N-MFP2 0000916620 XXXXXXXX 2021-12-31 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 Government/Agency N 50 86 14323619490.95 14630988066.08 15580626052.31 15514011427.02 15839953052.31 16043615027.15 16225983523.64 17270616146.29 17143997352.92 17469941878.53 0.7257 0.7395 0.7532 0.7504 0.7473 0.8129 0.8201 0.8350 0.8292 0.8242 34074499.95 21405467988.64 21408326431.57 6706051.13 252361334.41 21196745648.24 21196710314.6500 1.0000 0.0008 1.0000 0.9999 0.9999 0.9999 0.9999 C000003412 2500.00 21196745648.24 21196710314.6500 1.0000 0.9999 0.9999 0.9999 0.9999 3223735218.13 1757074309.30 2064897040.53 1746347813.14 2813035039.42 1763925232.57 1809317778.83 2154642696.79 2437767110.31 1917088984.38 11687709794.31 8626243152.09 0.0000 Y The Investment Advisor Reimbursed $4,752,442.38 of fees during the period FEDERAL HOME LOAN BANKS FHLB 0.135000% 3130AKBT2 2549001DPIFGXC1TOL40 US3130AKBT23 U.S. Government Agency Debt Y 2022-01-01 2022-10-05 2022-10-05 N N N 0.0008 125050748.75 125050748.75 0.0059 N N N N FEDERAL HOME LOAN BANKS FHLB 0.129999% 3130AKD45 2549001DPIFGXC1TOL40 US3130AKD455 U.S. Government Agency Debt Y 2022-01-01 2022-10-26 2022-10-26 N N N 0.0008 45017046.00 45017046.00 0.0021 N N N N FEDERAL HOME LOAN BANKS FHLB 0.124999% 3130AKET9 2549001DPIFGXC1TOL40 US3130AKET95 U.S. Government Agency Debt Y 2022-01-01 2022-10-28 2022-10-28 N N N 0.0008 50018636.00 50018636.00 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 0.060000% 3130AN2U3 2549001DPIFGXC1TOL40 US3130AN2U37 U.S. Government Agency Debt Y 2022-03-29 2022-03-29 2022-03-29 N N N 0.0027 14992618.65 14992618.65 0.0007 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANR69 2549001DPIFGXC1TOL40 US3130ANR699 U.S. Government Agency Debt Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0030 224952471.00 224952471.00 0.0106 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANS50 2549001DPIFGXC1TOL40 US3130ANS507 U.S. Government Agency Debt Y 2022-03-03 2022-03-03 2022-03-03 N N N 0.0029 74970528.00 74970528.00 0.0035 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANS92 2549001DPIFGXC1TOL40 US3130ANS929 U.S. Government Agency Debt Y 2022-02-28 2022-02-28 2022-02-28 N N N 0.0029 99962942.00 99962942.00 0.0047 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANVT4 2549001DPIFGXC1TOL40 US3130ANVT42 U.S. Government Agency Debt Y 2022-03-25 2022-03-25 2022-03-25 N N N 0.0027 219890028.60 219890028.60 0.0104 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANX21 2549001DPIFGXC1TOL40 US3130ANX218 U.S. Government Agency Debt Y 2022-04-01 2022-04-01 2022-04-01 N N N 0.0027 94950008.15 94950008.15 0.0045 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANXY1 2549001DPIFGXC1TOL40 US3130ANXY19 U.S. Government Agency Debt Y 2022-04-07 2022-04-07 2022-04-07 N N N 0.0021 224906751.00 224906751.00 0.0106 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANY20 2549001DPIFGXC1TOL40 US3130ANY208 U.S. Government Agency Debt Y 2022-04-12 2022-04-12 2022-04-12 N N N 0.0021 224902084.50 224902084.50 0.0106 N N N N FEDERAL HOME LOAN BANKS FHLB 0.040000% 3130APFK6 2549001DPIFGXC1TOL40 US3130APFK64 U.S. Government Agency Debt Y 2022-03-04 2022-03-04 2022-03-04 N N N 0.0029 34985422.15 34985422.15 0.0017 N N N N FEDERAL HOME LOAN BANKS FHLB 0.120000% 3130AQGN7 2549001DPIFGXC1TOL40 US3130AQGN77 U.S. Government Agency Debt Y 2022-06-02 2022-06-02 2022-06-02 N N N 0.0011 200004664.00 200004664.00 0.0094 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313F78 US313313F781 U.S. Government Agency Debt Y 2022-09-14 2022-09-14 2022-09-14 N N N 0.0027 4990593.55 4990593.55 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313G85 US313313G854 U.S. Government Agency Debt Y 2022-09-23 2022-09-23 2022-09-23 N N N 0.0027 18963005.10 18963005.10 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313RL4 US313313RL47 U.S. Government Agency Debt Y 2022-01-06 2022-01-06 2022-01-06 N N N 0.0001 29999975.10 29999975.10 0.0014 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313VK1 US313313VK18 U.S. Government Agency Debt Y 2022-04-11 