Northern Trust > Northern Funds
Fixed Income Fund
$402.51M
Avg Monthly Net Assets
$333.76M
Total Assets
$1.62M
Total Liabilities
$332.14M
Net Assets
Fixed Income Fund is a Mutual Fund in Northern Funds
from Northern Trust,
based in Illinois,
United States of America.
The fund has one share class
and monthly net assets of $402.51M.
On August 26th, 2024 it reported 471 holdings, the largest
being United States Treasury Bonds (7.1%), U.S. Treasury Bond Stripped Principal Payment (2.7%) and Chicago Board of Trade (2.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fixed Income Fund | C000003398 | NOFIX |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| A 2.3 03/12/31 (Agilent Technologies Inc.) | Long | Debt | US | $492K | – | 0.15 |
| AAP 1.75 10/01/27 (Advance Auto Parts Inc.) | Long | Debt | US | $359K | – | 0.11 |
| ACAFP V6.251 01/10/35 144A (Credit Agricole S.A.) | Long | Debt | FR | $2M | – | 0.46 |
| AER 3 10/29/28 (Aercap Ireland Capital DAC) | Long | Debt | IE | $736K | – | 0.22 |
| AES 1.375 01/15/26 (AES Corp.) | Long | Debt | US | $412K | – | 0.12 |
| AGCO 5.8 03/21/34 (Agco Corporation) | Long | Debt | US | $543K | – | 0.16 |
| AGR 3.8 06/01/29 (Avangrid Inc) | Long | Debt | US | $242K | – | 0.07 |
| AHL 7.625 10/15/25 144A (Highlands Holdings Bond Issuer Limited / Highlands Holdings Bond Co-Issuer Incorporated) | Long | Debt | BM | $2M | – | 0.65 |
| AIB V6.608 09/13/29 144A (AIB Group PLC) | Long | Debt | IE | $1M | – | 0.34 |
| ALCSW 2.6 05/27/30 144A (Alcon Finance Corp) | Long | Debt | US | $305K | – | 0.09 |
| ALLY 2.2 11/02/28 (Ally Financial Inc.) | Long | Debt | US | $274K | – | 0.08 |
| AMGN 5.25 03/02/33 (Amgen Inc.) | Long | Debt | US | $653K | – | 0.20 |
| AMP 4.5 05/13/32 (Ameriprise Financial, Inc.) | Long | Debt | US | $168K | – | 0.05 |
| AMT 3.125 01/15/27 (American Tower Corporation) | Long | Debt | US | $497K | – | 0.15 |
| ANZ V2.95 07/22/30 144A (Australia & New Zealand Banking Group Ltd.) | Long | Debt | AU | $601K | – | 0.18 |
| ANZNZ V5.548 08/11/32 144A (ANZ Bank New Zealand Limited) | Long | Debt | NZ | $200K | – | 0.06 |
| AOMT 2023-1 A1 (ANGEL OAK MORTGAGE TRUST 2023-1) | Long | ABS-other | US | $983K | – | 0.30 |
| ARCC 5.95 07/15/29 (Ares Capital Corp.) | Long | Debt | US | $1M | – | 0.36 |
| AVB 2.3 03/01/30 MTN (AvalonBay Communities, Inc.) | Long | Debt | US | $95K | – | 0.03 |
| AVOL 3.25 02/15/27 144A (Avolon Holdings Funding Ltd.) | Long | Debt | KY | $112K | – | 0.03 |
| AXP V5.532 04/25/30 (American Express Company) | Long | Debt | US | $708K | – | 0.21 |
| AYI 2.15 12/15/30 (Acuity Brands Lighting, Inc.) | Long | Debt | US | $233K | – | 0.07 |
| AZN 1.75 05/28/28 (AstraZeneca Finance LLC) | Long | Debt | US | $683K | – | 0.21 |
| BA 5.805 05/01/50 (The Boeing Company) | Long | Debt | US | $189K | – | 0.06 |
| BA 6.298 05/01/29 144A (The Boeing Company) | Long | Debt | US | $188K | – | 0.06 |
| BA 6.858 05/01/54 144A (The Boeing Company) | Long | Debt | US | $446K | – | 0.13 |
| BAC V2.572 10/20/32 (Bank of America Corp.) | Long | Debt | US | $791K | – | 0.24 |
| BAC V2.592 04/29/31 (Bank of America Corp.) | Long | Debt | US | $791K | – | 0.24 |
| BAC V2.687 04/22/32 (Bank of America Corp.) | Long | Debt | US | $3M | – | 0.82 |
| BAC V5.819 09/15/29 (Bank of America Corp.) | Long | Debt | US | $1M | – | 0.34 |
| BACR V4.375 PERP (Barclays PLC) | Long | Debt | GB | $1M | – | 0.31 |
| BACR V5.501 08/09/28 (Barclays PLC) | Long | Debt | GB | $200K | – | 0.06 |
| BANK5 2023-5YR2 A3 | Long | ABS-other | US | $888K | – | 0.27 |
| BANK5 2024-5YR6 A3 | Long | ABS-other | US | $610K | – | 0.18 |
| BATSLN 4.7 04/02/27 (B.A.T. Capital Corporation) | Long | Debt | US | $714K | – | 0.21 |
| BCRED 2.625 12/15/26 (Blackstone Private Credit Fund) | Long | Debt | US | $658K | – | 0.20 |
| BCRED 5.95 07/16/29 144A (Blackstone Private Credit Fund) | Long | Debt | US | $1M | – | 0.35 |
| BDX 2.823 05/20/30 (Becton, Dickinson and Company) | Long | Debt | US | $460K | – | 0.14 |
| BHF 1.55 05/24/26 (Brighthouse Financial Global Funding) | Long | Debt | US | $957K | – | 0.29 |
| BIO 3.3 03/15/27 (Bio-Rad Laboratories, Inc.) | Long | Debt | US | $59K | – | 0.02 |
| BK V5.188 03/14/35 MTN (The Bank of New York Mellon Corp.) | Long | Debt | US | $888K | – | 0.27 |
| BLK 5 03/14/34 (Blackrock Funding Inc.) | Long | Debt | US | $1M | – | 0.45 |
| BMARK 2023-V3 A3 (BENCHMARK 2023-V3 MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.34 |
| BMY 2.95 03/15/32 (Bristol-Myers Squibb Company) | Long | Debt | US | $666K | – | 0.20 |
| BNP V2.159 09/15/29 144A (BNP Paribas SA) | Long | Debt | FR | $375K | – | 0.11 |
| BRITEL 3.25 11/08/29 144A (British Telecommunications PLC) | Long | Debt | GB | $310K | – | 0.09 |
| BRKHEC 1.65 05/15/31 (Berkshire Hathaway Energy Company) | Long | Debt | US | $314K | – | 0.09 |
| BRKHEC 5.45 02/15/34 (PacifiCorp.) | Long | Debt | US | $889K | – | 0.27 |
| BRLS 4.743 04/14/27 144A (Bayport Polymers LLC) | Long | Debt | US | $693K | – | 0.21 |
| BRO 2.375 03/15/31 (Brown & Brown Inc) | Long | Debt | US | $278K | – | 0.08 |
| BRX 4.05 07/01/30 (Brixmor Operating Partnership LP) | Long | Debt | US | $167K | – | 0.05 |
| BWP 5.625 08/01/34 (Boardwalk Pipelines LP) | Long | Debt | US | $531K | – | 0.16 |
| C 5.57 04/30/34 BKNT (Citibank, N.A.) | Long | Debt | US | $762K | – | 0.23 |
| C V3.52 10/27/28 (Citigroup Inc.) | Long | Debt | US | $955K | – | 0.29 |
