N-MFP2 0000710124 XXXXXXXX 2019-10-31 0000710124 549300Y178DO5JBR1S04 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 26 100 314030994.24 330597684.45 358262627.11 175754803.35 0.00 360356462.58 406928141.32 401595960.45 378895480.44 0.00 0.4842 0.4957 0.5418 0.2631 0.0000 0.5557 0.6102 0.6074 0.5671 0.0000 0.00 678738039.47 678734847.03 806954.64 12643445.74 666898355.93 666896568.7900 1.0000 0.0189 1.0000 1.0000 1.0000 1.0000 0.0000 C000003457 0.00 666898355.93 666896568.7900 1.0000 1.0000 1.0000 1.0000 0.0000 173028610.46 201542939.97 148945601.87 130530366.49 100180531.29 105904945.79 176203193.94 169035185.63 0.00 0.00 677990693.54 686500984.14 0.0185 Y The Investment Advisor Reimbursed $60,766.19 of fees during the period FEDERAL HOME LOAN BANKS FHLB 1.790000% 3130AETH3 2549001DPIFGXC1TOL40 US3130AETH33 U.S. Government Agency Debt Y 2019-11-20 2020-02-20 2020-02-20 N N N 0.0181 2499389.85 2499389.85 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 1.790000% 3130AFKM8 2549001DPIFGXC1TOL40 US3130AFKM83 U.S. Government Agency Debt Y 2019-11-21 2020-01-21 2020-01-21 N N N 0.0180 9998335.00 9998335.00 0.0150 N N N N FEDERAL HOME LOAN BANKS FHLB 1.840000% 3130AGGX7 2549001DPIFGXC1TOL40 US3130AGGX77 U.S. Government Agency Debt Y 2019-11-01 2020-02-21 2020-02-21 N N N 0.0190 9998266.00 9998266.00 0.0150 N N N N FEDERAL HOME LOAN BANKS FHLB 1.990000% 3130AGKK0 2549001DPIFGXC1TOL40 US3130AGKK01 U.S. Government Agency Debt Y 2019-12-06 2019-12-06 2019-12-06 N N N 0.0172 20001045.80 20001045.80 0.0300 N N N N FEDERAL HOME LOAN BANKS FHLB 1.830000% 3130AGMZ5 2549001DPIFGXC1TOL40 US3130AGMZ51 U.S. Government Agency Debt Y 2019-11-01 2019-12-20 2019-12-20 N N N 0.0185 24999151.50 24999151.50 0.0375 N N N N FEDERAL HOME LOAN BANKS FHLB 1.850000% 3130AGPH2 2549001DPIFGXC1TOL40 US3130AGPH27 U.S. Government Agency Debt Y 2019-11-01 2020-03-27 2020-03-27 N N N 0.0191 4998844.75 4998844.75 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 1.850000% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 U.S. Government Agency Debt Y 2019-11-01 2020-07-17 2020-07-17 N N N 0.0193 9994256.30 9994256.30 0.0150 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.800000% 3130AHDU4 2549001DPIFGXC1TOL40 US3130AHDU49 U.S. Government Agency Debt Y 2020-02-18 2020-05-18 2020-05-18 N N N 0.0172 9998900.80 9998900.80 0.0150 N N N N FEDERAL HOME LOAN BANKS FHLB 313384PT0 2549001DPIFGXC1TOL40 US313384PT03 U.S. Government Agency Debt Y 2019-11-26 2019-11-26 2019-11-26 N N N 0.0171 74912499.75 74912499.75 0.1123 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384SE0 2549001DPIFGXC1TOL40 US313384SE07 U.S. Government Agency Debt Y 2020-01-24 2020-01-24 2020-01-24 N N N 0.0165 49811000.00 49811000.00 0.0747 N N N N FEDERAL HOME LOAN BANKS FHLB 313384SJ9 2549001DPIFGXC1TOL40 US313384SJ93 U.S. Government Agency Debt Y 2020-01-28 2020-01-28 2020-01-28 N N N 0.0165 9960400.00 9960400.00 0.0149 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.930000% 3133EH5H2 US3133EH5H21 U.S. Government Agency Debt Y 2019-11-02 2020-01-02 2020-01-02 N N N 0.0173 4999729.30 4999729.30 0.0075 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.820000% 3133EHZK2 US3133EHZK22 U.S. Government Agency Debt Y 2019-11-25 2020-09-25 2020-09-25 N N N 0.0186 4996635.00 4996635.00 0.0075 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.850000% 3133EJCV9 US3133EJCV99 U.S. Government Agency Debt Y 2019-11-13 2020-02-13 2020-02-13 N N N 0.0179 4998903.00 4998903.00 0.0075 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.960000% 3133EJDW6 US3133EJDW63 U.S. Government Agency Debt Y 2019-11-02 2020-03-02 2020-03-02 N N N 0.0181 9997325.40 9997325.40 0.0150 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.930000% 3133EJS75 US3133EJS758 U.S. Government Agency Debt Y 2019-11-08 2020-01-08 2020-01-08 N N N 0.0174 19999829.60 19999829.60 0.0300 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.960000% 3133EJVZ9 US3133EJVZ92 U.S. Government Agency Debt Y 2019-11-01 2020-08-03 2020-08-03 N N N 0.0187 5003438.50 5003438.50 0.0075 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 2.010000% 3133EK2R6 US3133EK2R67 U.S. Government Agency Debt Y 2019-11-01 