NORTHERN TRUST INVESTMENTS, INC. has sponsored the creation of one or more 401k plans.
Submission information for form 5500 for 401k plan NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING
| Measure | Date | Value |
|---|
| 2022 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2022 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2022-07-31 | $-819,255,970 |
| Total unrealized appreciation/depreciation of assets | 2022-07-31 | $-819,255,970 |
| Total transfer of assets to this plan | 2022-07-31 | $564,876,703 |
| Total transfer of assets from this plan | 2022-07-31 | $1,637,253,757 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2022-07-31 | $327,898,989 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2022-07-31 | $492,929,585 |
| Total income from all sources (including contributions) | 2022-07-31 | $-677,927,916 |
| Total loss/gain on sale of assets | 2022-07-31 | $-14,906,183 |
| Total of all expenses incurred | 2022-07-31 | $486,318 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2022-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2022-07-31 | $0 |
| Value of total assets at end of year | 2022-07-31 | $8,719,028,056 |
| Value of total assets at beginning of year | 2022-07-31 | $10,634,849,940 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2022-07-31 | $486,318 |
| Total interest from all sources | 2022-07-31 | $155,297,153 |
| Total dividends received (eg from common stock, registered investment company shares) | 2022-07-31 | $0 |
| Administrative expenses professional fees incurred | 2022-07-31 | $20,783 |
| Assets. Other investments not covered elsewhere at end of year | 2022-07-31 | $1,219,500 |
| Assets. Other investments not covered elsewhere at beginning of year | 2022-07-31 | $193,286 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2022-07-31 | $83,289,096 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2022-07-31 | $130,336,717 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2022-07-31 | $327,898,989 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2022-07-31 | $492,929,585 |
| Administrative expenses (other) incurred | 2022-07-31 | $465,535 |
| Total non interest bearing cash at end of year | 2022-07-31 | $610,566 |
| Value of net income/loss | 2022-07-31 | $-678,414,234 |
| Value of net assets at end of year (total assets less liabilities) | 2022-07-31 | $8,391,129,067 |
| Value of net assets at beginning of year (total assets less liabilities) | 2022-07-31 | $10,141,920,355 |
| Income. Interest from US Government securities | 2022-07-31 | $155,297,153 |
| Value of interest in common/collective trusts at end of year | 2022-07-31 | $254,166,746 |
| Value of interest in common/collective trusts at beginning of year | 2022-07-31 | $374,667,980 |
| Asset value of US Government securities at end of year | 2022-07-31 | $8,379,742,148 |
| Asset value of US Government securities at beginning of year | 2022-07-31 | $10,129,651,957 |
| Net investment gain or loss from common/collective trusts | 2022-07-31 | $937,084 |
| Aggregate proceeds on sale of assets | 2022-07-31 | $5,645,460,346 |
| Aggregate carrying amount (costs) on sale of assets | 2022-07-31 | $5,660,366,529 |
| 2021 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2021 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2021-07-31 | $-147,702,321 |
| Total unrealized appreciation/depreciation of assets | 2021-07-31 | $-147,702,321 |
| Total transfer of assets to this plan | 2021-07-31 | $1,350,665,963 |
| Total transfer of assets from this plan | 2021-07-31 | $809,337,525 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2021-07-31 | $492,929,585 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2021-07-31 | $814,451,102 |
| Total income from all sources (including contributions) | 2021-07-31 | $-6,049,397 |
| Total loss/gain on sale of assets | 2021-07-31 | $1,850,133 |
| Total of all expenses incurred | 2021-07-31 | $522,373 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2021-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2021-07-31 | $0 |
| Value of total assets at end of year | 2021-07-31 | $10,634,849,940 |
| Value of total assets at beginning of year | 2021-07-31 | $10,421,614,789 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2021-07-31 | $522,373 |
| Total interest from all sources | 2021-07-31 | $138,865,707 |
| Total dividends received (eg from common stock, registered investment company shares) | 2021-07-31 | $0 |
| Administrative expenses professional fees incurred | 2021-07-31 | $18,448 |
| Assets. Other investments not covered elsewhere at end of year | 2021-07-31 | $193,286 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2021-07-31 | $130,336,717 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2021-07-31 | $109,745,677 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2021-07-31 | $492,929,585 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2021-07-31 | $814,451,102 |
