Form N-MFP2 NORTHERN INSTITUTIONAL For: Nov 30

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December 7, 2021 11:29 AM EST
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    N-MFP2
    
      
        
          0000710124
          XXXXXXXX
        
      
      
      
      
      
      
      
    
  
  
    
      2021-11-30
      0000710124
      549300Y178DO5JBR1S04
      S000001286
      3
      N
      N
    
    
      002-80543
      
        Northern Trust Investments, Inc.
        801-33358
      
      
        Deloitte & Touche LLP
        Chicago
        IL
      
      
        Northern Trust Investments, Inc.
      
      
        The Northern Trust Company
        0000838981
        085-05127
      
      N
      N
      N
      Exempt Government
      Government/Agency
      N
      57
      103
      
        17030129590.87
        17506590826.19
        17718229051.71
        16980438525.37
        0.00
      
      
        18025113878.42
        18537573358.18
        18834215453.11
        18196428744.95
        0.00
      
      
        0.7358
        0.7389
        0.7398
        0.7324
        0.0000
      
      
        0.7765
        0.7825
        0.7864
        0.7848
        0.0000
      
      150370183.42
      22838916490.00
      22840174619.15
      11967029.78
      185521855.68
      22816989976.67
      22816854408.6400
      1.0000
      0.0008
      
        1.0000
        1.0000
        1.0000
        1.0000
        0.0000
      
    
    
      C000003449
      5000000.00
      22816989976.67
      22816854408.6400
      
        1.0000
        1.0000
        1.0000
        1.0000
        0.0000
      
      
        5818256147.90
        5631100159.66
      
      
        4967993683.13
        4674697133.95
      
      
        5656808488.59
        5408283403.79
      
      
        4149048071.07
        4839287262.66
      
      
        0.00
        0.00
      
      
        22961632395.90
        23331144963.31
      
      0.0000
      Y
      The Investment Advisor Reimbursed $3,609,326.51 of fees during the period
    
    
      C000003450
      0.00
      0.00
      0.0000
      
        1.0000
        1.0000
        1.0000
        0.0000
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        1203.16
      
