-05-05 140759259.02 0.00 2026-05-06 0.00 42206264.55 2026-05-07 28099478.70 0.00 2026-05-08 62863902.85 0.00 2026-05-11 119647686.39 0.00 2026-05-12 0.00 101492159.32 2026-05-13 0.00 106851174.93 2026-05-14 80950580.45 0.00 2026-05-15 124427159.56 0.00 2026-05-18 0.00 20447074.83 2026-05-19 0.00 4659263.84 2026-05-20 173693273.58 0.00 2026-05-21 106878795.54 0.00 2026-05-22 0.00 188293463.76 2026-05-26 104914973.02 0.00 2026-05-27 0.00 99860653.93 2026-05-28 55522318.67 0.00 2026-05-29 1151464851.91 563810055.16 0.0368 2026-05-01 0.0367 2026-05-04 0.0367 2026-05-05 0.0366 2026-05-06 0.0366 2026-05-07 0.0364 2026-05-08 0.0364 2026-05-11 0.0364 2026-05-12 0.0364 2026-05-13 0.0364 2026-05-14 0.0362 2026-05-15 0.0361 2026-05-18 0.0360 2026-05-19 0.0360 2026-05-20 0.0359 2026-05-21 0.0359 2026-05-22 0.0360 2026-05-26 0.0361 2026-05-27 0.0362 2026-05-28 0.0365 2026-05-29 Y 248832.67 Insurance company 0.079 0.00 Insurance company 0.1642 0.00 N FEDERAL HOME LOAN BANKS FHLB 3.719999% 3130B6WK8 2549001DPIFGXC1TOL40 US3130B6WK82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-07-07 2027-07-07 N N N 0.0371 5000867.55 5000867.55 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 3.500000% 3130B8E24 2549001DPIFGXC1TOL40 US3130B8E240 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-23 2026-11-23 2026-11-23 N N N 0.0372 22795599.26 22795599.26 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 3.500000% 3130B8F49 2549001DPIFGXC1TOL40 US3130B8F494 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0374 24969907.00 24969907.00 0.0074 N N N N FEDERAL HOME LOAN BANKS FHLB 3.500000% 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N 0.0373 24965719.00 24965719.00 0.0074 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.500000% 3130B8WC2 2549001DPIFGXC1TOL40 US3130B8WC23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-11 2027-01-11 2027-01-11 N N N 0.0366 19980150.00 19980150.00 0.0060 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.610000% 3130B8YT3 2549001DPIFGXC1TOL40 US3130B8YT30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-24 2026-06-24 2026-06-24 N N N 0.0376 39995304.00 39995304.00 0.0119 N N N N FEDERAL HOME LOAN BANKS FHLB 3.624998% 3130B97C8 2549001DPIFGXC1TOL40 US3130B97C89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-20 2026-08-20 N N N 0.0363 4999964.30 4999964.30 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9B33 2549001DPIFGXC1TOL40 US3130B9B335 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-27 2026-08-27 N N N 0.0364 9999967.80 9999967.80 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9BK5 2549001DPIFGXC1TOL40 US3130B9BK50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-25 2026-08-25 N N N 0.0364 14999918.10 14999918.10 0.0045 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9CC2 2549001DPIFGXC1TOL40 US3130B9CC26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-03 2026-09-03 N N N 0.0364 4999987.30 4999987.30 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-03 2026-09-03 N N N 0.0364 4999988.10 4999988.10 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9DP2 2549001DPIFGXC1TOL40 US3130B9DP20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-04 2026-09-04 N N N 0.0364 9999968.70 9999968.70 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9DZ0 2549001DPIFGXC1TOL40 US3130B9DZ02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-02 2026-09-02 N N N 0.0364 19999967.20 19999967.20 0.0060 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9G20 2549001DPIFGXC1TOL40 US3130B9G201 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-06 2026-08-06 N N N 0.0364 14999885.10 14999885.10 0.0045 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9HP8 2549001DPIFGXC1TOL40 US3130B9HP83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-18 2026-08-18 N N N 0.0364 4999958.80 4999958.80 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9K25 2549001DPIFGXC1TOL40 US3130B9K252 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-07-24 2026-07-24 N N N 0.0364 9999909.50 9999909.50 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 3.640000% 3130B9QK9 2549001DPIFGXC1TOL40 US3130B9QK95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-01 2026-09-01 N N N 0.0364 10000000.60 10000000.60 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 3.847000% 3130B9WN6 2549001DPIFGXC1TOL40 US3130B9WN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-09 2027-04-09 2027-04-09 N N N 0.0397 12755688.79 12755688.79 0.0038 N N N N FEDERAL HOME LOAN BANKS FHLB 3.735000% 3130BA3X3 2549001DPIFGXC1TOL40 US3130BA3X38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-03-30 2028-03-30 N N N 0.0374 9999811.40 9999811.40 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 3.735000% 3130BA7D3 2549001DPIFGXC1TOL40 US3130BA7D38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-04-06 2028-04-06 N N N 0.0374 9999832.30 9999832.30 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 3.674999% 3130BAWT0 2549001DPIFGXC1TOL40 US3130BAWT03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-05-28 2027-05-28 N N N 0.0368 10000000.00 10000000.00 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 3.674999% 3130BAWW3 2549001DPIFGXC1TOL40 