N-MFP2 0000710124 XXXXXXXX 2018-08-31 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 16 87 397042777.62 343072869.16 337326033.56 388246108.03 504097620.28 557168932.62 503245107.50 512544355.23 533433351.87 649325729.52 0.4833 0.4304 0.4250 0.4768 0.5421 0.6782 0.6313 0.6458 0.6551 0.6982 7403557.10 923336744.34 923305788.58 767076.29 1504430.32 929971991.65 929964661.6500 1.0000 0.0198 1.0000 1.0000 1.0000 1.0000 1.0000 C000003457 0.00 929971991.65 929964661.6500 1.0000 1.0000 1.0000 1.0000 1.0000 155427772.00 190564897.28 167547408.25 192006154.51 150360439.26 153801241.44 166815259.68 146192019.05 269599311.50 153907316.23 860630663.05 730620677.20 0.0194 Y The Investment Advisor Reimbursed $70,141.87 of fees during the period FEDERAL HOME LOAN BANKS FHLB 313385E69 2549001DPIFGXC1TOL40 US313385E691 U.S. Government Agency Debt Y 2018-09-05 2018-09-05 2018-09-05 N N N 0.0197 29998380.00 29998380.00 0.0323 N N Y N FEDERAL HOME LOAN BANKS FHLB 1.970000% 3130ABN77 2549001DPIFGXC1TOL40 US3130ABN776 U.S. Government Agency Debt Y 2018-09-21 2018-12-21 2018-12-21 N N N 0.0200 10000290.00 10000290.00 0.0108 N N N N FEDERAL HOME LOAN BANKS FHLB 1.960000% 3130ABSW7 2549001DPIFGXC1TOL40 US3130ABSW79 U.S. Government Agency Debt Y 2018-09-12 2018-10-12 2018-10-12 N N N 0.0200 20000040.00 20000040.00 0.0215 N N N N FEDERAL HOME LOAN BANKS FHLB 2.000000% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 U.S. Government Agency Debt Y 2018-09-04 2019-02-04 2019-02-04 N N N 0.0202 5000365.00 5000365.00 0.0054 N N N N FEDERAL HOME LOAN BANKS FHLB 1.990000% 3130AC2V5 2549001DPIFGXC1TOL40 US3130AC2V54 U.S. Government Agency Debt Y 2018-09-08 2018-11-08 2018-11-08 N N N 0.0199 15000975.00 15000975.00 0.0161 N N N N FEDERAL HOME LOAN BANKS FHLB 1.970000% 3130ACFC3 2549001DPIFGXC1TOL40 US3130ACFC36 U.S. Government Agency Debt Y 2018-09-14 2018-12-14 2018-12-14 N N N 0.0200 20000640.00 20000640.00 0.0215 N N N N FEDERAL HOME LOAN BANKS FHLB 1.960000% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 U.S. Government Agency Debt Y 2018-09-22 2019-02-22 2019-02-22 N N N 0.0201 14999895.00 14999895.00 0.0161 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.960000% 3130AE6L9 2549001DPIFGXC1TOL40 US3130AE6L90 U.S. Government Agency Debt Y 2018-09-28 2019-05-28 2019-05-28 N N N 0.0203 9998870.00 9998870.00 0.0108 N N N N FEDERAL HOME LOAN BANKS FHLB 1.980000% 3130AEB66 2549001DPIFGXC1TOL40 US3130AEB668 U.S. Government Agency Debt Y 2018-11-08 2019-02-08 2019-02-08 N N N 0.0207 14992905.00 14992905.00 0.0161 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.950000% 3130AEBF6 2549001DPIFGXC1TOL40 US3130AEBF68 U.S. Government Agency Debt Y 2018-11-07 2018-11-07 2018-11-07 N N N 0.0201 24996375.00 24996375.00 0.0269 N N N N FEDERAL HOME LOAN BANKS FHLB 1.940000% 3130AEGP9 2549001DPIFGXC1TOL40 US3130AEGP95 U.S. Government Agency Debt Y 2018-09-14 2019-06-14 2019-06-14 N N N 0.0203 9996730.00 9996730.00 0.0107 N N N N FEDERAL HOME LOAN BANKS FHLB 2.020000% 3130AETH3 2549001DPIFGXC1TOL40 US3130AETH33 U.S. Government Agency Debt Y 2018-09-20 2020-02-20 2020-02-20 N N N 0.0208 2498920.00 2498920.00 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313F52 US313313F526 U.S. Government Agency Debt Y 2018-09-12 2018-09-12 2018-09-12 N N N 0.0197 9995690.00 9995690.00 0.0107 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385F50 2549001DPIFGXC1TOL40 US313385F508 U.S. Government Agency Debt Y 2018-09-12 2018-09-12 2018-09-12 N N N 0.0197 29987070.00 29987070.00 0.0322 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt Y 2018-09-14 2018-09-14 2018-09-14 N N N 0.0197 9994610.00 9994610.00 0.0107 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385G42 2549001DPIFGXC1TOL40 US313385G423 U.S. Government Agency Debt Y 2018-09-19 2018-09-19 2018-09-19 N N N 0.0197 6994344.00 6994344.00 0.0075 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385K88 2549001DPIFGXC1TOL40 US313385K888 U.S. Government Agency Debt Y 2018-10-17 2018-10-17 2018-10-17 N N N 0.0208 24938775.00 24938775.00 0.0268 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385N51 2549001DPIFGXC1TOL40 US313385N510 U.S. Government Agency Debt Y 2018-11-07 2018-11-07 2018-11-07 N N N 0.0213 29888520.00 29888520.00 0.0321 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.000000% 3133EH5H2 US3133EH5H21 U.S. Government Agency Debt Y 2018-09-02 2020-01-02 2020-01-02 N N N 0.0204 4999055.00 4999055.00 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.920000% 3133EHH71 US3133EHH714 U.S. Government Agency Debt Y 2018-09-03 2019-10-18 2019-10-18 N N N 0.0193 29992110.00 29992110.00 0.0323 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.930000% 3133EHKZ5 US3133EHKZ55 U.S. Government Agency Debt Y 2018-09-03 2019-04-24 2019-04-24 N N N 0.0196 6998663.00 6998663.00 0.0075 