      
        0.00
        0.00
      
      
        0.00
        1203.16
      
      0.0000
      Y
      The Investment Advisor Reimbursed $0.22 of fees during the period
    
    
      C000003451
      0.00
      0.00
      0.0000
      
        0.0000
        0.0000
        0.0000
        0.0000
        0.0000
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0000
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.129999%
      3130AKD45
      2549001DPIFGXC1TOL40
      US3130AKD455
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-10-26
      2022-10-26
      N
      N
      N
      0.0008
      60025252.80
      60025252.80
      0.0026
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.124999%
      3130AKET9
      2549001DPIFGXC1TOL40
      US3130AKET95
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-10-28
      2022-10-28
      N
      N
      N
      0.0008
      55022761.75
      55022761.75
      0.0024
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.060000%
      3130AN2U3
      2549001DPIFGXC1TOL40
      US3130AN2U37
      U.S. Government Agency Debt
      Y
      2022-03-29
      2022-03-29
      2022-03-29
      N
      N
      N
      0.0010
      19997922.60
      19997922.60
      0.0009
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.050000%
      3130AN5S5
      2549001DPIFGXC1TOL40
      US3130AN5S53
      U.S. Government Agency Debt
      Y
      2021-12-06
      2021-12-06
      2021-12-06
      N
      N
      N
      0.0007
      284999697.90
      284999697.90
      0.0125
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.045000%
      3130ANCY4
      2549001DPIFGXC1TOL40
      US3130ANCY48
      U.S. Government Agency Debt
      Y
      2021-12-16
      2021-12-16
      2021-12-16
      N
      N
      N
      0.0009
      174997525.50
      174997525.50
      0.0077
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.050000%
      3130ANR69
      2549001DPIFGXC1TOL40
      US3130ANR699
      U.S. Government Agency Debt
      Y
      2022-02-04
      2022-02-04
      2022-02-04
      N
      N
      N
      0.0004
      275010202.50
      275010202.50
      0.0121
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.050000%
      3130ANRE2
      2549001DPIFGXC1TOL40
      US3130ANRE29
      U.S. Government Agency Debt
      Y
      2022-02-18
      2022-02-18
      2022-02-18
      N
      N
      N
      0.0004
      210008448.30
      210008448.30
      0.0092
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.050000%
      3130ANS50
      2549001DPIFGXC1TOL40
      US3130ANS507
      U.S. Government Agency Debt
      Y
      2022-03-03
      2022-03-03
      2022-03-03
      N
      N
      N
      0.0004
      95004003.30
      95004003.30
      0.0042
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.050000%
      3130ANS92
      2549001DPIFGXC1TOL40
      US3130ANS929
      U.S. Government Agency Debt
      Y
      2022-02-28
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0004
      125005355.00
      125005355.00
      0.0055
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.050000%
      3130ANVT4
      2549001DPIFGXC1TOL40
      US3130ANVT42
      U.S. Government Agency Debt
      Y
      2022-03-25
      2022-03-25
      2022-03-25
      N
      N
      N
      0.0008
      274978588.50
      274978588.50
      0.0121
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.050000%
      3130ANX21
      2549001DPIFGXC1TOL40
      US3130ANX218
      U.S. Government Agency Debt
      Y
      2022-04-01
      2022-04-01
      2022-04-01
      N
      N
      N
      0.0010
      119982730.80
      119982730.80
      0.0053
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.050000%
      3130ANXY1
      2549001DPIFGXC1TOL40
      US3130ANXY19
      U.S. Government Agency Debt
      Y
      2022-04-07
      2022-04-07
      2022-04-07
      N
      N
      N
      0.0010
      279955947.60
      279955947.60
      0.0123
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.050000%
      3130ANY20
      2549001DPIFGXC1TOL40
      US3130ANY208
      U.S. Government Agency Debt
      Y
      2022-04-12
      2022-04-12
      2022-04-12
      N
      N
      N
      0.0010
      279952685.60
      279952685.60
      0.0123
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB 0.040000%
      3130APFK6
      2549001DPIFGXC1TOL40
      US3130APFK64
      U.S. Government Agency Debt
      Y
      2022-03-04
      2022-03-04
      2022-03-04
      N
      N
      N
      -0.0001
      50006936.50
      50006936.50
      0.0022
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313F78
      US313313F781
      U.S. Government Agency Debt
      Y
      2022-09-14
      2022-09-14
      2022-09-14
      N
      N
      N
      0.0019
      9985074.50
      9985074.50
      0.0004
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313QM3
      US313313QM39
      U.S. Government Agency Debt
      Y
      2021-12-14
      2021-12-14
      2021-12-14
      N
      N
      N
      0.0003
      34999620.95
      34999620.95
      0.0015
      N
      N
      Y
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313RA8
      US313313RA81
      U.S. Government Agency Debt
      Y
      2021-12-27
      2021-12-27
      2021-12-27
      N
      N
      N
      0.0003
      8999805.06
      8999805.06
      0.0004
      N
      N
      Y
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313RL4
      US313313RL47
      U.S. Government Agency Debt
      Y
      2022-01-06
      2022-01-06
      2022-01-06
      N
      N
      N
      0.0004
      29998800.30
      29998800.30
      0.0013
      N
      N
      Y
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313RQ3
      US313313RQ34
      U.S. Government Agency Debt
      Y
      2022-01-10
      2022-01-10
      2022-01-10
      N
      N
      N
      0.0004
      5999733.42
      5999733.42
      0.0003
      N
      N
      Y
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313SE9
      US313313SE94
      U.S. Government Agency Debt
      Y
      2022-01-24
      2022-01-24
      2022-01-24
      N
      N
      N
      0.0004
      999940.01
      999940.01
      0.0000
      N
      N
      Y
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313SU3
      US313313SU37
      U.S. Government Agency Debt
      Y
      2022-02-07
      2022-02-07
      2022-02-07
      N
      N
      N
      0.0005
      8999150.22
      8999150.22
      0.0004
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313TR9
      US313313TR98
      U.S. Government Agency Debt
      Y
      2022-02-28
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0005
      6999135.01
      6999135.01
      0.0003
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313UQ9
      US313313UQ96
      U.S. Government Agency Debt
      Y
      2022-03-23
      2022-03-23
      2022-03-23
      N
      N
      N
      0.0007
      19995646.40
      19995646.40
      0.0009
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313UV8
      US313313UV81
      U.S. Government Agency Debt
      Y
      2022-03-28
      2022-03-28
      2022-03-28
      N
      N
      N
      0.0007
      4998863.05
      4998863.05
      0.0002
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313VC9
      US313313VC91
      U.S. Government Agency Debt
      Y
      2022-04-04
      2022-04-04
      2022-04-04
      N
      N
      N
      0.0008
      4998622.95
      4998622.95
      0.0002
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313VK1
      US313313VK18
      U.S. Government Agency Debt
      Y
      2022-04-11
      2022-04-11
      2022-04-11
      N
      N
      N
      0.0008
      5793313.94
      5793313.94
      0.0003
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313WC8
      US313313WC82
      U.S. Government Agency Debt
      Y
      2022-04-28
      2022-04-28
      2022-04-28
      N
      N
      N
      0.0008
      9996713.00
      9996713.00
      0.0004
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313WG9
      US313313WG96
      U.S. Government Agency Debt
      Y
      2022-05-02
      2022-05-02
      2022-05-02
      N
      N
      N
      0.0010
      4483107.69
      4483107.69
      0.0002
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313XM5
      US313313XM55
      U.S. Government Agency Debt
      Y
      2022-05-31
      2022-05-31
      2022-05-31
      N
      N
      N
      0.0010
      49974880.00
      49974880.00
      0.0022
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313YL6
      US313313YL63
      U.S. Government Agency Debt
      Y
      2022-06-23
      2022-06-23
      2022-06-23
      N
      N
      N
      0.0012
      29979855.00
      29979855.00
      0.0013
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313YR3
      US313313YR34
      U.S. Government Agency Debt
      Y
      2022-06-28
      2022-06-28
      2022-06-28
      N
      N
      N
      0.0012
      24982803.00
      24982803.00
      0.0011
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB
      313313YZ5
      US313313YZ59
      U.S. Government Agency Debt
      Y
      2022-07-06
      2022-07-06
      2022-07-06
      N
      N
      N
      0.0014
      44962242.30
      44962242.30
      0.0020
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB
      313385QH2
      2549001DPIFGXC1TOL40
      US313385QH21
      U.S. Government Agency Debt
      Y
      2021-12-10
      2021-12-10
      2021-12-10
      N
      N
      N
      0.0003
      234998237.50
      234998237.50
      0.0103
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB
      313385SP2
      2549001DPIFGXC1TOL40
      US313385SP29
      U.S. Government Agency Debt
      Y
      2022-02-02
      2022-02-02
      2022-02-02
      N
      N
      N
      0.0005
      39996501.20
      39996501.20
      0.0018
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB
      313385SW7
      2549001DPIFGXC1TOL40
      US313385SW79
      U.S. Government Agency Debt
      Y
      2022-02-09
      2022-02-09
      2022-02-09
      N
      N
      N
      0.0005
      119988337.20
      119988337.20
      0.0053
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB
      313385SY3
      2549001DPIFGXC1TOL40
      US313385SY36
      U.S. Government Agency Debt
      Y
      2022-02-11
      2022-02-11
      2022-02-11
      N
      N
      N
      0.0005
      94990502.85
      94990502.85
      0.0042
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB
      313385UP9
      2549001DPIFGXC1TOL40
      US313385UP90
      U.S. Government Agency Debt
      Y
      2022-03-22
      2022-03-22
      2022-03-22
      N
      N
      N
      0.0007
      99978427.00
      99978427.00
      0.0044
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      FHLB
      313385WL6
      2549001DPIFGXC1TOL40
      US313385WL68
      U.S. Government Agency Debt
      Y
      2022-05-06
      2022-05-06
      2022-05-06
      N
      N
      N
      0.0010
      94958863.10
      94958863.10
      0.0042
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.194997%
      3133EL2B9
      US3133EL2B97
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-07-28
      2022-07-28
      N
      N
      N
      0.0006
      35031573.85
      35031573.85
      0.0015
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING 0.229996%
      3133ELD68
      US3133ELD681
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-05-27
      2022-05-27
      N
      N
      N
      0.0006
      100086552.00
      100086552.00
      0.0044
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.229996%
      3133ELHG2
      US3133ELHG24
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-01-14
      2022-01-14
      N
      N
      N
      0.0006
      15003107.85
      15003107.85
      0.0007
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.249998%
      3133ELN59
      US3133ELN599
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-06-23
      2022-06-23
      N
      N
      N
      0.0006
      110119253.20
      110119253.20
      0.0048
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.399999%
      3133ELWG5
      US3133ELWG58
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-04-07
      2022-04-07
      N
      N
      N
      0.0006
      45055018.35
      45055018.35
      0.0020
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUNDING 0.369997%
      3133ELWM2
      US3133ELWM27
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-01-12
      2022-01-12
      N
      N
      N
      0.0006
      65023578.10
      65023578.10
      0.0028
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.479998%
      3133ELWV2
      US3133ELWV26
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-01-21
      2022-01-21
      N
      N
      N
      0.0005
      20011256.60
      20011256.60
      0.0009
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.129999%
      3133EMDQ2
      US3133EMDQ25
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-10-14
      2022-10-14
      N
      N
      N
      0.0006
      18286472.68
      18286472.68
      0.0008
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.124999%
      3133EMFQ0
      US3133EMFQ07
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0006
      34020925.98
      34020925.98
      0.0015
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.109998%
      3133EMLK6
      US3133EMLK62
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-10-21
      2022-10-21
      N
      N
      N
      0.0007
      20006807.40
      20006807.40
      0.0009
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.129999%
      3133EMLY6
      US3133EMLY66
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-11-01
      2022-11-01
      N
      N
      N
      0.0005
      15007034.10
      15007034.10
      0.0007
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.109998%
      3133EMMS8
      US3133EMMS89
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-01-13
      2023-01-13
      N
      N
      N
      0.0008
      50018831.00
      50018831.00
      0.0022
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.109998%
      3133EMNH1
      US3133EMNH16
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-01-20
      2023-01-20
      N
      N
      N
      0.0007
      25012885.50
      25012885.50
      0.0011
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.135000%
      3133EMNJ7
      US3133EMNJ71
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-01-19
      2023-01-19
      N
      N
      N
      0.0006
      30017195.70
      30017195.70
      0.0013
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.104997%
      3133EMPZ9
      US3133EMPZ95
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-02-09
      2023-02-09
      N
      N
      N
      0.0007
      60027694.20
      60027694.20
      0.0026
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.090000%
      3133ENAG5
      US3133ENAG52
      U.S. Government Agency Debt
      Y
      2022-10-07
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0017
      154887775.35
      154887775.35
      0.0068
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.099997%
      3133ENEK2
      US3133ENEK29
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-08-22
      2023-08-22
      N
      N
      N
      0.0010
      50000544.00
      50000544.00
      0.0022
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FFCB 0.099997%
      3133ENFM7
      US3133ENFM75
      U.S. Government Agency Debt
      Y
      2021-12-01
      2023-09-29
      2023-09-29
      N
      N
      N
      0.0010
      25000206.75
      25000206.75
      0.0011
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FHLMC FLOAT 0.189997%
      3134GVGQ5
      US3134GVGQ51
      U.S. Government Agency Debt
      Y
      2021-12-01
      2021-12-10
      2021-12-10
      N
      N
      N
      0.0006
      90003037.50
      90003037.50
      0.0039
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FHLMC 0.149997%
      3134GW2G0
      US3134GW2G01
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-08-19
      2022-08-19
      N
      N
      N
      0.0008
      100053925.00
      100053925.00
      0.0044
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FNMA 0.399999%
      3135G03B7
      US3135G03B75
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-04-07
      2022-04-07
      N
      N
      N
      0.0007
      85099501.00
      85099501.00
      0.0037
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FNMA 0.439999%
      3135G03J0
      US3135G03J02
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-04-15
      2022-04-15
      N
      N
      N
      0.0006
      95136610.00
      95136610.00
      0.0042
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FNMA 0.360000%
      3135G03V3
      US3135G03V30
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-01-24
      2022-01-24
      N
      N
      N
      0.0005
      85039519.05
      85039519.05
      0.0037
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FNMA 0.369997%
      3135G04A8
      US3135G04A83
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-04-28
      2022-04-28
      N
      N
      N
      0.0006
      85110764.35
      85110764.35
      0.0037
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FNMA 0.369997%
      3135G04D2
      US3135G04D23
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-04-27
      2022-04-27
      N
      N
      N
      0.0005
      50064975.50
      50064975.50
      0.0022
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FNMA 0.279997%
      3135G04J9
      US3135G04J92
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-05-06
      2022-05-06
      N
      N
      N
      0.0007
      150141750.00
      150141750.00
      0.0066
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FNMA 0.239997%
      3135G04P5
      US3135G04P52
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-05-19
      2022-05-19
      N
      N
      N
      0.0008
      75056265.00
      75056265.00
      0.0033
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FNMA 0.239997%
      3135G04T7
      US3135G04T74
      U.S. Government Agency Debt
      Y
      2021-12-01
      2022-05-27
      2022-05-27
      N
      N
      N
      0.0007
      90076187.70
      90076187.70
      0.0039
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FNMA 2.000000%
      3135G0S38
      US3135G0S387
      U.S. Government Agency Debt
      Y
      2022-01-05
      2022-01-05
      2022-01-05
      N
      N
      N
      0.0009
      25044975.00
      25044975.00
      0.0011
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FNMA 2.625000%
      3135G0U92
      US3135G0U920
      U.S. Government Agency Debt
      Y
      2022-01-11
      2022-01-11
      2022-01-11
      N
      N
      N
      0.0001
      40291875.90
      40291875.90
      0.0018
      N
      N
      N
      N
    