| C V5.449 06/11/35 (Citigroup Inc.) | Long | Debt | US | $685K | – | 0.21 |
| C V5.827 02/13/35 (Citigroup Inc.) | Long | Debt | US | $683K | – | 0.21 |
| CAG 1.375 11/01/27 (Conagra Brands Inc) | Long | Debt | US | $322K | – | 0.10 |
| CB 3.35 05/03/26 (Chubb INA Holdings Inc) | Long | Debt | US | $319K | – | 0.10 |
| CCEP 1.5 01/15/27 144A (Coca-Cola Europacific Partners PLC) | Long | Debt | GB | $209K | – | 0.06 |
| CCI 1.05 07/15/26 (Crown Castle Inc.) | Long | Debt | US | $485K | – | 0.15 |
| CDP 2.9 12/01/33 (Corporate Office Properties LP) | Long | Debt | US | $211K | – | 0.06 |
| CDW 4.25 04/01/28 (CDW LLC / CDW Finance Corp) | Long | Debt | US | $358K | – | 0.11 |
| CHTR 5.05 03/30/29 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $168K | – | 0.05 |
| CHTR 6.384 10/23/35 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $502K | – | 0.15 |
| CLX 4.6 05/01/32 (The Clorox Company) | Long | Debt | US | $418K | – | 0.13 |
| CMCSA 1.5 02/15/31 (Comcast Corporation) | Long | Debt | US | $402K | – | 0.12 |
| CMCSA 4.15 10/15/28 (Comcast Corporation) | Long | Debt | US | $929K | – | 0.28 |
| CMI 5.15 02/20/34 (Cummins Inc.) | Long | Debt | US | $1M | – | 0.34 |
| CNH 2024-A A3 (CNH EQUIPMENT TRUST 2024-A) | Long | ABS-other | US | $397K | – | 0.12 |
| COF V6.051 02/01/35 (Capital One Financial Corp.) | Long | Debt | US | $221K | – | 0.07 |
| CPB 2.375 04/24/30 (Campbell Soup Company) | Long | Debt | US | $237K | – | 0.07 |
| CQP 5.75 08/15/34 144A (Cheniere Energy Partners L P) | Long | Debt | US | $1M | – | 0.32 |
| CRBG 5.75 01/15/34 (Corebridge Financial Inc.) | Long | Debt | US | $710K | – | 0.21 |
| CSCHLD 4.625 12/01/30 144a (CSC Holdings, LLC) | Long | Debt | US | $335K | – | 0.10 |
| CTLT 5 07/15/27 144A (Catalent Pharma Solutions, Inc.) | Long | Debt | US | $412K | – | 0.12 |
| CVS 5.25 01/30/31 (CVS Health Corp) | Long | Debt | US | $400K | – | 0.12 |
| CVS 5.3 06/01/33 (CVS Health Corp) | Long | Debt | US | $958K | – | 0.29 |
| D 2.4 03/30/32 (Virginia Electric and Power Company) | Long | Debt | US | $592K | – | 0.18 |
| DANBNK V5.705 03/01/30 144A (Danske Bank A/S) | Long | Debt | DK | $542K | – | 0.16 |
| DB V6 PERP 2020 (Deutsche Bank AG) | Long | Debt | DE | $379K | – | 0.11 |
| DB V7.079 02/10/34 (Deutsche Bank AG New York Branch) | Long | Debt | DE | $305K | – | 0.09 |
| DB V7.146 07/13/27 (Deutsche Bank AG New York Branch) | Long | Debt | DE | $901K | – | 0.27 |
| DCENT 2023-A1 A (Discover Card Execution Note Trust) | Long | ABS-other | US | $926K | – | 0.28 |
| DEFT 2023-1 A3 (DELL EQUIPMENT FINANCE TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.34 |
| DEFT 2023-3 A3 (DELL EQUIPMENT FINANCE TRUST 2023-3) | Long | ABS-other | US | $493K | – | 0.15 |
| DELL 8.1 07/15/36 (Dell International L.L.C. and EMC Corporation) | Long | Debt | US | $417K | – | 0.13 |
| DIS 2 09/01/29 (Walt Disney Company) | Long | Debt | US | $982K | – | 0.30 |
| DISH 7.75 07/01/26 (DISH DBS Corporation) | Long | Debt | US | $466K | – | 0.14 |
| DOC 3.25 07/15/26 (Healthpeak Properties Inc) | Long | Debt | US | $177K | – | 0.05 |
| DUK 3.4 04/01/32 (Duke Energy Progress LLC) | Long | Debt | US | $617K | – | 0.19 |
| DUK 5.25 03/15/33 (Duke Energy Progress LLC) | Long | Debt | US | $768K | – | 0.23 |
| DVA 4.625 06/01/30 144A (Davita Inc) | Long | Debt | US | $768K | – | 0.23 |
| ED 3.35 04/01/30 20A (Consolidated Edison Company of New York, Inc.) | Long | Debt | US | $661K | – | 0.20 |
| ED 5.375 05/15/34 (Consolidated Edison Company of New York, Inc.) | Long | Debt | US | $904K | – | 0.27 |
| ELV 5.375 06/15/34 (Elevance Health Inc.) | Long | Debt | US | $502K | – | 0.15 |
| EPR 4.5 04/01/25 (EPR Properties) | Long | Debt | US | $455K | – | 0.14 |
| EQM 6.5 07/15/48 (Equitrans Midstream Corporation) | Long | Debt | US | $1M | – | 0.37 |
| ES 1.65 08/15/30 R (Eversource Energy) | Long | Debt | US | $73K | – | 0.02 |
| ET 4.15 09/15/29 (Energy Transfer LP) | Long | Debt | US | $431K | – | 0.13 |
| ETR 1.75 03/15/31 (Entergy Texas Inc) | Long | Debt | US | $312K | – | 0.09 |
| EXC 5.625 06/15/35 (Exelon Corporation) | Long | Debt | US | $494K | – | 0.15 |
| F 4.95 05/28/27 (Ford Motor Credit Company LLC) | Long | Debt | US | $305K | – | 0.09 |
| F 6.798 11/07/28 (Ford Motor Credit Company LLC) | Long | Debt | US | $630K | – | 0.19 |
| F1VE 2023-V1 A3 (FIVE 2023-V1 MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.34 |
| FASST 2023-S2 A1 (FINANCE OF AMERICA STRUCTURED SECURITIES TRUST, SERIES 2023-S2) | Long | ABS-other | US | $1M | – | 0.34 |
| FG A87842 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $155K | – | 0.05 |
| FG C00910 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FG G07068 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $241K | – | 0.07 |
| FG G07505 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $577K | – | 0.17 |
| FG G15612 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FG G16396 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $687K | – | 0.21 |
| FG G18643 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| FG G30926 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $218K | – | 0.07 |
| FG G60948 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $265K | – | 0.08 |
| FG G61723 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| FG Q42460 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $217K | – | 0.07 |
