N-MFP2 0000916620 XXXXXXXX 2024-01-31 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 44 96 13295960071.12 13109493753.67 12857755126.26 13236463153.41 0.00 15045960071.12 14859493753.67 15037755126.26 15131463153.41 0.00 0.6297 0.6238 0.6141 0.6325 0.0000 0.7125 0.7071 0.7182 0.7230 0.0000 32126244.50 20665395205.69 20664813712.99 55556228.79 179139547.85 20573356638.43 20573440848.2900 1.0000 0.0540 1.0000 1.0000 1.0000 1.0000 0.0000 C000003412 2500.00 20573356638.43 20573440848.2900 1.0000 1.0000 1.0000 1.0000 0.0000 1983352156.80 2198163308.10 1801714427.16 1924612046.45 1451299690.04 1550135328.76 1527224479.11 1555780359.84 0.00 0.00 7549140122.89 8289249607.38 0.0505 Y The Investment Advisor Reimbursed $147,642.74 of fees during the period FEDERAL HOME LOAN BANKS FHLB 5.429998% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 U.S. Government Agency Debt Y 2024-02-01 2024-03-14 2024-03-14 N N N 0.0536 70007534.10 70007534.10 0.0034 N N N N FEDERAL HOME LOAN BANKS FHLB 5.429998% 3130AVEY4 2549001DPIFGXC1TOL40 US3130AVEY46 U.S. Government Agency Debt Y 2024-02-01 2024-03-06 2024-03-06 N N N 0.0536 50004183.50 50004183.50 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 5.540000% 3130AVJ37 2549001DPIFGXC1TOL40 US3130AVJ376 U.S. Government Agency Debt Y 2024-04-24 2024-04-24 2024-04-24 N N N 0.0520 25000347.25 25000347.25 0.0012 N N N N FEDERAL HOME LOAN BANKS FHLB 5.330000% 3130AVJ78 2549001DPIFGXC1TOL40 US3130AVJ780 U.S. Government Agency Debt Y 2024-04-26 2024-04-26 2024-04-26 N N N 0.0536 44987520.60 44987520.60 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 5.350000% 3130AVJ86 2549001DPIFGXC1TOL40 US3130AVJ863 U.S. Government Agency Debt Y 2024-04-26 2024-04-26 2024-04-26 N N N 0.0577 54933371.90 54933371.90 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 5.270000% 3130AVLA8 2549001DPIFGXC1TOL40 US3130AVLA86 U.S. Government Agency Debt Y 2024-05-03 2024-05-03 2024-05-03 N N N 0.0541 129924741.70 129924741.70 0.0063 N N N N FEDERAL HOME LOAN BANKS FHLB 5.300000% 3130AVR20 2549001DPIFGXC1TOL40 US3130AVR205 U.S. Government Agency Debt Y 2024-05-17 2024-05-17 2024-05-17 N N N 0.0527 164976764.70 164976764.70 0.0080 N N N N FEDERAL HOME LOAN BANKS FHLB 5.370000% 3130AVSS2 2549001DPIFGXC1TOL40 US3130AVSS22 U.S. Government Agency Debt Y 2024-05-21 2024-05-21 2024-05-21 N N N 0.0543 49979452.50 49979452.50 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 5.400000% 3130AVVR0 2549001DPIFGXC1TOL40 US3130AVVR02 U.S. Government Agency Debt Y 2024-05-30 2024-05-30 2024-05-30 N N N 0.0514 100001596.00 100001596.00 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 5.310000% 3130AW5K2 2549001DPIFGXC1TOL40 US3130AW5K29 U.S. Government Agency Debt Y 2024-06-14 2024-06-14 2024-06-14 N N N 0.0567 99866293.00 99866293.00 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 5.389999% 3130AWA91 2549001DPIFGXC1TOL40 US3130AWA910 U.S. Government Agency Debt Y 2024-02-01 2024-02-26 2024-02-26 N N N 0.0535 125004176.25 125004176.25 0.0061 N N N N FEDERAL HOME LOAN BANKS FHLB 5.469998% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt Y 2024-02-01 2025-07-25 2025-07-25 N N N 0.0546 40026713.60 40026713.60 0.0019 N N N N FEDERAL HOME LOAN BANKS FHLB 5.449996% 3130AWPC8 2549001DPIFGXC1TOL40 US3130AWPC89 U.S. Government Agency Debt Y 2024-02-01 2025-04-21 2025-04-21 N N N 0.0548 50006257.00 50006257.00 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 5.580000% 3130AWPE4 2549001DPIFGXC1TOL40 US3130AWPE46 U.S. Government Agency Debt Y 2024-08-19 2024-08-19 2024-08-19 N N N 0.0575 109901817.30 109901817.30 0.0053 N N N N FEDERAL HOME LOAN BANKS FHLB 5.469998% 3130AWTG5 2549001DPIFGXC1TOL40 US3130AWTG57 U.S. Government Agency Debt Y 2024-02-01 2025-08-08 2025-08-08 N N N 0.0547 15007368.90 15007368.90 0.0007 N N N N FEDERAL HOME LOAN BANKS FHLB 5.580000% 3130AXE53 2549001DPIFGXC1TOL40 US3130AXE530 U.S. Government Agency Debt Y 2024-10-28 2024-10-28 2024-10-28 N N N 0.0563 119940352.80 119940352.80 0.0058 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.620000% 3130AXJ58 2549001DPIFGXC1TOL40 US3130AXJ588 U.S. Government Agency Debt Y 2024-11-12 2024-11-12 2024-11-12 N N N 0.0567 189918404.50 189918404.50 0.0092 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.700000% 3130AXKD9 2549001DPIFGXC1TOL40 US3130AXKD90 U.S. Government Agency Debt Y 2024-11-15 2024-11-15 2024-11-15 N N N 0.0565 110001054.90 110001054.90 0.0053 N N N N FEDERAL HOME LOAN BANKS FHLB 5.710000% 3130AXKN7 2549001DPIFGXC1TOL40 US3130AXKN72 U.S. Government Agency Debt Y 2024-11-15 2024-11-15 2024-11-15 N N N 0.0566 80000588.00 80000588.00 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 5.355000% 3130AXKS6 2549001DPIFGXC1TOL40 US3130AXKS69 U.S. Government Agency Debt Y 2024-02-01 2024-02-26 2024-02-26 N N N 0.0535 220002486.00 220002486.00 0.0107 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.359996% 3130AXPN2 2549001DPIFGXC1TOL40 US3130AXPN28 U.S. Government Agency Debt Y 2024-02-01 2024-03-04 2024-03-04 N N N 0.0536 55000762.30 55000762.30 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 5.359996% 3130AXQ92 2549001DPIFGXC1TOL40 US3130AXQ922 U.S. Government Agency Debt Y 2024-02-01 2024-03-06 2024-03-06 N N N 0.0536 100001752.00 100001752.00 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 5.355000% 3130AXQB7 2549001DPIFGXC1TOL40 US3130AXQB70 U.S. Government Agency Debt Y 2024-02-01 2024-02-02 2024-02-02 N N N 0.0535 144999930.40 144999930.40 0.0070 N N Y N FEDERAL HOME LOAN BANKS FHLB 5.355000% 3130AXQD3 2549001DPIFGXC1TOL40 US3130AXQD37 U.S. Government Agency Debt Y 2024-02-01 2024-02-05 2024-02-05 N N N 0.0535 35000024.15 35000024.15 0.0017 N N Y N FEDERAL HOME LOAN BANKS FHLB 5.509998% 3130AXSJ8 2549001DPIFGXC1TOL40 US3130AXSJ88 U.S. Government Agency Debt Y 2024-02-01 2025-11-13 2025-11-13 N N N 0.0555 9999990.40 9999990.40 0.0005 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.500000% 3130AXVX3 2549001DPIFGXC1TOL40 US3130AXVX36 U.S. Government Agency Debt Y 2024-12-20 2024-12-20 2024-12-20 N N N 0.0530 120060769.20 120060769.20 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 5.510000% 3130AXWK0 2549001DPIFGXC1TOL40 US3130AXWK06 U.S. Government Agency Debt Y 2024-12-23 2024-12-23 2024-12-23 N N N 0.0553 109967085.80 109967085.80 0.0053 N N N N FEDERAL HOME LOAN BANKS FHLB 5.535000% 3130AXYX0 2549001DPIFGXC1TOL40 US3130AXYX09 U.S. Government Agency Debt Y 2025-01-03 2025-01-03 2025-01-03 N N N 0.0561 184844313.25 184844313.25 0.0090 N N N N FEDERAL HOME LOAN BANKS FHLB 5.530000% 3130AY3V6 2549001DPIFGXC1TOL40 US3130AY3V65 U.S. Government Agency Debt Y 2025-01-08 2025-01-08 2025-01-08 N N N 0.0565 59929828.20 59929828.20 0.0029 N N N N FEDERAL HOME LOAN BANKS FHLB 5.519998% 3130AYAA4 2549001DPIFGXC1TOL40 US3130AYAA45 U.S. Government Agency Debt Y 2024-02-01 2025-12-26 2025-12-26 N N N 0.0547 55043277.30 55043277.30 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 5.400000% 3130AYCX2 2549001DPIFGXC1TOL40 US3130AYCX20 U.S. Government Agency Debt Y 2025-02-03 2025-02-03 2025-02-03 N N N 0.0542 224952750.00 224952750.00 0.0109 N N N N FEDERAL HOME LOAN BANKS FHLB 5.509998% 3130AYCY0 2549001DPIFGXC1TOL40 US3130AYCY03 U.S. Government Agency Debt Y 2024-02-01 2026-01-06 2026-01-06 N N N 0.0555 124994860.00 124994860.00 0.0061 N N N N FEDERAL HOME LOAN BANKS FHLB 5.125000% 3130AYGM2 2549001DPIFGXC1TOL40 US3130AYGM29 U.S. Government Agency Debt Y 2025-02-07 2025-02-07 2025-02-07 N N N 0.0502 80052751.20 80052751.20 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 5.030000% 3130AYK39 2549001DPIFGXC1TOL40 US3130AYK394 U.S. Government Agency Debt Y 2025-02-14 2025-02-14 2025-02-14 N N N 0.0502 230006053.60 230006053.60 0.0112 N N N N FEDERAL HOME LOAN BANKS FHLB 5.015000% 3130AYML7 2549001DPIFGXC1TOL40 US3130AYML71 U.S. Government Agency Debt Y 2025-02-19 2025-02-19 2025-02-19 N N N 0.0495 80043372.80 80043372.80 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 5.000000% 3130AYPE0 2549001DPIFGXC1TOL40 US3130AYPE02 U.S. Government Agency Debt Y 2025-02-24 2025-02-24 2025-02-24 N N N 0.0500 164920288.50 164920288.50 0.0080 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312J76 254900C5LP6DN9OP9V83 US313312J769 U.S. Government Agency Debt Y 2024-10-07 2024-10-07 2024-10-07 N N N 0.0465 14515624.95 14515624.95 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N48 254900C5LP6DN9OP9V83 US313312N480 U.S. Government Agency Debt Y 2024-11-05 2024-11-05 2024-11-05 N N N 0.0458 62692825.00 62692825.00 0.0030 N N N N FEDERAL FARM CREDIT BANKS (FFCB) FFCB 313312ZG8 254900C5LP6DN9OP9V83 US313312ZG86 U.S. Government Agency Debt Y 2024-07-12 2024-07-12 2024-07-12 N N N 0.0496 9775648.60 9775648.60 0.0005 N N N N FEDERAL HOME LOAN BANKS FHLB 313384M71 2549001DPIFGXC1TOL40 US313384M713 U.S. Government Agency Debt Y 2024-10-31 2024-10-31 2024-10-31 N N N 0.0465 96460833.00 96460833.00 0.0047 N N N N FEDERAL HOME LOAN BANKS FHLB 313384N62 2549001DPIFGXC1TOL40 US313384N620 U.S. Government Agency Debt Y 2024-11-07 2024-11-07 2024-11-07 N N N 0.0458 53033780.80 53033780.80 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 313384N62 2549001DPIFGXC1TOL40 US313384N620 U.S. Government Agency Debt Y 2024-11-07 2024-11-07 2024-11-07 N N N 0.0458 53033780.80 53033780.80 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 313384VU0 2549001DPIFGXC1TOL40 US313384VU02 U.S. Government Agency Debt Y 2024-04-19 2024-04-19 2024-04-19 N N N 0.0518 44488475.10 44488475.10 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 313384WJ4 2549001DPIFGXC1TOL40 US313384WJ48 U.S. Government Agency Debt Y 2024-05-03 2024-05-03 2024-05-03 N N N 0.0511 177623850.60 177623850.60 0.0086 N N N N FEDERAL HOME LOAN BANKS FHLB 313384WR6 2549001DPIFGXC1TOL40 US313384WR63 U.S. Government Agency Debt Y 2024-05-10 2024-05-10 2024-05-10 N N N 0.0511 67034778.08 67034778.08 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 U.S. Government Agency Debt Y 2024-02-01 2025-11-03 2025-11-03 N N N 0.0549 15004640.70 15004640.70 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.484999% 3133EPB20 254900C5LP6DN9OP9V83 US3133EPB207 U.S. Government Agency Debt Y 2024-02-01 2025-11-06 2025-11-06 N N N 0.0547 230000522.10 230000522.10 0.0112 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.454997% 3133EPBV6 254900C5LP6DN9OP9V83 US3133EPBV68 U.S. Government Agency Debt Y 2024-02-01 2025-02-24 2025-02-24 N N N 0.0549 34985968.50 34985968.50 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPCZ6 254900C5LP6DN9OP9V83 US3133EPCZ63 U.S. Government