US3130BAWW32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-05-27 2027-05-27 N N N 0.0368 10000000.00 10000000.00 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 3.674999% 3130BAWX1 2549001DPIFGXC1TOL40 US3130BAWX15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-05-26 2027-05-26 N N N 0.0368 5000000.00 5000000.00 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 313384AQ2 2549001DPIFGXC1TOL40 US313384AQ29 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0364 14649168.75 14649168.75 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 313385A22 2549001DPIFGXC1TOL40 US313385A228 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0360 9936912.50 9936912.50 0.0030 N N N N FEDERAL HOME LOAN BANK DISCOUNT NOTES FHLB 313385C79 0 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N 0.0360 14873650.05 14873650.05 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 313385E36 2549001DPIFGXC1TOL40 US313385E360 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0359 4952066.65 4952066.65 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 313385E44 2549001DPIFGXC1TOL40 US313385E444 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0359 18360411.73 18360411.73 0.0055 N N N N FEDERAL HOME LOAN BANKS FHLB 313385J80 2549001DPIFGXC1TOL40 US313385J807 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-09 2026-10-09 2026-10-09 N N N 0.0362 13649716.70 13649716.70 0.0041 N N N N FEDERAL HOME LOAN BANKS FHLB 313385M52 2549001DPIFGXC1TOL40 US313385M520 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-30 2026-10-30 2026-10-30 N N N 0.0362 14767395.90 14767395.90 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-25 2026-11-25 2026-11-25 N N N 0.0360 14729250.00 14729250.00 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0360 49087472.00 49087472.00 0.0146 N N N N FEDERAL HOME LOAN BANKS FHLB 313385YE0 2549001DPIFGXC1TOL40 US313385YE08 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-17 2026-06-17 2026-06-17 N N N 0.0362 24952104.25 24952104.25 0.0074 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385YF7 2549001DPIFGXC1TOL40 US313385YF72 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-18 2026-06-18 2026-06-18 N N N 0.0362 14969749.95 14969749.95 0.0045 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-10 2026-07-10 2026-07-10 N N N 0.0360 11869866.51 11869866.51 0.0035 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385ZG4 2549001DPIFGXC1TOL40 US313385ZG47 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-13 2026-07-13 2026-07-13 N N N 0.0360 4977468.75 4977468.75 0.0015 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385ZK5 2549001DPIFGXC1TOL40 US313385ZK58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-16 2026-07-16 2026-07-16 N N N 0.0360 24879833.25 24879833.25 0.0074 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-24 2026-07-24 2026-07-24 N N N 0.0360 14915883.30 14915883.30 0.0044 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-29 2026-07-29 2026-07-29 N N N 0.0360 14908372.95 14908372.95 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.749998% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-02-03 2027-02-03 N N N 0.0369 5002221.80 5002221.80 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.759998% 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-11-25 2026-11-25 N N N 0.0366 12006482.52 12006482.52 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.769999% 3133ERN56 254900C5LP6DN9OP9V83 US3133ERN562 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-12-23 2026-12-23 N N N 0.0370 5000196.50 5000196.50 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.780000% 3133ERQ38 254900C5LP6DN9OP9V83 US3133ERQ383 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-11-27 2026-11-27 N N N 0.0366 10005328.90 10005328.90 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.759998% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-23 2026-10-23 N N N 0.0370 5001278.60 5001278.60 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.759998% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-11-04 2026-11-04 N N N 0.0370 5001396.85 5001396.85 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.629999% 3133ET3F2 254900C5LP6DN9OP9V83 US3133ET3F20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-06-05 2026-06-05 N N N 0.0364 9999978.10 9999978.10 0.0030 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.744997% 3133ETDB0 254900C5LP6DN9OP9V83 US3133ETDB09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-01-15 2027-01-15 N N N 0.0369 2000514.78 2000514.78 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.754998% 3133ETGE1 254900C5LP6DN9OP9V83 US3133ETGE11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-05-12 2027-05-12 N N N 0.0373 10001205.00 10001205.00 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.739997% 3133ETHC4 254900C5LP6DN9OP9V83 US3133ETHC46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-03-19 2027-03-19 N N N 0.0373 9999855.90 9999855.90 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.769999% 3133ETJ65 254900C5LP6DN9OP9V83 US3133ETJ657 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-10-22 2027-10-22 N N N 0.0378 11998833.00 11998833.00 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.719999% 