2021-10-15 2021-10-15 N N N 0.0202 1999600.86 1999600.86 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.960000% 3133EKFB7 US3133EKFB71 U.S. Government Agency Debt Y 2019-11-01 2021-01-29 2021-01-29 N N N 0.0201 6995578.38 6995578.38 0.0105 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.950000% 3133EKKJ4 US3133EKKJ43 U.S. Government Agency Debt Y 2019-11-06 2020-02-06 2020-02-06 N N N 0.0178 19998247.40 19998247.40 0.0300 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.860000% 3133EKPB6 US3133EKPB61 U.S. Government Agency Debt Y 2019-11-01 2020-06-05 2020-06-05 N N N 0.0189 9998206.50 9998206.50 0.0150 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.880000% 3133EKU95 US3133EKU950 U.S. Government Agency Debt Y 2019-11-30 2020-09-30 2020-09-30 N N N 0.0189 2999319.06 2999319.06 0.0045 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.840000% 3134GS4K8 S6XOOCT0IEG5ABCC6L87 US3134GS4K84 U.S. Government Agency Debt Y 2019-11-01 2020-02-28 2020-02-28 N N N 0.0184 9999942.20 9999942.20 0.0150 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.820000% 3134GT2E2 S6XOOCT0IEG5ABCC6L87 US3134GT2E25 U.S. Government Agency Debt Y 2019-11-01 2020-05-13 2020-05-13 N N N 0.0187 9997694.50 9997694.50 0.0150 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.830000% 3134GTLX9 S6XOOCT0IEG5ABCC6L87 US3134GTLX91 U.S. Government Agency Debt Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0183 20000000.00 20000000.00 0.0300 N Y Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.850000% 3134GTPQ0 S6XOOCT0IEG5ABCC6L87 US3134GTPQ05 U.S. Government Agency Debt Y 2019-11-01 2020-05-22 2020-05-22 N N N 0.0187 19996817.80 19996817.80 0.0300 N N N N UNITED STATES TREASURY TREASURY BILL 912796RN1 254900HROIFWPRGM1V77 US912796RN16 U.S. Treasury Debt Y 2019-12-05 2019-12-05 2019-12-05 N N N 0.0152 9985901.80 9985901.80 0.0150 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RN1 254900HROIFWPRGM1V77 US912796RN16 U.S. Treasury Debt Y 2019-12-05 2019-12-05 2019-12-05 N N N 0.0152 9985901.80 9985901.80 0.0150 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SX8 254900HROIFWPRGM1V77 US912796SX88 U.S. Treasury Debt Y 2019-12-19 2019-12-19 2019-12-19 N N N 0.0147 19961333.40 19961333.40 0.0299 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y 2020-03-19 2020-03-19 2020-03-19 N N N 0.0155 9941504.20 9941504.20 0.0149 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.670000% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y 2019-11-01 2020-10-31 2020-10-31 N N N 0.0181 9986228.60 9986228.60 0.0150 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.750000% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y 2019-11-01 2021-01-29 2021-01-31 N N N 0.0183 4994517.80 4994517.80 0.0075 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.770000% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y 2019-11-01 2021-04-30 2021-04-30 N N N 0.0185 9987156.80 9987156.80 0.0150 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.860000% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y 2019-11-01 2021-07-31 2021-07-31 N N N 0.0186 10998322.28 10998322.28 0.0165 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.630000% 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y 2020-07-31 2020-07-31 2020-07-31 N N N 0.0161 10000781.20 10000781.20 0.0150 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.680000% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y 2019-11-01 2020-07-31 2020-07-31 N N N 0.0178 4995701.00 4995701.00 0.0075 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC REPO JOINT ML PIERCE FENNER & SMIT 1.040000% BNT0VFKG3 8NAV47T0Y26Q87Y0QP81 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y USTR 254900HROIFWPRGM1V77 2027-07-15 0.380000 15950108.33 17029978.