| FG Q63667 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $235K | – | 0.07 |
| FH 1B3575 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FH 1G2296 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| FHR 3013 HZ (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $610K | – | 0.18 |
| FHR 5391 A (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $665K | – | 0.20 |
| FITB V6.339 07/27/29 (Fifth Third Bancorp) | Long | Debt | US | $410K | – | 0.12 |
| FL MDCTRN 1.86 10/01/2030 (MIAMI-DADE CNTY FLA) | Long | Debt | US | $333K | – | 0.10 |
| FLO 2.4 03/15/31 (Flowers Foods, Inc.) | Long | Debt | US | $154K | – | 0.05 |
| FLTR 6.375 04/29/29 144a (Flutter Treasury Designated Activity Co.) | Long | Debt | IE | $619K | – | 0.19 |
| FN 545003 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $413.3 | – | 0.00 |
| FN 545437 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN 545556 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FN 555189 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| FN 581806 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| FN 585617 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3.65 | – | 0.00 |
| FN 889641 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $423K | – | 0.13 |
| FN 995802 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $420K | – | 0.13 |
| FN AB5209 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.47 |
| FN AB9546 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FN AD0248 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $771K | – | 0.23 |
| FN AD0494 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $439K | – | 0.13 |
| FN AD0925 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FN AK9457 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| FN AL3063 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| FN AL5119 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $666K | – | 0.20 |
| FN AL7497 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $887K | – | 0.27 |
| FN AL8876 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $254K | – | 0.08 |
| FN AO2961 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| FN AQ9360 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FN AS1991 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $176K | – | 0.05 |
| FN AS3655 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $430K | – | 0.13 |
| FN AS6520 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $872K | – | 0.26 |
| FN AS7088 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $860K | – | 0.26 |
| FN AS8576 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $702K | – | 0.21 |
| FN BH6175 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $354K | – | 0.11 |
| FN BJ0686 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $433K | – | 0.13 |
| FN BJ3524 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $896K | – | 0.27 |
| FN BM1761 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $154K | – | 0.05 |
| FN BM1762 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.51 |
| FN BM4056 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $460K | – | 0.14 |
| FN BM5984 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| FN BM5996 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| FN BR4694 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FN BV4119 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $810K | – | 0.24 |
| FN BW9887 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| FN BW9921 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| FN BX4910 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| FN BX7244 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| FN BX7768 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| FN BY5368 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $397K | – | 0.12 |
| FN CA6359 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $916K | – | 0.28 |
| FN CA6417 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $670K | – | 0.20 |
| FN CB1666 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $540K | – | 0.16 |
| FN CB2286 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $968K | – | 0.29 |
| FN CB3515 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $795K | – | 0.24 |
| FN CB4844 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $489K | – | 0.15 |
| FN CB5113 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $317K | – | 0.10 |
| FN CB7114 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $619K | – | 0.19 |
| FN DA0017 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| FN FM1303 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $824K | – | 0.25 |
| FN FM1438 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $343K | – | 0.10 |
| FN FM1472 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FN FM1534 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $844K | – | 0.25 |
| FN FM1572 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $518K | – | 0.16 |
| FN FM2671 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $293K | – | 0.09 |
| FN FM2921 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| FN FM3201 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $553K | – | 0.17 |
| FN FM4491 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $915K | – | 0.28 |
| FN FM6125 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| FN FM6764 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $181K | – | 0.05 |
