N-MFP2 0000916620 XXXXXXXX 2022-02-28 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 49 99 15327011535.96 15469589249.73 16269697562.81 15045221501.29 0.00 16886997285.91 17037874629.37 16357991953.67 16449526238.20 0.00 0.7451 0.7429 0.7858 0.7174 0.0000 0.8210 0.8182 0.7901 0.7844 0.0000 765347462.31 20069260852.54 20079808053.21 12079086.61 51295888.15 20805938713.98 20805891703.9800 1.0000 0.0013 0.9995 0.9994 0.9995 0.9994 0.0000 C000003412 2500.00 20805938713.98 20805891703.9800 0.9995 0.9994 0.9995 0.9994 0.0000 1316732599.27 1398843876.04 1430291470.63 1156459908.78 1138104370.68 1263480490.35 1152844214.34 917313371.15 0.00 0.00 5144264611.24 4904066425.92 0.0000 Y The Investment Advisor Reimbursed $3,720,147.68 of fees during the period FEDERAL HOME LOAN BANKS FHLB 0.135000% 3130AKBT2 2549001DPIFGXC1TOL40 US3130AKBT23 U.S. Government Agency Debt Y 2022-03-01 2022-10-05 2022-10-05 N N N 0.0006 125056711.25 125056711.25 0.0060 N N N N FEDERAL HOME LOAN BANKS FHLB 0.129999% 3130AKD45 2549001DPIFGXC1TOL40 US3130AKD455 U.S. Government Agency Debt Y 2022-03-01 2022-10-26 2022-10-26 N N N 0.0008 45013629.15 45013629.15 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 0.124999% 3130AKET9 2549001DPIFGXC1TOL40 US3130AKET95 U.S. Government Agency Debt Y 2022-03-01 2022-10-28 2022-10-28 N N N 0.0008 50015046.00 50015046.00 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 0.0016 14998770.90 14998770.90 0.0007 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 0.0017 94989966.10 94989966.10 0.0046 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 0.0019 224968245.75 224968245.75 0.0108 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 0.0020 224960602.50 224960602.50 0.0108 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 0.0036 199877474.00 199877474.00 0.0096 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQQ22 2549001DPIFGXC1TOL40 US3130AQQ223 U.S. Government Agency Debt Y 2022-03-01 2022-08-22 2022-08-22 N N N 0.0006 274999997.25 274999997.25 0.0132 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQRF2 2549001DPIFGXC1TOL40 US3130AQRF25 U.S. Government Agency Debt Y 2022-03-01 2022-08-30 2022-08-30 N N N 0.0005 35000148.05 35000148.05 0.0017 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQSP9 2549001DPIFGXC1TOL40 US3130AQSP97 U.S. Government Agency Debt Y 2022-03-01 2022-06-30 2022-06-30 N N N 0.0005 150000150.00 150000150.00 0.0072 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQSQ7 2549001DPIFGXC1TOL40 US3130AQSQ70 U.S. Government Agency Debt Y 2022-03-01 2022-06-16 2022-06-16 N N N 0.0005 80000078.40 80000078.40 0.0038 N N N N FEDERAL HOME LOAN BANKS FHLB 0.055000% 3130AQX81 2549001DPIFGXC1TOL40 US3130AQX815 U.S. Government Agency Debt Y 2022-03-01 2022-09-09 2022-09-09 N N N 0.0006 64999998.70 64999998.70 0.0031 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQZB2 2549001DPIFGXC1TOL40 US3130AQZB29 U.S. Government Agency Debt Y 2022-03-01 2022-09-16 2022-09-16 N N N 0.0005 165000232.65 165000232.65 0.0079 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQZM8 2549001DPIFGXC1TOL40 US3130AQZM83 U.S. Government Agency Debt Y 2022-03-01 2022-09-16 2022-09-16 N N N 0.0005 150000211.50 150000211.50 0.0072 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AR3H2 2549001DPIFGXC1TOL40 US3130AR3H26 U.S. Government Agency Debt Y 2022-03-01 2022-07-18 2022-07-18 N N N 0.0006 119999998.80 119999998.80 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 0.055000% 3130AR5M9 2549001DPIFGXC1TOL40 US3130AR5M92 U.S. Government Agency Debt Y 2022-03-01 2022-08-30 2022-08-30 N N N 0.0006 124999997.50 124999997.50 0.0060 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 0.0071 4981078.25 4981078.25 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313F94 US313313F948 U.S. Government Agency Debt Y 2022-09-16 2022-09-16 2022-09-16 N N N 0.0071 4980883.55 4980883.55 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 0.0071 18924768.36 18924768.36 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313S25 US313313S255 U.S. Government Agency Debt Y 2022-12-06 2022-12-06 2022-12-06 N N N 0.0088 94365227.10 94365227.10 0.0045 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313T32 US313313T329 U.S. Government Agency Debt Y 2022-12-15 2022-12-15 2022-12-15 N N N 0.0088 24827545.75 24827545.75 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313T99 US313313T998 U.S. Government Agency Debt Y 2022-12-21 2022-12-21 2022-12-21 N N N 0.0088 29788728.60 29788728.60 0.0014 N N N 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 0.0019 4304069.43 4304069.43 0.0002 N N Y 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 0.0042 23970958.56 23970958.56 0.0012 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 0.0042 29963000.40 29963000.40 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 0.0042 19972310.60 19972310.60 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313ZM3 US313313ZM38 U.S. Government Agency Debt Y 2022-07-18 2022-07-18 2022-07-18 N N N 0.0053 54887860.50 54887860.50 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 313385TS5 2549001DPIFGXC1TOL40 US313385TS58 U.S. Government Agency Debt Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0000 825400000.00 825400000.00 0.0397 N Y Y 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 0.0030 69961567.90 69961567.90 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.194997% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2022-03-01 2022-07-28 2022-07-28 N N N 0.0006 30016791.00 30016791.00 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.149997% 3133EL3F9 US3133EL3F92 U.S. Government Agency Debt Y 2022-03-01 2022-05-10 2022-05-10 N N N 0.0007 55005856.40 55005856.40 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.249998% 3133ELN59 US3133ELN599 U.S. Government Agency Debt Y 2022-03-01 2022-06-23 2022-06-23 N N N 0.0006 80048032.00 80048032.00 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.399999% 3133ELWG5 US3133ELWG58 U.S. Government Agency Debt Y 2022-03-01 2022-04-07 2022-04-07 N N N 0.0006 40014106.00 40014106.00 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.129999% 3133EMDQ2 US3133EMDQ25 U.S. Government Agency Debt Y 2022-03-01 2022-10-14 2022-10-14 N N N 0.0006 16352314.55 16352314.55 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.124999% 3133EMFQ0 US3133EMFQ07 U.S. Government Agency Debt Y 2022-03-01 2022-11-03 2022-11-03 N N N 0.0006 30013421.40 30013421.40 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y 2022-03-01 2022-10-21 2022-10-21 N N N 0.0007 20004895.00 20004895.