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-06-23 2027-06-23 N N N 0.0374 4999301.10 4999301.10 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.730000% 3133ETNE3 254900C5LP6DN9OP9V83 US3133ETNE38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-06-24 2027-06-24 N N N 0.0375 19998098.00 19998098.00 0.0060 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.719999% 3133ETNS2 254900C5LP6DN9OP9V83 US3133ETNS24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-06-29 2027-06-29 N N N 0.0369 5002019.45 5002019.45 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.739997% 3133ETPS0 254900C5LP6DN9OP9V83 US3133ETPS06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-07-15 2027-07-15 N N N 0.0376 14998563.00 14998563.00 0.0045 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.764999% 3133ETQU4 254900C5LP6DN9OP9V83 US3133ETQU43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-06-23 2027-06-23 N N N 0.0375 14999754.90 14999754.90 0.0045 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.754998% 3133ETSD0 254900C5LP6DN9OP9V83 US3133ETSD00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-08-04 2027-08-04 N N N 0.0377 9999093.60 9999093.60 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.735000% 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-11-12 2027-11-12 N N N 0.0374 5000284.90 5000284.90 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.769999% 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-09-10 2027-09-10 N N N 0.0378 7084989.73 7084989.73 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.775000% 3133ETZJ9 254900C5LP6DN9OP9V83 US3133ETZJ96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-09-24 2027-09-24 N N N 0.0378 5000029.25 5000029.25 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.590000% 3133EWAL4 254900C5LP6DN9OP9V83 US3133EWAL47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-20 2027-01-20 2027-01-20 N N N 0.0383 9984095.40 9984095.40 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.699997% 3133EWJG6 254900C5LP6DN9OP9V83 US3133EWJG60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-03-21 2028-03-21 N N N 0.0371 19999742.00 19999742.00 0.0060 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.704998% 3133EWKR0 254900C5LP6DN9OP9V83 US3133EWKR07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-04-07 2028-04-07 N N N 0.0371 9999829.60 9999829.60 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.709998% 3133EWPQ7 254900C5LP6DN9OP9V83 US3133EWPQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-05-15 2028-05-15 N N N 0.0372 9999969.20 9999969.20 0.0030 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 3.759998% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-16 2026-10-16 N N N 0.0370 5001203.20 5001203.20 0.0015 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 3.704998% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-04-06 2028-04-06 N N N 0.0370 5000977.45 5000977.45 0.0015 N N N N UNITED STATES TREASURY TREASURY 912797TN7 254900HROIFWPRGM1V77 US912797TN70 U.S. Treasury Debt Y 2026-07-16 2026-07-16 2026-07-16 N N N 0.0368 9954812.50 9954812.50 0.0030 N Y Y N UNITED STATES TREASURY TREASURY 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0371 19768786.20 19768786.20 0.0059 N Y Y N UNITED STATES TREASURY TREASURY 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0366 7997284.82 7997284.82 0.0024 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 9128287B0 254900HROIFWPRGM1V77 US9128287B09 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0370 4992565.50 4992565.50 0.0015 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0377 4947296.85 4947296.85 0.0015 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 91282CCJ8 254900HROIFWPRGM1V77 US91282CCJ80 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0370 4988634.00 4988634.00 0.0015 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.625000% 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0368 39796354.00 39796354.00 0.0119 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0370 4656121.08 4656121.08 0.0014 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0378 9876117.20 9876117.20 0.0029 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.809970% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-06-01 2026-07-31 2026-07-31 N N N 0.0365 10001812.70 10001812.70 0.0030 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.375000% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0366 15015820.35 15015820.35 0.0045 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0376 5011757.80 5011757.80 0.0015 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.726968% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-06-01 2028-01-31 2028-01-31 N N N 0.0371 55008763.70 55008763.70 0.0164 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.730968% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-06-01 2028-04-30 2028-04-30 N N N 0.0371 5001154.25 5001154.25 0.0015 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE TRI-PARTY CANADIAN IMPERIAL BAN 3.650000% N/A 2IGI19DL77OX0HC3ZE78 0 BNTBZTSK8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC N/A 3132DWHU0 2053-07-01 6.000000 0.00 7834621.00 4978887.30 