Agency Debt Y 2024-02-01 2025-01-13 2025-01-13 N N N 0.0543 85020360.90 85020360.90 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt Y 2024-02-01 2025-01-03 2025-01-03 N N N 0.0542 30020303.40 30020303.40 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.484999% 3133EPF59 254900C5LP6DN9OP9V83 US3133EPF596 U.S. Government Agency Debt Y 2024-02-01 2025-11-21 2025-11-21 N N N 0.0547 55035566.85 55035566.85 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 U.S. Government Agency Debt Y 2024-02-01 2025-04-10 2025-04-10 N N N 0.0543 20010219.80 20010219.80 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.445000% 3133EPGJ8 254900C5LP6DN9OP9V83 US3133EPGJ85 U.S. Government Agency Debt Y 2024-02-01 2025-04-21 2025-04-21 N N N 0.0543 80048542.40 80048542.40 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.445000% 3133EPHV0 254900C5LP6DN9OP9V83 US3133EPHV05 U.S. Government Agency Debt Y 2024-02-01 2025-05-05 2025-05-05 N N N 0.0543 75029007.00 75029007.00 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPJ22 254900C5LP6DN9OP9V83 US3133EPJ226 U.S. Government Agency Debt Y 2024-02-01 2025-10-06 2025-10-06 N N N 0.0542 50039374.50 50039374.50 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.449996% 3133EPJB2 254900C5LP6DN9OP9V83 US3133EPJB23 U.S. Government Agency Debt Y 2024-02-01 2025-03-10 2025-03-10 N N N 0.0540 60027094.80 60027094.80 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 5.479999% 3133EPLA1 254900C5LP6DN9OP9V83 US3133EPLA12 U.S. Government Agency Debt Y 2024-02-01 2025-06-02 2025-06-02 N N N 0.0543 80056011.20 80056011.20 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.484999% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 U.S. Government Agency Debt Y 2024-02-01 2024-12-13 2024-12-13 N N N 0.0540 30012377.10 30012377.10 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.479999% 3133EPNN1 254900C5LP6DN9OP9V83 US3133EPNN15 U.S. Government Agency Debt Y 2024-02-01 2025-06-30 2025-06-30 N N N 0.0544 30031216.80 30031216.80 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.499997% 3133EPNP6 254900C5LP6DN9OP9V83 US3133EPNP62 U.S. Government Agency Debt Y 2024-02-01 2025-06-30 2025-06-30 N N N 0.0544 45038504.70 45038504.70 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 U.S. Government Agency Debt Y 2024-02-01 2025-07-07 2025-07-07 N N N 0.0544 140127922.20 140127922.20 0.0068 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.484999% 3133EPPZ2 254900C5LP6DN9OP9V83 US3133EPPZ27 U.S. Government Agency Debt Y 2024-02-01 2025-07-14 2025-07-14 N N N 0.0545 135089746.65 135089746.65 0.0066 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 5.469998% 3133EPQQ1 254900C5LP6DN9OP9V83 US3133EPQQ19 U.S. Government Agency Debt Y 2024-02-01 2025-07-21 2025-07-21 N N N 0.0545 15012059.70 15012059.70 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPR56 254900C5LP6DN9OP9V83 US3133EPR567 U.S. Government Agency Debt Y 2024-02-01 2025-09-26 2025-09-26 N N N 0.0542 15009838.80 15009838.80 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPRW7 254900C5LP6DN9OP9V83 US3133EPRW77 U.S. Government Agency Debt Y 2024-02-01 2025-08-04 2025-08-04 N N N 0.0547 20009811.80 20009811.80 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.439999% 3133EPS97 254900C5LP6DN9OP9V83 US3133EPS979 U.S. Government Agency Debt Y 2024-02-01 2025-10-03 2025-10-03 N N N 0.0543 180123355.80 180123355.80 0.0088 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.464998% 3133EPTU9 254900C5LP6DN9OP9V83 US3133EPTU93 U.S. Government Agency Debt Y 2024-02-01 2025-05-22 2025-05-22 N N N 0.0543 35014543.55 35014543.55 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPXP5 254900C5LP6DN9OP9V83 US3133EPXP52 U.S. Government Agency Debt Y 2024-02-01 2025-05-02 2025-05-02 N N N 0.0546 29999937.30 29999937.30 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 U.S. Government Agency Debt Y 2024-02-01 2025-10-06 2025-10-06 N N N 0.0547 35020370.70 35020370.70 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.414997% 3133EPYN9 254900C5LP6DN9OP9V83 US3133EPYN95 U.S. Government Agency Debt Y 2024-02-01 2024-10-16 2024-10-16 N N N 0.0538 120058236.00 120058236.00 0.0058 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.479999% 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 U.S. Government Agency Debt Y 2024-02-01 2025-10-23 2025-10-23 N N N 0.0552 59998947.60 59998947.60 0.0029 N N N N UNITED STATES TREASURY TREASURY 912797FH5 254900HROIFWPRGM1V77 US912797FH58 U.S. Treasury Debt Y 2024-05-16 2024-05-16 2024-05-16 N N N 0.0534 93563784.30 93563784.30 0.0045 N Y Y N UNITED STATES TREASURY TREASURY 912797FH5 254900HROIFWPRGM1V77 US912797FH58 U.S. Treasury Debt Y 2024-05-16 2024-05-16 2024-05-16 N N N 0.0534 93563784.30 93563784.30 0.0045 N Y Y N UNITED STATES TREASURY TREASURY 912797GQ4 254900HROIFWPRGM1V77 US912797GQ49 U.S. Treasury Debt Y 2024-03-07 2024-03-07 2024-03-07 N N N 0.0537 109436309.40 109436309.40 0.0053 N Y Y N UNITED STATES TREASURY TREASURY 912797HF7 254900HROIFWPRGM1V77 US912797HF74 U.S. Treasury Debt Y 2024-04-11 2024-04-11 2024-04-11 N N N 0.0534 84137828.85 84137828.85 0.0041 N Y Y N UNITED STATES TREASURY TREASURY 912797JH1 254900HROIFWPRGM1V77 US912797JH13 U.S. Treasury Debt Y 2024-03-12 2024-03-12 2024-03-12 N N N 0.0537 19882970.40 19882970.40 0.0010 N Y Y N UNITED STATES TREASURY TREASURY 912797JH1 254900HROIFWPRGM1V77 US912797JH13 U.S. Treasury Debt Y 2024-03-12 2024-03-12 2024-03-12 N N N 0.0537 67602099.36 67602099.36 0.0033 N Y Y N UNITED STATES TREASURY TREASURY 912797JH1 254900HROIFWPRGM1V77 US912797JH13 U.S. Treasury Debt Y 2024-03-12 2024-03-12 2024-03-12 N N N 0.0537 44736683.40 44736683.40 0.0022 N Y Y N UNITED STATES TREASURY TREASURY 912797JQ1 254900HROIFWPRGM1V77 US912797JQ12 U.S. Treasury Debt Y 2024-04-30 2024-04-30 2024-04-30 N N N 0.0533 143140783.90 143140783.90 0.0070 N Y Y N UNITED STATES TREASURY TREASURY 912797JT5 254900HROIFWPRGM1V77 US912797JT50 U.S. Treasury Debt Y 2024-07-25 2024-07-25 2024-07-25 N N N 0.0520 9756814.80 9756814.80 0.0005 N Y Y N UNITED STATES TREASURY TREASURY 912797JU2 254900HROIFWPRGM1V77 US912797JU24 U.S. Treasury Debt Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0519 87728337.00 87728337.00 0.0043 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.000000% 91282CDN8 254900HROIFWPRGM1V77 US91282CDN83 U.S. Treasury Debt Y 2024-12-15 2024-12-15 2024-12-15 N N N 0.0487 87071484.60 87071484.60 0.0042 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 5.204530% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y 2024-02-01 2024-04-30 2024-04-30 N N N 0.0536 49981414.00 49981414.00 0.0024 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES 5.319997% ZBUT11V806EZRVTWT807 0 BNT89HZR7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Government National Mortgage Association - GNMA - Ginnie Mae 2042-05-20 4.000000 2011000.00 134813.34 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2045-09-20 3.500000 38596608.00 4232092.25 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.000000 1650622.00 364164.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2045-11-20 5.000000 354000.00 111273.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-06-15 5.000000 258108.00 7983.82 Agency Mortgage-Backed Securities FMAC 2029-12-17 0.00 96398000.00 75424205.15 Agency Debentures and Agency Strips GNMA 2047-12-15 3.000000 671353.00 339218.02 Agency Mortgage-Backed Securities FNMA 2046-11-01 3.500000 4940000.00 858664.40 Agency Mortgage-Backed Securities FHLB 2033-10-24 4.100000 15065000.00 14396283.06 Agency Debentures and Agency Strips FNMA 2025-06-01 5.000000 1214997.00 5259.72 Agency Mortgage-Backed Securities GNMA 2048-12-20 4.500000 202968.00 12058.76 Agency Mortgage-Backed Securities GNMA 2050-09-20 2.500000 3000000.00 1337190.65 Agency Mortgage-Backed Securities FNMA 2050-04-01 5.500000 155054.00 71523.36 Agency Mortgage-Backed Securities GNMA 2049-11-20 5.000000 13021696.00 3683454.98 Agency Mortgage-Backed Securities GNMA 2045-01-20 2.500000 282800.00 44554.53 Agency Mortgage-Backed Securities FNMA 2034-12-01 6.500000 525000.00 10944.25 Agency Mortgage-Backed Securities FNMA 2033-01-01 6.000000 8123856.00 238945.14 Agency Mortgage-Backed Securities GNMA 2046-09-15 4.500000 780233.00 348858.39 Agency Mortgage-Backed Securities FNMA 2050-04-01 3.500000 809000.00 582769.00 Agency Mortgage-Backed Securities GNMA 2052-02-15 3.000000 2071224.00 1734116.43 Agency Mortgage-Backed Securities FNMA 2050-04-01 3.500000 6625264.00 3842272.61 Agency Mortgage-Backed Securities FNMA 2035-08-01 5.500000 7500000.00 118264.69 Agency Mortgage-Backed Securities FMAC 2036-02-01 2.000000 2995000.00 1936750.34 Agency Mortgage-Backed Securities FNMA 2042-03-01 4.000000 295976.00 53766.92 Agency Mortgage-Backed Securities GNMA 2030-11-20 8.000000 30681.00 25934.08 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.000000 29416704.00 24931809.51 Agency Mortgage-Backed Securities FMAC 2052-04-01 2.500000 25461248.00 19347683.50 Agency Mortgage-Backed Securities FNMA 2050-06-01 5.000000 8061584.00 4106824.92 Agency Mortgage-Backed Securities GNMA 2042-12-20 2.750000 624967.00 23713.51 Agency Mortgage-Backed Securities GNMA 2063-06-20 4.000000 1133072.00 1034494.95 Agency Mortgage-Backed Securities FNMA 2053-05-01 4.000000 1176964.00 1093855.57 Agency Mortgage-Backed Securities GNMA 2053-04-20 3.000000 41051712.00 35020968.30 Agency Mortgage-Backed Securities FNMA 2053-09-01 5.500000 3051904.00 2576676.06 Agency Mortgage-Backed Securities GNMA 2052-12-20 4.500000 1619806.00 1382434.06 Agency Mortgage-Backed Securities FNMA 2052-09-01 4.500000 4954232.00 4480625.22 Agency Mortgage-Backed Securities GNMA 2052-09-20 3.000000 1493058.00 1242963.21 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 171403.00 175599.77 Agency Mortgage-Backed Securities GNMA 2053-10-20 6.000000 170575.00 174573.13 Agency Mortgage-Backed Securities FMAC 2047-02-01 3.000000 64171680.00 52178880.16 Agency Mortgage-Backed Securities GNMA 2050-10-20 1.500000 972445.00 603077.61 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 2331644.00 2380106.04 Agency Mortgage-Backed Securities GNMA 2053-10-20 6.000000 90529.00 92285.75 Agency Mortgage-Backed Securities FNMA 2041-09-01 4.000000 1500000.00 156977.68 Agency Mortgage-Backed Securities FNMA 2045-08-01 3.000000 259699.00 46054.22 Agency Mortgage-Backed Securities FNMA 2049-07-01 5.000000 1770000.00 384280.31 Agency Mortgage-Backed Securities FNMA 2038-12-01 4.500000 1343236.00 1306814.59 Agency Mortgage-Backed