N-MFP3 0000916620 XXXXXXXX 2026-06-30 Northern Funds 0000916620 5493004ZY1PEJR3C0A81 U.S. Government Select Money Market Fund 549300X8852RU7H63164 S000001267 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 Government N N 39 104 2094514346.15 2859105633.49 0.4918 0.6713 2026-06-01 2075400980.37 2840022343.18 0.4895 0.6699 2026-06-02 2114590489.93 2869241928.22 0.4954 0.6721 2026-06-03 2127207034.82 2881888548.58 0.4980 0.6747 2026-06-04 2135413658.96 2890125248.19 0.4990 0.6753 2026-06-05 2043252134.35 2798053949.99 0.4879 0.6681 2026-06-08 2150390164.28 2950222055.39 0.4954 0.6796 2026-06-09 2134584661.59 2934446628.18 0.4935 0.6784 2026-06-10 1962617201.70 2781909243.75 0.4708 0.6674 2026-06-11 1960071966.42 2764394083.96 0.4722 0.6659 2026-06-12 2002606767.77 2762019111.71 0.4826 0.6656 2026-06-15 2027512703.05 2891954821.94 0.4899 0.6987 2026-06-16 2238092721.98 2918162948.17 0.5373 0.7006 2026-06-17 2249300993.53 2909396410.34 0.5412 0.7001 2026-06-18 2246572881.94 2936597141.81 0.5408 0.7069 2026-06-22 2336984009.47 2937036407.20 0.5653 0.7104 2026-06-23 2343824345.95 2908904838.58 0.5710 0.7087 2026-06-24 2502178700.11 3052283889.74 0.5890 0.7185 2026-06-25 2343499689.15 2893629575.79 0.5731 0.7076 2026-06-26 2321902502.65 2891992091.40 0.5707 0.7108 2026-06-29 2349151799.11 2919268057.08 0.5736 0.7128 2026-06-30 45558288.74 4039922197.64 4040721105.18 9454599.14 12212521.98 4083521471.08 4083572907.3300 Y 1.0000 0.0370 2026-06-01 0.0370 2026-06-02 0.0370 2026-06-03 0.0370 2026-06-04 0.0370 2026-06-05 0.0369 2026-06-08 0.0368 2026-06-09 0.0368 2026-06-10 0.0368 2026-06-11 0.0369 2026-06-12 0.0371 2026-06-15 0.0371 2026-06-16 0.0371 2026-06-17 0.0371 2026-06-18 0.0370 2026-06-22 0.0370 2026-06-23 0.0370 2026-06-24 0.0370 2026-06-25 0.0370 2026-06-26 0.0371 2026-06-29 0.0371 2026-06-30 0.9999 2026-06-01 0.9999 2026-06-02 0.9999 2026-06-03 0.9999 2026-06-04 0.9999 2026-06-05 0.9999 2026-06-08 0.9999 2026-06-09 0.9999 2026-06-10 0.9999 2026-06-11 0.9999 2026-06-12 0.9999 2026-06-15 0.9999 2026-06-16 0.9998 2026-06-17 0.9998 2026-06-18 0.9998 2026-06-22 0.9998 2026-06-23 0.9998 2026-06-24 0.9998 2026-06-25 0.9998 2026-06-26 0.9998 2026-06-29 0.9998 2026-06-30 N N Fund Level C000003413 2500.00 4083521471.08 4083572907.3300 0.9999 2026-06-01 0.9999 2026-06-02 0.9999 2026-06-03 0.9999 2026-06-04 0.9999 2026-06-05 0.9999 2026-06-08 0.9999 2026-06-09 0.9999 2026-06-10 0.9999 2026-06-11 0.9999 2026-06-12 0.9999 2026-06-15 0.9999 2026-06-16 0.9998 2026-06-17 0.9998 2026-06-18 0.9998 2026-06-22 0.9998 2026-06-23 0.9998 2026-06-24 0.9998 2026-06-25 0.9998 2026-06-26 0.9998 2026-06-29 0.9998 2026-06-30 140358511.75 287313017.88 2026-06-01 61883259.50 81612461.77 2026-06-02 87514363.55 58666962.17 2026-06-03 70508289.73 68589124.44 2026-06-04 66314408.78 58380993.72 2026-06-05 18789324.20 111460157.33 2026-06-08 220362743.97 68400817.96 2026-06-09 48109439.73 64075265.80 2026-06-10 83167462.62 240657565.02 2026-06-11 53513226.55 71222388.41 2026-06-12 39860008.02 42861816.01 2026-06-15 60044504.41 70786614.15 2026-06-16 58784294.24 32820840.13 2026-06-17 46907420.06 56689511.13 2026-06-18 58803638.02 62452656.27 2026-06-22 43437960.48 63331252.04 2026-06-23 24080880.28 54293910.15 2026-06-24 211590888.88 68426001.08 2026-06-25 55155227.77 213111731.54 2026-06-26 35678845.96 57920562.83 2026-06-29 104767399.82 77865613.92 2026-06-30 1589632098.32 1910939263.75 0.0336 2026-06-01 0.0338 2026-06-02 0.0340 2026-06-03 0.0341 2026-06-04 0.0344 2026-06-05 0.0344 2026-06-08 0.0343 2026-06-09 0.0343 2026-06-10 0.0343 2026-06-11 0.0345 2026-06-12 0.0345 2026-06-15 0.0346 2026-06-16 0.0346 2026-06-17 0.0345 2026-06-18 0.0345 2026-06-22 0.0345 2026-06-23 0.0345 2026-06-24 0.0345 2026-06-25 0.0345 2026-06-26 0.0346 2026-06-29 0.0346 2026-06-30 Y 379417.54 Broker-dealer 0.1611 0.00 Depository institution or other banking institution 0.8192 0.00 Private fund 0.00 0.084 N FEDERAL HOME LOAN BANKS FHLB 3.724999% 3130B52X5 2549001DPIFGXC1TOL40 US3130B52X53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-18 2027-02-18 N N N 0.0374 4999814.10 4999814.10 0.0012 N N N N FEDERAL HOME LOAN BANKS FHLB 3.719999% 3130B6WK8 2549001DPIFGXC1TOL40 US3130B6WK82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-07 2027-07-07 N N N 0.0371 10001696.40 10001696.40 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 3.749998% 3130B87J5 2549001DPIFGXC1TOL40 US3130B87J50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-20 2027-10-20 N N N 0.0376 34996904.60 34996904.60 0.0086 N N N N FEDERAL HOME LOAN BANKS FHLB 3.500000% 3130B8E24 2549001DPIFGXC1TOL40 US3130B8E240 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-23 2026-11-23 2026-11-23 N N N 0.0383 43067415.19 43067415.19 0.0105 N N N N FEDERAL HOME LOAN BANKS FHLB 3.500000% 3130B8F49 2549001DPIFGXC1TOL40 US3130B8F494 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0385 49928349.00 49928349.00 0.0122 N N N N FEDERAL HOME LOAN BANKS FHLB 3.500000% 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N 0.0390 24949086.00 24949086.00 0.0061 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.500000% 3130B8WC2 2549001DPIFGXC1TOL40 US3130B8WC23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-11 2027-01-11 2027-01-11 N N N 0.0383 19965139.00 19965139.00 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9CC2 2549001DPIFGXC1TOL40 US3130B9CC26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-03 2026-09-03 N N N 0.0364 9999881.00 9999881.00 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-03 2026-09-03 N N N 0.0364 4999941.05 4999941.05 0.0012 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9DZ0 2549001DPIFGXC1TOL40 US3130B9DZ02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-02 2026-09-02 N N N 0.0364 34999641.95 34999641.95 0.0086 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9HP8 2549001DPIFGXC1TOL40 US3130B9HP83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-18 2026-08-18 N N N 0.0364 9999892.90 9999892.90 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 3.629999% 3130B9K25 2549001DPIFGXC1TOL40 US3130B9K252 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-24 2026-07-24 N N N 0.0364 19999817.60 19999817.60 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 3.847000% 3130B9WN6 2549001DPIFGXC1TOL40 US3130B9WN60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-09 2027-04-09 2027-04-09 N N N 0.0407 20578611.02 20578611.02 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 3.735000% 3130BA3X3 2549001DPIFGXC1TOL40 US3130BA3X38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-30 2028-03-30 N N N 0.0374 14999850.75 14999850.75 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 3.735000% 3130BA7D3 2549001DPIFGXC1TOL40 US3130BA7D38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-06 2028-04-06 N N N 0.0374 9999909.00 9999909.00 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 3.674999% 3130BAWT0 2549001DPIFGXC1TOL40 US3130BAWT03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-28 2027-05-28 N N N 0.0368 14999836.35 14999836.35 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 3.674999% 3130BAWW3 2549001DPIFGXC1TOL40 US3130BAWW32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-27 2027-05-27 N N N 0.0368 14999839.35 14999839.35 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 3.674999% 3130BAWX1 2549001DPIFGXC1TOL40 US3130BAWX15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-26 2027-05-26 N N N 0.0368 9999890.30 9999890.30 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 3.694997% 3130BAX93 2549001DPIFGXC1TOL40 US3130BAX932 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-02 2027-12-02 N N N 0.0370 44999167.05 44999167.05 0.0110 N N N N FEDERAL HOME LOAN BANKS FHLB 3.699997% 3130BB5H4 2549001DPIFGXC1TOL40 US3130BB5H42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-15 