N-MFP2 0000710124 XXXXXXXX 2017-07-31 0000710124 S000001289 1 N N 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 N 23 100 869245954.21 753781939.79 716705333.05 707040435.55 0.00 952533509.77 857049799.77 889869950.25 880232893.31 0.00 0.6869 0.5984 0.5655 0.5483 0.0000 0.7527 0.6804 0.7021 0.6826 0.0000 0.00 1337929840.54 1337865025.87 880254.01 9753805.98 1328991473.90 1328934319.9100 1.0000 0.0103 1.0001 1.0001 1.0001 1.0001 0.0000 C000003457 0.00 1328991473.90 1328934319.9100 1.0001 1.0001 1.0001 1.0001 0.0000 281346963.91 296932520.77 296391227.66 302292843.05 225741217.73 217800003.82 231822066.48 224670058.11 0.00 0.00 1107800691.83 1067397689.42 0.0099 Y The Investment Advisor Reimbursed $122,489.13 of fees during the period FEDERAL HOME LOAN BANKS FHLB 0.875000% 3130A7CX1 US3130A7CX17 U.S. Government Agency Debt Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0088 4989475.00 4989475.00 0.0038 N N N N FEDERAL HOME LOAN BANKS FHLB 1.199998% 3130A7FS9 US3130A7FS94 U.S. Government Agency Debt Y 2017-09-07 2017-09-07 2017-09-07 N N N 0.0120 3600622.80 3600622.80 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 1.212998% 3130A7GP4 US3130A7GP47 U.S. Government Agency Debt Y 2017-09-11 2017-09-11 2017-09-11 N N N 0.0121 10002340.00 10002340.00 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 1.292997% 3130A8F40 US3130A8F404 U.S. Government Agency Debt Y 2017-08-07 2017-12-07 2017-12-07 N N N 0.0129 10007700.00 10007700.00 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 0.875000% 3130AARB6 US3130AARB68 U.S. Government Agency Debt Y 2018-01-30 2018-01-30 2018-01-30 N N N 0.0088 14976165.00 14976165.00 0.0113 N N N N FEDERAL HOME LOAN BANKS FHLB 1.086998% 3130AAXJ2 US3130AAXJ21 U.S. Government Agency Debt Y 2017-08-06 2018-04-06 2018-04-06 N N N 0.0109 24999250.00 24999250.00 0.0188 N N N N FEDERAL HOME LOAN BANKS FHLB 1.063998% 3130ABDV5 US3130ABDV51 U.S. Government Agency Debt Y 2017-08-08 2018-02-08 2018-02-08 N N N 0.0106 19998200.00 19998200.00 0.0150 N N N N FEDERAL HOME LOAN BANKS FHLB 1.091998% 3130ABFZ4 US3130ABFZ48 U.S. Government Agency Debt Y 2017-08-25 2018-05-25 2018-05-25 N N N 0.0109 14998725.00 14998725.00 0.0113 N N N N FEDERAL HOME LOAN BANKS FHLB 1.081998% 3130ABHD1 US3130ABHD18 U.S. Government Agency Debt Y 2017-08-24 2018-05-24 2018-05-24 N N N 0.0108 14998140.00 14998140.00 0.0113 N N N N FEDERAL HOME LOAN BANKS FHLB 1.086998% 3130ABN28 US3130ABN289 U.S. Government Agency Debt Y 2017-08-22 2018-06-22 2018-06-22 N N N 0.0109 14998140.00 14998140.00 0.0113 N N N N FEDERAL HOME LOAN BANKS FHLB 1.128999% 3130ABN77 US3130ABN776 U.S. Government Agency Debt Y 2017-08-21 2018-12-21 2018-12-21 N N N 0.0113 9998620.00 9998620.00 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 1.113998% 3130ABSW7 US3130ABSW79 U.S. Government Agency Debt Y 2017-08-12 2018-10-12 2018-10-12 N N N 0.0111 19995240.00 19995240.00 0.0150 N N N N FEDERAL HOME LOAN BANKS FHLB 1.086998% 3130ABVD5 US3130ABVD51 U.S. Government Agency Debt Y 2017-08-25 2018-04-25 2018-04-25 N N N 0.0109 9998700.00 9998700.00 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 1.076997% 3130ABWH5 US3130ABWH56 U.S. Government Agency Debt Y 2017-08-24 2018-01-24 2018-01-24 N N N 0.0108 24997325.00 24997325.00 0.0188 N N N N FEDERAL HOME LOAN BANKS FHLB 313385KE5 US313385KE53 U.S. Government Agency Debt Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0089 49988900.00 49988900.00 0.0376 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385LJ3 US313385LJ32 U.S. Government Agency Debt Y 2017-09-06 2017-09-06 2017-09-06 N N N 0.0098 19979800.00 19979800.00 0.0150 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385LX2 US313385LX26 U.S. Government Agency Debt Y 2017-09-19 2017-09-19 2017-09-19 N N N 0.0099 19972500.00 19972500.00 0.0150 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385LX2 US313385LX26 U.S. Government Agency Debt Y 2017-09-19 2017-09-19 2017-09-19 N N N 0.0099 