| FN FM8215 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $871K | – | 0.26 |
| FN FP0012 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $784K | – | 0.24 |
| FN FS2701 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $838K | – | 0.25 |
| FN FS3063 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| FN FS3120 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.45 |
| FN FS3391 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| FN FS3662 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| FN FS4040 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| FN FS4045 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| FN FS4267 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| FN FS4610 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $519K | – | 0.16 |
| FN FS4653 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $808K | – | 0.24 |
| FN FS4663 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| FN FS4710 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| FN FS5441 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| FN FS5613 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $817K | – | 0.25 |
| FN FS5952 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| FN FS5965 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $152K | – | 0.05 |
| FN FS6176 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $860K | – | 0.26 |
| FN FS6869 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $284K | – | 0.09 |
| FN MA0878 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $294K | – | 0.09 |
| FN MA2522 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| FN MA2864 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $694K | – | 0.21 |
| FN MA3004 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $299K | – | 0.09 |
| FN MA3088 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $554K | – | 0.17 |
| FN MA3183 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $260K | – | 0.08 |
| FN MA3184 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FN MA3211 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| FN MA3448 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $427K | – | 0.13 |
| FN MA4186 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $379K | – | 0.11 |
| FN MA5098 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $815K | – | 0.25 |
| FNA 2013-M6 1AC (Federal National Mortgage Association) | Long | ABS-other | US | $671K | – | 0.20 |
| FORDL 2023-B A3 (FORD CREDIT AUTO LEASE TRUST 2023-B) | Long | ABS-other | US | $1M | – | 0.37 |
| FORDO 2023-B A3 (FORD CREDIT AUTO OWNER TRUST 2023-B) | Long | ABS-other | US | $480K | – | 0.14 |
| FORDO 2024-B A4 (FORD CREDIT AUTO OWNER TRUST 2024-B) | Long | ABS-other | US | $509K | – | 0.15 |
| FR QC7739 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| FR QD2946 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $884K | – | 0.27 |
| FR QD9323 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| FR QF3725 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| FR QF8053 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.47 |
| FR QF8924 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| FR QG4632 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| FR RA3913 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| FR RA7677 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| FR RA8880 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| FR RA9840 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| FR RD5026 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $316K | – | 0.10 |
| FR SB0084 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $940K | – | 0.28 |
| FR SB0216 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $408K | – | 0.12 |
| FR SB0328 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $890K | – | 0.27 |
| FR SB0826 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $944K | – | 0.28 |
| FR SB8502 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.53 |
| FR SD0033 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $574K | – | 0.17 |
| FR SD0882 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $350K | – | 0.11 |
| FR SD1360 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| FR SD1518 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| FR SD1659 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| FR SD1703 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.45 |
| FR SD1710 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| FR SD2334 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| FR SD2347 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| FR SD2477 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.37 |
| FR SD2511 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| FR SD2642 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| FR SD2665 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $152K | – | 0.05 |
| FR SD2757 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| FR SD2876 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| FR SD2902 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $799K | – | 0.24 |
| FR SD2920 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| FR SD2922 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| FR SD2999 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| FR SD3133 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $713K | – | 0.21 |