Agency Mortgage-Backed Securities FMAC N/A 3132DWMX8 2054-11-01 5.000000 0.00 1000.00 861.89 Agency Mortgage-Backed Securities FMAC N/A 3133KMQG3 2051-09-01 2.500000 0.00 215019.00 125467.86 Agency Mortgage-Backed Securities FNMA N/A 3138LGAK2 2031-12-01 3.140000 0.00 1000.00 870.89 Agency Mortgage-Backed Securities FNMA N/A 3138WKUM5 2047-05-01 4.000000 0.00 220182.00 32436.99 Agency Mortgage-Backed Securities FNMA N/A 3140BM6P0 2055-10-01 5.500000 0.00 131611.00 125432.59 Agency Mortgage-Backed Securities FNMA N/A 3140FXU75 2062-03-01 4.000000 0.00 1289.00 901.16 Agency Mortgage-Backed Securities FNMA N/A 3140KYGA6 2041-06-01 2.000000 0.00 38350.00 22306.68 Agency Mortgage-Backed Securities FNMA N/A 3140LER90 2032-01-01 1.980000 0.00 367346.00 324752.23 Agency Mortgage-Backed Securities FNMA N/A 3140Q0VM1 2035-11-01 4.435000 0.00 176015.00 174082.08 Agency Mortgage-Backed Securities FNMA N/A 3140Q1EJ5 2030-11-01 4.080000 0.00 1028.00 1018.71 Agency Mortgage-Backed Securities FNMA N/A 3140QUHC3 2054-04-01 5.500000 0.00 1056.00 886.90 Agency Mortgage-Backed Securities FNMA N/A 3140W5KT0 2056-03-01 5.500000 0.00 1032.00 1029.93 Agency Mortgage-Backed Securities FNMA N/A 3140X9QV0 2049-06-01 3.500000 0.00 102003755.00 28991042.36 Agency Mortgage-Backed Securities FNMA N/A 3140XBRV4 2048-11-01 3.000000 0.00 3507137.00 1554864.95 Agency Mortgage-Backed Securities FNMA N/A 3140XNWC4 2053-12-01 6.500000 0.00 6813353.00 4081068.12 Agency Mortgage-Backed Securities FNMA N/A 3140XSBA0 2054-10-01 7.000000 0.00 3867.00 2889.22 Agency Mortgage-Backed Securities FNMA N/A 31410LT28 2046-11-01 3.500000 0.00 18799.00 4713.02 Agency Mortgage-Backed Securities FNMA N/A 31418EW48 2053-10-01 6.000000 0.00 3687776.00 2143615.22 Agency Mortgage-Backed Securities FMAC N/A 31427SR59 2055-11-01 5.000000 0.00 410828.00 406703.49 Agency Mortgage-Backed Securities FMAC N/A 3142GSRJ9 2054-09-01 5.000000 0.00 510460.00 451286.54 Agency Mortgage-Backed Securities GNMA N/A 36179VVX5 2050-10-20 2.000000 0.00 4225.00 1859.29 Agency Mortgage-Backed Securities GNMA N/A 36179WVT2 2052-01-20 2.000000 0.00 899708.00 528201.30 Agency Mortgage-Backed Securities GNMA N/A 3617X8T61 2045-10-20 4.500000 0.00 2830.00 314.29 Agency Mortgage-Backed Securities GNMA N/A 3618F26D2 2053-09-20 7.000000 0.00 94883.00 74115.87 Agency Mortgage-Backed Securities GNMA N/A 36202FPG5 2041-01-20 4.500000 0.00 1029.00 47.32 Agency Mortgage-Backed Securities USTR N/A 912803BJ1 2026-11-15 0.00 0.00 489100.00 481114.95 U.S. Treasuries (including strips) USTR N/A 912810SH2 2049-05-15 2.875000 0.00 7999200.00 5649608.98 U.S. Treasuries (including strips) USTR N/A 912810TX6 2054-02-15 4.250000 0.00 1313000.00 1179389.83 U.S. Treasuries (including strips) USTR N/A 91282CGB1 2029-12-31 3.875000 0.00 500.00 504.43 U.S. Treasuries (including strips) USTR N/A 91282CNW7 2032-08-31 3.875000 0.00 300.00 296.94 U.S. Treasuries (including strips) USTR N/A 91282CPH8 2030-10-15 1.125000 0.00 91000.00 91572.12 U.S. Treasuries (including strips) Y 2026-06-07 2026-06-07 2026-06-18 Y CANADIAN IMPERIAL BANK OF COMMER 1.0000 7 N N N 0.0365 50000000.00 50000000.00 0.0149 N N Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BAN 3.650000% N/A G5GSEF7VJP5I7OUK5573 0 BNTBZU488 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912797SA6 2026-10-01 0.00 0.00 100.00 98.77 U.S. Treasuries (including strips) USTR N/A 912797SK4 2026-10-29 0.00 0.00 23265000.00 22913745.03 U.S. Treasuries (including strips) USTR N/A 912797TV9 2027-02-18 0.00 0.00 344900.00 335958.12 U.S. Treasuries (including strips) USTR N/A 912797UH8 2026-09-24 0.00 0.00 138800.00 137200.47 U.S. Treasuries (including strips) USTR N/A 912810US5 2056-02-15 2.375000 0.00 354700.00 338245.97 U.S. Treasuries (including strips) USTR N/A 91282CDX6 2032-01-15 0.125000 0.00 16496800.00 18024376.26 U.S. Treasuries (including strips) USTR N/A 91282CMB4 2027-12-15 4.000000 0.00 5300000.00 5398706.50 U.S. Treasuries (including strips) USTR N/A 91282CNE7 2027-05-31 3.875000 0.00 999200.00 1018049.00 U.S. Treasuries (including strips) USTR N/A 91282CNJ6 2032-06-30 4.000000 0.00 1938000.00 1947283.19 U.S. Treasuries (including strips) USTR N/A 91282CNM9 2028-07-15 3.875000 0.00 876300.00 886352.85 U.S. Treasuries (including strips) Y 2026-06-07 2026-06-07 2026-06-18 Y Barclays Bank PLC 1.0000 7 N N N 0.0365 50000000.00 50000000.00 0.0149 N N Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA 3.660000% N/A 549300HXQQQCCUBS2Z23 0 BNTBZU6N3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA N/A 3140QDTD6 2035-05-01 2.500000 0.00 2322950.00 738994.43 Agency Mortgage-Backed Securities FNMA N/A 3140W3SX8 2050-07-01 3.000000 0.00 16384297.00 13795021.94 Agency Mortgage-Backed Securities FMAC N/A 3142J6B77 2055-11-01 4.000000 0.00 31934138.00 29485008.00 Agency Mortgage-Backed Securities USTR N/A 912797TC1 2026-12-24 0.00 0.00 7563700.00 7408379.42 U.S. Treasuries (including strips) Y 2026-06-07 2026-06-07 2026-07-31 Y ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.0000 7 N N N 0.0366 50000000.00 50000000.00 0.0149 N N Y N FIXED INCOME CLEARING CORP-JP MORGAN TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.620000% N/A 549300H47WTHXPU08X20 0 