N-MFP2
0000916620
XXXXXXXX
2021-11-30
0000916620
5493004ZY1PEJR3C0A81
S000001266
1
N
N
033-73404
Northern Trust Investments, Inc.
801-33358
Deloitte & Touche LLP
Chicago
IL
Northern Trust Investments, Inc.
The Northern Trust Company
0000838981
085-05127
N
N
N
Exempt Government
Government/Agency
N
57
104
11748359257.30
11918739293.58
12399223692.41
12331842946.47
0.00
13348349812.90
13548727216.47
13944214153.07
14111835900.20
0.00
0.6726
0.6757
0.6885
0.6810
0.0000
0.7642
0.7681
0.7742
0.7793
0.0000
35220552.00
18137582751.67
18138493621.01
6816835.19
161347682.27
18019183325.93
18018678413.5600
1.0000
0.0008
1.0000
1.0000
1.0000
1.0000
0.0000
C000003412
2500.00
18019183325.93
18018678413.5600
1.0000
1.0000
1.0000
1.0000
0.0000
1600057449.18
1767131871.79
1215722112.68
946058658.32
1661531281.39
1390382442.32
1759663913.05
1535767506.76
0.00
0.00
6898017149.19
6352176363.23
0.0000
Y
The Investment Advisor Reimbursed $4,110,249.16 of fees during the period
FEDERAL HOME LOAN BANKS
FHLB 0.135000%
3130AKBT2
2549001DPIFGXC1TOL40
US3130AKBT23
U.S. Government Agency Debt
Y
2021-12-01
2022-10-05
2022-10-05
N
N
N
0.0008
125056898.75
125056898.75
0.0069
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB 0.129999%
3130AKD45
2549001DPIFGXC1TOL40
US3130AKD455
U.S. Government Agency Debt
Y
2021-12-01
2022-10-26
2022-10-26
N
N
N
0.0008
45018939.60
45018939.60
0.0025
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB 0.124999%
3130AKET9
2549001DPIFGXC1TOL40
US3130AKET95
U.S. Government Agency Debt
Y
2021-12-01
2022-10-28
2022-10-28
N
N
N
0.0008
50020692.50
50020692.50
0.0028
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
0.0010
14998441.95
14998441.95
0.0008
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB 0.050000%
3130AN5S5
2549001DPIFGXC1TOL40
US3130AN5S53
U.S. Government Agency Debt
Y
2021-12-06
2021-12-06
2021-12-06
N
N
N
0.0007
224999761.50
224999761.50
0.0125
N
N
Y
N
FEDERAL HOME LOAN BANKS
FHLB 0.045000%
3130ANCY4
2549001DPIFGXC1TOL40
US3130ANCY48
U.S. Government Agency Debt
Y
2021-12-16
2021-12-16
2021-12-16
N
N
N
0.0009
134998091.10
134998091.10
0.0075
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB 0.050000%
3130ANR69
2549001DPIFGXC1TOL40
US3130ANR699
U.S. Government Agency Debt
Y
2022-02-04
2022-02-04
2022-02-04
N
N
N
0.0004
225008347.50
225008347.50
0.0125
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB 0.050000%
3130ANRE2
2549001DPIFGXC1TOL40
US3130ANRE29
U.S. Government Agency Debt
Y
2022-02-18
2022-02-18
2022-02-18
N
N
N
0.0004
165006637.95
165006637.95
0.0092
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB 0.050000%
3130ANS50
2549001DPIFGXC1TOL40
US3130ANS507
U.S. Government Agency Debt
Y
2022-03-03
2022-03-03
2022-03-03
N
N
N
0.0004
75003160.50
75003160.50
0.0042
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB 0.050000%
3130ANS92
2549001DPIFGXC1TOL40
US3130ANS929
U.S. Government Agency Debt
Y
2022-02-28
2022-02-28
2022-02-28
N
N
N
0.0004
100004284.00
100004284.00
0.0055
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB 0.050000%
3130ANVT4
2549001DPIFGXC1TOL40
US3130ANVT42
U.S. Government Agency Debt
Y
2022-03-25
2022-03-25
2022-03-25
N
N
N
0.0008
219982870.80
219982870.80
0.0122
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
0.0010
94986328.55
94986328.55
0.0053
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
0.0010
224964600.75
224964600.75
0.0125
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
0.0010
224961979.50
224961979.50
0.0125
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB 0.040000%
3130APFK6
2549001DPIFGXC1TOL40
US3130APFK64
U.S. Government Agency Debt
Y
2022-03-04
2022-03-04
2022-03-04
N
N
N
-0.0001
35004855.55
35004855.55
0.0019
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
0.0019
4992537.25
4992537.25
0.0003
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
0.0019
18970756.15
18970756.15
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB
313313RL4
US313313RL47
U.S. Government Agency Debt
Y
2022-01-06
2022-01-06
2022-01-06
N
N
N
0.0004
29998800.30
29998800.30
0.0017
N
N
Y
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB
313313VK1
US313313VK18
U.S. Government Agency Debt
Y
2022-04-11
2022-04-11
2022-04-11
N
N
N
0.0008
4303747.46
4303747.46
0.0002
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB
313313YA0
US313313YA09
U.S. Government Agency Debt
Y
2022-06-13
2022-06-13
2022-06-13
N
N
N
0.0012
23984669.76
23984669.76
0.0013
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
0.0012
29980640.70
29980640.70
0.0017
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
0.0012
19986242.40
19986242.40
0.0011
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB
313385QH2
2549001DPIFGXC1TOL40
US313385QH21
U.S. Government Agency Debt
Y
2021-12-10
2021-12-10
2021-12-10
N
N
N
0.0003
199998500.00
199998500.00
0.0111
N
N
Y
N
FEDERAL HOME LOAN BANKS
FHLB
313385SP2
2549001DPIFGXC1TOL40
US313385SP29
U.S. Government Agency Debt
Y
2022-02-02
2022-02-02
2022-02-02
N
N
N
0.0005
29997375.90
29997375.90
0.0017
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB
313385SW7
2549001DPIFGXC1TOL40
US313385SW79
U.S. Government Agency Debt
Y
2022-02-09
2022-02-09
2022-02-09
N
N
N
0.0005
94990766.95
94990766.95
0.0053
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB
313385SY3
2549001DPIFGXC1TOL40
US313385SY36
U.S. Government Agency Debt
Y
2022-02-11
2022-02-11
2022-02-11
N
N
N
0.0005
74992502.25
74992502.25
0.0042
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB
313385UP9
