N-MFP2 0000916620 XXXXXXXX 2019-07-31 0000916620 5493004ZY1PEJR3C0A81 S000001266 1 N N 033-73404 Northern Trust Investments, Inc. 801-33358 Deloitte & Touche LLP Chicago IL Northern Trust Investments, Inc. The Northern Trust Company 0000838981 085-05127 N N N Exempt Government N 53 101 7818348586.94 7664882815.39 7422799329.44 8168743682.12 0.00 10230059356.40 10090601902.38 10212454272.54 9520557937.73 0.00 0.5169 0.5027 0.4875 0.5423 0.0000 0.6764 0.6618 0.6707 0.6321 0.0000 0.00 15018767262.63 15016029445.22 26897998.30 29174967.82 15013752475.70 15013531469.8100 1.0000 0.0241 1.0003 1.0003 1.0003 1.0003 0.0000 C000003412 2500.00 15013752475.70 15013531469.8100 1.0003 1.0003 1.0003 1.0003 0.0000 1426094487.25 1115535793.90 1016894192.62 923274287.63 1061167681.65 1084264219.77 907385201.19 1048770980.71 0.00 0.00 5137522776.64 4916934909.10 0.0206 Y The Investment Advisor Reimbursed $109,304.85 of fees during the period FEDERAL HOME LOAN BANKS FHLB 0.875000% 3130A8Y72 2549001DPIFGXC1TOL40 US3130A8Y728 U.S. Government Agency Debt Y 2019-08-05 2019-08-05 2019-08-05 N N N 0.0225 29995380.00 29995380.00 0.0020 N N Y N FEDERAL HOME LOAN BANKS FHLB 1.000000% 3130A9EP2 2549001DPIFGXC1TOL40 US3130A9EP21 U.S. Government Agency Debt Y 2019-09-26 2019-09-26 2019-09-26 N N N 0.0218 22579035.18 22579035.18 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 1.500000% 3130ACM92 2549001DPIFGXC1TOL40 US3130ACM925 U.S. Government Agency Debt Y 2019-10-21 2019-10-21 2019-10-21 N N N 0.0214 57617489.00 57617489.00 0.0038 N N N N FEDERAL HOME LOAN BANKS FHLB 2.625000% 3130AECJ7 2549001DPIFGXC1TOL40 US3130AECJ71 U.S. Government Agency Debt Y 2020-05-28 2020-05-28 2020-05-28 N N N 0.0203 40191840.00 40191840.00 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 2.138997% 3130AEHS2 2549001DPIFGXC1TOL40 US3130AEHS26 U.S. Government Agency Debt Y 2019-09-25 2020-06-25 2020-06-25 N N N 0.0216 204811810.00 204811810.00 0.0136 N N N N FEDERAL HOME LOAN BANKS FHLB 2.079000% 3130AEL32 2549001DPIFGXC1TOL40 US3130AEL329 U.S. Government Agency Debt Y 2019-10-06 2020-07-06 2020-07-06 N N N 0.0216 99903300.00 99903300.00 0.0067 N N N N FEDERAL HOME LOAN BANKS FHLB 2.180998% 3130AETM2 2549001DPIFGXC1TOL40 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US3130AG2J36 U.S. Government Agency Debt Y 2020-03-12 2020-03-12 2020-03-12 N N N 0.0216 150065400.00 150065400.00 0.0100 N N N N FEDERAL HOME LOAN BANKS FHLB 2.580000% 3130AG3Z6 2549001DPIFGXC1TOL40 US3130AG3Z68 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0231 170057120.00 170057120.00 0.0113 N N N N FEDERAL HOME LOAN BANKS FHLB 2.550000% 3130AG4E2 2549001DPIFGXC1TOL40 US3130AG4E21 U.S. Government Agency Debt Y 2019-12-19 2019-12-19 2019-12-19 N N N 0.0212 35019600.00 35019600.00 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 2.414998% 3130AG4G7 2549001DPIFGXC1TOL40 US3130AG4G78 U.S. Government Agency Debt Y 2019-08-01 2019-09-20 2019-09-20 N N N 0.0245 124993500.00 124993500.00 0.0083 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.454998% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 U.S. Government Agency Debt Y 2019-08-01 2020-03-27 2020-03-27 N N N 0.0243 61010492.00 61010492.00 0.0041 N N N N FEDERAL HOME LOAN BANKS FHLB 2.420000% 3130AGBU8 2549001DPIFGXC1TOL40 US3130AGBU83 U.S. Government Agency Debt Y 2019-08-19 2019-08-19 2019-08-19 N N N 0.0223 185015725.00 185015725.00 0.0123 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.510000% 3130AGHC2 2549001DPIFGXC1TOL40 US3130AGHC22 U.S. Government Agency Debt Y 2020-05-28 2020-05-28 2020-05-28 N N N 0.0208 90028710.00 90028710.00 0.0060 N N N N FEDERAL HOME LOAN BANKS FHLB 2.399997% 3130AGKK0 2549001DPIFGXC1TOL40 US3130AGKK01 U.S. Government Agency Debt Y 2019-09-06 2019-12-06 2019-12-06 N N N 0.0209 155031003.10 155031003.10 0.0103 N N N N FEDERAL HOME LOAN BANKS FHLB 2.399997% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 U.S. Government Agency Debt Y 2019-08-01 2019-12-20 2019-12-20 N N N 0.0242 44995905.00 44995905.00 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 2.394997% 3130AGQB4 2549001DPIFGXC1TOL40 US3130AGQB48 U.S. Government Agency Debt Y 2019-08-01 2019-10-10 2019-10-10 N N N 0.0242 89995860.00 89995860.00 0.0060 N N N N FEDERAL HOME LOAN BANKS FHLB 2.240000% 3130AGQJ7 2549001DPIFGXC1TOL40 US3130AGQJ73 U.S. Government Agency Debt Y 2019-10-25 2019-10-25 2019-10-25 N N N 0.0211 175052850.00 175052850.00 0.0117 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.414998% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 U.S. Government Agency Debt Y 2019-10-22 2020-04-22 2020-04-22 N N N 0.0243 54993620.00 54993620.00 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 2.060000% 3130AGSM8 2549001DPIFGXC1TOL40 US3130AGSM84 U.S. Government Agency Debt Y 2020-01-24 2020-01-24 2020-01-24 N N N 0.0203 50006350.00 50006350.00 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 2.060000% 3130AGSR7 2549001DPIFGXC1TOL40 US3130AGSR71 U.S. Government Agency Debt Y 2020-01-24 2020-01-24 2020-01-24 N N N 0.0204 100011500.00 100011500.00 0.0067 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312KX7 US313312KX74 U.S. Government Agency Debt Y 2019-08-26 2019-08-26 2019-08-26 N N N 0.0213 14978130.00 14978130.00 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LF5 US313312LF59 U.S. Government Agency Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0215 19961140.00 19961140.00 0.0013 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LN8 US313312LN83 U.S. Government Agency Debt Y 2019-09-10 2019-09-10 2019-09-10 N N N 0.0215 24941100.00 24941100.00 0.0017 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LU2 US313312LU27 U.S. Government Agency Debt Y 2019-09-16 2019-09-16 2019-09-16 N N N 0.0216 12964783.00 12964783.00 0.0009 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LV0 US313312LV00 U.S. Government Agency Debt Y 2019-09-17 2019-09-17 2019-09-17 N N N 0.0216 24930800.00 24930800.00 0.0017 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LV0 US313312LV00 U.S. Government Agency Debt Y 2019-09-17 2019-09-17 2019-09-17 N N N 0.0216 15955712.00 15955712.00 0.0011 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312MC1 US313312MC10 U.S. Government Agency Debt Y 2019-09-24 2019-09-24 2019-09-24 N N N 0.0216 10965020.00 10965020.00 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312MN7 US313312MN74 U.S. Government Agency Debt Y 2019-10-04 2019-10-04 2019-10-04 N N N 0.0214 24906675.00 24906675.00 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312MZ0 US313312MZ05 U.S. Government Agency Debt Y 2019-10-15 2019-10-15 2019-10-15 N N N 0.0214 24890625.00 24890625.00 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312NN6 US313312NN65 U.S. Government Agency Debt Y 2019-10-28 2019-10-28 2019-10-28 N N N 0.0214 14923005.00 14923005.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312NR7 US313312NR79 U.S. Government Agency Debt Y 2019-10-31 2019-10-31 2019-10-31 N N N 0.0214 3978768.00 3978768.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312PK0 US313312PK09 U.S. Government Agency Debt Y 2019-11-18 2019-11-18 2019-11-18 N N N 0.0212 47697696.00 47697696.00 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312PM6 US313312PM64 U.S. Government Agency Debt Y 2019-11-20 2019-11-20 2019-11-20 N N N 0.0212 19871740.00 19871740.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312RV4 US313312RV46 U.S. Government Agency Debt Y 2020-01-15 2020-01-15 2020-01-15 N N N 0.0208 29717490.00 29717490.00 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312TP5 US313312TP59 U.S. Government Agency Debt Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0207 9882730.00 9882730.00 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312UD0 US313312UD01 U.S. Government Agency Debt Y 2020-03-11 2020-03-11 2020-03-11 N N N 0.0205 9876110.00 9876110.00 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312VG2 US313312VG23 U.S. Government Agency Debt Y 2020-04-07 2020-04-07 2020-04-07 N N N 0.0204 14792715.00 14792715.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312XQ8 US313312XQ86 U.S. Government Agency Debt Y 2020-06-02 2020-06-02 2020-06-02 N N N 0.0201 19666800.00 19666800.