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-11-30 2.750000 59166.67 59883.14 U.S. Treasuries (including strips) Y 2019-11-07 2019-11-07 2050-01-01 Y MERRILL LYNCH PIERCE FENNER & SMITH INC 1.0000 7 N N/A N/A N N 0.0104 16666666.67 16666666.67 0.0250 N N Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 1.870000% BNT5CG4V6 ZBUT11V806EZRVTWT807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-11-01 6.500000 48000.00 970.09 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-07-01 5.000000 58184.00 1852.44 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-08-01 5.000000 43100.00 2210.17 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-07-01 5.000000 56770.00 1388.13 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-10-01 6.000000 100000.00 3892.31 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-08-01 6.000000 35000.00 1009.87 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-11-01 6.000000 17000.00 549.39 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-07-01 6.000000 22000.00 452.33 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-12-01 5.000000 41208.00 1164.34 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-12-01 4.000000 43809.00 1845.57 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-09-01 4.000000 25903.00 1655.88 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-04-01 5.500000 2016.00 241.49 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-07-01 5.000000 30063.00 561.00 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-04-01 5.000000 150185.00 3904.90 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-10-01 6.000000 21000.00 802.19 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 2000.00 310.49 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-05-01 5.000000 10000.00 393.86 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2025-07-01 4.500000 15000.00 477.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2032-07-15 0.00 9834000.00 7317744.92 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-11-15 6.625000 5140000.00 7640278.90 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-05-01 5.000000 62745.00 2258.99 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-06-01 5.500000 1010000.00 181.74 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-04-01 7.000000 65000.00 1753.70 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-09-01 4.500000 57043.00 1587.40 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 1000.00 334.30 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-11-01 6.000000 66000.00 2329.96 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-11-01 3.500000 3000.00 828.62 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-03-01 6.000000 11000.00 502.01 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-04-01 4.000000 14000.00 4218.49 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-04-01 3.500000 2000.00 381.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2041-05-01 4.500000 19000.00 2301.50 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-07-01 3.500000 1000.00 320.84 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-11-01 4.500000 1000.00 262.08 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-05-01 4.500000 3000.00 742.70 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 1999.00 631.42 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 4000.00 1824.73 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 2000.00 896.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2043-12-01 5.500000 3000.00 672.19 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-08-01 5.000000 100089.00 3123.67 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-05-01 4.500000 21000.00 2668.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2045-05-01 4.000000 5000.00 2005.30 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-09-01 4.000000 10000.00 3358.23 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-07-01 3.000000 7876.00 4498.48 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-10-01 7.000000 250000.00 4093.62 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-12-01 6.000000 60947.00 835.38 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-12-01 5.000000 30000.00 910.93 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-10-01 6.000000 10000.00 185.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2043-08-01 4.000000 2000.00 599.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2045-01-01 3.500000 3000.00 1404.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2045-01-01 4.000000 9000.00 3434.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2045-09-01 4.000000 1000.00 461.