N-MFP3 0000916620 XXXXXXXX 2026-09-30 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 37 106 2591183410.69 3171989634.78 0.6278 0.7685 2026-09-01 2730912657.81 3296745299.39 0.6438 0.7771 2026-09-02 2587464824.45 3153323883.54 0.6323 0.7705 2026-09-03 2570451750.95 3136337227.56 0.6307 0.7695 2026-09-04 2641597029.13 3207588175.78 0.6294 0.7643 2026-09-08 2564380424.81 3130397988.97 0.6195 0.7562 2026-09-09 2497680440.96 3063724422.64 0.6132 0.7521 2026-09-10 2503310998.45 3069381397.61 0.6107 0.7488 2026-09-11 2473018216.21 3039167867.92 0.6032 0.7413 2026-09-14 2590464890.37 3006640959.59 0.6369 0.7392 2026-09-15 2549604118.41 3010791877.92 0.6270 0.7404 2026-09-16 2711806300.73 2978005750.53 0.6601 0.7248 2026-09-17 2656315405.39 3072526545.48 0.6321 0.7312 2026-09-18 2556173439.27 2972419650.21 0.6230 0.7245 2026-09-21 2528761198.67 2945019099.90 0.6205 0.7226 2026-09-22 2488411975.61 2904681567.13 0.6167 0.7198 2026-09-23 2655152226.19 3091433508.00 0.6290 0.7323 2026-09-24 3215429157.45 3651722129.55 0.6724 0.7636 2026-09-25 2451884692.80 2952826777.40 0.6102 0.7348 2026-09-28 2371843948.20 2872804264.76 0.5947 0.7203 2026-09-29 2383226125.54 2864204674.06 0.5921 0.7116 2026-09-30 44718094.57 4069812062.36 4071072605.69 9387369.64 112652427.49 4012525642.41 4012571277.2100 Y 1.0000 0.0374 2026-09-01 0.0374 2026-09-02 0.0374 2026-09-03 0.0374 2026-09-04 0.0374 2026-09-08 0.0374 2026-09-09 0.0374 2026-09-10 0.0374 2026-09-11 0.0373 2026-09-14 0.0373 2026-09-15 0.0373 2026-09-16 0.0375 2026-09-17 0.0377 2026-09-18 0.0385 2026-09-21 0.0387 2026-09-22 0.0390 2026-09-23 0.0391 2026-09-24 0.0391 2026-09-25 0.0393 2026-09-28 0.0393 2026-09-29 0.0394 2026-09-30 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9998 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9997 2026-09-16 0.9997 2026-09-17 0.9997 2026-09-18 0.9997 2026-09-21 0.9997 2026-09-22 0.9997 2026-09-23 0.9997 2026-09-24 0.9997 2026-09-25 0.9996 2026-09-28 0.9996 2026-09-29 0.9997 2026-09-30 N N Fund Level C000003413 2500.00 4012525642.41 4012571277.2100 0.9999 2026-09-01 0.9999 2026-09-02 0.9999 2026-09-03 0.9999 2026-09-04 0.9999 2026-09-08 0.9999 2026-09-09 0.9998 2026-09-10 0.9998 2026-09-11 0.9997 2026-09-14 0.9997 2026-09-15 0.9997 2026-09-16 0.9997 2026-09-17 0.9997 2026-09-18 0.9997 2026-09-21 0.9997 2026-09-22 0.9997 2026-09-23 0.9997 2026-09-24 0.9997 2026-09-25 0.9996 2026-09-28 0.9996 2026-09-29 0.9997 2026-09-30 219577765.96 82096351.85 2026-09-01 162614532.31 48864449.59 2026-09-02 48504688.74 199617072.81 2026-09-03 79572250.70 95635167.79 2026-09-04 175580917.80 56220745.41 2026-09-08 28600200.45 86120153.24 2026-09-09 100277883.94 167142764.68 2026-09-10 95849090.47 70736188.20 2026-09-11 44297862.84 44981832.17 2026-09-14 51266553.26 84019363.77 2026-09-15 37864524.45 39364012.41 2026-09-16 79363888.43 37551338.44 2026-09-17 180364947.32 86928555.91 2026-09-18 20375409.61 121298322.22 2026-09-21 75244018.36 103081330.06 2026-09-22 32094045.61 72723171.91 2026-09-23 222574306.81 36777078.19 2026-09-24 778994611.21 219013928.04 2026-09-25 45368043.41 809118754.12 2026-09-28 66254526.46 96535940.33 2026-09-29 108333070.14 72229076.20 2026-09-30 2652973138.28 2630055597.34 0.0349 2026-09-01 0.0349 2026-09-02 0.0349 2026-09-03 0.0349 2026-09-04 0.0349 2026-09-08 0.0349 2026-09-09 0.0349 2026-09-10 0.0348 2026-09-11 0.0348 2026-09-14 0.0348 2026-09-15 0.0348 2026-09-16 0.0350 2026-09-17 0.0357 2026-09-18 0.0360 2026-09-21 0.0362 2026-09-22 0.0365 2026-09-23 0.0366 2026-09-24 0.0368 2026-09-25 0.0368 2026-09-28 0.0368 2026-09-29 0.0368 2026-09-30 Y 377754.37 Broker-dealer 0.1577 0.00 Depository institution or other banking institution 0.8177 0.00 Private fund 0.00 0.087 N FEDERAL HOME LOAN BANKS FHLB 3.985000% 3130B52X5 2549001DPIFGXC1TOL40 US3130B52X53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-18 2027-02-18 N N N 0.0401 4999914.80 4999914.80 0.0012 N N N N FEDERAL HOME LOAN BANKS FHLB 3.980000% 3130B6WK8 2549001DPIFGXC1TOL40 US3130B6WK82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-07 2027-07-07 N N N 0.0398 10001485.70 10001485.70 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 