BNTC4J1J4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORP Y FMAC N/A 31329N3E6 2048-03-01 4.000000 0.00 200000.00 33110.39 Agency Mortgage-Backed Securities FMAC N/A 3132DQ6Z4 2053-08-01 5.000000 0.00 500000.00 374893.57 Agency Mortgage-Backed Securities FNMA N/A 3140QVV35 2054-12-01 4.500000 0.00 24052.00 21783.94 Agency Mortgage-Backed Securities FNMA N/A 3140U75Z1 2041-03-01 6.000000 0.00 2160887.00 2224826.30 Agency Mortgage-Backed Securities FNMA N/A 3140U8E71 2056-05-01 5.000000 0.00 1059800.00 1051320.25 Agency Mortgage-Backed Securities FNMA N/A 3140U8ZF0 2056-03-01 6.500000 0.00 1590586.00 1669313.18 Agency Mortgage-Backed Securities FNMA N/A 3140W3UQ0 2038-02-01 2.500000 0.00 10640128.00 9264229.93 Agency Mortgage-Backed Securities FNMA N/A 3140W54S0 2052-07-01 3.500000 0.00 142541568.00 129016279.30 Agency Mortgage-Backed Securities FNMA N/A 3140YWQ55 2054-02-01 6.500000 0.00 45000.00 26016.59 Agency Mortgage-Backed Securities FNMA N/A 31418E3E8 2054-03-01 5.500000 0.00 197581120.00 140608138.99 Agency Mortgage-Backed Securities FNMA N/A 31418EDF4 2037-05-01 1.500000 0.00 10833248.00 6546115.38 Agency Mortgage-Backed Securities FNMA N/A 31418FTL1 2046-01-01 4.500000 0.00 60093952.00 56890995.84 Agency Mortgage-Backed Securities FNMA N/A 31418FU96 2046-03-01 4.500000 0.00 41899904.00 40011823.68 Agency Mortgage-Backed Securities GNMA N/A 36179MX39 2043-01-20 3.000000 0.00 4015200.00 400788.42 Agency Mortgage-Backed Securities GNMA N/A 36179USL7 2049-04-20 4.500000 0.00 495009.00 19579.25 Agency Mortgage-Backed Securities GNMA N/A 36179VZF0 2050-12-20 2.000000 0.00 97211392.00 47662709.61 Agency Mortgage-Backed Securities GNMA N/A 36179YUX0 2053-10-20 2.000000 0.00 129608.00 87929.25 Agency Mortgage-Backed Securities GNMA N/A 36184Q2N3 2045-05-20 3.500000 0.00 299388.00 46419.95 Agency Mortgage-Backed Securities GNMA N/A 3618BARC7 2053-05-20 6.000000 0.00 1088354.00 570429.86 Agency Mortgage-Backed Securities GNMA N/A 3618FLS79 2053-10-20 2.000000 0.00 4089152.00 2461311.24 Agency Mortgage-Backed Securities GNMA N/A 3618KNBY8 2055-05-20 6.500000 0.00 3023660.00 2461631.81 Agency Mortgage-Backed Securities GNMA N/A 3618KNHS5 2065-04-20 6.500000 0.00 2951176.00 2329525.15 Agency Mortgage-Backed Securities GNMA N/A 3618L23R7 2055-08-20 6.500000 0.00 2497520.00 2614029.39 Agency Mortgage-Backed Securities GNMA N/A 3618LBUJ5 2065-09-20 6.500000 0.00 6400000.00 5711156.38 Agency Mortgage-Backed Securities GNMA N/A 3618LC2X3 2055-09-20 6.000000 0.00 3082076.00 3100335.74 Agency Mortgage-Backed Securities GNMA N/A 3618M65Y0 2065-08-20 2.000000 0.00 242148.00 186216.94 Agency Mortgage-Backed Securities GNMA N/A 3618MJMW7 2056-01-20 6.000000 0.00 3382448.00 3500511.92 Agency Mortgage-Backed Securities GNMA N/A 3618MNLG4 2056-02-20 6.000000 0.00 391028.00 403897.75 Agency Mortgage-Backed Securities GNMA N/A 3618N6BG1 2056-01-20 6.000000 0.00 84973568.00 86307275.17 Agency Mortgage-Backed Securities GNMA N/A 3618NJBA6 2055-02-20 7.000000 0.00 2377604.00 2509690.42 Agency Mortgage-Backed Securities GNMA N/A 3618V8QQ0 2066-03-20 6.000000 0.00 4192440.00 4301130.38 Agency Mortgage-Backed Securities GNMA N/A 3618VCN35 2056-05-20 5.000000 0.00 7102264.00 7071794.50 Agency Mortgage-Backed Securities GNMA N/A 3618VHFJ8 2056-04-20 6.000000 0.00 1119688.00 1155541.77 Agency Mortgage-Backed Securities GNMA N/A 3618VQD92 2056-05-20 6.000000 0.00 4497664.00 4724915.97 Agency Mortgage-Backed Securities GNMA N/A 36225DBP8 2034-06-20 5.625000 0.00 1349999.00 11627.37 Agency Mortgage-Backed Securities GNMA N/A 36225DBW3 2034-06-20 5.625000 0.00 8000000.00 117168.23 Agency Mortgage-Backed Securities GNMA N/A 36225FHP7 2041-09-20 5.375000 0.00 2048263.00 30573.89 Agency Mortgage-Backed Securities GNMA N/A 3622AC6M7 2054-02-20 6.000000 0.00 800000.00 646809.56 Agency Mortgage-Backed Securities GNMA N/A 3622ADVK1 2055-03-20 5.000000 0.00 365000.00 328152.75 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 550000000.00 550000000.00 0.1638 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 3.620000% N/A MBNUM2BPBDO7JBLYG310 0 BNTC4J1M7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA N/A 36179R7K9 2046-04-20 4.000000 0.00 132658894.00 11294863.70 Agency Mortgage-Backed Securities GNMA N/A 3618HHFF2 2054-06-20 7.000000 0.00 12797814.00 10955002.19 Agency Mortgage-Backed Securities GNMA N/A 3618JKSX0 2054-10-20 7.500000 0.00 9795122.00 9461893.72 Agency Mortgage-Backed Securities GNMA N/A 3618K0TB9 2054-12-20 7.000000 0.00 10372979.00 10493060.85 Agency Mortgage-Backed Securities GNMA N/A 3618K0VF7 2055-04-20 6.500000 0.00 9162990.00 9565341.74 Agency Mortgage-Backed Securities GNMA N/A 3618K0XE8 2054-10-20 7.500000 0.00 10931878.00 11026264.94 Agency Mortgage-Backed Securities GNMA N/A 3618KG4B1 2055-02-20 7.000000 0.00 10748881.00 10284031.35 Agency Mortgage-Backed Securities GNMA N/A 3618KPRA8 2055-08-20 5.500000 0.00 10993504.00 11167483.79 Agency Mortgage-Backed Securities GNMA N/A 3618LKP44 2055-09-20 7.000000 0.00 9336519.00 9913693.14 Agency Mortgage-Backed Securities GNMA N/A 3618LLFE1 2055-09-20 5.500000 0.00 10505162.00 10601368.75 Agency Mortgage-Backed Securities GNMA N/A 3618LSTS0 2055-08-20 6.500000 0.00 10611055.00 