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.129999% 3133EMLY6 US3133EMLY66 U.S. Government Agency Debt Y 2022-03-01 2022-11-01 2022-11-01 N N N 0.0005 15005101.50 15005101.50 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMMS8 US3133EMMS89 U.S. Government Agency Debt Y 2022-03-01 2023-01-13 2023-01-13 N N N 0.0008 50013234.50 50013234.50 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMNH1 US3133EMNH16 U.S. Government Agency Debt Y 2022-03-01 2023-01-20 2023-01-20 N N N 0.0007 24009650.88 24009650.88 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.135000% 3133EMNJ7 US3133EMNJ71 U.S. Government Agency Debt Y 2022-03-01 2023-01-19 2023-01-19 N N N 0.0006 25011171.75 25011171.75 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.104997% 3133EMPZ9 US3133EMPZ95 U.S. Government Agency Debt Y 2022-03-01 2023-02-09 2023-02-09 N N N 0.0009 40005726.40 40005726.40 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 0.0056 114669935.05 114669935.05 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENEK2 US3133ENEK29 U.S. Government Agency Debt Y 2022-03-01 2023-08-22 2023-08-22 N N N 0.0010 45000001.80 45000001.80 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENFM7 US3133ENFM75 U.S. Government Agency Debt Y 2022-03-01 2023-09-29 2023-09-29 N N N 0.0010 25000178.50 25000178.50 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133ENGX2 US3133ENGX22 U.S. Government Agency Debt Y 2022-03-01 2023-12-13 2023-12-13 N N N 0.0011 30000008.10 30000008.10 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENHT0 US3133ENHT01 U.S. Government Agency Debt Y 2022-03-01 2023-07-20 2023-07-20 N N N 0.0010 25000242.25 25000242.25 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133ENJB7 US3133ENJB74 U.S. Government Agency Debt Y 2022-03-01 2023-11-22 2023-11-22 N N N 0.0011 60000329.40 60000329.40 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133ENJQ4 US3133ENJQ44 U.S. Government Agency Debt Y 2022-03-01 2023-12-27 2023-12-27 N N N 0.0010 55014850.00 55014850.00 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.420000% 3133ENKR0 US3133ENKR08 U.S. Government Agency Debt Y 2023-01-11 2023-01-11 2023-01-11 N N N 0.0095 44790707.25 44790707.25 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.510000% 3133ENLQ1 US3133ENLQ16 U.S. Government Agency Debt Y 2023-01-20 2023-01-20 2023-01-20 N N N 0.0079 69820791.60 69820791.60 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133ENMW7 US3133ENMW74 U.S. Government Agency Debt Y 2022-03-01 2024-02-02 2024-02-02 N N N 0.0009 50000159.00 50000159.00 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.057499% 3133ENND8 US3133ENND84 U.S. Government Agency Debt Y 2022-03-01 2023-02-07 2023-02-07 N N N 0.0006 90000533.70 90000533.70 0.0043 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.067500% 3133ENNF3 US3133ENNF33 U.S. Government Agency Debt Y 2022-03-01 2023-08-08 2023-08-08 N N N 0.0007 74994538.50 74994538.50 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133ENNK2 US3133ENNK28 U.S. Government Agency Debt Y 2022-03-01 2024-02-09 2024-02-09 N N N 0.0009 20000097.00 20000097.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.094996% 3133ENNW6 US3133ENNW65 U.S. Government Agency Debt Y 2022-03-01 2024-02-15 2024-02-15 N N N 0.0009 30000206.70 30000206.70 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.074998% 3133ENPK0 US3133ENPK00 U.S. Government Agency Debt Y 2022-03-01 2023-09-18 2023-09-18 N N N 0.0007 50000102.00 50000102.00 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3133ENQH6 US3133ENQH61 U.S. Government Agency Debt Y 2022-03-01 2024-03-01 2024-03-01 N N N 0.0009 25000262.00 25000262.00 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3133ENQJ2 US3133ENQJ28 U.S. Government Agency Debt Y 2022-03-04 2024-03-04 2024-03-04 N N N 0.0009 20000000.00 20000000.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3133ENQL7 US3133ENQL73 U.S. Government Agency Debt Y 2022-03-04 2023-12-04 2023-12-04 N N N 0.0008 5000010.70 5000010.70 0.0002 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.149997% 3134GW2G0 US3134GW2G01 U.S. Government Agency Debt Y 2022-03-01 2022-08-19 2022-08-19 N N N 0.0008 45015738.30 45015738.30 0.0022 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.399999% 3135G03B7 US3135G03B75 U.S. Government Agency Debt Y 2022-03-01 2022-04-07 2022-04-07 N N N 0.0005 75026815.50 75026815.50 0.0036 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.439999% 3135G03J0 US3135G03J02 U.S. Government Agency Debt Y 2022-03-01 2022-04-15 2022-04-15 N N N 0.0004 85042352.95 85042352.95 0.0041 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.369997% 3135G04A8 US3135G04A83 U.S. Government Agency Debt Y 2022-03-01 2022-04-28 2022-04-28 N N N 0.0006 75037970.25 75037970.25 0.0036 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.279997% 3135G04J9 US3135G04J92 U.S. Government Agency Debt Y 2022-03-01 2022-05-06 2022-05-06 N N N 0.0008 50018724.50 50018724.50 0.0024 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.239997% 3135G04P5 US3135G04P52 U.S. Government Agency Debt Y 2022-03-01 2022-05-19 2022-05-19 N N N 0.0008 175060548.25 175060548.25 0.0084 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.240001% 3135G04T7 US3135G04T74 U.S. Government Agency Debt Y 2022-03-01 2022-05-27 2022-05-27 N N N 0.0006 75032857.50 75032857.50 0.0036 N N N N UNITED STATES TREASURY TREASURY 912796K57 254900HROIFWPRGM1V77 US912796K576 U.S. Treasury Debt Y 2022-07-14 2022-07-14 2022-07-14 N N N 0.0054 89821547.10 89821547.10 0.0043 N Y Y N UNITED STATES TREASURY TREASURY 912796L98 254900HROIFWPRGM1V77 US912796L988 U.S. Treasury Debt Y 2022-03-03 2022-03-03 2022-03-03 N N N 0.0002 139999883.80 139999883.80 0.0067 N Y Y N UNITED STATES TREASURY TREASURY 912796L98 254900HROIFWPRGM1V77 US912796L988 U.S. Treasury Debt Y 2022-03-03 2022-03-03 2022-03-03 N N N 0.0002 99999917.00 99999917.00 0.0048 N Y Y N UNITED STATES TREASURY TREASURY 912796M97 254900HROIFWPRGM1V77 US912796M978 U.S. Treasury Debt Y 2022-03-10 2022-03-10 2022-03-10 N N N 0.0004 99999125.00 99999125.00 0.0048 N Y Y 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 0.0035 79928080.00 79928080.00 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 