Securities GNMA 2038-12-20 6.000000 3207748.00 3229486.47 Agency Mortgage-Backed Securities GNMA 2048-06-15 4.000000 700000.00 496196.32 Agency Mortgage-Backed Securities GNMA 2060-08-15 3.240000 216657.00 185667.68 Agency Mortgage-Backed Securities GNMA 2058-03-15 4.950000 3091030.00 3066653.51 Agency Mortgage-Backed Securities GNMA 2053-12-20 6.000000 1288200.00 1320239.64 Agency Mortgage-Backed Securities GNMA 2053-12-20 7.000000 2567912.00 2650753.69 Agency Mortgage-Backed Securities GNMA 2053-12-20 6.000000 198076.00 200726.23 Agency Mortgage-Backed Securities GNMA 2053-12-20 6.500000 463927.00 477525.11 Agency Mortgage-Backed Securities GNMA 2053-12-20 7.500000 3813744.00 4006204.76 Agency Mortgage-Backed Securities GNMA 2053-12-20 7.000000 1084588.00 1133567.73 Agency Mortgage-Backed Securities FMAC 2036-06-01 3.000000 275630.00 244300.78 Agency Mortgage-Backed Securities FMAC 2053-07-01 6.000000 947130.00 920279.12 Agency Mortgage-Backed Securities FMAC 2053-12-01 6.000000 98867712.00 100182274.25 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 20920640.00 19942357.23 Agency Mortgage-Backed Securities FMAC 2053-11-01 6.000000 8070032.00 8178681.77 Agency Mortgage-Backed Securities FMAC 2054-01-01 6.500000 1215512.00 1252533.66 Agency Mortgage-Backed Securities FMAC 2050-10-01 2.000000 325000.00 185377.56 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.000000 11426976.00 8179210.27 Agency Mortgage-Backed Securities FMAC 2038-07-01 3.000000 2773652.00 2530811.56 Agency Mortgage-Backed Securities FNMA 2054-01-01 7.000000 2841864.00 2950509.41 Agency Mortgage-Backed Securities FNMA 2054-01-01 6.000000 1454720.00 1489890.77 Agency Mortgage-Backed Securities FNMA 2043-07-01 3.000000 24712768.00 9319346.58 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.500000 296000.00 80581.73 Agency Mortgage-Backed Securities FNMA 2039-02-01 5.500000 1000000.00 1014413.33 Agency Mortgage-Backed Securities FNMA 2050-08-01 4.000000 125000.00 110186.32 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.500000 170000.00 166945.76 Agency Mortgage-Backed Securities FNMA 2039-01-01 3.500000 1687232.00 1620506.47 Agency Mortgage-Backed Securities GNMA 2053-12-20 6.500000 84963072.00 87266902.34 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 4314150.00 4388451.17 Agency Mortgage-Backed Securities GNMA 2063-07-20 4.500000 7141184.00 6154670.03 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.000000 4425030.00 4459739.94 Agency Mortgage-Backed Securities GNMA 2063-08-20 7.000000 116805.00 119837.53 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.000000 2035984.00 2084051.55 Agency Mortgage-Backed Securities GNMA 2053-12-20 7.000000 1046490.00 1096448.73 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1384450.00 1420311.41 Agency Mortgage-Backed Securities GNMA 2053-12-20 6.000000 17217824.00 17714507.39 Agency Mortgage-Backed Securities GNMA 2054-01-20 7.000000 2677164.00 2790296.49 Agency Mortgage-Backed Securities GNMA 2054-01-20 7.000000 2955576.00 3075070.92 Agency Mortgage-Backed Securities GNMA 2063-11-20 6.500000 1041770.00 1063730.44 Agency Mortgage-Backed Securities GNMA 2063-07-20 5.500000 948679.00 949291.36 Agency Mortgage-Backed Securities GNMA 2063-11-20 7.500000 2925428.00 3047545.33 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.500000 18559776.00 18929796.07 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.000000 7468650.00 7547242.60 Agency Mortgage-Backed Securities GNMA 2063-08-20 6.500000 421296.00 430345.72 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.500000 2800036.00 2901415.97 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.000000 7074712.00 7235237.22 Agency Mortgage-Backed Securities GNMA 2054-01-20 5.500000 2516580.00 2568925.70 Agency Mortgage-Backed Securities GNMA 2062-04-20 3.000000 451195.00 379247.00 Agency Mortgage-Backed Securities GNMA 2054-01-20 7.500000 1046390.00 1102800.89 Agency Mortgage-Backed Securities GNMA 2064-01-20 7.500000 73706.00 76509.26 Agency Mortgage-Backed Securities GNMA 2052-04-20 3.000000 182000000.00 157025746.09 Agency Mortgage-Backed Securities Y 2024-02-07 2024-02-07 2030-12-31 Y JP MORGAN SECURITIES LLC 1.0000 7 N N N 0.0532 750000000.00 750000000.00 0.0365 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE TRI-PARTY CANADIAN IMPERIAL BAN 5.320000% 2IGI19DL77OX0HC3ZE78 0 BNT8ZPWV4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-02-01 4.000000 81661738.00 11071076.55 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-11-01 4.000000 7389007.00 918623.68 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-01-01 4.000000 61718029.00 6013823.65 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.000000 3417890.00 643735.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-04-01 5.000000 1000.00 14.82 Agency Mortgage-Backed Securities FNMA 2047-12-01 3.500000 7179200.00 1072174.46 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.000000 11099120.00 3562323.23 Agency Mortgage-Backed Securities FMAC 2047-05-01 3.000000 5015440.00 1618707.56 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.000000 16242477.00 5380764.99 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.000000 10016167.00 3609591.55 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.000000 2239844.00 1023357.34 Agency Mortgage-Backed Securities FNMA 2059-04-01 3.000000 14648637.00 6661348.16 Agency Mortgage-Backed Securities GNMA 2050-04-20 3.000000 1444356.00 368123.75 Agency Mortgage-Backed Securities FNMA 2046-01-01 3.500000 46421743.00 11434328.24 Agency Mortgage-Backed Securities FMAC 2043-03-01 3.000000 1560.00 281.17 Agency Mortgage-Backed Securities FMAC 2048-06-01 4.000000 8896.00 1791.75 Agency Mortgage-Backed Securities GNMA 2049-10-15 3.000000 1000.00 649.93 Agency Mortgage-Backed Securities GNMA 2050-07-20 4.500000 18998.00 17320.05 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 3001883.00 307991.02 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.000000 3264236.00 968077.93 Agency Mortgage-Backed Securities FNMA 2050-12-01 3.000000 1504873.00 919975.88 Agency Mortgage-Backed Securities FHLB 2040-03-23 2.470000 940000.00 691378.67 Agency Debentures and Agency Strips FMAC 2051-01-01 2.500000 1500000.00 902637.79 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 34886477.00 9855535.07 Agency Mortgage-Backed Securities FNMA 2051-01-01 2.500000 998552.00 627766.16 Agency Mortgage-Backed Securities FNMA 2050-03-01 3.000000 7865065.00 2860060.75 Agency Mortgage-Backed Securities FMAC 2046-08-01 3.500000 1000.00 496.78 Agency Mortgage-Backed Securities FNMA 2048-05-01 4.000000 23772128.00 7938584.50 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.000000 1223426.00 381869.79 Agency Mortgage-Backed Securities FNMA 2051-09-01 2.500000 13136.00 9263.57 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 10353563.00 6288137.32 Agency Mortgage-Backed Securities FMAC 2052-04-01 2.500000 9059127.00 6880631.94 Agency Mortgage-Backed Securities FNMA 2051-04-01 2.500000 998300.00 621259.65 Agency Mortgage-Backed Securities FNMA 2051-06-01 2.000000 3106176.00 2204057.25 Agency Mortgage-Backed Securities FNMA 2051-06-01 3.000000 739367.00 501613.35 Agency Mortgage-Backed Securities GNMA 2050-08-20 4.500000 18999.00 17865.47 Agency Mortgage-Backed Securities FNMA 2052-06-01 2.000000 492146.00 371515.77 Agency Mortgage-Backed Securities GNMA 2050-08-20 4.500000 18998.00 9726.15 Agency Mortgage-Backed Securities FNMA 2049-11-01 3.500000 1996912.00 534927.32 Agency Mortgage-Backed Securities FMAC 2052-05-01 3.000000 13120681.00 10469290.18 Agency Mortgage-Backed Securities FNMA 2060-07-01 3.000000 544300.00 298747.13 Agency Mortgage-Backed Securities FNMA 2052-09-01 4.500000 5336947.00 4732411.56 Agency Mortgage-Backed Securities FNMA 2050-12-01 2.500000 27388.00 16159.17 Agency Mortgage-Backed Securities FMAC 2052-02-01 2.500000 296016.00 222172.78 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 9947500.00 7141092.64 Agency Mortgage-Backed Securities GNMA 2052-09-20 4.500000 1000.00 908.48 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.000000 11715584.00 1799213.81 Agency Mortgage-Backed Securities FMAC 2050-12-01 2.500000 710883.00 424461.87 Agency Mortgage-Backed Securities FNMA 2044-07-01 4.000000 16535600.00 3147404.34 Agency Mortgage-Backed Securities FNMA 2052-03-01 3.000000 11095169.00 8558140.06 Agency Mortgage-Backed Securities FNMA 2050-09-01 2.500000 3683260.00 2248244.84 Agency Mortgage-Backed Securities FNMA 2051-04-01 3.000000 1553064.00 912117.49 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.000000 117127.00 90708.46 Agency Mortgage-Backed Securities FMAC 2053-01-01 4.500000 19284349.00 17769551.93 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.000000 3000000.00 802175.35 Agency Mortgage-Backed Securities FMAC 2042-03-01 2.500000 14434700.00 11096935.18 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.500000 500001.00 351690.81 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.000000 6245664.00 1250707.78 Agency Mortgage-Backed Securities FNMA 2041-06-01 2.000000 9966336.00 6752954.71 Agency Mortgage-Backed Securities FNMA 2052-08-01 4.500000 14054619.00 11497976.95 Agency Mortgage-Backed Securities FNMA 2052-10-01 5.500000 884761.00 817463.29 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 3719276.00 1530089.06 Agency Mortgage-Backed Securities FNMA 2051-06-01 3.000000 1319606.00 940112.66 Agency Mortgage-Backed Securities FNMA 2052-10-01 5.000000 13640832.00 12547038.68 Agency Mortgage-Backed Securities FNMA 2052-11-01 4.500000 2000643.00 1896322.51 Agency Mortgage-Backed Securities FNMA 2051-05-01 3.000000 11830863.00 7937410.60 Agency Mortgage-Backed Securities FNMA 2053-02-01 4.500000 4384.00 3966.68 Agency Mortgage-Backed Securities FNMA 2041-07-01 2.000000 21401689.00 14472738.92 Agency Mortgage-Backed Securities FMAC 2053-05-01 5.500000 62164734.00 58731386.29 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.000000 2999.00 571.21 Agency Mortgage-Backed Securities FNMA 2041-05-01 2.000000 21290762.00 14858254.27 Agency Mortgage-Backed Securities FNMA 2052-01-01 3.000000 169100.00 129926.46 Agency Mortgage-Backed Securities FNMA 2052-02-01 2.500000 7492283.00 5548266.00 Agency Mortgage-Backed Securities FNMA 2053-04-01 6.000000 121013.00 118670.78 Agency Mortgage-Backed Securities FNMA 2053-04-01 5.000000 952085.00 927464.14 Agency Mortgage-Backed Securities FNMA 2051-12-01 2.500000 16926262.00 12170367.10 Agency Mortgage-Backed Securities FMAC 