2027-12-15 N N N 0.0371 14999729.85 14999729.85 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 3.719999% 3130BB7B5 2549001DPIFGXC1TOL40 US3130BB7B53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-17 2027-12-17 N N N 0.0373 19999904.80 19999904.80 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 3.719999% 3130BB7M1 2549001DPIFGXC1TOL40 US3130BB7M19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-22 2027-12-22 N N N 0.0373 19999850.80 19999850.80 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 313384AQ2 2549001DPIFGXC1TOL40 US313384AQ29 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0380 19579336.20 19579336.20 0.0048 N N N N FEDERAL HOME LOAN BANKS FHLB 313385A22 2549001DPIFGXC1TOL40 US313385A228 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0360 64797940.35 64797940.35 0.0159 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385C61 2549001DPIFGXC1TOL40 US313385C612 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0365 19896300.00 19896300.00 0.0049 N N Y N FEDERAL HOME LOAN BANK DISCOUNT NOTES FHLB 313385C79 N/A US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N 0.0365 9947133.30 9947133.30 0.0024 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385D52 2549001DPIFGXC1TOL40 US313385D529 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0365 19882066.60 19882066.60 0.0049 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385E36 2549001DPIFGXC1TOL40 US313385E360 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0368 9934488.90 9934488.90 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 313385E44 2549001DPIFGXC1TOL40 US313385E444 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0368 31638086.98 31638086.98 0.0077 N N N N FEDERAL HOME LOAN BANKS FHLB 313385F92 2549001DPIFGXC1TOL40 US313385F920 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-16 2026-09-16 2026-09-16 N N N 0.0368 148802374.50 148802374.50 0.0364 N N N N FEDERAL HOME LOAN BANKS FHLB 313385J80 2549001DPIFGXC1TOL40 US313385J807 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-09 2026-10-09 2026-10-09 N N N 0.0370 21419705.64 21419705.64 0.0052 N N N N FEDERAL HOME LOAN BANKS FHLB 313385M52 2549001DPIFGXC1TOL40 US313385M520 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-30 2026-10-30 2026-10-30 N N N 0.0370 93805585.90 93805585.90 0.0230 N N N N FEDERAL HOME LOAN BANKS FHLB 313385Q90 2549001DPIFGXC1TOL40 US313385Q901 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0375 63983021.05 63983021.05 0.0157 N N N N FEDERAL HOME LOAN BANKS FHLB 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-10 2026-07-10 2026-07-10 N N N 0.0360 30789094.32 30789094.32 0.0075 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385ZG4 2549001DPIFGXC1TOL40 US313385ZG47 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-13 2026-07-13 2026-07-13 N N N 0.0360 9986963.90 9986963.90 0.0024 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385ZK5 2549001DPIFGXC1TOL40 US313385ZK58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-16 2026-07-16 2026-07-16 N N N 0.0360 74879667.00 74879667.00 0.0183 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-24 2026-07-24 2026-07-24 N N N 0.0360 19951866.60 19951866.60 0.0049 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385ZY5 2549001DPIFGXC1TOL40 US313385ZY52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-29 2026-07-29 2026-07-29 N N N 0.0360 19941838.80 19941838.80 0.0049 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.749998% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-03 2027-02-03 N N N 0.0369 5001944.35 5001944.35 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.739997% 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-10 2026-07-10 N N N 0.0366 12000225.84 12000225.84 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.769999% 3133ERNZ0 254900C5LP6DN9OP9V83 US3133ERNZ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-12 2026-08-12 N N N 0.0369 5000293.05 5000293.05 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.759998% 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-30 2026-12-30 N N N 0.0371 5001461.30 5001461.30 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.759998% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-26 2026-08-26 N N N 0.0357 7002058.42 7002058.42 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.764999% 3133ERV99 254900C5LP6DN9OP9V83 US3133ERV995 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-21 2027-01-21 N N N 0.0375 40000191.20 40000191.20 0.0098 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.759998% 3133ERVT5 254900C5LP6DN9OP9V83 US3133ERVT58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-01 2026-10-01 N N N 0.0371 20002880.00 20002880.00 0.0049 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.759998% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-23 2026-10-23 N N N 0.0370 15003045.30 15003045.30 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.719999% 3133ETCY1 254900C5LP6DN9OP9V83 US3133ETCY11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-12 2027-01-12 N N N 0.0369 5000967.40 5000967.40 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.764999% 3133ETGE1 254900C5LP6DN9OP9V83 US3133ETGE11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-12 2027-05-12 N N N 0.0374 25002541.75 25002541.75 0.0061 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.749998% 3133ETHC4 254900C5LP6DN9OP9V83 US3133ETHC46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-19 2027-03-19 N N N 0.0374 4999948.35 4999948.35 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.719999% 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-23 2027-06-23 N N N 0.0374 4999366.45 4999366.45 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.730000% 3133ETNE3 254900C5LP6DN9OP9V83 US3133ETNE38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-24 2027-06-24 N N N 0.0375 14998751.70 14998751.70 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.719999% 3133ETNS2 254900C5LP6DN9OP9V83 US3133ETNS24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-29 2027-06-29 N N N 0.0369 5001903.10 5001903.10 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.739997% 3133ETPS0 254900C5LP6DN9OP9V83 US3133ETPS06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-15 2027-07-15 N N N 0.0376 24997892.00 24997892.00 0.0061 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.754998% 3133ETSD0 254900C5LP6DN9OP9V83 US3133ETSD00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-08-04 2027-08-04 N N N 0.0377 14998706.10 14998706.10 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.735000% 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-12 2027-11-12 N N N 0.0374 10000497.90 10000497.90 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.775000% 3133ETZJ9 254900C5LP6DN9OP9V83 US3133ETZJ96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-24 2027-09-24 N N N 0.0378 5000048.75 5000048.75 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.590000% 3133EWAL4 254900C5LP6DN9OP9V83 US3133EWAL47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-20 2027-01-20 2027-01-20 N N N 0.0399 14966178.75 14966178.75 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.624998% 3133EWBM1 254900C5LP6DN9OP9V83 US3133EWBM11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-29 2026-07-29 N N N 0.0363 14999861.70 14999861.70 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.744997% 3133EWHH6 254900C5LP6DN9OP9V83 US3133EWHH61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-17 2028-02-17 N N N 0.0374 9999772.60 9999772.60 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.709998% 3133EWTD2 254900C5LP6DN9OP9V83 US3133EWTD20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-06-16 2028-06-16 N N N 0.0372 44999181.90 44999181.90 0.0110 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.739997% 3133EWUH1 