2549001DPIFGXC1TOL40
US313385UP90
U.S. Government Agency Debt
Y
2022-03-22
2022-03-22
2022-03-22
N
N
N
0.0007
74983820.25
74983820.25
0.0042
N
N
N
N
FEDERAL HOME LOAN BANKS
FHLB
313385WL6
2549001DPIFGXC1TOL40
US313385WL68
U.S. Government Agency Debt
Y
2022-05-06
2022-05-06
2022-05-06
N
N
N
0.0010
69969688.60
69969688.60
0.0039
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.194997%
3133EL2B9
US3133EL2B97
U.S. Government Agency Debt
Y
2021-12-01
2022-07-28
2022-07-28
N
N
N
0.0006
30027063.30
30027063.30
0.0017
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.149997%
3133EL3F9
US3133EL3F92
U.S. Government Agency Debt
Y
2021-12-01
2022-05-10
2022-05-10
N
N
N
0.0007
55013578.40
55013578.40
0.0031
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.229996%
3133ELHG2
US3133ELHG24
U.S. Government Agency Debt
Y
2021-12-01
2022-01-14
2022-01-14
N
N
N
0.0006
15003107.85
15003107.85
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.249998%
3133ELN59
US3133ELN599
U.S. Government Agency Debt
Y
2021-12-01
2022-06-23
2022-06-23
N
N
N
0.0006
80086729.60
80086729.60
0.0044
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.399999%
3133ELWG5
US3133ELWG58
U.S. Government Agency Debt
Y
2021-12-01
2022-04-07
2022-04-07
N
N
N
0.0006
40048905.20
40048905.20
0.0022
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANKS FUNDING 0.369997%
3133ELWM2
US3133ELWM27
U.S. Government Agency Debt
Y
2021-12-01
2022-01-12
2022-01-12
N
N
N
0.0006
60021764.40
60021764.40
0.0033
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.479998%
3133ELWV2
US3133ELWV26
U.S. Government Agency Debt
Y
2021-12-01
2022-01-21
2022-01-21
N
N
N
0.0005
15008442.45
15008442.45
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.129999%
3133EMDQ2
US3133EMDQ25
U.S. Government Agency Debt
Y
2021-12-01
2022-10-14
2022-10-14
N
N
N
0.0006
16355261.06
16355261.06
0.0009
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.124999%
3133EMFQ0
US3133EMFQ07
U.S. Government Agency Debt
Y
2021-12-01
2022-11-03
2022-11-03
N
N
N
0.0006
30018464.10
30018464.10
0.0017
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.109998%
3133EMLK6
US3133EMLK62
U.S. Government Agency Debt
Y
2021-12-01
2022-10-21
2022-10-21
N
N
N
0.0007
20006807.40
20006807.40
0.0011
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.129999%
3133EMLY6
US3133EMLY66
U.S. Government Agency Debt
Y
2021-12-01
2022-11-01
2022-11-01
N
N
N
0.0005
15007034.10
15007034.10
0.0008
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.109998%
3133EMMS8
US3133EMMS89
U.S. Government Agency Debt
Y
2021-12-01
2023-01-13
2023-01-13
N
N
N
0.0008
50018831.00
50018831.00
0.0028
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.109998%
3133EMNH1
US3133EMNH16
U.S. Government Agency Debt
Y
2021-12-01
2023-01-20
2023-01-20
N
N
N
0.0007
24012370.08
24012370.08
0.0013
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.135000%
3133EMNJ7
US3133EMNJ71
U.S. Government Agency Debt
Y
2021-12-01
2023-01-19
2023-01-19
N
N
N
0.0006
25014329.75
25014329.75
0.0014
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.104997%
3133EMPZ9
US3133EMPZ95
U.S. Government Agency Debt
Y
2021-12-01
2023-02-09
2023-02-09
N
N
N
0.0007
40018462.80
40018462.80
0.0022
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
0.0017
114916736.55
114916736.55
0.0064
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.099997%
3133ENEK2
US3133ENEK29
U.S. Government Agency Debt
Y
2021-12-01
2023-08-22
2023-08-22
N
N
N
0.0010
45000489.60
45000489.60
0.0025
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
FFCB 0.099997%
3133ENFM7
US3133ENFM75
U.S. Government Agency Debt
Y
2021-12-01
2023-09-29
2023-09-29
N
N
N
0.0010
25000206.75
25000206.75
0.0014
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FHLMC FLOAT 0.189997%
3134GVGQ5
US3134GVGQ51
U.S. Government Agency Debt
Y
2021-12-01
2021-12-10
2021-12-10
N
N
N
0.0006
90003037.50
90003037.50
0.0050
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
FHLMC 0.149997%
3134GW2G0
US3134GW2G01
U.S. Government Agency Debt
Y
2021-12-01
2022-08-19
2022-08-19
N
N
N
0.0008
45024266.25
45024266.25
0.0025
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA 0.399999%
3135G03B7
US3135G03B75
U.S. Government Agency Debt
Y
2021-12-01
2022-04-07
2022-04-07
N
N
N
0.0007
75087795.00
75087795.00
0.0042
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA 0.439999%
3135G03J0
US3135G03J02
U.S. Government Agency Debt
Y
2021-12-01
2022-04-15
2022-04-15
N
N
N
0.0006
85122230.00
85122230.00
0.0047
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA 0.360000%
3135G03V3
US3135G03V30
U.S. Government Agency Debt
Y
2021-12-01
2022-01-24
2022-01-24
N
N
N
0.0005
75034869.75
75034869.75
0.0042
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA 0.369997%
3135G04A8
US3135G04A83
U.S. Government Agency Debt
Y
2021-12-01
2022-04-28
2022-04-28
N
N
N
0.0006
75097733.25
75097733.25
0.0042
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA 0.279997%
3135G04J9
US3135G04J92
U.S. Government Agency Debt
Y
2021-12-01
2022-05-06
2022-05-06
N
N
N
0.0007
50047250.00
50047250.00
0.0028
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA 0.239997%
3135G04P5
US3135G04P52
U.S. Government Agency Debt
Y
2021-12-01
2022-05-19
2022-05-19
N
N
N
0.0008
175131285.00
175131285.00
0.0097
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
FNMA 0.239997%
3135G04T7
US3135G04T74
U.S. Government Agency Debt
Y
2021-12-01
2022-05-27
2022-05-27
N
N
N
0.0007
75063489.75
75063489.75
0.0042
N
N
N
N
UNITED STATES TREASURY