2048-09-01 4.000000 4101501.00 801518.28 Agency Mortgage-Backed Securities FNMA 2053-08-01 6.500000 941344.00 899209.44 Agency Mortgage-Backed Securities FHLB 2036-10-06 2.280000 15000.00 11595.97 Agency Debentures and Agency Strips FMAC 2052-04-01 2.500000 428909.00 325922.58 Agency Mortgage-Backed Securities FNMA 2052-07-01 4.500000 1079370.00 954112.53 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 19997.00 20653.03 Agency Mortgage-Backed Securities GNMA 2051-12-20 2.500000 1000.00 700.84 Agency Mortgage-Backed Securities FMAC 2053-07-01 5.000000 3697499.00 3656801.61 Agency Mortgage-Backed Securities FMAC 2053-08-01 6.500000 1292070.00 1334432.95 Agency Mortgage-Backed Securities FMAC 2053-08-01 6.000000 1223872.00 1211495.46 Agency Mortgage-Backed Securities FMAC 2052-10-01 5.000000 6631838.00 6087777.61 Agency Mortgage-Backed Securities FNMA 2042-09-01 3.500000 6574973.00 1864108.53 Agency Mortgage-Backed Securities FNMA 2053-07-01 6.500000 2194000.00 1786803.56 Agency Mortgage-Backed Securities FNMA 2053-09-01 6.500000 1956373.00 1926852.17 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.500000 9172965.00 8795978.34 Agency Mortgage-Backed Securities FMAC 2051-07-01 3.000000 9100000.00 6171817.05 Agency Mortgage-Backed Securities FNMA 2029-10-01 2.140000 8589.00 7612.38 Agency Mortgage-Backed Securities FMAC 2052-10-01 5.500000 1000.00 970.01 Agency Mortgage-Backed Securities FMAC 2053-04-01 6.500000 1026774.00 1059169.97 Agency Mortgage-Backed Securities FMAC 2053-05-01 6.500000 2089320.00 2147508.30 Agency Mortgage-Backed Securities FMAC 2053-05-01 5.500000 3373459.00 3385982.79 Agency Mortgage-Backed Securities FMAC 2053-07-01 6.500000 995420.00 1039015.77 Agency Mortgage-Backed Securities FMAC 2053-12-01 5.500000 1034302.00 1052806.06 Agency Mortgage-Backed Securities FNMA 2052-07-01 4.000000 58740.00 49765.57 Agency Mortgage-Backed Securities FNMA 2053-07-01 6.500000 1000.00 1032.35 Agency Mortgage-Backed Securities FNMA 2053-05-01 6.000000 1061673.00 1009503.32 Agency Mortgage-Backed Securities FNMA 2053-08-01 5.500000 1130319.00 1060208.24 Agency Mortgage-Backed Securities FNMA 2052-12-01 5.500000 5966522.00 5528943.36 Agency Mortgage-Backed Securities FMAC 2053-06-01 5.000000 856930.00 759733.76 Agency Mortgage-Backed Securities FMAC 2053-07-01 5.000000 1394043.00 1377082.59 Agency Mortgage-Backed Securities FMAC 2053-06-01 4.500000 1214249.00 1162659.45 Agency Mortgage-Backed Securities FMAC 2053-07-01 4.500000 1128629.00 1080053.91 Agency Mortgage-Backed Securities FNMA 2035-01-01 2.770000 1000.00 796.87 Agency Mortgage-Backed Securities FNMA 2053-01-01 4.500000 10348979.00 8837317.27 Agency Mortgage-Backed Securities FNMA 2052-10-01 4.500000 1608191.00 1376442.12 Agency Mortgage-Backed Securities FNMA 2053-04-01 5.500000 872454.00 866036.05 Agency Mortgage-Backed Securities FNMA 2053-08-01 5.500000 5310900.00 5024663.48 Agency Mortgage-Backed Securities FNMA 2053-08-01 6.500000 1095200.00 1137669.23 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.500000 2304487.00 2295907.21 Agency Mortgage-Backed Securities FNMA 2053-08-01 4.500000 1001.00 960.72 Agency Mortgage-Backed Securities FNMA 2052-08-01 4.500000 1069610.00 950576.67 Agency Mortgage-Backed Securities FMAC 2053-02-01 6.500000 43050094.00 38571753.10 Agency Mortgage-Backed Securities FMAC 2052-04-01 2.500000 46675500.00 39493649.72 Agency Mortgage-Backed Securities FMAC 2052-03-01 2.000000 1111334.00 793190.87 Agency Mortgage-Backed Securities FMAC 2052-07-01 4.500000 1000.00 953.70 Agency Mortgage-Backed Securities FMAC 2052-08-01 4.000000 1779283.00 1468642.84 Agency Mortgage-Backed Securities FMAC 2052-10-01 4.500000 988009.00 935983.72 Agency Mortgage-Backed Securities FMAC 2052-11-01 5.500000 1344383.00 1253960.62 Agency Mortgage-Backed Securities FMAC 2052-11-01 5.500000 7069245.00 6613540.82 Agency Mortgage-Backed Securities FMAC 2053-03-01 5.500000 2590602.00 2423453.84 Agency Mortgage-Backed Securities FMAC 2053-04-01 5.000000 1231668.00 1123014.20 Agency Mortgage-Backed Securities FMAC 2053-06-01 5.500000 1000.00 929.90 Agency Mortgage-Backed Securities FMAC 2053-06-01 5.000000 1000.00 865.07 Agency Mortgage-Backed Securities FMAC 2053-06-01 6.500000 1631269.00 1550419.32 Agency Mortgage-Backed Securities FMAC 2053-05-01 6.500000 1001691.00 1052750.14 Agency Mortgage-Backed Securities FMAC 2053-06-01 4.500000 1109808.00 1049399.97 Agency Mortgage-Backed Securities FMAC 2053-07-01 5.500000 1000.00 912.45 Agency Mortgage-Backed Securities FMAC 2053-07-01 4.500000 1274288.00 1225880.60 Agency Mortgage-Backed Securities FMAC 2053-07-01 4.500000 1806104.00 1654889.37 Agency Mortgage-Backed Securities FMAC 2053-08-01 5.000000 1292280.00 1285225.36 Agency Mortgage-Backed Securities FMAC 2053-08-01 6.500000 5166803.00 4938843.82 Agency Mortgage-Backed Securities FMAC 2053-08-01 5.500000 205970.00 207789.63 Agency Mortgage-Backed Securities FMAC 2053-08-01 5.500000 1000.00 1010.98 Agency Mortgage-Backed Securities FMAC 2053-08-01 6.500000 1791362.00 1861929.59 Agency Mortgage-Backed Securities FMAC 2053-09-01 5.500000 1000.00 976.34 Agency Mortgage-Backed Securities FMAC 2053-09-01 6.500000 1120000.00 1147247.22 Agency Mortgage-Backed Securities FMAC 2050-06-01 2.500000 4078200.00 1899088.06 Agency Mortgage-Backed Securities FNMA 2041-09-01 4.500000 50826000.00 5705050.50 Agency Mortgage-Backed Securities FNMA 2028-05-01 3.430000 1011.00 971.74 Agency Mortgage-Backed Securities FNMA 2053-09-01 6.500000 1236427.00 1266383.16 Agency Mortgage-Backed Securities FNMA 2053-10-01 5.500000 1000.00 1017.65 Agency Mortgage-Backed Securities FNMA 2046-11-01 4.000000 24619120.00 6307528.79 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.500000 22618766.00 5416443.87 Agency Mortgage-Backed Securities FNMA 2028-06-01 4.920000 1000000.00 1004750.00 Agency Mortgage-Backed Securities FNMA 2051-12-01 2.000000 10240719.00 7453781.31 Agency Mortgage-Backed Securities FNMA 2053-02-01 6.500000 1784486.00 1237476.31 Agency Mortgage-Backed Securities FNMA 2053-01-01 6.500000 4595083.00 4297223.19 Agency Mortgage-Backed Securities FNMA 2052-10-01 4.500000 1000.00 946.68 Agency Mortgage-Backed Securities FNMA 2052-08-01 4.500000 636697.00 543816.89 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.500000 1000.00 1015.24 Agency Mortgage-Backed Securities FNMA 2053-06-01 4.500000 1000.00 958.58 Agency Mortgage-Backed Securities FNMA 2053-05-01 5.500000 1000.00 1003.07 Agency Mortgage-Backed Securities FNMA 2053-07-01 6.500000 1000.00 1023.27 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.000000 236872.00 234684.96 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.000000 1000.00 994.36 Agency Mortgage-Backed Securities FNMA 2053-06-01 6.000000 1014686.00 1053137.63 Agency Mortgage-Backed Securities FNMA 2053-06-01 6.500000 1283836.00 1266281.92 Agency Mortgage-Backed Securities FNMA 2053-06-01 6.500000 1007180.00 1055762.84 Agency Mortgage-Backed Securities FNMA 2053-08-01 4.500000 1041212.00 1003799.38 Agency Mortgage-Backed Securities FNMA 2053-06-01 5.500000 1000.00 1003.03 Agency Mortgage-Backed Securities FNMA 2053-07-01 6.500000 2771500.00 2309305.73 Agency Mortgage-Backed Securities FNMA 2053-08-01 6.500000 1904017.00 1957701.58 Agency Mortgage-Backed Securities FNMA 2053-06-01 4.500000 170730.00 163500.74 Agency Mortgage-Backed Securities FNMA 2053-07-01 4.500000 1000.00 937.33 Agency Mortgage-Backed Securities FNMA 2038-06-01 4.500000 19053701.00 6050279.98 Agency Mortgage-Backed Securities FNMA 2052-10-01 4.500000 2112599.00 1914716.72 Agency Mortgage-Backed Securities FNMA 2053-09-01 4.500000 139011.00 133297.03 Agency Mortgage-Backed Securities FNMA 2051-12-01 2.000000 2926042.00 2199107.73 Agency Mortgage-Backed Securities FNMA 2052-01-01 2.500000 900700.00 688095.21 Agency Mortgage-Backed Securities FNMA 2052-11-01 4.500000 3063216.00 2755544.66 Agency Mortgage-Backed Securities FNMA 2052-06-01 3.000000 5124575.00 4323048.37 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.500000 18997.00 19538.51 Agency Mortgage-Backed Securities Y 2024-02-01 2024-02-01 2024-02-01 Y CANADIAN IMPERIAL BANK OF COMMER 1.0000 7 N N N 0.0532 550000000.00 550000000.00 0.0267 N Y Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA 5.340000% 549300HXQQQCCUBS2Z23 0 BNT946K17 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2048-11-01 4.500000 23051541.00 9147076.89 Agency Mortgage-Backed Securities FMAC 2048-03-01 3.500000 106589892.00 33667966.15 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.500000 159814339.00 46493394.51 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.000000 21617734.00 5511257.10 Agency Mortgage-Backed Securities FMAC 2033-04-01 3.000000 1000.00 131.34 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 0.750000 7852600.00 7278610.21 U.S. Treasuries (including strips) FMAC 2048-08-01 4.500000 177881331.00 43929307.58 Agency Mortgage-Backed Securities FMAC 2052-07-01 5.000000 7787856.00 7174094.12 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.500000 92503539.00 78527077.23 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-16 0.00 4020800.00 3960142.21 U.S. Treasuries (including strips) FMAC 2052-11-01 5.500000 47858740.00 46251668.13 Agency Mortgage-Backed Securities FMAC 2053-01-01 5.500000 2134479.00 2069065.99 Agency Mortgage-Backed Securities FMAC 2052-06-01 5.000000 47389841.00 41702231.12 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-31 4.375000 27639600.00 28700419.54 U.S. Treasuries (including strips) FNMA 2053-08-01 5.000000 11728083.00 11421901.04 Agency Mortgage-Backed Securities FNMA 2053-01-01 6.000000 36088759.00 32684146.45 Agency Mortgage-Backed Securities FNMA 2050-06-01 3.500000 14720012.00 12875001.35 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-25 0.00 5556000.00 5488539.05 U.S. Treasuries (including strips) FMAC 2048-11-01 3.000000 1000.00 295.44 Agency Mortgage-Backed Securities FNMA 2046-08-01 4.000000 4230000.00 926172.17 Agency Mortgage-Backed Securities FNMA 2053-04-01 5.500000 1560224.00 1450625.97 Agency Mortgage-Backed Securities FNMA 2053-10-01 7.500000 1050940.00 1107870.67 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-03 0.00 1725700.00 1670969.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-06 0.00 4475100.00 4395492.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-09 0.00 5937900.00 5879447.31 U.S. Treasuries (including strips) FMAC 2053-09-01 5.500000 2095384.00 2083873.58 Agency Mortgage-Backed Securities FMAC 2053-09-01 6.500000 9609841.00 9784542.39 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-21 0.00 4477800.00 4407104.