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2045-08-01 3.500000 8000.00 4275.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 1000.00 697.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 4000.00 1606.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-03-01 3.500000 3000.00 1362.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 4.500000 2000.00 89.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 4.000000 1000.00 470.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 1000.00 620.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-12-01 4.000000 35372.00 2280.87 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.000000 7000.00 3509.60 Agency Mortgage-Backed Securities FNMA 2045-12-01 4.000000 5000.00 2326.92 Agency Mortgage-Backed Securities FMAC 2046-02-01 4.000000 4000.00 2079.69 Agency Mortgage-Backed Securities FNMA 2040-10-01 6.000000 30739.00 3448.70 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.500000 8000.00 1165.59 Agency Mortgage-Backed Securities FMAC 2046-03-01 4.500000 8000.00 3324.35 Agency Mortgage-Backed Securities FNMA 2035-08-01 6.000000 25787.00 779.91 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.500000 4000.00 2788.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-09-01 5.000000 11999995.00 387.14 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.500000 3000.00 1837.34 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.000000 1000.00 478.63 Agency Mortgage-Backed Securities FNMA 2045-08-01 3.500000 4000.00 2216.78 Agency Mortgage-Backed Securities FNMA 2045-02-01 4.000000 9000.00 3461.07 Agency Mortgage-Backed Securities FNMA 2030-08-01 3.500000 1000.00 481.68 Agency Mortgage-Backed Securities FNMA 2044-02-01 4.500000 7000.00 1971.14 Agency Mortgage-Backed Securities FNMA 2044-12-01 4.000000 10000.00 3361.38 Agency Mortgage-Backed Securities FNMA 2046-01-01 3.500000 3000.00 1886.31 Agency Mortgage-Backed Securities FNMA 2046-01-01 3.500000 1000.00 663.00 Agency Mortgage-Backed Securities FNMA 2046-02-01 4.500000 2000.00 912.93 Agency Mortgage-Backed Securities FNMA 2046-05-01 3.500000 3000.00 2002.43 Agency Mortgage-Backed Securities FNMA 2046-08-01 3.000000 1000.00 748.74 Agency Mortgage-Backed Securities FNMA 2044-10-01 4.000000 4000.00 1595.02 Agency Mortgage-Backed Securities FNMA 2030-08-01 3.500000 2000.00 1079.59 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.000000 6000.00 2880.59 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.000000 15000.00 4828.93 Agency Mortgage-Backed Securities FNMA 2046-02-01 3.500000 2000.00 1250.20 Agency Mortgage-Backed Securities FNMA 2047-01-01 3.500000 2001.00 1552.75 Agency Mortgage-Backed Securities FNMA 2032-08-01 3.500000 2000.00 1290.89 Agency Mortgage-Backed Securities FNMA 2038-08-01 6.000000 442313.00 2663.01 Agency Mortgage-Backed Securities FNMA 2042-02-01 5.500000 3000.00 1434.32 Agency Mortgage-Backed Securities FMAC 2045-10-01 4.500000 2000.00 818.50 Agency Mortgage-Backed Securities FMAC 2046-06-01 4.500000 2000.00 786.48 Agency Mortgage-Backed Securities FMAC 2048-02-01 3.000000 4577.00 4095.85 Agency Mortgage-Backed Securities FMAC 2044-08-01 4.500000 2000.00 524.84 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.500000 1000.00 745.74 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.500000 39292.00 3918.13 Agency Mortgage-Backed Securities FMAC 2046-08-01 4.000000 5000.00 2993.79 Agency Mortgage-Backed Securities FNMA 2046-05-01 4.500000 1000.00 383.35 Agency Mortgage-Backed Securities FNMA 2029-02-01 3.500000 6000.00 2441.98 Agency Mortgage-Backed Securities FNMA 2034-05-01 5.000000 20000.00 379.56 Agency Mortgage-Backed Securities FNMA 2038-06-01 6.000000 16000.00 533.29 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.500000 1000.00 727.20 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.500000 1000.00 984.56 Agency Mortgage-Backed Securities FMAC 2031-06-01 4.498000 79.00 0.05 Agency Mortgage-Backed Securities FNMA 2042-03-01 4.000000 8000.00 2162.06 Agency Mortgage-Backed Securities FNMA 2031-02-01 3.500000 1000.00 386.04 Agency Mortgage-Backed Securities FNMA 2027-01-01 4.500000 240630.00 318.21 Agency