2022-04-11 2022-04-11 N N N 0.0009 4303945.88 4303945.88 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YA0 US313313YA09 U.S. Government Agency Debt Y 2022-06-13 2022-06-13 2022-06-13 N N N 0.0019 23979634.56 23979634.56 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YC6 US313313YC64 U.S. Government Agency Debt Y 2022-06-15 2022-06-15 2022-06-15 N N N 0.0019 29974227.30 29974227.30 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YR3 US313313YR34 U.S. Government Agency Debt Y 2022-06-28 2022-06-28 2022-06-28 N N N 0.0019 19981448.40 19981448.40 0.0009 N N N N FEDERAL HOME LOAN BANKS FHLB 313385SP2 2549001DPIFGXC1TOL40 US313385SP29 U.S. Government Agency Debt Y 2022-02-02 2022-02-02 2022-02-02 N N N 0.0002 29999500.20 29999500.20 0.0014 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385SW7 2549001DPIFGXC1TOL40 US313385SW79 U.S. Government Agency Debt Y 2022-02-09 2022-02-09 2022-02-09 N N N 0.0002 94998047.75 94998047.75 0.0045 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385SY3 2549001DPIFGXC1TOL40 US313385SY36 U.S. Government Agency Debt Y 2022-02-11 2022-02-11 2022-02-11 N N N 0.0002 74998375.50 74998375.50 0.0035 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385UP9 2549001DPIFGXC1TOL40 US313385UP90 U.S. Government Agency Debt Y 2022-03-22 2022-03-22 2022-03-22 N N N 0.0005 74991877.50 74991877.50 0.0035 N N N N FEDERAL HOME LOAN BANKS FHLB 313385UZ7 2549001DPIFGXC1TOL40 US313385UZ72 U.S. Government Agency Debt Y 2022-04-01 2022-04-01 2022-04-01 N N N 0.0009 164963719.80 164963719.80 0.0078 N N N N FEDERAL HOME LOAN BANKS FHLB 313385WL6 2549001DPIFGXC1TOL40 US313385WL68 U.S. Government Agency Debt Y 2022-05-06 2022-05-06 2022-05-06 N N N 0.0014 69966548.40 69966548.40 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.194997% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2022-01-01 2022-07-28 2022-07-28 N N N 0.0006 30023352.30 30023352.30 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.149997% 3133EL3F9 US3133EL3F92 U.S. Government Agency Debt Y 2022-01-01 2022-05-10 2022-05-10 N N N 0.0007 55010817.95 55010817.95 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.229996% 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y 2022-01-01 2022-01-14 2022-01-14 N N N 0.0006 15000777.00 15000777.00 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.249998% 3133ELN59 US3133ELN599 U.S. Government Agency Debt Y 2022-01-01 2022-06-23 2022-06-23 N N N 0.0006 80072188.80 80072188.80 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.399999% 3133ELWG5 US3133ELWG58 U.S. Government Agency Debt Y 2022-01-01 2022-04-07 2022-04-07 N N N 0.0006 40036326.00 40036326.00 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.369997% 3133ELWM2 US3133ELWM27 U.S. Government Agency Debt Y 2022-01-01 2022-01-12 2022-01-12 N N N 0.0006 60004665.00 60004665.00 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.479998% 3133ELWV2 US3133ELWV26 U.S. Government Agency Debt Y 2022-01-01 2022-01-21 2022-01-21 N N N 0.0005 15002979.60 15002979.60 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.129999% 3133EMDQ2 US3133EMDQ25 U.S. Government Agency Debt Y 2022-01-01 2022-10-14 2022-10-14 N N N 0.0006 16354196.19 16354196.19 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.124999% 3133EMFQ0 US3133EMFQ07 U.S. Government Agency Debt Y 2022-01-01 2022-11-03 2022-11-03 N N N 0.0006 30016661.70 30016661.70 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y 2022-01-01 2022-10-21 2022-10-21 N N N 0.0007 20006116.40 20006116.40 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.129999% 3133EMLY6 US3133EMLY66 U.S. Government Agency Debt Y 2022-01-01 2022-11-01 2022-11-01 N N N 0.0005 15006343.20 15006343.20 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.049996% 3133EMMS8 US3133EMMS89 U.S. Government Agency Debt Y 2022-01-01 2023-01-13 2023-01-13 N N N 0.0008 50015668.50 50015668.50 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.049996% 3133EMNH1 US3133EMNH16 U.S. Government Agency Debt Y 2022-01-01 2023-01-20 2023-01-20 N N N 0.0007 24011387.52 