0.0089 64515831.25 64515831.25 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 0.0045 144795594.95 144795594.95 0.0070 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 0.0045 99853372.00 99853372.00 0.0048 N Y Y N UNITED STATES TREASURY TREASURY 912796S26 254900HROIFWPRGM1V77 US912796S264 U.S. Treasury Debt Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0000 321000000.00 321000000.00 0.0154 N Y Y N UNITED STATES TREASURY TREASURY 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y 2023-01-26 2023-01-26 2023-01-26 N N N 0.0089 44639003.25 44639003.25 0.0021 N Y Y N UNITED STATES TREASURY TREASURY 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y 2023-01-26 2023-01-26 2023-01-26 N N N 0.0089 44639003.25 44639003.25 0.0021 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 0.0019 89974099.80 89974099.80 0.0043 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 0.0019 64981294.30 64981294.30 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 0.0024 84965787.50 84965787.50 0.0041 N Y Y N UNITED STATES TREASURY TREASURY 912796U80 254900HROIFWPRGM1V77 US912796U807 U.S. Treasury Debt Y 2022-05-10 2022-05-10 2022-05-10 N N N 0.0026 114942979.55 114942979.55 0.0055 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 0.0081 166269726.15 166269726.15 0.0080 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.375000% 9128283U2 254900HROIFWPRGM1V77 US9128283U26 U.S. Treasury Debt Y 2023-01-31 2023-01-31 2023-01-31 N N N 0.0104 75896484.00 75896484.00 0.0036 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.625000% 9128284A5 254900HROIFWPRGM1V77 US9128284A52 U.S. Treasury Debt Y 2023-02-28 2023-02-28 2023-02-28 N N N 0.0109 30450000.00 30450000.00 0.0015 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 0.0048 20073644.60 20073644.60 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 0.0056 35155859.20 35155859.20 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 0.0018 70090255.20 70090255.20 0.0034 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 0.0075 20114062.40 20114062.40 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 0.0081 75518554.50 75518554.50 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 0.0090 20156250.00 20156250.00 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 0.0099 211935937.50 211935937.50 0.0102 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828P38 254900HROIFWPRGM1V77 US912828P386 U.S. Treasury Debt Y 2023-01-31 2023-01-31 2023-01-31 N N N 0.0104 75471679.50 75471679.50 0.0036 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 0.0041 175294506.89 175294506.89 0.0084 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 0.0061 40181250.00 40181250.00 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 0.0084 296578710.20 296578710.20 0.0143 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 912828UN8 254900HROIFWPRGM1V77 US912828UN88 U.S. Treasury Debt Y 2023-02-15 2023-02-15 2023-02-15 N N N 0.0107 45390234.60 45390234.60 0.0022 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 0.0018 50069614.00 50069614.00 0.0024 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 0.0047 489917680.47 489917680.47 0.0235 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 0.0053 311647867.00 311647867.00 0.0150 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 0.0047 41642254.18 41642254.18 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 0.0091 55292187.50 55292187.50 0.0027 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 0.0100 40154687.60 40154687.60 0.0019 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 0.0018 175527581.58 175527581.58 0.0084 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.494362% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y 2022-03-01 2022-04-30 2022-04-30 N N N 0.0028 112715508.92 112715508.92 0.0054 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y 2022-06-30 2022-06-30 2022-06-30 N N N 0.0052 29960448.90 29960448.90 0.0014 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.435362% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y 2022-03-01 2022-07-31 2022-07-31 N N N 0.0037 445077571.75 445077571.75 0.0214 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CAR2 254900HROIFWPRGM1V77 US91282CAR25 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0079 278731250.00 278731250.00 0.0134 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CAX9 254900HROIFWPRGM1V77 US91282CAX92 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0089 203774805.20 203774805.20 0.0098 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y 2022-12-31 2022-12-31 2022-12-31 N N N 0.0097 228328907.40 228328907.40 0.0110 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CBG5 254900HROIFWPRGM1V77 US91282CBG50 U.S. Treasury Debt Y 2023-01-31 2023-01-31 2023-01-31 N N N 0.0104 99140625.00 99140625.00 0.0048 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CBN0 254900HROIFWPRGM1V77 US91282CBN02 U.S. Treasury Debt Y 2023-02-28 2023-02-28 2023-02-28 N N N 0.0107 64380468.75 64380468.75 0.0031 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.414363% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y 2022-03-01 2023-04-30 2023-04-30 N N N 0.0039 235078433.60 235078433.60 0.0113 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.409363% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y 2022-03-01 2023-07-31 2023-07-31 N N N 0.0030 60634836.52 60634836.52 0.0029 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.415364% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y 2022-03-01 2023-10-31 2023-10-31 N N N 0.0031 175315931.00 175315931.00 0.0084 N Y Y N JP MORGAN SECURITIES TRI-PARTY JP MORGAN SECURITIES 0.069998% 0 BNT6Z3VC0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-07-15 5.625000 213000.00 299367.40 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-01-15 0.00 1704000.00 1437593.23 Agency Debentures and Agency Strips GNMA 2047-05-20 3.000000 2857000.00 722236.37 Agency Mortgage-Backed Securities FNMA 2023-07-10 0.250000 19000000.00 18732258.33 Agency Debentures and Agency Strips FNMA 2030-10-01 2.000000 188147.00 97387.89 Agency Mortgage-Backed Securities FNMA 2043-11-01 4.000000 15520000.00 4957188.85 Agency Mortgage-Backed Securities GNMA 2051-09-20 2.500000 13743744.00 13331622.39 Agency Mortgage-Backed Securities FMAC 2044-02-01 1.916000 15500000.00 706679.07 Agency