TREASURY
9127965G0
254900HROIFWPRGM1V77
US9127965G05
U.S. Treasury Debt
Y
2021-12-02
2021-12-02
2021-12-02
N
N
N
0.0003
184999846.45
184999846.45
0.0103
N
Y
Y
N
UNITED STATES TREASURY
TREASURY
912796M89
254900HROIFWPRGM1V77
US912796M895
U.S. Treasury Debt
Y
2022-10-06
2022-10-06
2022-10-06
N
N
N
0.0019
44926226.10
44926226.10
0.0025
N
Y
Y
N
UNITED STATES TREASURY
TREASURY
912796N96
254900HROIFWPRGM1V77
US912796N968
U.S. Treasury Debt
Y
2022-11-03
2022-11-03
2022-11-03
N
N
N
0.0021
44909782.20
44909782.20
0.0025
N
Y
Y
N
UNITED STATES TREASURY
TREASURY
912796P94
254900HROIFWPRGM1V77
US912796P948
U.S. Treasury Debt
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0025
79800800.00
79800800.00
0.0044
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
0.0010
79959555.20
79959555.20
0.0044
N
Y
Y
N
UNITED STATES TREASURY
TREASURY
912796T25
254900HROIFWPRGM1V77
US912796T254
U.S. Treasury Debt
Y
2022-03-29
2022-03-29
2022-03-29
N
N
N
0.0007
249940180.00
249940180.00
0.0139
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
0.0023
167636132.40
167636132.40
0.0093
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
0.0012
20174218.80
20174218.80
0.0011
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
0.0014
35344531.25
35344531.25
0.0020
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
0.0007
70386624.00
70386624.00
0.0039
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
0.0018
20254687.60
20254687.60
0.0011
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
0.0024
76119141.00
76119141.00
0.0042
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
0.0024
20345312.40
20345312.40
0.0011
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
0.0010
176121075.00
176121075.00
0.0098
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
0.0014
40409375.20
40409375.20
0.0022
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
0.0024
298837303.95
298837303.95
0.0166
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
0.0007
50296757.00
50296757.00
0.0028
N
Y
Y
N
UNITED STATES TREASURY
TREASURY NOTE 1.875000%
912828X47
254900HROIFWPRGM1V77
US912828X471
U.S. Treasury Debt
Y
2022-04-30
2022-04-30
2022-04-30
N
N
N
0.0009
79584050.95
79584050.95
0.0044
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
0.0011
492443698.53
492443698.53
0.0273
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
0.0012
313560157.80
313560157.80
0.0174
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
0.0011
41847268.75
41847268.75
0.0023
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
0.0025
55769140.90
55769140.90
0.0031
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
0.0007
70069433.70
70069433.70
0.0039
N
Y
Y
N
UNITED STATES TREASURY
TREASURY FLOATING RATE NOTE 0.164005%
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2021-12-06
2022-04-30
2022-04-30
N
N
N
0.0005
112729416.39
112729416.39
0.0063
N
Y
Y
N
UNITED STATES TREASURY
TREASURY NOTE 0.125000%
912828ZM5
254900HROIFWPRGM1V77
US912828ZM50
U.S. Treasury Debt
Y
2022-04-30
2022-04-30
2022-04-30
N
N
N
0.0009
35005072.55
35005072.55
0.0019
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
0.0011
29992968.60
29992968.60
0.0017
N
Y
Y
N
UNITED STATES TREASURY
TREASURY FLOATING RATE NOTE 0.105004%
91282CAA9
254900HROIFWPRGM1V77
US91282CAA99
U.S. Treasury Debt
Y
2021-12-06
2022-07-31
2022-07-31
N
N
N
0.0006
445076753.04
445076753.04
0.0247
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
0.0021
279704686.80
279704686.80
0.0155
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
0.0023
204711718.75
204711718.75
0.0114
N
Y
Y
N
UNITED STATES TREASURY
TREASURY FLOATING RATE NOTE 0.084006%
91282CBY6
254900HROIFWPRGM1V77
US91282CBY66
U.S. Treasury Debt
Y
2021-12-06
2023-04-30
2023-04-30
N
N
N
0.0008
235005118.30
235005118.30
0.0130
N
Y
Y
N
UNITED STATES TREASURY
TREASURY FLOATING RATE NOTE 0.079005%
91282CCQ2
254900HROIFWPRGM1V77
US91282CCQ24
U.S. Treasury Debt
Y
2021-12-06
2023-07-31
2023-07-31
N
N
N
0.0009
230516434.20
230516434.20
0.0128
N
Y
Y
N
UNITED STATES TREASURY
TREASURY FLOATING RATE NOTE 0.085006%
91282CDE8
254900HROIFWPRGM1V77
US91282CDE84
U.S. Treasury Debt
Y
2021-12-06
2023-10-31
2023-10-31
N
N
N
0.0009
174982804.50
174982804.50
0.0097
N
Y
Y
N
JP MORGAN SECURITIES LLC
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
FMAC
2047-08-01
3.500000
4309392.00
1585945.17
Agency Mortgage-Backed Securities
FNMA
2050-03-01
3.000000
260485000.00
91840055.49
Agency Mortgage-Backed Securities
FMAC
2035-02-01
3.000000
9873850.00
2349236.21
Agency Mortgage-Backed Securities
FMAC
2047-05-01
4.500000
35507.00
13517.40
Agency Mortgage-Backed Securities
FMAC
2041-12-01
5.000000
399990.00
58629.22
Agency Mortgage-Backed Securities
FMAC
2029-08-01
3.000000
240000.00
64625.98
Agency Mortgage-Backed Securities
FMAC
2035-06-01
4.000000
52420.00
13523.59
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.000000
48809.00
23575.73
Agency Mortgage-Backed Securities
FMAC
2051-09-01
2.500000
33382976.00
34406957.25
Agency Mortgage-Backed Securities
FMAC
2051-12-01
3.000000
10799824.00
11433554.07
Agency Mortgage-Backed Securities
FMAC
2051-10-01
4.000000
12362.00
13359.74
Agency Mortgage-Backed Securities
FMAC
2051-12-01
3.000000
4886720.00
5115636.77
Agency Mortgage-Backed Securities
FMAC
2036-10-01
2.500000
1524000.00
1582738.26
Agency Mortgage-Backed Securities
FMAC
2040-12-01
2.000000
1200000.00
1061095.09
Agency Mortgage-Backed Securities
FNMA
2031-12-01
2.000000
1380954.00
1418761.91
Agency Mortgage-Backed Securities