| FR SD3136 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| FR SD3174 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| FR SD3189 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $820K | – | 0.25 |
| FR SD3251 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| FR SD3515 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $670K | – | 0.20 |
| FR SD3760 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| FR SD4027 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| FR SD4285 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $816K | – | 0.25 |
| FR SD5136 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $826K | – | 0.25 |
| FR ZK7457 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $849K | – | 0.26 |
| FR ZM4714 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| FR ZM5332 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $454K | – | 0.14 |
| FR ZS4687 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $428K | – | 0.13 |
| FR ZT1333 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| FTAI 7 06/15/32 144A (FTAI Aviation Ltd) | Long | Debt | KY | $1M | – | 0.36 |
| FTNT 1 03/15/26 (Fortinet Inc) | Long | Debt | US | $125K | – | 0.04 |
| FTNT 2.2 03/15/31 (Fortinet Inc) | Long | Debt | US | $226K | – | 0.07 |
| FUT. CBT 5Y T-NOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $8M | – | 2.41 | |
| FUT. CBT ULT TNOTE SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-10M | – | -3.08 | |
| G2 786922 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| G2 786936 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| G2 MA0089 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| G2 MA1996 (Gnma Pass-Thru M Single Family) | Long | ABS-mortgage backed security | US | $204K | – | 0.06 |
| G2 MA3666 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $504K | – | 0.15 |
| G2 MA4008 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| G2 MA6870 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $398K | – | 0.12 |
| G2 MA8346 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| G2 MA8724 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| GEHC 5.905 11/22/32 (GE Healthcare Technologies Inc.) | Long | Debt | US | $561K | – | 0.17 |
| GLENLN 1.625 04/27/26 (Glencore Funding LLC) | Long | Debt | US | $603K | – | 0.18 |
| GLENLN 3.875 10/27/27 144A (Glencore Funding LLC) | Long | Debt | US | $305K | – | 0.09 |
| GMCAR 2023-1 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $377K | – | 0.11 |
| GMCAR 2023-2 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $663K | – | 0.20 |
| GMT 4 06/30/30 (GATX Corporation) | Long | Debt | US | $9K | – | 0.00 |
| GN 757013 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $945K | – | 0.28 |
| GN 786470 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| GNR 2017-95 QG (Government National Mortgage Association) | Long | ABS-other | US | $716K | – | 0.22 |
| GNR 2023-169 EA (Government National Mortgage Association) | Long | ABS-other | US | $1M | – | 0.43 |
| GPK 3.75 02/01/30 144A (Graphic Packaging International LLC) | Long | Debt | US | $1M | – | 0.36 |
| GPN 2.9 05/15/30 (Global Payments Inc) | Long | Debt | US | $318K | – | 0.10 |
| GS V5.851 04/25/35 (Goldman Sachs Group, Inc.) | Long | Debt | US | $922K | – | 0.28 |
| GSYCN 4.375 05/01/26 144A (GoEasy Limited) | Long | Debt | CA | $717K | – | 0.22 |
| HALST 2024-B A3 (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B) | Long | ABS-other | US | $551K | – | 0.17 |
| HART 2023-A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2023-A) | Long | ABS-other | US | $833K | – | 0.25 |
| HDMOT 2024-A A3 (HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A) | Long | ABS-other | US | $412K | – | 0.12 |
| HSBC V4 PERP . (HSBC Holdings PLC) | Long | Debt | GB | $323K | – | 0.10 |
| IBM 4.9 02/05/34 (IBM International Capital Pte. Ltd.) | Long | Debt | SG | $680K | – | 0.20 |
| ICE 5.25 06/15/31 (Intercontinental Exchange Inc) | Long | Debt | US | $685K | – | 0.21 |
| IEP 5.25 05/15/27 (Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation) | Long | Debt | US | $784K | – | 0.24 |
| IMBLN 5.875 07/01/34 144A (Imperial Brands Finance Plc) | Long | Debt | GB | $1M | – | 0.41 |
| INDON 3.85 10/15/30 (Indonesia (Republic of)) | Long | Debt | ID | $557K | – | 0.17 |
| INTC 5.125 02/10/30 (Intel Corporation) | Long | Debt | US | $984K | – | 0.30 |
| INTNED V5.55 03/19/35 (ING Groep N.V.) | Long | Debt | NL | $1M | – | 0.44 |
| IR 5.4 08/14/28 (Ingersoll Rand Inc) | Long | Debt | US | $308K | – | 0.09 |
| ISATLN 6.75 10/01/26 144A (Connect Finco SARL/Connect US Finco LLC) | Long | Debt | LU | $922K | – | 0.28 |
| ISPIM 6.625 06/20/33 144A (Intesa Sanpaolo S.p.A.) | Long | Debt | IT | $165K | – | 0.05 |
| JANEST 4.5 11/15/29 144A (Jane Street Group LLC / JSG Finance Inc.) | Long | Debt | US | $1M | – | 0.40 |
| JANEST 7.125 04/30/31 144A (Jane Street Group LLC / JSG Finance Inc.) | Long | Debt | US | $1M | – | 0.43 |
| JBL 1.7 04/15/26 (Jabil Inc) | Long | Debt | US | $472K | – | 0.14 |
| JBSSBZ 5.5 01/15/30 (Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc) | Long | Debt | LU | $743K | – | 0.22 |
| JDOT 2024-A A3 (JOHN DEERE OWNER TRUST 2024) | Long | ABS-other | US | $129K | – | 0.04 |
| JEF 2.625 10/15/31 (Jefferies Financial Group Inc) | Long | Debt | US | $90K | – | 0.03 |
| JEF 6.2 04/14/34 (Jefferies Financial Group Inc) | Long | Debt | US | $714K | – | 0.21 |
| JPM V1.953 02/04/32 (JPMorgan Chase & Co.) | Long | Debt | US | $480K | – | 0.14 |