4.010000% 3130B87J5 2549001DPIFGXC1TOL40 US3130B87J50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-20 2027-10-20 N N N 0.0403 34998121.55 34998121.55 0.0087 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 0.0417 43084121.38 43084121.38 0.0107 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 0.0417 49948801.50 49948801.50 0.0124 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 0.0408 24962557.00 24962557.00 0.0062 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 0.0401 19971674.20 19971674.20 0.0050 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 0.0436 20561040.24 20561040.24 0.0051 N N N N FEDERAL HOME LOAN BANKS FHLB 3.995000% 3130BA3X3 2549001DPIFGXC1TOL40 US3130BA3X38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-30 2028-03-30 N N N 0.0401 15000131.85 15000131.85 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 3.995000% 3130BA7D3 2549001DPIFGXC1TOL40 US3130BA7D38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-06 2028-04-06 N N N 0.0401 10000085.70 10000085.70 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 3.980000% 3130BB7B5 2549001DPIFGXC1TOL40 US3130BB7B53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-17 2027-12-17 N N N 0.0400 20000363.40 20000363.40 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 3.980000% 3130BB7M1 2549001DPIFGXC1TOL40 US3130BB7M19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-22 2027-12-22 N N N 0.0400 20000367.00 20000367.00 0.0050 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANK 4.000000% 3130BBLZ6 2549001DPIFGXC1TOL40 US3130BBLZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-24 2028-07-24 N N N 0.0402 15000401.10 15000401.10 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 4.000000% 3130BBMH5 2549001DPIFGXC1TOL40 US3130BBMH57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-21 2028-07-21 N N N 0.0402 25000947.00 25000947.00 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 4.005000% 3130BBQB4 2549001DPIFGXC1TOL40 US3130BBQB42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-28 2028-07-28 N N N 0.0401 20005086.80 20005086.80 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 3.910000% 3130BBWW1 2549001DPIFGXC1TOL40 US3130BBWW15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-25 2026-11-25 N N N 0.0393 29999701.80 29999701.80 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 4.000000% 3130BBXB6 2549001DPIFGXC1TOL40 US3130BBXB68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-25 2028-08-25 N N N 0.0402 30000713.10 30000713.10 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 4.000000% 3130BBYK5 2549001DPIFGXC1TOL40 US3130BBYK58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-28 2028-08-28 N N N 0.0402 20000582.20 20000582.20 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 3.905000% 3130BC3F8 2549001DPIFGXC1TOL40 US3130BC3F85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-08 2026-12-08 N N N 0.0392 24999896.50 24999896.50 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 3.905000% 3130BC3T8 2549001DPIFGXC1TOL40 US3130BC3T89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-14 2026-12-14 N N N 0.0391 20000416.80 20000416.80 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 3.905000% 3130BC5V1 2549001DPIFGXC1TOL40 US3130BC5V18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-16 2026-12-16 N N N 0.0392 20634910.24 20634910.24 0.0051 N N N N FEDERAL HOME LOAN BANKS FHLB 3.910000% 3130BCAK9 2549001DPIFGXC1TOL40 US3130BCAK97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-15 2026-12-15 N N N 0.0393 29999884.50 29999884.50 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 3.915000% 3130BCAZ6 2549001DPIFGXC1TOL40 US3130BCAZ66 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-19 2027-01-19 N N N 0.0393 75000064.50 75000064.50 0.0187 N N N N FEDERAL HOME LOAN BANKS FHLB 4.400000% 3130BCBL6 2549001DPIFGXC1TOL40 US3130BCBL61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-09-17 2027-09-17 2027-09-17 N N N 0.0461 39921810.40 39921810.40 0.0099 N N N N FEDERAL HOME LOAN BANKS FHLB 3.915000% 3130BCGC1 2549001DPIFGXC1TOL40 US3130BCGC18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-05 