9833900.76 Agency Mortgage-Backed Securities GNMA N/A 3618LV7J7 2055-09-20 7.500000 0.00 10205085.00 10759087.75 Agency Mortgage-Backed Securities GNMA N/A 3618M4SX2 2055-11-20 7.000000 0.00 10033816.00 10336464.11 Agency Mortgage-Backed Securities GNMA N/A 3618M86R0 2056-01-20 5.500000 0.00 8715795.00 8523396.31 Agency Mortgage-Backed Securities GNMA N/A 3618M9M90 2056-03-20 5.000000 0.00 10064639.00 9985891.69 Agency Mortgage-Backed Securities GNMA N/A 3618MAKD0 2055-12-20 5.500000 0.00 9611073.00 9720792.46 Agency Mortgage-Backed Securities GNMA N/A 3618MCP82 2055-11-20 7.000000 0.00 9316666.00 9669204.48 Agency Mortgage-Backed Securities GNMA N/A 3618MCQN8 2055-11-20 6.000000 0.00 9254447.00 9530745.38 Agency Mortgage-Backed Securities GNMA N/A 3618MEFH9 2056-01-20 5.000000 0.00 9411958.00 9323333.45 Agency Mortgage-Backed Securities GNMA N/A 3618MLXA8 2056-02-20 5.500000 0.00 9895907.00 9971976.44 Agency Mortgage-Backed Securities GNMA N/A 3618MNED9 2056-03-20 5.000000 0.00 10918559.00 10847211.34 Agency Mortgage-Backed Securities GNMA N/A 3618MSLQ1 2056-03-20 5.500000 0.00 9415182.00 9610635.01 Agency Mortgage-Backed Securities GNMA N/A 3618MW5W7 2056-03-20 6.500000 0.00 10082565.00 10836559.39 Agency Mortgage-Backed Securities GNMA N/A 3618N1VY1 2056-03-20 6.500000 0.00 9570416.00 10165639.68 Agency Mortgage-Backed Securities GNMA N/A 3618N3DP6 2056-04-20 5.500000 0.00 10059570.00 10211144.68 Agency Mortgage-Backed Securities GNMA N/A 3618N3VH4 2056-05-20 6.500000 0.00 9985686.00 10749306.94 Agency Mortgage-Backed Securities GNMA N/A 3618N3X66 2056-04-20 7.000000 0.00 10348650.00 11044546.58 Agency Mortgage-Backed Securities GNMA N/A 3618N3ZV9 2056-05-20 7.000000 0.00 9348978.00 9985282.95 Agency Mortgage-Backed Securities GNMA N/A 3618N6BG1 2056-01-20 6.000000 0.00 9664089.00 9815772.22 Agency Mortgage-Backed Securities GNMA N/A 3618V1QJ1 2056-01-20 6.500000 0.00 10687574.00 11236252.28 Agency Mortgage-Backed Securities GNMA N/A 3618V2CC9 2055-11-20 6.000000 0.00 9196727.00 9463351.88 Agency Mortgage-Backed Securities GNMA N/A 3618V9PD8 2056-05-20 5.500000 0.00 10491356.00 10712469.49 Agency Mortgage-Backed Securities GNMA N/A 3618VA3L1 2056-05-20 6.500000 0.00 9335873.00 9852665.44 Agency Mortgage-Backed Securities GNMA N/A 3618VCD85 2056-03-20 5.500000 0.00 9701244.00 9822320.23 Agency Mortgage-Backed Securities GNMA N/A 3618VNVA6 2056-05-20 5.500000 0.00 9455993.00 9609045.60 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 346000000.00 346000000.00 0.1031 N Y Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA 3.630000% N/A B4TYDEB6GKMZO031MB27 0 BNTC4J1T2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA N/A 3138EJE87 2042-06-01 3.500000 0.00 50470060.00 5590413.94 Agency Mortgage-Backed Securities FNMA N/A 3138EKCL7 2042-12-01 3.500000 0.00 45678544.00 5838903.82 Agency Mortgage-Backed Securities FNMA N/A 3138EKFA8 2042-12-01 3.000000 0.00 37100000.00 6004676.18 Agency Mortgage-Backed Securities FNMA N/A 3138ENS75 2043-11-01 3.500000 0.00 32028745.00 5681713.11 Agency Mortgage-Backed Securities FNMA N/A 3138EP5E0 2045-08-01 3.500000 0.00 44001929.00 5979916.27 Agency Mortgage-Backed Securities FNMA N/A 3138EPXL3 2045-07-01 3.500000 0.00 30464523.00 6052260.54 Agency Mortgage-Backed Securities FNMA N/A 3138EQZK1 2046-01-01 3.500000 0.00 31791503.00 6257990.47 Agency Mortgage-Backed Securities FNMA N/A 3138M1DJ4 2042-07-01 3.500000 0.00 37308993.00 5571454.66 Agency Mortgage-Backed Securities FNMA N/A 3138MACM8 2042-09-01 3.000000 0.00 48085000.00 5657089.48 Agency Mortgage-Backed Securities FNMA N/A 3138MF3P0 2042-12-01 3.500000 0.00 33806501.00 5990729.45 Agency Mortgage-Backed Securities FNMA N/A 3138MFZ34 2042-11-01 3.500000 0.00 45616968.00 5964251.47 Agency Mortgage-Backed Securities FNMA N/A 3138MLBP8 2042-12-01 3.500000 0.00 35024349.00 6046236.67 Agency Mortgage-Backed Securities FNMA N/A 3138MQUK7 2042-12-01 3.500000 0.00 62248857.00 5938335.52 Agency Mortgage-Backed Securities FNMA N/A 3138NY2X2 2043-02-01 3.000000 0.00 34603451.00 5985147.94 Agency Mortgage-Backed Securities FNMA N/A 3138W5LM8 2043-03-01 3.500000 0.00 40341210.00 6242773.22 Agency Mortgage-Backed Securities FNMA N/A 3138W5M47 2043-03-01 3.500000 0.00 39507827.00 5783245.25 Agency Mortgage-Backed Securities FNMA N/A 3138WF2U9 2045-11-01 3.500000 0.00 32551541.00 5974780.66 Agency Mortgage-Backed Securities FNMA N/A 3138WFBY1 2045-07-01 3.500000 0.00 31000000.00 5640367.30 Agency Mortgage-Backed Securities FNMA N/A 3138WGAL8 2045-12-01 3.500000 0.00 77838356.00 5605220.30 Agency Mortgage-Backed Securities FNMA N/A 3138WGFE9 2046-01-01 3.500000 0.00 35819353.00 6525834.08 Agency Mortgage-Backed Securities FNMA N/A 3138WH4U3 2046-10-01 3.000000 0.00 59829435.00 8574024.40 Agency Mortgage-Backed Securities FNMA N/A 3138WJ4H8 2047-03-01 3.500000 0.00 34204535.00 6164765.94 Agency Mortgage-Backed Securities FNMA N/A 3138WJJC3 2046-11-01 3.000000 0.00 38168078.00 5871234.05 Agency Mortgage-Backed Securities FNMA N/A 3138WLAN3 2047-07-01 3.500000 0.00 49819493.00 6200890.00 Agency Mortgage-Backed Securities FNMA N/A 3138WTRQ1 2043-06-01 3.000000 0.00 39468800.00 6610033.45 Agency Mortgage-Backed Securities FNMA N/A 3138WTSJ6 2043-06-01 