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-28 0.00 14408700.00 14167037.28 U.S. Treasuries (including strips) Y 2024-02-07 2024-02-07 2024-05-02 Y ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.0000 7 N N N 0.0534 450000000.00 450000000.00 0.0219 N N Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BAN 5.320000% G5GSEF7VJP5I7OUK5573 0 BNT946MH0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-07-31 4.000000 507978300.00 510000053.63 U.S. Treasuries (including strips) Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 500000000.00 500000000.00 0.0243 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES 5.320000% 549300HN4UKV1E2R3U73 0 BNT946N89 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 2035-02-20 5.000000 125000.00 2620.22 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2039-01-20 6.000000 3612820.00 208536.98 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2039-09-20 5.000000 644998.00 20216.13 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2043-05-20 3.500000 417000.00 49997.60 Agency Mortgage-Backed Securities GNMA 2045-12-20 3.500000 1837000.00 225832.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2046-08-20 5.000000 20000.00 2178.57 Agency Mortgage-Backed Securities GNMA 2048-04-20 3.000000 180000.00 33408.78 Agency Mortgage-Backed Securities FHLB 2038-10-19 4.250000 5150000.00 4717774.23 Agency Debentures and Agency Strips GNMA 2043-04-20 3.500000 1902000.00 261304.10 Agency Mortgage-Backed Securities GNMA 2050-06-20 5.500000 22250000.00 8378611.76 Agency Mortgage-Backed Securities GNMA 2050-09-20 4.500000 2850000.00 852745.51 Agency Mortgage-Backed Securities GNMA 2051-07-20 1.500000 1243672.00 826436.35 Agency Mortgage-Backed Securities GNMA 2051-08-20 3.500000 243000.00 163585.36 Agency Mortgage-Backed Securities GNMA 2051-05-20 1.500000 85062240.00 53861828.84 Agency Mortgage-Backed Securities GNMA 2052-01-20 2.500000 40000000.00 29684477.26 Agency Mortgage-Backed Securities GNMA 2051-12-20 2.500000 25000.00 18229.34 Agency Mortgage-Backed Securities GNMA 2046-10-15 2.500000 926245.00 182106.58 Agency Mortgage-Backed Securities GNMA 2043-03-15 3.500000 74497792.00 32073768.95 Agency Mortgage-Backed Securities GNMA 2042-09-15 3.000000 75000.00 7887.35 Agency Mortgage-Backed Securities GNMA 2051-05-20 3.500000 43855.00 38320.84 Agency Mortgage-Backed Securities GNMA 2041-08-20 4.500000 1002544.00 578212.87 Agency Mortgage-Backed Securities GNMA 2048-04-20 3.500000 275077.00 183003.11 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-31 3.750000 15788800.00 15632403.39 U.S. Treasuries (including strips) GNMA 2053-06-20 5.500000 4066600.00 4028810.42 Agency Mortgage-Backed Securities GNMA 2050-08-20 4.000000 1774248.00 1641691.13 Agency Mortgage-Backed Securities GNMA 2039-01-20 5.500000 221105.00 19129.98 Agency Mortgage-Backed Securities GNMA 2036-04-20 3.500000 410238.00 177951.92 Agency Mortgage-Backed Securities GNMA 2048-08-20 4.500000 1374404.00 1071775.07 Agency Mortgage-Backed Securities GNMA 2049-07-20 6.000000 1165332.00 358335.93 Agency Mortgage-Backed Securities GNMA 2050-03-20 5.500000 1155052.00 562705.88 Agency Mortgage-Backed Securities GNMA 2051-06-20 3.000000 200000.00 155470.28 Agency Mortgage-Backed Securities GNMA 2043-02-20 4.000000 119999.00 10405.08 Agency Mortgage-Backed Securities GNMA 2026-03-20 7.500000 4997118.00 2164.72 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1404068.00 1454608.20 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 1303884.00 1335302.55 Agency Mortgage-Backed Securities GNMA 2053-05-20 6.500000 2518.00 2484.50 Agency Mortgage-Backed Securities GNMA 2063-09-20 6.500000 3611948.00 3683915.78 Agency Mortgage-Backed Securities GNMA 2053-10-20 4.500000 106134400.00 102464334.40 Agency Mortgage-Backed Securities GNMA 2040-08-20 6.000000 139513.00 5033.36 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 3267116.00 3223067.34 Agency Mortgage-Backed Securities GNMA 2053-11-20 4.000000 92716544.00 87561552.00 Agency Mortgage-Backed Securities GNMA 2063-04-20 6.000000 1469902.00 1479361.02 Agency Mortgage-Backed Securities GNMA 2053-11-20 6.500000 2268584.00 2311698.15 Agency Mortgage-Backed Securities GNMA 2063-08-20 6.500000 302341.00 308589.10 Agency Mortgage-Backed Securities GNMA 2053-11-20 7.000000 1277824.00 1331958.55 Agency Mortgage-Backed Securities GNMA 2062-10-20 5.500000 93500.00 93608.38 Agency Mortgage-Backed Securities GNMA 2063-11-20 7.000000 3937576.00 4041461.97 Agency Mortgage-Backed Securities GNMA 2053-07-20 3.000000 13991872.00 12179549.14 Agency Mortgage-Backed Securities GNMA 2072-04-20 6.321000 2234780.00 855646.20 Agency Mortgage-Backed Securities GNMA 2062-11-20 7.000000 1486734.00 1518610.68 Agency Mortgage-Backed Securities GNMA 2063-02-20 6.000000 193756.00 194689.60 Agency Mortgage-Backed Securities GNMA 2063-01-20 6.000000 104457.00 104879.66 Agency Mortgage-Backed Securities GNMA 2062-12-20 7.000000 348162.00 356161.35 Agency Mortgage-Backed Securities GNMA 2062-12-20 7.000000 570614.00 356399.72 Agency Mortgage-Backed Securities GNMA 2062-11-20 7.000000 119971.00 122806.03 Agency Mortgage-Backed Securities GNMA 2053-03-20 6.500000 1715006.00 1547112.88 Agency Mortgage-Backed Securities GNMA 2063-03-20 6.000000 5583648.00 4831664.13 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1187846.00 1208814.25 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.500000 3073748.00 3159382.38 Agency Mortgage-Backed Securities GNMA 2053-09-20 6.500000 2032892.00 2097565.57 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1593070.00 1643493.07 Agency Mortgage-Backed Securities GNMA 2054-01-20 7.000000 3779112.00 3940530.47 Agency Mortgage-Backed Securities GNMA 2063-09-20 6.500000 33555456.00 33861070.36 Agency Mortgage-Backed Securities GNMA 2053-09-20 6.500000 1526248.00 1570530.38 Agency Mortgage-Backed Securities GNMA 2053-09-20 6.000000 2137072.00 2171633.36 Agency Mortgage-Backed Securities GNMA 2053-07-20 6.500000 199872.00 205176.53 Agency Mortgage-Backed Securities GNMA 2053-09-20 6.000000 2135240.00 2171157.13 Agency Mortgage-Backed Securities GNMA 2053-10-20 6.500000 686892.00 709541.03 Agency Mortgage-Backed Securities GNMA 2053-09-20 6.500000 1381004.00 1420166.35 Agency Mortgage-Backed Securities GNMA 2063-10-20 6.500000 1823382.00 1860372.31 Agency Mortgage-Backed Securities GNMA 2053-11-20 6.500000 1163250.00 1181506.77 Agency Mortgage-Backed Securities GNMA 2063-08-20 6.500000 877781.00 896276.68 Agency Mortgage-Backed Securities GNMA 2053-11-20 6.500000 3944288.00 4021760.44 Agency Mortgage-Backed Securities GNMA 2063-10-20 7.000000 4475624.00 4593220.96 Agency Mortgage-Backed Securities GNMA 2053-11-20 6.000000 1587514.00 1616319.67 Agency Mortgage-Backed Securities GNMA 2063-11-20 7.000000 2042416.00 2106557.78 Agency Mortgage-Backed Securities GNMA 2063-08-20 6.500000 2545428.00 2599073.84 Agency Mortgage-Backed Securities GNMA 2063-11-20 6.500000 297583.00 303858.75 Agency Mortgage-Backed Securities GNMA 2053-11-20 6.500000 3838636.00 3950836.04 Agency Mortgage-Backed Securities GNMA 2053-11-20 7.000000 1663454.00 1745664.72 Agency Mortgage-Backed Securities GNMA 2063-12-20 7.000000 3722900.00 3824711.39 Agency Mortgage-Backed Securities GNMA 2054-01-20 7.500000 1326718.00 1403495.17 Agency Mortgage-Backed Securities GNMA 2029-04-15 6.000000 31162.00 244.91 Agency Mortgage-Backed Securities GNMA 2048-01-15 4.000000 15017840.00 12241107.70 Agency Mortgage-Backed Securities Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 470000000.00 470000000.00 0.0228 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES 5.320000% ZBUT11V806EZRVTWT807 0 BNT946N97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-09-01 5.000000 54002880.00 174479.88 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-07-01 5.500000 1300000.00 7400.26 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-10-01 4.500000 2200000.00 20268.00 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-06-20 4.500000 6878104.00 252802.90 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-11-01 3.500000 141000.00 9488.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2027-09-20 3.625000 11890688.00 7118.71 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2043-09-20 4.500000 604000.00 38559.46 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2043-04-15 3.500000 113422.00 17166.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2030-06-20 3.000000 925000.00 90092.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2043-03-20 3.000000 5683000.00 1125507.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 5400000.00 1011537.35 Agency Mortgage-Backed Securities GNMA 2026-07-20 3.625000 100139008.00 33164.91 Agency Mortgage-Backed Securities GNMA 2027-12-20 2.750000 856059.00 683.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-06-01 5.000000 2570680.00 35356.09 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.000000 7121000.00 1128165.78 Agency Mortgage-Backed Securities FNMA 2042-08-01 4.500000 142000.00 35055.31 Agency Mortgage-Backed Securities FNMA 2046-01-01 3.500000 843000.00 116040.28 Agency Mortgage-Backed Securities FNMA 2045-05-01 3.500000 2980000.00 801416.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2057-02-01 3.000000 6100000.00 2286000.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 1048328.00 288241.