Mortgage-Backed Securities FNMA 2042-04-01 4.000000 8000.00 2209.18 Agency Mortgage-Backed Securities FNMA 2027-07-01 3.000000 12159.00 2878.32 Agency Mortgage-Backed Securities FNMA 2042-05-01 4.000000 12864.00 4041.89 Agency Mortgage-Backed Securities FNMA 2043-02-01 3.500000 6000.00 2991.49 Agency Mortgage-Backed Securities FNMA 2043-07-01 4.000000 4167.00 2332.46 Agency Mortgage-Backed Securities FNMA 2028-12-01 3.000000 8410.00 2839.69 Agency Mortgage-Backed Securities FNMA 2026-04-01 3.000000 8040.00 3523.74 Agency Mortgage-Backed Securities FNMA 2046-02-01 4.000000 7000.00 3755.25 Agency Mortgage-Backed Securities FNMA 2044-10-01 4.000000 12011.00 3722.72 Agency Mortgage-Backed Securities FNMA 2030-06-01 3.000000 2739.00 1403.54 Agency Mortgage-Backed Securities FNMA 2032-06-01 6.000000 502038.00 3433.49 Agency Mortgage-Backed Securities FNMA 2032-10-01 6.500000 65848.00 1676.79 Agency Mortgage-Backed Securities FNMA 2033-07-01 5.000000 80000.00 3824.76 Agency Mortgage-Backed Securities FNMA 2033-07-01 5.000000 475000.00 2891.43 Agency Mortgage-Backed Securities FNMA 2033-05-01 5.000000 607206.00 4450.85 Agency Mortgage-Backed Securities FNMA 2034-09-01 4.500000 76727.00 3522.68 Agency Mortgage-Backed Securities FNMA 2033-08-01 5.000000 70000.00 2144.06 Agency Mortgage-Backed Securities FNMA 2033-10-01 4.500000 38000.00 1419.52 Agency Mortgage-Backed Securities FNMA 2033-11-01 5.000000 34742.00 2793.38 Agency Mortgage-Backed Securities FNMA 2034-03-01 5.000000 32244.00 1561.88 Agency Mortgage-Backed Securities FNMA 2034-03-01 6.500000 38000.00 1480.70 Agency Mortgage-Backed Securities FNMA 2034-03-01 5.000000 30000.00 1619.03 Agency Mortgage-Backed Securities FNMA 2034-06-01 5.000000 75000.00 2187.85 Agency Mortgage-Backed Securities FNMA 2034-09-01 6.000000 54575.00 4349.36 Agency Mortgage-Backed Securities FNMA 2034-10-01 6.000000 251000.00 3784.57 Agency Mortgage-Backed Securities FNMA 2035-08-01 5.000000 94049.00 1544.05 Agency Mortgage-Backed Securities FNMA 2035-04-01 5.000000 7000.00 784.72 Agency Mortgage-Backed Securities FNMA 2036-08-01 6.000000 183591.00 4104.95 Agency Mortgage-Backed Securities FNMA 2035-07-01 5.000000 42704.00 1109.56 Agency Mortgage-Backed Securities FNMA 2035-08-01 5.000000 80000.00 1672.75 Agency Mortgage-Backed Securities FNMA 2036-01-01 6.000000 100000.00 4968.61 Agency Mortgage-Backed Securities FNMA 2036-03-01 6.000000 240267.00 4341.42 Agency Mortgage-Backed Securities FNMA 2030-11-01 3.000000 6554.00 3344.80 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 3000.00 2054.50 Agency Mortgage-Backed Securities FNMA 2058-05-01 3.500000 1000.00 967.89 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.000000 3037.00 2350.83 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.500000 3000.00 2268.34 Agency Mortgage-Backed Securities FNMA 2025-09-01 5.000000 45611.00 1545.24 Agency Mortgage-Backed Securities FNMA 2026-07-01 4.500000 2077840.00 2317.69 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.500000 2000.00 1689.63 Agency Mortgage-Backed Securities FNMA 2048-11-01 5.000000 1000.00 973.84 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.500000 1000.00 850.30 Agency Mortgage-Backed Securities FNMA 2049-07-01 4.000000 1000.00 1068.04 Agency Mortgage-Backed Securities FNMA 2038-05-01 5.000000 43465.00 2201.27 Agency Mortgage-Backed Securities FNMA 2037-12-01 6.000000 133543.00 1955.44 Agency Mortgage-Backed Securities FNMA 2026-04-01 4.500000 25000.00 1332.85 Agency Mortgage-Backed Securities FNMA 2027-02-01 6.000000 57839.00 2430.39 Agency Mortgage-Backed Securities FNMA 2038-02-01 6.500000 187895.00 4632.58 Agency Mortgage-Backed Securities FNMA 2037-06-01 5.000000 156889.00 4517.33 Agency Mortgage-Backed Securities FNMA 2037-07-01 6.000000 200000.00 3386.72 Agency Mortgage-Backed Securities FNMA 2037-11-01 6.000000 108000.00 3609.76 Agency Mortgage-Backed Securities FNMA 2038-02-01 6.000000 120203.00 1589.23 Agency Mortgage-Backed Securities FNMA 2038-07-01 6.000000 100000.00 2130.67 Agency Mortgage-Backed Securities FNMA 2038-01-01 6.500000 58942.00 844.55 Agency Mortgage-Backed Securities FNMA 2038-02-01 6.000000 100908.00 1437.69 Agency Mortgage-Backed Securities