N-MFP2 0000710124 XXXXXXXX 2021-09-30 0000710124 549300Y178DO5JBR1S04 S000001286 3 N N 002-80543 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 Government/Agency N 54 100 15962554828.84 16374618996.27 17152418792.96 17000966699.62 0.00 17299750948.30 17661820215.01 18355624574.99 17745960391.98 0.00 0.7180 0.7260 0.7405 0.7531 0.0000 0.7781 0.7831 0.7924 0.7861 0.0000 152332206.07 22632438662.26 22630636660.22 20587334.23 5357809.01 22798198391.51 22798136195.0600 1.0000 0.0007 1.0001 1.0001 1.0001 1.0001 0.0000 C000003449 5000000.00 22798197188.36 22798134991.9000 1.0001 1.0001 1.0001 1.0001 0.0000 4990141222.58 4725976771.19 3524667179.16 3373979602.15 5484741527.04 4812475802.15 4535709822.73 5309451358.95 0.00 0.00 22565382969.86 21615876468.78 0.0000 Y The Investment Advisor Reimbursed $3,500,820.82 of fees during the period C000003450 0.00 1203.15 1203.1600 1.0000 1.0000 1.0001 1.0001 0.0000 0.16 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.16 0.00 0.0000 Y The Investment Advisor Reimbursed $0.09 of fees during the period C000003451 0.00 0.00 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Government Agency Debt Y 2021-11-30 2021-11-30 2021-11-30 N N N 0.0012 199974864.00 199974864.00 0.0088 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130AN5S5 2549001DPIFGXC1TOL40 US3130AN5S53 U.S. Government Agency Debt Y 2021-12-06 2021-12-06 2021-12-06 N N N 0.0012 284958672.15 284958672.15 0.0125 N N N N FEDERAL HOME LOAN BANKS FHLB 0.045000% 3130ANCY4 2549001DPIFGXC1TOL40 US3130ANCY48 U.S. Government Agency Debt Y 2021-12-16 2021-12-16 2021-12-16 N N N 0.0015 174961248.00 174961248.00 0.0077 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANR69 2549001DPIFGXC1TOL40 US3130ANR699 U.S. Government Agency Debt Y 2022-02-04 2022-02-04 2022-02-04 N N N 0.0009 274958978.25 274958978.25 0.0121 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANRE2 2549001DPIFGXC1TOL40 US3130ANRE29 U.S. Government Agency Debt Y 2022-02-18 2022-02-18 2022-02-18 N N N 0.0007 209978073.90 209978073.90 0.0092 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANS50 2549001DPIFGXC1TOL40 US3130ANS507 U.S. Government Agency Debt Y 2022-03-03 2022-03-03 2022-03-03 N N N 0.0004 95002522.25 95002522.25 0.0042 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANS92 2549001DPIFGXC1TOL40 US3130ANS929 U.S. Government Agency Debt Y 2022-02-28 2022-02-28 2022-02-28 N N N 0.0004 125003133.75 125003133.75 0.0055 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANVT4 2549001DPIFGXC1TOL40 US3130ANVT42 U.S. Government Agency Debt Y 2022-03-25 2022-03-25 2022-03-25 N N N 0.0007 274972689.75 274972689.75 0.0121 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANX21 2549001DPIFGXC1TOL40 US3130ANX218 U.S. Government Agency Debt Y 2022-04-01 2022-04-01 2022-04-01 N N N 0.0009 119979411.60 119979411.60 0.0053 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANXY1 2549001DPIFGXC1TOL40 US3130ANXY19 U.S. Government Agency Debt Y 2022-04-07 2022-04-07 2022-04-07 N N N 0.0008 279953391.20 279953391.20 0.0123 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANY20 2549001DPIFGXC1TOL40 US3130ANY208 U.S. Government Agency Debt Y 2022-04-12 2022-04-12 2022-04-12 N N N 0.0008 279954726.80 279954726.80 0.0123 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313MX3 US313313MX30 U.S. Government Agency Debt Y 2021-10-13 2021-10-13 2021-10-13 N N N 0.0002 7499949.98 7499949.98 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313MY1 US313313MY13 U.S. Government Agency Debt Y 2021-10-14 2021-10-14 2021-10-14 N N N 0.0002 44999675.10 44999675.10 0.0020 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313NL8 US313313NL82 U.S. Government Agency Debt Y 2021-10-26 2021-10-26 2021-10-26 N N N 0.0002 39999444.40 39999444.40 0.0018 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313PW2 US313313PW20 U.S. Government Agency Debt Y 2021-11-29 2021-11-29 2021-11-29 N N N 0.0004 15998951.36 15998951.36 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313QM3 US313313QM39 U.S. Government Agency Debt Y 2021-12-14 2021-12-14 2021-12-14 N N N 0.0004 34997123.00 34997123.00 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313RA8 US313313RA81 U.S. Government Agency Debt Y 2021-12-27 2021-12-27 2021-12-27 N N N 0.0004 8999130.24 8999130.24 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313RL4 US313313RL47 U.S. Government