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-04-01 4.500000 581987.00 219106.33 Agency Mortgage-Backed Securities GNMA 2047-07-20 5.000000 2680000.00 308999.33 Agency Mortgage-Backed Securities GNMA 2048-10-20 4.000000 500000.00 54721.54 Agency Mortgage-Backed Securities FNMA 2032-01-01 3.500000 30371.00 7278.99 Agency Mortgage-Backed Securities FNMA 2048-01-01 3.000000 34000.00 6076.23 Agency Mortgage-Backed Securities GNMA 2028-04-20 7.000000 83274.00 12733.24 Agency Mortgage-Backed Securities FNMA 2048-08-01 5.000000 108206800.00 31175908.58 Agency Mortgage-Backed Securities FNMA 2058-05-01 3.500000 680000.00 263545.91 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 126000.00 51764.01 Agency Mortgage-Backed Securities FNMA 2055-09-01 4.000000 8710000.00 3269415.36 Agency Mortgage-Backed Securities GNMA 2046-11-15 3.500000 3525000.00 671442.56 Agency Mortgage-Backed Securities FNMA 2047-03-01 4.000000 50000000.00 14057275.88 Agency Mortgage-Backed Securities GNMA 2043-09-20 4.000000 100000.00 6795.25 Agency Mortgage-Backed Securities GNMA 2047-08-15 4.500000 593572.00 44337.21 Agency Mortgage-Backed Securities GNMA 2044-05-15 4.500000 264282.00 100369.18 Agency Mortgage-Backed Securities GNMA 2048-03-20 3.500000 125000.00 45254.40 Agency Mortgage-Backed Securities FNMA 2043-04-01 2.500000 194000.00 42397.70 Agency Mortgage-Backed Securities GNMA 2046-09-20 3.000000 7684824.00 1835189.74 Agency Mortgage-Backed Securities FNMA 2048-05-01 3.500000 2720000.00 412254.10 Agency Mortgage-Backed Securities FMAC 2032-03-01 3.500000 499000.00 43004.69 Agency Mortgage-Backed Securities FNMA 2044-07-01 5.000000 155085.00 28531.69 Agency Mortgage-Backed Securities FMAC 2034-08-01 3.500000 1335000.00 151186.39 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 2000000.00 551200.41 Agency Mortgage-Backed Securities GNMA 2034-07-20 5.000000 147909.00 57869.17 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.000000 1200000.00 142156.78 Agency Mortgage-Backed Securities FMAC 2039-11-01 3.000000 2000000.00 475524.71 Agency Mortgage-Backed Securities GNMA 2035-11-20 4.000000 118252.00 50029.21 Agency Mortgage-Backed Securities GNMA 2034-01-20 4.500000 2589124.00 394017.08 Agency Mortgage-Backed Securities GNMA 2042-08-20 5.625000 2980616.00 73651.27 Agency Mortgage-Backed Securities GNMA 2051-06-20 2.000000 6191000.00 3921124.02 Agency Mortgage-Backed Securities FNMA 2050-11-01 1.500000 431121.00 262632.78 Agency Mortgage-Backed Securities GNMA 2027-02-15 3.000000 213000.00 6819.55 Agency Mortgage-Backed Securities FHLB 2026-03-05 0.960000 800000.00 750390.67 Agency Debentures and Agency Strips FNMA 2047-12-01 4.500000 2301000.00 411040.71 Agency Mortgage-Backed Securities FNMA 2028-01-01 3.000000 285738.00 35194.64 Agency Mortgage-Backed Securities FNMA 2046-07-01 3.000000 560203.00 172563.54 Agency Mortgage-Backed Securities FNMA 2052-01-01 2.000000 7015000.00 5062628.63 Agency Mortgage-Backed Securities FNMA 2052-01-01 2.000000 679500.00 472395.28 Agency Mortgage-Backed Securities FNMA 2046-06-01 4.500000 85000.00 16632.21 Agency Mortgage-Backed Securities FNMA 2036-06-01 6.500000 165586.00 5654.38 Agency Mortgage-Backed Securities FNMA 2035-12-01 6.500000 496000.00 21027.48 Agency Mortgage-Backed Securities GNMA 2037-04-20 5.000000 385512.00 341071.48 Agency Mortgage-Backed Securities GNMA 2027-10-20 2.750000 17715200.00 13486.42 Agency Mortgage-Backed Securities GNMA 2062-06-20 3.500000 1377494.00 1190408.81 Agency Mortgage-Backed Securities FHLB 2026-10-13 1.100000 100000.00 92626.70 Agency Debentures and Agency Strips FNMA 2028-08-01 2.000000 1085000.00 130640.62 Agency Mortgage-Backed Securities FNMA 2051-06-01 3.000000 1557028.00 908557.16 Agency Mortgage-Backed Securities GNMA 2028-06-20 7.000000 99214.00 62763.08 Agency Mortgage-Backed Securities GNMA 2038-10-20 6.500000 1078794.00 1053260.35 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.500000 269759.00 149744.78 Agency Mortgage-Backed Securities FNMA 2052-05-01 4.000000 1191552.00 875602.27 Agency Mortgage-Backed Securities FNMA 2047-08-01 5.000000 156733.00 22734.83 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.000000 420600.00 52123.06 Agency Mortgage-Backed Securities FMAC 2050-08-01 4.000000 55000.00 13720.39 Agency Mortgage-Backed Securities FNMA 2046-11-01 3.000000 5400000.00 1556476.99 Agency Mortgage-Backed Securities GNMA 2060-05-20 4.000000 397957.00 216531.50 Agency Mortgage-Backed Securities GNMA 2062-11-20 3.500000 279388.00 243485.52 Agency Mortgage-Backed Securities FHLB 2037-09-28 5.200000 2435000.00 2415037.06 Agency Debentures and Agency Strips FNMA 2046-09-01 4.500000 1016470.00 380171.35 Agency Mortgage-Backed Securities FNMA 2052-07-01 3.500000 2746984.00 2440988.80 Agency Mortgage-Backed Securities FNMA 2052-10-01 5.000000 6517104.00 5918681.58 Agency Mortgage-Backed Securities FNMA 2051-12-01 2.500000 3700000.00 2678351.47 Agency Mortgage-Backed Securities GNMA 2061-07-20 3.500000 532536.00 463080.61 Agency Mortgage-Backed Securities GNMA 2062-10-20 5.000000 607068.00 594309.82 Agency Mortgage-Backed Securities GNMA 2061-08-20 4.000000 611988.00 557275.64 Agency Mortgage-Backed Securities FNMA 2051-09-01 2.500000 4113528.00 3030020.97 Agency Mortgage-Backed Securities FNMA 2035-09-01 5.500000 1794040.00 67408.66 Agency Mortgage-Backed Securities FNMA 2050-06-01 4.000000 1053888.00 276075.97 Agency Mortgage-Backed Securities FNMA 2050-10-01 3.000000 1062000.00 418537.18 Agency Mortgage-Backed Securities FNMA 2030-06-01 2.000000 250000.00 30817.48 Agency Mortgage-Backed Securities FNMA 2038-03-01 4.500000 130000.00 110380.79 Agency Mortgage-Backed Securities GNMA 2047-11-15 4.000000 32000.00 18827.54 Agency Mortgage-Backed Securities GNMA 2049-12-20 5.000000 13592040.00 12640974.56 Agency Mortgage-Backed Securities GNMA 2032-08-15 6.500000 2765704.00 25480.47 Agency Mortgage-Backed Securities FNMA 2049-09-01 6.000000 1326338.00 732291.34 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.500000 690000.00 192390.31 Agency Mortgage-Backed Securities FNMA 2037-09-01 3.500000 263066.00 221214.04 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.000000 9153984.00 2475513.67 Agency Mortgage-Backed Securities GNMA 2061-04-20 3.000000 193000.00 160219.39 Agency Mortgage-Backed Securities GNMA 2062-11-20 5.000000 713106.00 698849.08 Agency Mortgage-Backed Securities FMAC 2038-04-01 5.500000 1099016.00 1021602.81 Agency Mortgage-Backed Securities FNMA 2026-12-01 7.750000 3995248.00 22814.64 Agency Mortgage-Backed Securities FNMA 2049-05-01 5.000000 142000.00 57084.31 Agency Mortgage-Backed Securities FNMA 2036-06-01 2.000000 5826912.00 3326717.20 Agency Mortgage-Backed Securities FNMA 2052-03-01 3.500000 1842920.00 1370352.89 Agency Mortgage-Backed Securities FNMA 2052-12-01 6.500000 826483.00 716780.31 Agency Mortgage-Backed Securities FNMA 2053-04-01 4.500000 3078992.00 2956631.57 Agency Mortgage-Backed Securities FNMA 2036-09-01 6.500000 2179448.00 17139.68 Agency Mortgage-Backed Securities FNMA 2031-11-01 2.000000 1986000.00 460110.40 Agency Mortgage-Backed Securities FNMA 2051-05-01 3.000000 5011968.00 3311047.28 Agency Mortgage-Backed Securities FNMA 2052-02-01 3.500000 10035000.00 8861937.42 Agency Mortgage-Backed Securities FNMA 2035-04-01 3.000000 442051.00 65370.79 Agency Mortgage-Backed Securities FNMA 2051-04-01 4.000000 437125.00 119448.56 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.000000 2272960.00 2215436.68 Agency Mortgage-Backed Securities GNMA 2061-10-20 4.000000 492248.00 289471.50 Agency Mortgage-Backed Securities GNMA 2061-10-20 3.000000 495904.00 410417.18 Agency Mortgage-Backed Securities GNMA 2062-12-20 2.500000 217295.00 171320.00 Agency Mortgage-Backed Securities GNMA 2062-10-20 5.000000 129067.00 126048.24 Agency Mortgage-Backed Securities GNMA 2063-01-20 4.500000 104860.00 97094.82 Agency Mortgage-Backed Securities GNMA 2063-02-20 3.500000 485036.00 424469.50 Agency Mortgage-Backed Securities GNMA 2063-04-20 4.000000 285637.00 260938.60 Agency Mortgage-Backed Securities GNMA 2063-03-20 3.500000 245522.00 215329.73 Agency Mortgage-Backed Securities GNMA 2062-02-20 3.000000 1089854.00 900317.60 Agency Mortgage-Backed Securities GNMA 2063-05-20 4.500000 141668.00 132822.04 Agency Mortgage-Backed Securities GNMA 2025-08-20 4.000000 2000000.00 18033.37 Agency Mortgage-Backed Securities FMAC 2045-02-01 4.000000 28962.00 5191.66 Agency Mortgage-Backed Securities FMAC 2046-07-01 3.000000 125000.00 37159.16 Agency Mortgage-Backed Securities FNMA 2050-04-01 4.500000 1052486.00 468056.13 Agency Mortgage-Backed Securities FNMA 2052-01-01 2.500000 354000.00 264776.11 Agency Mortgage-Backed Securities FNMA 2035-10-01 2.000000 1724000.00 833179.57 Agency Mortgage-Backed Securities GNMA 2052-05-20 2.500000 3796464.00 2708116.55 Agency Mortgage-Backed Securities GNMA 2039-10-20 5.500000 1058724.00 1000194.33 Agency Mortgage-Backed Securities GNMA 2062-09-20 5.000000 341191.00 122302.43 Agency Mortgage-Backed Securities GNMA 2062-08-20 4.000000 135539.00 123387.91 Agency Mortgage-Backed Securities GNMA 2062-11-20 5.000000 404035.00 395169.62 Agency Mortgage-Backed Securities GNMA 2034-06-20 3.875000 8000000.00 173804.98 Agency Mortgage-Backed Securities FNMA 2047-12-01 3.500000 1010000.00 255220.65 Agency Mortgage-Backed Securities FNMA 2026-01-01 5.590000 1238000.00 874945.09 Agency Mortgage-Backed Securities GNMA 2063-04-20 3.500000 1085592.00 951489.00 Agency Mortgage-Backed Securities GNMA 2063-07-20 4.500000 123631.00 116211.31 Agency Mortgage-Backed Securities FNMA 2053-08-01 5.500000 1480346.00 1493602.69 Agency Mortgage-Backed Securities FNMA 2050-11-01 3.000000 2600000.00 1669216.20 Agency Mortgage-Backed Securities GNMA 2061-12-20 3.000000 62547.00 51497.21 Agency Mortgage-Backed Securities GNMA 2045-05-15 3.000000 55243.00 6025.63 Agency Mortgage-Backed Securities GNMA 2061-05-20 4.500000 208286.00 194262.16 Agency Mortgage-Backed Securities GNMA 2062-09-20 5.500000 72198.00 71674.29 Agency Mortgage-Backed Securities GNMA 2063-01-20 5.000000 60146.00 58948.02 Agency Mortgage-Backed Securities GNMA 2062-09-20 5.000000 2218204.00 2178324.33 Agency Mortgage-Backed Securities GNMA 2052-08-20 4.000000 12530672.00 11554941.35 Agency Mortgage-Backed Securities FMAC 2048-12-01 3.500000 115361.00 17128.80 Agency Mortgage-Backed Securities FNMA 2031-04-01 4.000000 1419672.00 201436.05 Agency Mortgage-Backed Securities FNMA 2053-05-01 6.500000 1783056.00 1799475.87 Agency Mortgage-Backed Securities FNMA 2050-07-01 2.000000 1940052.00 1024507.73 Agency Mortgage-Backed Securities FNMA 2038-06-01 5.000000 4637104.00 201572.33 Agency Mortgage-Backed Securities GNMA 2053-01-20 4.000000 78258560.00 71263608.23 Agency Mortgage-Backed Securities GNMA 2047-07-20 3.500000 1082966.00 525917.90 Agency Mortgage-Backed Securities GNMA 2062-03-20 3.000000 291535.00 240257.98 Agency Mortgage-Backed Securities GNMA 2056-08-20 3.000000 237643.00 196097.89 Agency Mortgage-Backed Securities GNMA 2062-06-20 5.000000 21207.00 20691.56 Agency Mortgage-Backed Securities GNMA 2053-05-20 5.500000 1498380.00 1539167.70 Agency Mortgage-Backed Securities GNMA 2053-09-20 7.000000 267251.00 275288.51 Agency Mortgage-Backed Securities GNMA 2063-07-20 5.000000 145447.00 142888.95 Agency Mortgage-Backed Securities GNMA 2050-10-20 3.000000 1500000.00 688801.44 Agency Mortgage-Backed Securities FMAC 2036-02-01 2.500000 97000.00 46632.52 Agency Mortgage-Backed Securities FNMA 2033-10-01 5.500000 1000000.00 26419.05 Agency Mortgage-Backed Securities FNMA 2032-05-01 3.500000 