FNMA
2051-12-01
2.500000
3401600.00
3518788.14
Agency Mortgage-Backed Securities
Y
2022-03-05
2022-03-05
2030-12-31
Y
JP MORGAN SECURITIES LLC
1.0000
95
N
N
N
0.0007
150000000.00
150000000.00
0.0083
N
N
N
Y
ROYAL BANK OF CANADA
TRI-PARTY ROYAL BANK OF CANADA 0.055000%
0
BNT7AE1M2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2047-01-01
3.000000
36974833.00
13036297.26
Agency Mortgage-Backed Securities
GNMA
2049-01-20
4.500000
2276655.00
339468.07
Agency Mortgage-Backed Securities
FNMA
2048-08-01
4.500000
42408259.00
12400413.36
Agency Mortgage-Backed Securities
FNMA
2032-03-01
6.000000
3207.00
70.27
Agency Mortgage-Backed Securities
GNMA
2049-01-20
4.000000
270679698.00
48000012.76
Agency Mortgage-Backed Securities
GNMA
2047-11-20
4.500000
1112003.00
583947.55
Agency Mortgage-Backed Securities
FNMA
2033-06-01
3.500000
1953918.00
442983.48
Agency Mortgage-Backed Securities
GNMA
2050-02-20
3.500000
37011047.00
13153794.69
Agency Mortgage-Backed Securities
GNMA
2050-03-20
3.000000
2309156.00
1986004.15
Agency Mortgage-Backed Securities
GNMA
2050-05-20
3.500000
973168.00
835495.35
Agency Mortgage-Backed Securities
GNMA
2050-11-20
3.500000
1842934.00
1958819.00
Agency Mortgage-Backed Securities
GNMA
2050-12-20
4.000000
2452300.00
2373314.68
Agency Mortgage-Backed Securities
FNMA
2040-11-01
2.000000
213606.00
181657.99
Agency Mortgage-Backed Securities
FNMA
2050-02-01
3.500000
6800161.00
4807657.57
Agency Mortgage-Backed Securities
GNMA
2051-07-20
3.000000
3575313.00
3593863.10
Agency Mortgage-Backed Securities
FMAC
2051-06-01
2.500000
1317947.00
1346136.72
Agency Mortgage-Backed Securities
FMAC
2051-07-01
3.500000
36174.00
36597.81
Agency Mortgage-Backed Securities
FNMA
2044-04-01
4.000000
45019400.00
11027053.06
Agency Mortgage-Backed Securities
FNMA
2047-06-01
4.500000
18269051.00
6828486.37
Agency Mortgage-Backed Securities
FNMA
2048-01-01
4.000000
368399.00
152011.86
Agency Mortgage-Backed Securities
FNMA
2033-06-01
3.500000
6867501.00
2929102.02
Agency Mortgage-Backed Securities
FNMA
2050-06-01
2.500000
5165480.00
4081291.31
Agency Mortgage-Backed Securities
FNMA
2050-09-01
2.500000
8702470.00
7917652.18
Agency Mortgage-Backed Securities
FNMA
2050-10-01
2.000000
38421.00
34076.33
Agency Mortgage-Backed Securities
FNMA
2050-10-01
3.000000
2114080.00
1983748.60
Agency Mortgage-Backed Securities
FNMA
2050-11-01
3.000000
11144471.00
10840306.95
Agency Mortgage-Backed Securities
FNMA
2051-01-01
2.500000
264097.00
241249.30
Agency Mortgage-Backed Securities
FNMA
2051-09-01
2.500000
190469.00
193588.41
Agency Mortgage-Backed Securities
FNMA
2049-11-01
3.000000
28090.00
21787.89
Agency Mortgage-Backed Securities
FNMA
2040-04-01
5.500000
1105.00
57.34
Agency Mortgage-Backed Securities
GNMA
2049-11-20
3.000000
421601.00
261251.88
Agency Mortgage-Backed Securities
GNMA
2051-11-20
3.000000
2765133.00
2911803.02
Agency Mortgage-Backed Securities
Y
2021-12-07
2021-12-07
2022-02-22
Y
ROYAL BANK OF CANADA
1.0000
7
N
N
N
0.0006
150000000.00
150000000.00
0.0083
N
N
Y
N
NATWEST MARKETS SECURITIES INC
TRI-PARTY NATWEST MARKETS SECUR 0.055000%
0
BNT7B00N0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
Department of the Treasury
254900HROIFWPRGM1V77
2039-05-15
4.250000
79894400.00
111176816.61
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2032-04-15
3.375000
3437700.00
7883451.27
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2043-02-15
0.625000
7584000.00
11375379.41
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2023-07-15
0.375000
12044300.00
15072988.83
U.S. Treasuries (including strips)
TSY INFL IX N/B
2024-07-15
0.125000
5368700.00
6655711.25
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2026-02-15
1.625000
165325200.00
169790445.87
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2023-06-30
1.375000
34000000.00
34713718.21
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2047-02-15
3.000000
1628300.00
2035120.70
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2026-11-15
2.000000
13229100.00
13777402.92
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2027-11-15
2.250000
96795000.00
102366164.04
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2048-02-15
1.000000
14350700.00
22631016.60
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2023-04-15
0.625000
4951700.00
5767897.10
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2048-05-15
3.125000
5029000.00
6455430.03
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2028-11-15
3.125000
24086000.00
26927759.96
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2029-01-15
0.875000
10756500.00
13602737.45
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2049-02-15
3.000000
33578100.00
42683870.48
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2049-02-15
1.000000
14541500.00
22537547.33
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2049-05-15
2.875000
26538500.00
32886623.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-10-15
1.375000
65954500.00
66732607.27
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2026-10-31
1.625000
71262100.00
72976643.69
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2049-11-15
2.375000
7200700.00
8156428.14
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2030-05-15
0.625000
151893800.00
142542302.95
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2023-09-15
0.125000
9267400.00
9210854.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-02
0.00
9486900.00
9486890.51
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2028-06-30
