N-MFP2 0000916620 XXXXXXXX 2020-09-30 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 50 108 11522824403.37 9653745838.23 9754135227.42 9935298739.56 0.00 12200981064.51 12033766680.48 12383065995.70 12474277572.45 0.00 0.6759 0.5719 0.5807 0.5874 0.0000 0.7157 0.7129 0.7372 0.7375 0.0000 6231.78 17070573975.62 17064040358.35 8688635.94 206336660.55 16866398565.52 16866041104.0800 1.0000 0.0022 1.0004 1.0004 1.0004 1.0004 0.0000 C000003412 2500.00 16866398565.52 16866041104.0800 1.0004 1.0004 1.0004 1.0004 0.0000 1667697425.78 1683997713.71 965557005.11 1286462790.07 974355578.54 1023760739.94 1000896016.80 896626471.36 0.00 0.00 5223692592.18 5465642701.36 0.0000 Y The Investment Advisor Reimbursed $1,690,847.58 of fees during the period FEDERAL HOME LOAN BANKS FHLB 0.124999% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2020-10-01 2021-05-14 2021-05-14 N N N 0.0010 45006446.25 45006446.25 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 0.135000% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2020-10-01 2021-02-26 2021-02-26 N N N 0.0009 35005928.30 35005928.30 0.0021 N N N N FEDERAL HOME LOAN BANKS FHLB 1.625000% 3130AHFD0 2549001DPIFGXC1TOL40 US3130AHFD06 U.S. Government Agency Debt Y 2020-10-28 2020-10-28 2020-10-28 N N N 0.0014 36540562.45 36540562.45 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 0.133999% 3130AHUC5 2549001DPIFGXC1TOL40 US3130AHUC57 U.S. Government Agency Debt Y 2020-10-06 2021-01-06 2021-01-06 N N N 0.0008 24999153.75 24999153.75 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 0.106999% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 U.S. Government Agency Debt Y 2020-10-08 2021-01-08 2021-01-08 N N N 0.0014 99978722.00 99978722.00 0.0059 N N N N FEDERAL HOME LOAN BANKS FHLB 0.097999% 3130AHV34 2549001DPIFGXC1TOL40 US3130AHV347 U.S. Government Agency Debt Y 2020-10-09 2021-01-08 2021-01-08 N N N 0.0008 99996274.00 99996274.00 0.0059 N N N N FEDERAL HOME LOAN BANKS FHLB 0.115999% 3130AJ2Z1 2549001DPIFGXC1TOL40 US3130AJ2Z14 U.S. Government Agency Debt Y 2020-11-03 2020-11-03 2020-11-03 N N N 0.0012 129997617.10 129997617.10 0.0077 N N N N FEDERAL HOME LOAN BANKS FHLB 0.149997% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 U.S. Government Agency Debt Y 2020-10-01 2021-03-04 2021-03-04 N N N 0.0009 160037828.80 160037828.80 0.0095 N N N N FEDERAL HOME LOAN BANKS FHLB 0.219999% 3130AJCZ0 2549001DPIFGXC1TOL40 US3130AJCZ01 U.S. Government Agency Debt Y 2020-10-01 2021-09-03 2021-09-03 N N N 0.0012 70067050.20 70067050.20 0.0042 N N N N FEDERAL HOME LOAN BANKS FHLB 0.209998% 3130AJHH5 2549001DPIFGXC1TOL40 US3130AJHH57 U.S. Government Agency Debt Y 2020-10-01 2021-01-08 2021-01-08 N N N 0.0009 85028370.45 85028370.45 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 0.299998% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 U.S. Government Agency Debt Y 2020-10-01 2021-04-13 2021-04-13 N N N 0.0010 85092092.40 85092092.40 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 0.339998% 3130AJHP7 2549001DPIFGXC1TOL40 US3130AJHP73 U.S. Government Agency Debt Y 2020-10-01 2021-07-14 2021-07-14 N N N 0.0011 40073472.80 40073472.80 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 0.229996% 3130AJN96 2549001DPIFGXC1TOL40 US3130AJN969 U.S. Government Agency Debt Y 2020-10-01 2021-11-26 2021-11-26 N N N 0.0013 65078867.75 65078867.75 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 0.190000% 3130AJPR4 2549001DPIFGXC1TOL40 US3130AJPR48 U.S. Government Agency Debt Y 2020-12-10 2020-12-10 2020-12-10 N N N 0.0007 80017883.20 80017883.20 0.0047 N N N N FEDERAL HOME LOAN BANKS FHLB 0.200000% 3130AJQ36 2549001DPIFGXC1TOL40 US3130AJQ368 U.S. Government Agency Debt Y 2020-12-11 2020-12-11 2020-12-11 N N N 0.0007 40009819.20 40009819.20 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 0.160000% 3130AJUS6 2549001DPIFGXC1TOL40 US3130AJUS65 U.S. Government Agency Debt Y 2021-02-16 2021-02-16 2021-02-16 N N N 0.0017 109995245.80 109995245.80 0.0065 N N N N FEDERAL HOME LOAN BANKS FHLB 0.140000% 3130AJVF3 2549001DPIFGXC1TOL40 US3130AJVF36 U.S. Government Agency Debt Y 2021-05-24 2021-05-24 2021-05-24 N N N 0.0008 35014441.70 35014441.70 0.0021 N N N N FEDERAL HOME LOAN BANKS FHLB 0.079999% 3130AJXC8 2549001DPIFGXC1TOL40 US3130AJXC86 U.S. Government Agency