Agency Debt Y 2022-01-06 2022-01-06 2022-01-06 N N N 0.0004 29996767.50 29996767.50 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313RQ3 US313313RQ34 U.S. Government Agency Debt Y 2022-01-10 2022-01-10 2022-01-10 N N N 0.0004 5999326.86 5999326.86 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313SE9 US313313SE94 U.S. Government Agency Debt Y 2022-01-24 2022-01-24 2022-01-24 N N N 0.0004 999872.26 999872.26 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313SU3 US313313SU37 U.S. Government Agency Debt Y 2022-02-07 2022-02-07 2022-02-07 N N N 0.0005 8998388.01 8998388.01 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313TR9 US313313TR98 U.S. Government Agency Debt Y 2022-02-28 2022-02-28 2022-02-28 N N N 0.0005 6998542.18 6998542.18 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313VK1 US313313VK18 U.S. Government Agency Debt Y 2022-04-11 2022-04-11 2022-04-11 N N N 0.0006 5793167.33 5793167.33 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YL6 US313313YL63 U.S. Government Agency Debt Y 2022-06-23 2022-06-23 2022-06-23 N N N 0.0007 29984746.80 29984746.80 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QH2 2549001DPIFGXC1TOL40 US313385QH21 U.S. Government Agency Debt Y 2021-12-10 2021-12-10 2021-12-10 N N N 0.0004 234981726.40 234981726.40 0.0103 N N N N FEDERAL HOME LOAN BANKS FHLB 313385UP9 2549001DPIFGXC1TOL40 US313385UP90 U.S. Government Agency Debt Y 2022-03-22 2022-03-22 2022-03-22 N N N 0.0005 99976120.00 99976120.00 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.239997% 3133EK2R6 US3133EK2R67 U.S. Government Agency Debt Y 2021-10-01 2021-10-15 2021-10-15 N N N 0.0005 34002511.92 34002511.92 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.194997% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2021-10-01 2022-07-28 2022-07-28 N N N 0.0006 35040145.70 35040145.70 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.229996% 3133ELD68 US3133ELD681 U.S. Government Agency Debt Y 2021-10-01 2022-05-27 2022-05-27 N N N 0.0006 100115661.00 100115661.00 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.229996% 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y 2021-10-01 2022-01-14 2022-01-14 N N N 0.0006 15007366.65 15007366.65 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.249998% 3133ELN59 US3133ELN599 U.S. Government Agency Debt Y 2021-10-01 2022-06-23 2022-06-23 N N N 0.0006 110154793.10 110154793.10 0.0048 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.399999% 3133ELWG5 US3133ELWG58 U.S. Government Agency Debt Y 2021-10-01 2022-04-07 2022-04-07 N N N 0.0006 45080870.40 45080870.40 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.369997% 3133ELWM2 US3133ELWM27 U.S. Government Agency Debt Y 2021-10-01 2022-01-12 2022-01-12 N N N 0.0006 65057422.30 65057422.30 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.479998% 3133ELWV2 US3133ELWV26 U.S. Government Agency Debt Y 2021-10-01 2022-01-21 2022-01-21 N N N 0.0008 20024568.00 20024568.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.129999% 3133EMDQ2 US3133EMDQ25 U.S. Government Agency Debt Y 2021-10-01 2022-10-14 2022-10-14 N N N 0.0006 18288648.32 18288648.32 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.124999% 3133EMFQ0 US3133EMFQ07 U.S. Government Agency Debt Y 2021-10-01 2022-11-03 2022-11-03 N N N 0.0006 34024724.12 34024724.12 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y 2021-10-01 2022-10-21 2022-10-21 N N N 0.0006 20010186.80 20010186.80 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.129999% 3133EMLY6 US3133EMLY66 U.S. Government Agency Debt Y 2021-10-01 2022-11-01 2022-11-01 N N N 0.0008 15008296.50 15008296.50 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMMS8 US3133EMMS89 U.S. Government Agency Debt Y 2021-10-01 2023-01-13 2023-01-13 N N N 0.0006 50032592.00 50032592.00 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMNH1 US3133EMNH16 U.S. Government Agency Debt Y 2021-10-01 2023-01-20 2023-01-20 N N N 0.0006 25015711.50 25015711.50 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.135000% 3133EMNJ7 US3133EMNJ71 U.S. Government Agency Debt Y 2021-10-01 2023-01-19 2023-01-19 N N N 0.0009 30019698.30 30019698.30 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.104997% 3133EMPZ9 US3133EMPZ95 U.S. Government Agency Debt Y 2021-10-01 2023-02-09 2023-02-09 N N N 0.0006 60033132.00 60033132.00 0.0026 