2027-01-05 2027-01-05 N N N 0.0377 50000000.00 50000000.00 0.0125 N N N N FEDERAL HOME LOAN BANKS FHLB 3130BCGE7 2549001DPIFGXC1TOL40 US3130BCGE73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-05 2027-01-05 N N N 0.0000 44994150.00 44994150.00 0.0112 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANK 313384AL3 2549001DPIFGXC1TOL40 US313384AL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-11 2027-01-11 2027-01-11 N N N 0.0399 49429208.50 49429208.50 0.0123 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 0.0399 19762816.60 19762816.60 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 313384BM0 2549001DPIFGXC1TOL40 US313384BM06 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N 0.0406 49279111.00 49279111.00 0.0123 N N N N FEDERAL HOME LOAN BANKS FHLB 313384CP2 2549001DPIFGXC1TOL40 US313384CP28 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-03 2027-03-03 2027-03-03 N N N 0.0409 49125194.50 49125194.50 0.0122 N N N N FEDERAL HOME LOAN BANKS FHLB 313384MC0 2549001DPIFGXC1TOL40 US313384MC05 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-09-24 2027-09-24 2027-09-24 N N N 0.0434 19489413.46 19489413.46 0.0049 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 0.0381 21624383.14 21624383.14 0.0054 N N Y 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 0.0381 94698375.00 94698375.00 0.0236 N N Y 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 0.0392 64589488.60 64589488.60 0.0161 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.010000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-03 2027-02-03 N N N 0.0396 5001139.95 5001139.95 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.020000% 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-30 2026-12-30 N N N 0.0399 5000613.00 5000613.00 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.040000% 3133ERVT5 254900C5LP6DN9OP9V83 US3133ERVT58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0404 20000000.00 20000000.00 0.0050 N Y Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.020000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-23 2026-10-23 N N N 0.0397 15000502.35 15000502.35 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.980000% 3133ETCY1 254900C5LP6DN9OP9V83 US3133ETCY11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-12 2027-01-12 N N N 0.0396 5000534.15 5000534.15 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.015000% 3133ETGE1 254900C5LP6DN9OP9V83 US3133ETGE11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-12 2027-05-12 N N N 0.0390 25016804.25 25016804.25 0.0062 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.000000% 3133ETHC4 254900C5LP6DN9OP9V83 US3133ETHC46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-19 2027-03-19 N N N 0.0397 5000642.15 5000642.15 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.980000% 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-23 2027-06-23 N N N 0.0401 4999604.15 4999604.15 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.990000% 3133ETNE3 254900C5LP6DN9OP9V83 US3133ETNE38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-24 2027-06-24 N N N 0.0402 14999317.05 14999317.05 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.980000% 3133ETNS2 254900C5LP6DN9OP9V83 US3133ETNS24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-29 2027-06-29 N N N 0.0396 5001508.20 5001508.20 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.000000% 3133ETPS0 254900C5LP6DN9OP9V83 US3133ETPS06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-15 2027-07-15 N N N 0.0403 24998821.00 24998821.00 0.0062 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.015000% 3133ETSD0 254900C5LP6DN9OP9V83 US3133ETSD00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-04 2027-08-04 N N N 0.0398 15002688.00 15002688.00 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.995000% 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-12 2027-11-12 N N N 0.0399 10002286.50 10002286.50 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.035000% 3133ETZJ9 254900C5LP6DN9OP9V83 US3133ETZJ96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-24 2027-09-24 N N N 