Debt Y 2020-10-01 2020-12-04 2020-12-04 N N N 0.0008 79999242.40 79999242.40 0.0047 N N N N FEDERAL HOME LOAN BANKS FHLB 0.120000% 3130AJY45 2549001DPIFGXC1TOL40 US3130AJY453 U.S. Government Agency Debt Y 2021-02-18 2021-02-18 2021-02-18 N N N 0.0015 74992241.25 74992241.25 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 0.110000% 3130AK2C9 2549001DPIFGXC1TOL40 US3130AK2C92 U.S. Government Agency Debt Y 2021-01-25 2021-01-25 2021-01-25 N N N 0.0007 30003402.00 30003402.00 0.0018 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.090000% 3130AK4M5 2549001DPIFGXC1TOL40 US3130AK4M56 U.S. Government Agency Debt Y 2020-10-01 2020-12-09 2020-12-09 N N N 0.0009 90000827.10 90000827.10 0.0053 N N N N FEDERAL HOME LOAN BANKS FHLB 0.090000% 3130AK4N3 2549001DPIFGXC1TOL40 US3130AK4N30 U.S. Government Agency Debt Y 2020-10-01 2020-12-04 2020-12-04 N N N 0.0008 40000332.40 40000332.40 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 0.090000% 3130AK4R4 2549001DPIFGXC1TOL40 US3130AK4R44 U.S. Government Agency Debt Y 2020-10-01 2020-12-09 2020-12-09 N N N 0.0009 75000689.25 75000689.25 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 0.090000% 3130AK4W3 2549001DPIFGXC1TOL40 US3130AK4W39 U.S. Government Agency Debt Y 2020-10-01 2020-12-11 2020-12-11 N N N 0.0009 275002029.50 275002029.50 0.0163 N N N N FEDERAL HOME LOAN BANKS FHLB 0.120000% 3130AK5B8 2549001DPIFGXC1TOL40 US3130AK5B82 U.S. Government Agency Debt Y 2021-03-23 2021-03-23 2021-03-23 N N N 0.0015 39993734.80 39993734.80 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 0.120000% 3130AK5D4 2549001DPIFGXC1TOL40 US3130AK5D49 U.S. Government Agency Debt Y 2021-03-10 2021-03-10 2021-03-10 N N N 0.0015 44994375.90 44994375.90 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 0.100000% 3130AKBA3 2549001DPIFGXC1TOL40 US3130AKBA32 U.S. Government Agency Debt Y 2021-02-25 2021-02-25 2021-02-25 N N N 0.0013 114984193.25 114984193.25 0.0068 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312M23 US313312M235 U.S. Government Agency Debt Y 2020-10-26 2020-10-26 2020-10-26 N N N 0.0006 19999166.60 19999166.60 0.0012 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N22 US313312N225 U.S. Government Agency Debt Y 2020-11-03 2020-11-03 2020-11-03 N N N 0.0007 14999037.45 14999037.45 0.0009 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N30 US313312N308 U.S. Government Agency Debt Y 2020-11-04 2020-11-04 2020-11-04 N N N 0.0007 9999338.90 9999338.90 0.0006 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N30 US313312N308 U.S. Government Agency Debt Y 2020-11-04 2020-11-04 2020-11-04 N N N 0.0007 19998677.80 19998677.80 0.0012 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N97 US313312N977 U.S. Government Agency Debt Y 2020-11-10 2020-11-10 2020-11-10 N N N 0.0007 56995566.54 56995566.54 0.0034 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312P87 US313312P873 U.S. Government Agency Debt Y 2020-11-17 2020-11-17 2020-11-17 N N N 0.0007 33996892.74 33996892.74 0.0020 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313AU2 US313313AU29 U.S. Government Agency Debt Y 2021-01-19 2021-01-19 2021-01-19 N N N 0.0009 7827846.75 7827846.75 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313BU1 US313313BU10 U.S. Government Agency Debt Y 2021-02-12 2021-02-12 2021-02-12 N N N 0.0010 1569415.61 1569415.61 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313CY2 US313313CY23 U.S. Government Agency Debt Y 2021-03-12 2021-03-12 2021-03-12 N N N 0.0010 3498425.00 3498425.00 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313DZ8 US313313DZ88 U.S. Government Agency Debt Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0010 939511.73 939511.73 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313EA2 US313313EA29 U.S. Government Agency Debt Y 2021-04-07 2021-04-07 2021-04-07 N N N 0.0010 19989555.60 19989555.60 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313EH7 US313313EH71 U.S. Government Agency Debt Y 2021-04-14 2021-04-14 2021-04-14 N N N 0.0010 2748510.41 2748510.41 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313FE3 US313313FE32 U.S. Government Agency Debt Y 2021-05-05 2021-05-05 2021-05-05 N N N 0.0011 2998020.00 2998020.00 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313FL7 US313313FL74 U.S. Government