FNMA 2038-02-01 5.500000 92263.00 2893.92 Agency Mortgage-Backed Securities FNMA 2038-02-01 6.000000 146646.00 1796.19 Agency Mortgage-Backed Securities FNMA 2038-09-01 6.500000 452684.00 2509.95 Agency Mortgage-Backed Securities FNMA 2038-05-01 6.000000 142000.00 1841.87 Agency Mortgage-Backed Securities FNMA 2038-12-01 5.000000 34861.00 297.20 Agency Mortgage-Backed Securities FNMA 2020-06-01 4.000000 2629.00 19.76 Agency Mortgage-Backed Securities FNMA 2025-08-01 4.000000 90567.00 4859.93 Agency Mortgage-Backed Securities FNMA 2026-11-01 2.500000 34000.00 4721.78 Agency Mortgage-Backed Securities FNMA 2024-12-01 4.000000 28485.00 1281.20 Agency Mortgage-Backed Securities FNMA 2024-11-01 4.000000 49426.00 1943.04 Agency Mortgage-Backed Securities FNMA 2025-02-01 4.000000 23582.00 1255.07 Agency Mortgage-Backed Securities FNMA 2025-02-01 4.500000 35000.00 1585.19 Agency Mortgage-Backed Securities FNMA 2025-03-01 4.000000 63085.00 2653.31 Agency Mortgage-Backed Securities FNMA 2025-03-01 4.000000 17143.00 1701.93 Agency Mortgage-Backed Securities FNMA 2025-04-01 4.500000 30000.00 2257.83 Agency Mortgage-Backed Securities FNMA 2025-06-01 4.500000 50000.00 2697.89 Agency Mortgage-Backed Securities FNMA 2025-07-01 4.000000 40763.00 1129.59 Agency Mortgage-Backed Securities FNMA 2025-05-01 5.500000 2899997.00 3864.94 Agency Mortgage-Backed Securities FNMA 2025-07-01 4.000000 25698.00 1854.03 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-12-31 Y JP MORGAN SECURITIES LLC 1.0000 95 N N/A N/A N N 0.0187 15000000.00 15000000.00 0.0225 N N N Y FIXED INCOME CLEARING CORP TRI-PARTY FIXED INCOME CLEARING CO 1.720000% BNT5LF976 549300H47WTHXPU08X20 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2021-02-28 2.500000 50265000.00 51004297.62 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 50000000.00 50000000.00 0.0750 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 1.740000% BNT5LFAU3 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2049-06-01 3.500000 46000.00 44898.69 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.000000 13291214.00 13301235.18 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.000000 206745.00 209955.72 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.000000 248139.00 258091.74 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.500000 8612396.00 8751837.93 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.500000 6988295.00 7172038.97 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.500000 10395976.00 10628047.75 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.500000 2021903.00 2020989.34 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.000000 6990264.00 7455932.16 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.500000 7592180.00 7622876.96 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.000000 544094.00 564848.88 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.500000 1000.00 918.91 Agency Mortgage-Backed Securities FNMA 2049-04-01 3.500000 1099224.00 1065623.45 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.500000 760648.00 769815.45 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.000000 2501667.00 2359308.90 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 60414000.00 60414000.00 0.0906 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 1.720000% BNT5LFCE7 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 100.00 110.28 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 14812000.00 15300186.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.00 171.94 93.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 22000000.00 25499037.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-07 0.00 900.00 899.71 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0172 40000000.00 40000000.00 0.0600 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.030000% 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 2021-07-15 0.630000 14798583.33 16957059.56 U.S. Treasuries (including strips) Y 2019-11-07 2019-11-07 2050-01-01 Y SOCIETE GENERALE (NEW YORK BRANCH) 1.0000 7 N N/A N/A N N 0.0103 16666666.67 16666666.67 0.0250 N N Y N Northern Institutional Funds 2019-11-07 Peter K Ewing Peter K Ewing President