3.500000 0.00 44428696.00 5949262.58 Agency Mortgage-Backed Securities FNMA N/A 3138WUAT0 2043-06-01 3.500000 0.00 31382823.00 5569106.70 Agency Mortgage-Backed Securities FNMA N/A 3138WWKJ7 2043-06-01 3.500000 0.00 42894386.00 6237351.46 Agency Mortgage-Backed Securities FNMA N/A 3138XYB29 2042-01-01 3.500000 0.00 34931935.00 6026457.86 Agency Mortgage-Backed Securities FNMA N/A 3138Y3MC2 2044-11-01 3.500000 0.00 75976482.00 5836058.83 Agency Mortgage-Backed Securities FNMA N/A 3138YEN29 2045-03-01 3.500000 0.00 99075793.00 6139039.04 Agency Mortgage-Backed Securities FNMA N/A 3138YGAA0 2045-02-01 3.500000 0.00 80159985.00 5929715.42 Agency Mortgage-Backed Securities FNMA N/A 3138YGXC1 2045-04-01 3.500000 0.00 44320000.00 6239492.43 Agency Mortgage-Backed Securities FNMA N/A 3138YR4M7 2045-07-01 3.500000 0.00 37018067.00 5663083.45 Agency Mortgage-Backed Securities FNMA N/A 3140QE3V2 2050-09-01 2.000000 0.00 14703990.00 7338600.69 Agency Mortgage-Backed Securities FNMA N/A 31417A4P1 2042-02-01 3.500000 0.00 16624149.00 2305100.97 Agency Mortgage-Backed Securities FNMA N/A 31417AR68 2041-12-01 3.500000 0.00 100025467.00 5656452.66 Agency Mortgage-Backed Securities FNMA N/A 31417AX53 2042-01-01 3.500000 0.00 149986320.00 9941547.29 Agency Mortgage-Backed Securities FNMA N/A 31417B2Q9 2042-06-01 3.500000 0.00 50039103.00 7260154.00 Agency Mortgage-Backed Securities FNMA N/A 31417BCX3 2042-03-01 3.500000 0.00 50337649.00 7206275.45 Agency Mortgage-Backed Securities FNMA N/A 31417BFW2 2042-03-01 3.500000 0.00 72127597.00 9020726.31 Agency Mortgage-Backed Securities FNMA N/A 31417BHY6 2042-03-01 3.500000 0.00 201347358.00 9864510.38 Agency Mortgage-Backed Securities FNMA N/A 31417BJE8 2042-03-01 3.500000 0.00 207570466.00 8540527.37 Agency Mortgage-Backed Securities FNMA N/A 31417BP27 2042-04-01 3.500000 0.00 90893149.00 6880802.94 Agency Mortgage-Backed Securities FNMA N/A 31417BPX9 2042-04-01 3.500000 0.00 80867571.00 9374333.50 Agency Mortgage-Backed Securities FNMA N/A 31417BPZ4 2042-04-01 3.500000 0.00 98883819.00 7805915.12 Agency Mortgage-Backed Securities FNMA N/A 31417BSW8 2042-04-01 3.500000 0.00 109873630.00 7291400.82 Agency Mortgage-Backed Securities FNMA N/A 31417BXC6 2042-05-01 3.500000 0.00 50952335.00 6486076.36 Agency Mortgage-Backed Securities FNMA N/A 31417BXJ1 2042-05-01 3.500000 0.00 120430751.00 8869136.10 Agency Mortgage-Backed Securities FNMA N/A 31417BXK8 2042-05-01 3.500000 0.00 120900170.00 8086601.75 Agency Mortgage-Backed Securities FNMA N/A 31417BXN2 2042-05-01 3.500000 0.00 62973111.00 7890437.19 Agency Mortgage-Backed Securities FNMA N/A 31417C4A0 2042-09-01 3.500000 0.00 74561718.00 8721500.30 Agency Mortgage-Backed Securities FNMA N/A 31417C4B8 2042-09-01 3.500000 0.00 87400225.00 9019314.55 Agency Mortgage-Backed Securities FNMA N/A 31417C4L6 2042-09-01 3.500000 0.00 75854033.00 7547342.20 Agency Mortgage-Backed Securities FNMA N/A 31417CJG1 2042-07-01 3.500000 0.00 70721599.00 7314217.46 Agency Mortgage-Backed Securities FNMA N/A 31417CJM8 2042-07-01 3.500000 0.00 145058688.00 8649814.33 Agency Mortgage-Backed Securities FNMA N/A 31417CJN6 2042-07-01 3.500000 0.00 79921748.00 6919591.94 Agency Mortgage-Backed Securities FNMA N/A 31417CJS5 2042-07-01 3.500000 0.00 116332124.00 8937849.19 Agency Mortgage-Backed Securities FNMA N/A 31417CRM9 2042-08-01 3.500000 0.00 50480670.00 8695628.34 Agency Mortgage-Backed Securities FNMA N/A 31417CRN7 2042-08-01 3.500000 0.00 50385363.00 8412450.35 Agency Mortgage-Backed Securities FNMA N/A 31417CRP2 2042-08-01 3.500000 0.00 50437549.00 7097805.41 Agency Mortgage-Backed Securities FNMA N/A 31417CRQ0 2042-08-01 3.500000 0.00 75565147.00 10038329.04 Agency Mortgage-Backed Securities FNMA N/A 31417CRR8 2042-08-01 3.500000 0.00 50378758.00 6435878.60 Agency Mortgage-Backed Securities FNMA N/A 31417CS22 2042-08-01 3.500000 0.00 83252885.00 8512229.76 Agency Mortgage-Backed Securities FNMA N/A 31417CSJ5 2042-08-01 3.000000 0.00 49751520.00 6917594.30 Agency Mortgage-Backed Securities FNMA N/A 31417CTN5 2042-09-01 3.500000 0.00 112924845.00 9452029.85 Agency Mortgage-Backed Securities FNMA N/A 31417CV36 2042-08-01 3.500000 0.00 103715309.00 6876969.01 Agency Mortgage-Backed Securities FNMA N/A 31417CVD4 2042-08-01 3.000000 0.00 100334549.00 9567560.13 Agency Mortgage-Backed Securities FNMA N/A 31417CVR3 2042-08-01 3.500000 0.00 83046856.00 7677364.07 Agency Mortgage-Backed Securities FNMA N/A 31417D3M3 2042-11-01 3.000000 0.00 50795447.00 8053387.78 Agency Mortgage-Backed Securities FNMA N/A 31417DG49 2042-10-01 3.500000 0.00 77523350.00 9861585.18 Agency Mortgage-Backed Securities FNMA N/A 31417DLF8 2042-10-01 3.500000 0.00 60898476.00 8155607.33 Agency Mortgage-Backed Securities FNMA N/A 31417EC41 2042-12-01 3.500000 0.00 50469420.00 7847615.79 Agency Mortgage-Backed Securities FNMA N/A 31417EC58 2042-12-01 3.500000 0.00 50375565.00 6568440.09 Agency Mortgage-Backed Securities FNMA N/A 31417ECZ2 2042-12-01 3.500000 0.00 59589709.00 6549625.03 Agency Mortgage-Backed Securities FNMA N/A 31417EDL2 2042-12-01 3.500000 0.00 84130017.00 8953949.64 Agency Mortgage-Backed Securities FNMA N/A 31417EJH5 2043-01-01 3.500000 0.00 50509471.00 7633073.54 Agency Mortgage-Backed