Agency Debt Y 2021-05-11 2021-05-11 2021-05-11 N N N 0.0011 2997965.01 2997965.01 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313JJ8 US313313JJ82 U.S. Government Agency Debt Y 2021-07-20 2021-07-20 2021-07-20 N N N 0.0011 14986616.70 14986616.70 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313JK5 US313313JK55 U.S. Government Agency Debt Y 2021-07-21 2021-07-21 2021-07-21 N N N 0.0011 9991047.20 9991047.20 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313KF4 US313313KF42 U.S. Government Agency Debt Y 2021-08-10 2021-08-10 2021-08-10 N N N 0.0012 10988523.37 10988523.37 0.0007 N N N N FEDERAL HOME LOAN BANKS FHLB 313384H93 2549001DPIFGXC1TOL40 US313384H937 U.S. Government Agency Debt Y 2020-10-01 2020-10-01 2020-10-01 N N N 0.0000 35000000.00 35000000.00 0.0021 N Y Y N FEDERAL HOME LOAN BANKS FHLB 313384Q36 2549001DPIFGXC1TOL40 US313384Q367 U.S. Government Agency Debt Y 2020-11-20 2020-11-20 2020-11-20 N N N 0.0007 69993194.60 69993194.60 0.0041 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384S42 2549001DPIFGXC1TOL40 US313384S421 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2020-12-07 N N N 0.0009 129978225.00 129978225.00 0.0077 N N N N FEDERAL HOME LOAN BANKS FHLB 313384V22 2549001DPIFGXC1TOL40 US313384V227 U.S. Government Agency Debt Y 2020-12-29 2020-12-29 2020-12-29 N N N 0.0009 99977750.00 99977750.00 0.0059 N N N N FEDERAL HOME LOAN BANKS FHLB 313385AL0 2549001DPIFGXC1TOL40 US313385AL07 U.S. Government Agency Debt Y 2021-01-11 2021-01-11 2021-01-11 N N N 0.0009 84978325.00 84978325.00 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 313385CU8 2549001DPIFGXC1TOL40 US313385CU87 U.S. Government Agency Debt Y 2021-03-08 2021-03-08 2021-03-08 N N N 0.0010 40982005.51 40982005.51 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 313385DN3 2549001DPIFGXC1TOL40 US313385DN36 U.S. Government Agency Debt Y 2021-03-26 2021-03-26 2021-03-26 N N N 0.0010 99951111.00 99951111.00 0.0059 N N N N FEDERAL HOME LOAN BANKS FHLB 313385ER3 2549001DPIFGXC1TOL40 US313385ER31 U.S. Government Agency Debt Y 2021-04-22 2021-04-22 2021-04-22 N N N 0.0010 99943611.00 99943611.00 0.0059 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 313396P31 S6XOOCT0IEG5ABCC6L87 US313396P314 U.S. Government Agency Debt Y 2020-11-12 2020-11-12 2020-11-12 N N N 0.0007 274977540.75 274977540.75 0.0163 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.156128% 3133EJD97 US3133EJD974 U.S. Government Agency Debt Y 2020-10-01 2020-10-01 2020-10-01 N N N 0.0016 75000000.00 75000000.00 0.0044 N Y Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.309999% 3133EJF61 US3133EJF615 U.S. Government Agency Debt Y 2020-10-01 2021-10-12 2021-10-12 N N N 0.0016 25038103.25 25038103.25 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.259999% 3133EK2R6 US3133EK2R67 U.S. Government Agency Debt Y 2020-10-01 2021-10-15 2021-10-15 N N N 0.0012 35050275.40 35050275.40 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.244749% 3133EK5K8 US3133EK5K87 U.S. Government Agency Debt Y 2020-10-04 2021-05-04 2021-05-04 N N N 0.0014 55032210.75 55032210.75 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.304999% 3133EK6T8 US3133EK6T87 U.S. Government Agency Debt Y 2020-10-01 2021-07-12 2021-07-12 N N N 0.0016 40046018.00 40046018.00 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.135000% 3133EKD29 US3133EKD295 U.S. Government Agency Debt Y 2020-10-01 2021-08-20 2021-08-20 N N N 0.0011 20004151.00 20004151.00 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.189997% 3133EKPM2 US3133EKPM27 U.S. Government Agency Debt Y 2020-10-01 2021-06-07 2021-06-07 N N N 0.0016 25005665.75 25005665.75 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.189997% 3133EKS72 US3133EKS723 U.S. Government Agency Debt Y 2020-10-01 2020-10-26 2020-10-26 N N N 0.0015 55001521.85 55001521.85 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.209998% 3133EKT63 US3133EKT630 U.S. Government Agency Debt Y 2020-10-01 2021-09-24 2021-09-24 N N N 0.0012 30026417.70 30026417.70 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.184996% 3133EKWM4 US3133EKWM44 U.S. Government Agency Debt Y 2020-10-01 2021-07-26 2021-07-26 N N N 0.0016 80017395.20 80017395.20 0.0047 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.214999% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2020-10-01 