Mortgage-Backed Securities FMAC 2042-12-01 2.321000 120000.00 17877.36 Agency Mortgage-Backed Securities FMAC 2035-09-01 1.500000 10589.00 6685.28 Agency Mortgage-Backed Securities FHLB 2023-02-06 2.140000 28810000.00 29123792.12 Agency Debentures and Agency Strips FHLB 2023-02-13 2.160000 75000000.00 75771450.00 Agency Debentures and Agency Strips FMAC 2047-01-01 1.941000 5000000.00 712941.03 Agency Mortgage-Backed Securities FNMA 2032-07-01 3.000000 3000000.00 935697.43 Agency Mortgage-Backed Securities FNMA 2052-02-01 4.000000 3197436.00 3407458.57 Agency Mortgage-Backed Securities FNMA 2043-01-01 3.000000 4065904.00 1019033.72 Agency Mortgage-Backed Securities GNMA 2051-07-20 2.500000 2000280.00 1991667.61 Agency Mortgage-Backed Securities Y 2022-06-03 2022-06-03 2030-12-31 Y JP MORGAN SECURITIES 1.0000 95 N N N 0.0007 150000000.00 150000000.00 0.0072 N N N Y NATWEST MARKETS SECURITIES INC TRI-PARTY NATWEST MARKETS SECUR 0.055000% 0 BNT7GVUG9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 145239400.00 163940665.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 172166400.00 176420845.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-05-31 2.000000 50000000.00 50787652.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 3.000000 28203800.00 32321226.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 0.375000 57703200.00 55453992.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-05-15 0.625000 144925800.00 131667385.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-05-31 0.250000 170291500.00 162616143.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-11-15 0.875000 39214100.00 36222102.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-06-30 1.250000 100000800.00 96615602.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-07-31 1.000000 110988000.00 105335545.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-31 0.125000 60633000.00 59654909.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-11-30 1.500000 136610900.00 134019635.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-02-28 1.875000 69531500.00 69944378.05 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 1250000000.00 1250000000.00 0.0601 N Y Y N ROYAL BANK OF CANADA TRI-PARTY ROYAL BANK OF CANADA 0.059997% 0 BNT7H0TK9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2049-01-20 4.000000 270679698.00 40841752.44 Agency Mortgage-Backed Securities GNMA 2050-03-20 3.500000 8255512.00 5533149.12 Agency Mortgage-Backed Securities GNMA 2050-03-20 3.000000 2309156.00 1782345.44 Agency Mortgage-Backed Securities GNMA 2050-05-20 4.000000 356154.00 256034.74 Agency Mortgage-Backed Securities GNMA 2050-05-20 3.500000 973168.00 691857.09 Agency Mortgage-Backed Securities GNMA 2050-11-20 3.500000 1842934.00 1621070.56 Agency Mortgage-Backed Securities GNMA 2050-12-20 4.000000 2452300.00 1715431.74 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2026-01-31 0.375000 101808100.00 96545746.74 U.S. Treasuries (including strips) GNMA 2049-11-20 3.000000 421601.00 239011.87 Agency Mortgage-Backed Securities FNMA 2051-09-01 2.500000 1831813.00 1745348.83 Agency Mortgage-Backed Securities FMAC 2043-10-01 1.881000 20765623.00 2037251.21 Agency Mortgage-Backed Securities GNMA 2051-02-20 3.500000 500641.00 525746.59 Agency Mortgage-Backed Securities GNMA 2040-08-20 5.000000 12639.00 13490.67 Agency Mortgage-Backed Securities GNMA 2051-05-20 3.000000 1214.00 983.54 Agency Mortgage-Backed Securities GNMA 2051-07-20 3.000000 1022.00 1012.71 Agency Mortgage-Backed Securities GNMA 2051-10-20 3.000000 1098.00 1102.35 Agency Mortgage-Backed Securities GNMA 2051-10-20 2.500000 1054.00 1036.69 Agency Mortgage-Backed Securities GNMA 2051-10-20 2.000000 1150.00 1100.82 Agency Mortgage-Backed Securities Y 2022-03-07 2022-03-07 2022-05-13 Y ROYAL BANK OF CANADA 1.0000 7 N N N 0.0006 150000000.00 150000000.00 0.0072 N N Y N BANK OF AMERICA TRI-PARTY BANK OF AMERICA 0.050000% 0 0000070858 BNT7HAB75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2050-04-20 2.500000 176472694.00 77250000.16 Agency Mortgage-Backed Securities Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 75000000.00 75000000.00 0.0036 N Y Y N BARCLAYS BANK TRI-PARTY BARCLAYS BANK 0.050000% 0 BNT7HABS9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2043-10-20 3.500000 275823169.00 45977682.07 Agency Mortgage-Backed Securities GNMA 2051-02-20 2.000000 571476553.00 489622318.71 Agency Mortgage-Backed Securities Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 520000000.00 520000000.00 0.0250 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 0.050000% MBNUM2BPBDO7JBLYG310 0 BNT7HABZ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2024-01-15 0.625000 9371000.00 11839541.34 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 2.250000 100.00 96.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-11-15 2.875000 100.00 109.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 3.000000 210800.00 234211.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 0.875000 3300.00 4514.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 3.000000 10480500.00 11751026.46 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 3.000000 534508100.00 599305264.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 2.750000 97368800.00 104177952.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 2.750000 33086200.00 35647320.66 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 748000000.00 748000000.00 0.0360 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES 0.050000% 549300HN4UKV1E2R3U73 0 BNT7HACB5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2051-04-01 1.500000 548247911.00 473736916.70 Agency Mortgage-Backed Securities FMAC 2051-12-01 2.000000 399500057.00 376013083.99 Agency Mortgage-Backed Securities Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 825000000.00 825000000.00 0.0397 N Y Y N NOMURA SECURITIES INTERNATIONAL INC TRI-PARTY NOMURA SECURITIES INT 0.050000% OXTKY6Q8X53C9ILVV871 0 BNT7HACF6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 200.00 252.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-02-15 3.000000 16390400.00 18569197.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 0.375000 1187000.00 1135938.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2041-08-15 1.750000 181500.00 162954.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-01 0.00 11936100.00 11866106.