1.250000
79474300.00
79404999.27
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2028-07-31
1.000000
183548000.00
179989594.82
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2051-08-15
2.000000
20982800.00
22116232.47
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2026-10-15
0.125000
13800700.00
15123054.28
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2041-11-15
2.000000
6368000.00
6528497.35
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2051-11-15
1.875000
6928100.00
7076374.73
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2028-10-31
1.375000
7308500.00
7315512.53
U.S. Treasuries (including strips)
Y
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0006
1250000000.00
1250000000.00
0.0694
N
N
Y
N
BNY MELLON CAPITAL MARKETS LLC
TRI-PARTY BNY MELLON CAPITAL MA 0.060000%
VJW2DOOHGDT6PR0ZRO63
0
BNT7B00R1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
US TREASURY N/B
2023-08-15
6.250000
130000.00
145300.68
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2022-11-15
7.625000
31000.00
33304.22
U.S. Treasuries (including strips)
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
2171.00
29.02
Agency Mortgage-Backed Securities
US TREASURY N/B
2024-11-15
7.500000
4900.00
5881.02
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2040-02-15
4.625000
6500.00
9424.56
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2027-08-15
6.375000
10000.00
13001.29
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2037-02-15
4.750000
2900.00
4176.46
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2037-05-15
5.000000
12100.00
17723.32
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2031-02-15
5.375000
100.00
135.42
U.S. Treasuries (including strips)
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-05-01
6.000000
3000.00
38.55
Agency Mortgage-Backed Securities
Department of the Treasury
254900HROIFWPRGM1V77
2041-05-15
4.375000
10000.00
14098.28
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2025-05-15
0.00
88999.45
86098.42
U.S. Treasuries (including strips)
Federal Home Loan Bank System - FHLB
2021-12-10
5.000000
25000.00
25624.31
Agency Debentures and Agency Strips
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-02-01
5.500000
170000.00
37.95
Agency Mortgage-Backed Securities
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.000000
5404.00
532.79
Agency Mortgage-Backed Securities
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
1000.00
58.61
Agency Mortgage-Backed Securities
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-02-01
4.500000
2000.00
135.89
Agency Mortgage-Backed Securities
Department of the Treasury
254900HROIFWPRGM1V77
2027-02-15
6.625000
1300.00
1679.58
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2023-02-15
7.125000
79000.00
87178.77
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2024-11-15
0.00
370.00
361.06
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2026-05-15
0.00
0.01
0.01
U.S. Treasuries (including strips)
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-06-01
4.500000
5549.00
136.84
Agency Mortgage-Backed Securities
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-04-01
4.500000
3000.00
108.31
Agency Mortgage-Backed Securities
Tennessee Valley Authority - TVA
2022-08-15
1.875000
7000.00
7119.17
Agency Debentures and Agency Strips
Federal Home Loan Mortgage - FHLMC - Freddie Mac
2022-01-13
2.375000
93000.00
94098.07
Agency Debentures and Agency Strips
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-10-01
6.500000
1652.00
51.49
Agency Mortgage-Backed Securities
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-01-01
4.500000
1000.00
181.46
Agency Mortgage-Backed Securities
Department of the Treasury
254900HROIFWPRGM1V77
2043-02-15
0.625000
50000.00
73713.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
785000.00
796114.29
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2023-07-15
0.375000
366000.00
458774.55
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2023-05-15
1.750000
19000.00
19402.10
U.S. Treasuries (including strips)
FHLB
2022-02-25
0.00
2000000.00
1999640.00
Agency Debentures and Agency Strips
Federal Home Loan Bank System - FHLB
2023-12-08
3.375000
50000.00
53593.60
Agency Debentures and Agency Strips
GOVERNMENT NATIONAL MORTGAGE A
2031-09-20
1.625000
1000000.00
6464.48
Agency Mortgage-Backed Securities
Federal Home Loan Bank System - FHLB
2024-09-13
2.875000
1145000.00
1217821.20
Agency Debentures and Agency Strips
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-04-01
4.500000
1000.00
165.88
Agency Mortgage-Backed Securities
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-08-01
4.500000
4000.00
186.08
Agency Mortgage-Backed Securities
Federal Home Loan Bank System - FHLB
2024-06-14
2.875000
335000.00
357626.55
Agency Debentures and Agency Strips
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.875000
40000.00
40354.84
U.S. Treasuries (including strips)
Federal Home Loan Bank System - FHLB
2022-06-10
2.125000
50000.00
51034.24
Agency Debentures and Agency Strips
Federal National Mortgage Association - FNMA - Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-05-01
4.500000
2000.00
144.14
Agency Mortgage-Backed Securities
Department of the Treasury
254900HROIFWPRGM1V77
2026-02-15
1.625000
690000.00
708302.16
U.S. Treasuries (including strips)
Department of the Treasury
254900HROIFWPRGM1V77
2023-03-31
1.500000
400000.00
407329.49
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2023-04-30