0.0398 5001771.45 5001771.45 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 0.0410 14972358.75 14972358.75 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3.995000% 3133EWHH6 254900C5LP6DN9OP9V83 US3133EWHH61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-17 2028-02-17 N N N 0.0400 9999752.40 9999752.40 0.0025 N N N N FEDERAL FARM CREDIT BANKS 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securities, U.S. Treasuries, and cash Y N N Y FMAC N/A 3130G0TF1 2056-08-01 7.000000 0.00 5000.00 5169.56 Agency Mortgage-Backed Securities FMAC N/A 3131X8F35 2027-11-01 2.500000 0.00 6000.00 65.91 Agency Mortgage-Backed Securities FMAC N/A 3131XKRE1 2042-11-01 3.000000 0.00 5178.00 337.97 Agency Mortgage-Backed Securities FMAC N/A 3131XLCW5 2043-01-01 3.000000 0.00 6000.00 875.81 Agency Mortgage-Backed Securities FMAC N/A 3131XLM87 2043-02-01 3.000000 0.00 6006.00 778.99 Agency Mortgage-Backed Securities FMAC N/A 3131XMJR7 2043-04-01 3.500000 0.00 8000.00 467.97 Agency Mortgage-Backed Securities FMAC N/A 3131XNM67 2043-08-01 3.000000 0.00 5000.00 667.96 Agency Mortgage-Backed Securities FMAC N/A 3131XQHY5 2044-05-01 4.500000 0.00 3000.00 675.19 Agency Mortgage-Backed Securities FMAC N/A 3131XSBC5 2045-08-01 3.000000 0.00 4172.00 536.57 Agency Mortgage-Backed Securities FMAC N/A 3131XVSK2 2045-01-01 3.500000 0.00 4000.00 590.80 Agency Mortgage-Backed Securities FMAC N/A 3131Y0VM1 2048-03-01 3.000000 0.00 42603.00 16135.55 Agency Mortgage-Backed Securities FMAC N/A 31329KHD9 2027-10-01 6.000000 0.00 2048308.00 994.77 Agency Mortgage-Backed Securities FMAC N/A 3132A3YS3 2042-01-01 4.000000 0.00 5168.00 396.30 Agency Mortgage-Backed Securities FMAC N/A 3132A4AD0 2042-10-01 3.000000 0.00 8000.00 685.98 Agency Mortgage-Backed Securities FMAC N/A 3132A5A39 2043-08-01 3.500000 0.00 6000.00 575.98 Agency Mortgage-Backed Securities FMAC N/A 3132A5AH8 2043-01-01 3.000000 0.00 5003.00 618.59 Agency Mortgage-Backed Securities FMAC N/A 3132A5DT9 2045-05-01 3.500000 0.00 4000.00 363.31 Agency Mortgage-Backed Securities FMAC N/A 3132A5EP6 2045-12-01 3.500000 0.00 8000.00 731.50 Agency Mortgage-Backed Securities FMAC N/A 3132A5J22 2048-07-01 4.500000 0.00 6000.00 449.36 Agency Mortgage-Backed Securities FMAC N/A 3132A5JS5 2048-06-01 4.500000 0.00 6000.00 429.68 Agency Mortgage-Backed Securities FMAC N/A 3132AAUN2 2045-12-01 4.500000 0.00 5000.00 436.19 Agency Mortgage-Backed Securities FMAC N/A 3132ACRQ5 2048-08-01 4.500000 0.00 6000.00 386.80 Agency Mortgage-Backed Securities FMAC N/A 3132ACS43 2048-03-01 4.000000 0.00 5000.00 986.62 Agency Mortgage-Backed Securities FMAC N/A 3132ACYJ3 2048-10-01 4.500000 0.00 3000.00 230.04 Agency Mortgage-Backed Securities FMAC N/A 3132CW4B7 2038-02-01 3.000000 0.00 36952.00 20604.53 Agency Mortgage-Backed Securities FMAC N/A 3132CWDW1 2034-11-01 2.500000 0.00 3000.00 679.57 Agency Mortgage-Backed Securities FMAC N/A 3132D6CY4 2037-11-01 3.000000 0.00 4000.00 2139.76 Agency Mortgage-Backed Securities FMAC N/A 3132DMC60 2049-10-01 5.000000 0.00 4144.00 379.20 Agency Mortgage-Backed Securities FMAC N/A 3132DMKC8 2050-03-01 5.000000 0.00 5048.00 610.36 Agency Mortgage-Backed Securities FMAC N/A 3132DV5X9 2050-05-01 3.000000 0.00 7064.00 1514.28 Agency Mortgage-Backed Securities FMAC N/A 3132E0B50 2053-08-01 5.500000 0.00 15192496.00 10611398.76 Agency Mortgage-Backed Securities FMAC N/A 3133A4BS4 2050-04-01 3.000000 0.00 6000.00 1602.20 Agency Mortgage-Backed Securities FMAC N/A 3133KJF23 2050-04-01 3.000000 0.00 56960.00 8631.21 Agency Mortgage-Backed Securities FMAC N/A 3133L9DS9 2037-11-01 1.500000 0.00 25642.00 17051.00 Agency Mortgage-Backed Securities FMAC N/A 3133L9KP7 2038-08-01 3.000000 0.00 8000.00 5320.30 Agency Mortgage-Backed Securities FNMA N/A 31385XQ91 2033-11-01 5.500000 0.00 1024.00 4.52 Agency Mortgage-Backed Securities FNMA N/A 3138EGCR3 2040-02-01 4.500000 0.00 3214.00 80.63 Agency Mortgage-Backed Securities FNMA N/A 3138ETT55 2028-11-01 2.500000 0.00 9000.00 186.72 Agency Mortgage-Backed Securities FNMA N/A 3138M5VQ9 2042-08-01 3.500000 0.00 8872.00 927.30 Agency Mortgage-Backed Securities FNMA N/A 3138W9SE1 2043-09-01 3.000000 