N-MFP2 0000710124 XXXXXXXX 2020-01-31 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 31 90 436701034.00 251268625.81 241217380.56 233553765.71 277264512.72 604861262.13 499221693.41 539118469.82 483578362.65 512347678.58 0.4299 0.3038 0.2989 0.2960 0.3434 0.5955 0.6036 0.6681 0.6128 0.6345 2502775.51 815803277.46 815745268.10 504565.96 11305488.96 807447120.61 807440636.3000 1.0000 0.0162 1.0001 1.0001 1.0001 1.0001 1.0001 C000003457 0.00 807447120.61 807440636.3000 1.0001 1.0001 1.0001 1.0001 1.0001 346127726.97 296126540.68 152263287.84 347971459.76 231191744.36 244292281.60 138628677.72 156472046.75 226914044.88 208564114.23 948946590.90 1079077259.47 0.0159 Y The Investment Advisor Reimbursed $77,297.44 of fees during the period FEDERAL HOME LOAN BANKS FHLB 1.597996% 3130AETH3 2549001DPIFGXC1TOL40 US3130AETH33 U.S. Government Agency Debt Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0159 2500013.78 2500013.78 0.0031 N N N N FEDERAL HOME LOAN BANKS FHLB 1.599998% 3130AGGX7 2549001DPIFGXC1TOL40 US3130AGGX77 U.S. Government Agency Debt Y 2020-02-01 2020-02-21 2020-02-21 N N N 0.0166 9999696.20 9999696.20 0.0124 N N N N FEDERAL HOME LOAN BANKS FHLB 1.609999% 3130AGPH2 2549001DPIFGXC1TOL40 US3130AGPH27 U.S. Government Agency Debt Y 2020-02-07 2020-03-27 2020-03-27 N N N 0.0167 4999579.10 4999579.10 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 1.609999% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 U.S. Government Agency Debt Y 2020-02-01 2020-07-17 2020-07-17 N N N 0.0160 10000300.00 10000300.00 0.0124 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.797998% 3130AHDU4 2549001DPIFGXC1TOL40 US3130AHDU49 U.S. Government Agency Debt Y 2020-02-18 2020-05-18 2020-05-18 N N N 0.0153 10000492.20 10000492.20 0.0124 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.582999% 3130AHM26 2549001DPIFGXC1TOL40 US3130AHM262 U.S. Government Agency Debt Y 2020-02-19 2020-05-19 2020-05-19 N N N 0.0161 4999601.00 4999601.00 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 1.729998% 3130AHUC5 2549001DPIFGXC1TOL40 US3130AHUC57 U.S. Government Agency Debt Y 2020-04-06 2021-01-06 2021-01-06 N N N 0.0159 24997016.25 24997016.25 0.0310 N N N N FEDERAL HOME LOAN BANKS FHLB 1.701997% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 U.S. Government Agency Debt Y 2020-04-08 2021-01-08 2021-01-08 N N N 0.0159 9998733.60 9998733.60 0.0124 N N N N FEDERAL HOME LOAN BANKS FHLB 1.707998% 3130AHV34 2549001DPIFGXC1TOL40 US3130AHV347 U.S. Government Agency Debt Y 2020-04-09 2021-01-08 2021-01-08 N N N 0.0159 4999362.90 4999362.90 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 1.615996% 3130AHYA5 2549001DPIFGXC1TOL40 US3130AHYA55 U.S. Government Agency Debt Y 2020-04-24 2020-10-26 2020-10-26 N N N 0.0159 14997796.05 14997796.05 0.0186 N N N N FEDERAL HOME LOAN BANKS FHLB 3130AJ2Z1 2549001DPIFGXC1TOL40 US3130AJ2Z14 U.S. Government Agency Debt Y 2020-02-03 2020-11-03 2020-11-03 N N N 0.0164 9998501.20 9998501.20 0.0124 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312UB4 US313312UB45 U.S. Government Agency Debt Y 2020-03-09 2020-03-09 2020-03-09 N N N 0.0158 26959049.91 26959049.91 0.0334 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312WN6 US313312WN64 U.S. Government Agency Debt Y 2020-05-07 2020-05-07 2020-05-07 N N N 0.0160 4979502.80 4979502.80 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 313384TB5 2549001DPIFGXC1TOL40 US313384TB58 U.S. Government Agency Debt Y 2020-02-14 2020-02-14 2020-02-14 N N N 0.0157 9995263.90 9995263.90 0.0124 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384TB5 2549001DPIFGXC1TOL40 US313384TB58 U.S. Government Agency Debt Y 2020-02-14 2020-02-14 2020-02-14 N N N 0.0157 14992895.85 14992895.85 0.0186 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384TP4 2549001DPIFGXC1TOL40 US313384TP45 U.S. Government Agency Debt Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0157 24975243.00 24975243.00 0.0309 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 U.S. Government Agency Debt Y 2020-02-28 2020-02-28 2020-02-28 N N N 0.0157 4994618.05 4994618.05 0.0062 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 U.S. Government Agency Debt Y 2020-03-04 2020-03-04 2020-03-04 N N N 0.0158 49935000.00 49935000.00 0.0618 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UE7 2549001DPIFGXC1TOL40 US313384UE78 U.S. Government Agency Debt Y 2020-03-12 2020-03-12 2020-03-12 N N N 0.0158 49917666.50 49917666.50 0.0618 