    
      UNITED STATES TREASURY
      TREASURY
      9127965G0
      254900HROIFWPRGM1V77
      US9127965G05
      U.S. Treasury Debt
      Y
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      0.0003
      254999788.35
      254999788.35
      0.0112
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY
      912796M89
      254900HROIFWPRGM1V77
      US912796M895
      U.S. Treasury Debt
      Y
      2022-10-06
      2022-10-06
      2022-10-06
      N
      N
      N
      0.0019
      54909831.90
      54909831.90
      0.0024
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY
      912796N96
      254900HROIFWPRGM1V77
      US912796N968
      U.S. Treasury Debt
      Y
      2022-11-03
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0021
      59879709.60
      59879709.60
      0.0026
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY
      912796P94
      254900HROIFWPRGM1V77
      US912796P948
      U.S. Treasury Debt
      Y
      2022-12-01
      2022-12-01
      2022-12-01
      N
      N
      N
      0.0025
      74813250.00
      74813250.00
      0.0033
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY
      912796Q44
      254900HROIFWPRGM1V77
      US912796Q441
      U.S. Treasury Debt
      Y
      2022-06-02
      2022-06-02
      2022-06-02
      N
      N
      N
      0.0010
      104946916.20
      104946916.20
      0.0046
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 2.000000%
      9128283C2
      254900HROIFWPRGM1V77
      US9128283C28
      U.S. Treasury Debt
      Y
      2022-10-31
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0023
      168652108.96
      168652108.96
      0.0074
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.750000%
      9128286Y1
      254900HROIFWPRGM1V77
      US9128286Y11
      U.S. Treasury Debt
      Y
      2022-06-15
      2022-06-15
      2022-06-15
      N
      N
      N
      0.0012
      25217773.50
      25217773.50
      0.0011
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.750000%
      9128287C8
      254900HROIFWPRGM1V77
      US9128287C81
      U.S. Treasury Debt
      Y
      2022-07-15
      2022-07-15
      2022-07-15
      N
      N
      N
      0.0014
      40393750.00
      40393750.00
      0.0018
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.750000%
      912828J76
      254900HROIFWPRGM1V77
      US912828J769
      U.S. Treasury Debt
      Y
      2022-03-31
      2022-03-31
      2022-03-31
      N
      N
      N
      0.0007
      75414240.00
      75414240.00
      0.0033
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.750000%
      912828L57
      254900HROIFWPRGM1V77
      US912828L575
      U.S. Treasury Debt
      Y
      2022-09-30
      2022-09-30
      2022-09-30
      N
      N
      N
      0.0018
      30382031.40
      30382031.40
      0.0013
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.875000%
      912828M49
      254900HROIFWPRGM1V77
      US912828M490
      U.S. Treasury Debt
      Y
      2022-10-31
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0024
      167462110.20
      167462110.20
      0.0073
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 2.000000%
      912828M80
      254900HROIFWPRGM1V77
      US912828M805
      U.S. Treasury Debt
      Y
      2022-11-30
      2022-11-30
      2022-11-30
      N
      N
      N
      0.0024
      10172656.20
      10172656.20
      0.0004
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.750000%
      912828SV3
      254900HROIFWPRGM1V77
      US912828SV33
      U.S. Treasury Debt
      Y
      2022-05-15
      2022-05-15
      2022-05-15
      N
      N
      N
      0.0010
      232752650.00
      232752650.00
      0.0102
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.625000%
      912828TJ9
      254900HROIFWPRGM1V77
      US912828TJ95
      U.S. Treasury Debt
      Y
      2022-08-15
      2022-08-15
      2022-08-15
      N
      N
      N
      0.0014
      55562890.90
      55562890.90
      0.0024
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.625000%
      912828TY6
      254900HROIFWPRGM1V77
      US912828TY62
      U.S. Treasury Debt
      Y
      2022-11-15
      2022-11-15
      2022-11-15
      N
      N
      N
      0.0024
      298837303.95
      298837303.95
      0.0131
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.875000%
      912828W89
      254900HROIFWPRGM1V77
      US912828W895
      U.S. Treasury Debt
      Y
      2022-03-31
      2022-03-31
      2022-03-31
      N
      N
      N
      0.0007
      65385784.10
      65385784.10
      0.0029
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.875000%
      912828X47
      254900HROIFWPRGM1V77
      US912828X471
      U.S. Treasury Debt
      Y
      2022-04-30
      2022-04-30
      2022-04-30
      N
      N
      N
      0.0009
      120887166.00
      120887166.00
      0.0053
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.875000%
      912828XD7
      254900HROIFWPRGM1V77
      US912828XD79
      U.S. Treasury Debt
      Y
      2022-05-31
      2022-05-31
      2022-05-31
      N
      N
      N
      0.0011
      654643180.20
      654643180.20
      0.0287
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 2.125000%
      912828XG0
      254900HROIFWPRGM1V77
      US912828XG01
      U.S. Treasury Debt
      Y
      2022-06-30
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0012
      404593752.00
      404593752.00
      0.0177
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.750000%
      912828XR6
      254900HROIFWPRGM1V77
      US912828XR65
      U.S. Treasury Debt
      Y
      2022-05-31
      2022-05-31
      2022-05-31
      N
      N
      N
      0.0011
      55461996.88
      55461996.88
      0.0024
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 1.625000%
      912828YW4
      254900HROIFWPRGM1V77
      US912828YW42
      U.S. Treasury Debt
      Y
      2022-12-15
      2022-12-15
      2022-12-15
      N
      N
      N
      0.0025
      86188672.30
      86188672.30
      0.0038
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 0.375000%
      912828ZG8
      254900HROIFWPRGM1V77
      US912828ZG82
      U.S. Treasury Debt
      Y
      2022-03-31
      2022-03-31
      2022-03-31
      N
      N
      N
      0.0007
      85084312.35
      85084312.35
      0.0037
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 0.164005%
      912828ZK9
      254900HROIFWPRGM1V77
      US912828ZK94
      U.S. Treasury Debt
      Y
      2021-12-06
      2022-04-30
      2022-04-30
      N
      N
      N
      0.0005
      282906563.77
      282906563.77
      0.0124
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 0.125000%
      912828ZM5
      254900HROIFWPRGM1V77
      US912828ZM50
      U.S. Treasury Debt
      Y
      2022-04-30
      2022-04-30
      2022-04-30
      N
      N
      N
      0.0009
      45006521.85
      45006521.85
      0.0020
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 0.125000%
      912828ZX1
      254900HROIFWPRGM1V77
      US912828ZX16
      U.S. Treasury Debt
      Y
      2022-06-30
      2022-06-30
      2022-06-30
      N
      N
      N
      0.0011
      34991796.70
      34991796.70
      0.0015
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 0.105004%
      91282CAA9
      254900HROIFWPRGM1V77
      US91282CAA99
      U.S. Treasury Debt
      Y
      2021-12-06
      2022-07-31
      2022-07-31
      N
      N
      N
      0.0006
      587855810.98
      587855810.98
      0.0258
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 0.125000%
      91282CAR2
      254900HROIFWPRGM1V77
      US91282CAR25
      U.S. Treasury Debt
      Y
      2022-10-31
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0021
      364615038.15
      364615038.15
      0.0160
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY NOTE 0.125000%
      91282CAX9
      254900HROIFWPRGM1V77
      US91282CAX92
      U.S. Treasury Debt
      Y
      2022-11-30
      2022-11-30
      2022-11-30
      N
      N
      N
      0.0023
      354500781.25
      354500781.25
      0.0155
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 0.084006%
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      2021-12-06
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0008
      295006425.10
      295006425.10
      0.0129
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 0.079005%
      91282CCQ2
      254900HROIFWPRGM1V77
      US91282CCQ24
      U.S. Treasury Debt
      Y
      2021-12-06
      2023-07-31
      2023-07-31
      N
      N
      N
      0.0009
      323346944.10
      323346944.10
      0.0142
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      TREASURY FLOATING RATE NOTE 0.085006%
      91282CDE8
      254900HROIFWPRGM1V77
      US91282CDE84
      U.S. Treasury Debt
      Y
      2021-12-06
      2023-10-31
      2023-10-31
      N
      N
      N
      0.0009
      229977400.20
      229977400.20
      0.0101
      N
      Y
      Y
      N
    