| Administrative expenses (other) incurred | 2021-07-31 | $503,925 |
| Value of net income/loss | 2021-07-31 | $-6,571,770 |
| Value of net assets at end of year (total assets less liabilities) | 2021-07-31 | $10,141,920,355 |
| Value of net assets at beginning of year (total assets less liabilities) | 2021-07-31 | $9,607,163,687 |
| Income. Interest from US Government securities | 2021-07-31 | $138,865,707 |
| Value of interest in common/collective trusts at end of year | 2021-07-31 | $374,667,980 |
| Value of interest in common/collective trusts at beginning of year | 2021-07-31 | $740,750,468 |
| Asset value of US Government securities at end of year | 2021-07-31 | $10,129,651,957 |
| Asset value of US Government securities at beginning of year | 2021-07-31 | $9,571,118,644 |
| Net investment gain or loss from common/collective trusts | 2021-07-31 | $937,084 |
| Aggregate proceeds on sale of assets | 2021-07-31 | $6,564,512,616 |
| Aggregate carrying amount (costs) on sale of assets | 2021-07-31 | $6,562,662,483 |
| 2020 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2020 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2020-07-31 | $263,773,654 |
| Total unrealized appreciation/depreciation of assets | 2020-07-31 | $263,773,654 |
| Total transfer of assets to this plan | 2020-07-31 | $1,256,190,186 |
| Total transfer of assets from this plan | 2020-07-31 | $884,548,282 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2020-07-31 | $814,451,102 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2020-07-31 | $353,750,246 |
| Total income from all sources (including contributions) | 2020-07-31 | $478,278,043 |
| Total loss/gain on sale of assets | 2020-07-31 | $3,504,739 |
| Total of all expenses incurred | 2020-07-31 | $469,300 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2020-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2020-07-31 | $0 |
| Value of total assets at end of year | 2020-07-31 | $10,421,614,789 |
| Value of total assets at beginning of year | 2020-07-31 | $9,111,463,286 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2020-07-31 | $469,300 |
| Total interest from all sources | 2020-07-31 | $208,197,856 |
| Total dividends received (eg from common stock, registered investment company shares) | 2020-07-31 | $0 |
| Administrative expenses professional fees incurred | 2020-07-31 | $18,146 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2020-07-31 | $109,745,677 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2020-07-31 | $89,416,255 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2020-07-31 | $814,451,102 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2020-07-31 | $353,750,246 |
| Administrative expenses (other) incurred | 2020-07-31 | $451,154 |
| Value of net income/loss | 2020-07-31 | $477,808,743 |
| Value of net assets at end of year (total assets less liabilities) | 2020-07-31 | $9,607,163,687 |
| Value of net assets at beginning of year (total assets less liabilities) | 2020-07-31 | $8,757,713,040 |
| Income. Interest from US Government securities | 2020-07-31 | $208,197,856 |
| Value of interest in common/collective trusts at end of year | 2020-07-31 | $740,750,468 |
| Value of interest in common/collective trusts at beginning of year | 2020-07-31 | $288,906,536 |
| Asset value of US Government securities at end of year | 2020-07-31 | $9,571,118,644 |
| Asset value of US Government securities at beginning of year | 2020-07-31 | $8,733,140,495 |
| Net investment gain or loss from common/collective trusts | 2020-07-31 | $2,801,794 |
| Aggregate proceeds on sale of assets | 2020-07-31 | $3,788,670,373 |
| Aggregate carrying amount (costs) on sale of assets | 2020-07-31 | $3,785,165,634 |
| 2019 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2019 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2019-07-31 | $320,375,972 |
| Total unrealized appreciation/depreciation of assets | 2019-07-31 | $320,375,972 |
| Total transfer of assets to this plan | 2019-07-31 | $453,810,866 |
| Total transfer of assets from this plan | 2019-07-31 | $633,332,398 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2019-07-31 | $353,750,246 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2019-07-31 | $280,596,960 |
| Total income from all sources (including contributions) | 2019-07-31 | $560,812,450 |
| Total loss/gain on sale of assets | 2019-07-31 | $-5,918,143 |
| Total of all expenses incurred | 2019-07-31 | $438,653 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2019-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2019-07-31 | $0 |
| Value of total assets at end of year | 2019-07-31 | $9,111,463,286 |