380000.00 100326.72 Agency Mortgage-Backed Securities FNMA 2051-03-01 2.000000 95000.00 61197.22 Agency Mortgage-Backed Securities FNMA 2051-07-01 2.000000 1546236.00 1204494.04 Agency Mortgage-Backed Securities FNMA 2052-12-01 2.500000 393700.00 311415.37 Agency Mortgage-Backed Securities FNMA 2053-04-01 4.500000 1412032.00 1082978.51 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.500000 6000000.00 339412.55 Agency Mortgage-Backed Securities GNMA 2065-04-15 4.760000 20259520.00 19741213.94 Agency Mortgage-Backed Securities FNMA 2053-12-01 6.500000 3964000.00 4132269.37 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.000000 95000.00 30355.98 Agency Mortgage-Backed Securities FNMA 2048-04-01 4.000000 175000.00 80668.84 Agency Mortgage-Backed Securities FNMA 2048-01-01 3.500000 450000.00 103551.33 Agency Mortgage-Backed Securities FNMA 2053-04-01 3.000000 516320.00 436007.90 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.000000 1176004.00 1156080.40 Agency Mortgage-Backed Securities FNMA 2052-11-01 5.000000 50209280.00 46229135.30 Agency Mortgage-Backed Securities FNMA 2038-01-01 4.000000 100000.00 83973.35 Agency Mortgage-Backed Securities FNMA 2037-12-01 2.500000 299347.00 249038.64 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 1456042.00 1452565.16 Agency Mortgage-Backed Securities GNMA 2038-10-20 5.500000 34412.00 33463.36 Agency Mortgage-Backed Securities GNMA 2062-09-20 5.000000 235956.00 231603.48 Agency Mortgage-Backed Securities GNMA 2058-05-20 5.000000 194634.00 189985.65 Agency Mortgage-Backed Securities GNMA 2062-08-20 5.000000 52033.00 49411.21 Agency Mortgage-Backed Securities GNMA 2063-07-20 6.500000 597790.00 608916.81 Agency Mortgage-Backed Securities GNMA 2062-04-20 3.500000 348467.00 305807.76 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1662866.00 1657568.15 Agency Mortgage-Backed Securities GNMA 2063-08-20 5.000000 534385.00 524942.23 Agency Mortgage-Backed Securities GNMA 2063-10-20 6.000000 433586.00 437521.62 Agency Mortgage-Backed Securities GNMA 2062-09-20 5.000000 62318.00 61355.86 Agency Mortgage-Backed Securities GNMA 2063-11-20 5.000000 881951.00 868391.47 Agency Mortgage-Backed Securities FMAC 2037-06-01 3.000000 20272448.00 17911181.01 Agency Mortgage-Backed Securities FMAC 2034-12-01 3.500000 200000.00 39052.35 Agency Mortgage-Backed Securities FMAC 2052-06-01 3.000000 61498240.00 54254177.82 Agency Mortgage-Backed Securities FMAC 2053-03-01 6.500000 6874848.00 5719882.48 Agency Mortgage-Backed Securities FMAC 2053-06-01 6.000000 1442452.00 1363301.36 Agency Mortgage-Backed Securities FMAC 2053-09-01 5.000000 2970816.00 2947073.88 Agency Mortgage-Backed Securities FMAC 2053-12-01 6.000000 10832000.00 11148110.76 Agency Mortgage-Backed Securities FMAC 2054-01-01 6.500000 7444224.00 7674754.26 Agency Mortgage-Backed Securities FMAC 2054-02-01 6.500000 2010872.00 2072269.28 Agency Mortgage-Backed Securities FMAC 2053-06-01 5.000000 38961792.00 37751977.25 Agency Mortgage-Backed Securities FMAC 2036-09-01 2.000000 69854208.00 48991281.38 Agency Mortgage-Backed Securities FNMA 2025-12-01 3.500000 515244.00 8703.24 Agency Mortgage-Backed Securities FNMA 2040-05-01 5.500000 125517184.00 2439930.93 Agency Mortgage-Backed Securities FNMA 2045-08-01 4.500000 1130716.00 180375.68 Agency Mortgage-Backed Securities FNMA 2046-06-01 4.500000 800000.00 122238.01 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.000000 585000.00 109497.76 Agency Mortgage-Backed Securities FNMA 2036-09-01 3.000000 400000.00 68600.32 Agency Mortgage-Backed Securities FNMA 2053-09-01 5.000000 4250320.00 4060002.27 Agency Mortgage-Backed Securities FNMA 2054-01-01 5.500000 2055256.00 2083773.17 Agency Mortgage-Backed Securities FNMA 2054-01-01 6.000000 1715314.00 1750695.78 Agency Mortgage-Backed Securities FNMA 2053-12-01 6.000000 3897688.00 3959389.78 Agency Mortgage-Backed Securities FNMA 2054-01-01 5.000000 1393950.00 1385545.41 Agency Mortgage-Backed Securities FNMA 2053-12-01 5.000000 1638396.00 1627087.40 Agency Mortgage-Backed Securities FNMA 2054-01-01 6.500000 5209992.00 5386270.34 Agency Mortgage-Backed Securities FNMA 2054-01-01 5.500000 1126874.00 1142155.91 Agency Mortgage-Backed Securities FNMA 2054-02-01 6.000000 1100100.00 1126391.29 Agency Mortgage-Backed Securities FNMA 2054-01-01 6.500000 5665768.00 5863342.78 Agency Mortgage-Backed Securities FNMA 2031-11-01 2.500000 211010.00 44490.47 Agency Mortgage-Backed Securities FNMA 2046-10-01 4.000000 570806.00 201802.26 Agency Mortgage-Backed Securities FNMA 2041-02-01 4.500000 625000.00 187310.53 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.500000 1250000.00 406463.06 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.500000 8295120.00 1912530.08 Agency Mortgage-Backed Securities FNMA 2050-12-01 5.000000 1032796.00 595980.28 Agency Mortgage-Backed Securities FNMA 2051-11-01 3.000000 503000.00 341374.09 Agency Mortgage-Backed Securities FNMA 2052-02-01 2.500000 7884.00 5197.94 Agency Mortgage-Backed Securities FNMA 2037-06-01 3.500000 150000.00 90599.71 Agency Mortgage-Backed Securities FNMA 2052-05-01 4.000000 33547.00 15975.75 Agency Mortgage-Backed Securities FNMA 2053-02-01 6.500000 3502920.00 3597420.76 Agency Mortgage-Backed Securities FNMA 2053-04-01 4.500000 8594288.00 8203293.51 Agency Mortgage-Backed Securities FNMA 2038-06-01 5.500000 1399032.00 1377549.45 Agency Mortgage-Backed Securities FNMA 2053-04-01 5.000000 2912536.00 2854227.77 Agency Mortgage-Backed Securities FNMA 2053-06-01 6.000000 7276112.00 6894699.08 Agency Mortgage-Backed Securities FNMA 2053-08-01 5.000000 2018204.00 1986000.78 Agency Mortgage-Backed Securities FNMA 2050-04-01 3.500000 550000.00 212701.12 Agency Mortgage-Backed Securities FNMA 2051-11-01 2.500000 129911.00 93914.64 Agency Mortgage-Backed Securities FNMA 2053-09-01 6.500000 6287472.00 6607213.56 Agency Mortgage-Backed Securities FNMA 2053-06-01 6.000000 89737.00 88512.65 Agency Mortgage-Backed Securities FNMA 2054-01-01 6.000000 49719104.00 51181266.63 Agency Mortgage-Backed Securities FNMA 2048-11-01 3.000000 1100000.00 312634.91 Agency Mortgage-Backed Securities FNMA 2046-01-01 4.000000 12970240.00 5444127.46 Agency Mortgage-Backed Securities FNMA 2051-10-01 2.500000 31500000.00 22711260.78 Agency Mortgage-Backed Securities FNMA 2052-06-01 3.000000 179823.00 145676.89 Agency Mortgage-Backed Securities FNMA 2052-05-01 4.000000 100000.00 87007.89 Agency Mortgage-Backed Securities FNMA 2052-07-01 5.000000 1000000.00 900002.97 Agency Mortgage-Backed Securities FNMA 2052-09-01 4.500000 990000.00 899510.76 Agency Mortgage-Backed Securities FNMA 2053-01-01 6.500000 475000.00 367226.25 Agency Mortgage-Backed Securities FNMA 2052-03-01 2.500000 100000.00 77985.49 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.500000 15799728.00 15560204.12 Agency Mortgage-Backed Securities FNMA 2036-12-01 5.000000 7400000.00 114756.04 Agency Mortgage-Backed Securities FNMA 2038-03-01 5.500000 137786112.00 2248659.26 Agency Mortgage-Backed Securities FNMA 2038-01-01 5.500000 306351104.00 2205669.96 Agency Mortgage-Backed Securities FNMA 2031-04-01 3.000000 960000.00 183968.66 Agency Mortgage-Backed Securities FNMA 2054-01-01 7.000000 37969216.00 39305403.33 Agency Mortgage-Backed Securities FNMA 2044-01-01 5.000000 275000.00 274647.08 Agency Mortgage-Backed Securities FNMA 2052-01-01 2.000000 1109586.00 797034.54 Agency Mortgage-Backed Securities FNMA 2037-02-01 3.000000 505484.00 365410.68 Agency Mortgage-Backed Securities FNMA 2038-06-01 5.000000 33041408.00 29141750.98 Agency Mortgage-Backed Securities FNMA 2038-04-01 3.000000 1560774.00 1368137.18 Agency Mortgage-Backed Securities FNMA 2039-01-01 5.000000 2454076.00 2449675.19 Agency Mortgage-Backed Securities GNMA 2042-10-20 3.500000 8032736.00 743617.34 Agency Mortgage-Backed Securities GNMA 2028-02-20 2.000000 88242.00 68070.76 Agency Mortgage-Backed Securities GNMA 2037-10-20 7.000000 89308.00 94551.11 Agency Mortgage-Backed Securities GNMA 2031-10-20 2.500000 48928.00 45125.52 Agency Mortgage-Backed Securities GNMA 2061-08-20 3.500000 964562.00 768279.00 Agency Mortgage-Backed Securities GNMA 2038-11-20 6.500000 1129238.00 1124838.77 Agency Mortgage-Backed Securities GNMA 2062-09-20 5.000000 141899.00 138520.00 Agency Mortgage-Backed Securities GNMA 2062-07-20 5.000000 69150.00 67833.87 Agency Mortgage-Backed Securities GNMA 2048-03-20 4.500000 1159276.00 1098224.66 Agency Mortgage-Backed Securities GNMA 2063-01-20 3.000000 61780.00 51660.78 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 565372.00 559399.37 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1523364.00 1501544.43 Agency Mortgage-Backed Securities GNMA 2063-12-20 8.000000 129100.00 135179.15 Agency Mortgage-Backed Securities GNMA 2063-07-20 3.500000 986402.00 866886.74 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.500000 1538262.00 1587779.68 Agency Mortgage-Backed Securities GNMA 2059-10-20 3.500000 101916.00 89604.33 Agency Mortgage-Backed Securities GNMA 2062-09-20 5.000000 251618.00 247426.25 Agency Mortgage-Backed Securities GNMA 2053-12-20 7.000000 12223488.00 12663826.08 Agency Mortgage-Backed Securities GNMA 2053-11-20 6.000000 1074196.00 1096476.82 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.000000 1312600.00 1326412.49 Agency Mortgage-Backed Securities GNMA 2063-06-20 4.000000 169176.00 154765.99 Agency Mortgage-Backed Securities GNMA 2063-08-20 5.000000 1106268.00 1086457.13 Agency Mortgage-Backed Securities GNMA 2063-05-20 6.000000 83366.00 84473.18 Agency Mortgage-Backed Securities GNMA 2063-12-20 6.500000 673045.00 687498.42 Agency Mortgage-Backed Securities GNMA 2053-08-20 5.500000 1473800.00 1487136.83 Agency Mortgage-Backed Securities GNMA 2063-08-20 7.000000 604271.00 618405.62 Agency Mortgage-Backed Securities GNMA 2063-04-20 6.500000 183755.00 188497.84 Agency Mortgage-Backed Securities GNMA 2055-03-20 3.500000 174559.00 153369.18 Agency Mortgage-Backed Securities GNMA 2063-03-20 6.500000 84194.00 86241.32 Agency Mortgage-Backed Securities GNMA 2062-07-20 3.500000 1456062.00 1281535.02 Agency Mortgage-Backed Securities GNMA 2063-11-20 7.500000 1356478.00 1413516.55 Agency Mortgage-Backed Securities GNMA 2063-09-20 7.000000 38149.00 39151.68 Agency Mortgage-Backed Securities GNMA 2062-10-20 2.500000 274839.00 219004.39 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.000000 1781496.00 1821919.93 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.000000 1037818.00 1060509.89 Agency Mortgage-Backed Securities GNMA 