2022-07-28 2022-07-28 N N N 0.0015 30036539.40 30036539.40 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.159998% 3133EL3F9 US3133EL3F92 U.S. Government Agency Debt Y 2020-10-01 2022-05-10 2022-05-10 N N N 0.0018 54986520.60 54986520.60 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.139996% 3133EL3T9 US3133EL3T96 U.S. Government Agency Debt Y 2020-10-01 2022-08-11 2022-08-11 N N N 0.0017 64963263.30 64963263.30 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.149997% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y 2020-10-01 2021-01-14 2021-01-14 N N N 0.0009 19003288.14 19003288.14 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.249998% 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y 2020-10-01 2022-01-14 2022-01-14 N N N 0.0013 15023007.90 15023007.90 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.270000% 3133ELN59 US3133ELN599 U.S. Government Agency Debt Y 2020-10-01 2022-06-23 2022-06-23 N N N 0.0015 80172958.40 80172958.40 0.0048 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.419997% 3133ELWG5 US3133ELWG58 U.S. Government Agency Debt Y 2020-10-01 2022-04-07 2022-04-07 N N N 0.0014 40171597.60 40171597.60 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.389998% 3133ELWM2 US3133ELWM27 U.S. Government Agency Debt Y 2020-10-01 2022-01-12 2022-01-12 N N N 0.0013 60200881.20 60200881.20 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.489999% 3133ELWV2 US3133ELWV26 U.S. Government Agency Debt Y 2020-10-01 2022-01-21 2022-01-21 N N N 0.0017 15062358.45 15062358.45 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.119998% 3134GVFG8 S6XOOCT0IEG5ABCC6L87 US3134GVFG88 U.S. Government Agency Debt Y 2020-10-01 2021-03-05 2021-03-05 N N N 0.0010 10000927.70 10000927.70 0.0006 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC FLOAT 0.209998% 3134GVGQ5 S6XOOCT0IEG5ABCC6L87 US3134GVGQ51 U.S. Government Agency Debt Y 2020-10-01 2021-12-10 2021-12-10 N N N 0.0013 90089141.40 90089141.40 0.0053 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.169999% 3134GW2G0 S6XOOCT0IEG5ABCC6L87 US3134GW2G01 U.S. Government Agency Debt Y 2020-10-01 2022-08-19 2022-08-19 N N N 0.0015 45015430.50 45015430.50 0.0027 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.419997% 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y 2020-10-01 2022-04-07 2022-04-07 N N N 0.0014 75321552.00 75321552.00 0.0045 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.459997% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2020-10-01 2022-04-15 2022-04-15 N N N 0.0014 85421886.45 85421886.45 0.0051 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.379998% 3135G03V3 B1V7KEBTPIMZEU4LTD58 US3135G03V30 U.S. Government Agency Debt Y 2020-10-01 2022-01-24 2022-01-24 N N N 0.0013 75246106.50 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Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 4903495.00 1584272.68 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-10-01 2.868000 12601260.00 2998193.97 Agency Mortgage-Backed Securities FNMA 2035-11-01 3.279000 30686197.00 2411076.92 Agency Mortgage-Backed Securities FMAC 2047-02-01 4.000000 2007965.00 1394995.37 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.500000 138046.00 93718.90 Agency Mortgage-Backed Securities FNMA 2040-07-01 3.357000 30474822.00 3470266.76 Agency Mortgage-Backed Securities FNMA 2039-03-01 2.906000 7971969.00 952387.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.820000 4334307.00 1993575.24 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.000000 6407907.00 4522509.56 Agency Mortgage-Backed Securities FNMA 2036-06-01 3.080000 24000000.00 3245017.08 Agency Mortgage-Backed Securities FNMA 2047-03-01 4.000000 3626446.00 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254900HROIFWPRGM1V77 2026-02-15 6.000000 400.00 524.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 27100.00 27451.86 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-09-01 5.500000 83000.00 2102.41 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-09-01 5.500000 400000.00 22375.43 Agency Mortgage-Backed Securities US TREASURY N/B 2024-11-15 7.500000 1500.00 1992.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-05-15 5.000000 12100.00 19954.