| Value of total assets at beginning of year | 2019-07-31 | $8,657,457,735 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2019-07-31 | $438,653 |
| Total interest from all sources | 2019-07-31 | $241,857,850 |
| Total dividends received (eg from common stock, registered investment company shares) | 2019-07-31 | $0 |
| Administrative expenses professional fees incurred | 2019-07-31 | $17,801 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2019-07-31 | $89,416,255 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2019-07-31 | $51,896,004 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2019-07-31 | $353,750,246 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2019-07-31 | $280,596,960 |
| Administrative expenses (other) incurred | 2019-07-31 | $420,852 |
| Value of net income/loss | 2019-07-31 | $560,373,797 |
| Value of net assets at end of year (total assets less liabilities) | 2019-07-31 | $8,757,713,040 |
| Value of net assets at beginning of year (total assets less liabilities) | 2019-07-31 | $8,376,860,775 |
| Income. Interest from US Government securities | 2019-07-31 | $241,857,850 |
| Value of interest in common/collective trusts at end of year | 2019-07-31 | $288,906,536 |
| Value of interest in common/collective trusts at beginning of year | 2019-07-31 | $240,598,072 |
| Asset value of US Government securities at end of year | 2019-07-31 | $8,733,140,495 |
| Asset value of US Government securities at beginning of year | 2019-07-31 | $8,364,963,659 |
| Net investment gain or loss from common/collective trusts | 2019-07-31 | $4,496,771 |
| Aggregate proceeds on sale of assets | 2019-07-31 | $1,839,795,118 |
| Aggregate carrying amount (costs) on sale of assets | 2019-07-31 | $1,845,713,261 |
| 2018 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2018 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2018-07-31 | $-277,202,843 |
| Total unrealized appreciation/depreciation of assets | 2018-07-31 | $-277,202,843 |
| Total transfer of assets to this plan | 2018-07-31 | $2,882,970,281 |
| Total transfer of assets from this plan | 2018-07-31 | $1,642,530,884 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2018-07-31 | $280,596,960 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2018-07-31 | $268,236,029 |
| Total income from all sources (including contributions) | 2018-07-31 | $-62,247,321 |
| Total loss/gain on sale of assets | 2018-07-31 | $-19,079,636 |
| Total of all expenses incurred | 2018-07-31 | $449,696 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2018-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2018-07-31 | $0 |
| Value of total assets at end of year | 2018-07-31 | $8,657,457,735 |
| Value of total assets at beginning of year | 2018-07-31 | $7,467,354,424 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2018-07-31 | $449,696 |
| Total interest from all sources | 2018-07-31 | $229,340,971 |
| Total dividends received (eg from common stock, registered investment company shares) | 2018-07-31 | $0 |
| Administrative expenses professional fees incurred | 2018-07-31 | $17,718 |
| Assets. Other investments not covered elsewhere at beginning of year | 2018-07-31 | $177,000 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2018-07-31 | $51,896,004 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2018-07-31 | $54,701,590 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2018-07-31 | $280,596,960 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2018-07-31 | $268,236,029 |
| Administrative expenses (other) incurred | 2018-07-31 | $431,978 |
| Value of net income/loss | 2018-07-31 | $-62,697,017 |
| Value of net assets at end of year (total assets less liabilities) | 2018-07-31 | $8,376,860,775 |
| Value of net assets at beginning of year (total assets less liabilities) | 2018-07-31 | $7,199,118,395 |
| Income. Interest from US Government securities | 2018-07-31 | $229,340,971 |
| Value of interest in common/collective trusts at end of year | 2018-07-31 | $240,598,072 |
| Value of interest in common/collective trusts at beginning of year | 2018-07-31 | $242,447,964 |
| Asset value of US Government securities at end of year | 2018-07-31 | $8,364,963,659 |
| Asset value of US Government securities at beginning of year | 2018-07-31 | $7,170,027,870 |
| Net investment gain or loss from common/collective trusts | 2018-07-31 | $4,694,187 |
| Aggregate proceeds on sale of assets | 2018-07-31 | $3,562,563,363 |
| Aggregate carrying amount (costs) on sale of assets | 2018-07-31 | $3,581,642,999 |
| 2017 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2017 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2017-07-31 | $-157,628,764 |
| Total unrealized appreciation/depreciation of assets | 2017-07-31 | $-157,628,764 |