0.00 3220.00 483.49 Agency Mortgage-Backed Securities FNMA N/A 3138WDZN4 2045-01-01 4.000000 0.00 6309.00 608.24 Agency Mortgage-Backed Securities FNMA N/A 3138WEBZ1 2045-03-01 3.500000 0.00 4000.00 603.07 Agency Mortgage-Backed Securities FNMA N/A 3138WENC9 2045-05-01 3.500000 0.00 6000.00 945.74 Agency Mortgage-Backed Securities FNMA N/A 3138WGC77 2045-12-01 3.500000 0.00 2000.00 168.36 Agency Mortgage-Backed Securities FNMA N/A 3138WHL34 2046-07-01 3.500000 0.00 7000.00 629.28 Agency Mortgage-Backed Securities FNMA N/A 3138WLA52 2047-07-01 4.500000 0.00 8000.00 1331.47 Agency Mortgage-Backed Securities FNMA N/A 3138XZP39 2044-07-01 3.500000 0.00 6080.00 478.17 Agency Mortgage-Backed Securities FNMA N/A 31409VLS0 2036-02-01 6.500000 0.00 8000.00 421.12 Agency Mortgage-Backed Securities FNMA N/A 3140BWUN6 2055-11-01 6.000000 0.00 2024.00 1861.61 Agency Mortgage-Backed Securities FNMA N/A 3140EUJ34 2046-03-01 3.500000 0.00 5000.00 1148.46 Agency Mortgage-Backed Securities FNMA N/A 3140F2WU0 2046-04-01 3.500000 0.00 3000.00 457.94 Agency Mortgage-Backed Securities FNMA N/A 3140H6D63 2048-02-01 4.500000 0.00 5240.00 843.73 Agency Mortgage-Backed Securities FNMA N/A 3140H6DH9 2048-02-01 4.000000 0.00 4000.00 544.69 Agency Mortgage-Backed Securities FNMA N/A 3140J8GM9 2046-11-01 3.500000 0.00 6001.00 889.45 Agency Mortgage-Backed Securities FNMA N/A 3140J9KH3 2048-08-01 3.500000 0.00 3000.00 900.30 Agency Mortgage-Backed Securities FNMA N/A 3140J9UC3 2047-05-01 3.500000 0.00 5000.00 1034.69 Agency Mortgage-Backed Securities FNMA N/A 3140J9X30 2046-07-01 4.500000 0.00 5000.00 1022.82 Agency Mortgage-Backed Securities FNMA N/A 3140K05F1 2049-11-01 3.000000 0.00 89091.00 16087.50 Agency Mortgage-Backed Securities FNMA N/A 3140Q7HP5 2047-08-01 4.000000 0.00 8000.00 733.98 Agency Mortgage-Backed Securities FNMA N/A 3140Q8KD6 2047-11-01 3.500000 0.00 11670260.00 1327858.64 Agency Mortgage-Backed Securities FNMA N/A 3140Q95B5 2048-11-01 4.500000 0.00 6000.00 436.43 Agency Mortgage-Backed Securities FNMA N/A 3140QBCT3 2049-06-01 4.500000 0.00 3168.00 406.84 Agency Mortgage-Backed Securities FNMA N/A 3140QLJ80 2051-07-01 2.000000 0.00 8000.00 4258.72 Agency Mortgage-Backed Securities FNMA N/A 3140QM4Y7 2052-01-01 2.500000 0.00 6000.00 3431.84 Agency Mortgage-Backed Securities FNMA N/A 3140QMTD6 2051-12-01 2.000000 0.00 7000.00 3946.75 Agency Mortgage-Backed Securities FNMA N/A 3140QNER9 2047-02-01 2.000000 0.00 5000.00 2868.82 Agency Mortgage-Backed Securities FNMA N/A 3140QNSN3 2037-03-01 3.000000 0.00 78737.00 35520.05 Agency Mortgage-Backed Securities FNMA N/A 3140QQBR5 2037-05-01 2.500000 0.00 61205.00 35372.72 Agency Mortgage-Backed Securities FNMA N/A 3140QRH48 2053-02-01 6.000000 0.00 3120.00 1759.89 Agency Mortgage-Backed Securities FNMA N/A 3140QRHW6 2053-02-01 5.500000 0.00 1144.00 743.57 Agency Mortgage-Backed Securities FNMA N/A 3140ULC74 2056-07-01 5.500000 0.00 4048.00 3848.23 Agency Mortgage-Backed Securities FNMA N/A 3140W0DY8 2054-05-01 6.000000 0.00 3072.00 2266.39 Agency Mortgage-Backed Securities FNMA N/A 3140W3QN2 2055-08-01 6.500000 0.00 4096.00 3380.59 Agency Mortgage-Backed Securities FNMA N/A 3140W3QZ5 2054-06-01 6.000000 0.00 9000.00 7206.31 Agency Mortgage-Backed Securities FNMA N/A 3140W4C47 2055-11-01 5.500000 0.00 1024.00 884.97 Agency Mortgage-Backed Securities FNMA N/A 3140W5PW8 2056-02-01 5.500000 0.00 6000.00 5204.34 Agency Mortgage-Backed Securities FNMA N/A 3140XB4F4 2051-07-01 3.000000 0.00 6000.00 3405.17 Agency Mortgage-Backed Securities FNMA N/A 3140XG2P3 2047-03-01 2.000000 0.00 6000.00 3547.51 Agency Mortgage-Backed Securities FNMA N/A 3140XKC32 2053-01-01 5.500000 0.00 7000.00 4408.40 Agency Mortgage-Backed Securities FNMA N/A 3140Y8VC7 2056-04-01 6.500000 0.00 2048.00 2016.89 Agency Mortgage-Backed Securities FNMA N/A 3140Y8VG8 2056-04-01 6.500000 0.00 4048.00 3764.91 Agency Mortgage-Backed Securities FNMA N/A 31410GN66 2037-03-01 6.500000 0.00 4000.00 34.12 Agency Mortgage-Backed Securities FNMA N/A 31410KXL3 2038-10-01 6.000000 0.00 6000.00 35.97 Agency Mortgage-Backed Securities FNMA N/A 31412X7F5 2037-07-01 6.000000 0.00 25935.00 219.06 Agency