    
      JP MORGAN SECURITIES LLC
      TRI-PARTY JP MORGAN SECURITIES 0.069998%
      0
      BNT6Z3VC0
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        Y
        
          Government National Mortgage Association - GNMA - Ginnie Mae
          
            2033-09-15
          
          4.500000
          982461.00
          37777.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2030-01-15
          
          7.125000
          60000.00
          87394.18
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-15
          
          5.625000
          605000.00
          924641.92
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage - FHLMC - Freddie Mac
          
            2032-07-15
          
          0.00
          29535000.00
          24299212.41
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE - F
          
            2030-07-15
          
          0.00
          715000.00
          621381.47
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2035-11-01
          
          6.500000
          4600000.00
          542778.34
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2026-09-24
          
          1.875000
          37000.00
          38229.20
          Agency Debentures and Agency Strips
        
        
          FMAC
          
            2029-12-14
          
          0.00
          32451000.00
          28588130.31
          Agency Debentures and Agency Strips
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2034-07-15
          
          5.500000
          2473220.00
          73521.38
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2039-11-15
          
          5.000000
          232554.00
          13437.62
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2035-12-15
          
          5.000000
          234889.00
          5229.01
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2047-11-01
          
          3.500000
          1631000.00
          481208.33
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2037-12-28
          
          2.700000
          9000000.00
          9242586.00
          Agency Debentures and Agency Strips
        
        
          GNMA
          
            2047-05-15
          
          5.000000
          1714808.00
          223346.73
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2047-08-15
          
          5.000000
          202183.00
          33187.20
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2046-06-15
          
          3.000000
          90446.00
          42827.10
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2038-04-15
          
          6.000000
          1299800.00
          13522.94
          Agency Mortgage-Backed Securities
        
        
          FHLB
          
            2035-06-01
          
          3.500000
          2340000.00
          2857467.08
          Agency Debentures and Agency Strips
        
        
          GNMA
          
            2047-10-15
          
          4.000000
          29579.00
          13443.10
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2045-08-15
          
          4.500000
          2359548.00
          713814.15
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2027-03-01
          
          3.500000
          10000000.00
          1056839.52
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2046-09-15
          
          3.500000
          49400.00
          12859.47
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-10-01
          
          3.000000
          207000.00
          60036.32
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2038-08-06
          
          0.00
          8906000.00
          6245385.94
          Agency Debentures and Agency Strips
        
        
          FNMA
          
            2049-11-01
          
          3.500000
          850000.00
          239859.93
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2046-08-15
          
          4.500000
          1707672.00
          914731.74
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2025-07-01
          
          6.000000
          504063.00
          7728.25
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2034-04-15
          
          5.500000
          2000000.00
          88472.15
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2036-10-15
          
          6.000000
          3000000.00
          105360.52
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2045-04-15
          
          3.500000
          3775964.00
          931853.65
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-10-01
          
          4.000000
          1792756.00
          1058160.57
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2046-06-15
          
          4.500000
          1187900.00
          554797.22
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2027-01-15
          
          8.000000
          506094.00
          12879.55
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2040-01-15
          
          4.500000
          2000000.00
          237079.12
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2026-12-15
          
          8.000000
          1636330.00
          5630.67
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2027-04-15
          
          8.000000
          3249884.00
          9976.79
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2040-04-15
          
          4.500000
          668960.00
          109086.36
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2027-02-15
          
          8.000000
          252411.00
          7333.34
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2026-12-15
          
          8.000000
          1003196.00
          8630.79
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2046-09-15
          
          4.000000
          23486784.00
          7214629.74
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2046-11-15
          
          4.000000
          28416320.00
          5953829.09
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2046-04-15
          
          4.000000
          1342474.00
          643140.81
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2025-04-15
          
          9.000000
          2135250.00
          13421.22
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2051-08-15
          
          2.000000
          21273600.00
          22422740.68
          U.S. Treasuries (including strips)
        
        
          FMAC
          
            2027-08-01
          
          3.500000
          737437.00
          60421.62
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2048-07-01
          