24011387.52 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.135000% 3133EMNJ7 US3133EMNJ71 U.S. Government Agency Debt Y 2022-01-01 2023-01-19 2023-01-19 N N N 0.0006 25013188.50 25013188.50 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.049996% 3133EMPZ9 US3133EMPZ95 U.S. Government Agency Debt Y 2022-01-01 2023-02-09 2023-02-09 N N N 0.0009 40006716.00 40006716.00 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133ENAG5 US3133ENAG52 U.S. Government Agency Debt Y 2022-10-07 2022-10-07 2022-10-07 N N N 0.0011 114980599.50 114980599.50 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENEK2 US3133ENEK29 U.S. Government Agency Debt Y 2022-01-01 2023-08-22 2023-08-22 N N N 0.0010 45000000.00 45000000.00 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENFM7 US3133ENFM75 U.S. Government Agency Debt Y 2022-01-01 2023-09-29 2023-09-29 N N N 0.0010 25000196.25 25000196.25 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133ENGX2 US3133ENGX22 U.S. Government Agency Debt Y 2022-01-01 2023-12-13 2023-12-13 N N N 0.0011 30000008.70 30000008.70 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENHT0 US3133ENHT01 U.S. Government Agency Debt Y 2022-01-01 2023-07-20 2023-07-20 N N N 0.0010 25000269.25 25000269.25 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133ENJB7 US3133ENJB74 U.S. Government Agency Debt Y 2022-01-01 2023-11-22 2023-11-22 N N N 0.0011 60000359.40 60000359.40 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133ENJQ4 US3133ENJQ44 U.S. Government Agency Debt Y 2022-01-01 2023-12-27 2023-12-27 N N N 0.0010 55011000.00 55011000.00 0.0026 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.149997% 3134GW2G0 US3134GW2G01 U.S. Government Agency Debt Y 2022-01-01 2022-08-19 2022-08-19 N N N 0.0008 45021217.95 45021217.95 0.0021 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.399999% 3135G03B7 US3135G03B75 U.S. Government Agency Debt Y 2022-01-01 2022-04-07 2022-04-07 N N N 0.0005 75069056.25 75069056.25 0.0035 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.439999% 3135G03J0 US3135G03J02 U.S. Government Agency Debt Y 2022-01-01 2022-04-15 2022-04-15 N N N 0.0006 85092107.70 85092107.70 0.0040 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.360000% 3135G03V3 US3135G03V30 U.S. Government Agency Debt Y 2022-01-01 2022-01-24 2022-01-24 N N N 0.0005 75013563.00 75013563.00 0.0035 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.369997% 3135G04A8 US3135G04A83 U.S. Government Agency Debt Y 2022-01-01 2022-04-28 2022-04-28 N N N 0.0006 75076135.50 75076135.50 0.0035 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.279997% 3135G04J9 US3135G04J92 U.S. Government Agency Debt Y 2022-01-01 2022-05-06 2022-05-06 N N N 0.0008 50035549.00 50035549.00 0.0024 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.239997% 3135G04P5 US3135G04P52 U.S. Government Agency Debt Y 2022-01-01 2022-05-19 2022-05-19 N N N 0.0008 175106001.00 175106001.00 0.0083 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.239997% 3135G04T7 US3135G04T74 U.S. Government Agency Debt Y 2022-01-01 2022-05-27 2022-05-27 N N N 0.0007 75051808.50 75051808.50 0.0035 N N N N UNITED STATES TREASURY TREASURY 912796Q44 254900HROIFWPRGM1V77 US912796Q441 U.S. Treasury Debt Y 2022-06-02 2022-06-02 2022-06-02 N N N 0.0011 79964583.20 79964583.20 0.0038 N Y Y N UNITED STATES TREASURY TREASURY 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y 2022-12-29 2022-12-29 2022-12-29 N N N 0.0038 64755166.45 64755166.45 0.0031 N Y Y N UNITED STATES TREASURY TREASURY 912796R43 254900HROIFWPRGM1V77 US912796R431 U.S. Treasury Debt Y 2022-06-23 2022-06-23 2022-06-23 N N N 0.0017 144884633.65 144884633.65 0.0068 N Y Y N UNITED STATES TREASURY TREASURY 912796R50 254900HROIFWPRGM1V77 US912796R506 U.S. Treasury Debt Y 2022-06-30 2022-06-30 2022-06-30 N N N 0.0019 99908528.00 99908528.00 0.0047 N Y Y N UNITED STATES TREASURY TREASURY 912796T25 254900HROIFWPRGM1V77 US912796T254 U.S. Treasury Debt Y 2022-03-29 2022-03-29 2022-03-29 N N N 0.0006 249963107.50 249963107.50 0.0118 N Y Y N UNITED STATES