Mortgage-Backed Securities FNMA N/A 31418AVW5 2028-07-01 2.500000 0.00 5000.00 144.86 Agency Mortgage-Backed Securities FNMA N/A 31418BPP5 2045-03-01 3.500000 0.00 6000.00 616.50 Agency Mortgage-Backed Securities FNMA N/A 31418CHF4 2047-03-01 3.500000 0.00 3000.00 344.98 Agency Mortgage-Backed Securities FNMA N/A 31418DES7 2049-08-01 3.000000 0.00 5000.00 467.31 Agency Mortgage-Backed Securities FNMA N/A 31418DFQ0 2049-09-01 3.000000 0.00 2056.00 228.97 Agency Mortgage-Backed Securities FNMA N/A 31418DLQ3 2040-02-01 3.000000 0.00 5000.00 786.85 Agency Mortgage-Backed Securities FNMA N/A 31418DXK3 2051-03-01 2.000000 0.00 7000.00 3445.04 Agency Mortgage-Backed Securities FNMA N/A 31418DZ39 2036-06-01 2.500000 0.00 11000.00 4406.92 Agency Mortgage-Backed Securities FNMA N/A 31418EBG4 2037-02-01 3.000000 0.00 6000.00 2644.79 Agency Mortgage-Backed Securities FNMA N/A 31418ECR9 2052-04-01 3.000000 0.00 6000.00 3597.33 Agency Mortgage-Backed Securities FNMA N/A 31418EJV3 2037-10-01 3.500000 0.00 3900.00 1898.66 Agency Mortgage-Backed Securities FNMA N/A 31418FQC4 2055-10-01 4.000000 0.00 8000.00 6723.30 Agency Mortgage-Backed Securities FNMA N/A 31419EX95 2040-09-01 5.000000 0.00 3163.00 136.80 Agency Mortgage-Backed Securities FMAC N/A 31427C5C3 2055-10-01 6.000000 0.00 15392420.00 13992046.73 Agency Mortgage-Backed Securities FMAC N/A 31427KXN0 2055-10-01 6.500000 0.00 2048.00 1799.63 Agency Mortgage-Backed Securities FMAC N/A 31427P6M1 2053-09-01 5.500000 0.00 15528.00 13046.30 Agency Mortgage-Backed Securities FMAC N/A 31427QTC6 2055-11-01 6.000000 0.00 2048.00 1901.04 Agency Mortgage-Backed Securities FMAC N/A 31427RZF0 2056-03-01 5.500000 0.00 6002.00 5443.37 Agency Mortgage-Backed Securities FMAC N/A 3142GQXY3 2054-01-01 5.500000 0.00 22954720.00 17193655.31 Agency Mortgage-Backed Securities FMAC N/A 3142GWDZ9 2055-12-01 5.500000 0.00 5144.00 4660.35 Agency Mortgage-Backed Securities FMAC N/A 3142GWM63 2056-01-01 6.500000 0.00 8016.00 7752.27 Agency Mortgage-Backed Securities FMAC N/A 3142JYLU4 2056-04-01 6.500000 0.00 31000.00 29647.04 Agency Mortgage-Backed Securities GNMA N/A 36179TAJ4 2046-12-20 3.000000 0.00 6443926.00 747984.03 Agency Mortgage-Backed Securities GNMA N/A 36179TQS7 2048-01-20 5.000000 0.00 4294683.00 356129.68 Agency Mortgage-Backed Securities GNMA N/A 36179UKZ4 2049-01-20 5.000000 0.00 4096.00 205.12 Agency Mortgage-Backed Securities GNMA N/A 36179UMN9 2049-01-20 5.000000 0.00 13942.00 780.21 Agency Mortgage-Backed Securities GNMA N/A 36179UQ70 2049-03-20 5.000000 0.00 13449.00 868.34 Agency Mortgage-Backed Securities GNMA N/A 36179VFP0 2050-02-20 3.000000 0.00 48277631.00 6776743.15 Agency Mortgage-Backed Securities GNMA N/A 36179VSL5 2050-08-20 4.500000 0.00 2249998.00 436530.59 Agency Mortgage-Backed Securities GNMA N/A 36179W7K8 2052-06-20 3.000000 0.00 4000.00 2297.72 Agency Mortgage-Backed Securities GNMA N/A 36179WDQ8 2051-04-20 2.000000 0.00 5353.00 2411.37 Agency Mortgage-Backed Securities GNMA N/A 36179WQB7 2051-10-20 3.000000 0.00 7000.00 3494.46 Agency Mortgage-Backed Securities GNMA N/A 36179YDG6 2053-07-20 4.000000 0.00 4000.00 2902.37 Agency Mortgage-Backed Securities GNMA N/A 36179YRG1 2054-02-20 5.000000 0.00 201000.00 145279.80 Agency Mortgage-Backed Securities GNMA N/A 3617JGHX3 2049-02-15 4.500000 0.00 4717347.00 176347.93 Agency Mortgage-Backed Securities GNMA N/A 3617M6FP0 2050-01-20 5.000000 0.00 1477705.00 699849.76 Agency Mortgage-Backed Securities GNMA N/A 3617Q9PX2 2050-08-20 3.500000 0.00 24901.00 15394.60 Agency Mortgage-Backed Securities GNMA N/A 3617U4PY6 2051-01-20 3.500000 0.00 17887.00 8083.37 Agency Mortgage-Backed Securities GNMA N/A 3617V84B9 2051-05-20 3.500000 0.00 18023.00 13636.70 Agency Mortgage-Backed Securities GNMA N/A 3617V84C7 2051-05-20 3.500000 0.00 18290.00 9850.71 Agency Mortgage-Backed Securities GNMA N/A 3617V84S2 2051-06-20 3.500000 0.00 18460.00 11281.87 Agency Mortgage-Backed Securities GNMA N/A 3617X9CR1 2042-01-20 4.000000 0.00 1557240.00 923975.70 Agency Mortgage-Backed Securities GNMA N/A 36180ACA9 2054-10-20 5.500000 0.00 10238.00 6801.07 Agency Mortgage-Backed Securities GNMA N/A 36184NB26 