49931250.00 49931250.00 0.0376 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385MF0 US313385MF01 U.S. Government Agency Debt Y 2017-09-27 2017-09-27 2017-09-27 N N N 0.0099 24960025.00 24960025.00 0.0188 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385NC6 US313385NC60 U.S. Government Agency Debt Y 2017-10-18 2017-10-18 2017-10-18 N N N 0.0104 24943125.00 24943125.00 0.0188 N N N N FEDERAL HOME LOAN BANKS FHLB 313385NE2 US313385NE27 U.S. Government Agency Debt Y 2017-10-20 2017-10-20 2017-10-20 N N N 0.0104 34918345.00 34918345.00 0.0263 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.158109% 3133EETJ9 US3133EETJ91 U.S. Government Agency Debt Y 2017-09-12 2017-09-12 2017-09-12 N N N 0.0116 1900239.40 1900239.40 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.233889% 3133EFJT5 US3133EFJT58 U.S. Government Agency Debt Y 2017-08-13 2017-10-13 2017-10-13 N N N 0.0123 5001410.00 5001410.00 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.257217% 3133EFKX4 US3133EFKX42 U.S. Government Agency Debt Y 2017-08-22 2017-11-22 2017-11-22 N N N 0.0126 52033592.00 52033592.00 0.0392 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.170000% 3133EHKZ5 US3133EHKZ55 U.S. Government Agency Debt Y 2017-08-01 2019-04-24 2019-04-24 N N N 0.0117 7001197.00 7001197.00 0.0053 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.179997% 3133EHLW1 US3133EHLW16 U.S. Government Agency Debt Y 2017-08-01 2019-06-06 2019-06-06 N N N 0.0118 9998140.00 9998140.00 0.0075 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.137218% 3133EHQK2 US3133EHQK23 U.S. Government Agency Debt Y 2017-08-03 2019-07-03 2019-07-03 N N N 0.0114 4996200.00 4996200.00 0.0038 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 1.236888% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y 2017-08-05 2017-10-05 2017-10-05 N N N 0.0124 5001555.00 5001555.00 0.0038 N N N N UNITED STATES TREASURY TREASURY BILL 912796LJ6 US912796LJ67 U.S. Treasury Debt Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0111 9943450.00 9943450.00 0.0075 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828D49 US912828D499 U.S. Treasury Debt Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0088 69997900.00 69997900.00 0.0527 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828F54 US912828F544 U.S. Treasury Debt Y 2017-10-15 2017-10-15 2017-10-15 N N N 0.0088 44979975.00 44979975.00 0.0338 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.455526% 912828N97 US912828N977 U.S. Treasury Debt Y 2017-08-01 2018-01-31 2018-01-31 N N N 0.0145 40060040.00 40060040.00 0.0301 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.357527% 912828S84 US912828S844 U.S. Treasury Debt Y 2017-08-01 2018-07-31 2018-07-31 N N N 0.0135 10019950.00 10019950.00 0.0075 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.353528% 912828T75 US912828T750 U.S. Treasury Debt Y 2017-08-01 2018-10-31 2018-10-31 N N N 0.0135 22048752.00 22048752.00 0.0166 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.625000% 912828TM2 US912828TM25 U.S. Treasury Debt Y 2017-08-31 2017-08-31 2017-08-31 N N N 0.0063 19994400.00 19994400.00 0.0150 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828TW0 US912828TW07 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0075 14986950.00 14986950.00 0.0113 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828UR9 US912828UR92 U.S. Treasury Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0075 9975000.00 9975000.00 0.0075 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.323529% 912828V64 US912828V640 U.S. Treasury Debt Y 2017-08-01 2019-01-31 2019-01-31 N N N 0.0132 27046764.00 27046764.00 0.0204 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.253527% 912828X54 US912828X547 U.S. Treasury Debt Y 2017-08-01 2019-04-30 2019-04-30 N N N 0.0125 5002405.00 5002405.00 0.0038 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC REPO JOINT ML PIERCE FENNER & SMIT 1.049997% BNT0VFKG3 8NAV47T0Y26Q87Y0QP81 