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 313396VS9 S6XOOCT0IEG5ABCC6L87 US313396VS93 U.S. Government Agency Debt Y 2020-04-17 2020-04-17 2020-04-17 N N N 0.0160 41704973.12 41704973.12 0.0517 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 313396YF4 S6XOOCT0IEG5ABCC6L87 US313396YF46 U.S. Government Agency Debt Y 2020-06-17 2020-06-17 2020-06-17 N N N 0.0160 47717400.00 47717400.00 0.0591 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.660878% 3133EHZK2 US3133EHZK22 U.S. Government Agency Debt Y 2020-02-25 2020-09-25 2020-09-25 N N N 0.0160 5001881.85 5001881.85 0.0062 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.608627% 3133EJCV9 US3133EJCV99 U.S. Government Agency Debt Y 2020-02-13 2020-02-13 2020-02-13 N N N 0.0166 4999890.10 4999890.10 0.0062 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.720879% 3133EJDW6 US3133EJDW63 U.S. Government Agency Debt Y 2020-02-02 2020-03-02 2020-03-02 N N N 0.0168 9999374.50 9999374.50 0.0124 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.739998% 3133EJVZ9 US3133EJVZ92 U.S. Government Agency Debt Y 2020-02-01 2020-08-03 2020-08-03 N N N 0.0172 5001023.55 5001023.55 0.0062 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 1.769997% 3133EK2R6 US3133EK2R67 U.S. Government Agency Debt Y 2020-02-01 2021-10-15 2021-10-15 N N N 0.0176 2000499.12 2000499.12 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.739998% 3133EKFB7 US3133EKFB71 U.S. Government Agency Debt Y 2020-02-01 2021-01-29 2021-01-29 N N N 0.0175 7000450.31 7000450.31 0.0087 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.694379% 3133EKKJ4 US3133EKKJ43 U.S. Government Agency Debt Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0166 19999941.20 19999941.20 0.0248 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.644998% 3133EKPB6 US3133EKPB61 U.S. Government Agency Debt Y 2020-02-01 2020-06-05 2020-06-05 N N N 0.0169 9998977.50 9998977.50 0.0124 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.729998% 3133EKU95 US3133EKU950 U.S. Government Agency Debt Y 2020-02-29 2020-09-30 2020-09-30 N N N 0.0164 3001976.40 3001976.40 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.659999% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y 2020-02-01 2021-01-14 2021-01-14 N N N 0.0168 999806.72 999806.72 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.759996% 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y 2020-02-01 2022-01-14 2022-01-14 N N N 0.0178 999609.35 999609.35 0.0012 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.629997% 3134GT2E2 S6XOOCT0IEG5ABCC6L87 US3134GT2E25 U.S. Government Agency Debt Y 2020-02-01 2020-05-13 2020-05-13 N N N 0.0163 9998806.60 9998806.60 0.0124 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.604998% 3134GTPQ0 S6XOOCT0IEG5ABCC6L87 US3134GTPQ05 U.S. Government Agency Debt Y 2020-02-01 2020-05-22 2020-05-22 N N N 0.0165 19997219.00 19997219.00 0.0248 N N N 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 0.0154 9981031.20 9981031.20 0.0124 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.580940% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y 2020-02-01 2020-10-31 2020-10-31 N N N 0.0163 9996637.80 9996637.80 0.0124 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.650938% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y 2020-02-01 2021-01-29 2021-01-31 N N N 0.0162 5001621.30 5001621.30 0.0062 N Y Y N UNITED STATES 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Treasuries (including Strips) and cash Y Y USTR 254900HROIFWPRGM1V77 2021-12-15 2.630000 16581683.33 16967077.96 U.S. Treasuries (including strips) Y 2020-02-07 2020-02-07 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 0.0206 N N Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 1.629997% BNT5CG4V6 ZBUT11V806EZRVTWT807 0 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 2035-12-20 5.500000 1206356.00 58974.05 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2042-06-20 3.500000 1100000.00 302486.94 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2039-03-15 5.000000 449198.00 12941.98 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2041-03-15 4.500000 749000.00 183253.41 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2032-10-15 6.000000 3504000.00 17436.42 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2037-10-20 6.500000 2000000.00 61051.93 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2027-12-20 7.000000 25678208.00 102815.59 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2037-06-15 