254900C5LP6DN9OP9V83 US3133EWUH15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-06-26 2028-06-26 N N N 0.0375 14999932.05 14999932.05 0.0037 N N N N UNITED STATES TREASURY TREASURY 912797TN7 254900HROIFWPRGM1V77 US912797TN70 U.S. Treasury Debt Y 2026-07-16 2026-07-16 2026-07-16 N N N 0.0365 4593101.93 4593101.93 0.0011 N Y Y N UNITED STATES TREASURY TREASURY 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0373 29741004.90 29741004.90 0.0073 N Y Y N UNITED STATES TREASURY TREASURY 912797VH7 254900HROIFWPRGM1V77 US912797VH74 U.S. Treasury Debt Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0392 19642752.80 19642752.80 0.0048 N Y Y N UNITED STATES TREASURY TREASURY 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0387 49380807.50 49380807.50 0.0121 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828Y95 254900HROIFWPRGM1V77 US912828Y958 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 17972808.30 17972808.30 0.0044 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0385 4953901.35 4953901.35 0.0012 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.500000% 912828ZS2 254900HROIFWPRGM1V77 US912828ZS21 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0410 14518324.20 14518324.20 0.0036 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.625000% 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 74810430.75 74810430.75 0.0183 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0378 9341875.55 9341875.55 0.0023 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0395 14832539.10 14832539.10 0.0036 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0410 39470937.60 39470937.60 0.0097 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.000000% 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0397 65004908.80 65004908.80 0.0159 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.957696% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-07-06 2026-07-31 2026-07-31 N N N 0.0376 55002472.25 55002472.25 0.0135 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.375000% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 45023544.90 45023544.90 0.0110 N Y Y N UNITED STATES TREASURY TREASURY NOTE 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0389 25033007.75 25033007.75 0.0061 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0409 54886562.50 54886562.50 0.0134 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.874702% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-07-06 2028-01-31 2028-01-31 N N N 0.0385 85016213.75 85016213.75 0.0208 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 3.878701% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-07-01 2028-04-30 2028-04-30 N N N 0.0387 4999715.65 4999715.65 0.0012 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES 3.629999% N/A ZBUT11V806EZRVTWT807 0 BNT89HZR7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y FHLB N/A 313385G83 2026-09-23 0.00 0.00 1500000.00 1486983.00 Agency Debentures and Agency Strips FMAC N/A 3133CFVM8 2053-10-01 7.000000 0.00 4672780.00 1663946.05 Agency Mortgage-Backed Securities FNMA N/A 3140ULLS8 2041-07-01 5.500000 0.00 1068722.00 1095096.51 Agency Mortgage-Backed Securities FNMA N/A 3140ULN80 2056-07-01 7.000000 0.00 3323608.00 3549875.54 Agency Mortgage-Backed Securities FNMA N/A 3140UMMN6 2056-07-01 5.500000 0.00 7891632.00 7999223.01 Agency Mortgage-Backed Securities FMAC N/A 3142J6BM4 2055-08-01 7.000000 0.00 91427000.00 62118625.57 Agency Mortgage-Backed Securities FMAC N/A 3142K5PF4 2056-06-01 5.000000 0.00 10460416.00 10402076.54 Agency Mortgage-Backed Securities GNMA N/A 36179Q2A8 2030-02-20 3.000000 0.00 4158214.00 147270.19 Agency Mortgage-Backed Securities GNMA N/A 36179X4Q6 2052-03-20 3.000000 0.00 844832.00 691236.32 Agency Mortgage-Backed Securities GNMA N/A 36179YS39 2054-02-20 4.000000 0.00 80488.00 69297.25 Agency Mortgage-Backed Securities GNMA N/A 3617B9SG2 2047-09-15 4.000000 0.00 42000.00 15083.22 Agency Mortgage-Backed Securities GNMA N/A 3617FEEX5 2048-03-20 3.500000 0.00 225000.00 162990.09 Agency Mortgage-Backed Securities GNMA N/A 3617KQ4N5 2049-12-20 3.500000 0.00 1685162.00 479455.75 Agency Mortgage-Backed Securities GNMA N/A 3617M6E97 2049-12-20 5.500000 0.00 1117304.00 445567.41 Agency Mortgage-Backed Securities GNMA N/A 3617Q9QP8 2050-09-20 3.000000 0.00 97590.00 58727.19 Agency Mortgage-Backed Securities GNMA N/A 3617U7WH8 2063-05-15 2.830000 0.00 71337.00 60988.28 Agency Mortgage-Backed Securities GNMA N/A 3617UQAN7 2046-02-20 2.500000 0.00 117440.00 62948.56 Agency Mortgage-Backed Securities GNMA N/A 36184QTB0 2045-04-20 3.000000 0.00 1838058.00 311554.75 Agency Mortgage-Backed Securities GNMA N/A 3618B25A3 2066-12-15 5.640000 0.00 43296768.00 43753130.35 Agency Mortgage-Backed Securities GNMA N/A 3618GCK50 2054-03-20 7.500000 0.00 1917686.00 1808407.63 Agency Mortgage-Backed Securities GNMA N/A 3618K5GD8 2063-12-20 7.500000 0.00 583699.00 407074.95 Agency Mortgage-Backed Securities GNMA N/A 3618LBDJ4 2055-07-20 6.500000 0.00 3635748.00 3492091.22 Agency Mortgage-Backed Securities GNMA N/A 3618LCC20 2056-06-20 5.000000 0.00 1817410.00 1806123.48 Agency Mortgage-Backed Securities GNMA N/A 3618LD2C7 2056-06-20 4.500000 0.00 3379524.00 3236965.53 Agency Mortgage-Backed Securities GNMA N/A 3618N5AZ2 2054-11-20 4.000000 0.00 888509.00 775272.47 Agency Mortgage-Backed Securities GNMA N/A 3618NRQY0 2055-06-20 6.500000 0.00 999895.00 784145.54 Agency Mortgage-Backed Securities GNMA N/A 3618NWGN4 2056-03-20 4.000000 0.00 1180958.00 1095334.57 Agency Mortgage-Backed Securities GNMA N/A 3618VBXN2 2056-06-20 5.500000 0.00 1167548.00 1193660.86 Agency Mortgage-Backed Securities GNMA N/A 3618VJ2H2 2056-06-20 6.000000 0.00 1805871.00 1885171.01 Agency Mortgage-Backed Securities GNMA N/A 3618VQ6E9 2056-06-20 5.000000 0.00 1486192.00 1488987.20 Agency Mortgage-Backed Securities GNMA N/A 3618VQ6S8 2056-06-20 6.000000 0.00 1359302.00 1427353.19 Agency Mortgage-Backed Securities GNMA N/A 36210BY58 2039-03-15 4.500000 0.00 1539669.00 25383.65 Agency Mortgage-Backed Securities GNMA N/A 3622A26Q0 2048-04-20 3.500000 0.00 1131616.00 353281.28 Agency Mortgage-Backed Securities GNMA N/A 3622ABE99 2051-10-20 2.500000 0.00 237000.00 132093.57 Agency Mortgage-Backed Securities Y 2026-07-07 2026-07-07 2030-12-31 Y JP MORGAN SECURITIES LLC 1.0000 7 N N N 0.0363 150000000.00 150000000.00 0.0367 N N Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA 3.660000% N/A 549300HXQQQCCUBS2Z23 0 BNTBZU6N3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA N/A 3140FXE24 2046-09-01 3.500000 0.00 40507567.00 8372205.70 Agency Mortgage-Backed Securities FNMA N/A 3140J9V40 2048-11-01 4.000000 0.00 1590230.00 280082.22 Agency Mortgage-Backed Securities FNMA N/A 3140QWC83 2055-02-01 6.000000 0.00 6724263.00 5714060.51 Agency Mortgage-Backed Securities FNMA N/A 3140W5R48 2056-04-01 4.500000 0.00 10933087.00 10382364.31 Agency Mortgage-Backed Securities FNMA N/A 31418EPC8 2053-02-01 5.000000 0.00 3228239.00 2362149.26 Agency Mortgage-Backed Securities FNMA N/A 31418FE29 2054-12-01 5.000000 0.00 6277119.00 5455587.76 Agency Mortgage-Backed Securities FMAC N/A 31425UR72 2054-11-01 5.000000 0.00 29650057.00 26890693.65 Agency Mortgage-Backed Securities GNMA N/A 36177TLX3 2042-05-15 4.500000 0.00 1033579.00 266961.77 Agency Mortgage-Backed Securities GNMA N/A 36179TXE0 2048-05-20 3.500000 0.00 822182.00 171047.88 Agency Mortgage-Backed Securities GNMA N/A 36179TZ73 2048-06-20 5.000000 0.00 15000000.00 1048883.56 Agency Mortgage-Backed Securities GNMA N/A 36179UPC0 2049-03-20 5.000000 0.00 1621998.00 101073.88 Agency Mortgage-Backed Securities GNMA N/A 36179UZW5 2049-09-20 5.000000 0.00 1042529.00 119349.38 Agency Mortgage-Backed Securities GNMA N/A 36179V6R6 2051-01-20 2.500000 0.00 216328.00 158638.07 Agency Mortgage-Backed Securities GNMA N/A 36179VFW5 2038-03-20 