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-01-15 1.125000 40341100.00 39665604.55 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 70000000.00 70000000.00 0.0034 N Y Y N BNY MELLON CAPITAL MARKETS LLC TRI-PARTY BNY MELLON CAPITAL MA 0.060000% VJW2DOOHGDT6PR0ZRO63 0 BNT7HACM1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N TSY INFL IX N/B 2025-01-15 2.375000 120000.00 199531.94 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 5.250000 35100.00 42875.70 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-07-01 6.000000 2172.00 26.16 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2037-05-15 5.000000 7200.00 10016.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 5.375000 8000.00 10260.37 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-05-15 6.250000 2000.00 2685.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-02-15 0.00 3000.00 2908.59 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-05-01 6.000000 3000.00 34.78 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 0.00 40000.00 39968.24 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 1078000.00 1018429.72 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2023-02-01 5.500000 159942.00 10.25 Agency Mortgage-Backed Securities US TREASURY N/B 2029-02-15 5.250000 7000.00 8501.46 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 1000.00 53.78 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 7.625000 3300.00 3868.09 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-02-01 4.500000 2000.00 118.21 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 5000.00 4983.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-02-15 0.00 6000.00 5572.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 100000.00 87038.80 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-11-15 0.00 25000.00 20870.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 19000.00 18782.09 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 29999.99 27729.29 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-06-01 4.500000 5544.00 121.65 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-04-01 4.500000 3000.00 103.23 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-01-01 4.500000 1000.00 170.66 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 2.125000 28500.00 51665.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 0.00 150000.00 149882.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 1650000.00 1688459.14 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 2.500000 165000.00 169157.24 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE A 2031-09-20 1.625000 1000000.00 5313.10 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 6000.00 6639.02 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 1000.00 125.61 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-08-01 4.500000 4000.00 158.36 Agency Mortgage-Backed Securities Tennessee Valley Authority - TVA 2024-09-15 2.875000 3000.00 3119.87 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 953000.00 959296.70 U.S. Treasuries (including strips) Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-05-01 4.500000 2000.00 133.65 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 25000.00 25315.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 2.500000 5000.00 5061.52 U.S. Treasuries (including strips) FNMA 2026-04-24 2.125000 40000.00 40578.18 Agency Debentures and Agency Strips U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 4000.00 4940.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 1.375000 30000.00 30126.51 U.S. Treasuries (including strips) FNMA 2046-11-01 3.000000 2000.00 569.94 Agency Mortgage-Backed Securities FNMA 2046-11-01 3.000000 1000.00 271.51 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2024-01-31 2.250000 50000.00 50717.72 U.S. Treasuries (including strips) FMAC 2047-01-01 3.000000 23043.00 7076.36 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2027-02-15 2.250000 864200.00 879105.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.875000 1300000.00 1311996.61 U.S. Treasuries (including strips) FNMA 2022-04-05 1.875000 500000.00 504583.96 Agency Debentures and Agency Strips FNMA 2026-09-24 1.875000 556000.00 559247.50 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2027-05-15 2.375000 9000.00 9266.10 U.S. Treasuries (including strips) FMAC 2046-12-01 3.000000 7000.00 2030.41 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2024-09-30 2.125000 100.00 101.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 5000.00 5069.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-31 2.250000 84000.00 85724.74 U.S. Treasuries (including strips) FMAC 2047-06-01 4.000000 1000.00 181.78 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2027-11-15 2.250000 1418400.00 1451315.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2022-03-16 0.00 1426000.00 1425951.52 Agency Debentures and Agency Strips FNMA 2047-04-01 4.500000 1000.00 167.97 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.500000 4000.00 805.79 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.500000 2000.00 476.43 Agency Mortgage-Backed Securities GNMA 2024-10-15 7.000000 6613.00 8.12 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2024-12-31 2.250000 56000.00 56949.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 1100.00 1523.91 U.S. Treasuries (including strips) FHLB 2023-12-08 2.500000 20000.00 20427.65 Agency Debentures and Agency Strips FMAC 2048-02-01 3.000000 1000.00 231.95 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-04-15 0.625000 23000.00 27043.04 U.S. Treasuries (including strips) FNMA 2023-01-19 2.375000 2000.00 2025.53 Agency Debentures and Agency Strips FNMA 2048-08-01 4.500000 2000.00 324.73 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-06-30 2.625000 5000.00 5104.19 U.S. Treasuries (including strips) FHLB 2023-09-08 3.375000 690000.00 720624.62 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2028-08-15 2.875000 2000.00 2111.36 U.S. Treasuries (including strips) FHLB 2025-09-12 3.125000 1280000.00 1349836.44 Agency Debentures and Agency Strips FMAC 2048-10-01 4.500000 2000.00 354.51 Agency Mortgage-Backed Securities FHLB 2022-09-09 2.250000 1100000.00 1120264.75 Agency Debentures and Agency Strips FHLB 2023-03-10 2.125000 25000.00 25476.00 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2048-11-15 3.375000 50000.00 60755.72 