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 313384LG2 2549001DPIFGXC1TOL40 US313384LG28 U.S. Government Agency Debt Y 2019-09-04 2019-09-04 2019-09-04 N N N 0.0215 18961962.00 18961962.00 0.0013 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384MJ5 2549001DPIFGXC1TOL40 US313384MJ57 U.S. Government Agency Debt Y 2019-09-30 2019-09-30 2019-09-30 N N N 0.0216 84699695.00 84699695.00 0.0056 N N N N FEDERAL HOME LOAN BANKS FHLB 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 U.S. Government Agency Debt Y 2019-10-11 2019-10-11 2019-10-11 N N N 0.0214 37842604.00 37842604.00 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 U.S. Government Agency Debt Y 2019-10-11 2019-10-11 2019-10-11 N N N 0.0214 14937870.00 14937870.00 0.0010 N N N N FEDERAL HOME LOAN BANKS FHLB 313384MZ9 2549001DPIFGXC1TOL40 US313384MZ99 U.S. Government Agency Debt Y 2019-10-15 2019-10-15 2019-10-15 N N N 0.0214 79650000.00 79650000.00 0.0053 N N N N FEDERAL HOME LOAN BANKS FHLB 313384PT0 2549001DPIFGXC1TOL40 US313384PT03 U.S. Government Agency Debt Y 2019-11-26 2019-11-26 2019-11-26 N N N 0.0212 49662000.00 49662000.00 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 313384QB8 2549001DPIFGXC1TOL40 US313384QB85 U.S. Government Agency Debt Y 2019-12-04 2019-12-04 2019-12-04 N N N 0.0209 59572920.00 59572920.00 0.0040 N N N N FEDERAL HOME LOAN BANKS FHLB 313384SC4 2549001DPIFGXC1TOL40 US313384SC41 U.S. Government Agency Debt Y 2020-01-22 2020-01-22 2020-01-22 N N N 0.0208 29705640.00 29705640.00 0.0020 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 313396PE7 S6XOOCT0IEG5ABCC6L87 US313396PE71 U.S. Government Agency Debt Y 2019-11-13 2019-11-13 2019-11-13 N N N 0.0212 149098650.00 149098650.00 0.0099 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.313000% 3133EH5H2 US3133EH5H21 U.S. Government Agency Debt Y 2019-08-02 2020-01-02 2020-01-02 N N N 0.0222 79971440.00 79971440.00 0.0053 N N N N FEDERAL FARM CREDIT 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3133EJ4M8 US3133EJ4M88 U.S. Government Agency Debt Y 2019-08-07 2020-01-07 2020-01-07 N N N 0.0222 79989440.00 79989440.00 0.0053 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.324998% 3133EJ4V8 US3133EJ4V87 U.S. Government Agency Debt Y 2019-08-14 2020-04-14 2020-04-14 N N N 0.0225 64990055.00 64990055.00 0.0043 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.295000% 3133EJ4Z9 US3133EJ4Z91 U.S. Government Agency Debt Y 2019-08-15 2020-01-15 2020-01-15 N N N 0.0223 109984490.00 109984490.00 0.0073 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.250000% 3133EJCV9 US3133EJCV99 U.S. Government Agency Debt Y 2019-08-13 2020-02-13 2020-02-13 N N N 0.0225 49974200.00 49974200.00 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.302747% 3133EJD71 US3133EJD719 U.S. Government Agency Debt Y 2019-08-03 2019-10-03 2019-10-03 N N N 0.0221 124983875.00 124983875.00 0.0083 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.171250% 3133EJD89 US3133EJD891 U.S. 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2020-02-20 2020-02-20 N N N 0.0225 84972970.00 84972970.00 0.0057 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.539998% 3133EJRY7 US3133EJRY73 U.S. Government Agency Debt Y 2019-08-01 2020-06-18 2020-06-18 N N N 0.0229 20019060.00 20019060.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.397247% 3133EJT66 US3133EJT665 U.S. Government Agency Debt Y 2019-08-13 2020-05-13 2020-05-13 N N N 0.0217 59978340.00 59978340.00 0.0040 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 2.314126% 3133EJYV5 US3133EJYV51 U.S. Government Agency Debt Y 2019-08-06 2020-07-06 2020-07-06 N N N 0.0225 54959465.00 54959465.00 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.484997% 3133EKWM4 US3133EKWM44 U.S. Government Agency Debt Y 2019-08-01 2021-07-26 2021-07-26 N N N 0.0236 79968880.00 79968880.00 0.0053 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 2.409998% 3134GS4K8 S6XOOCT0IEG5ABCC6L87 US3134GS4K84 U.S. Government Agency Debt Y 2019-08-01 2020-02-28 2020-02-28 N N N 0.0243 184977060.00 184977060.00 0.0123 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 1.000000% 3135G0R39 B1V7KEBTPIMZEU4LTD58 US3135G0R397 U.S. Government Agency Debt Y 2019-10-24 2019-10-24 2019-10-24 N N N 0.0216 39892600.00 39892600.00 0.0027 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 2.489997% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 U.S. Government Agency Debt Y 2019-08-01 2020-04-30 2020-04-30 N N N 0.0240 25016250.00 25016250.00 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.375000% 3137EADR7 S6XOOCT0IEG5ABCC6L87 US3137EADR73 U.S. Government Agency Debt Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0209 59681040.00 59681040.00 0.0040 N N N N UNITED STATES TREASURY TREASURY BILL 912796RN1 254900HROIFWPRGM1V77 US912796RN16 U.S. Treasury Debt Y 2019-12-05 2019-12-05 2019-12-05 N N N 0.0208 119145600.00 119145600.00 0.0079 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. 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Securities Department of the Treasury 254900HROIFWPRGM1V77 2029-08-15 0.00 199300.00 162232.19 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 4400.00 2954.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 0.04 0.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 73.24 63.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-05-15 0.00 100.00 83.04 U.S. Treasuries (including strips) Government National Mortgage Association - GNMA - Ginnie Mae 2040-09-20 4.500000 20629341.00 1109686.51 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-08-01 6.000000 14342.00 254.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2025-10-01 3.500000 1019.00 63.60 Agency Mortgage-Backed Securities Federal National 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FMAC 2048-07-01 3.500000 22156539.00 20615524.45 Agency Mortgage-Backed Securities FMAC 2044-01-01 3.500000 48625.00 21319.44 Agency Mortgage-Backed Securities FMAC 2028-01-01 6.500000 44820.00 2717.35 Agency Mortgage-Backed Securities FMAC 2028-03-01 5.500000 2404332.00 55572.92 Agency Mortgage-Backed Securities FMAC 2030-01-01 4.500000 500000.00 42835.82 Agency Mortgage-Backed Securities FMAC 2031-01-01 4.500000 900000.00 170199.43 Agency Mortgage-Backed Securities FMAC 2031-05-01 4.500000 381299.00 62961.71 Agency Mortgage-Backed Securities FMAC 2035-09-01 3.500000 350000.00 196740.76 Agency Mortgage-Backed Securities FMAC 2035-09-01 4.000000 320000.00 177853.59 Agency Mortgage-Backed Securities FMAC 2020-02-01 4.000000 2600000.00 12895.48 Agency Mortgage-Backed Securities FMAC 2020-04-01 4.000000 2290390.00 12468.08 Agency Mortgage-Backed Securities FMAC 2020-03-01 5.500000 5157879.00 10196.35 Agency Mortgage-Backed Securities FMAC 2028-02-01 2.500000 260000.00 85355.78 Agency 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412867.70 Agency Mortgage-Backed Securities FMAC 2021-03-01 4.000000 1058231.00 16840.48 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.500000 767124.00 664803.78 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.000000 3732600.00 3750881.32 Agency Mortgage-Backed Securities GNMA 2048-12-20 4.500000 24422967.00 24483783.09 Agency Mortgage-Backed Securities FMAC 2048-09-01 4.500000 4090555.00 4106560.57 Agency Mortgage-Backed Securities FNMA 2029-01-01 3.000000 69408.00 23699.05 Agency Mortgage-Backed Securities FNMA 2045-08-01 4.000000 54019312.00 23873236.16 Agency Mortgage-Backed Securities FNMA 2044-06-01 5.000000 3894096.00 2615067.69 Agency Mortgage-Backed Securities FNMA 2036-04-01 6.000000 1488.00 47.65 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.500000 1625383.00 1615054.89 Agency Mortgage-Backed Securities GNMA 2038-11-15 6.000000 6614800.00 436241.26 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-01-15 2.500000 1000.00 1016.81 U.S. Treasuries (including strips) GNMA 2049-01-20 4.000000 7871107.00 7983826.61 Agency Mortgage-Backed Securities FMAC 2031-10-01 7.000000 2048699.00 174909.56 Agency Mortgage-Backed Securities FMAC 2036-08-01 7.000000 7950319.00 1472036.38 Agency Mortgage-Backed Securities FMAC 2029-12-01 3.500000 1421793.00 647101.14 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.500000 1000000.00 471180.95 Agency Mortgage-Backed Securities FMAC 2047-09-01 3.500000 623650.00 560388.37 Agency Mortgage-Backed Securities FMAC 2048-01-01 4.000000 448000.00 406919.09 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.000000 82590.00 79521.87 Agency Mortgage-Backed Securities FNMA 2044-07-01 5.000000 3000000.00 2006626.11 Agency Mortgage-Backed Securities FNMA 2045-05-01 3.500000 2900000.00 2192970.94 Agency Mortgage-Backed Securities FNMA 2045-06-01 3.500000 896791.00 761223.73 Agency Mortgage-Backed Securities FNMA 2045-10-01 3.500000 2500000.00 2193903.31 Agency Mortgage-Backed Securities FNMA 2033-06-01 5.500000 2407413.00 16181.77 Agency Mortgage-Backed Securities FNMA 2033-10-01 6.500000 582946.00 99509.15 Agency Mortgage-Backed Securities FNMA 2036-04-01 6.000000 22909830.00 1351606.29 Agency Mortgage-Backed Securities FNMA 2036-04-01 6.000000 1904.00 53.39 Agency Mortgage-Backed Securities FNMA 2036-06-01 6.000000 3988801.00 14512.05 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.500000 1090786.00 919925.73 Agency Mortgage-Backed Securities FNMA 2047-01-01 3.500000 2900000.00 2143786.54 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.000000 1929632.00 1665623.17 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.000000 267702.00 274546.66 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.000000 2100000.00 2143369.62 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.500000 14147.00 14380.97 Agency Mortgage-Backed Securities GNMA 2028-01-20 2.500000 1704108.00 551349.63 Agency Mortgage-Backed Securities GNMA 2048-08-20 5.000000 2007719.00 2007095.54 Agency Mortgage-Backed Securities GNMA 2048-10-20 4.500000 1191713.00 1186236.56 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.500000 1578703.00 1589814.37 Agency Mortgage-Backed Securities GNMA 2032-04-15 6.500000 8233188.00 228922.08 Agency Mortgage-Backed Securities GNMA 2040-10-20 4.000000 5500000.00 615217.62 Agency Mortgage-Backed Securities FNMA 2048-03-01 3.500000 16710464.00 15704891.97 Agency Mortgage-Backed Securities FMAC 2049-04-01 4.000000 3468418.00 3553941.23 Agency Mortgage-Backed Securities FMAC 2049-04-01 4.000000 18109579.00 18520098.25 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-05-15 2.125000 28440700.00 28797242.04 U.S. Treasuries (including strips) GNMA 2049-06-20 3.500000 5676122.00 5872483.09 Agency Mortgage-Backed Securities FMAC 2036-02-01 6.000000 1842777.00 55443.99 Agency Mortgage-Backed Securities FNMA 2037-11-01 6.500000 1125440.00 140179.61 Agency Mortgage-Backed Securities Y 2019-08-26 2019-08-26 2019-08-26 N N N 0.0226 350000000.00 350000000.00 0.0233 N N N Y ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NE 2.270000% BNT5F9SV3 ES7IP3U3RHIGC71XBU11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-09-01 3.500000 27657323.00 11800083.08 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 105009475.00 46152526.