| JPM V2.083 04/22/26 (JPMorgan Chase & Co.) | Long | Debt | US | $1M | – | 0.31 |
| JPM V6.254 10/23/34 (JPMorgan Chase & Co.) | Long | Debt | US | $626K | – | 0.19 |
| JPMMT 2022-7 1A2 (JP MORGAN MORTGAGE TRUST 2022-7) | Long | ABS-other | US | $973K | – | 0.29 |
| JPMMT 2023-1 A3A (J.P. MORGAN MORTGAGE TRUST 2023-1) | Long | ABS-other | US | $887K | – | 0.27 |
| KBCBB V5.796 01/19/29 144A (KBC Group NV) | Long | Debt | BE | $624K | – | 0.19 |
| KEY 5 01/26/33 (KeyBank National Association) | Long | Debt | US | $609K | – | 0.18 |
| KEYS 3 10/30/29 (Keysight Technologies, Inc.) | Long | Debt | US | $156K | – | 0.05 |
| KIM 3.2 04/01/32 (Kimco Realty Corporation) | Long | Debt | US | $199K | – | 0.06 |
| KOF 1.85 09/01/32 (Coca-Cola FEMSA SAB de CV) | Long | Debt | MX | $501K | – | 0.15 |
| LADR 4.25 02/01/27 144A (Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.) | Long | Debt | US | $654K | – | 0.20 |
| LILAPR 6.75 10/15/27 144A (LCPR Senior Secured Financing Designated Activity Company) | Long | Debt | IE | $412K | – | 0.12 |
| LLOYDS V5.679 01/05/35 (Lloyds Banking Group PLC) | Long | Debt | GB | $896K | – | 0.27 |
| LUV 5.125 06/15/27 (Southwest Airlines Co.) | Long | Debt | US | $264K | – | 0.08 |
| LYB 2.25 10/01/30 (LYB International Finance III LLC) | Long | Debt | US | $177K | – | 0.05 |
| MBART 2023-1 A3 (MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $544K | – | 0.16 |
| MCAIRH 6.5 03/26/31 144A (Macquarie Airfinance Holdings Ltd) | Long | Debt | GB | $386K | – | 0.12 |
| MELLO 2021-MTG2 A1 (MELLO MORTGAGE CAPITAL ACCEPTANCE) | Long | ABS-other | US | $927K | – | 0.28 |
| MET 5.375 07/15/33 (MetLife Inc.) | Long | Debt | US | $1M | – | 0.35 |
| MHK 5.85 09/18/28 (Mohawk Industries, Inc.) | Long | Debt | US | $383K | – | 0.12 |
| MKC 1.85 02/15/31 (McCormick & Company, Incorporated) | Long | Debt | US | $264K | – | 0.08 |
| MMAF 2022-B A4 (MMAF EQUIPMENT FINANCE LLC 2022-B) | Long | ABS-other | US | $530K | – | 0.16 |
| MMAF 2024-A A3 (MMAF EQUIPMENT FINANCE LLC 2024-A) | Long | ABS-other | US | $497K | – | 0.15 |
| MMC 5.15 03/15/34 (Marsh & McLennan Companies, Inc.) | Long | Debt | US | $738K | – | 0.22 |
| MQGAU V4.098 06/21/28 144A (Macquarie Group Ltd.) | Long | Debt | AU | $1M | – | 0.39 |
| MRFGBZ 7 05/14/26 144A (NBM US Holdings Inc) | Long | Debt | US | $916K | – | 0.28 |
| MRVL 5.95 09/15/33 (Marvell Technology Inc) | Long | Debt | US | $451K | – | 0.14 |
| MS V5.449 07/20/29 (Morgan Stanley) | Long | Debt | US | $1M | – | 0.35 |
| MS V5.831 04/19/35 (Morgan Stanley) | Long | Debt | US | $472K | – | 0.14 |
| MS V6.407 11/01/29 (Morgan Stanley) | Long | Debt | US | $689K | – | 0.21 |
| MSBAM 2016-C32 A4 (Morgan Stanley Bank Of America Merrill Lynch Trust) | Long | ABS-other | US | $335K | – | 0.10 |
| MTB V7.413 10/30/29 (M&T Bank Corporation) | Long | Debt | US | $694K | – | 0.21 |
| MUFG V5.242 04/19/29 (Mitsubishi UFJ Financial Group Inc.) | Long | Debt | JP | $501K | – | 0.15 |
| MUFG V5.475 02/22/31 (Mitsubishi UFJ Financial Group Inc.) | Long | Debt | JP | $525K | – | 0.16 |
| NDAQ 5.55 02/15/34 (Nasdaq Inc) | Long | Debt | US | $270K | – | 0.08 |
| NEE 2.25 06/01/30 (NextEra Energy Capital Holdings Inc) | Long | Debt | US | $107K | – | 0.03 |
| NEE 5.1 04/01/33 (Florida Power & Light Co.) | Long | Debt | US | $816K | – | 0.25 |
| NEU 2.7 03/18/31 (Newmarket Corporation) | Long | Debt | US | $307K | – | 0.09 |
| NFLX 4.875 04/15/28 (Netflix, Inc.) | Long | Debt | US | $358K | – | 0.11 |
| NI 3.6 05/01/30 (NiSource Inc.) | Long | Debt | US | $234K | – | 0.07 |
| NIPLIF V5.95 04/16/54 144A (Nippon Life Insurance Co.) | Long | Debt | JP | $1M | – | 0.44 |
| NIPLIF V6.25 09/13/53 144A (Nippon Life Insurance Co.) | Long | Debt | JP | $617K | – | 0.19 |
| NNN 5.5 06/15/34 (NNN REIT Inc) | Long | Debt | US | $1M | – | 0.30 |
| Northern Inst Fds GOVT PTFL | Long | Short-term investment vehicle | US | $2M | 2M | 0.51 |
| NOW 1.4 09/01/30 (Servicenow Inc) | Long | Debt | US | $430K | – | 0.13 |
| NRG 2.45 12/02/27 144A (NRG Energy, Inc.) | Long | Debt | US | $167K | – | 0.05 |
| NRG 3.625 02/15/31 144A (NRG Energy, Inc.) | Long | Debt | US | $459K | – | 0.14 |
| NRUC 4.15 12/15/32 (National Rural Utilities Cooperative Finance Corp.) | Long | Debt | US | $221K | – | 0.07 |
| NTRCN 4 12/15/26 (Nutrien Ltd) | Long | Debt | CA | $203K | – | 0.06 |
| NTT 4.372 07/27/27 144A (NTT Finance Corp) | Long | Debt | JP | $1M | – | 0.36 |
| NWG V4.6 PERP .*. (NatWest Group PLC) | Long | Debt | GB | $197K | – | 0.06 |
| NWG V5.778 03/01/35 (NatWest Group PLC) | Long | Debt | GB | $903K | – | 0.27 |
| NWG V8.125 PERP (NatWest Group PLC) | Long | Debt | GB | $202K | – | 0.06 |
| NXPI 5 01/15/33 (NXP B V / NXP Funding LLC & NXP USA Inc) | Long | Debt | NL | $403K | – | 0.12 |
| O 2.2 06/15/28 (Realty Income Corporation) | Long | Debt | US | $295K | – | 0.09 |
| OBX 2024-NQM2 A1 (OBX 2024-NQM2 TRUST) | Long | ABS-other | US | $848K | – | 0.26 |
| OBX 2024-NQM9 A1 (OBX 2024-NQM9 TRUST) | Long | ABS-other | US | $1M | – | 0.34 |
| OC 5.7 06/15/34 (Owens Corning) | Long | Debt | US | $1M | – | 0.31 |
| OCINCC 6.6 09/15/29 144A (Blue Owl Credit Income Corp.) | Long | Debt | US | $1M | – | 0.37 |
| OCSL 2.7 01/15/27 (Oaktree Specialty Lending Corp.) | Long | Debt | US | $109K | – | 0.03 |
| OHNAT 5.55 01/24/30 144A (Ohio National Financial Services) | Long | Debt | US | $2M | – | 0.62 |