U.S. Treasuries (including strips) FNMA 2049-01-01 4.500000 9000.00 1119.72 Agency Mortgage-Backed Securities GNMA 2032-08-20 6.000000 1000000.00 7950.76 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-12-31 2.625000 735000.00 752244.07 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-31 2.500000 1490000.00 1518644.81 U.S. Treasuries (including strips) FHLB 2024-02-13 2.500000 2190000.00 2229811.28 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2049-02-15 1.000000 10000.00 13684.89 U.S. Treasuries (including strips) FHLB 2024-12-13 2.750000 2000000.00 2063518.33 Agency Debentures and Agency Strips FNMA 2045-10-01 4.500000 1000.00 234.19 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-15 1.750000 2400.00 2417.75 U.S. Treasuries (including strips) FMAC 2023-03-01 4.000000 2969.00 0.03 Agency Mortgage-Backed Securities FNMA 2024-07-02 1.750000 980000.00 982144.46 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2029-07-15 0.250000 9000.00 10576.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-07-31 1.750000 13223500.00 13260097.24 U.S. Treasuries (including strips) FNMA 2024-10-15 1.625000 335000.00 335917.38 Agency Debentures and Agency Strips FNMA 2049-02-01 4.000000 1000.00 158.56 Agency Mortgage-Backed Securities FNMA 2049-06-01 4.000000 5000.00 886.64 Agency Mortgage-Backed Securities FNMA 2049-11-01 4.500000 4998.00 1336.30 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2026-12-31 1.750000 47000.00 46813.09 U.S. Treasuries (including strips) FNMA 2025-01-07 1.625000 5347000.00 5327601.53 Agency Debentures and Agency Strips FMAC 2025-02-12 1.500000 4844000.00 4803289.41 Agency Debentures and Agency Strips FMAC 2048-05-01 4.500000 2000.00 341.24 Agency Mortgage-Backed Securities FHLB 2025-06-13 2.625000 10000.00 10280.99 Agency Debentures and Agency Strips FNMA 2049-08-01 4.500000 2000.00 438.14 Agency Mortgage-Backed Securities FNMA 2050-04-01 3.000000 1000.00 325.37 Agency Mortgage-Backed Securities FHLB 2025-04-14 0.500000 105000.00 100900.40 Agency Debentures and Agency Strips FMAC 2049-05-01 4.000000 2000.00 332.41 Agency Mortgage-Backed Securities FNMA 2025-04-22 0.625000 5883000.00 5679139.34 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2050-05-15 1.250000 1000.00 778.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.125000 250000.00 249670.93 U.S. Treasuries (including strips) FNMA 2050-01-01 4.500000 30143.00 8632.13 Agency Mortgage-Backed Securities FNMA 2050-07-01 3.000000 1000.00 469.24 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-06-15 0.250000 9800.00 9666.09 U.S. Treasuries (including strips) FMAC 2025-07-21 0.375000 1808000.00 1719808.32 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.125000 100.00 99.79 U.S. Treasuries (including strips) FNMA 2025-06-17 0.500000 4418000.00 4223122.51 Agency Debentures and Agency Strips FNMA 2030-08-05 0.875000 35000.00 31338.62 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2030-08-15 0.625000 66000.00 59083.29 U.S. Treasuries (including strips) FNMA 2023-07-10 0.250000 6821000.00 6715092.61 Agency Debentures and Agency Strips FNMA 2025-08-25 0.375000 1447000.00 1372843.06 Agency Debentures and Agency Strips FMAC 2025-09-23 0.375000 1055000.00 1001388.69 Agency Debentures and Agency Strips FNMA 2027-10-08 0.750000 2000.00 1869.21 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2040-11-15 1.375000 1700.00 1444.61 U.S. Treasuries (including strips) FMAC 2023-11-06 0.250000 5081000.00 4975847.58 Agency Debentures and Agency Strips FNMA 2050-01-01 4.000000 1000.00 355.61 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2023-12-15 0.125000 8311000.00 8104542.75 U.S. Treasuries (including strips) FMAC 2050-08-01 3.000000 6000.00 2954.33 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2024-01-15 0.125000 4800.00 4671.71 U.S. Treasuries (including strips) FMAC 2051-02-01 2.500000 30000.00 22699.81 Agency Mortgage-Backed Securities FMAC 2023-10-16 0.125000 184000.00 179963.10 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.125000 121300.00 120212.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.429365 18200.00 18213.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-15 0.125000 199100.00 193467.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-24 0.00 51572500.00 51569457.22 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-03-31 0.125000 960000.00 949102.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-21 0.00 793000.00 792777.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2051-05-15 2.375000 41300.00 42173.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-05-15 0.250000 1054300.00 1022751.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-05-31 1.250000 6000.00 5766.12 U.S. Treasuries (including strips) FNMA 2036-12-01 6.500000 1234.00 74.06 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-06-16 0.00 1991300.00 1988492.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-06-15 0.250000 249600.00 241679.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-06-30 0.875000 222800.00 213636.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 0.409365 8700000.00 8712351.18 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2051-08-15 2.000000 15000.00 13994.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-08-31 1.125000 2199000.00 2084216.60 U.S. Treasuries (including strips) FHLB 2022-03-18 0.00 200000.00 199990.40 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-10 0.00 1895500.00 1895462.09 U.S. Treasuries (including strips) FHLB 2026-06-29 0.850000 7560000.00 7232319.78 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-31 0.00 40500000.00 40496193.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-09-15 0.375000 4000000.00 3872278.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-06 0.00 3581000.00 3563811.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-28 0.00 1536200.00 1535579.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-01 0.00 1072200.00 1072198.93 U.S. Treasuries (including strips) FHLB 2025-06-27 0.875000 6220000.00 6035676.35 Agency Debentures and Agency Strips FNMA 2051-10-01 2.500000 135009.00 128439.41 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-03-17 0.00 4877000.00 4876882.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-07 0.00 50166000.00 50157973.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-15 0.625000 594900.00 579314.