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2044-07-01 4.000000 28534406.00 14397096.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-08-01 3.500000 10803462.00 4961491.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2035-10-01 4.332000 32639087.00 5423857.24 Agency Mortgage-Backed Securities FNMA 2040-04-01 5.500000 18242751.00 3101487.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 3.092000 197621.00 56489.58 Agency Mortgage-Backed Securities FNMA 2042-05-01 4.690000 23100000.00 2961090.88 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.000000 1915940.00 799896.76 Agency Mortgage-Backed Securities FNMA 2029-02-01 3.400000 1000.00 1065.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2038-02-01 4.326000 2713.00 899.66 Agency Mortgage-Backed Securities FNMA 2042-07-01 4.534000 31398858.00 8560062.88 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 31391937.00 25005311.71 Agency Mortgage-Backed Securities FMAC 2047-04-01 3.500000 1763654.00 1430394.27 Agency Mortgage-Backed Securities FNMA 2047-12-01 3.500000 2568911.00 2322097.50 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.000000 1355017.00 635733.77 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 15404879.00 13877035.82 Agency Mortgage-Backed Securities FNMA 2042-01-01 4.899000 15858346.00 1532161.43 Agency Mortgage-Backed Securities FNMA 2040-07-01 4.577000 2388617.00 412520.42 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.000000 9822860.00 8830998.77 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 1000.00 911.21 Agency Mortgage-Backed Securities FNMA 2039-03-01 4.511000 9613489.00 1546459.04 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.500000 24526036.00 21412437.78 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.000000 25445868.00 23587380.16 Agency Mortgage-Backed Securities FNMA 2029-06-01 3.170000 9433846.00 9916685.96 Agency Mortgage-Backed Securities FNMA 2035-06-01 4.190000 345127.00 14591.88 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.500000 3861280.00 3084524.70 Agency Mortgage-Backed Securities FMAC 2048-05-01 4.000000 89691329.00 84931168.45 Agency Mortgage-Backed Securities FMAC 2048-09-01 3.500000 16222197.00 15401340.83 Agency Mortgage-Backed Securities FNMA 2027-07-01 2.960000 54606.00 56800.97 Agency Mortgage-Backed Securities GNMA 2048-08-20 4.500000 3566765.00 3041542.03 Agency Mortgage-Backed Securities FMAC 2048-07-01 3.663000 2607003.00 1625881.10 Agency Mortgage-Backed Securities FNMA 2048-08-01 3.579000 165564.00 145187.64 Agency Mortgage-Backed Securities FMAC 2047-04-01 4.000000 19772479.00 18287610.79 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.000000 19431394.00 17567873.32 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.500000 3260898.00 2864345.34 Agency Mortgage-Backed Securities FNMA 2041-02-01 4.000000 3622456.00 1500754.50 Agency Mortgage-Backed Securities FNMA 2051-06-01 4.000000 2645326.00 2534034.71 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.500000 20855554.00 17987097.46 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 5387084.00 5616765.07 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 32602207.00 32757266.63 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.500000 34961710.00 36166049.79 Agency Mortgage-Backed Securities FNMA 2044-06-01 4.500000 2964887.00 2933519.85 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.000000 27816764.00 25762840.04 Agency Mortgage-Backed Securities FMAC 2039-12-01 4.674000 9500000.00 1744820.27 Agency Mortgage-Backed Securities FMAC 2038-06-01 4.838000 808527.00 397404.19 Agency Mortgage-Backed Securities FMAC 2044-11-01 2.996000 3017698.00 683865.42 Agency Mortgage-Backed Securities FMAC 2047-04-01 2.565000 5740459.00 4277529.08 Agency Mortgage-Backed Securities FMAC 2047-02-01 3.000000 10561006.00 9028744.46 Agency Mortgage-Backed Securities FMAC 2048-05-01 4.500000 3462000.00 3323844.70 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.500000 1005.00 1040.71 Agency Mortgage-Backed Securities FNMA 2037-08-01 2.345000 77731768.00 2204849.84 Agency Mortgage-Backed Securities FNMA 2041-09-01 3.656000 38514912.00 3999694.30 Agency Mortgage-Backed Securities FNMA 2040-05-01 4.600000 9069117.00 2332205.69 Agency Mortgage-Backed Securities FNMA 2047-01-01 4.000000 1579771.00 1233929.11 Agency Mortgage-Backed Securities FNMA 2047-10-01 2.987000 6254054.00 4524346.83 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.000000 49127546.00 46207477.98 Agency Mortgage-Backed Securities FNMA 2048-02-01 4.000000 36849259.00 35528705.28 Agency Mortgage-Backed Securities FNMA 2048-05-01 4.500000 3717048.00 3783747.75 Agency Mortgage-Backed Securities FNMA 2036-11-01 4.555000 47699725.00 4860112.67 Agency Mortgage-Backed Securities FNMA 2038-10-01 4.203000 18050000.00 708207.30 Agency Mortgage-Backed Securities FNMA 2039-11-01 4.337000 16873540.00 1077611.65 Agency Mortgage-Backed Securities GNMA 2049-01-20 5.000000 5570015.00 5693710.68 Agency Mortgage-Backed Securities FMAC 2049-03-01 4.000000 7869.00 7647.83 Agency Mortgage-Backed Securities FMAC 2042-07-01 3.500000 125027.00 73831.26 Agency Mortgage-Backed Securities FNMA 2029-03-01 3.235000 945793.00 1001291.03 Agency Mortgage-Backed Securities FNMA 2047-08-01 3.500000 2151818.00 1927491.37 Agency Mortgage-Backed Securities FNMA 2042-07-01 3.500000 43418847.00 20171956.47 Agency Mortgage-Backed Securities GNMA 2042-04-20 3.500000 2823086.00 1498721.95 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 4720109.00 3580720.40 Agency Mortgage-Backed Securities FNMA 2043-05-01 3.500000 19579955.00 19087688.99 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 53027932.00 54676359.87 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 70465806.00 71533803.97 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.500000 2600894.00 2653215.80 Agency Mortgage-Backed Securities FMAC 2046-11-01 3.000000 10342005.00 8508911.26 Agency Mortgage-Backed Securities FMAC 2048-03-01 3.500000 453460.00 420640.39 Agency Mortgage-Backed Securities FNMA 2030-10-01 3.760000 27258.00 30063.40 Agency Mortgage-Backed Securities FNMA 2042-11-01 2.211000 42063808.00 11684812.77 Agency Mortgage-Backed Securities FNMA 2044-10-01 2.881000 5463057.00 1583593.85 Agency Mortgage-Backed Securities FNMA 2033-11-01 4.355000 19912496.00 962834.67 Agency Mortgage-Backed Securities FNMA 2046-08-01 3.500000 692991.00 602050.19 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.000000 2184405.00 2023753.24 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.000000 1363091.00 1374125.97 Agency Mortgage-Backed Securities FNMA 2029-04-01 3.495000 1480159.00 1593261.65 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.000000 690855.00 690543.39 Agency Mortgage-Backed Securities FNMA 2039-05-01 4.614000 800000.00 60608.99 Agency Mortgage-Backed Securities FNMA 2034-01-01 4.500000 185200.00 183101.66 Agency Mortgage-Backed Securities FMAC 2047-12-01 2.913000 2388481.00 1558766.70 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.000000 5064327.00 4936981.89 Agency Mortgage-Backed Securities FNMA 2048-04-01 4.000000 4890039.00 4709408.67 Agency Mortgage-Backed Securities FNMA 2028-10-01 3.840000 9940000.00 10965569.44 Agency Mortgage-Backed Securities FNMA 2028-10-01 3.770000 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2024-01-31 2.250000 149314200.00 152089204.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 2.750000 142700500.00 149817330.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-01-15 0.500000 138319700.00 146158783.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-09-15 2.750000 144925300.00 149262986.70 U.S. Treasuries (including strips) Y 2019-08-07 2019-08-07 2019-08-07 N N N 0.0225 750000000.00 750000000.00 0.0500 N N Y N NATWEST MARKETS SECURITIES INC TRI-PARTY NATWEST MARKETS SECURITI 2.260000% BNT5FE695 ZE2ZWJ5BTIQJ8M0C6K34 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 254900HROIFWPRGM1V77 2021-09-30 1.125000 29578500.00 29260797.34 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 2.875000 212572800.00 225739240.40 U.S. Treasuries (including strips) Y 2019-08-07 2019-08-07 2019-08-07 N N N 0.0226 250000000.00 250000000.00 0.0167 N N Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.560000% BNT5FE7Q6 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 6.00 5.99 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2026-01-01 3.500000 18000.00 2201.32 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2038-11-20 6.000000 1846.00 71.27 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 160.00 96.10 U.S. Treasuries (including strips) Government National Mortgage Association - GNMA - Ginnie Mae 2038-10-15 6.500000 24396.00 601.78 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 0.00 93.05 48.