| Total transfer of assets to this plan | 2017-07-31 | $991,822,238 |
| Total transfer of assets from this plan | 2017-07-31 | $378,735,639 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2017-07-31 | $268,236,029 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2017-07-31 | $556,635,545 |
| Total income from all sources (including contributions) | 2017-07-31 | $4,319,473 |
| Total loss/gain on sale of assets | 2017-07-31 | $-4,517,694 |
| Total of all expenses incurred | 2017-07-31 | $529,649 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2017-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2017-07-31 | $0 |
| Value of total assets at end of year | 2017-07-31 | $7,467,354,424 |
| Value of total assets at beginning of year | 2017-07-31 | $7,138,877,517 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2017-07-31 | $529,649 |
| Total interest from all sources | 2017-07-31 | $162,839,199 |
| Total dividends received (eg from common stock, registered investment company shares) | 2017-07-31 | $0 |
| Administrative expenses professional fees incurred | 2017-07-31 | $17,360 |
| Assets. Other investments not covered elsewhere at end of year | 2017-07-31 | $177,000 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2017-07-31 | $54,701,590 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2017-07-31 | $30,308,311 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2017-07-31 | $268,236,029 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2017-07-31 | $556,635,545 |
| Administrative expenses (other) incurred | 2017-07-31 | $512,289 |
| Value of net income/loss | 2017-07-31 | $3,789,824 |
| Value of net assets at end of year (total assets less liabilities) | 2017-07-31 | $7,199,118,395 |
| Value of net assets at beginning of year (total assets less liabilities) | 2017-07-31 | $6,582,241,972 |
| Income. Interest from US Government securities | 2017-07-31 | $162,839,199 |
| Value of interest in common/collective trusts at end of year | 2017-07-31 | $242,447,964 |
| Value of interest in common/collective trusts at beginning of year | 2017-07-31 | $539,226,085 |
| Asset value of US Government securities at end of year | 2017-07-31 | $7,170,027,870 |
| Asset value of US Government securities at beginning of year | 2017-07-31 | $6,569,343,121 |
| Net investment gain or loss from common/collective trusts | 2017-07-31 | $3,626,732 |
| Aggregate proceeds on sale of assets | 2017-07-31 | $4,974,494,046 |
| Aggregate carrying amount (costs) on sale of assets | 2017-07-31 | $4,979,011,740 |
| 2016 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2016 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2016-07-31 | $72,103,217 |
| Total unrealized appreciation/depreciation of assets | 2016-07-31 | $72,103,217 |
| Total transfer of assets to this plan | 2016-07-31 | $629,560,419 |
| Total transfer of assets from this plan | 2016-07-31 | $298,979,731 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2016-07-31 | $556,635,545 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2016-07-31 | $743,343,550 |
| Total income from all sources (including contributions) | 2016-07-31 | $249,283,544 |
| Total loss/gain on sale of assets | 2016-07-31 | $24,984,628 |
| Total of all expenses incurred | 2016-07-31 | $488,643 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2016-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2016-07-31 | $0 |
| Value of total assets at end of year | 2016-07-31 | $7,138,877,517 |
| Value of total assets at beginning of year | 2016-07-31 | $6,746,209,933 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2016-07-31 | $488,643 |
| Total interest from all sources | 2016-07-31 | $149,802,794 |
| Total dividends received (eg from common stock, registered investment company shares) | 2016-07-31 | $0 |
| Administrative expenses professional fees incurred | 2016-07-31 | $26,488 |
| Assets. Other investments not covered elsewhere at beginning of year | 2016-07-31 | $677,092 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2016-07-31 | $30,308,311 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2016-07-31 | $59,230,783 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2016-07-31 | $556,635,545 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2016-07-31 | $743,343,550 |
| Administrative expenses (other) incurred | 2016-07-31 | $462,155 |
| Value of net income/loss | 2016-07-31 | $248,794,901 |
| Value of net assets at end of year (total assets less liabilities) | 2016-07-31 | $6,582,241,972 |
| Value of net assets at beginning of year (total assets less liabilities) | 2016-07-31 | $6,002,866,383 |
| Income. Interest from US Government securities | 2016-07-31 | $149,802,794 |
| Value of interest in common/collective trusts at end of year | 2016-07-31 | $539,226,085 |