6.500000 0.00 3087557.00 475317.97 Agency Mortgage-Backed Securities GNMA N/A 36179VGM6 2050-01-20 3.500000 0.00 500740.00 245396.64 Agency Mortgage-Backed Securities GNMA N/A 36179VJ50 2050-04-20 3.500000 0.00 185260.00 92650.28 Agency Mortgage-Backed Securities GNMA N/A 36179VN71 2050-06-20 5.000000 0.00 2212820.00 331150.86 Agency Mortgage-Backed Securities GNMA N/A 36179VN97 2050-05-20 6.000000 0.00 1888947.00 282759.36 Agency Mortgage-Backed Securities GNMA N/A 36179VT34 2050-09-20 5.000000 0.00 1108209.00 230496.60 Agency Mortgage-Backed Securities GNMA N/A 36179VT42 2050-09-20 5.500000 0.00 733117.00 245940.00 Agency Mortgage-Backed Securities GNMA N/A 36179VT59 2050-09-20 6.000000 0.00 823809.00 128907.12 Agency Mortgage-Backed Securities GNMA N/A 36179VT67 2037-10-20 6.500000 0.00 417185.00 113767.17 Agency Mortgage-Backed Securities GNMA N/A 36179W4P0 2051-08-20 3.000000 0.00 264449.00 213817.38 Agency Mortgage-Backed Securities GNMA N/A 36179WDC9 2051-03-20 2.500000 0.00 221346.00 162953.12 Agency Mortgage-Backed Securities GNMA N/A 36179WJ25 2038-08-20 7.000000 0.00 84789.00 72968.63 Agency Mortgage-Backed Securities GNMA N/A 36179WJE9 2045-04-20 3.500000 0.00 88868.00 68622.47 Agency Mortgage-Backed Securities GNMA N/A 36179WMD7 2051-08-20 3.000000 0.00 213780.00 121778.87 Agency Mortgage-Backed Securities GNMA N/A 36179WN53 2041-07-20 7.000000 0.00 62513.00 54743.60 Agency Mortgage-Backed Securities GNMA N/A 36179WRK6 2051-10-20 2.500000 0.00 445304.00 229313.74 Agency Mortgage-Backed Securities GNMA N/A 36179WRL4 2051-10-20 3.000000 0.00 130158.00 104401.90 Agency Mortgage-Backed Securities GNMA N/A 36179WVC9 2051-12-20 2.500000 0.00 551547.00 92779.39 Agency Mortgage-Backed Securities GNMA N/A 36179WW38 2052-01-20 2.500000 0.00 632123.00 474456.97 Agency Mortgage-Backed Securities GNMA N/A 36179WW46 2051-08-20 3.000000 0.00 118034.00 95053.80 Agency Mortgage-Backed Securities GNMA N/A 36179X7J9 2053-07-20 6.000000 0.00 87330.00 85640.37 Agency Mortgage-Backed Securities GNMA N/A 36179XGG5 2052-05-20 4.000000 0.00 60241.00 51996.77 Agency Mortgage-Backed Securities GNMA N/A 36179XGM2 2045-10-20 3.500000 0.00 110557.00 78732.13 Agency Mortgage-Backed Securities GNMA N/A 36179XJ23 2052-09-20 5.000000 0.00 70343.00 66233.04 Agency Mortgage-Backed Securities GNMA N/A 36179XJY3 2052-06-20 5.000000 0.00 76997.00 72962.54 Agency Mortgage-Backed Securities GNMA N/A 36179XKY1 2052-10-20 5.000000 0.00 65414.00 61876.03 Agency Mortgage-Backed Securities GNMA N/A 36179YB37 2050-08-20 3.000000 0.00 370372.00 303230.65 Agency Mortgage-Backed Securities GNMA N/A 3617BN2R5 2047-10-15 4.000000 0.00 8159150.00 974884.95 Agency Mortgage-Backed Securities GNMA N/A 3617F2TG2 2052-04-20 5.000000 0.00 1296625.00 1159925.19 Agency Mortgage-Backed Securities GNMA N/A 3617FMSX2 2052-07-20 4.500000 0.00 1118654.00 654971.72 Agency Mortgage-Backed Securities GNMA N/A 3617FMT37 2052-07-20 4.500000 0.00 1811398.00 843759.70 Agency Mortgage-Backed Securities GNMA N/A 3617FU2G9 2053-01-20 7.500000 0.00 1532931.00 688823.30 Agency Mortgage-Backed Securities GNMA N/A 3617FU6J9 2052-12-20 7.500000 0.00 1182272.00 735801.69 Agency Mortgage-Backed Securities GNMA N/A 3617K14T7 2049-06-20 6.000000 0.00 1094008.00 399242.45 Agency Mortgage-Backed Securities GNMA N/A 3617MPDF2 2050-06-20 4.500000 0.00 600000.00 438441.24 Agency Mortgage-Backed Securities GNMA N/A 3617MSF23 2050-04-20 4.000000 0.00 4620313.00 690326.09 Agency Mortgage-Backed Securities GNMA N/A 3617MSF31 2050-04-20 4.000000 0.00 1107108.00 281231.74 Agency Mortgage-Backed Securities GNMA N/A 3617MSF49 2050-04-20 4.000000 0.00 10927060.00 626557.40 Agency Mortgage-Backed Securities GNMA N/A 3617MSF56 2050-04-20 4.000000 0.00 1112549.00 189049.01 Agency Mortgage-Backed Securities GNMA N/A 3617MSFV9 2050-04-20 4.000000 0.00 1044528.00 427718.68 Agency Mortgage-Backed Securities GNMA N/A 3617MSFW7 2050-04-20 4.000000 0.00 1299716.00 126791.69 Agency Mortgage-Backed Securities GNMA N/A 3617MSFX5 2050-04-20 4.000000 0.00 2664319.00 506505.36 Agency Mortgage-Backed Securities GNMA N/A 3617MSFY3 2050-04-20 4.000000 0.00 1109550.00 451421.24 Agency Mortgage-Backed Securities GNMA N/A 3617MSFZ0 2050-04-20 4.000000 0.00 2231288.00 468846.80 Agency Mortgage-Backed Securities GNMA N/A 3617MYJP5 2050-05-20 4.000000 0.00 1576419.00 700262.77 Agency Mortgage-Backed Securities GNMA N/A 3617MYJQ3 2050-05-20 4.000000 0.00 2118072.00 892862.23 Agency Mortgage-Backed Securities GNMA N/A 3617MYJR1 2050-05-20 4.000000 0.00 1304938.00 487285.03 Agency Mortgage-Backed Securities GNMA N/A 3617MYJS9 2050-05-20 4.000000 0.00 2245289.00 837927.47 Agency Mortgage-Backed Securities GNMA N/A 3617MYJT7 2050-05-20 4.000000 0.00 2116218.00 662659.49 Agency Mortgage-Backed Securities GNMA N/A 3617MYQS1 2050-04-20 4.000000 0.00 2104531.00 1055096.74 Agency Mortgage-Backed Securities GNMA N/A 3617MYQT9 2050-04-20 4.000000 0.00 2131633.00 713153.12 Agency Mortgage-Backed Securities GNMA N/A 3617N1XA3 2050-04-20 4.000000 0.00 1283345.00 675582.21 Agency Mortgage-Backed Securities GNMA N/A 3617N4VS0 2050-05-20 3.000000 0.00 1108844.00 855869.27 Agency Mortgage-Backed Securities GNMA N/A 3617N4VT8 2050-05-20 3.000000 0.00 1669077.00 1153997.05 Agency Mortgage-Backed Securities GNMA N/A 3617N4XU3 2050-05-20 5.000000 0.00 813982.00 458844.12 Agency Mortgage-Backed Securities GNMA N/A 3617N6R27 2050-05-20 3.500000 0.00 2641770.00 1181369.15 Agency Mortgage-Backed Securities GNMA N/A 3617Q2KT1 2050-08-20 2.000000 0.00 1033106.00 312988.46 Agency Mortgage-Backed Securities GNMA N/A 3617QJBY3 2050-12-20 4.000000 0.00 1396540.00 636366.65 Agency Mortgage-Backed Securities GNMA N/A 3617VAYF2 2051-05-20 2.500000 0.00 1670725.00 590504.20 Agency Mortgage-Backed Securities GNMA N/A 3617W8Z40 2051-08-20 4.000000 0.00 1097365.00 568524.35 Agency Mortgage-Backed Securities GNMA N/A 3617W9HY2 2051-08-20 4.000000 0.00 1028306.00 417550.32 Agency Mortgage-Backed Securities GNMA N/A 3617WFQW2 2040-08-20 5.000000 0.00 1646711.00 811879.59 Agency Mortgage-Backed Securities GNMA N/A 3617XJNB2 2052-06-20 6.000000 0.00 1716347.00 1193002.45 Agency Mortgage-Backed Securities GNMA N/A 3617XJNC0 2052-06-15 5.500000 0.00 1519206.00 1508708.57 Agency Mortgage-Backed Securities GNMA N/A 3617YAQY7 2052-01-20 4.000000 0.00 1482893.00 796256.45 Agency Mortgage-Backed Securities GNMA N/A 3617YGPN9 2039-07-20 5.500000 0.00 1138430.00 595066.69 Agency Mortgage-Backed Securities GNMA N/A 36180UN47 2036-04-20 5.500000 0.00 1412965.00 102794.41 Agency Mortgage-Backed Securities GNMA N/A 36181JQ30 2035-08-20 5.500000 0.00 2760925.00 170837.21 Agency Mortgage-Backed Securities GNMA N/A 36189FC35 2045-10-15 4.500000 0.00 1444208.00 372086.96 Agency Mortgage-Backed Securities GNMA N/A 3618AEB29 2052-12-20 7.500000 0.00 1813857.00 1206645.23 Agency Mortgage-Backed Securities GNMA N/A 3618AQ4G9 2053-01-20 7.500000 0.00 1988324.00 1531750.40 Agency Mortgage-Backed Securities GNMA N/A 3618AXTY8 2053-01-20 7.500000 0.00 818436.00 451556.22 Agency Mortgage-Backed Securities GNMA N/A 3618BHRE8 2053-04-20 7.500000 0.00 1051771.00 875742.06 Agency Mortgage-Backed Securities GNMA N/A 3618BJV82 2053-09-20 7.500000 0.00 1502353.00 1550520.78 Agency Mortgage-Backed Securities GNMA N/A 3618BJV90 2053-09-20 7.500000 0.00 1314152.00 1370150.82 Agency Mortgage-Backed Securities GNMA N/A 3618BLYX9 2053-05-20 6.000000 0.00 1427328.00 920703.57 Agency Mortgage-Backed Securities GNMA N/A 3618BLZH3 2053-05-20 6.000000 0.00 1049867.00 959155.27 Agency Mortgage-Backed Securities GNMA N/A 3618BRUP7 2053-11-20 7.000000 0.00 1136741.00 796499.93 Agency Mortgage-Backed Securities GNMA N/A 3618BTEM8 2053-06-20 6.000000 0.00 1411464.00 953335.27 Agency Mortgage-Backed Securities GNMA N/A 3618FEWG0 2053-11-20 6.500000 0.00 2159119.00 1011502.64 Agency Mortgage-Backed