1.625000
7145200.00
7284507.71
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2026-08-15
1.500000
100000.00
101991.24
U.S. Treasuries (including strips)
FNMA
2046-11-01
3.000000
2000.00
642.46
Agency Mortgage-Backed Securities
FNMA
2046-11-01
3.000000
1000.00
304.72
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.875000
1000.00
1009.28
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2024-01-31
2.250000
2570000.00
2681536.04
U.S. Treasuries (including strips)
FMAC
2047-01-01
3.000000
23043.00
7984.11
Agency Mortgage-Backed Securities
FNMA
2026-09-24
1.875000
112000.00
115619.67
Agency Debentures and Agency Strips
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
2021-12-01
0.00
1450000.00
1449997.10
Agency Debentures and Agency Strips
U.S. TREASURY
254900HROIFWPRGM1V77
2022-06-30
1.750000
24000.00
24404.01
U.S. Treasuries (including strips)
FHLB
2021-12-10
2.625000
25000.00
25327.52
Agency Debentures and Agency Strips
USTR
254900HROIFWPRGM1V77
2024-08-31
1.875000
494000.00
511301.56
U.S. Treasuries (including strips)
FEDERAL NATIONAL MORTGAGE ASSOCIATION
2022-01-05
2.000000
4000.00
4039.74
Agency Debentures and Agency Strips
FMAC
2046-12-01
3.000000
7000.00
2278.23
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2024-09-30
2.125000
443100.00
461396.10
U.S. Treasuries (including strips)
FMAC
2047-06-01
4.000000
1000.00
207.68
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2027-11-15
2.250000
7000.00
7383.06
U.S. Treasuries (including strips)
FNMA
2047-04-01
4.500000
1000.00
196.89
Agency Mortgage-Backed Securities
FNMA
2032-12-01
2.300000
29034.00
62.29
Agency Mortgage-Backed Securities
FNMA
2047-05-01
4.500000
4000.00
889.32
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.500000
2000.00
544.16
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2024-12-31
2.250000
5259900.00
5532439.71
U.S. Treasuries (including strips)
U.S. TREASURY
254900HROIFWPRGM1V77
2023-01-31
2.375000
191000.00
197199.99
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2028-02-15
2.750000
300.00
327.49
U.S. Treasuries (including strips)
FHLB
2023-12-08
2.500000
700000.00
735717.11
Agency Debentures and Agency Strips
FMAC
2048-02-01
3.000000
1000.00
261.41
Agency Mortgage-Backed Securities
FNMA
2022-10-05
2.000000
21000.00
21380.60
Agency Debentures and Agency Strips
USTR
254900HROIFWPRGM1V77
2025-05-31
2.875000
9000.00
9593.76
U.S. Treasuries (including strips)
FHLB
2023-06-09
3.250000
75000.00
79414.16
Agency Debentures and Agency Strips
FNMA
2048-08-01
4.500000
2000.00
386.28
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2023-06-30
2.625000
1318600.00
1379497.85
U.S. Treasuries (including strips)
FHLB
2025-12-12
3.125000
20000.00
21876.27
Agency Debentures and Agency Strips
FHLB
2025-09-12
3.125000
50000.00
54120.29
Agency Debentures and Agency Strips
FNMA
2023-09-12
2.875000
2000.00
2096.12
Agency Debentures and Agency Strips
FMAC
2048-10-01
4.500000
2000.00
414.68
Agency Mortgage-Backed Securities
FHLB
2022-09-09
2.250000
10000.00
10210.65
Agency Debentures and Agency Strips
FNMA
2049-01-01
4.500000
9000.00
1357.38
Agency Mortgage-Backed Securities
GNMA
2032-08-20
6.000000
1000000.00
8600.97
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2023-12-31
2.625000
1100000.00
1159168.70
U.S. Treasuries (including strips)
FHLB
2025-03-14
2.375000
13815000.00
14554846.97
Agency Debentures and Agency Strips
USTR
254900HROIFWPRGM1V77
2026-01-31
2.625000
100000.00
107159.24
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2049-02-15
3.000000
4000.00
4987.15
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2029-02-15
2.625000
9000.00
9806.24
U.S. Treasuries (including strips)
FHLB
2024-12-13
2.750000
80000.00
85564.72
Agency Debentures and Agency Strips
FNMA
2045-10-01
4.500000
1000.00
255.09
Agency Mortgage-Backed Securities
FMAC
2023-03-01
4.000000
3080.00
0.04
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2026-06-30
1.875000
49300.00
51301.85
U.S. Treasuries (including strips)
FNMA
2048-11-01
4.000000
22248.00
3644.76
Agency Mortgage-Backed Securities
FNMA
2024-10-15
1.625000
50000.00
51216.76
Agency Debentures and Agency Strips
FNMA
2049-02-01
4.000000
1000.00
186.78
Agency Mortgage-Backed Securities
FNMA
2049-06-01
4.000000
5000.00
1065.92
Agency Mortgage-Backed Securities
FNMA
2049-11-01
4.500000
4999.00
1603.74
Agency Mortgage-Backed Securities
FHLB
2021-12-20
1.625000
200000.00
201616.44
Agency Debentures and Agency Strips
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-15
1.625000
2530000.00
2585531.01
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2021-12-31
1.625000
2000.00
2016.01
U.S. Treasuries (including strips)
FNMA
2025-01-07
1.625000
150000.00
154395.28
Agency Debentures and Agency Strips
FMAC
2025-02-12
1.500000
2834000.00
2895486.46
Agency Debentures and Agency Strips
USTR
254900HROIFWPRGM1V77
2025-01-31
1.375000
200000.00
204037.68
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2025-02-28
1.125000
54800.00
55342.42
U.S. Treasuries (including strips)
FMAC
2048-05-01
4.500000
2000.00
404.30
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.500000
2000.00
541.16
Agency Mortgage-Backed Securities
FNMA
2050-04-01
3.000000
1000.00
379.70
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
0.375000
144400.00
144630.38
U.S. Treasuries (including strips)
FHLB
2025-04-14
0.500000
50000.00
49242.94
Agency Debentures and Agency Strips
USTR
254900HROIFWPRGM1V77
2027-04-30
0.500000
300.00
288.48