6.000000 2546812.00 88606.76 Agency Mortgage-Backed Securities GNMA 2047-07-20 3.000000 397750.00 303625.80 Agency Mortgage-Backed Securities GNMA 2048-05-20 2.500000 5199584.00 4514500.98 Agency Mortgage-Backed Securities GNMA 2047-04-20 2.500000 119565.00 100797.79 Agency Mortgage-Backed Securities GNMA 2027-05-20 1.500000 26427.00 21339.03 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.000000 801920.00 781682.36 Agency Mortgage-Backed Securities GNMA 2047-08-20 3.500000 106634.00 74361.82 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 362875.00 372545.15 Agency Mortgage-Backed Securities GNMA 2049-10-20 3.500000 2042540.00 2128096.51 Agency Mortgage-Backed Securities GNMA 2049-10-20 3.000000 282516.00 289735.36 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.500000 1284318.00 1328266.65 Agency Mortgage-Backed Securities GNMA 2046-05-20 3.000000 1732960.00 1101223.70 Agency Mortgage-Backed Securities GNMA 2044-09-15 4.000000 34523.00 7728.87 Agency Mortgage-Backed Securities GNMA 2041-07-15 4.000000 250000.00 5223.52 Agency Mortgage-Backed Securities GNMA 2039-09-15 4.000000 25000.00 6252.46 Agency Mortgage-Backed Securities GNMA 2039-11-15 4.000000 938671.00 307125.03 Agency Mortgage-Backed Securities GNMA 2040-06-15 5.000000 7000000.00 3075685.27 Agency Mortgage-Backed Securities GNMA 2038-11-15 6.000000 7059360.00 204242.61 Agency Mortgage-Backed Securities Y 2020-05-05 2020-05-05 2020-12-31 Y JP 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N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 1.590000% BNT5SSVY7 MBNUM2BPBDO7JBLYG310 0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2048-08-20 4.500000 1735750.00 1073950.33 Agency Mortgage-Backed Securities GNMA 2048-08-20 5.000000 59112704.00 33374089.05 Agency Mortgage-Backed Securities GNMA 2048-09-20 4.000000 475000.00 325098.27 Agency Mortgage-Backed Securities GNMA 2048-09-20 4.500000 23859808.00 14672377.63 Agency Mortgage-Backed Securities GNMA 2049-01-20 3.500000 1731742.00 1338426.43 Agency Mortgage-Backed Securities GNMA 2049-01-20 4.000000 450000.00 291835.59 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.000000 380000.00 266086.35 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 79030.00 53218.76 Agency Mortgage-Backed Securities GNMA 2049-05-20 5.000000 8796961.00 8220760.06 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.000000 10738816.00 10055023.49 Agency Mortgage-Backed Securities GNMA 2049-01-15 3.600000 302285.00 334940.85 Agency Mortgage-Backed Securities GNMA 2049-04-20 6.000000 1715929.00 861585.58 Agency Mortgage-Backed Securities GNMA 2069-09-20 3.482000 3524.00 3817.92 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 68807000.00 68807000.00 0.0852 N Y Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA NA 1.590000% BNT5SSW18 B4TYDEB6GKMZO031MB27 0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2045-12-20 3.500000 53660624.00 25750000.02 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 25000000.00 25000000.00 0.0310 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 1.570000% BNT5SSX74 R0MUWSFPU8MPRO8K5P83 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 28.13 27.02 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-11-15 0.00 2.88 2.33 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-11-15 0.00 0.04 0.03 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-11-15 0.00 5.84 5.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-05-15 0.00 247.18 215.89 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 69.43 60.12 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 1981.67 1420.27 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 22043000.00 24256491.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-08-31 1.125000 100.00 99.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 0.875000 5289900.00 6496402.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-11-15 2.250000 23906000.00 25344892.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-06-18 0.00 500.00 497.07 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 55000000.00 55000000.00 0.0681 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.029999% BRS9FKAT6 O2RNE8IBXP4R0TD8PU41 0 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 14723249.99 16973340.98 U.S. Treasuries (including strips) Y 2020-02-07 2020-02-07 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 0.0206 N N Y N Northern Institutional Funds 2020-02-07 Peter K Ewing Peter K Ewing President