Securities GNMA N/A 3618FGLL6 2063-06-20 2.000000 0.00 104592.00 78207.21 Agency Mortgage-Backed Securities GNMA N/A 3618FGPL2 2054-01-20 7.500000 0.00 288698.00 277568.71 Agency Mortgage-Backed Securities GNMA N/A 3618FQNM0 2063-08-20 2.000000 0.00 371491.00 219884.91 Agency Mortgage-Backed Securities GNMA N/A 3618FQNN8 2063-05-20 1.500000 0.00 144797.00 95712.52 Agency Mortgage-Backed Securities GNMA N/A 3618G1VQ6 2053-11-20 7.500000 0.00 1438120.00 904542.99 Agency Mortgage-Backed Securities GNMA N/A 3618G2HN7 2053-10-20 7.500000 0.00 1430184.00 1514856.15 Agency Mortgage-Backed Securities GNMA N/A 3618G5VK0 2053-10-20 7.500000 0.00 1266090.00 1118195.29 Agency Mortgage-Backed Securities GNMA N/A 3618GEPE2 2053-12-20 8.000000 0.00 1489746.00 878344.98 Agency Mortgage-Backed Securities GNMA N/A 3618GEPF9 2053-12-20 8.000000 0.00 1343470.00 1382886.41 Agency Mortgage-Backed Securities GNMA N/A 3618GEPG7 2053-12-20 8.000000 0.00 1692827.00 1312730.59 Agency Mortgage-Backed Securities GNMA N/A 3618GKFW9 2054-01-20 8.000000 0.00 1117412.00 1135890.65 Agency Mortgage-Backed Securities GNMA N/A 3618H0HK6 2063-06-20 2.000000 0.00 153612.00 115725.98 Agency Mortgage-Backed Securities GNMA N/A 3618H2PS6 2054-03-20 6.000000 0.00 1701643.00 1486170.15 Agency Mortgage-Backed Securities GNMA N/A 3618H86M7 2064-06-20 3.500000 0.00 919015.00 310313.52 Agency Mortgage-Backed Securities GNMA N/A 3618HFRZ9 2054-05-20 6.500000 0.00 1845331.00 1637322.11 Agency Mortgage-Backed Securities GNMA N/A 3618HG2J0 2064-05-20 3.500000 0.00 1117177.00 983304.33 Agency Mortgage-Backed Securities GNMA N/A 3618HG3R1 2064-06-20 2.500000 0.00 815327.00 659109.47 Agency Mortgage-Backed Securities GNMA N/A 3618HG3W0 2064-06-20 3.500000 0.00 858467.00 414814.04 Agency Mortgage-Backed Securities GNMA N/A 3618HG5K4 2064-05-20 3.500000 0.00 1367409.00 875009.85 Agency Mortgage-Backed Securities GNMA N/A 3618HX5U5 2064-08-20 3.500000 0.00 871119.00 649282.61 Agency Mortgage-Backed Securities GNMA N/A 3618HYAV5 2064-08-20 4.000000 0.00 840904.00 597807.17 Agency Mortgage-Backed Securities GNMA N/A 3618J53K8 2064-08-20 3.000000 0.00 169215.00 146867.41 Agency Mortgage-Backed Securities GNMA N/A 3618J53R3 2064-01-20 3.000000 0.00 205028.00 177900.34 Agency Mortgage-Backed Securities GNMA N/A 3618J54N1 2064-07-20 3.500000 0.00 621621.00 547640.55 Agency Mortgage-Backed Securities GNMA N/A 3618J56G4 2064-02-20 3.500000 0.00 119952.00 105847.98 Agency Mortgage-Backed Securities GNMA N/A 3618J56P4 2063-08-20 4.000000 0.00 300788.00 278053.01 Agency Mortgage-Backed Securities GNMA N/A 3618J57H1 2064-08-20 4.000000 0.00 384684.00 330151.27 Agency Mortgage-Backed Securities GNMA N/A 3618J57M0 2064-08-20 3.000000 0.00 877777.00 761843.15 Agency Mortgage-Backed Securities GNMA N/A 3618J6AQ5 2064-08-20 2.500000 0.00 624596.00 504899.53 Agency Mortgage-Backed Securities GNMA N/A 3618JDR33 2063-10-20 4.500000 0.00 40486.00 36606.46 Agency Mortgage-Backed Securities GNMA N/A 3618JDR66 2064-10-20 4.000000 0.00 147103.00 136477.64 Agency Mortgage-Backed Securities GNMA N/A 3618JDSM0 2063-12-20 7.500000 0.00 413245.00 316050.43 Agency Mortgage-Backed Securities GNMA N/A 3618JDSZ1 2062-04-20 4.000000 0.00 66574.00 60023.19 Agency Mortgage-Backed Securities GNMA N/A 3618JDTB3 2056-03-20 3.000000 0.00 108616.00 92522.64 Agency Mortgage-Backed Securities GNMA N/A 3618JM3Q8 2064-11-20 4.000000 0.00 900835.00 550811.19 Agency Mortgage-Backed Securities GNMA N/A 3618JPGK0 2064-10-20 6.500000 0.00 9169559.00 4442796.15 Agency Mortgage-Backed Securities GNMA N/A 3618K3AG2 2054-11-20 5.500000 0.00 1037298.00 1039885.11 Agency Mortgage-Backed Securities GNMA N/A 3618KE6Y4 2055-02-20 6.500000 0.00 1237103.00 1311458.80 Agency Mortgage-Backed Securities GNMA N/A 3618KF5S5 2055-01-20 6.000000 0.00 1074747.00 1113423.24 Agency Mortgage-Backed Securities GNMA N/A 3618KH2G0 2055-02-20 6.500000 0.00 1067980.00 1110441.97 Agency Mortgage-Backed Securities GNMA N/A 3618L1U99 2065-04-20 6.500000 0.00 721928.00 475609.77 Agency Mortgage-Backed Securities GNMA N/A 3618L2V39 2065-05-20 7.000000 0.00 15426660.00 11011502.24 Agency Mortgage-Backed Securities GNMA N/A 3618N3V76 2056-06-20 6.500000 0.00 1514745.00 1631741.04 Agency Mortgage-Backed Securities GNMA N/A 3618NMPJ5 2065-03-20 7.000000 0.00 2737415.00 1841506.34 Agency Mortgage-Backed Securities GNMA N/A 3620AQAF0 2031-02-20 7.000000 0.00 1628331.00 104622.36 Agency Mortgage-Backed Securities GNMA N/A 3620AQLW1 2032-05-15 6.500000 0.00 1422657.00 157950.67 Agency Mortgage-Backed Securities GNMA N/A 3620AQLZ4 2031-05-15 6.500000 0.00 1231390.00 94398.75 Agency Mortgage-Backed Securities GNMA N/A 3622ACZ60 2052-02-15 3.500000 0.00 1256000.00 1014306.26 Agency Mortgage-Backed Securities GNMA N/A 36241LT71 2036-05-15 6.000000 0.00 2792133.00 96380.53 Agency Mortgage-Backed Securities USTR N/A 912810RP5 2045-11-15 3.000000 0.00 4454000.00 3402860.45 U.S. Treasuries (including strips) Y 2026-07-07 2026-07-07 2026-07-31 Y ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.0000 7 N N N 0.0366 150000000.00 150000000.00 0.0367 N N Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 3.650000% N/A MBNUM2BPBDO7JBLYG310 0 BNTC9UD28 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 5.375 TVBD 56 A N/A 880591DZ2 2056-04-01 5.375000 0.00 70000.00 72152.16 Agency Debentures and Agency Strips 4.875 TVBD 35 B N/A 880591FD9 2035-05-15 4.875000 0.00 85000.00 87619.85 Agency Debentures and Agency Strips TVIN 03/15/28 N/A 88059E5A8 2028-03-15 0.00 0.00 85000.00 79036.06 Agency Debentures and Agency Strips TVIN 09/15/28 N/A 88059E5B6 2028-09-15 0.00 0.00 85000.00 77371.08 Agency Debentures and Agency Strips TVIN 03/15/29 N/A 88059E5C4 2029-03-15 0.00 0.00 65000.00 57933.53 Agency Debentures and Agency Strips TVIN 03/15/30 N/A 88059E5E0 2030-03-15 0.00 0.00 85000.00 72607.26 Agency Debentures and Agency Strips TVIN 09/15/33 N/A 88059E5M2 2033-09-15 0.00 0.00 1225000.00 874120.80 Agency Debentures and Agency Strips TVIN 09/15/41 N/A 88059E6D1 2041-09-15 0.00 0.00 85000.00 37183.33 Agency Debentures and Agency Strips TVIN 09/15/42 N/A 88059E6F6 2042-09-15 0.00 0.00 85000.00 35215.84 Agency Debentures and Agency Strips TVIN 09/15/46 N/A 88059E6P4 2046-09-15 0.00 0.00 83000.00 27666.64 Agency Debentures and Agency Strips TVIN 03/15/47 N/A 88059E6Q2 2047-03-15 0.00 0.00 85000.00 27573.49 Agency Debentures and Agency Strips USTR N/A 91282CQD6 2031-02-28 3.500000 0.00 152860700.00 150531601.39 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 149000000.00 149000000.00 0.0365 N Y Y N FIXED INCOME CLEARING CORP-JP MORGAN TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.650000% N/A 549300H47WTHXPU08X20 0 BNTC9UD51 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORP Y FMAC N/A 3131Y6ZD4 2043-06-01 3.000000 0.00 52000.00 16104.97 Agency Mortgage-Backed Securities FMAC N/A 3132ACRQ5 2048-08-01 4.500000 0.00 1000000.00 69925.59 Agency Mortgage-Backed Securities FMAC N/A 3132DPYK8 2053-03-01 4.500000 0.00 16550000.00 12769726.25 Agency Mortgage-Backed Securities FMAC N/A 3132DTPP9 2052-11-01 4.000000 0.00 880000.00 683604.98 Agency Mortgage-Backed Securities FMAC N/A 3133ALDB1 2051-05-01 3.500000 0.00 661179.00 187452.20 Agency Mortgage-Backed Securities FMAC N/A 3133AMY91 2051-06-01 5.000000 0.00 1116312.00 629489.95 Agency Mortgage-Backed Securities FMAC N/A 3133ARWS0 2051-09-01 2.500000 0.00 1709670.00 1033507.80 Agency Mortgage-Backed Securities FMAC N/A 3133B3Y27 2052-02-01 2.000000 0.00 307091.00 190863.84 Agency Mortgage-Backed Securities FMAC N/A 3133C63X5 2053-07-01 4.500000 0.00 1109658.00 915385.55 Agency Mortgage-Backed Securities FMAC N/A 3133JLJM2 2050-07-01 2.500000 0.00 3505000.00 1189667.77 Agency Mortgage-Backed Securities FMAC N/A 3133KLRX7 2051-04-01 1.500000 0.00 5864624.00 3488210.48 Agency Mortgage-Backed Securities