U.S. Treasuries (including strips)
FMAC
2049-05-01
4.000000
2000.00
416.55
Agency Mortgage-Backed Securities
FMAC
2023-05-05
0.375000
1274000.00
1273053.95
Agency Debentures and Agency Strips
FNMA
2050-07-01
3.000000
1000.00
534.70
Agency Mortgage-Backed Securities
FMAC
2025-07-21
0.375000
18000.00
17594.80
Agency Debentures and Agency Strips
FNMA
2025-06-17
0.500000
515000.00
506731.10
Agency Debentures and Agency Strips
FNMA
2049-12-01
3.500000
40669.00
14123.82
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2030-08-15
0.625000
22000.00
20499.98
U.S. Treasuries (including strips)
FNMA
2023-07-10
0.250000
231000.00
230419.54
Agency Debentures and Agency Strips
FNMA
2025-08-25
0.375000
25298000.00
24687245.14
Agency Debentures and Agency Strips
FMAC
2025-09-23
0.375000
200000.00
194631.78
Agency Debentures and Agency Strips
USTR
254900HROIFWPRGM1V77
2023-10-15
0.125000
116000.00
115257.36
U.S. Treasuries (including strips)
FHLB
2022-03-11
2.625000
15000.00
15192.22
Agency Debentures and Agency Strips
FNMA
2025-11-07
0.500000
3433000.00
3351347.62
Agency Debentures and Agency Strips
FMAC
2023-11-06
0.250000
3023000.00
3007113.12
Agency Debentures and Agency Strips
USTR
254900HROIFWPRGM1V77
2025-11-30
0.375000
3000.00
2917.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-02
0.00
43760900.00
43760812.48
U.S. Treasuries (including strips)
FMAC
2023-09-08
0.250000
145000.00
144496.48
Agency Debentures and Agency Strips
FNMA
2049-05-01
4.000000
2000.00
550.54
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.000000
1000.00
401.57
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2021-12-30
0.00
3811800.00
3811506.49
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2023-12-15
0.125000
125000.00
124011.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-27
0.00
2617000.00
2616772.32
U.S. Treasuries (including strips)
FMAC
2050-08-01
3.000000
6000.00
3434.71
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2024-01-15
0.125000
100000.00
99101.48
U.S. Treasuries (including strips)
FMAC
2023-10-16
0.125000
37000.00
36725.67
Agency Debentures and Agency Strips
USTR
254900HROIFWPRGM1V77
2051-02-15
1.875000
7500.00
7511.34
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2024-02-15
0.125000
800000.00
792085.16
U.S. Treasuries (including strips)
FNMA
2030-02-01
3.000000
27608.00
14598.79
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2026-03-31
0.750000
50000.00
49275.84
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2023-03-31
0.125000
280000.00
279325.89
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-04-21
0.00
2980000.00
2979144.74
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2024-03-15
0.250000
441600.00
438087.01
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-05-19
0.00
17000.00
16991.98
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2051-05-15
2.375000
1000.00
1113.17
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2021-12-16
0.00
18299000.00
18298322.94
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2021-12-23
0.00
2591400.00
2591267.84
U.S. Treasuries (including strips)
FMAC
2044-11-01
1.861000
1000.00
81.95
Agency Mortgage-Backed Securities
FNMA
2036-12-01
6.500000
1258.00
86.00
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2041-05-15
2.250000
2000.00
2100.30
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2024-06-15
0.250000
1066000.00
1055028.24
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-01-06
0.00
2725300.00
2725152.83
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-01-13
0.00
3074000.00
3073858.60
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2024-07-15
0.375000
17000000.00
16869206.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-03
0.00
9607200.00
9606248.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-03
0.00
1942400.00
1942098.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-21
0.00
600000.00
599976.60
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2024-08-15
0.375000
16000.00
15860.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-10
0.00
2404200.00
2403923.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-28
0.00
10200700.00
10200057.36
U.S. Treasuries (including strips)
FNMA
2022-08-26
2.000000
33000.00
33613.94
Agency Debentures and Agency Strips
USTR
254900HROIFWPRGM1V77
2041-08-15
1.750000
69000.00
67076.16
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2031-08-15
1.250000
40500.00
39672.77
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2028-08-31
1.125000
46000.00
45263.91
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-09-08
0.00
3326300.00
3322251.89
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-01-04
0.00
340200.00
340180.27
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-01-25
0.00
11042400.00
11041704.33
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2023-09-30
0.250000
23100.00
23024.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-10
0.00
1312000.00
1311763.84
U.S. Treasuries (including strips)
FHLB
2026-09-17
1.020000
670000.00
663065.72
Agency Debentures and Agency Strips
FHLB
2026-06-29
0.850000
6085000.00
5988864.77
Agency Debentures and Agency Strips
FNMA
2051-02-01
3.000000
58528.00
45948.91
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2024-09-15
0.375000
47800.00
47326.17
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2026-09-30
0.875000
18200.00
17969.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-08
0.00
1708000.00
1707873.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-01