Securities FNMA N/A 31417EJL6 2043-01-01 3.500000 0.00 50242715.00 6108524.25 Agency Mortgage-Backed Securities FNMA N/A 31417EWW7 2043-02-01 3.500000 0.00 50336667.00 6346109.89 Agency Mortgage-Backed Securities FNMA N/A 31417EZM6 2043-02-01 3.000000 0.00 60783372.00 9164221.00 Agency Mortgage-Backed Securities FNMA N/A 31417EZZ7 2043-02-01 3.500000 0.00 50940274.00 7852899.66 Agency Mortgage-Backed Securities FNMA N/A 31417F2M9 2043-04-01 3.000000 0.00 48454079.00 8532195.56 Agency Mortgage-Backed Securities FNMA N/A 31417F6C7 2043-04-01 3.500000 0.00 75029877.00 9023771.08 Agency Mortgage-Backed Securities FNMA N/A 31417FWS3 2043-03-01 3.000000 0.00 49684352.00 6401414.25 Agency Mortgage-Backed Securities FNMA N/A 31417FZH4 2043-04-01 3.500000 0.00 75739152.00 9142176.00 Agency Mortgage-Backed Securities FNMA N/A 31417FZU5 2043-03-01 3.500000 0.00 44270752.00 7540954.14 Agency Mortgage-Backed Securities FNMA N/A 31417G2T2 2043-07-01 3.500000 0.00 50424901.00 9068922.01 Agency Mortgage-Backed Securities FNMA N/A 31417G4M5 2043-07-01 3.500000 0.00 50471828.00 8921300.00 Agency Mortgage-Backed Securities FNMA N/A 31417GC46 2043-04-01 3.500000 0.00 67482435.00 7784574.97 Agency Mortgage-Backed Securities FNMA N/A 31417GFS0 2043-05-01 3.500000 0.00 50149535.00 8226216.94 Agency Mortgage-Backed Securities FNMA N/A 31417GME3 2043-05-01 3.500000 0.00 50065269.00 6436178.04 Agency Mortgage-Backed Securities FNMA N/A 31417GMP8 2043-05-01 3.500000 0.00 50455018.00 8455783.40 Agency Mortgage-Backed Securities FNMA N/A 31417GTL0 2043-06-01 3.000000 0.00 48604453.00 8063631.13 Agency Mortgage-Backed Securities FNMA N/A 31417GW44 2043-06-01 3.500000 0.00 55908335.00 7760719.55 Agency Mortgage-Backed Securities FNMA N/A 31417GW77 2043-06-01 3.500000 0.00 65000000.00 10106637.57 Agency Mortgage-Backed Securities FNMA N/A 31417HBU7 2043-07-01 3.500000 0.00 68122454.00 9652501.34 Agency Mortgage-Backed Securities FNMA N/A 31417HBZ6 2043-07-01 3.500000 0.00 45260142.00 8328586.03 Agency Mortgage-Backed Securities FNMA N/A 31418A3V8 2043-11-01 4.500000 0.00 43401590.00 6281772.45 Agency Mortgage-Backed Securities FNMA N/A 31418A5T1 2044-01-01 4.500000 0.00 61874955.00 6793576.32 Agency Mortgage-Backed Securities FNMA N/A 31418AHK7 2042-07-01 3.500000 0.00 105000000.00 8130994.95 Agency Mortgage-Backed Securities FNMA N/A 31418APN2 2042-12-01 3.500000 0.00 50000000.00 6658945.96 Agency Mortgage-Backed Securities FNMA N/A 31418AQ35 2043-03-01 3.500000 0.00 50735232.00 7758755.65 Agency Mortgage-Backed Securities FNMA N/A 31418ARZ3 2043-03-01 3.500000 0.00 56792967.00 7581742.34 Agency Mortgage-Backed Securities FNMA N/A 31418AXV5 2043-08-01 4.500000 0.00 56784629.00 8549097.54 Agency Mortgage-Backed Securities FNMA N/A 31418AYJ1 2043-09-01 4.500000 0.00 59267982.00 7741459.42 Agency Mortgage-Backed Securities FNMA N/A 31418BHK5 2044-08-01 4.500000 0.00 45585539.00 7529111.95 Agency Mortgage-Backed Securities FNMA N/A 31418BMM5 2045-02-01 3.500000 0.00 75232430.00 7872675.22 Agency Mortgage-Backed Securities FNMA N/A 31418BRD0 2045-04-15 4.000000 0.00 32011637.00 6670203.65 Agency Mortgage-Backed Securities FNMA N/A 31418BU38 2045-09-01 4.000000 0.00 37917136.00 6319948.92 Agency Mortgage-Backed Securities FNMA N/A 31418BVG8 2045-10-01 3.500000 0.00 26045297.00 2309417.67 Agency Mortgage-Backed Securities FNMA N/A 31418BVW3 2045-10-01 4.000000 0.00 42287579.00 7216255.96 Agency Mortgage-Backed Securities FNMA N/A 31418CL77 2047-06-01 3.000000 0.00 25828740.00 5650915.09 Agency Mortgage-Backed Securities FNMA N/A 31418CR89 2047-12-01 3.500000 0.00 70559127.00 8545877.09 Agency Mortgage-Backed Securities FNMA N/A 31418CUB8 2048-01-01 4.000000 0.00 56376404.00 6340539.02 Agency Mortgage-Backed Securities FNMA N/A 31419BCT0 2041-03-01 3.500000 0.00 163639709.00 7854185.98 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 810000000.00 810000000.00 0.2413 N Y Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE 3.620000% N/A O2RNE8IBXP4R0TD8PU41 0 BNTC4J212 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA N/A 36179XFG6 2052-09-20 4.000000 0.00 145983865.00 103000000.58 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 100000000.00 100000000.00 0.0298 N Y Y N FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.630000% N/A 549300H47WTHXPU08X20 0 BNTC4J2S3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912797TX5 2026-08-20 0.00 0.00 21653200.00 21480342.50 U.S. Treasuries (including strips) USTR N/A 912797UE5 2027-04-15 0.00 0.00 18442800.00 17851855.80 U.S. Treasuries (including strips) USTR N/A 912828YS3 2029-11-15 1.750000 0.00 1600.00 1482.60 U.S. Treasuries (including strips) USTR N/A 91282CEB3 2029-02-28 1.875000 0.00 338271700.00 320900635.62 U.S. Treasuries (including strips) USTR N/A 91282CKP5 2029-04-30 4.625000 0.00 7114300.00 7250415.78 U.S. Treasuries (including strips) USTR N/A 91282CLS8 2026-10-31 4.125000 0.00 4021000.00 4039133.42 U.S. Treasuries (including strips) USTR N/A 91282CLW9 2034-11-15 4.250000 0.00 36728500.00 36476169.62 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 400000000.00 400000000.00 0.1192 N Y Y N Northern Institutional Funds 2026-06-05 Kevin P. O Rourke Kevin P. O Rourke President