FMAC N/A 3133KNR54 2052-02-01 3.000000 0.00 23000.00 13737.24 Agency Mortgage-Backed Securities FNMA N/A 3138EHAH5 2040-05-01 5.500000 0.00 144999936.00 2518456.49 Agency Mortgage-Backed Securities FNMA N/A 3138EHPA4 2040-05-01 7.000000 0.00 15310704.00 2957537.34 Agency Mortgage-Backed Securities FNMA N/A 3138MTKL0 2055-01-01 6.000000 0.00 3357532.00 1874385.72 Agency Mortgage-Backed Securities FNMA N/A 3140AVWA5 2055-01-01 5.000000 0.00 13629856.00 12512624.31 Agency Mortgage-Backed Securities FNMA N/A 3140B5YT8 2055-03-01 6.000000 0.00 2320844.00 2372595.49 Agency Mortgage-Backed Securities FNMA N/A 3140B9R84 2055-05-01 6.000000 0.00 10278112.00 8593799.01 Agency Mortgage-Backed Securities FNMA N/A 3140BGPR8 2055-07-01 6.000000 0.00 1897752.00 1947581.89 Agency Mortgage-Backed Securities FNMA N/A 3140BK2K9 2055-08-01 6.000000 0.00 593879.00 514465.47 Agency Mortgage-Backed Securities FNMA N/A 3140BYC93 2041-04-01 4.000000 0.00 3791276.00 3498533.43 Agency Mortgage-Backed Securities FNMA N/A 3140FXXZ0 2062-12-01 3.500000 0.00 579387.00 366580.98 Agency Mortgage-Backed Securities FNMA N/A 3140N6YQ9 2052-11-01 5.000000 0.00 1500000.00 1060192.91 Agency Mortgage-Backed Securities FNMA N/A 3140QVT61 2039-10-01 6.000000 0.00 1527464.00 1405949.50 Agency Mortgage-Backed Securities FNMA N/A 3140U4HJ1 2056-02-01 4.500000 0.00 1137000.00 1088912.96 Agency Mortgage-Backed Securities FNMA N/A 3140UCEW7 2041-04-01 4.500000 0.00 2542956.00 2508309.53 Agency Mortgage-Backed Securities FNMA N/A 3140UMBM0 2056-06-01 6.000000 0.00 18655616.00 19329593.65 Agency Mortgage-Backed Securities FNMA N/A 3140XAJC7 2051-03-01 2.000000 0.00 546472.00 330290.43 Agency Mortgage-Backed Securities FNMA N/A 3140XK2D1 2052-02-01 3.500000 0.00 1090462.00 791297.13 Agency Mortgage-Backed Securities FNMA N/A 3140XMQX7 2053-04-01 4.500000 0.00 56000.00 42206.70 Agency Mortgage-Backed Securities FNMA N/A 3140Y75T1 2045-11-01 6.500000 0.00 1952952.00 1875905.77 Agency Mortgage-Backed Securities FNMA N/A 31413FYB2 2037-07-01 6.000000 0.00 11313888.00 194575.62 Agency Mortgage-Backed Securities FNMA N/A 31418A6J2 2034-02-01 3.500000 0.00 3500000.00 299133.68 Agency Mortgage-Backed Securities FNMA N/A 31418CG73 2032-03-01 2.500000 0.00 5035000.00 744217.28 Agency Mortgage-Backed Securities FNMA N/A 31418DZ62 2041-06-01 2.000000 0.00 1250000.00 699209.41 Agency Mortgage-Backed Securities FNMA N/A 31418EZ45 2053-12-01 3.500000 0.00 10000.00 8227.19 Agency Mortgage-Backed Securities FNMA N/A 31418RPY1 2040-04-01 4.500000 0.00 223797.00 12100.08 Agency Mortgage-Backed Securities FMAC N/A 31426HAV5 2055-03-01 7.000000 0.00 1263880.00 1200870.52 Agency Mortgage-Backed Securities FMAC N/A 3142JRYK7 2055-12-01 6.500000 0.00 1265974.00 1339514.72 Agency Mortgage-Backed Securities FMAC N/A 3142JVB49 2056-02-01 5.000000 0.00 1085246.00 1072965.62 Agency Mortgage-Backed Securities FMAC N/A 3142JVG93 2056-02-01 4.500000 0.00 2462400.00 2380210.71 Agency Mortgage-Backed Securities FMAC N/A 3142JYTV4 2056-04-01 5.000000 0.00 6840896.00 6040359.27 Agency Mortgage-Backed Securities FMAC N/A 3142K5WK5 2056-04-01 6.000000 0.00 1707284.00 1773238.07 Agency Mortgage-Backed Securities FMAC N/A 3142K6S85 2056-05-01 4.500000 0.00 5008928.00 4865869.20 Agency Mortgage-Backed Securities FMAC N/A 3142K82U0 2056-07-01 6.000000 0.00 7528832.00 7780884.74 Agency Mortgage-Backed Securities FMAC N/A 3142K8W78 2056-07-01 5.500000 0.00 7596384.00 7710455.52 Agency Mortgage-Backed Securities GNMA N/A 36178YJ30 2043-01-20 3.500000 0.00 3008250.00 369193.85 Agency Mortgage-Backed Securities GNMA N/A 36179S5N3 2047-04-20 4.500000 0.00 11997936.00 913249.05 Agency Mortgage-Backed Securities GNMA N/A 36179VBG4 2049-12-20 3.500000 0.00 1400000.00 167436.88 Agency Mortgage-Backed Securities GNMA N/A 36179VFN5 2050-02-20 2.500000 0.00 31300000.00 5979806.39 Agency Mortgage-Backed Securities GNMA N/A 36179WJT6 2051-07-20 3.500000 0.00 360000.00 176618.37 Agency Mortgage-Backed Securities GNMA N/A 36179WM62 2051-09-20 3.500000 0.00 1708152.00 759428.57 Agency Mortgage-Backed Securities GNMA N/A 36179XVU7 2053-03-20 6.000000 0.00 1700000.00 740517.90 Agency Mortgage-Backed Securities GNMA N/A 3617AU2B5 2047-07-15 4.000000 0.00 1000000.00 50030.71 Agency Mortgage-Backed Securities GNMA N/A 3617FXL98 2052-09-20 5.500000 0.00 343000.00 211270.24 Agency Mortgage-Backed Securities GNMA N/A 3617GRCN9 2048-04-15 3.000000 0.00 127811.00 70161.49 Agency Mortgage-Backed Securities GNMA N/A 3617N1FE5 2050-06-20 2.500000 0.00 1541960.00 980622.94 Agency Mortgage-Backed Securities GNMA N/A 3617Q6U46 2050-10-20 3.000000 0.00 827000.00 483911.57 Agency Mortgage-Backed Securities GNMA N/A 3617WTGV5 2039-12-20 5.000000 0.00 1118724.00 673496.89 Agency Mortgage-Backed Securities GNMA N/A 3617X5NM8 2052-02-20 2.500000 0.00 10686800.00 5097083.90 Agency Mortgage-Backed Securities GNMA N/A 3617XBQW0 2039-10-20 5.500000 0.00 1751722.00 794850.59 Agency Mortgage-Backed Securities GNMA N/A 3617XBS81 2051-11-20 2.500000 0.00 800000.00 516467.68 Agency Mortgage-Backed Securities GNMA N/A 3617YYVS2 2052-05-15 5.000000 0.00 1832832.00 1174907.83 Agency Mortgage-Backed Securities GNMA N/A 3618BTEH9 2053-06-20 6.000000 0.00 1127636.00 709720.09 Agency Mortgage-Backed Securities GNMA N/A 3618F2B38 2063-05-20 6.500000 0.00 7144368.00 1770247.18 Agency Mortgage-Backed Securities GNMA N/A 3618FLJX2 2053-09-20 6.500000 0.00 1581898.00 1310416.01 Agency Mortgage-Backed Securities GNMA N/A 3618FXCZ8 2054-04-20 6.500000 0.00 1115130.00 647968.89 Agency Mortgage-Backed Securities GNMA N/A 3618H07F8 2054-05-20 6.500000 0.00 3124640.00 1716440.39 Agency Mortgage-Backed Securities GNMA N/A 3618HBZ22 2054-05-20 6.500000 0.00 1352710.00 1200078.82 Agency Mortgage-Backed Securities GNMA N/A 3618HKK44 2054-07-20 6.500000 0.00 5026408.00 2750716.38 Agency Mortgage-Backed Securities GNMA N/A 3618HT3C6 2054-07-20 7.000000 0.00 1721946.00 1811933.54 Agency Mortgage-Backed Securities GNMA N/A 3618JQGF9 2055-02-20 6.500000 0.00 1474844.00 1369096.05 Agency Mortgage-Backed Securities GNMA N/A 3618KWBK8 2065-06-20 6.000000 0.00 3197128.00 2808423.34 Agency Mortgage-Backed Securities GNMA N/A 3618L2U22 2065-05-20 6.500000 0.00 1946282.00 1734849.40 Agency Mortgage-Backed Securities GNMA N/A 3618L5GN5 2055-07-20 6.500000 0.00 2702480.00 2817012.85 Agency Mortgage-Backed Securities GNMA N/A 3618L76T9 2065-07-20 3.000000 0.00 411450.00 363256.94 Agency Mortgage-Backed Securities GNMA N/A 3618L8HF5 2055-06-20 7.000000 0.00 19205056.00 19630356.63 Agency Mortgage-Backed Securities GNMA N/A 3618LLQP4 2065-08-20 7.000000 0.00 11883760.00 12186703.20 Agency Mortgage-Backed Securities GNMA N/A 3618LLXQ4 2055-08-20 7.000000 0.00 8832576.00 9412103.99 Agency Mortgage-Backed Securities GNMA N/A 3618M2UC9 2055-09-20 6.500000 0.00 4241864.00 3620055.29 Agency Mortgage-Backed Securities GNMA N/A 3618MBJ32 2055-11-20 6.000000 0.00 1116674.00 1166248.67 Agency Mortgage-Backed Securities GNMA N/A 3618MY4L8 2056-06-20 6.000000 0.00 238066.00 248205.55 Agency Mortgage-Backed Securities GNMA N/A 3618N0S68 2056-06-20 6.000000 0.00 205304.00 212512.91 Agency Mortgage-Backed Securities GNMA N/A 3618N2MG8 2056-04-20 6.000000 0.00 1090452.00 1138638.42 Agency Mortgage-Backed Securities GNMA N/A 3618N6HV2 2056-04-20 5.500000 0.00 103667712.00 104674878.77 Agency Mortgage-Backed Securities GNMA N/A 3618NKA55 2065-02-20 7.000000 0.00 8559392.00 3934297.75 Agency Mortgage-Backed Securities GNMA N/A 3618NNGU8 2055-08-20 7.000000 0.00 15163375.00 15676468.44 Agency Mortgage-Backed Securities GNMA N/A 3618NNGV6 2055-08-20 7.000000 0.00 5464816.00 5747708.15 Agency Mortgage-Backed Securities GNMA N/A 3618NNGY0 2055-08-20 7.000000 0.00 1418102.00 1503615.23 Agency Mortgage-Backed Securities GNMA N/A 3618NXNR5 2055-11-20 6.500000 0.00 1461994.00 1313228.42 Agency Mortgage-Backed