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 0.12 0.12 U.S. Treasuries (including strips) Tennessee Valley Authority - TVA 2021-02-15 3.875000 5000.00 5094.42 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 2.125000 115000.00 117309.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 35000.00 41799.97 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 7.125000 100000.00 117476.42 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 5000.00 4988.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-08-15 0.00 12600.00 12347.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 0.00 71.90 71.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 0.20 0.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 0.00 0.01 0.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 1.625000 14000.00 14420.55 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-10-01 6.500000 1285.00 53.55 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 59700.00 77752.66 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2021-10-01 5.000000 310000.00 211.03 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 30000.00 34709.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.750000 232300.00 234313.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.000000 2263700.00 2285921.98 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 1055000.00 1560771.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 50000.00 50532.35 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE A 2044-05-20 3.500000 130000.00 32102.75 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2021-10-31 2.000000 1027500.00 1056776.79 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-30 1.875000 30000.00 30797.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-12-31 2.125000 1000.00 1030.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-04-30 1.750000 137000.00 141498.24 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-03-31 1.750000 25000.00 25605.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-07-31 2.000000 19000.00 19711.61 U.S. Treasuries (including strips) Federal Home Loan Bank System - FHLB 2025-06-13 2.875000 100000.00 112735.21 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 63000.00 26813.96 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-02-01 3.000000 10999.00 2110.69 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2022-11-30 2.000000 25000.00 26174.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-12-31 1.750000 816500.00 823395.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 726000.00 779035.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 164000.00 164844.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 12300.00 13641.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 1.375000 100000.00 100648.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-03-31 1.250000 850000.00 854800.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-15 0.125000 147800.00 162220.65 U.S. Treasuries (including strips) FHLB 2021-06-11 1.875000 200000.00 203583.62 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2023-05-31 1.625000 70000.00 73141.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 1.375000 563000.00 570287.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-08-31 1.125000 1694000.00 1711065.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-31 1.125000 1720000.00 1737449.07 U.S. Treasuries (including strips) FNMA 2046-06-01 3.000000 2399.00 1367.14 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-09-30 1.375000 641600.00 665110.79 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 82000.00 84020.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-31 1.875000 180000.00 184732.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-28 1.875000 29900.00 30682.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-31 2.000000 130000.00 133669.38 U.S. Treasuries (including strips) FNMA 2047-02-01 3.500000 3000.00 1628.29 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2027-05-15 2.375000 3905700.00 4445730.