| Value of interest in common/collective trusts at beginning of year | 2016-07-31 | $696,653,421 |
| Asset value of US Government securities at end of year | 2016-07-31 | $6,569,343,121 |
| Asset value of US Government securities at beginning of year | 2016-07-31 | $5,989,648,637 |
| Net investment gain or loss from common/collective trusts | 2016-07-31 | $2,392,905 |
| Aggregate proceeds on sale of assets | 2016-07-31 | $6,613,897,419 |
| Aggregate carrying amount (costs) on sale of assets | 2016-07-31 | $6,588,912,791 |
| 2015 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2015 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2015-07-31 | $44,975,546 |
| Total unrealized appreciation/depreciation of assets | 2015-07-31 | $44,975,546 |
| Total transfer of assets to this plan | 2015-07-31 | $595,192,909 |
| Total transfer of assets from this plan | 2015-07-31 | $879,771,763 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2015-07-31 | $743,343,550 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2015-07-31 | $1,278,004,287 |
| Total income from all sources (including contributions) | 2015-07-31 | $229,350,261 |
| Total loss/gain on sale of assets | 2015-07-31 | $38,319,182 |
| Total of all expenses incurred | 2015-07-31 | $489,801 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2015-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2015-07-31 | $0 |
| Value of total assets at end of year | 2015-07-31 | $6,746,209,933 |
| Value of total assets at beginning of year | 2015-07-31 | $7,336,589,064 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2015-07-31 | $489,801 |
| Total interest from all sources | 2015-07-31 | $144,218,655 |
| Total dividends received (eg from common stock, registered investment company shares) | 2015-07-31 | $0 |
| Administrative expenses professional fees incurred | 2015-07-31 | $21,694 |
| Assets. Other investments not covered elsewhere at end of year | 2015-07-31 | $677,092 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2015-07-31 | $59,230,783 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2015-07-31 | $82,311,570 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2015-07-31 | $743,343,550 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2015-07-31 | $1,278,004,287 |
| Administrative expenses (other) incurred | 2015-07-31 | $468,107 |
| Value of net income/loss | 2015-07-31 | $228,860,460 |
| Value of net assets at end of year (total assets less liabilities) | 2015-07-31 | $6,002,866,383 |
| Value of net assets at beginning of year (total assets less liabilities) | 2015-07-31 | $6,058,584,777 |
| Income. Interest from US Government securities | 2015-07-31 | $144,218,655 |
| Value of interest in common/collective trusts at end of year | 2015-07-31 | $696,653,421 |
| Value of interest in common/collective trusts at beginning of year | 2015-07-31 | $1,213,141,413 |
| Asset value of US Government securities at end of year | 2015-07-31 | $5,989,648,637 |
| Asset value of US Government securities at beginning of year | 2015-07-31 | $6,041,136,081 |
| Net investment gain or loss from common/collective trusts | 2015-07-31 | $1,836,878 |
| Aggregate proceeds on sale of assets | 2015-07-31 | $12,446,596,055 |
| Aggregate carrying amount (costs) on sale of assets | 2015-07-31 | $12,408,276,873 |
| 2014 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2014 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2014-07-31 | $47,772,647 |
| Total unrealized appreciation/depreciation of assets | 2014-07-31 | $47,772,647 |
| Total transfer of assets to this plan | 2014-07-31 | $838,233,753 |
| Total transfer of assets from this plan | 2014-07-31 | $600,600,767 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2014-07-31 | $1,278,004,287 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2014-07-31 | $1,230,413,280 |
| Total income from all sources (including contributions) | 2014-07-31 | $240,611,045 |
| Total loss/gain on sale of assets | 2014-07-31 | $52,893,489 |
| Total of all expenses incurred | 2014-07-31 | $461,234 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2014-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2014-07-31 | $0 |
| Value of total assets at end of year | 2014-07-31 | $7,336,589,064 |
| Value of total assets at beginning of year | 2014-07-31 | $6,811,215,260 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2014-07-31 | $461,234 |
| Total interest from all sources | 2014-07-31 | $137,908,225 |
| Total dividends received (eg from common stock, registered investment company shares) | 2014-07-31 | $0 |