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-31 2.000000 53342900.00 53938485.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-02-28 1.750000 700.00 703.67 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-04-15 0.125000 810500.00 876445.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-09-30 1.750000 999900.00 1003352.99 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2045-02-01 4.000000 1000.00 584.84 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2020-09-30 1.375000 10782100.00 10754425.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-15 0.125000 100.00 106.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-31 1.125000 13630500.00 13434084.49 U.S. Treasuries (including strips) FMAC 2046-02-01 4.000000 1000.00 551.15 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2021-10-31 1.250000 100.00 98.98 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-10-15 1.625000 21546200.00 21558496.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-10-31 2.000000 100.00 101.03 U.S. Treasuries (including strips) FMAC 2044-11-01 3.500000 5000.00 2248.94 Agency Mortgage-Backed Securities FMAC 2045-02-01 3.500000 5000.00 2497.06 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-31 1.875000 100.00 100.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-06-15 2.625000 7213500.00 7336484.26 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-10-10 0.00 238100.00 237137.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.165574 27454000.00 27591013.24 U.S. Treasuries (including strips) FMAC 2045-07-01 4.500000 1000.00 619.88 Agency Mortgage-Backed Securities FMAC 2049-06-01 3.500000 2690.00 2730.12 Agency Mortgage-Backed Securities FNMA 2049-03-01 3.500000 8960583.00 8817494.58 Agency Mortgage-Backed Securities FMAC 2039-12-01 4.500000 2000000.00 217360.34 Agency Mortgage-Backed Securities FMAC 2041-06-01 4.500000 1000000.00 116893.85 Agency Mortgage-Backed Securities FMAC 2048-09-01 3.500000 2375000.00 2279528.56 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.000000 245000.00 233267.90 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.000000 45509350.00 46078429.25 Agency Mortgage-Backed Securities FNMA 2029-04-01 6.500000 28162.00 94.07 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.500000 1394762.00 1511008.44 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.500000 2106.00 2252.90 Agency Mortgage-Backed Securities GNMA 2028-05-15 6.500000 31161.00 567.38 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2020-01-16 0.00 100.00 99.04 U.S. Treasuries (including strips) Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 191593000.00 191593000.00 0.0128 N Y Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA NA 2.560000% BNT5FE7S2 B4TYDEB6GKMZO031MB27 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 2042-03-01 3.500000 72127597.00 32244239.71 Agency Mortgage-Backed Securities FMAC 2043-05-01 3.000000 55317656.00 31543092.05 Agency Mortgage-Backed Securities FMAC 2045-04-01 3.500000 59782066.00 36004562.12 Agency Mortgage-Backed Securities FMAC 2045-09-01 3.000000 50076730.00 36318186.88 Agency Mortgage-Backed Securities FNMA 2045-07-01 3.500000 1830799.00 1141648.37 Agency Mortgage-Backed Securities FNMA 2043-01-01 3.000000 50861705.00 29894842.76 Agency Mortgage-Backed Securities FNMA 2045-03-01 3.500000 42026844.00 26921861.29 Agency Mortgage-Backed Securities FNMA 2045-04-01 3.500000 50061015.00 32695951.28 Agency Mortgage-Backed Securities FNMA 2043-02-01 3.000000 60783372.00 30735615.88 Agency Mortgage-Backed Securities Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 250000000.00 250000000.00 0.0167 N Y Y N BNY MELLON CAPITAL MARKETS LLC TRI-PARTY BNY MELLON CAPITAL MARKE 2.550000% BNT5FE7Z6 VJW2DOOHGDT6PR0ZRO63 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 2025-10-01 3.500000 70502.00 8447.14 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-08-01 4.500000 12000.00 1359.85 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-09-01 3.500000 1913123.00 155634.16 Agency Mortgage-Backed Securities TSY INFL IX N/B 2025-01-15 2.375000 205000.00 310315.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 25000.00 24157.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-08-15 5.500000 13000.00 17047.90 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-12-01 3.500000 29093.00 3726.70 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-09-01 5.500000 83000.00 2519.06 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-09-01 5.500000 400000.00 22344.54 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-01-01 4.500000 61000.00 7119.24 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-12-01 4.500000 80000.00 7213.03 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-11-01 4.500000 74262.00 11281.30 Agency Mortgage-Backed Securities TSY INFL IX N/B 2020-07-15 1.250000 100000.00 117963.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 7.250000 30000.00 35753.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-08-15 6.125000 42700.00 59641.61 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 4.250000 1431000.00 1873231.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 2300.00 3493.68 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-12-01 4.000000 265003.00 43016.80 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 1900000.00 1898290.00 U.S. Treasuries (including strips) FHLB 2019-08-12 0.00 100000.00 99928.00 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-02-01 4.000000 43000.00 9369.72 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 0.00 0.01 0.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 75000.00 88199.65 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-02-01 4.500000 43000.00 6865.87 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 7.125000 5000.00 6064.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 100000.00 99910.00 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2026-08-01 3.500000 124777.00 26525.71 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-06-01 4.500000 92000.00 9552.82 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-08-01 4.500000 2000.00 190.10 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2024-07-15 4.000000 2106978.00 180767.52 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2020-07-31 2.000000 1701000.00 1700540.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 52600.00 54556.93 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-01-31 2.125000 42000.00 42118.02 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2039-10-01 4.500000 91255.00 9727.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2041-02-01 4.000000 3000.00 641.38 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 17000.00 3983.50 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2022-11-01 2.500000 1200000.00 169792.69 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-08-01 4.500000 6000.00 843.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2044-05-20 3.500000 130000.00 44499.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2038-01-01 4.500000 34000.00 1528.81 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 13000.00 1771.52 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-08-01 4.500000 41000.00 4403.57 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-30 1.500000 685000.00 685184.95 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-06-22 1.500000 2000.00 1993.83 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.250000 4755000.00 4733840.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-29 1.375000 840000.00 841064.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.375000 810300.00 810148.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 10000.00 10168.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.625000 2089000.00 2083775.17 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2045-03-01 3.000000 6000.00 3788.90 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-06-01 4.500000 33000.00 6668.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2045-09-01 3.500000 3994.00 2309.07 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-12-01 4.000000 7000.00 1488.84 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 63000.00 32189.78 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 17000.00 5809.19 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-07-01 3.500000 345000.00 132476.89 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-11-01 4.500000 22000.00 1891.13 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 174000.00 178191.29 U.S. Treasuries (including strips) FMAC 2044-02-01 4.000000 26000.00 14819.78 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2021-04-15 0.125000 9500.00 10149.25 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 4.500000 207000.00 22015.86 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2026-08-15 1.500000 26900.00 26290.67 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-03-01 4.500000 20000.00 12558.