          4.000000
          750000.00
          118538.96
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-11-01
          
          5.000000
          11967968.00
          5054122.14
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-11-01
          
          3.000000
          560535.00
          584641.75
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-10-01
          
          4.000000
          1167504.00
          1307427.56
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-10-01
          
          4.000000
          1094156.00
          1212991.30
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-11-01
          
          3.000000
          2254808.00
          2399595.24
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-11-01
          
          3.000000
          40235.00
          42339.39
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-10-01
          
          3.500000
          2368256.00
          1284223.59
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2042-09-01
          
          3.500000
          1645614.00
          242904.08
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2046-02-01
          
          4.000000
          611898.00
          215321.65
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2046-12-01
          
          3.500000
          535000.00
          153960.42
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-01-01
          
          3.500000
          476000.00
          71191.28
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-01-01
          
          3.500000
          485000.00
          102537.02
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2043-05-01
          
          3.500000
          4520000.00
          2071793.47
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-12-01
          
          2.609000
          20000.00
          9329.99
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-12-01
          
          3.000000
          123535.00
          64233.32
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.000000
          1743000.00
          1415573.05
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-08-01
          
          4.000000
          372815.00
          404732.09
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-10-01
          
          2.500000
          2274540.00
          2362016.31
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-11-01
          
          2.000000
          1434554.00
          1441602.13
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-11-01
          
          2.500000
          10118656.00
          10438100.85
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-08-01
          
          4.500000
          316000.00
          202236.43
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-04-01
          
          3.000000
          853904.00
          140229.99
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-01-01
          
          3.500000
          330000.00
          103360.64
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2027-02-15
          
          3.000000
          213000.00
          19756.41
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2045-11-15
          
          4.500000
          10296512.00
          3088740.98
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-15
          
          3.500000
          814325.00
          475606.79
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2049-07-20
          
          4.500000
          1090480.00
          1181194.85
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2047-02-15
          
          4.500000
          803233.00
          506205.64
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2025-06-15
          
          7.500000
          10608600.00
          9386.70
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2049-03-15
          
          5.000000
          24087.00
          13504.46
          Agency Mortgage-Backed Securities
        
      
      Y
      2022-03-05
      2022-03-05
      2030-12-31
      Y
      
        JP MORGAN SECURITIES LLC
        1.0000
        95
        N
      
      N
      N
      0.0007
      150000000.00
      150000000.00
      0.0066
      N
      N
      N
      Y
    
    
      BARCLAYS BANK
      TRI-PARTY BARCLAYS BANK 0.060000%
      0
      BNT7996Z1
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA
          
            2051-11-20
          
          2.000000
          50814958.00
          51500000.09
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-07
      2021-12-07
      2021-12-08
      Y
      
        BARCLAYS BANK
        1.0000
        7
        N
      
      N
      N
      0.0006
      50000000.00
      50000000.00
      0.0022
      N
      N
      Y
      N
    
    
      ROYAL BANK OF CANADA
      TRI-PARTY ROYAL BANK OF CANADA 0.055000%
      0
      BNT79WWV0
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Department of the Treasury
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          6.000000
          9687100.00
          11822269.09
          U.S. Treasuries (including strips)
        
        
          Department of the Treasury
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          4.625000
          2444000.00
          3586508.14
          U.S. Treasuries (including strips)
        
        
          Department of the Treasury
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          2.500000
          239000.00
          249710.52
          U.S. Treasuries (including strips)
        
        
          Department of the Treasury
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          2.000000
          1000000.00
          1039986.22
          U.S. Treasuries (including strips)
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2031-08-01
          
          4.500000
          13271020.00
          2644410.51
          Agency Mortgage-Backed Securities
        
        
          Department of the Treasury
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          17760000.00
          22693440.11
          U.S. Treasuries (including strips)
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2044-09-01
          
          4.000000
          11292285.00
          3041260.61
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          1.625000
          5000000.00
          5091645.00
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2023-07-31
          
          1.250000
          5000000.00
          5088440.11
          U.S. Treasuries (including strips)
        
        
          FNMA
          
            2042-09-01
          
          3.500000
          13052853.00
          3948369.78
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2042-03-01
          
          3.500000
          11231488.00
          3156930.05
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2027-05-15
          
          2.375000
          5109000.00
          5431490.89
          U.S. Treasuries (including strips)
        
        
          FNMA
          
            2047-03-01
          
          3.000000
          8799984.00
          3356923.29
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2042-03-01
          
          3.500000
          15549404.00
          3460520.62
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          2.750000
          75499600.00
          90321643.93
          U.S. Treasuries (including strips)
        
        
          FMAC
          
            2046-10-01
          
          3.000000
          9494420.00
          2794961.33
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2041-11-01
          
          4.000000
          30841202.00
          2997684.51
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.625000
          10000000.00
          11648316.93
          U.S. Treasuries (including strips)
        
        
          FANNIE MAE
          B1V7KEBTPIMZEU4LTD58
          
            2042-03-01
          
          3.500000
          13726487.00
          3653262.85
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2047-06-01
          
          4.500000
          8184585.00
          3110427.95
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2043-08-20
          
          4.000000
          867462.00
          186810.58
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2033-12-01
          
          4.000000
          12255202.00
          2788227.70
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2028-10-01
          
          3.540000
          3219617.00
          3599118.62
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2047-11-01
          
          3.500000
          4089432.00
          2627428.62
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-03-01
          
          4.500000
          26339826.00
          14482908.28
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2028-06-01
          
          3.000000
          12264902.00
          2332575.11
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2047-11-01
          
          3.500000
          3756578.00
          2649321.83
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-03-01
          
          4.500000
          197259781.00
          71935336.10
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2027-05-31
          
          0.500000
          11700000.00
          11254031.10
          U.S. Treasuries (including strips)
        
        
          FNMA
          
            2051-04-01
          
          2.000000
          3700000.00
          3547596.80
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2051-05-20
          
          3.000000
          82497512.00
          80852121.94
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2051-05-15
          
          2.375000
          1520000.00
          1729603.62
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2021-12-16
          
          0.00
          20000000.00
          19999040.00
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2041-05-15
          
          2.250000
          767000.00
          816766.27
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2024-06-15
          
          0.250000
          624700.00
          617922.34
          U.S. Treasuries (including strips)
        
        
          FNMA
          
            2050-02-01
          
          3.500000
          5187747.00
          3667694.21
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2043-12-01
          
          4.000000
          7501517.00
          2610748.27
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2060-01-01
          
          3.000000
          3647418.00
          3248511.71
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2051-01-20
          
          3.500000
          1294609.00
          1238435.04
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2051-09-20
          
          3.500000
          12029081.00
          13027735.86
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2021-12-15
          
          0.00
          148468600.00
          148463849.00
          U.S. Treasuries (including strips)
        
        
          FMAC
          
            2041-07-01
          
          4.500000
          15818209.00
          3015170.35
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2044-08-01
          
          4.000000
          13284527.00
          2655667.92
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2047-04-01
          
          4.000000
          7917004.00
          2418856.23
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2047-03-01
          
          4.000000
          6469504.00
          2460427.11
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-04-01
          
          3.000000
          3094424.00
          3090143.82
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-10-01
          
          3.000000
          3329616.00
          3489074.83
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-06-01
          
          3.000000
          3171930.00
          3208511.95
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-11-01
          
          4.000000
          3163710.00
          3468252.59
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-07-01
          
          3.000000
          859151.00
          880156.48
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2036-07-01
          
          4.500000
          19126658.00
          2880471.11
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2042-05-01
          