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-31 1.875000 400000.00 414010.81 U.S. Treasuries (including strips) FHLB 2021-12-10 2.625000 4295000.00 4456328.07 Agency Debentures and Agency Strips FNMA 2022-01-05 2.000000 400000.00 411315.29 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 16000.00 9124.77 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2024-11-30 2.125000 5000.00 5433.77 U.S. Treasuries (including strips) FNMA 2044-09-01 4.000000 5002.00 1008.31 Agency Mortgage-Backed Securities FNMA 2032-12-01 3.857000 80000.00 342.68 Agency Mortgage-Backed Securities FNMA 2021-02-26 1.375000 25000.00 25158.64 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-15 2.375000 265000.00 268006.19 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-03-31 2.500000 643500.00 681519.91 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 2.750000 30000.00 32361.04 U.S. Treasuries (including strips) FNMA 2023-01-19 2.375000 150000.00 158117.10 Agency Debentures and Agency Strips FNMA 2048-06-01 4.500000 1811545.00 881422.45 Agency Mortgage-Backed Securities FNMA 2032-02-01 6.000000 2040003.00 14510.96 Agency Mortgage-Backed Securities FNMA 2032-12-01 3.000000 6000.00 3533.01 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-15 2.625000 900.00 922.80 U.S. Treasuries (including strips) FNMA 2048-08-01 4.500000 6000.00 2737.30 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2021-07-15 2.625000 985200.00 1010048.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-08-15 2.875000 6549000.00 7775311.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 2.875000 84500.00 85707.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-10-15 2.875000 176800.00 184169.15 U.S. Treasuries (including strips) FHLB 2021-12-10 2.875000 290000.00 301972.28 Agency Debentures and Agency Strips FNMA 2036-07-01 6.500000 249994.00 6721.60 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2021-12-15 2.625000 15000.00 15565.56 U.S. Treasuries (including strips) FNMA 2022-01-11 2.625000 350000.00 363157.00 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2020-12-31 2.500000 2546000.00 2577061.20 U.S. Treasuries (including strips) FNMA 2049-03-01 4.000000 1000.00 399.22 Agency Mortgage-Backed Securities FNMA 2034-08-01 5.500000 330000.00 10332.06 Agency Mortgage-Backed Securities FNMA 2036-01-01 6.500000 370258.00 6548.34 Agency Mortgage-Backed Securities GNMA 2034-12-20 7.000000 472523.00 3024.85 Agency Mortgage-Backed Securities GNMA 2035-04-20 7.000000 352795.00 2332.05 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2026-04-30 2.375000 30000.00 33730.93 U.S. Treasuries (including strips) FNMA 2031-03-01 4.000000 16000.00 5929.77 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2029-05-15 2.375000 35000.00 40698.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-05-15 2.125000 23500.00 24445.50 U.S. Treasuries (including strips) GNMA 2049-06-20 5.000000 56201.00 30793.52 Agency Mortgage-Backed Securities FMAC 2020-12-01 4.000000 204000.00 71.74 Agency Mortgage-Backed Securities FMAC 2025-10-01 4.000000 103000.00 6369.31 Agency Mortgage-Backed Securities FMAC 2025-01-01 4.000000 50000.00 767.17 Agency Mortgage-Backed Securities FMAC 2025-08-01 4.000000 99201.00 6488.29 Agency Mortgage-Backed Securities FMAC 2026-05-01 4.000000 39000.00 3043.67 Agency Mortgage-Backed Securities FMAC 2026-04-01 4.000000 25000.00 1675.65 Agency Mortgage-Backed Securities FMAC 2024-12-01 4.000000 127392.00 26695.14 Agency Mortgage-Backed Securities FMAC 2026-02-01 4.000000 41000.00 2428.42 Agency Mortgage-Backed Securities FMAC 2023-02-01 5.500000 5363852.00 39152.98 Agency Mortgage-Backed Securities FMAC 2023-03-01 4.000000 165000.00 1138.05 Agency Mortgage-Backed Securities FMAC 2025-09-01 4.000000 48000.00 2475.75 Agency Mortgage-Backed Securities FMAC 2025-06-01 4.000000 25000.00 1155.67 Agency Mortgage-Backed Securities FMAC 2026-12-01 4.000000 50000.00 3619.13 Agency Mortgage-Backed Securities FMAC 2023-03-01 4.000000 150561.00 59.94 Agency Mortgage-Backed Securities FMAC 2024-06-01 4.000000 25000.00 657.08 Agency Mortgage-Backed Securities FMAC 2024-07-01 4.000000 72000.00 2052.83 Agency Mortgage-Backed Securities GNMA 2026-05-15 3.500000 1000000.00 85142.34 Agency Mortgage-Backed Securities GNMA 2032-08-20 3.000000 310532.00 161987.35 Agency Mortgage-Backed Securities GNMA 2026-02-15 3.000000 1000000.00 101570.65 Agency Mortgage-Backed Securities FMAC 2042-12-01 2.500000 143589.00 68148.88 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.000000 1140000.00 722784.40 