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-01 0.00 10200000.00 10140187.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-22 0.00 5955000.00 5954761.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-29 0.00 13061500.00 13060428.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-14 0.00 600000.00 599867.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-05-05 0.00 434800.00 434581.73 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-03-08 0.00 49000.00 48999.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-10-31 0.375000 1000.00 982.22 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-11-15 0.750000 127000.00 123900.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2031-11-15 1.375000 155000.00 147197.34 U.S. Treasuries (including strips) FHLB 2022-03-15 0.00 2100000.00 2099932.80 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.00 750000.00 748681.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-05 0.00 841000.00 840894.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-03 0.00 312100.00 311959.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-19 0.00 78000.00 77980.97 U.S. Treasuries (including strips) FHLB 2024-03-08 0.370000 13500000.00 13155469.50 Agency Debentures and Agency Strips FHLB 2025-04-28 0.800000 110000.00 106446.74 Agency Debentures and Agency Strips FHLB 2026-03-30 0.875000 400000.00 384795.69 Agency Debentures and Agency Strips FHLB 2025-05-30 0.640000 11250000.00 10815796.25 Agency Debentures and Agency Strips FHLB 2025-11-28 0.750000 16845000.00 16140508.41 Agency Debentures and Agency Strips FHLB 2025-01-30 0.550000 435000.00 420240.93 Agency Debentures and Agency Strips FHLB 2026-09-30 0.875000 3000000.00 2857242.67 Agency Debentures and Agency Strips FHLB 2025-04-21 0.660000 2850000.00 2751413.75 Agency Debentures and Agency Strips FHLB 2024-09-27 0.570000 25000.00 24241.62 Agency Debentures and Agency Strips FHLB 2024-09-27 0.650000 170000.00 165229.24 Agency Debentures and Agency Strips FHLB 2024-06-24 0.700000 425000.00 415159.89 Agency Debentures and Agency Strips FHLB 2025-03-14 1.150000 30000.00 29378.31 Agency Debentures and Agency Strips GNMA 2025-10-15 4.500000 1468.00 31.68 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2024-12-15 1.000000 10690800.00 10491325.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-12-31 1.250000 18000.00 17497.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-26 0.00 1766000.00 1748896.29 U.S. Treasuries (including strips) FHLB 2024-07-26 1.020000 8075000.00 7929816.88 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2022-06-09 0.00 5478900.00 5471925.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-07 0.00 1079000.00 1076769.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-21 0.00 850000.00 847824.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-28 0.00 5503300.00 5488463.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-01-15 1.125000 36000.00 35397.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-31 0.875000 48700.00 48088.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-01-31 1.750000 50400.00 49720.28 U.S. Treasuries (including strips) FMAC 2052-02-01 2.500000 51134.00 49995.05 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-06-21 0.00 18910500.00 18880791.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-02-15 1.500000 65100.00 64611.01 U.S. Treasuries (including strips) FHLB 2024-11-18 1.375000 70000.00 69224.40 Agency Debentures and Agency Strips FHLB 2024-05-24 1.350000 485000.00 481129.70 Agency Debentures and Agency Strips FHLB 2025-11-25 1.770000 7095000.00 7039960.54 Agency Debentures and Agency Strips FHLB 2024-08-28 1.400000 12575000.00 12474170.86 Agency Debentures and Agency Strips FMAC 2026-04-01 3.500000 634969.00 29865.10 Agency Mortgage-Backed Securities FMAC 2052-01-01 3.000000 5000.00 4994.22 Agency Mortgage-Backed Securities FMAC 2052-02-01 3.000000 3000.00 3012.19 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.000000 21425.00 19964.70 Agency Mortgage-Backed Securities FHLB 2022-03-25 0.00 98980000.00 98972675.48 Agency Debentures and Agency Strips FHLB 2022-03-30 0.00 951000.00 950930.58 Agency Debentures and Agency Strips FMAC 2042-02-01 2.000000 98696.00 94913.97 Agency Mortgage-Backed Securities FNMA 2029-05-01 3.000000 125126.00 39816.57 Agency Mortgage-Backed Securities FNMA 2042-02-01 1.500000 2414946.00 2266011.45 Agency Mortgage-Backed Securities FNMA 2041-07-01 2.000000 586986.00 534161.90 Agency Mortgage-Backed Securities FNMA 2052-02-01 1.500000 468047.00 430727.27 Agency Mortgage-Backed Securities GNMA 2036-12-20 2.000000 19804.00 19342.95 Agency Mortgage-Backed Securities GNMA 2052-02-20 2.500000 286635.00 281840.74 Agency Mortgage-Backed Securities GNMA 2037-02-20 3.000000 324800.00 332786.83 Agency Mortgage-Backed Securities GNMA 2051-12-20 2.500000 1103259.00 1097477.03 Agency Mortgage-Backed Securities GNMA 2052-02-20 2.500000 200318.00 200675.77 Agency Mortgage-Backed Securities GNMA 2052-02-20 2.500000 182267.00 183385.21 Agency Mortgage-Backed Securities GNMA 2052-02-20 3.500000 456194.00 478972.68 Agency Mortgage-Backed Securities GNMA 2052-02-20 3.000000 1719052.00 1767573.96 Agency Mortgage-Backed Securities GNMA 2052-01-20 3.000000 253350.00 258903.34 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-08-04 0.00 29084700.00 28998871.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-25 0.00 205000.00 204284.35 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2052-02-15 2.250000 14600.00 14465.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2032-02-15 1.875000 3000.00 2972.49 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 550000000.00 550000000.00 0.0264 N Y Y N FIXED INCOME CLEARING CORP TRI-PARTY FIXED INCOME CLEARING 0.050000% 549300H47WTHXPU08X20 0 BNT7HACP4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 73581300.00 97487637.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-08-31 1.125000 112378300.00 106512377.50 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 200000000.00 200000000.00 0.0096 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 0.060000% MBNUM2BPBDO7JBLYG310 0 BNT7HACT6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association - GNMA - Ginnie Mae 2044-08-20 3.500000 38782.00 5110.08 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2044-06-20 4.500000 1000.00 117.30 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2044-10-20 4.000000 1189000.00 138902.