| OKE 6.05 09/01/33 (Oneok Inc.) | Long | Debt | US | $757K | – | 0.23 |
| ONCRTX 3.7 11/15/28 (Oncor Electric Delivery Company LLC) | Long | Debt | US | $684K | – | 0.21 |
| ORCL 5.8 11/10/25 (Oracle Corp.) | Long | Debt | US | $261K | – | 0.08 |
| ORLY 4.7 06/15/32 (O'Reilly Automotive Inc.) | Long | Debt | US | $200K | – | 0.06 |
| PCG 4.55 07/01/30 (Pacific Gas and Electric Company) | Long | Debt | US | $135K | – | 0.04 |
| PEGI 4.5 08/15/28 144A (Pattern Energy Operations LP / Pattern Energy Operations Inc) | Long | Debt | US | $213K | – | 0.06 |
| PHILIP 3.75 01/14/29 (Philippines (Republic Of)) | Long | Debt | PH | $353K | – | 0.11 |
| PKG 3.4 12/15/27 (Packaging Corporation of America) | Long | Debt | US | $288K | – | 0.09 |
| PKG 5.7 12/01/33 (Packaging Corporation of America) | Long | Debt | US | $386K | – | 0.12 |
| PM 1.75 11/01/30 (Philip Morris International Inc.) | Long | Debt | US | $285K | – | 0.09 |
| PNC V4.626 06/06/33 (PNC Financial Services Group Inc.) | Long | Debt | US | $238K | – | 0.07 |
| PNC V6.875 10/20/34 (PNC Financial Services Group Inc.) | Long | Debt | US | $1M | – | 0.44 |
| PRI 2.8 11/19/31 (Primerica, Inc.) | Long | Debt | US | $205K | – | 0.06 |
| PSEC 3.706 01/22/26 (Prospect Capital Corp.) | Long | Debt | US | $181K | – | 0.05 |
| PSX 2.15 12/15/30 (Phillips 66) | Long | Debt | US | $284K | – | 0.09 |
| QPETRO 3.125 07/12/41 144A (Qatar Energy) | Long | Debt | QA | $92K | – | 0.03 |
| R 5.25 06/01/28 MTN (Ryder System, Inc.) | Long | Debt | US | $225K | – | 0.07 |
| R 5.375 03/15/29 MTN (Ryder System, Inc.) | Long | Debt | US | $181K | – | 0.05 |
| RCICN 2.9 11/15/26 (Rogers Communications Inc.) | Long | Debt | CA | $331K | – | 0.10 |
| RCL 6.25 03/15/32 144A (Royal Caribbean Group) | Long | Debt | LR | $1M | – | 0.41 |
| RELLN 4.75 05/20/32 (Relx Capital Inc.) | Long | Debt | US | $240K | – | 0.07 |
| RIFP 1.625 04/01/31 144A (Pernod Ricard International Finance Llc) | Long | Debt | US | $295K | – | 0.09 |
| ROLLS 5.75 10/15/27 144a (Rolls-Royce PLC) | Long | Debt | GB | $758K | – | 0.23 |
| ROP 2 06/30/30 (Roper Technologies Inc) | Long | Debt | US | $217K | – | 0.07 |
| ROP 3.8 12/15/26 (Roper Technologies Inc) | Long | Debt | US | $160K | – | 0.05 |
| SAFE 2.85 01/15/32 (Safehold GL Holdings LLC) | Long | Debt | US | $143K | – | 0.04 |
| SAMMON 6.875 04/15/34 144A (Sammons Financial Group Inc) | Long | Debt | US | $882K | – | 0.27 |
| SANLTD 2.85 03/08/29 (Sands China Ltd.) | Long | Debt | KY | $87.82 | – | 0.00 |
| SANTAN V4.175 03/24/28 (Banco Santander, S.A.) | Long | Debt | ES | $578K | – | 0.17 |
| SANUSA V6.342 05/31/35 (Santander Holdings USA Inc.) | Long | Debt | US | $1M | – | 0.39 |
| SDART 2024-2 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2) | Long | ABS-other | US | $421K | – | 0.13 |
| SEE 6.125 02/01/28 144A (Sealed Air Corp. / Sealed Air Corp. US) | Long | Debt | US | $758K | – | 0.23 |
| SEMT 2023-1 A1 (SEQUOIA MORTGAGE TRUST 2023-1) | Long | ABS-other | US | $604K | – | 0.18 |
| SEP 24 US 2YR SEP 24 (Chicago Board of Trade) | Derivative-interest rate | US | $8M | – | 2.46 | |
| SFD 2.625 09/13/31 144A (Smithfield Foods, Inc.) | Long | Debt | US | $240K | – | 0.07 |
| SO 1.75 01/15/31 20-A (Southern Company Gas Capital Corporation) | Long | Debt | US | $485K | – | 0.15 |
| SO 3.7 04/30/30 A (Southern Co.) | Long | Debt | US | $157K | – | 0.05 |
| SOCGEN V6.066 01/19/35 144A (Societe Generale S.A.) | Long | Debt | FR | $693K | – | 0.21 |
| SP 0 02/15/51 (U.S. Treasury Bond Stripped Principal Payment) | Long | Debt | US | $9M | – | 2.66 |
| SPG 2.45 09/13/29 (Simon Property Group LP) | Long | Debt | US | $180K | – | 0.05 |
| SPGI 2.9 03/01/32 (S&P Global Inc) | Long | Debt | US | $691K | – | 0.21 |
| SRE 1.7 10/01/30 VVV (San Diego Gas & Electric Company) | Long | Debt | US | $406K | – | 0.12 |
| SRE 2.6 06/15/26 TT (Southern California Gas Co.) | Long | Debt | US | $617K | – | 0.19 |
| STOAU 3.649 04/29/31 144A (Santos Finance Ltd.) | Long | Debt | AU | $371K | – | 0.11 |
| STOR 2.75 11/18/30 (STORE Capital Corp.) | Long | Debt | US | $182K | – | 0.05 |
| STWD 7.25 04/01/29 144A (Starwood Property Trust, Inc.) | Long | Debt | US | $1M | – | 0.38 |
| SYF 7.25 02/02/33 (Synchrony Financial) | Long | Debt | US | $497K | – | 0.15 |
| SYNIT 2024-A1 A (Synchrony Card Issuance Trust 2018-1) | Long | ABS-other | US | $300K | – | 0.09 |
| T 3 08/15/52 (United States Treasury Bonds) | Long | Debt | US | $52K | – | 0.02 |
| T 3.375 08/15/42 (United States Treasury Bonds) | Long | Debt | US | $1K | – | 0.00 |
| T 4.125 08/15/53 (United States Treasury Bonds) | Long | Debt | US | $24M | – | 7.10 |
| T 4.3 02/15/30 (AT&T Inc) | Long | Debt | US | $174K | – | 0.05 |
| T 5.4 02/15/34 (AT&T Inc) | Long | Debt | US | $590K | – | 0.18 |
| TD 5.103 01/09/26 (The Toronto-Dominion Bank) | Long | Debt | CA | $628K | – | 0.19 |
| TFC V5.867 06/08/34 MTN (Truist Financial Corp.) | Long | Debt | US | $2M | – | 0.61 |
| TIHLLC 7.125 06/01/31 144A (Panther Escrow Issuer LLC / Panther Co-Issuer Inc.) | Long | Debt | US | $910K | – | 0.27 |
| TPMT 2022-1 A1 (TOWD POINT MORTGAGE TRUST 2022-1) | Long | ABS-other | US | $2M | – | 0.58 |
| TPMT 2022-4 A1 (TOWD POINT MORTGAGE TRUST 2022-4) | Long | ABS-other | US | $366K | – | 0.11 |
| TT 5.1 06/13/34 (Trane Technologies Financing Ltd.) | Long | Debt | IE | $209K | – | 0.06 |
| TTWO 3.7 04/14/27 (Take-Two Interactive Software Inc.) | Long | Debt | US | $171K | – | 0.05 |