Agency Mortgage-Backed Securities FMAC 2043-03-01 3.000000 95000.00 42902.13 Agency Mortgage-Backed Securities FMAC 2026-05-01 3.500000 4000.00 290.18 Agency Mortgage-Backed Securities FMAC 2045-03-01 3.500000 24000.00 8797.67 Agency Mortgage-Backed Securities FMAC 2046-04-01 3.500000 7000.00 3141.67 Agency Mortgage-Backed Securities FMAC 2045-10-01 4.000000 19567.00 6505.30 Agency Mortgage-Backed Securities FMAC 2045-11-01 3.500000 11000.00 4615.19 Agency Mortgage-Backed Securities FMAC 2045-11-01 4.000000 13000.00 4740.82 Agency Mortgage-Backed Securities FMAC 2046-02-01 4.000000 257976.00 97145.07 Agency Mortgage-Backed Securities FMAC 2046-08-01 4.000000 2000.00 859.41 Agency Mortgage-Backed Securities FNMA 2026-08-01 5.500000 1200031.00 16128.89 Agency Mortgage-Backed Securities FNMA 2021-07-01 4.000000 259102.00 2771.57 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2049-08-15 2.250000 1100.00 1327.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-08-15 1.625000 13159500.00 14395719.87 U.S. Treasuries (including strips) FMAC 2048-12-01 4.500000 7886.00 3123.05 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2021-08-31 1.500000 1875000.00 1900916.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-09-15 1.500000 10599000.00 10890425.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-08 0.00 943900.00 943887.73 U.S. Treasuries (including strips) FNMA 2046-11-01 3.000000 13000.00 8970.50 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2021-10-31 1.500000 9000.00 9189.02 U.S. Treasuries (including strips) FNMA 2049-10-01 3.500000 67000.00 46507.00 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-05 0.00 1613800.00 1613661.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-03 0.00 3126000.00 3125499.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-31 1.625000 25000.00 25567.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 0.254025 1150000.00 1152332.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-12-31 0.00 427500.00 427390.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-28 0.00 2125800.00 2125113.37 U.S. Treasuries (including strips) FMAC 2024-09-01 4.000000 24000.00 1166.51 Agency Mortgage-Backed Securities FMAC 2026-05-01 4.000000 617128.00 39106.29 Agency Mortgage-Backed Securities FMAC 2026-11-01 3.000000 17000.00 2969.84 Agency Mortgage-Backed Securities FMAC 2030-05-01 3.000000 1000.00 316.63 Agency Mortgage-Backed Securities FMAC 2029-12-01 3.500000 3000.00 1030.65 Agency Mortgage-Backed Securities FMAC 2032-09-01 3.500000 2000.00 1028.27 Agency Mortgage-Backed Securities FMAC 2029-01-01 3.500000 20655.00 6307.62 Agency Mortgage-Backed Securities FMAC 2028-08-01 3.500000 7470.00 2176.50 Agency Mortgage-Backed Securities FMAC 2024-01-01 4.000000 10000.00 205.32 Agency Mortgage-Backed Securities FMAC 2027-05-01 3.000000 7000.00 1065.63 Agency Mortgage-Backed Securities FMAC 2029-05-01 3.500000 16161.00 4764.21 Agency Mortgage-Backed Securities FMAC 2029-07-01 3.500000 13654.00 4055.59 Agency Mortgage-Backed Securities FMAC 2030-12-01 3.500000 10000.00 3835.34 Agency Mortgage-Backed Securities FMAC 2031-01-01 3.000000 1000.00 409.82 Agency Mortgage-Backed Securities FNMA 2046-08-01 3.000000 84000.00 48729.30 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-25 0.00 3200200.00 3198830.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-02-15 1.375000 1150000.00 1185822.21 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-02-15 1.500000 894100.00 969396.63 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-02-28 1.125000 11500.00 11971.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-25 0.00 17252000.00 17243028.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-01 0.00 660400.00 660398.68 U.S. Treasuries (including strips) FNMA 2049-08-01 4.500000 1000.00 637.40 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2027-02-28 1.125000 1415000.00 1482923.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-15 0.00 2611900.00 2611813.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-06 0.00 2300000.00 2299970.10 U.S. Treasuries (including strips) FMAC 2034-11-01 3.000000 5000.00 3808.45 Agency Mortgage-Backed Securities FNMA 2045-10-01 3.500000 1000.00 382.77 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2021-04-22 0.00 1249000.00 1248185.