TREASURY TREASURY 912796U23 254900HROIFWPRGM1V77 US912796U237 U.S. Treasury Debt Y 2022-04-26 2022-04-26 2022-04-26 N N N 0.0008 89978812.20 89978812.20 0.0042 N Y Y N UNITED STATES TREASURY TREASURY 912796U23 254900HROIFWPRGM1V77 US912796U237 U.S. Treasury Debt Y 2022-04-26 2022-04-26 2022-04-26 N N N 0.0008 64984697.70 64984697.70 0.0031 N Y Y N UNITED STATES TREASURY TREASURY 912796U72 254900HROIFWPRGM1V77 US912796U724 U.S. Treasury Debt Y 2022-05-03 2022-05-03 2022-05-03 N N N 0.0012 84965440.70 84965440.70 0.0040 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 9128283C2 254900HROIFWPRGM1V77 US9128283C28 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0036 167223632.40 167223632.40 0.0079 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 9128286Y1 254900HROIFWPRGM1V77 US9128286Y11 U.S. Treasury Debt Y 2022-06-15 2022-06-15 2022-06-15 N N N 0.0014 20144531.20 20144531.20 0.0010 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 9128287C8 254900HROIFWPRGM1V77 US9128287C81 U.S. Treasury Debt Y 2022-07-15 2022-07-15 2022-07-15 N N N 0.0024 35280273.35 35280273.35 0.0017 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0009 70277433.80 70277433.80 0.0033 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828L57 254900HROIFWPRGM1V77 US912828L575 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0030 20213281.20 20213281.20 0.0010 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0036 75934570.50 75934570.50 0.0036 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0040 20289843.80 20289843.80 0.0010 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.125000% 912828N30 254900HROIFWPRGM1V77 US912828N308 U.S. Treasury Debt Y 2022-12-31 2022-12-31 2022-12-31 N N N 0.0045 157573241.80 157573241.80 0.0074 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828SV3 254900HROIFWPRGM1V77 US912828SV33 U.S. Treasury Debt Y 2022-05-15 2022-05-15 2022-05-15 N N N 0.0014 175834278.22 175834278.22 0.0083 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y 2022-08-15 2022-08-15 2022-08-15 N N N 0.0024 40342187.60 40342187.60 0.0019 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828TY6 254900HROIFWPRGM1V77 US912828TY62 U.S. Treasury Debt Y 2022-11-15 2022-11-15 2022-11-15 N N N 0.0038 298157420.40 298157420.40 0.0141 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0009 50213098.00 50213098.00 0.0024 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y 2022-04-30 2022-04-30 2022-04-30 N N N 0.0012 79448603.87 79448603.87 0.0037 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y 2022-05-31 2022-05-31 2022-05-31 N N N 0.0013 491661796.05 491661796.05 0.0232 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.125000% 912828XG0 254900HROIFWPRGM1V77 US912828XG01 U.S. Treasury Debt Y 2022-06-30 2022-06-30 2022-06-30 N N N 0.0023 312882032.80 312882032.80 0.0148 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828XR6 254900HROIFWPRGM1V77 US912828XR65 U.S. Treasury Debt Y 2022-05-31 2022-05-31 2022-05-31 N N N 0.0014 41780787.99 41780787.99 0.0020 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828YW4 254900HROIFWPRGM1V77 US912828YW42 U.S. Treasury Debt Y 2022-12-15 2022-12-15 2022-12-15 N N N 0.0038 55648828.40 55648828.40 0.0026 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828Z29 254900HROIFWPRGM1V77 US912828Z294 U.S. Treasury Debt Y 2023-01-15 2023-01-15 2023-01-15 N N N 0.0044 20217968.80 20217968.80 0.0010 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.375000% 912828ZG8 254900HROIFWPRGM1V77 US912828ZG82 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0009 70047490.10 70047490.10 0.0033 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.196293% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y 2022-01-01 2022-04-30 2022-04-30 N N N 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Mae B1V7KEBTPIMZEU4LTD58 2042-01-01 4.500000 1000.00 179.99 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 2.125000 28500.00 55862.24 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 165000.00 204377.59 U.S. Treasuries (including strips) FHLB 2022-01-21 0.00 2200000.00 2199927.40 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 0.00 150000.00 149910.