2045-04-15 4.000000 0.00 658564.00 66761.73 Agency Mortgage-Backed Securities GNMA N/A 3618H9UB2 2064-05-15 6.010000 0.00 18109.00 18346.68 Agency Mortgage-Backed Securities GNMA N/A 3618KLPH4 2054-05-15 5.560000 0.00 898586.00 855238.11 Agency Mortgage-Backed Securities GNMA N/A 3618KU4J3 2060-08-15 4.900000 0.00 246864.00 231881.77 Agency Mortgage-Backed Securities GNMA N/A 3618M65D6 2055-11-20 6.500000 0.00 3585420.00 2542849.27 Agency Mortgage-Backed Securities GNMA N/A 3618M9HU9 2056-03-20 6.500000 0.00 2090054.00 2135194.17 Agency Mortgage-Backed Securities GNMA N/A 3618MACA5 2056-07-20 6.500000 0.00 3010199.00 3133662.89 Agency Mortgage-Backed Securities GNMA N/A 3618MGBP0 2056-02-20 6.500000 0.00 1229354.00 1210792.63 Agency Mortgage-Backed Securities GNMA N/A 3618MUQJ7 2056-03-20 5.000000 0.00 2045628.00 1901988.37 Agency Mortgage-Backed Securities GNMA N/A 3618N1Z68 2056-02-20 6.500000 0.00 1516273.00 1551770.21 Agency Mortgage-Backed Securities GNMA N/A 3618N5C23 2054-12-20 3.500000 0.00 10313.00 8159.58 Agency Mortgage-Backed Securities GNMA N/A 3618N5EV7 2055-01-20 5.500000 0.00 1362157.00 897506.04 Agency Mortgage-Backed Securities GNMA N/A 3618N5EY1 2054-12-20 7.000000 0.00 14362.00 4904.69 Agency Mortgage-Backed Securities GNMA N/A 3618N5MR7 2055-05-20 6.000000 0.00 14943.00 8430.36 Agency Mortgage-Backed Securities GNMA N/A 3618N5RH4 2055-07-20 6.500000 0.00 6967.00 3552.20 Agency Mortgage-Backed Securities GNMA N/A 3618N6BC0 2056-02-20 4.000000 0.00 77429248.00 65883353.92 Agency Mortgage-Backed Securities GNMA N/A 3618N6FH5 2056-04-20 3.500000 0.00 175828.00 145617.25 Agency Mortgage-Backed Securities GNMA N/A 3618N6HT7 2056-05-20 4.500000 0.00 5010.00 4462.94 Agency Mortgage-Backed Securities GNMA N/A 3618N6HW0 2056-04-20 6.000000 0.00 7476.00 7312.60 Agency Mortgage-Backed Securities GNMA N/A 3618N6K22 2046-05-20 3.000000 0.00 10160.00 8410.32 Agency Mortgage-Backed Securities GNMA N/A 3618N6M95 2056-07-20 4.500000 0.00 15944.00 14245.13 Agency Mortgage-Backed Securities GNMA N/A 3618NKQH2 2056-07-20 6.000000 0.00 968102.00 979972.47 Agency Mortgage-Backed Securities GNMA N/A 3618V4FK4 2061-04-15 3.830000 0.00 800000.00 700984.61 Agency Mortgage-Backed Securities GNMA N/A 3618V5FP0 2055-12-20 6.250000 0.00 1165800.00 1174938.47 Agency Mortgage-Backed Securities GNMA N/A 3618VE6M8 2056-04-20 6.000000 0.00 2185851.00 2195797.62 Agency Mortgage-Backed Securities GNMA N/A 3618VGLE4 2061-06-15 4.730000 0.00 800000.00 750045.32 Agency Mortgage-Backed Securities GNMA N/A 3618VGLW4 2061-06-15 5.250000 0.00 598682.00 578376.99 Agency Mortgage-Backed Securities GNMA N/A 3618VHXY5 2056-06-20 6.500000 0.00 1163886.00 1185487.79 Agency Mortgage-Backed Securities GNMA N/A 3618W0G79 2056-07-20 5.500000 0.00 1489790.00 1453957.01 Agency Mortgage-Backed Securities GNMA N/A 36201NM49 2033-01-15 6.000000 0.00 34769.00 468.15 Agency Mortgage-Backed Securities GNMA N/A 36202C2W2 2028-05-20 6.000000 0.00 60000.00 24.35 Agency Mortgage-Backed Securities GNMA N/A 36202DEL1 2029-11-20 7.500000 0.00 50327.00 20.40 Agency Mortgage-Backed Securities GNMA N/A 36202DFZ9 2030-02-20 8.000000 0.00 55000.00 29.58 Agency Mortgage-Backed Securities GNMA N/A 36202DJU6 2030-09-20 9.000000 0.00 3854974.00 895.44 Agency Mortgage-Backed Securities GNMA N/A 36202FEH5 2040-02-20 4.500000 0.00 11000.00 349.90 Agency Mortgage-Backed Securities GNMA N/A 36208RYX6 2028-09-15 7.000000 0.00 216000.00 134.85 Agency Mortgage-Backed Securities GNMA N/A 36208V6R1 2028-04-15 7.000000 0.00 221200.00 45.60 Agency Mortgage-Backed Securities GNMA N/A 36209AEM8 2028-07-15 6.000000 0.00 148815.00 35.81 Agency Mortgage-Backed Securities GNMA N/A 36209BUM8 2028-07-15 7.000000 0.00 182900.00 62.12 Agency Mortgage-Backed Securities GNMA N/A 36210APZ4 2028-09-15 7.000000 0.00 110199.00 16.71 Agency Mortgage-Backed Securities GNMA N/A 36213FQX4 2033-04-15 6.000000 0.00 295000.00 86.62 Agency Mortgage-Backed Securities GNMA N/A 36224DT96 2028-06-15 7.000000 0.00 140808.00 14.51 Agency Mortgage-Backed Securities GNMA N/A 36225A7K0 2028-11-15 7.000000 0.00 30700.00 15.71 Agency Mortgage-Backed Securities GNMA N/A 36225BA81 