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-08-05 0.875000 20000.00 20081.11 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-15 1.625000 4009000.00 4021202.39 U.S. Treasuries (including strips) FHLB 2022-03-11 2.250000 1000000.00 1016977.50 Agency Debentures and Agency Strips GNMA 2032-05-20 2.500000 151215.00 114285.17 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.000000 1000.00 772.41 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.000000 380908.00 116424.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2032-07-20 2.500000 460795.00 343804.01 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2019-08-31 1.250000 165000.00 165679.64 U.S. Treasuries (including strips) FMAC 2046-12-01 3.000000 17000.00 13867.63 Agency Mortgage-Backed Securities FMAC 2046-09-01 3.500000 405000.00 287667.77 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2024-10-31 2.250000 5000.00 5122.87 U.S. Treasuries (including strips) FMAC 2046-03-01 4.000000 2000.00 1157.73 Agency Mortgage-Backed Securities FMAC 2046-08-01 4.500000 3000.00 1849.95 Agency Mortgage-Backed Securities FMAC 2022-10-26 2.100000 650000.00 657412.17 Agency Debentures and Agency Strips FNMA 2047-12-01 3.500000 13000.00 11751.00 Agency Mortgage-Backed Securities FMAC 2044-08-01 4.000000 1000.00 368.94 Agency Mortgage-Backed Securities FMAC 2044-09-01 4.000000 12000.00 4494.86 Agency Mortgage-Backed Securities FNMA 2044-09-01 4.000000 5000.00 1394.90 Agency Mortgage-Backed Securities FMAC 2047-07-01 3.500000 8000.00 7211.92 Agency Mortgage-Backed Securities FNMA 2041-04-01 4.500000 28000.00 5249.02 Agency Mortgage-Backed Securities FNMA 2032-12-01 4.717000 11370.00 88.93 Agency Mortgage-Backed Securities GNMA 2047-10-20 2.500000 310321.00 270757.30 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-31 2.000000 125000.00 124907.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-29 2.250000 86781000.00 87647388.49 U.S. Treasuries (including strips) FHLB 2021-02-18 1.375000 1275000.00 1272204.56 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 3.500000 371814.00 352458.04 Agency Mortgage-Backed Securities FNMA 2048-01-01 3.500000 20138.00 18445.59 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-04-30 2.750000 3000.00 3119.29 U.S. Treasuries (including strips) FHLB 2021-09-10 2.375000 20000.00 20346.00 Agency Debentures and Agency Strips FNMA 2042-09-01 4.000000 8000.00 2472.70 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 15286920.00 13190653.29 Agency Mortgage-Backed Securities FNMA 2021-06-22 2.750000 1000000.00 1018586.78 Agency Debentures and Agency Strips FNMA 2032-02-01 6.000000 2039994.00 15454.29 Agency Mortgage-Backed Securities FNMA 2032-12-01 3.000000 6000.00 4869.14 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.500000 2057796.00 1785781.00 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2028-08-15 2.875000 28400.00 30729.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-09-12 0.00 25879300.00 25814860.54 U.S. Treasuries (including strips) FHLB 2020-10-01 2.625000 75000.00 76210.05 Agency Debentures and Agency Strips FHLB 2021-12-10 2.875000 10000.00 10258.45 Agency Debentures and Agency Strips FNMA 2036-07-01 6.500000 249999.00 6739.87 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-07 0.00 54642100.00 54335557.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-11-15 3.375000 25000.00 29263.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-11-15 3.125000 4103500.00 4502847.38 U.S. Treasuries (including strips) FMAC 2047-12-01 3.000000 24000.00 21808.67 Agency Mortgage-Backed Securities FMAC 2039-05-01 4.500000 21000.00 1426.22 Agency Mortgage-Backed Securities FMAC 2023-02-27 2.750000 8000.00 8097.60 Agency Debentures and Agency Strips FNMA 2048-11-01 5.000000 23405633.00 20639936.18 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.500000 31157.00 28476.01 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.500000 2817000.00 2590045.30 Agency Mortgage-Backed Securities GNMA 2048-12-20 4.500000 5324564.00 5337822.80 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.00 1505300.00 1494491.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-31 2.500000 37700.00 38758.99 U.S. Treasuries (including strips) GNMA 2048-12-20 2.500000 970598.00 892985.11 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2049-02-15 3.000000 146000.00 160384.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-09-19 0.00 14982000.00 14938926.75 U.S. Treasuries (including strips) FMAC 2044-09-01 3.500000 14000.00 6187.30 Agency Mortgage-Backed Securities FMAC 2049-03-01 3.000000 82965.00 82908.90 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.000000 41000.00 33624.15 Agency Mortgage-Backed Securities FNMA 2021-09-30 1.510000 20000.00 19889.71 Agency Debentures and Agency Strips FNMA 2030-09-01 3.000000 2561000.00 1762009.96 Agency Mortgage-Backed Securities FNMA 2034-08-01 5.500000 330000.00 10929.98 Agency Mortgage-Backed Securities FNMA 2035-09-01 5.000000 200000.00 22383.07 Agency Mortgage-Backed Securities FNMA 2036-01-01 6.500000 370258.00 10149.40 Agency Mortgage-Backed Securities GNMA 2048-01-20 2.500000 622138.00 615618.85 Agency Mortgage-Backed Securities GNMA 2032-12-15 3.500000 2350000.00 1649402.67 Agency Mortgage-Backed Securities GNMA 2033-06-20 3.500000 2817308.00 1851541.61 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2019-09-26 0.00 24805000.00 24723887.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-04-23 0.00 4860000.00 4790647.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-08-01 0.00 48000.00 47997.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-09-05 0.00 40241000.00 40157902.33 U.S. Treasuries (including strips) FMAC 2040-08-01 4.500000 10019373.00 325450.95 Agency Mortgage-Backed Securities FMAC 2038-01-01 5.500000 5000.00 109.46 Agency Mortgage-Backed Securities FMAC 2030-06-01 3.000000 697556.00 359656.26 Agency Mortgage-Backed Securities FMAC 2030-08-01 3.000000 58869.00 36988.23 Agency Mortgage-Backed Securities FNMA 2045-01-01 4.500000 25000.00 8444.16 Agency Mortgage-Backed Securities FNMA 2042-09-01 4.500000 30000.00 14705.96 Agency Mortgage-Backed Securities FNMA 2044-06-01 4.500000 10000.00 6595.40 Agency Mortgage-Backed Securities FNMA 2044-06-01 4.500000 12595.00 6596.52 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.500000 11000.00 6285.33 Agency Mortgage-Backed Securities FNMA 2046-06-01 4.500000 17000.00 10062.46 Agency Mortgage-Backed Securities FNMA 2043-11-01 4.500000 23000.00 10500.23 Agency Mortgage-Backed Securities GNMA 2048-06-20 2.500000 843743.00 765161.44 Agency Mortgage-Backed Securities GNMA 2034-04-20 3.500000 1067925.00 1086912.40 Agency Mortgage-Backed Securities GNMA 2034-12-20 7.000000 472523.00 4455.57 Agency Mortgage-Backed Securities GNMA 2035-04-20 7.000000 352705.00 2961.90 Agency Mortgage-Backed Securities GNMA 2048-02-20 3.500000 175000.00 164199.46 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2019-10-17 0.00 36446700.00 36284439.29 U.S. Treasuries (including strips) FNMA 2049-04-01 4.000000 2973398.00 2981847.67 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-21 0.00 19535900.00 19410811.63 U.S. Treasuries (including strips) FMAC 2049-02-01 5.000000 126520.00 119825.45 Agency Mortgage-Backed Securities FNMA 2026-01-01 3.500000 30933.00 3372.40 Agency Mortgage-Backed Securities FNMA 2031-03-01 4.000000 7000.00 3640.47 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.500000 4000.00 2882.07 Agency Mortgage-Backed Securities FNMA 2049-06-01 4.000000 35212430.00 36675549.92 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.000000 1680000.00 1589360.17 Agency Mortgage-Backed Securities FNMA 2034-04-01 3.500000 19170798.00 18939353.58 Agency Mortgage-Backed Securities FNMA 2025-01-01 3.500000 30618.00 2659.73 Agency Mortgage-Backed Securities FNMA 2034-05-01 3.000000 248000.00 246192.74 Agency Mortgage-Backed Securities GNMA 2034-03-20 3.500000 6418575.00 6450513.96 Agency Mortgage-Backed Securities GNMA 2034-05-20 3.500000 2400703.00 2446777.96 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2049-05-15 2.875000 8581000.00 9144819.