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.940000% 3133EHLW1 US3133EHLW16 U.S. Government Agency Debt Y 2018-09-03 2019-06-06 2019-06-06 N N N 0.0195 9999240.00 9999240.00 0.0108 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.990000% 3133EHQK2 US3133EHQK23 U.S. Government Agency Debt Y 2018-09-03 2019-07-03 2019-07-03 N N N 0.0203 4999815.00 4999815.00 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.920000% 3133EHZY2 US3133EHZY26 U.S. Government Agency Debt Y 2018-09-03 2019-09-25 2019-09-25 N N N 0.0193 19997860.00 19997860.00 0.0215 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.990000% 3133EJCV9 US3133EJCV99 U.S. Government Agency Debt Y 2018-09-13 2020-02-13 2020-02-13 N N N 0.0205 4999170.00 4999170.00 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.020000% 3133EJDW6 US3133EJDW63 U.S. Government Agency Debt Y 2018-09-02 2020-03-02 2020-03-02 N N N 0.0205 10000040.00 10000040.00 0.0108 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.000000% 3133EJHE2 US3133EJHE20 U.S. Government Agency Debt Y 2018-09-28 2019-03-28 2019-03-28 N N N 0.0202 7001274.00 7001274.00 0.0075 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.060000% 3133EJVZ9 US3133EJVZ92 U.S. Government Agency Debt Y 2018-09-03 2020-08-03 2020-08-03 N N N 0.0209 4997165.00 4997165.00 0.0054 N N N N UNITED STATES TREASURY TREASURY BILL 912796QF9 254900HROIFWPRGM1V77 US912796QF90 U.S. Treasury Debt Y 2018-11-01 2018-11-01 2018-11-01 N N N 0.0205 24918950.00 24918950.00 0.0268 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796QL6 254900HROIFWPRGM1V77 US912796QL68 U.S. Treasury Debt Y 2018-11-29 2018-11-29 2018-11-29 N N N 0.0211 14925915.00 14925915.00 0.0160 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828T42 254900HROIFWPRGM1V77 US912828T420 U.S. Treasury Debt Y 2018-09-30 2018-09-30 2018-09-30 N N N 0.0199 29973480.00 29973480.00 0.0322 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.260000% 912828T75 254900HROIFWPRGM1V77 US912828T750 U.S. Treasury Debt Y 2018-09-03 2018-10-31 2018-10-31 N N N 0.0204 22007546.00 22007546.00 0.0237 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.230000% 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y 2018-09-03 2019-01-31 2019-01-31 N N N 0.0204 27020574.00 27020574.00 0.0291 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.160000% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y 2018-09-03 2019-04-30 2019-04-30 N N N 0.0205 5003735.00 5003735.00 0.0054 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.130000% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y 2018-09-03 2020-07-31 2020-07-31 N N N 0.0214 4999425.00 4999425.00 0.0054 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC REPO JOINT ML PIERCE FENNER & SMIT 1.880000% BNT0VFKG3 8NAV47T0Y26Q87Y0QP81 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 14655058.33 17023491.03 U.S. Treasuries (including strips) Y 2018-09-07 2018-09-07 2050-01-01 Y MERRILL LYNCH PIERCE FENNER & SMITH INC 1.0000 7 N N/A N/A N N 0.0188 16666666.67 16666666.67 0.0179 N N Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA NA 1.970000% BNT4VF5S6 B4TYDEB6GKMZO031MB27 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association - GNMA - Ginnie Mae 2044-06-20 4.000000 226875923.00 69421855.65 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2041-08-20 4.000000 35570647.00 7828144.46 Agency Mortgage-Backed Securities Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 75000000.00 75000000.00 0.0806 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 1.950000% BNT4VF6H9 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2025-01-15 2.375000 21881800.00 32316883.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 100.00 74.22 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 100.00 48.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 0.00 200.00 87.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 0.00 9800.00 4237.72 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-15 0.00 100.00 86.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-31 2.750000 46035000.00 46020637.08 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 1.625000 2817700.00 2687986.34 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 65.44 44.42 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-08-15 0.00 483.25 318.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 210.76 121.10 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-05-15 0.00 90.00 61.61 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-05-15 0.00 339016.30 224967.83 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-05-15 0.00 595.16 382.93 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 164.13 121.56 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-02-15 0.00 89.47 65.