Securities GNMA N/A 3618V2WX1 2056-06-20 5.500000 0.00 1962184.00 2006073.26 Agency Mortgage-Backed Securities GNMA N/A 3618V4ZY2 2056-02-20 6.000000 0.00 123078.00 127180.98 Agency Mortgage-Backed Securities GNMA N/A 3618V66Y9 2056-01-20 6.000000 0.00 11379760.00 11366884.86 Agency Mortgage-Backed Securities GNMA N/A 3618VAC64 2056-04-20 6.000000 0.00 1529780.00 1577780.11 Agency Mortgage-Backed Securities GNMA N/A 3618VJ2P4 2056-06-20 6.000000 0.00 1788310.00 1851107.10 Agency Mortgage-Backed Securities GNMA N/A 3618VMJJ3 2044-04-20 3.500000 0.00 1112742.00 1010497.08 Agency Mortgage-Backed Securities GNMA N/A 3618VVVF7 2056-06-20 6.000000 0.00 51270400.00 52892202.37 Agency Mortgage-Backed Securities GNMA N/A 3618VVW25 2056-06-20 5.500000 0.00 37931120.00 38708956.64 Agency Mortgage-Backed Securities GNMA N/A 3618VWT27 2056-06-20 6.500000 0.00 227335.00 240039.87 Agency Mortgage-Backed Securities GNMA N/A 3618W0CF5 2056-06-20 6.000000 0.00 15319296.00 15957411.06 Agency Mortgage-Backed Securities GNMA N/A 3618W2NL6 2056-06-20 6.000000 0.00 1656766.00 1723269.14 Agency Mortgage-Backed Securities GNMA N/A 3618W2NN2 2056-06-20 6.000000 0.00 3768080.00 3913453.79 Agency Mortgage-Backed Securities GNMA N/A 36210N6P9 2029-01-20 3.500000 0.00 1010772.00 12994.23 Agency Mortgage-Backed Securities GNMA N/A 3622ABLL4 2052-01-20 2.500000 0.00 378613.00 236653.98 Agency Mortgage-Backed Securities GNMA N/A 3622ABRP9 2052-02-15 4.000000 0.00 2346440.00 1419457.80 Agency Mortgage-Backed Securities GNMA N/A 3622AC2A7 2052-09-20 5.000000 0.00 6550984.00 6293432.06 Agency Mortgage-Backed Securities GNMA N/A 3622ACLF5 2051-03-20 2.000000 0.00 600000.00 377795.75 Agency Mortgage-Backed Securities GNMA N/A 3622ACMQ0 2048-02-15 5.000000 0.00 8777968.00 5836147.66 Agency Mortgage-Backed Securities GNMA N/A 36230UJH3 2041-02-15 4.000000 0.00 1397290.00 159852.92 Agency Mortgage-Backed Securities GNMA N/A 36297GU81 2028-01-15 2.500000 0.00 1057323.00 5846.27 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 475000000.00 475000000.00 0.1163 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BANK 3.650000% N/A G5GSEF7VJP5I7OUK5573 0 BNTC9UDB8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC N/A 3131WFD73 2035-02-01 5.500000 0.00 953227.00 13936.77 Agency Mortgage-Backed Securities FMAC N/A 3131WNWK6 2040-01-01 5.500000 0.00 7112245.00 359625.09 Agency Mortgage-Backed Securities FMAC N/A 3131X8M60 2028-01-01 2.500000 0.00 5000000.00 99437.42 Agency Mortgage-Backed Securities FMAC N/A 3131X9HH0 2028-06-01 2.500000 0.00 1023.00 26.94 Agency Mortgage-Backed Securities FMAC N/A 3131XJY30 2042-08-01 3.000000 0.00 159744.00 17850.21 Agency Mortgage-Backed Securities FMAC N/A 3131XPL22 2043-12-01 3.500000 0.00 100000.00 12171.04 Agency Mortgage-Backed Securities FMAC N/A 3131XSBA9 2045-07-01 3.500000 0.00 359220.00 49931.44 Agency Mortgage-Backed Securities FMAC N/A 3131XUD95 2046-04-01 3.500000 0.00 3887.00 378.89 Agency Mortgage-Backed Securities FMAC N/A 3131Y9L68 2049-02-01 4.000000 0.00 3718992.00 778131.93 Agency Mortgage-Backed Securities FMAC N/A 31329KKB9 2028-10-01 6.000000 0.00 2000000.00 6516.60 Agency Mortgage-Backed Securities FMAC N/A 3132A2E32 2038-02-01 6.000000 0.00 4311563.00 35263.30 Agency Mortgage-Backed Securities FMAC N/A 3132A46S2 2042-04-01 3.500000 0.00 3250000.00 237128.00 Agency Mortgage-Backed Securities FMAC N/A 3132A5BV6 2044-02-01 3.500000 0.00 72477.00 5234.02 Agency Mortgage-Backed Securities FMAC N/A 3132A5EK7 2045-11-01 3.500000 0.00 3850024.00 374383.03 Agency Mortgage-Backed Securities FMAC N/A 3132A5J97 2048-09-01 3.000000 0.00 961433.00 128737.25 Agency Mortgage-Backed Securities FMAC N/A 3132A5JT3 2048-05-01 4.500000 0.00 16248672.00 1260953.43 Agency Mortgage-Backed Securities FMAC N/A 3132A9VG9 2033-09-01 3.000000 0.00 6621196.00 334616.62 Agency Mortgage-Backed Securities FMAC N/A 3132ADYE2 2034-01-01 3.000000 0.00 9837684.00 1087527.07 Agency Mortgage-Backed Securities FMAC N/A 3132D6CY4 2037-11-01 3.000000 0.00 796766.00 465590.60 Agency Mortgage-Backed Securities FMAC N/A 3132DPTF5 2053-02-01 5.000000 0.00 15413392.00 11510182.84 Agency Mortgage-Backed Securities FMAC N/A 3132DV5X9 2050-05-01 3.000000 0.00 15769296.00 3705953.56 Agency Mortgage-Backed Securities FMAC N/A 3133AGJT7 2051-02-01 1.500000 0.00 2557720.00 1597564.95 Agency Mortgage-Backed Securities FMAC N/A 3133KQK54 2053-01-01 5.500000 0.00 27224224.00 19176162.48 Agency Mortgage-Backed Securities FMAC N/A 3133L7SJ7 2035-06-01 2.500000 0.00 299983.00 76679.37 Agency Mortgage-Backed Securities FMAC N/A 3133L9DS9 2037-11-01 1.500000 0.00 25642.00 18094.24 Agency Mortgage-Backed Securities FNMA N/A 3138A36S1 2041-01-01 3.500000 0.00 3990000.00 170008.19 Agency Mortgage-Backed Securities FNMA N/A 3138ERTU4 2041-07-01 6.000000 0.00 1710541.00 283422.00 Agency Mortgage-Backed Securities FNMA N/A 3138MC3F9 2042-10-01 3.500000 0.00 550746.00 65496.56 Agency Mortgage-Backed Securities FNMA N/A 3138WDZN4 2045-01-01 4.000000 0.00 92217600.00 10108257.01 Agency Mortgage-Backed Securities FNMA N/A 3138WFLC8 2045-09-01 3.500000 0.00 805852.00 72739.50 Agency Mortgage-Backed Securities FNMA N/A 3138WGHL1 2046-01-01 3.500000 0.00 473000.00 47675.22 Agency Mortgage-Backed Securities FNMA N/A 3138WGLA0 2046-02-01 3.500000 0.00 488998.00 60179.79 Agency Mortgage-Backed Securities FNMA N/A 3138WHBL5 2046-05-01 3.500000 0.00 578000.00 43333.05 Agency Mortgage-Backed Securities FNMA N/A 3138WHU26 2046-08-01 3.000000 0.00 103423488.00 13671613.35 Agency Mortgage-Backed Securities FNMA N/A 3138WHYT3 2046-09-01 3.500000 0.00 1361302.00 302158.80 Agency Mortgage-Backed Securities FNMA N/A 3138XZP39 2044-07-01 3.500000 0.00 59571776.00 5313569.25 Agency Mortgage-Backed Securities FNMA N/A 3138YTEL4 2045-03-01 3.500000 0.00 78000.00 8637.48 Agency Mortgage-Backed Securities FNMA N/A 3140BWUN6 2055-11-01 6.000000 0.00 1008.00 995.73 Agency Mortgage-Backed Securities FNMA N/A 3140F8K55 2046-06-01 3.500000 0.00 3271044.00 494673.18 Agency Mortgage-Backed Securities FNMA N/A 3140H6DH9 2048-02-01 4.000000 0.00 2008442.00 295057.38 Agency Mortgage-Backed Securities FNMA N/A 3140H7QB6 2048-01-01 4.000000 0.00 746963.00 169362.58 Agency Mortgage-Backed Securities FNMA N/A 3140HH4Z5 2048-06-01 4.000000 0.00 4577502.00 979122.06 Agency Mortgage-Backed Securities FNMA N/A 3140J6C47 2032-01-01 2.500000 0.00 275000.00 27735.21 Agency Mortgage-Backed Securities FNMA N/A 3140J9E56 2047-05-01 3.500000 0.00 1579280.00 286495.96 Agency Mortgage-Backed Securities FNMA N/A 3140L8VA5 2051-05-01 2.500000 0.00 30000000.00 13595664.45 Agency Mortgage-Backed Securities FNMA N/A 3140MM2C1 2037-08-01 3.000000 0.00 489846.00 285704.04 Agency Mortgage-Backed Securities FNMA N/A 3140MSLR4 2052-10-01 5.500000 0.00 18847560.00 13160000.21 Agency Mortgage-Backed Securities FNMA N/A 3140MXFE9 2037-07-01 2.500000 0.00 1014.00 743.19 Agency Mortgage-Backed Securities FNMA N/A 3140N5MU5 2037-10-01 3.000000 0.00 126495.00 66805.36 Agency Mortgage-Backed Securities FNMA N/A 3140QLJ80 2051-07-01 2.000000 0.00 20575617.00 11965844.40 Agency Mortgage-Backed Securities FNMA N/A 3140QNZJ4 2037-04-01 2.500000 0.00 1698225.00 1056043.99 Agency Mortgage-Backed Securities FNMA N/A 3140QQWH4 2052-11-01 6.000000 0.00 1024.00 703.97 Agency Mortgage-Backed Securities FNMA N/A 31418CR89 2047-12-01 3.500000 0.00 3708906.00 448785.37 Agency Mortgage-Backed Securities FNMA N/A 31419AP50 2039-10-01 6.500000 0.00 1198846.00 17046.82 Agency Mortgage-Backed Securities FMAC N/A 31427HGT3 2055-11-01 6.500000 0.00 1889763.00 1781213.68 Agency Mortgage-Backed Securities FMAC N/A 31427QD90 2055-07-01 6.000000 0.00 7000.00 5292.42 Agency Mortgage-Backed Securities GNMA N/A 36179MHA1 2038-03-20 6.000000 0.00 617100.00 20572.32 Agency Mortgage-Backed Securities GNMA N/A 36179NQ43 2043-10-20 3.500000 