| Administrative expenses professional fees incurred | 2014-07-31 | $22,882 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2014-07-31 | $82,311,570 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2014-07-31 | $52,489,116 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2014-07-31 | $1,278,004,287 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2014-07-31 | $1,230,413,280 |
| Administrative expenses (other) incurred | 2014-07-31 | $438,352 |
| Value of net income/loss | 2014-07-31 | $240,149,811 |
| Value of net assets at end of year (total assets less liabilities) | 2014-07-31 | $6,058,584,777 |
| Value of net assets at beginning of year (total assets less liabilities) | 2014-07-31 | $5,580,801,980 |
| Income. Interest from US Government securities | 2014-07-31 | $137,908,225 |
| Value of interest in common/collective trusts at end of year | 2014-07-31 | $1,213,141,413 |
| Value of interest in common/collective trusts at beginning of year | 2014-07-31 | $1,203,567,461 |
| Asset value of US Government securities at end of year | 2014-07-31 | $6,041,136,081 |
| Asset value of US Government securities at beginning of year | 2014-07-31 | $5,555,158,683 |
| Net investment gain or loss from common/collective trusts | 2014-07-31 | $2,036,684 |
| Aggregate proceeds on sale of assets | 2014-07-31 | $16,456,524,442 |
| Aggregate carrying amount (costs) on sale of assets | 2014-07-31 | $16,403,630,953 |
| 2013 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2013 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2013-07-31 | $-203,291,081 |
| Total unrealized appreciation/depreciation of assets | 2013-07-31 | $-203,291,081 |
| Total transfer of assets to this plan | 2013-07-31 | $721,568,389 |
| Total transfer of assets from this plan | 2013-07-31 | $590,221,985 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2013-07-31 | $1,230,413,280 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2013-07-31 | $1,552,468,069 |
| Total income from all sources (including contributions) | 2013-07-31 | $-123,067,790 |
| Total loss/gain on sale of assets | 2013-07-31 | $-21,128,457 |
| Total of all expenses incurred | 2013-07-31 | $468,250 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2013-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2013-07-31 | $0 |
| Value of total assets at end of year | 2013-07-31 | $6,811,215,260 |
| Value of total assets at beginning of year | 2013-07-31 | $7,125,459,685 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2013-07-31 | $468,250 |
| Total interest from all sources | 2013-07-31 | $98,308,821 |
| Total dividends received (eg from common stock, registered investment company shares) | 2013-07-31 | $0 |
| Administrative expenses professional fees incurred | 2013-07-31 | $34,099 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2013-07-31 | $52,489,116 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2013-07-31 | $42,333,136 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2013-07-31 | $1,230,413,280 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2013-07-31 | $1,552,468,069 |
| Administrative expenses (other) incurred | 2013-07-31 | $434,151 |
| Value of net income/loss | 2013-07-31 | $-123,536,040 |
| Value of net assets at end of year (total assets less liabilities) | 2013-07-31 | $5,580,801,980 |
| Value of net assets at beginning of year (total assets less liabilities) | 2013-07-31 | $5,572,991,616 |
| Income. Interest from US Government securities | 2013-07-31 | $98,308,821 |
| Value of interest in common/collective trusts at end of year | 2013-07-31 | $1,203,567,461 |
| Value of interest in common/collective trusts at beginning of year | 2013-07-31 | $1,530,413,439 |
| Asset value of US Government securities at end of year | 2013-07-31 | $5,555,158,683 |
| Asset value of US Government securities at beginning of year | 2013-07-31 | $5,552,713,110 |
| Net investment gain or loss from common/collective trusts | 2013-07-31 | $3,042,927 |
| Aggregate proceeds on sale of assets | 2013-07-31 | $16,011,926,855 |
| Aggregate carrying amount (costs) on sale of assets | 2013-07-31 | $16,033,055,312 |
| 2012 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2012 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2012-07-31 | $54,729,238 |
| Total unrealized appreciation/depreciation of assets | 2012-07-31 | $54,729,238 |
| Total transfer of assets to this plan | 2012-07-31 | $655,618,218 |
| Total transfer of assets from this plan | 2012-07-31 | $375,235,281 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2012-07-31 | $1,552,468,069 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2012-07-31 | $1,179,702,841 |
| Total income from all sources (including contributions) | 2012-07-31 | $272,592,206 |
| Total loss/gain on sale of assets | 2012-07-31 | $88,535,051 |
| Total of all expenses incurred | 2012-07-31 | $539,727 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2012-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2012-07-31 | $0 |