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-05-15 1.750000 1100.00 1120.61 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 11000000.00 11569189.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 20000.00 20837.52 U.S. Treasuries (including strips) Federal Home Loan Bank System - FHLB 2023-12-08 3.375000 50000.00 52587.91 Agency Debentures and 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Federal Home Loan Bank System - FHLB 2022-06-10 2.125000 215000.00 217046.71 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-05-01 4.500000 2000.00 137.78 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 25000.00 32011.36 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-01-31 1.750000 65900.00 67315.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 373900.00 382578.87 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 200000.00 203776.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 1.625000 100000.00 101715.13 U.S. Treasuries (including strips) FNMA 2026-04-24 2.125000 5000.00 5202.67 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2023-09-30 1.375000 4900.00 4975.81 U.S. Treasuries (including strips) FNMA 2046-11-01 3.000000 2000.00 615.66 Agency Mortgage-Backed Securities FNMA 2046-11-01 3.000000 1000.00 295.15 Agency Mortgage-Backed Securities FMAC 2047-01-01 3.000000 23043.00 7656.36 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2027-01-15 0.375000 6000.00 7557.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-02-15 2.250000 10000.00 10560.11 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-15 0.125000 42300.00 48852.37 U.S. Treasuries (including strips) FNMA 2026-09-24 1.875000 173000.00 178538.96 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2024-06-30 2.000000 29000.00 29805.76 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 85000.00 89864.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-08-31 1.875000 100000.00 103154.01 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION 2022-01-05 2.000000 3000.00 3029.97 Agency Debentures and Agency Strips FMAC 2046-12-01 3.000000 7000.00 2192.63 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2024-09-30 2.125000 100.00 103.78 U.S. Treasuries (including strips) FMAC 2047-06-01 4.000000 1000.00 199.58 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2027-11-15 2.250000 7000.00 7369.42 U.S. Treasuries (including strips) FHLB 2022-09-09 2.000000 50000.00 50901.16 Agency Debentures and Agency Strips FNMA 2047-04-01 4.500000 1000.00 189.55 Agency Mortgage-Backed Securities FNMA 2032-12-01 2.300000 15191.00 32.45 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.500000 4000.00 867.54 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.500000 2000.00 519.21 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 1100.00 1727.48 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-02-15 2.750000 300.00 327.28 U.S. Treasuries (including strips) FHLB 2023-12-08 2.500000 700000.00 724673.06 Agency Debentures and Agency Strips FMAC 2048-02-01 3.000000 1000.00 251.70 Agency Mortgage-Backed Securities FNMA 2023-01-19 2.375000 2000.00 2061.77 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2025-05-31 2.875000 9000.00 9563.97 U.S. Treasuries (including strips) FHLB 2023-06-09 3.250000 75000.00 78010.66 Agency Debentures and Agency Strips FMAC 2023-06-19 2.750000 6000.00 6193.46 Agency Debentures and Agency Strips FNMA 2048-08-01 4.500000 2000.00 367.75 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-06-30 2.625000 48762300.00 50239066.26 U.S. Treasuries (including strips) FHLB 2025-12-12 3.125000 20000.00 21514.15 Agency Debentures and Agency Strips FHLB 2025-09-12 3.125000 6805000.00 7347574.94 Agency Debentures and Agency Strips FNMA 2023-09-12 2.875000 7000.00 7313.22 Agency Debentures and Agency Strips FMAC 2048-10-01 4.500000 2000.00 392.47 Agency Mortgage-Backed Securities FHLB 2022-09-09 2.250000 10000.00 10193.33 Agency Debentures and