0.00 14719993.00 1301061.38 Agency Mortgage-Backed Securities GNMA N/A 36179Q6P1 2045-03-20 3.500000 0.00 40000000.00 2763159.65 Agency Mortgage-Backed Securities GNMA N/A 36179RGA1 2045-05-20 4.000000 0.00 1006.00 86.32 Agency Mortgage-Backed Securities GNMA N/A 36179TCX1 2047-07-20 3.500000 0.00 22682333.00 2576266.07 Agency Mortgage-Backed Securities GNMA N/A 36179UGE6 2048-11-20 5.000000 0.00 5754.00 325.31 Agency Mortgage-Backed Securities GNMA N/A 3618HUQG9 2067-01-15 5.240000 0.00 4859510.00 4915633.02 Agency Mortgage-Backed Securities GNMA N/A 3618KLNA1 2061-01-15 5.000000 0.00 525000.00 529266.19 Agency Mortgage-Backed Securities GNMA N/A 3618KRGP3 2060-08-15 5.050000 0.00 112881.00 112479.72 Agency Mortgage-Backed Securities GNMA N/A 3618MDDC4 2055-11-20 6.000000 0.00 7601120.00 7722505.75 Agency Mortgage-Backed Securities GNMA N/A 3618MEUZ2 2055-12-20 6.000000 0.00 601736.00 613719.65 Agency Mortgage-Backed Securities GNMA N/A 3618N53L1 2055-01-20 6.000000 0.00 8242512.00 7177069.94 Agency Mortgage-Backed Securities GNMA N/A 3618NYP34 2056-01-20 6.500000 0.00 4103017.00 3812652.74 Agency Mortgage-Backed Securities GNMA N/A 3618NYQK5 2056-01-20 6.500000 0.00 3999610.00 4094086.16 Agency Mortgage-Backed Securities GNMA N/A 3618V4FJ7 2061-03-15 3.830000 0.00 2848334.00 2609579.61 Agency Mortgage-Backed Securities GNMA N/A 3618V6H92 2066-01-20 7.000000 0.00 1000.00 1051.49 Agency Mortgage-Backed Securities GNMA N/A 36195UN40 2047-03-15 4.500000 0.00 1221396.00 77743.74 Agency Mortgage-Backed Securities GNMA N/A 36202DQY0 2031-12-20 5.500000 0.00 3275672.00 12785.34 Agency Mortgage-Backed Securities GNMA N/A 36241KV21 2038-10-20 6.000000 0.00 915844.00 8873.86 Agency Mortgage-Backed Securities GNMA N/A 36241LEG7 2039-12-15 6.000000 0.00 994405.00 14472.93 Agency Mortgage-Backed Securities GNMA N/A 36296DXP8 2038-04-15 5.500000 0.00 84859.00 151.81 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 150000000.00 150000000.00 0.0367 N Y Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA 3.650000% N/A B4TYDEB6GKMZO031MB27 0 BNTC9UDN2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA N/A 3138EQF49 2045-09-01 3.500000 0.00 59078209.00 10456209.34 Agency Mortgage-Backed Securities FNMA N/A 3138WDN56 2045-01-01 3.500000 0.00 55366598.00 10858182.02 Agency Mortgage-Backed Securities FNMA N/A 3138WEB65 2045-03-01 3.500000 0.00 149953598.00 10461703.39 Agency Mortgage-Backed Securities FNMA N/A 3138WEHB8 2045-04-01 3.500000 0.00 7582049.00 1687922.33 Agency Mortgage-Backed Securities FNMA N/A 3138WERY7 2045-05-01 3.500000 0.00 154395346.00 10637614.42 Agency Mortgage-Backed Securities FNMA N/A 3138WF5Y8 2045-11-01 3.500000 0.00 118141998.00 10988673.38 Agency Mortgage-Backed Securities FNMA N/A 3138WFB88 2045-07-01 3.500000 0.00 102157485.00 10490966.04 Agency Mortgage-Backed Securities FNMA N/A 3138WFMK9 2045-09-01 3.500000 0.00 50096031.00 10562251.54 Agency Mortgage-Backed Securities FNMA N/A 3138WGLV4 2046-02-01 3.500000 0.00 60004306.00 11059864.56 Agency Mortgage-Backed Securities FNMA N/A 3138WGV92 2046-04-01 3.500000 0.00 50054804.00 10598899.82 Agency Mortgage-Backed Securities FNMA N/A 3138WH5T5 2046-10-01 3.500000 0.00 50112891.00 10867301.15 Agency Mortgage-Backed Securities FNMA N/A 3138WJ4G0 2047-03-01 3.500000 0.00 55044591.00 10729835.15 Agency Mortgage-Backed Securities FNMA N/A 3138WKY66 2047-06-01 3.500000 0.00 45088591.00 10182300.38 Agency Mortgage-Backed Securities FNMA N/A 3138WNDJ5 2043-04-01 3.500000 0.00 88048371.00 11062675.49 Agency Mortgage-Backed Securities FNMA N/A 3138WPGU2 2043-04-01 3.000000 0.00 53232446.00 11034415.04 Agency Mortgage-Backed Securities FNMA N/A 3138Y9MJ4 2045-01-01 3.500000 0.00 116861687.00 10389013.60 Agency Mortgage-Backed Securities FNMA N/A 3138YEQ91 2045-04-01 3.500000 0.00 54855655.00 10218855.53 Agency Mortgage-Backed Securities FNMA N/A 3138YUHG9 2045-09-01 3.500000 0.00 65042199.00 10698670.54 Agency Mortgage-Backed Securities FNMA N/A 3138YUHR5 2045-09-01 3.500000 0.00 60254898.00 10478893.54 Agency Mortgage-Backed Securities FNMA N/A 31417A4P1 2042-02-01 3.500000 0.00 73500000.00 10153255.32 Agency Mortgage-Backed Securities FNMA N/A 31417BAM9 2042-02-01 3.500000 0.00 181145231.00 10807657.08 Agency Mortgage-Backed Securities FNMA N/A 31417BCZ8 2042-03-01 3.500000 0.00 100852674.00 10223292.24 Agency Mortgage-Backed Securities FNMA N/A 31417BJF5 2042-03-01 3.500000 0.00 222137705.00 10368528.28 Agency Mortgage-Backed Securities FNMA N/A 31417BP50 2042-04-01 3.500000 0.00 105047920.00 10432590.68 Agency Mortgage-Backed Securities FNMA N/A 31417CSS5 2042-08-01 3.500000 0.00 70284487.00 10599384.77 Agency Mortgage-Backed Securities FNMA N/A 31417DLG6 2042-10-01 3.500000 0.00 76374794.00 11057628.07 Agency Mortgage-Backed Securities FNMA N/A 31417EC33 2042-12-01 3.500000 0.00 69861107.00 10596758.60 Agency Mortgage-Backed Securities FNMA N/A 31417GT89 2043-06-01 3.500000 0.00 100008628.00 11018999.99 Agency Mortgage-Backed Securities FNMA N/A 31417GWC6 2043-06-01 3.000000 0.00 42147917.00 6450393.12 Agency Mortgage-Backed Securities FNMA N/A 31417GZ82 2043-06-01 3.500000 0.00 100046684.00 10443994.45 Agency Mortgage-Backed Securities FNMA N/A 31417HBR4 2043-07-01 3.500000 0.00 62092443.00 10998905.82 Agency Mortgage-Backed Securities FNMA N/A 31418A3U0 2043-11-01 4.500000 0.00 91773855.00 11025055.12 Agency Mortgage-Backed Securities FNMA N/A 31418AHY7 2042-07-01 4.000000 0.00 125623389.00 10828042.79 Agency Mortgage-Backed Securities FNMA N/A 31418AJY5 2042-09-01 4.000000 0.00 120850972.00 11127021.83 Agency Mortgage-Backed Securities FNMA N/A 31418CFD1 2047-01-01 3.000000 0.00 59656633.00 10904244.74 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 350000000.00 350000000.00 0.0857 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) 3.650000% N/A SUVUFHICNZMP2WKHG940 0 BNTC9UE01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA N/A 36179V7D6 2051-02-20 2.000000 0.00 115363317.00 54710988.25 Agency Mortgage-Backed Securities GNMA N/A 36179XVS2 2053-03-20 5.000000 0.00 40828945.00 29058433.19 Agency Mortgage-Backed Securities GNMA N/A 3622AEAV8 2052-04-20 3.000000 0.00 22959129.00 19230578.56 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 100000000.00 100000000.00 0.0245 N Y Y N FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.640000% N/A 549300H47WTHXPU08X20 0 BNTC9UE50 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 91282CJJ1 2033-11-15 4.500000 0.00 200046100.00 204000011.16 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 200000000.00 200000000.00 0.0490 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 3.640000% N/A MBNUM2BPBDO7JBLYG310 0 BNTC9UE76 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 912810RJ9 2044-11-15 3.000000 0.00 100.00 77.65 U.S. Treasuries (including strips) USTR N/A 912810TS7 2043-05-15 3.875000 0.00 31912500.00 28626589.55 U.S. Treasuries (including strips) USTR N/A 91282CJG7 2030-10-31 4.875000 0.00 500.00 518.37 U.S. Treasuries (including strips) USTR N/A 91282CJH5 2028-10-15 2.375000 0.00 80243200.00 88672712.76 U.S. Treasuries (including strips) USTR N/A 91282CKU4 2031-05-31 4.625000 0.00 100.00 102.44 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 115000000.00 115000000.00 0.0282 N Y Y N FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.660000% N/A 549300H47WTHXPU08X20 0 BNTC9UE84 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 91282CKX8 2029-06-30 4.250000 0.00 100.00 100.31 U.S. Treasuries (including strips) USTR N/A 91282CQC8 2033-02-28 3.750000 0.00 4358000.00 4285151.96 U.S. Treasuries (including strips) USTR N/A 91282CQY0 2028-06-30 4.125000 0.00 148716000.00 148714810.27 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 150000000.00 150000000.00 0.0367 N Y Y N Northern Funds 2026-07-08 Kevin P. O Rourke Kevin P. O Rourke President