          3.500000
          13049745.00
          2888394.12
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2035-09-01
          
          3.500000
          10563888.00
          3881587.22
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2037-05-01
          
          4.000000
          22522222.00
          3698385.98
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2042-10-01
          
          3.500000
          9996951.00
          3408170.66
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2042-08-01
          
          3.500000
          13602256.00
          3119381.10
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2045-01-01
          
          4.000000
          10256145.00
          2524335.45
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2046-11-01
          
          3.500000
          4685696.00
          2547783.99
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2044-07-01
          
          3.500000
          12990610.00
          2433040.37
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-06-01
          
          4.000000
          818768.00
          641869.00
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-10-01
          
          4.500000
          2975333.00
          2427594.67
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2034-07-01
          
          3.500000
          2729743.00
          2311808.45
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-09-01
          
          2.500000
          3710980.00
          3407183.51
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-11-01
          
          3.000000
          3826300.00
          4003785.47
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-09-01
          
          2.500000
          3853588.00
          3956663.13
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-10-01
          
          2.000000
          4002658.00
          4011296.31
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-10-01
          
          2.000000
          2456000.00
          2449019.19
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-10-01
          
          2.000000
          3027712.00
          2685336.42
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-06-01
          
          2.500000
          3650179.00
          3749807.84
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-05-01
          
          5.000000
          3500915.00
          3641930.95
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-07
      2021-12-07
      2022-01-18
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        7
        N
      
      N
      N
      0.0006
      650000000.00
      650000000.00
      0.0285
      N
      N
      Y
      N
    
    
      CITIGROUP GLOBAL MARKETS INC
      TRI-PARTY CITIGROUP GLOBAL MARK 0.060000%
      MBNUM2BPBDO7JBLYG310
      0
      BNT7B00S9
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA
          
            2050-02-20
          
          4.000000
          22292571.00
          7573208.86
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-02-20
          
          3.500000
          246372.00
          87561.06
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          3.500000
          144981470.00
          65449248.41
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          2.500000
          449000.00
          130027.31
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-02-20
          
          3.000000
          1700782.00
          602597.08
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-02-20
          
          3.500000
          200000.00
          98195.65
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          2.500000
          300000.00
          54116.73
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          4.500000
          3847510.00
          1158243.34
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-01-20
          
          3.500000
          14112359.00
          4304872.45
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-02-20
          
          4.000000
          100000.00
          63708.07
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          1.625000
          8515000.00
          8617889.66
          U.S. Treasuries (including strips)
        
        
          GNMA
          
            2050-03-20
          
          4.500000
          1314805.00
          701812.96
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1260635.00
          1358782.24
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-02-20
          
          3.000000
          301000.00
          151881.70
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-01-20
          
          4.000000
          1000.00
          716.53
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          5.000000
          1283206.00
          974902.35
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1193832.00
          806766.76
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          2072564.00
          1575430.13
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1670611.00
          1529210.31
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          4.000000
          1072605.00
          965142.20
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-02-20
          
          5.000000
          1223374.00
          790116.48
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-02-20
          
          3.500000
          3593992.00
          1401159.45
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-02-20
          
          5.000000
          1561612.00
          979989.17
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          4.500000
          5092543.00
          485168.85
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          4.500000
          3255277.00
          2185266.98
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1060028.00
          1174482.80
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          3.000000
          1778438.00
          88182.32
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          3.500000
          3198606.00
          563083.79
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-02-20
          
          4.500000
          2176957.00
          1686303.73
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          2516476.00
          1919704.34
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1154148.00
          961805.42
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1890654.00
          1744049.42
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1036203.00
          819601.48
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1953539.00
          1549250.19
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1664224.00
          1399122.53
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          2412161.00
          1508587.70
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1109950.00
          779839.92
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          3029721.00
          1589774.96
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          2213285.00
          1000764.12
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          3568828.00
          2953615.44
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.500000
          1639566.00
          998115.14
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          50084646.00
          21300793.32
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1470187.00
          367489.38
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          3.000000
          6885596.00
          2845854.76
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1223332.00
          1158736.94
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1713653.00
          1797400.42
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1781948.00
          1462384.39
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1063567.00
          1129401.82
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1053154.00
          1091374.75
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1899586.00
          1461717.85
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.500000
          13316738.00
          8829870.61
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          1339624.00
          1072094.68
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          5.000000
          2147289.00
          2316553.06
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-02-20
          
          2.500000
          1045720.00
          903980.90
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          3.000000
          9334399.00
          6573238.50
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          4.000000
          2767252.00
          2439224.13
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          4.500000
          4848583.00
          4985572.63
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          3.000000
          7536683.00
          7909535.87
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-01-20
          
          4.500000
          3376.00
          3651.36
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          4.000000
          6553997.00
          6917751.12
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-20
          
          4.000000
          3790766.00
          3994353.02
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-02-20
          
          4.000000
          4247501.00
          4447756.96
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          4.000000
          84091.00
          84545.29
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-01-20
          
          3.500000
          118783.00
          125384.61
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-04-20
          
          5.000000
          5216122.00
          4552735.84
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2050-03-15
          
          2.500000
          23776201.00
          24536632.60
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      228325000.00
      228325000.00
      0.0100
      N
      Y
      Y
      N
    
    
      BANK OF AMERICA
      TRI-PARTY BANK OF AMERICA 0.055000%
      0
      0000070858
      BNT7B00V2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE A
          
            2047-08-20
          
          3.000000
          802054064.00
          222347964.58
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2049-07-20
          
          3.500000
          569754076.00
          138152035.53
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      350000000.00
      350000000.00
      0.0153
      N
      Y
      Y
      N
    
    
      JP MORGAN SECURITIES LLC
      TRI-PARTY JP MORGAN SECURITIES 0.050000%
      0
      BNT7B00X8
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          USTR
          254900HROIFWPRGM1V77
          
            2051-08-15
          
          2.000000
          435476800.00
          459000044.97
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      450000000.00
      450000000.00
      0.0197
      N
      Y
      Y
      N
    
    
      BOFA SECURITIES INC
      TRI-PARTY BOFA SECURITIES 0.050000%
      549300HN4UKV1E2R3U73
      0
      BNT7B01E9
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA
          
            2051-11-20
          
          2.500000
          449810517.00
          463500000.29
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      450000000.00
      450000000.00
      0.0197
      N
      Y
      Y
      N
    
    
      BANK OF NOVA SCOTIA
      TRI-PARTY BANK OF NOVA SCO 0.055000%
      0
      BNT7B0257
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2029-07-01
          
          4.500000
          3044917.00
          98680.19
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2031-03-01
          
          4.000000
          12150000.00
          1171600.52
          Agency Mortgage-Backed Securities
        
        
          Department of the Treasury
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          7.625000
          100.00
          123.71
          U.S. Treasuries (including strips)
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2030-12-01
          
          4.000000
          4366000.00
          320668.63
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2032-04-01
          
          3.500000
          5317360.00
          867855.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2032-04-01
          
          3.500000
          6150000.00
          932689.78
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage - FHLMC - Freddie Mac
          
            2031-03-01
          
          4.500000
          10984949.00
          1129657.20
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage - FHLMC - Freddie Mac
          
            2033-10-01
          
          5.500000
          3149703.00
          45822.27
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage - FHLMC - Freddie Mac
          
            2041-01-01
          
          4.500000
          31631704.00
          3015581.45
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2031-11-01
          
          3.500000
          9141000.00
          822833.51
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          1000.00
          147.91
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage - FHLMC - Freddie Mac
          
            2042-06-01
          
          4.000000
          19388800.00
          4290472.95
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2032-08-01
          