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-09-04 0.00 700000.00 698537.00 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2019-12-19 0.00 2900000.00 2876945.00 U.S. Treasuries (including strips) FHLB 2020-07-01 2.444000 960000.00 963980.80 Agency Debentures and Agency Strips FHLB 2019-12-26 2.193000 3900000.00 3907847.12 Agency Debentures and Agency Strips FMAC 2046-09-01 2.500000 55537.00 45647.37 Agency Mortgage-Backed Securities FMAC 2030-02-01 3.500000 52000.00 23471.89 Agency Mortgage-Backed Securities FMAC 2020-11-16 2.100000 11000.00 11067.94 Agency Debentures and Agency Strips FNMA 2034-07-01 3.000000 62601564.00 63210368.20 Agency Mortgage-Backed Securities GNMA 2034-05-20 3.000000 7209965.00 7257910.63 Agency Mortgage-Backed Securities GNMA 2034-05-20 3.500000 2950490.00 3037538.86 Agency Mortgage-Backed Securities GNMA 2049-06-20 5.000000 299655.00 317000.40 Agency Mortgage-Backed Securities FHLB 2020-06-12 3.375000 25000.00 25402.75 Agency Debentures and Agency Strips FHLB 2021-04-05 1.375000 200000.00 199088.47 Agency Debentures and Agency Strips FHLB 2019-11-29 1.125000 1700000.00 1697015.22 Agency Debentures and Agency Strips FMAC 2020-12-01 4.000000 204000.00 2341.14 Agency Mortgage-Backed Securities FMAC 2020-04-01 4.000000 3019606.00 6464.40 Agency Mortgage-Backed Securities FMAC 2025-10-01 4.000000 103000.00 7993.76 Agency Mortgage-Backed Securities FMAC 2025-10-01 3.500000 3041278.00 381041.62 Agency Mortgage-Backed Securities FMAC 2019-09-01 4.000000 486000.00 708.45 Agency Mortgage-Backed Securities FMAC 2019-12-01 4.000000 1193000.00 2640.83 Agency Mortgage-Backed Securities FMAC 2025-01-01 4.000000 50000.00 1007.30 Agency Mortgage-Backed Securities FMAC 2020-02-01 4.000000 1036000.00 4626.14 Agency Mortgage-Backed Securities FMAC 2020-05-01 4.000000 47553.00 442.68 Agency Mortgage-Backed Securities FMAC 2025-08-01 4.000000 99201.00 9695.19 Agency Mortgage-Backed Securities FMAC 2026-05-01 4.000000 39000.00 3979.03 Agency Mortgage-Backed Securities FMAC 2026-04-01 4.000000 25000.00 2519.11 Agency Mortgage-Backed Securities FMAC 2023-05-01 3.500000 39818.00 6787.08 Agency Mortgage-Backed Securities FMAC 2030-08-01 3.500000 51570.00 27025.96 Agency Mortgage-Backed Securities FMAC 2030-09-01 3.500000 90000.00 58832.35 Agency Mortgage-Backed Securities FMAC 2033-03-01 3.000000 1407024.00 1236230.85 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.500000 220573.00 207115.41 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.000000 474357.00 453785.36 Agency Mortgage-Backed Securities FMAC 2024-12-01 4.000000 127392.00 46516.08 Agency Mortgage-Backed Securities FMAC 2020-06-01 4.000000 238000.00 60.54 Agency Mortgage-Backed Securities FMAC 2026-02-01 4.000000 41000.00 3596.26 Agency Mortgage-Backed Securities FMAC 2023-02-01 5.500000 5363852.00 77123.28 Agency Mortgage-Backed Securities FMAC 2023-03-01 4.000000 165000.00 2573.94 Agency Mortgage-Backed Securities FMAC 2020-02-01 4.000000 554842.00 162.37 Agency Mortgage-Backed Securities FMAC 2030-02-01 3.000000 5579719.00 2681888.96 Agency Mortgage-Backed Securities FMAC 2030-03-01 3.000000 5766991.00 2850062.09 Agency Mortgage-Backed Securities FMAC 2030-05-01 3.000000 2193315.00 1189746.92 Agency Mortgage-Backed Securities FMAC 2025-09-01 4.000000 48000.00 3966.40 Agency Mortgage-Backed Securities FMAC 2025-06-01 4.000000 25000.00 1848.23 Agency Mortgage-Backed Securities FMAC 2026-12-01 4.000000 50000.00 5870.83 Agency Mortgage-Backed Securities FMAC 2023-03-01 4.000000 150561.00 1252.54 Agency Mortgage-Backed Securities FMAC 2031-01-01 3.500000 275000.00 154837.41 Agency Mortgage-Backed Securities FMAC 2024-06-01 4.000000 25000.00 1072.10 Agency Mortgage-Backed Securities FMAC 2024-07-01 4.000000 72000.00 3304.10 Agency Mortgage-Backed Securities FMAC 2028-11-01 3.000000 500000.00 168634.03 Agency Mortgage-Backed Securities FMAC 2033-09-01 3.000000 9500004.00 8197143.14 Agency Mortgage-Backed Securities FMAC 2049-07-01 3.500000 96504.00 98590.69 Agency Mortgage-Backed Securities FMAC 2049-07-01 3.000000 52600.00 53142.50 Agency Mortgage-Backed Securities FMAC 2049-07-01 4.500000 465777.00 490827.42 Agency Mortgage-Backed Securities FMAC 2048-11-01 3.500000 3100000.00 3044548.78 Agency Mortgage-Backed Securities FMAC 2020-09-21 1.750000 100000.00 100298.08 Agency Debentures and Agency Strips FMAC 2022-10-24 2.250000 69000.00 68938.25 Agency Debentures and Agency Strips FNMA 2021-04-28 1.650000 650000.00 648161.58 Agency Debentures and Agency Strips FNMA 2020-11-20 1.660000 90000.00 89978.20 Agency Debentures and Agency Strips FNMA 2021-08-10 1.625000 1000000.00 999473.61 Agency Debentures and Agency Strips FNMA 2021-07-28 1.500000 1250000.00 1237004.17 Agency Debentures and Agency Strips FNMA 2028-07-01 3.500000 335300.00 124778.57 Agency Mortgage-Backed Securities FNMA 2027-12-01 2.500000 2837800.00 995225.44 Agency Mortgage-Backed Securities FNMA 2043-10-01 4.500000 117226.00 16560.77 Agency Mortgage-Backed Securities FNMA 2028-09-01 3.000000 561445.00 209685.29 Agency Mortgage-Backed Securities FNMA 2031-09-01 2.500000 1021895.00 672612.76 Agency Mortgage-Backed Securities FNMA 2030-03-01 3.000000 294445787.00 236702012.30 Agency Mortgage-Backed Securities FNMA 2049-04-01 3.500000 149191.00 150705.57 Agency Mortgage-Backed Securities FNMA 2049-06-01 4.500000 45018.00 46094.18 Agency Mortgage-Backed Securities FNMA 2042-02-01 4.000000 5966.00 1707.58 Agency Mortgage-Backed Securities FNMA 2049-02-01 3.500000 2000.00 1934.32 Agency Mortgage-Backed Securities GNMA 2026-05-15 3.500000 1000000.00 121992.05 Agency Mortgage-Backed Securities GNMA 2031-11-20 3.000000 733674.00 484045.35 Agency Mortgage-Backed Securities GNMA 2032-02-20 2.500000 480035.00 351940.96 Agency Mortgage-Backed Securities GNMA 2032-04-20 2.500000 74125.00 54667.64 Agency Mortgage-Backed Securities GNMA 2048-07-20 2.500000 137131.00 115650.59 Agency Mortgage-Backed Securities GNMA 2032-08-20 2.500000 1656674.00 1289611.35 Agency Mortgage-Backed Securities GNMA 2032-08-20 3.000000 310532.00 233344.27 Agency Mortgage-Backed Securities GNMA 2032-09-20 2.500000 476718.00 373944.33 Agency Mortgage-Backed Securities GNMA 2032-10-20 2.500000 439239.00 353237.29 Agency Mortgage-Backed Securities GNMA 2032-12-20 2.500000 264126.00 224966.63 Agency Mortgage-Backed Securities GNMA 2043-02-20 2.500000 584731.00 573824.74 Agency Mortgage-Backed Securities GNMA 2048-09-20 3.000000 632343.00 630749.33 Agency Mortgage-Backed Securities GNMA 2048-08-20 2.500000 1403390.00 1380635.48 Agency Mortgage-Backed Securities GNMA 2049-07-20 3.000000 1228970.00 1258050.71 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.000000 19985014.00 20841336.32 Agency Mortgage-Backed Securities GNMA 2034-07-20 3.500000 646942.00 669338.78 Agency Mortgage-Backed Securities GNMA 2033-03-20 2.500000 1033893.00 676534.78 Agency Mortgage-Backed Securities GNMA 2048-01-20 3.000000 1030097.00 1019550.68 Agency Mortgage-Backed Securities GNMA 2048-09-20 3.000000 1346143.00 1360378.71 Agency Mortgage-Backed Securities GNMA 2026-02-15 3.000000 1000000.00 164998.67 Agency Mortgage-Backed Securities GNMA 2045-09-15 5.500000 27254934.00 30556340.70 Agency Mortgage-Backed Securities GNMA 2025-05-15 4.500000 1050000.00 137184.40 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2021-06-30 1.625000 2000000.00 1993823.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-15 1.750000 5729500.00 5722686.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-31 1.750000 8750000.00 8732937.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-07-31 1.750000 14295000.00 14230243.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-07-31 1.875000 8590000.00 8552461.70 U.S. Treasuries (including strips) Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 900000000.00 900000000.00 0.0599 N Y Y N NATWEST MARKETS SECURITIES INC TRI-PARTY NATWEST MARKETS SECURITI 2.550000% BNT5FE8C6 ZE2ZWJ5BTIQJ8M0C6K34 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 254900HROIFWPRGM1V77 2026-11-15 2.000000 87359000.00 88145823.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-11-15 2.250000 23456100.00 24054227.74 U.S. Treasuries (including strips) Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 110000000.00 110000000.00 0.0073 N Y Y N NOMURA SECURITIES INTERNATIONAL INC TRI-PARTY NOMURA SECURITIES INTERN 2.550000% BNT5FE8D4 OXTKY6Q8X53C9ILVV871 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2025-01-15 2.375000 9831900.00 14882858.73 U.S. Treasuries (including strips) TSY INFL IX N/B 2026-01-15 2.000000 6934000.00 9935362.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-11-15 6.500000 14100.00 18641.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 170656.09 164087.20 U.S. Treasuries (including strips) Federal Home Loan Mortgage - FHLMC - Freddie Mac 2025-12-11 0.00 500000.00 438805.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2032-07-15 6.250000 5000.00 7141.37 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 1287574.27 1210796.22 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-02-15 0.00 124612.08 123240.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 0.00 9424632.63 9144249.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 0.00 167970.02 155748.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-02-15 0.00 21062225.33 19329436.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 167975.66 150991.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 18771600.00 25009218.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-08-15 0.00 168843.71 117805.63 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-11-15 0.00 1287654.03 974985.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-11-15 0.00 889691.43 634963.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 0.00 1287590.41 1221961.93 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 1287574.18 1150344.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-02-15 0.00 167990.80 147583.28 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 4783745.82 4127750.