| TX TNGUTL 5.1 04/01/2035 (TEXAS NAT GAS SECURITIZATION FIN CORP) | Long | Debt | US | $969K | – | 0.29 |
| UAL 4.875 01/15/26 (UNITED AIRLINES PASS THROUGH TRUSTS) | Long | ABS-other | US | $144K | – | 0.04 |
| UAL 6.5 06/20/27 144A (Mileage Plus Hldgs Llc / Mileage Plus Intellectual Property Assets Ltd) | Long | Debt | US | $225K | – | 0.07 |
| UBS V6.301 09/22/34 144A (UBS Group AG) | Long | Debt | CH | $2M | – | 0.51 |
| UHS 2.65 01/15/32 (Universal Health Services, Inc.) | Long | Debt | US | $241K | – | 0.07 |
| UNH 2.3 05/15/31 (UnitedHealth Group Inc.) | Long | Debt | US | $401K | – | 0.12 |
| UNH 4 05/15/29 (UnitedHealth Group Inc.) | Long | Debt | US | $741K | – | 0.22 |
| UNH 5.35 02/15/33 (UnitedHealth Group Inc.) | Long | Debt | US | $719K | – | 0.22 |
| UNP 2.375 05/20/31 (Union Pacific Corporation) | Long | Debt | US | $174K | – | 0.05 |
| USB V5.85 10/21/33 (U.S. Bancorp.) | Long | Debt | US | $1M | – | 0.42 |
| VICI 5.125 05/15/32 (VICI Properties LP) | Long | Debt | US | $225K | – | 0.07 |
| VMW 1.8 08/15/28 (VMware Inc) | Long | Debt | US | $236K | – | 0.07 |
| VMW 4.7 05/15/30 (VMware Inc) | Long | Debt | US | $397K | – | 0.12 |
| VZ 2.55 03/21/31 (Verizon Communications Inc.) | Long | Debt | US | $259K | – | 0.08 |
| VZMT 2023-2 A (VERIZON MASTER TRUST) | Long | ABS-other | US | $1M | – | 0.31 |
| WBD 3.625 05/15/30 (Discovery Communications, LLC) | Long | Debt | US | $264K | – | 0.08 |
| WDAY 3.7 04/01/29 (Workday Inc) | Long | Debt | US | $202K | – | 0.06 |
| WELL 3.85 06/15/32 (Welltower OP LLC) | Long | Debt | US | $87K | – | 0.03 |
| WES 6.15 04/01/33 (Western Midstream Operating LP) | Long | Debt | US | $241K | – | 0.07 |
| WFC V2.393 06/02/28 MTN (Wells Fargo & Co.) | Long | Debt | US | $746K | – | 0.22 |
| WFC V5.499 01/23/35 (Wells Fargo & Co.) | Long | Debt | US | $897K | – | 0.27 |
| WFCM 2016-C35 A4 (Wells Fargo Commercial Mortgage Trust) | Long | ABS-other | US | $350K | – | 0.11 |
| WIB 0 10/03/24 (United States Treasury Bills) | Long | Debt | US | $207K | – | 0.06 |
| WLAKE 2023-3A A3 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $1M | – | 0.32 |
| WPX 4.5 01/15/30 (WPX Energy Inc) | Long | Debt | US | $2M | – | 0.46 |
| WSTP V4.11 07/24/34 (Westpac Banking Corp.) | Long | Debt | AU | $69K | – | 0.02 |
| XEL 2.6 12/01/29 (Xcel Energy Inc) | Long | Debt | US | $109K | – | 0.03 |
| XEL 3.7 06/15/28 (Public Service Company of Colorado) | Long | Debt | US | $684K | – | 0.21 |
| XPO 7.125 02/01/32 (XPO Inc) | Long | Debt | US | $1M | – | 0.41 |
Address
Northern Funds
50 S. LaSalle Street
Chicago
Illinois
60603-1008
United States of America
Websites
Directors
Therese M. Bobek
Ingrid LaMae A. de Jongh
Mark G. Doll
Thomas A. Kloet
David R. Martin
Cynthia R. Plouche
Mary Jacobs Skinner
Darek Wojnar
Transfer Agents
The Northern Trust Company
Pricing Services
Bloomberg Finance L.P.
ICE Data Services, Inc.
Refinitiv US LLC
Markit North America, Inc
PricingDirect, Inc.
ICE Data Derivatives, Inc.
FIS Data Systems, Inc.
SIX Financial Information AG
Nordic Bond Pricing AS
National Securities Clearing Corporation
Markit Group Limited
LONDON STOCK EXCHANGE GROUP PLC
Global Market Index Limited
S&P Global Inc.
S&P Global Limited
World Markets Co
Custodians
AO Citibank
Banco de Chile
Banco Itau Uruguay S.A.
Banco Nacional de Mexico S.A.
Bank Handlowy w Warszawie S.A.
BNP Paribas SA
Citibank A.S.
Citibank del Peru S.A.
Citibank Europe plc, Greece Branch
Citibank Europe PLC, Hungarian Branch Office
Citibank Europe plc
Citibank Europe plc
Citibank Europe plc
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank, N.A.
Cititrust Colombia
Credit Suisse (Switzerland) Ltd
Euroclear Bank S.A./N.V.
Euroclear Bank S.A./N.V.
First Abu Dhabi Bank P.J.S.C
HSBC Bank (China) Company Limited
HSBC Bank (Taiwan) Limited
HSBC Bank Australia Limited
HSBC Bank Malaysia Berhad
HSBC Bank Middle East Limited
HSBC Bank Middle East Limited
HSBC Bank Middle East Limited
HSBC Bank Oman SAOG
Royal Bank of Canada
Skandinaviska Enskilda Banken AB (publ)
Skandinaviska Enskilda Banken AB (publ)
Skandinaviska Enskilda Banken AB (publ)
Skandinaviska Enskilda Banken AB (publ)
Societe Generale Marocaine de Banques
Standard Bank Namibia Ltd
Standard Bank of South Africa Limited
Standard Chartered Bank Ghana PLC
Standard Chartered Bank Limited
Standard Chartered Bank
Swedbank AS
The Hongkong & Shanghai Banking Corporation Limited
The Hongkong & Shanghai Banking Corporation Limited
The Hongkong & Shanghai Banking Corporation Limited
The Hongkong & Shanghai Banking Corporation Ltd.
The Hongkong & Shanghai Banking Corporation Ltd.
The Hongkong & Shanghai Banking Corporation Ltd
The Hongkong and Shanghai Banking Corporation Limited
The Hongkong and Shanghai Banking Corporation Limited
The Northern Trust Company of Saudi Arabia (TNTCOSA)
The Northern Trust Company, Canada
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company
UBS SWITZERLAND AG
UniCredit Bank Austria A.G
UniCredit Bank Czech Republic and Slovakia, a. s
Union Internationale de Banques
Shareholder Servicing Agents
The Northern Trust Company
Admins
Northern Trust Investments, Inc.
Brokers
INVESTEC CAPITAL SERVICES (INDIA) PRIVATE LIMITED
HSBC SECURITIES (USA) INC.
CLSA (UK)
J.P. Morgan Securities LLC
MORGAN STANLEY & CO. LLC
UBS SECURITIES LLC
GOLDMAN SACHS & CO. LLC
Citibank, National Association
UBS AG
BTG PACTUAL US CAPITAL, LLC