          4.000000
          5550000.00
          905824.51
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2043-04-01
          
          3.000000
          4000000.00
          582108.61
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2044-11-01
          
          3.500000
          3075000.00
          249341.17
          Agency Mortgage-Backed Securities
        
        
          Department of the Treasury
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          6130400.00
          7330346.68
          U.S. Treasuries (including strips)
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2034-08-01
          
          3.500000
          5500000.00
          968661.99
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2045-05-01
          
          3.000000
          3435000.00
          474748.41
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          4.000000
          4436000.00
          1059832.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2031-09-01
          
          4.000000
          5476000.00
          446848.67
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          3.500000
          69102.00
          14187.09
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.500000
          551296.00
          195258.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association - FNMA - Fannie Mae
          B1V7KEBTPIMZEU4LTD58
          
            2032-07-01
          
          3.500000
          4865971.00
          842329.08
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2046-08-01
          
          3.000000
          7000000.00
          1258178.09
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2046-10-01
          
          3.000000
          6000000.00
          1036191.22
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2047-08-15
          
          2.750000
          1920300.00
          2264121.88
          U.S. Treasuries (including strips)
        
        
          FNMA
          
            2043-04-01
          
          4.000000
          1432638.00
          496954.66
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2032-12-01
          
          3.500000
          384209.00
          226700.88
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2029-04-01
          
          6.000000
          11798.00
          118.46
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2041-01-01
          
          4.000000
          22062273.00
          2259542.28
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2046-08-01
          
          3.500000
          1869510.00
          970667.21
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2042-05-01
          
          4.000000
          12561185.00
          3363591.57
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2042-09-01
          
          4.000000
          19000000.00
          3238268.73
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2047-06-01
          
          4.500000
          3561836.00
          1769811.54
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2045-01-01
          
          3.500000
          7600000.00
          2122668.29
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-06-01
          
          5.000000
          1267239.00
          1250935.33
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-06-01
          
          5.000000
          1815993.00
          1396146.73
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2048-08-01
          
          4.000000
          10640000.00
          5135108.37
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-01-01
          
          4.000000
          5757657.00
          2605812.00
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2044-12-01
          
          4.000000
          20600.00
          5543.93
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-02-01
          
          3.000000
          4000000.00
          820936.03
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-11-01
          
          5.000000
          1535039.00
          1016441.31
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-05-01
          
          5.000000
          1470675.00
          1035522.02
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2045-08-01
          
          4.000000
          2455585.00
          1000650.47
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2047-04-01
          
          4.000000
          90329872.00
          30698381.83
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2025-06-01
          
          4.000000
          1065.00
          23.96
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2041-07-01
          
          5.000000
          2310942.00
          485844.39
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2042-03-01
          
          4.000000
          6648696.00
          1422287.60
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2042-05-01
          
          3.500000
          858578.00
          307503.40
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2032-11-01
          
          3.500000
          1641640.00
          264255.26
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-05-01
          
          5.000000
          39913439.00
          16587955.28
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2044-05-01
          
          4.500000
          5940500.00
          506805.39
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2035-04-01
          
          3.500000
          11655132.00
          2697873.81
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2047-12-01
          
          3.500000
          4750000.00
          1788050.48
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2025-08-01
          
          4.000000
          1126.00
          70.60
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2028-05-01
          
          3.000000
          6537349.00
          1611406.18
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2042-09-01
          
          3.500000
          27288593.00
          8232095.04
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2035-03-01
          
          3.000000
          1908542.00
          1275965.61
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2044-09-01
          
          4.000000
          11712237.00
          4809650.14
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-05-01
          
          5.000000
          2839754.00
          1917958.08
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-05-01
          
          5.000000
          1048726.00
          355725.45
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-06-01
          
          5.000000
          1429710.00
          812607.86
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-06-01
          
          5.000000
          1083350.00
          605788.84
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-04-01
          
          5.000000
          1326722.00
          1121829.17
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-04-01
          
          5.000000
          1823140.00
          1645331.74
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-05-01
          
          5.000000
          7432227.00
          4778953.40
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          100.00
          87.41
          U.S. Treasuries (including strips)
        
        
          FMAC
          
            2033-08-01
          
          4.000000
          3848782.00
          861578.55
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2031-09-01
          
          4.000000
          5755000.00
          660496.07
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2048-06-01
          
          4.000000
          17175950.00
          5798583.81
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-11-01
          
          3.500000
          5000000.00
          1390418.69
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-11-01
          
          5.000000
          3426433.00
          2996155.49
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-02-01
          
          5.500000
          3866053.00
          2181447.54
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-05-01
          
          5.500000
          2259384.00
          312062.95
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-11-01
          
          5.000000
          3559776.00
          3392493.85
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-01-01
          
          5.000000
          1461786.00
          1059266.75
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-05-01
          
          5.000000
          3438094.00
          2074039.24
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2033-09-01
          
          3.500000
          4000000.00
          955027.74
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          1.125000
          100.00
          87.41
          U.S. Treasuries (including strips)
        
        
          FMAC
          
            2048-07-01
          
          4.500000
          675000.00
          134323.10
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2035-02-01
          
          3.000000
          2577000.00
          1899524.79
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2048-12-01
          
          4.000000
          3153085.00
          1420347.99
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-02-01
          
          3.000000
          5705000.00
          1241928.50
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-08-01
          
          3.500000
          4765838.00
          719479.98
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-03-01
          
          3.500000
          6000000.00
          1662805.70
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2036-12-01
          
          3.000000
          5720000.00
          2747010.18
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2047-01-01
          
          3.500000
          5370000.00
          2229888.75
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-08-01
          
          4.500000
          10556271.00
          4366542.96
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-04-01
          
          3.500000
          3224567.00
          1730644.54
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-12-01
          
          3.500000
          3968610.00
          1471793.12
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-03-01
          
          4.000000
          5047170.00
          3011475.17
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-04-01
          
          5.500000
          2563971.00
          2012012.62
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2042-11-01
          
          3.000000
          6900000.00
          942355.27
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2046-07-01
          
          3.500000
          10000000.00
          1176812.06
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-06-01
          
          3.500000
          11270000.00
          1063007.06
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-08-01
          
          3.500000
          3387896.00
          1194563.61
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2044-08-01
          
          4.000000
          25099219.00
          6874474.60
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2046-09-01
          
          3.500000
          389469.00
          214824.37
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-02-01
          
          5.000000
          1000.00
          871.20
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-09-01
          
          2.500000
          3979867.00
          3876451.90
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-02-01
          
          5.000000
          195000.00
          75589.44
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-04-01
          
          5.500000
          2350015.00
          1495017.66
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-10-01
          
          4.500000
          6955778.00
          4159535.31
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2039-06-01
          
          4.000000
          4200000.00
          1809891.77
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2032-02-01
          
          3.500000
          3350000.00
          264820.86
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2047-08-01
          
          3.500000
          1035129.00
          428198.85
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-03-01
          
          4.500000
          6185148.00
          3594057.86
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-11-01
          
          3.500000
          5000000.00
          689252.64
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2036-01-01
          
          3.500000
          8505324.00
          5063370.17
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-11-01
          
          3.500000
          3077000.00
          1964000.30
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-05-01
          
          4.500000
          7394374.00
          1827479.67
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-04-01
          
          3.500000
          8442345.00
          5940708.91
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-07-01
          
          4.000000
          66512478.00
          33646889.14
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-05-01
          
          5.000000
          1094035.00
          235497.62
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.500000
          27823419.00
          21354124.89
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.500000
          36689035.00
          26510828.14
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2041-07-01
          
          5.000000
          1520278.00
          124719.70
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2047-07-01
          