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2044-12-20 3.500000 1247000.00 160763.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2044-12-20 4.000000 1043450.00 135914.42 Agency Mortgage-Backed 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2023-08-15 2.500000 20410200.00 20744269.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.750000 6295400.00 6347029.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.875000 2885100.00 2908630.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-31 1.875000 30329400.00 30503490.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.750000 3447000.00 3490741.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 1.875000 40000.00 40515.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 2.125000 15238800.00 15371886.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 174000.00 175241.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 1.500000 240000.00 240758.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 1.625000 15400000.00 15517777.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 1.625000 2134900.00 2154897.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-15 1.500000 7624500.00 7499989.43 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 1.375000 165000.00 165695.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-30 2.125000 24000000.00 24366098.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-31 2.250000 28500.00 28909.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.750000 5000000.00 5037634.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 2897700.00 2917057.44 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2022-06-30 1.750000 3310000.00 3332747.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-31 1.625000 3825200.00 3842222.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 6033600.00 6117757.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 2.000000 15749700.00 15969720.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 2.750000 24363700.00 24997790.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 2.750000 880100.00 901450.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-31 2.750000 14500000.00 14805936.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-08-15 2.875000 8888800.00 9383750.24 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 2.875000 23221600.00 24007361.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-30 2.875000 19516200.00 20104877.22 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-11-15 3.125000 700.00 756.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-12-31 2.625000 14994300.00 15346086.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-31 2.500000 19298300.00 19669304.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-15 2.375000 31000000.00 31366447.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 2.250000 15406000.00 15573872.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-15 1.750000 13988900.00 14092358.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-06-30 1.750000 1300.00 1305.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-15 1.500000 131000.00 131582.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-09-15 1.500000 13762300.00 13913361.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-15 1.625000 1375000.00 1386528.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-02-15 1.375000 2416800.00 2423583.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-03-15 0.500000 26657100.00 26526555.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-31 0.375000 18250100.00 18281592.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-03-31 0.625000 100.00 94.09 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 0.375000 135100.00 129288.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-04-30 0.500000 700.00 652.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-15 0.125000 1852000.00 1826484.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 0.125000 4400000.00 4397399.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.125000 5000000.00 4993418.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-15 0.250000 434800.00 428858.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-06-30 0.500000 800.00 743.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-31 0.375000 100.00 92.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.125000 20585000.00 20541909.11 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-15 0.125000 11131900.00 10921561.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-31 0.125000 200.00 199.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-15 0.125000 23698900.00 23232344.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 0.125000 963900.00 960563.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 0.125000 3243500.00 3223971.11 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-12-15 0.125000 19000000.00 18528012.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-15 0.125000 31250000.00 30414747.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.125000 200000.00 198207.34 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-15 0.125000 13817600.00 13426726.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 0.125000 22199000.00 21969484.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-03-31 0.125000 1049800.00 1037883.24 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 0.125000 1179000.00 1163642.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 0.125000 250000.00 246389.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-31 0.750000 7889500.00 7499955.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 0.250000 9035000.00 8871078.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-09-30 0.875000 7823700.00 7499922.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-10-31 1.375000 100.00 96.66 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-12-31 1.375000 4200.00 4047.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-12-31 0.750000 11438000.00 11283042.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-31 0.875000 22496100.00 22213476.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-31 0.365365 985571900.00 986375598.84 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0001 1600000000.00 1600000000.00 0.0769 N Y Y N Northern Funds 2022-03-07 Peter K Ewing Peter K Ewing President