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-05-15 0.00 1287569.02 1097240.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-11-15 0.00 8717569.00 7347777.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-02-15 0.00 107970.20 85755.33 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-05-15 0.00 1287569.02 853053.10 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 1287573.44 830343.24 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-02-15 0.00 1990497.94 1214721.27 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-05-15 6.250000 471000.00 639110.65 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-01-15 7.125000 400000.00 577979.50 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-05-15 7.250000 240000.00 354764.20 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-07-15 5.625000 515000.00 720327.28 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2030-05-01 7.125000 1149000.00 1665548.56 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2039-09-15 5.250000 2000000.00 2683815.00 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2035-02-15 0.00 226968.71 155995.59 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 1990479.01 1292457.83 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-05-15 0.00 1287575.16 988548.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-05-15 0.00 970222.78 723766.79 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-05-15 0.00 84745.18 59587.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-11-15 0.00 365941.51 253458.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-08-15 0.00 167972.80 145849.10 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 0.00 167975.05 144067.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-08-15 0.00 167970.02 142364.67 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-08-15 0.00 141721.92 111049.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-11-15 0.00 1287570.52 817156.63 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 7.875000 100.00 112.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-11-15 0.00 1287609.74 1137371.44 U.S. Treasuries (including strips) Tennessee Valley Authority - TVA 2036-04-01 5.880000 1525000.00 2119937.07 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2056-04-01 5.375000 13534000.00 19999738.05 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 5793895.38 4413152.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-02-15 0.00 57435.11 43162.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-08-15 0.00 17618.08 11933.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-11-15 0.00 1176139.13 915353.80 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-11-15 0.00 254349.18 186956.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-11-15 0.00 1285995.45 1278126.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 1185569.99 1144749.63 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 0.00 850004.19 813759.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 170655.51 161224.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 59562.00 55756.58 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-11-15 0.00 891896.79 822578.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 0.00 22013970.52 20095012.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-11-15 0.00 1287569.26 1164567.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 0.00 8798006.90 7825915.12 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 1584518.13 1383569.54 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-05-15 0.00 1287621.33 1069253.63 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 1287569.25 1057145.86 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-11-15 0.00 706745.18 475003.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-08-15 0.00 6821956.24 6196178.19 U.S. Treasuries (including strips) Tennessee Valley Authority - TVA 2038-01-15 6.150000 280000.00 400789.90 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2038-06-15 5.500000 2061000.00 2793943.13 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2029-09-15 0.00 30291000.00 23423424.48 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2033-02-15 0.00 34375.00 25096.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-05-15 0.00 1287571.82 1199051.26 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-11-15 0.00 17766.43 14205.68 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-05-15 0.00 1287568.76 1016831.68 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-05-15 0.00 2979000.00 2269640.52 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2022-01-13 2.375000 4062000.00 4113804.83 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2032-08-15 0.00 141722.75 104948.53 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-02-15 0.00 98756.02 69947.90 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-02-15 0.00 95625.10 63868.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-05-15 0.00 1287573.24 933027.07 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-05-15 0.00 1287568.76 1267261.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-08-15 0.00 170649.62 167103.86 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 1787571.33 1742097.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-02-15 0.00 170628.37 162514.14 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-02-15 0.00 168027.69 140471.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-08-15 0.00 2935738.62 2426035.68 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-05-15 0.00 758941.52 517749.90 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-08-15 0.00 120090.53 96674.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 141632.21 109471.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 956901.87 625153.56 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 1990637.64 1273152.12 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-02-15 0.00 95788.84 60311.24 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 1287517.30 791256.63 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-08-15 0.00 2935473.25 1703572.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 1287458.63 740752.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 0.00 1990470.00 1135543.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 0.00 26147.92 14794.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 15075733.58 8450551.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-11-15 0.00 1287456.66 716173.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 1966720.00 1084528.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 1162325.69 635269.11 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 0.00 3481901.96 1888827.36 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-11-15 6.625000 1912000.00 2741783.30 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 15764880.80 9852892.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-08-15 0.00 4204375.00 2604526.23 U.S. Treasuries (including strips) Federal Home Loan Bank System - FHLB 2036-07-15 5.500000 620000.00 856309.69 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2048-01-15 4.875000 47000.00 61466.66 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 770000.00 880644.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-29 1.250000 2284800.00 2284884.56 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-08-15 6.750000 88820200.00 119651915.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 2703100.00 2932172.51 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 3517456.54 2129116.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 1990476.54 1195480.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-11-15 0.00 1287456.66 765637.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 2289798.98 1349836.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-05-15 0.00 1009554.15 590478.13 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 7674100.00 8587733.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 2.000000 27923500.00 28340991.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 1287456.26 692033.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.00 1238018.32 660606.58 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-11-15 0.00 200.00 198.79 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 1287538.79 681648.79 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-08-06 6.210000 616000.00 925795.64 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2042-12-15 3.500000 1085000.00 1155671.48 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 0.00 605696.92 318124.14 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-10-31 1.750000 5279000.00 5287050.48 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-11-15 2.750000 75482800.00 78730377.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 1291780.06 673779.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE - F 2027-09-15 0.00 20932000.00 17117770.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2027-01-15 0.00 27647000.00 23206338.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2028-01-15 0.00 37500000.00 30582225.