| Value of total assets at end of year | 2012-07-31 | $7,125,459,685 |
| Value of total assets at beginning of year | 2012-07-31 | $6,200,259,041 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2012-07-31 | $539,727 |
| Total interest from all sources | 2012-07-31 | $126,740,394 |
| Total dividends received (eg from common stock, registered investment company shares) | 2012-07-31 | $0 |
| Administrative expenses professional fees incurred | 2012-07-31 | $19,753 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2012-07-31 | $42,333,136 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2012-07-31 | $47,049,836 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2012-07-31 | $1,552,468,069 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2012-07-31 | $1,179,702,841 |
| Administrative expenses (other) incurred | 2012-07-31 | $519,974 |
| Value of net income/loss | 2012-07-31 | $272,052,479 |
| Value of net assets at end of year (total assets less liabilities) | 2012-07-31 | $5,572,991,616 |
| Value of net assets at beginning of year (total assets less liabilities) | 2012-07-31 | $5,020,556,200 |
| Income. Interest from US Government securities | 2012-07-31 | $126,740,394 |
| Value of interest in common/collective trusts at end of year | 2012-07-31 | $1,530,413,439 |
| Value of interest in common/collective trusts at beginning of year | 2012-07-31 | $1,150,226,425 |
| Asset value of US Government securities at end of year | 2012-07-31 | $5,552,713,110 |
| Asset value of US Government securities at beginning of year | 2012-07-31 | $5,002,982,780 |
| Net investment gain or loss from common/collective trusts | 2012-07-31 | $2,587,523 |
| Aggregate proceeds on sale of assets | 2012-07-31 | $15,825,478,827 |
| Aggregate carrying amount (costs) on sale of assets | 2012-07-31 | $15,736,943,776 |
| 2011 : NT COLLECTIVE MORTGAGE-BACKED SECURITIES INDEX FUND - NON LENDING 2011 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2011-07-31 | $5,475,307 |
| Total unrealized appreciation/depreciation of assets | 2011-07-31 | $5,475,307 |
| Total transfer of assets to this plan | 2011-07-31 | $6,055,029,347 |
| Total transfer of assets from this plan | 2011-07-31 | $4,199,182,333 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2011-07-31 | $1,179,702,841 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2011-07-31 | $2,045,453,308 |
| Total income from all sources (including contributions) | 2011-07-31 | $159,891,366 |
| Total loss/gain on sale of assets | 2011-07-31 | $15,971,090 |
| Total of all expenses incurred | 2011-07-31 | $482,167 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2011-07-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2011-07-31 | $0 |
| Value of total assets at end of year | 2011-07-31 | $6,200,259,041 |
| Value of total assets at beginning of year | 2011-07-31 | $5,050,753,295 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2011-07-31 | $482,167 |
| Total interest from all sources | 2011-07-31 | $135,847,430 |
| Total dividends received (eg from common stock, registered investment company shares) | 2011-07-31 | $0 |
| Administrative expenses professional fees incurred | 2011-07-31 | $19,764 |
| Assets. Other investments not covered elsewhere at beginning of year | 2011-07-31 | $1,481,007,151 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2011-07-31 | $47,049,836 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2011-07-31 | $93,285,597 |
| Assets. Loans (other than to participants) at beginning of year | 2011-07-31 | $1,434,523,880 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2011-07-31 | $1,179,702,841 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2011-07-31 | $2,045,453,308 |
| Administrative expenses (other) incurred | 2011-07-31 | $462,403 |
| Value of net income/loss | 2011-07-31 | $159,409,199 |
| Value of net assets at end of year (total assets less liabilities) | 2011-07-31 | $5,020,556,200 |
| Value of net assets at beginning of year (total assets less liabilities) | 2011-07-31 | $3,005,299,987 |
| Income. Interest from US Government securities | 2011-07-31 | $135,847,430 |
| Value of interest in common/collective trusts at end of year | 2011-07-31 | $1,150,226,425 |
| Value of interest in common/collective trusts at beginning of year | 2011-07-31 | $499,919,772 |
| Asset value of US Government securities at end of year | 2011-07-31 | $5,002,982,780 |
| Asset value of US Government securities at beginning of year | 2011-07-31 | $1,542,016,895 |
| Net investment gain or loss from common/collective trusts | 2011-07-31 | $2,597,539 |
| Aggregate proceeds on sale of assets | 2011-07-31 | $14,571,172,605 |
| Aggregate carrying amount (costs) on sale of assets | 2011-07-31 | $14,555,201,515 |