Agency Strips FNMA 2049-01-01 4.500000 9000.00 1280.50 Agency Mortgage-Backed Securities GNMA 2032-08-20 6.000000 1000000.00 8416.10 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2024-01-31 2.500000 6000.00 6276.55 U.S. Treasuries (including strips) FHLB 2025-03-14 2.375000 10550000.00 11068733.24 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-15 2.500000 35000.00 35436.83 U.S. Treasuries (including strips) FHLB 2024-02-13 2.500000 1590000.00 1661870.12 Agency Debentures and Agency Strips FNMA 2024-02-05 2.500000 665000.00 695090.51 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2049-02-15 1.000000 10000.00 15578.64 U.S. Treasuries (including strips) FNMA 2045-10-01 4.500000 1000.00 248.57 Agency Mortgage-Backed Securities FHLB 2022-12-09 2.500000 750000.00 766140.58 Agency Debentures and Agency Strips FHLB 2022-12-09 1.875000 3600000.00 3653769.00 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 2.250000 43500.00 43975.87 U.S. Treasuries (including strips) FMAC 2023-03-01 4.000000 3764.00 0.05 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 1.750000 27000.00 27440.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-07-15 0.250000 90000.00 108861.30 U.S. Treasuries (including strips) FNMA 2024-10-15 1.625000 250000.00 255406.89 Agency Debentures and Agency Strips FNMA 2049-02-01 4.000000 1000.00 175.44 Agency Mortgage-Backed Securities FNMA 2049-06-01 4.000000 5000.00 1007.34 Agency Mortgage-Backed Securities FNMA 2049-11-01 4.500000 4999.00 1559.77 Agency Mortgage-Backed Securities FNMA 2025-01-07 1.625000 250000.00 256340.04 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.375000 8000.00 8054.53 U.S. Treasuries (including strips) FMAC 2025-02-12 1.500000 3346000.00 3414511.58 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2030-02-15 1.500000 92000.00 92962.78 U.S. Treasuries (including strips) FMAC 2048-05-01 4.500000 2000.00 381.49 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.500000 2000.00 507.82 Agency Mortgage-Backed Securities FNMA 2050-04-01 3.000000 1000.00 362.59 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.125000 29100.00 29259.63 U.S. Treasuries (including strips) FHLB 2025-04-14 0.500000 50000.00 49143.62 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2027-04-30 0.500000 73000.00 70069.97 U.S. Treasuries (including strips) FMAC 2049-05-01 4.000000 2000.00 381.56 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2025-04-15 0.125000 15000.00 17175.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-15 0.125000 73300.00 72887.09 U.S. Treasuries (including strips) FHLB 2022-06-03 0.250000 80000.00 80057.16 Agency Debentures and Agency Strips FMAC 2022-06-08 0.250000 61000.00 61019.32 Agency Debentures and Agency Strips FNMA 2023-05-22 0.250000 1450000.00 1442830.96 Agency Debentures and Agency Strips FNMA 2050-01-01 4.500000 23449.00 7574.74 Agency Mortgage-Backed Securities FNMA 2050-07-01 3.000000 1000.00 513.51 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2040-05-15 1.125000 1900.00 1660.07 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-15 0.250000 62000.00 61709.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-06-30 0.500000 33100.00 31667.43 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-31 0.375000 175900.00 167328.77 U.S. Treasuries (including strips) FNMA 2025-06-17 0.500000 3125000.00 3060888.89 Agency Debentures and Agency Strips FNMA 2023-07-10 0.250000 1746000.00 1738611.81 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2025-09-30 0.250000 136300.00 132036.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-11-30 0.625000 30300.00 29033.96 U.S. Treasuries (including strips) FNMA 2025-11-07 0.500000 14000.00 13660.84 Agency Debentures and Agency Strips FMAC 2023-11-06 0.250000 3188000.00 3160321.61 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2027-10-31 0.500000 3700000.00 3523482.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-15 0.250000 200000.00 198376.