2062-04-20 4.000000 144659.00 134106.03 Agency Mortgage-Backed Securities GNMA 2053-12-20 6.000000 443119.00 451936.99 Agency Mortgage-Backed Securities GNMA 2054-01-20 5.500000 1354832.00 1376133.12 Agency Mortgage-Backed Securities GNMA 2063-11-20 6.500000 437973.00 447379.20 Agency Mortgage-Backed Securities GNMA 2063-11-20 7.500000 249985.00 260418.48 Agency Mortgage-Backed Securities GNMA 2054-01-20 7.000000 1230732.00 1284989.23 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.000000 1920846.00 1970605.52 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.000000 1417680.00 1428800.28 Agency Mortgage-Backed Securities GNMA 2054-01-20 7.000000 1092178.00 1128915.96 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.000000 1055758.00 948799.15 Agency Mortgage-Backed Securities GNMA 2064-01-20 7.500000 17627904.00 18369139.74 Agency Mortgage-Backed Securities GNMA 2047-01-20 3.000000 1195808.00 1074661.89 Agency Mortgage-Backed Securities GNMA 2064-01-20 5.500000 2437132.00 2441317.37 Agency Mortgage-Backed Securities GNMA 2063-12-20 5.000000 1008530.00 993608.46 Agency Mortgage-Backed Securities GNMA 2063-12-20 6.000000 1767454.00 1785110.87 Agency Mortgage-Backed Securities GNMA 2064-01-20 5.500000 531297.00 532209.41 Agency Mortgage-Backed Securities GNMA 2064-01-20 5.000000 533432.00 525539.69 Agency Mortgage-Backed Securities GNMA 2063-12-20 5.500000 713105.00 714329.64 Agency Mortgage-Backed Securities GNMA 2063-12-20 7.500000 1622188.00 1690397.77 Agency Mortgage-Backed Securities GNMA 2063-12-20 7.500000 5804040.00 6048088.27 Agency Mortgage-Backed Securities GNMA 2063-12-20 5.500000 849129.00 850587.24 Agency Mortgage-Backed Securities GNMA 2064-01-20 5.000000 3057888.00 3012645.53 Agency Mortgage-Backed Securities GNMA 2064-01-20 6.000000 635917.00 642269.82 Agency Mortgage-Backed Securities GNMA 2063-11-20 5.500000 651969.00 653088.65 Agency Mortgage-Backed Securities GNMA 2064-01-20 7.500000 4178960.00 4354676.91 Agency Mortgage-Backed Securities GNMA 2064-01-20 5.000000 2817848.00 2776157.00 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.000000 6221712.00 6357177.34 Agency Mortgage-Backed Securities GNMA 2054-01-20 7.000000 1670018.00 1746692.42 Agency Mortgage-Backed Securities GNMA 2063-07-20 6.500000 104178.00 106415.71 Agency Mortgage-Backed Securities GNMA 2063-12-20 7.500000 468212.00 487899.38 Agency Mortgage-Backed Securities GNMA 2054-01-20 7.500000 1561678.00 1624466.83 Agency Mortgage-Backed Securities GNMA 2063-12-20 7.500000 508955.00 530355.54 Agency Mortgage-Backed Securities GNMA 2054-01-20 6.500000 1278832.00 1324200.70 Agency Mortgage-Backed Securities GNMA 2054-01-20 7.000000 1702264.00 1758646.95 Agency Mortgage-Backed Securities GNMA 2047-04-15 4.000000 136602.00 37649.84 Agency Mortgage-Backed Securities GNMA 2026-08-20 3.625000 23855104.00 14073.48 Agency Mortgage-Backed Securities GNMA 2053-09-20 6.000000 3788000.00 3851743.09 Agency Mortgage-Backed Securities GNMA 2053-11-20 6.000000 54636992.00 55739952.93 Agency Mortgage-Backed Securities Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 900000000.00 900000000.00 0.0437 N Y Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA 5.320000% B4TYDEB6GKMZO031MB27 0 BNT946NE6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2045-07-01 3.500000 250755946.00 32865264.79 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2045-07-01 3.500000 250982832.00 33649168.17 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2045-07-01 3.500000 164920953.00 33684458.80 Agency Mortgage-Backed Securities FNMA 2045-10-01 3.500000 130041725.00 32456701.89 Agency Mortgage-Backed Securities FNMA 2045-08-01 3.500000 126190487.00 32942974.71 Agency Mortgage-Backed Securities FNMA 2045-10-01 3.500000 150048987.00 32468423.17 Agency Mortgage-Backed Securities FNMA 2045-10-01 3.500000 129179439.00 32998241.79 Agency Mortgage-Backed Securities FNMA 2045-10-01 3.500000 194073865.00 33329891.77 Agency Mortgage-Backed Securities FNMA 2045-12-01 3.500000 121772070.00 32786061.26 Agency Mortgage-Backed Securities FNMA 2046-10-01 3.000000 22855995.00 6277672.42 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.000000 107517893.00 34436432.83 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.000000 126829362.00 33583839.66 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.000000 139909270.00 34072827.00 Agency Mortgage-Backed Securities FNMA 2046-10-01 3.000000 131012351.00 32909211.00 Agency Mortgage-Backed Securities FNMA 2046-11-01 3.000000 200179936.00 33054950.55 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.000000 99992646.00 33059311.11 Agency Mortgage-Backed Securities FNMA 2050-09-01 2.500000 18490215.00 10424569.35 Agency Mortgage-Backed Securities Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 500000000.00 500000000.00 0.0243 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 5.320000% MBNUM2BPBDO7JBLYG310 0 BNT946NF3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2053-11-01 5.000000 11557700.00 11417616.82 Agency Mortgage-Backed Securities FMAC 2053-11-01 6.000000 647691.00 659770.43 Agency Mortgage-Backed Securities FNMA 2053-11-01 6.500000 1000.00 1028.68 Agency Mortgage-Backed Securities FNMA 2053-11-01 7.500000 13245.00 13806.84 Agency Mortgage-Backed Securities FNMA 2053-11-01 5.500000 16191668.00 16274380.44 Agency Mortgage-Backed Securities FMAC 2053-11-01 6.500000 467716.00 473396.84 Agency Mortgage-Backed Securities Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 28000000.00 28000000.00 0.0014 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK 5.320000% G5GSEF7VJP5I7OUK5573 0 BNT946NJ5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2052-10-01 4.000000 18409799.00 16082784.31 Agency Mortgage-Backed Securities FMAC 2053-05-01 4.500000 243101406.00 224583476.03 Agency Mortgage-Backed Securities FMAC 2054-01-01 6.000000 138634147.00 140958903.01 Agency Mortgage-Backed Securities FNMA 2049-06-01 4.500000 243264791.00 236374836.72 Agency Mortgage-Backed Securities Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 600000000.00 600000000.00 0.0292 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & 5.320000% FOR8UP27PHTHYVLBNG30 0 BNT946NQ9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-01-31 4.000000 255526200.00 255000071.55 U.S. Treasuries (including strips) Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 250000000.00 250000000.00 0.0122 N Y Y N NATWEST MARKETS SECURITIES INC TRI-PARTY NATWEST MARKETS SECURI 5.320000% ZE2ZWJ5BTIQJ8M0C6K34 0 BNT946P12 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 2027-01-15 2.375000 12764600.00 19726637.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 14708300.00 21873885.99 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-05-15 0.00 100151000.00 65570161.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-08-15 0.00 26290875.00 20281438.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 91119000.00 42867571.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 18536300.00 20510608.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 38756400.00 39618798.50 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 22323000.00 28026058.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 20015800.00 21255574.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 42756900.00 52556450.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 25447800.00 30967691.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.250000 55952300.00 62541524.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 16602500.00 18097647.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-15 0.125000 25049000.00 28896496.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-15 0.125000 23701300.00 27180093.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-01-15 0.125000 52995000.00 56266861.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-15 0.125000 24339600.00 27299143.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-07-15 0.125000 20643000.00 21187813.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-15 0.125000 51700000.00 55562130.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-15 0.125000 25311500.00 26040929.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-07-15 0.625000 19730500.00 19174663.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-10-15 1.625000 50240800.00 52195061.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-01-15 1.125000 20954700.00 20566276.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-10-15 2.375000 26719600.00 27872185.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-01-15 1.750000 11071100.00 11114038.87 U.S. Treasuries (including strips) Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 800000000.00 800000000.00 0.0389 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BAN 5.310000% G5GSEF7VJP5I7OUK5573 0 BNT946P53 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 519550000.00 532102747.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-09-30 0.875000 596817000.00 551481332.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-31 3.750000 42859100.00 42704184.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-06-30 3.750000 155484600.00 154427099.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2053-05-15 3.625000 556716000.00 504284637.00 U.S. Treasuries (including strips) Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 1750000000.00 1750000000.00 0.0851 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 5.310000% MBNUM2BPBDO7JBLYG310 0 BNT946PH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 2.750000 70951200.00 68517258.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-12-31 3.875000 901200800.00 898045819.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-12-31 3.750000 53875300.00 53436953.39 U.S. Treasuries (including strips) Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 1000000000.00 1000000000.00 0.0486 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK 5.300000% 254900Y8NKGV541U8Q32 0 BNT949MT8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 2301200.00 1911968.48 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 318515100.00 302612558.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 2.250000 3047306300.00 2868315497.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 2212401500.00 2140942207.93 U.S. Treasuries (including strips) Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0530 5313000000.00 5313000000.00 0.2582 N Y Y N Northern Funds 2024-02-07 Peter K Ewing Peter K Ewing President