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y USTR 2046-08-15 2.250000 147500.00 128348.01 U.S. Treasuries (including strips) Department of the Treasury 2045-11-15 3.000000 16431700.00 16753909.21 U.S. Treasuries (including strips) Department of the Treasury 2042-08-15 2.750000 2916.67 2856.85 U.S. Treasuries (including strips) Y 2017-08-07 2017-08-07 2050-01-01 Y MERRILL LYNCH PIERCE FENNER & SMITH INC 1.0000 7 N N/A N/A N N 0.0105 16666666.67 16666666.67 0.0125 N N Y N SOCIETE GENERALE (NEW YORK BRANCH) TRI-PARTY SOCIETE GENERALE (NEW YO 1.050000% BNT4B14H4 O2RNE8IBXP4R0TD8PU41 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2024-07-31 2.125000 40736000.00 40799650.00 U.S. Treasuries (including strips) Department of the Treasury 2025-07-15 0.375000 200.00 206.24 U.S. Treasuries (including strips) USTR 2047-02-15 0.875000 100.00 98.76 U.S. Treasuries (including strips) USTR 2018-07-19 0.00 100.00 98.82 U.S. Treasuries (including strips) Y 2017-08-11 2017-08-11 2017-08-11 N N N 0.0105 40000000.00 40000000.00 0.0301 N N N Y CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 1.060000% BNT4BU9X0 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2018-08-15 1.000000 33405900.00 33467889.17 U.S. Treasuries (including strips) Department of the Treasury 2018-03-31 0.750000 61748400.00 61724318.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-28 0.750000 64246100.00 64290957.05 U.S. Treasuries (including strips) Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 156356000.00 156356000.00 0.1177 N Y Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA NA 1.050000% BNT4BUA67 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage - FHLMC - Freddie Mac 2045-04-01 3.000000 109175355.00 87550000.50 Agency Mortgage-Backed Securities Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0105 85000000.00 85000000.00 0.0640 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 1.040000% BNT4BUAC4 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 2043-11-15 0.00 41914117.16 18908715.67 U.S. Treasuries (including strips) Department of the Treasury 2041-05-15 0.00 304095.36 149593.63 U.S. Treasuries (including strips) Department of the Treasury 2027-11-15 0.00 199494.51 154913.47 U.S. Treasuries (including strips) Department of the Treasury 2027-08-15 0.00 7599.17 5944.15 U.S. Treasuries (including strips) Department of the Treasury 2024-02-15 2.750000 26586200.00 28063840.98 U.S. Treasuries (including strips) Department of the Treasury 2044-11-15 3.000000 49577200.00 50999925.53 U.S. Treasuries (including strips) Department of the Treasury 2020-08-15 8.750000 100.00 125.37 U.S. Treasuries (including strips) Department of the Treasury 2040-02-15 2.125000 38647200.00 54903346.20 U.S. Treasuries (including strips) Department of the Treasury 2044-11-15 0.00 100.00 44.49 U.S. Treasuries (including strips) Department of the Treasury 2043-11-15 0.00 100.00 45.98 U.S. Treasuries (including strips) Department of the Treasury 2041-05-15 0.00 200.00 100.23 U.S. Treasuries (including strips) Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0104 150000000.00 150000000.00 0.1129 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 1.060000% BNT4BUAU4 ZBUT11V806EZRVTWT807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 46885256.10 50048387.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 3.000000 41255229.00 42653674.00 Agency Mortgage-Backed Securities Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0106 90000000.00 90000000.00 0.0677 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.049997% BRS9FKAT6 O2RNE8IBXP4R0TD8PU41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 2019-04-15 0.125000 16253000.00 17007051.25 U.S. Treasuries (including strips) Y 2017-08-07 2017-08-07 2050-01-01 Y SOCIETE GENERALE (NEW YORK BRANCH) 1.0000 7 N N/A N/A N N 0.0105 16666666.67 16666666.67 0.0125 N N Y N Northern Institutional Funds 2017-08-07 Peter K Ewing Peter K Ewing President