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-11-30 0.375000 12600.00 12221.82 U.S. Treasuries (including strips) FNMA 2050-01-01 4.000000 1000.00 381.87 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-12-15 0.125000 248000.00 245123.93 U.S. Treasuries (including strips) FMAC 2050-08-01 3.000000 6000.00 3253.92 Agency Mortgage-Backed Securities FMAC 2023-10-16 0.125000 144000.00 142592.46 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-24 0.00 1723700.00 1723612.09 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2051-02-15 1.875000 100000.00 99268.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-01-31 0.750000 26900.00 25983.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.134018 43000.00 43023.13 U.S. Treasuries (including strips) FNMA 2030-02-01 3.000000 27608.00 13838.38 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-04-21 0.00 3000300.00 2999639.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2051-05-15 2.375000 50000.00 55200.45 U.S. Treasuries (including strips) FMAC 2044-11-01 1.862000 1000.00 78.99 Agency Mortgage-Backed Securities FNMA 2036-12-01 6.500000 1258.00 82.77 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-05-31 0.125000 195000.00 193821.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-05-31 0.750000 17000.00 16664.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-20 0.00 7857400.00 7857321.43 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-14 0.00 502000.00 501466.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-06 0.00 200000.00 200000.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-13 0.00 100500.00 100499.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-17 0.00 861000.00 860966.42 U.S. Treasuries (including strips) FNMA 2022-08-26 2.000000 33000.00 33591.21 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2028-08-31 1.125000 91900.00 90482.11 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-09-08 0.00 2058900.00 2055811.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-04 0.00 339700.00 339699.32 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 0.250000 8600.00 8543.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-10 0.00 19052000.00 19050285.32 U.S. Treasuries (including strips) FHLB 2026-09-17 1.020000 160000.00 157788.27 Agency Debentures and Agency Strips FHLB 2026-06-29 0.850000 7570000.00 7446035.36 Agency Debentures and Agency Strips FNMA 2051-02-01 3.000000 58528.00 43351.21 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-31 0.00 12671200.00 12669768.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-06 0.00 5242000.00 5231851.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-01 0.00 35282200.00 35279236.30 U.S. Treasuries (including strips) FHLB 2025-06-27 0.875000 9735000.00 9646212.47 Agency Debentures and Agency Strips FNMA 2051-09-01 3.500000 1015436.00 1088813.74 Agency Mortgage-Backed Securities FNMA 2051-10-01 2.500000 209931.00 210747.26 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-03-17 0.00 305700.00 305667.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-07 0.00 4552000.00 4551157.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-22 0.00 26363400.00 26362371.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-15 0.625000 200000.00 198619.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-15 0.00 1081000.00 1080910.28 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-11-30 1.250000 33000.00 33014.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-29 0.00 465500.00 465441.81 U.S. Treasuries (including strips) FMAC 2051-04-01 3.000000 53073.00 44767.13 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-05-05 0.00 2000000.00 1999386.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-03-08 0.00 7441500.00 7440763.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2031-11-15 1.375000 5000.00 4944.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-30 0.500000 1160000.00 1155958.