0.00
15263500.00
15261439.43
U.S. Treasuries (including strips)
FHLB
2025-06-27
0.875000
500000.00
496351.04
Agency Debentures and Agency Strips
FMAC
2051-11-01
3.500000
1214266.00
1295473.65
Agency Mortgage-Backed Securities
FMAC
2051-10-01
3.000000
1294850.00
1361983.72
Agency Mortgage-Backed Securities
FMAC
2051-10-01
3.000000
1234192.00
1298193.41
Agency Mortgage-Backed Securities
FMAC
2051-10-01
3.000000
1193741.00
1252097.72
Agency Mortgage-Backed Securities
FMAC
2051-10-01
3.000000
202133.00
215001.78
Agency Mortgage-Backed Securities
FNMA
2051-09-01
3.500000
1015436.00
1089118.41
Agency Mortgage-Backed Securities
FNMA
2051-10-01
2.500000
32781.00
33306.02
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.500000
50250.00
51857.74
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2022-03-17
0.00
26142000.00
26136562.46
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-01-11
0.00
320000.00
319987.84
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2021-12-15
0.00
176580800.00
176574796.25
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-01-18
0.00
405500.00
405479.32
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2041-11-15
2.000000
89000.00
89963.76
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2026-11-30
1.250000
95700.00
95991.89
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2028-11-30
1.500000
26400.00
26527.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-29
0.00
30679100.00
30671706.34
U.S. Treasuries (including strips)
FMAC
2051-04-01
3.000000
53073.00
46704.24
Agency Mortgage-Backed Securities
FMAC
2041-11-01
2.500000
137240.00
141076.40
Agency Mortgage-Backed Securities
FNMA
2051-10-01
3.500000
1515341.00
1599450.68
Agency Mortgage-Backed Securities
GNMA
2051-11-20
3.000000
110220.00
118803.67
Agency Mortgage-Backed Securities
USTR
254900HROIFWPRGM1V77
2022-05-05
0.00
12658500.00
12653436.60
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-05-12
0.00
3790400.00
3788815.61
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-02-01
0.00
999800.00
999734.01
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-03-08
0.00
50035100.00
50027094.38
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2051-11-15
1.875000
1200000.00
1199624.32
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2023-10-31
0.375000
54300.00
54215.33
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2026-10-31
1.125000
12000.00
11977.47
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2024-11-15
0.750000
83000.00
82870.17
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2031-11-15
1.375000
5000.00
4931.75
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2023-11-30
0.500000
1190000.00
1189678.70
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
550000000.00
550000000.00
0.0305
N
Y
Y
N
CITIGROUP GLOBAL MARKETS INC
TRI-PARTY CITIGROUP GLOBAL MARK 0.060000%
MBNUM2BPBDO7JBLYG310
0
BNT7B00S9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2050-09-20
2.000000
42823806.00
36765277.13
Agency Mortgage-Backed Securities
GNMA
2050-09-20
3.000000
1000.00
1037.16
Agency Mortgage-Backed Securities
GNMA
2050-09-20
4.500000
786409.00
359279.24
Agency Mortgage-Backed Securities
GNMA
2050-09-20
3.000000
11536.00
10463.69
Agency Mortgage-Backed Securities
GNMA
2050-09-20
4.000000
848788.00
732923.17
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
36766000.00
36766000.00
0.0020
N
Y
Y
N
BANK OF AMERICA
TRI-PARTY BANK OF AMERICA 0.055000%
0
0000070858
BNT7B00V2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2049-07-20
3.500000
1444263030.00
350200000.01
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0006
340000000.00
340000000.00
0.0189
N
Y
Y
N
BOFA SECURITIES INC
TRI-PARTY BOFA SECURITIES 0.050000%
549300HN4UKV1E2R3U73
0
BNT7B01E9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2051-02-20
2.000000
276167712.00
259200616.10
Agency Mortgage-Backed Securities
GNMA
2051-11-20
2.500000
218256976.00
224899384.56
Agency Mortgage-Backed Securities
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
470000000.00
470000000.00
0.0261
N
Y
Y
N
NOMURA SECURITIES INTERNATIONAL INC
TRI-PARTY NOMURA SECURITIES INT 0.050000%
OXTKY6Q8X53C9ILVV871
0
BNT7B01L3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
1.875000
100.00
101.79
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-04-21
0.00
45009400.00
44996482.30
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2024-03-15
0.250000
409000.00
405746.35
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2024-05-15
0.250000
837900.00
829113.44
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2022-04-14
0.00
25176200.00
25168621.96
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
70000000.00
70000000.00
0.0039
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
TRI-PARTY FEDERAL RESERVE BANK 0.050000%
254900Y8NKGV541U8Q32
0
BNT7B3LS0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
USTR
254900HROIFWPRGM1V77
2022-08-15
1.500000
16532100.00
16762580.84
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2023-05-15
0.125000
161533800.00
161009105.20
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2030-08-15
0.625000
6657103700.00
6203204098.88
U.S. Treasuries (including strips)
USTR
254900HROIFWPRGM1V77
2024-08-15
0.375000
196747000.00
195033403.13
U.S. Treasuries (including strips)
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0005
6576000000.00
6576000000.00
0.3649
N
Y
Y
N
Northern Funds
2021-12-07
Peter K Ewing
Peter K Ewing
President