          3.500000
          5000000.00
          1640509.95
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2045-12-01
          
          3.000000
          3100000.00
          525686.84
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2048-11-01
          
          4.000000
          3856466.00
          447582.04
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2048-11-01
          
          4.500000
          269197.00
          59591.11
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2048-12-01
          
          4.500000
          3654700.00
          612684.81
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2031-08-01
          
          4.000000
          6690000.00
          714488.50
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2031-03-01
          
          4.500000
          6575000.00
          589543.51
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2043-11-01
          
          4.000000
          4539425.00
          329490.53
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2047-02-01
          
          3.500000
          3200000.00
          511919.51
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2035-02-01
          
          3.500000
          5000000.00
          1217428.21
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2035-08-01
          
          3.000000
          6070000.00
          2310497.29
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2048-05-01
          
          3.500000
          3675000.00
          2201872.56
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-07-01
          
          3.000000
          4000000.00
          1640105.12
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-12-01
          
          3.500000
          7689395.00
          1149796.62
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-07-01
          
          3.000000
          3550650.00
          1194116.00
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2032-04-01
          
          4.500000
          4125000.00
          501787.53
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2043-05-01
          
          3.500000
          3260000.00
          1154772.35
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2045-01-01
          
          3.500000
          5750000.00
          1325338.72
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2052-03-01
          
          4.500000
          4579042.00
          1261750.64
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2047-10-01
          
          4.500000
          211849.00
          14909.22
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-04-01
          
          3.500000
          4000000.00
          1332784.21
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-11-01
          
          4.500000
          5769539.00
          1640690.99
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-11-01
          
          4.000000
          6120569.00
          1892674.76
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-03-01
          
          4.000000
          10000000.00
          2518799.56
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-05-01
          
          4.000000
          7315000.00
          3462320.59
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-10-01
          
          4.500000
          11414946.00
          7365354.77
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-08-01
          
          2.500000
          6130527.00
          5757301.73
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-09-01
          
          2.500000
          3151060.00
          3168421.04
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-09-01
          
          2.500000
          6478518.00
          6501107.18
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          3.500000
          3435657.00
          3332688.12
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-08-01
          
          3.000000
          3390915.00
          3569261.18
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-07-01
          
          3.000000
          5050000.00
          1760835.34
          Agency Mortgage-Backed Securities
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2041-08-15
          
          1.750000
          300.00
          291.64
          U.S. Treasuries (including strips)
        
        
          FMAC
          
            2048-07-01
          
          4.000000
          5212323.00
          1312074.65
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2046-10-01
          
          3.000000
          3378793.00
          2390484.52
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-07-01
          
          3.500000
          3651873.00
          2822444.07
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-08-01
          
          3.000000
          1116644.00
          1153048.05
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-04-01
          
          3.000000
          10392600.00
          2519027.24
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-08-01
          
          3.500000
          3463942.00
          1544144.16
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-01-01
          
          3.000000
          9250000.00
          1984959.84
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2040-03-01
          
          3.500000
          4531427.00
          3596877.53
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2037-05-01
          
          3.500000
          6314440.00
          4794799.24
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2033-03-01
          
          2.500000
          5300000.00
          1332672.89
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-14
          
          0.00
          7791900.00
          7791666.24
          U.S. Treasuries (including strips)
        
        
          FMAC
          
            2042-06-01
          
          3.500000
          18403778.00
          5724411.28
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2042-09-01
          
          4.000000
          25477621.00
          6627877.45
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2047-02-01
          
          3.500000
          3081219.00
          1269461.29
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2048-12-01
          
          4.500000
          25593717.00
          10332683.16
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-01-01
          
          4.500000
          5935188.00
          2756825.36
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2048-01-01
          
          4.000000
          2615533.00
          1500517.52
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-08-01
          
          3.000000
          1887408.00
          1891927.15
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-08-01
          
          3.000000
          2000000.00
          2094497.24
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-08-01
          
          3.000000
          1500000.00
          1588591.27
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-08-01
          
          3.000000
          2000000.00
          2081376.74
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-10-01
          
          3.000000
          213670.00
          227091.63
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2029-09-01
          
          3.500000
          1227837.00
          250584.21
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2047-10-01
          
          4.500000
          1487719.00
          1083052.01
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-08-01
          
          3.000000
          4500000.00
          4777619.84
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-08-01
          
          3.000000
          2153736.00
          2296223.90
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2041-01-01
          
          3.500000
          2499.00
          426.63
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2040-10-01
          
          3.500000
          4497984.00
          296481.22
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2046-08-01
          
          3.500000
          1035226.00
          674864.26
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-04-01
          
          5.000000
          139462.00
          89469.30
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2049-06-01
          
          5.000000
          1287229.00
          1157700.72
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-04-01
          
          2.000000
          14653920.00
          14017506.69
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-05-01
          
          2.000000
          24016.00
          23193.58
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2042-01-01
          
          4.000000
          13195712.00
          3575384.70
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2028-07-01
          
          3.000000
          1000.00
          193.87
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2048-07-01
          
          4.500000
          11281801.00
          4315045.25
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-05-01
          
          5.000000
          2096124.00
          591382.05
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-05-01
          
          5.000000
          2566155.00
          699747.72
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-09-01
          
          3.500000
          9479059.00
          8569488.97
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2039-06-01
          
          4.000000
          4560000.00
          2183169.84
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2037-04-01
          
          3.500000
          3449060.00
          2016907.27
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2045-09-01
          
          3.500000
          3222320.00
          1919857.77
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-03-01
          
          4.000000
          10575000.00
          6487196.17
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2037-06-01
          
          3.500000
          4105231.00
          3388521.45
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2036-01-01
          
          3.500000
          4748316.00
          4308686.42
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2029-07-01
          
          4.500000
          5000000.00
          190243.15
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2031-10-01
          
          3.500000
          8094400.00
          646404.48
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2030-12-01
          
          4.500000
          3345000.00
          263518.31
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2046-05-01
          
          3.000000
          3583300.00
          497111.43
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2049-08-01
          
          3.500000
          5250000.00
          575548.55
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-01-01
          
          3.500000
          6000000.00
          1226231.23
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-03-01
          
          3.500000
          4000000.00
          918625.46
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-06-01
          
          3.000000
          11850000.00
          3795116.89
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-07-01
          
          3.500000
          4000000.00
          889087.56
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-10-01
          
          3.000000
          5000000.00
          2238348.16
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0006
      500000000.00
      500000000.00
      0.0219
      N
      Y
      Y
      N
    
    
      FEDERAL RESERVE BANK OF NEW YORK
      TRI-PARTY FEDERAL RESERVE BANK 0.050000%
      254900Y8NKGV541U8Q32
      0
      BNT7B3LS0
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          Department of the Treasury
          254900HROIFWPRGM1V77
          
            2023-05-15
          
          1.750000
          3011100.00
          3074824.32
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2023-04-30
          
          2.750000
          2322700.00
          2406756.21
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          1728500500.00
          1883343849.07
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.500000
          1111048200.00
          1126537781.87
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2024-07-15
          
          0.375000
          5854624400.00
          5809580383.52
          U.S. Treasuries (including strips)
        
        
          USTR
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          0.375000
          403584300.00
          400069223.32
          U.S. Treasuries (including strips)
        
      
      Y
      2021-12-01
      2021-12-01
      2021-12-01
      N
      N
      N
      0.0005
      9225000000.00
      9225000000.00
      0.4043
      N
      Y
      Y
      N
    
    
      Northern Institutional Funds
      2021-12-07
      Peter K Ewing
      Peter K Ewing
      President
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