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2031-07-15 0.00 4828000.00 3556546.20 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 0.00 243012.93 125528.33 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-10-08 0.00 10313000.00 8383602.71 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2025-11-01 6.750000 900000.00 1160016.75 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2022-09-15 0.00 1020000.00 951445.80 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2023-09-15 0.00 1020000.00 926690.40 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 0.00 1287687.75 660455.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 0.00 1515255.41 765840.39 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.00 117991.12 59128.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.500000 5780100.00 5767441.58 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 0.00 1286002.26 639856.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-08-15 0.00 202983.02 103354.89 U.S. Treasuries (including strips) Federal Home Loan Bank System - FHLB 2020-07-29 1.830000 50000.00 49911.54 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-11-30 1.500000 2071000.00 2062494.40 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2022-11-30 2.000000 9977600.00 10065436.14 U.S. Treasuries (including strips) FNMA 2019-10-09 0.00 607436000.00 604939438.00 Agency Debentures and Agency Strips FNMA 2026-04-24 2.125000 1221000.00 1235330.47 Agency Debentures and Agency Strips FNMA 2021-08-17 1.250000 6189000.00 6144666.47 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2045-08-15 0.00 34375.00 16976.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 0.00 71875.00 35022.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 0.00 124308.09 59763.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-11-15 0.00 944186.47 463397.28 U.S. Treasuries (including strips) FMAC 2021-08-12 1.125000 111000.00 109887.78 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2046-05-15 0.00 1150019.19 556781.79 U.S. Treasuries (including strips) GNII SF MA3244 M 2027-02-01 2.875000 16000.00 16875.60 Agency Debentures and Agency Strips FNMA 2022-04-05 1.875000 127000.00 127814.02 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2047-02-15 0.00 118016.93 55975.43 U.S. Treasuries (including strips) FNMA 2026-09-24 1.875000 100225000.00 99681028.81 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2047-05-15 0.00 1285749.27 606269.35 U.S. Treasuries (including strips) FHLB 2020-09-28 1.375000 1300000.00 1296827.64 Agency Debentures and Agency Strips FMAC 2019-08-15 1.375000 1960000.00 1971599.44 Agency Debentures and Agency Strips FMAC 2020-09-29 1.625000 652000.00 653070.46 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2047-08-15 0.00 34375.02 16074.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2036-08-15 0.00 8186436.65 5385365.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 0.00 14299.86 6649.43 U.S. Treasuries (including strips) FHLB 2021-02-18 1.375000 2775000.00 2768915.81 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2025-04-30 2.875000 408000.00 432638.10 U.S. Treasuries (including strips) FHLB 2021-11-29 1.875000 160000.00 160508.33 Agency Debentures and Agency Strips FNMA 2021-05-06 1.250000 578000.00 573096.63 Agency Debentures and Agency Strips FNMA 2021-10-07 1.375000 1474000.00 1463382.73 Agency Debentures and Agency Strips FNMA 2022-10-05 2.000000 7419000.00 7494413.31 Agency Debentures and Agency Strips FNMA 2023-01-19 2.375000 275000.00 280023.35 Agency Debentures and Agency Strips FNMA 2021-04-13 2.500000 6000.00 6102.21 Agency Debentures and Agency Strips FMAC 2020-11-17 1.875000 4139000.00 4148735.27 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2028-05-15 2.875000 19322000.00 20752323.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-05-31 2.875000 304337000.00 322116874.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 2.750000 46708300.00 48487481.43 U.S. Treasuries (including strips) FNMA 2021-06-22 2.750000 7490000.00 7629214.97 Agency Debentures and Agency Strips FMAC 2021-02-16 2.375000 2000.00 2035.52 Agency Debentures and Agency Strips FMAC 2023-06-19 2.750000 752000.00 777734.15 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2048-05-15 0.00 1150269.44 528100.20 U.S. Treasuries (including strips) FMAC 2028-11-15 0.00 800000.00 638408.00 Agency Debentures and Agency Strips FNMA 2028-11-15 0.00 2930000.00 2322687.18 Agency Mortgage-Backed Securities FNMA 2029-05-15 0.00 1165000.00 907653.83 Agency Mortgage-Backed Securities FNMA 2030-01-15 0.00 6837000.00 5242885.08 Agency Mortgage-Backed Securities BILL 11/08/18 2035-06-15 0.00 700000.00 420364.00 Agency Debentures and Agency Strips FMAC 2029-12-17 0.00 50000000.00 38666500.00 Agency Debentures and Agency Strips FNMA 2027-11-15 0.00 4372000.00 3559380.73 Agency Mortgage-Backed Securities FNMA 2030-05-15 0.00 1664000.00 1263142.40 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2019-08-15 0.00 1100.00 1099.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-08-31 2.750000 100000000.00 105936342.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 0.00 83761.42 38171.75 U.S. Treasuries (including strips) FHLB 2026-12-11 3.000000 200000.00 211064.87 Agency Debentures and Agency Strips FHLB 2020-10-01 2.625000 100000.00 101613.41 Agency Debentures and Agency Strips FNMA 2028-02-06 0.00 3000.00 2422.68 Agency Mortgage-Backed Securities FNMA 2033-01-15 0.00 300000.00 202016.70 Agency Mortgage-Backed Securities FNMA 2020-09-16 1.850000 300000.00 301357.83 Agency Debentures and Agency Strips 4.65 TVPR 35A 2023-03-15 0.00 688000.00 633049.44 Agency Debentures and Agency Strips FHLB 2021-10-12 3.000000 305000.00 315075.07 Agency Debentures and Agency Strips FHLB 2028-11-16 3.250000 890000.00 968661.36 Agency Debentures and Agency Strips FNMA 2030-02-06 0.00 2255000.00 1723834.75 Agency Mortgage-Backed Securities FNMA 2020-10-30 2.875000 412000.00 419327.21 Agency Debentures and Agency Strips FNMA 2027-09-23 0.00 1000.00 815.08 Agency Mortgage-Backed Securities BILL 05/23/19 2065-09-15 0.00 1000000.00 219660.00 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2048-11-15 0.00 1178940.86 534814.73 U.S. Treasuries (including strips) FNMA 2022-01-11 2.625000 705000.00 718102.72 Agency Debentures and Agency Strips TVIN 03/15/22 2022-03-15 0.00 820000.00 771713.48 Agency Debentures and Agency Strips FHLB 2024-02-13 2.500000 8235000.00 8545215.19 Agency Debentures and Agency Strips FNMA 2028-08-06 0.00 3757000.00 2977546.48 Agency Mortgage-Backed Securities FNMA 2024-02-05 2.500000 552000.00 572995.56 Agency Debentures and Agency Strips 4.250 TVBD 65 A 2065-09-15 4.250000 300000.00 375683.25 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2049-02-15 0.00 83415.13 37653.59 U.S. Treasuries (including strips) TVIN 03/15/21 2021-03-15 0.00 387000.00 373319.55 Agency Debentures and Agency Strips TVIN 03/15/27 2027-03-15 0.00 1020000.00 842203.80 Agency Debentures and Agency Strips TVIN 03/15/33 2033-03-15 0.00 3000000.00 2034330.00 Agency Debentures and Agency Strips TVIN 07/15/29 2029-07-15 0.00 999000.00 764115.12 Agency Debentures and Agency Strips 5.25 TVPR 39 C 2039-09-15 0.00 508000.00 266816.84 Agency Debentures and Agency Strips 2.875 TVPR 24 A 2024-09-15 0.00 7000.00 6247.16 Agency Debentures and Agency Strips FNMA 2022-04-12 2.250000 285000.00 289449.99 Agency Debentures and Agency Strips TVIN 01/15/28 2028-01-15 0.00 616000.00 493631.60 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2026-04-30 2.375000 8466000.00 8750436.44 U.S. Treasuries (including strips) FHLB 2020-01-21 2.242000 660000.00 660252.63 Agency Debentures and Agency Strips FHLB 2026-05-15 2.960000 3920000.00 3956364.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-09-04 0.00 224367000.00 223898073.00 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2049-05-15 0.00 1149680.56 516310.04 U.S. Treasuries (including strips) FHLB 2020-01-30 2.232000 1500000.00 1499343.00 Agency Debentures and Agency Strips FHLB 2021-07-13 2.325000 1700000.00 1699698.25 Agency Debentures and Agency Strips FNMA 2024-07-02 1.750000 94847000.00 94207678.53 Agency Debentures and Agency Strips Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 2240000000.00 2240000000.00 0.1492 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.540000% BNT5FE9K7 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 2023-08-15 6.250000 100.00 120.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 100.00 103.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-31 1.375000 247700.00 244645.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 1.375000 12655700.00 12478942.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-31 2.750000 4600.00 4816.63 U.S. Treasuries (including strips) Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0254 12479000.00 12479000.00 0.0008 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.029999% BRS9FKAT6 O2RNE8IBXP4R0TD8PU41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 2021-07-15 0.630000 14863499.99 16941909.27 U.S. Treasuries (including strips) Y 2019-08-07 2019-08-07 2050-01-01 Y SOCIETE GENERALE (NEW YORK BRANCH) 1.0000 7 N N/A N/A N N 0.0103 16666666.66 16666666.66 0.0011 N N Y N Northern Funds 2019-08-07 Peter K Ewing Peter K Ewing President