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-03-31 0.625000 840000.00 852465.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 0.375000 96000.00 96811.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-30 0.125000 1225000.00 1225636.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-19 0.00 6686000.00 6685150.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-27 0.00 13063000.00 13062294.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-27 0.00 47589700.00 47582799.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-13 0.00 59732200.00 59730467.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-20 0.00 4827000.00 4826797.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-03 0.00 8703700.00 8703090.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-22 0.00 4390000.00 4389780.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-05-15 1.250000 109000.00 105304.63 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-05-15 0.625000 1457500.00 1461149.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-10 0.00 5035000.00 5034551.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-17 0.00 2538000.00 2537720.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-24 0.00 2875000.00 2874655.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-01 0.00 5784900.00 5784003.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-10 0.00 18229200.00 18225864.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-24 0.00 2299500.00 2299001.01 U.S. Treasuries (including strips) FNMA 2020-10-25 5.500000 5033.00 0.01 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2021-06-17 0.00 2733400.00 2731246.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-05-31 0.250000 4200.00 4207.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-06-30 0.250000 1000800.00 1002022.98 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-31 0.375000 525000.00 523688.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-07 0.00 1997300.00 1996736.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-14 0.00 1346900.00 1346490.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-08 0.00 15106000.00 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7289000.00 7283657.16 Agency Debentures and Agency Strips FNMA 2025-08-25 0.375000 18680000.00 18644447.29 Agency Debentures and Agency Strips FMAC 2023-06-26 0.250000 7089000.00 7091132.21 Agency Debentures and Agency Strips FMAC 2025-09-23 0.375000 400000.00 399156.83 Agency Debentures and Agency Strips Y 2020-10-01 2020-10-01 2020-10-01 N N N 0.0007 1400000000.00 1400000000.00 0.0830 N Y Y N DEUTSCHE BANK AG TRI-PARTY DEUTSCHE BANK AG 0.060000% 7LTWFZYICNSX8D621K86 0 BNT6BL4J1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 2.625000 2000.00 2025.98 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-05-15 0.00 12223093.58 10058554.83 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-11-15 0.00 17058065.59 14456898.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.000000 75400.00 76138.14 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-08-31 1.500000 1277000.00 1294521.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-02-28 1.125000 25861600.00 26896020.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2040-08-15 1.125000 24419900.00 23953949.99 U.S. Treasuries (including strips) Y 2020-10-01 2020-10-01 2020-10-01 N N N 0.0006 75000000.00 75000000.00 0.0044 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.060000% MBNUM2BPBDO7JBLYG310 0 BNT6BL4T9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2047-02-15 0.875000 100.00 143.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 2.750000 52616200.00 69667137.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 72237500.00 105387261.50 U.S. Treasuries (including strips) Y 2020-10-01 2020-10-01 2020-10-01 N N N 0.0006 171622000.00 171622000.00 0.0102 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.029999% 254900J6B390XMPVLV82 0 BRS9FKAT6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 2021-07-15 0.625000 14562916.66 16985785.22 U.S. Treasuries (including strips) Y 2020-10-07 2020-10-07 2050-01-01 Y SOCIETE GENERALE (NEW YORK BRANCH) 1.0000 7 N N N 0.0103 16666666.66 16666666.66 0.0010 N N Y N Northern Funds 2020-10-07 Peter K Ewing Peter K Ewing President