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-11-15 0.00 254.13 182.22 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-08-15 0.00 1082.31 758.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 423230.34 291995.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 643.91 355.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 313.85 170.69 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 420.48 225.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 15.58 8.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-05-15 0.00 1.62 0.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 1819.54 930.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 0.00 6634.38 2950.91 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 0.00 1273.22 639.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-11-15 0.00 554.99 274.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 1078.09 528.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 0.00 85.90 41.48 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 1560.33 746.98 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.00 12.10 5.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 543.14 255.99 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 0.00 451.35 211.22 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 99750.16 46365.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 0.00 1724.14 795.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 0.00 11.88 5.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 0.00 3239.07 1460.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.00 1338.21 599.01 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 80000000.00 80000000.00 0.0860 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 1.970000% BNT4VF739 ZBUT11V806EZRVTWT807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2036-02-01 6.000000 10843520.00 479093.01 Agency Mortgage-Backed Securities FMAC 2033-02-01 6.000000 42622464.00 2490493.84 Agency Mortgage-Backed Securities FMAC 2048-07-01 3.500000 52178432.00 51618593.77 Agency Mortgage-Backed Securities FMAC 2046-12-01 2.500000 319310.00 275897.72 Agency Mortgage-Backed Securities FMAC 2026-10-01 6.000000 24382784.00 857626.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2034-11-01 5.000000 10785000.00 366664.77 Agency Mortgage-Backed Securities FMAC 2044-08-01 4.500000 5871544.00 1231865.17 Agency Mortgage-Backed Securities FMAC 2024-01-01 6.000000 2368160.00 1667510.91 Agency Mortgage-Backed Securities FMAC 2047-04-01 4.000000 1921976.00 1930583.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-10-01 3.465000 150000000.00 6729547.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-08-01 5.143000 96526208.00 3227979.73 Agency Mortgage-Backed Securities FNMA 2046-11-01 2.409000 1900000.00 1187612.87 Agency Mortgage-Backed Securities FNMA 2047-10-01 2.930000 115000.00 101794.79 Agency Mortgage-Backed Securities FNMA 2048-08-01 3.750000 586000.00 600187.06 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-05-01 4.082000 35000000.00 1202167.25 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-07-01 4.550000 31506080.00 2822214.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-08-01 3.831000 62024640.00 631152.78 Agency Mortgage-Backed Securities FNMA 2046-11-01 3.000000 4070800.00 3450512.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-06-15 3.000000 81143.00 69403.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2045-02-20 4.000000 929431.00 331833.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2048-01-20 3.500000 8484890.00 8268796.87 Agency Mortgage-Backed Securities GNMA 2046-11-20 2.500000 974510.00 922444.88 Agency Mortgage-Backed Securities GNMA 2048-07-20 4.500000 1900296.00 2002563.07 Agency Mortgage-Backed Securities GNMA 2045-07-15 3.000000 76632.00 51949.94 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-01-20 4.500000 30225984.00 5331510.19 Agency Mortgage-Backed Securities Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 95000000.00 95000000.00 0.1022 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 1.970000% BNT4VF7P0 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 254900HROIFWPRGM1V77 2021-02-15 2.250000 46201100.00 45755410.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-10-31 1.625000 78373200.00 74488349.09 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 117886000.00 117886000.00 0.1268 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.950000% BRS9FKAT6 O2RNE8IBXP4R0TD8PU41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 2019-04-15 0.125000 15956333.33 17024647.34 U.S. Treasuries (including strips) Y 2018-09-07 2018-09-07 2050-01-01 Y SOCIETE GENERALE (NEW YORK BRANCH) 1.0000 7 N N/A N/A N N 0.0188 16666666.67 16666666.67 0.0179 N N Y N Northern Institutional Funds 2018-09-10 Peter K Ewing Peter K Ewing President