2028-12-15 7.000000 0.00 213700.00 76.08 Agency Mortgage-Backed Securities GNMA N/A 36225BBJ6 2028-12-15 6.000000 0.00 843678.00 669.02 Agency Mortgage-Backed Securities GNMA N/A 36225BE61 2029-06-15 5.500000 0.00 2546455.00 1588.43 Agency Mortgage-Backed Securities GNMA N/A 36225BHZ4 2029-07-15 6.000000 0.00 26725.00 26.54 Agency Mortgage-Backed Securities GNMA N/A 3622A2RT1 2045-12-20 3.000000 0.00 1588220.00 153601.09 Agency Mortgage-Backed Securities GNMA N/A 3622AEWK8 2066-09-20 6.000000 0.00 11000000.00 10876341.66 Agency Mortgage-Backed Securities GNMA N/A 36291CDA0 2034-08-15 6.000000 0.00 37999.00 34.78 Agency Mortgage-Backed Securities GNMA N/A 36291H4G6 2034-09-15 6.000000 0.00 33485.00 2201.11 Agency Mortgage-Backed Securities GNMA N/A 36296RV61 2038-09-15 6.000000 0.00 24000.00 279.14 Agency Mortgage-Backed Securities Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 150000000.00 150000000.00 0.0374 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 3.880000% N/A MBNUM2BPBDO7JBLYG310 0 BNTCQD666 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 91282CPA3 2030-09-30 3.625000 0.00 153676000.00 145860038.64 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 143000000.00 143000000.00 0.0356 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) 3.890000% N/A SUVUFHICNZMP2WKHG940 0 BNTCQD6A7 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 36179TSG1 2048-02-20 3.500000 0.00 50000000.00 5281894.61 Agency Mortgage-Backed Securities GNMA N/A 36179VBF6 2049-12-20 3.000000 0.00 30000000.00 4377568.85 Agency Mortgage-Backed Securities GNMA N/A 36179WVU9 2052-01-20 2.500000 0.00 10000000.00 5425810.58 Agency Mortgage-Backed Securities GNMA N/A 36179XLG9 2052-11-20 4.500000 0.00 8159000.00 5392242.44 Agency Mortgage-Backed Securities GNMA N/A 3618FFXZ4 2053-09-20 6.500000 0.00 8166041.00 5642901.35 Agency Mortgage-Backed Securities GNMA N/A 3618G0JS8 2054-02-20 7.500000 0.00 5984568.00 4155827.47 Agency Mortgage-Backed Securities GNMA N/A 3618GR7F0 2054-02-20 7.500000 0.00 7339813.00 5438769.99 Agency Mortgage-Backed Securities GNMA N/A 3618M0VH1 2055-11-20 5.000000 0.00 5641174.00 5144483.38 Agency Mortgage-Backed Securities GNMA N/A 3618N2D52 2056-04-20 5.500000 0.00 5210491.00 5125397.73 Agency Mortgage-Backed Securities GNMA N/A 3618N2DC7 2056-04-20 5.500000 0.00 4512524.00 4438085.41 Agency Mortgage-Backed Securities GNMA N/A 3618N4A36 2056-04-20 6.000000 0.00 5727882.00 5700428.37 Agency Mortgage-Backed Securities GNMA N/A 3618N5ZM4 2055-11-20 6.000000 0.00 6472000.00 5053462.90 Agency Mortgage-Backed Securities GNMA N/A 3618V8CG7 2056-04-20 6.000000 0.00 5191683.00 5158145.91 Agency Mortgage-Backed Securities GNMA N/A 3618W0VD9 2056-07-20 7.500000 0.00 4158519.00 4478294.72 Agency Mortgage-Backed Securities GNMA N/A 3618W0VE7 2056-07-20 7.000000 0.00 5310521.00 5654028.38 Agency Mortgage-Backed Securities GNMA N/A 3618W4ZR6 2056-07-20 6.500000 0.00 5026265.00 5234649.29 Agency Mortgage-Backed Securities GNMA N/A 3618W5Y60 2056-07-20 5.500000 0.00 1628806.00 1577175.42 Agency Mortgage-Backed Securities GNMA N/A 3618W8X65 2056-07-20 6.000000 0.00 5324144.00 5256759.07 Agency Mortgage-Backed Securities GNMA N/A 3618WH3W1 2056-09-20 5.500000 0.00 4946180.00 4799325.72 Agency Mortgage-Backed Securities GNMA N/A 3618WKFE1 2056-09-20 6.000000 0.00 4909028.00 4910438.53 Agency Mortgage-Backed Securities GNMA N/A 3618WLMV3 2056-08-20 5.500000 0.00 4904716.00 4754310.14 Agency Mortgage-Backed Securities Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 100000000.00 100000000.00 0.0249 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 3.890000% N/A MBNUM2BPBDO7JBLYG310 0 BNTCQD6L3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y USTR N/A 912797VK0 2026-10-06 0.00 0.00 38697600.00 38672833.54 U.S. Treasuries (including strips) USTR N/A 912797VZ7 2026-12-01 0.00 0.00 3365600.00 3342411.02 U.S. Treasuries (including strips) USTR N/A 91282CBL4 2031-02-15 1.125000 0.00 52587000.00 44684817.24 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 85000000.00 85000000.00 0.0212 N Y Y N Northern Funds 2026-10-07 Kevin P. O Rourke Kevin P. O Rourke President