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-29 0.00 199400000.00 198650854.20 U.S. Treasuries (including strips) FHLB 2024-03-08 0.370000 14950000.00 14802165.26 Agency Debentures and Agency Strips FHLB 2025-04-28 0.800000 610000.00 603660.88 Agency Debentures and Agency Strips FHLB 2024-08-26 0.500000 1950000.00 1927783.87 Agency Debentures and Agency Strips FHLB 2025-06-30 0.700000 3835000.00 3777839.33 Agency Debentures and Agency Strips FHLB 2026-03-30 0.875000 1900000.00 1869608.55 Agency Debentures and Agency Strips FHLB 2025-03-28 0.600000 3875000.00 3814573.25 Agency Debentures and Agency Strips FHLB 2025-05-30 0.640000 11250000.00 11067603.75 Agency Debentures and Agency Strips FHLB 2025-11-28 0.750000 16845000.00 16549243.91 Agency Debentures and Agency Strips FHLB 2025-01-30 0.550000 840000.00 828723.00 Agency Debentures and Agency Strips FHLB 2026-09-30 0.875000 5225000.00 5118036.41 Agency Debentures and Agency Strips FHLB 2024-09-20 0.510000 3530000.00 3494120.49 Agency Debentures and Agency Strips FHLB 2025-04-21 0.660000 5500000.00 5418497.33 Agency Debentures and Agency Strips FHLB 2024-09-27 0.570000 1725000.00 1710296.68 Agency Debentures and Agency Strips FHLB 2024-09-27 0.650000 3395000.00 3372068.66 Agency Debentures and Agency Strips FHLB 2024-06-24 0.700000 850000.00 845321.13 Agency Debentures and Agency Strips FHLB 2024-02-23 0.570000 10000.00 9964.02 Agency Debentures and Agency Strips FHLB 2023-11-09 0.500000 8755000.00 8721026.71 Agency Debentures and Agency Strips FHLB 2025-03-14 1.150000 80000.00 80025.04 Agency Debentures and Agency Strips FHLB 2022-02-17 0.00 5000000.00 4999645.00 Agency Debentures and Agency Strips FNMA 2031-12-01 2.000000 978337.00 1003222.63 Agency Mortgage-Backed Securities GNMA 2025-10-15 4.500000 1468.00 35.07 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-02-15 0.00 333700.00 333685.32 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-12 0.00 5622900.00 5621994.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-12-31 1.250000 3098800.00 3095174.40 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N N N 0.0006 550000000.00 550000000.00 0.0259 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 0.050000% MBNUM2BPBDO7JBLYG310 0 BNT7DCCM1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2047-08-15 2.750000 100.00 117.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 2.750000 100.00 116.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 3.000000 213400.00 262046.66 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 3.000000 4200.00 5157.43 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 3.000000 20390500.00 25101031.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 3.000000 10858600.00 13367110.34 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 37976000.00 37976000.00 0.0018 N Y Y N FIXED INCOME CLEARING CORP TRI-PARTY FIXED INCOME CLEARING 0.050000% 549300H47WTHXPU08X20 0 BNT7DCD24 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 65526100.00 68612919.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-12-31 1.750000 132387500.00 135387135.97 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 200000000.00 200000000.00 0.0094 N Y Y N NOMURA SECURITIES INTERNATIONAL INC TRI-PARTY NOMURA SECURITIES INT 0.050000% OXTKY6Q8X53C9ILVV871 0 BNT7DCDR9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2024-04-30 2.250000 59884900.00 62071982.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-10-31 1.625000 4830100.00 4924771.22 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-22 0.00 4385900.00 4385728.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-11-30 1.250000 17600.00 17607.83 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 70000000.00 70000000.00 0.0033 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK 0.050000% 254900Y8NKGV541U8Q32 0 BNT7DDFH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2024-03-31 2.125000 1491390700.00 1543114931.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 0.125000 382252800.00 381928624.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2031-02-15 1.125000 8773831500.00 8550000091.14 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 10475000000.00 10475000000.00 0.4942 N Y Y N Northern Funds 2022-01-07 Peter K Ewing Peter K Ewing President