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC FLOAT 0.189997% 3134GVGQ5 S6XOOCT0IEG5ABCC6L87 US3134GVGQ51 U.S. Government Agency Debt Y 2021-10-01 2021-12-10 2021-12-10 N N N 0.0005 90024043.50 90024043.50 0.0039 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.149997% 3134GW2G0 S6XOOCT0IEG5ABCC6L87 US3134GW2G01 U.S. Government Agency Debt Y 2021-10-01 2022-08-19 2022-08-19 N N N 0.0008 100066305.00 100066305.00 0.0044 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.399999% 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y 2021-10-01 2022-04-07 2022-04-07 N N N 0.0007 85146252.70 85146252.70 0.0037 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.439999% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2021-10-01 2022-04-15 2022-04-15 N N N 0.0007 95192580.20 95192580.20 0.0042 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.360000% 3135G03V3 B1V7KEBTPIMZEU4LTD58 US3135G03V30 U.S. Government Agency Debt Y 2021-10-01 2022-01-24 2022-01-24 N N N 0.0005 85084304.70 85084304.70 0.0037 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.369997% 3135G04A8 B1V7KEBTPIMZEU4LTD58 US3135G04A83 U.S. Government Agency Debt Y 2021-10-01 2022-04-28 2022-04-28 N N N 0.0006 85155496.45 85155496.45 0.0037 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.369997% 3135G04D2 B1V7KEBTPIMZEU4LTD58 US3135G04D23 U.S. Government Agency Debt Y 2021-10-01 2022-04-27 2022-04-27 N N N 0.0005 50091393.00 50091393.00 0.0022 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.279997% 3135G04J9 B1V7KEBTPIMZEU4LTD58 US3135G04J92 U.S. Government Agency Debt Y 2021-10-01 2022-05-06 2022-05-06 N N N 0.0005 150205740.00 150205740.00 0.0066 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.239997% 3135G04P5 B1V7KEBTPIMZEU4LTD58 US3135G04P52 U.S. Government Agency Debt Y 2021-10-01 2022-05-19 2022-05-19 N N N 0.0008 75076069.50 75076069.50 0.0033 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.239997% 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y 2021-10-01 2022-05-27 2022-05-27 N N N 0.0005 90113735.70 90113735.70 0.0040 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 2.000000% 3135G0S38 B1V7KEBTPIMZEU4LTD58 US3135G0S387 U.S. Government Agency Debt Y 2022-01-05 2022-01-05 2022-01-05 N N N 0.0013 25121887.75 25121887.75 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 2.625000% 3135G0U92 B1V7KEBTPIMZEU4LTD58 US3135G0U920 U.S. Government Agency Debt Y 2022-01-11 2022-01-11 2022-01-11 N N N 0.0013 40452536.13 40452536.13 0.0018 N N N N UNITED STATES TREASURY TREASURY BILL 9127965G0 254900HROIFWPRGM1V77 US9127965G05 U.S. Treasury Debt Y 2021-12-02 2021-12-02 2021-12-02 N N N 0.0003 249984140.00 249984140.00 0.0110 N Y Y N UNITED STATES TREASURY TREASURY BILL 9127965G0 254900HROIFWPRGM1V77 US9127965G05 U.S. Treasury Debt Y 2021-12-02 2021-12-02 2021-12-02 N N N 0.0003 69995559.20 69995559.20 0.0031 N Y Y N UNITED STATES TREASURY TREASURY 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N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0005 75632812.50 75632812.50 0.0033 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 912828RR3 254900HROIFWPRGM1V77 US912828RR30 U.S. Treasury Debt Y 2021-11-15 2021-11-15 2021-11-15 N N N 0.0006 25059350.50 25059350.50 0.0011 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828SV3 254900HROIFWPRGM1V77 US912828SV33 U.S. Treasury Debt Y 2022-05-15 2022-05-15 2022-05-15 N N N 0.0005 233456540.22 233456540.22 0.0102 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828U65 254900HROIFWPRGM1V77 US912828U659 U.S. Treasury Debt Y 2021-11-30 2021-11-30 2021-11-30 N N N 0.0006 210582319.50 210582319.50 0.0092 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828V72 254900HROIFWPRGM1V77 US912828V723 U.S. Treasury Debt Y 2022-01-31 2022-01-31 2022-01-31 N N N 0.0005 196180810.80 196180810.80 0.0086 N Y Y N UNITED 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TREASURY TREASURY NOTE 2.125000% 912828XG0 254900HROIFWPRGM1V77 US912828XG01 U.S. Treasury Debt Y 2022-06-30 2022-06-30 2022-06-30 N N N 0.0008 406093752.00 406093752.00 0.0178 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828XR6 254900HROIFWPRGM1V77 US912828XR65 U.S. Treasury Debt Y 2022-05-31 2022-05-31 2022-05-31 N N N 0.0007 55629620.98 55629620.98 0.0024 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828YT1 254900HROIFWPRGM1V77 US912828YT13 U.S. Treasury Debt Y 2021-11-30 2021-11-30 2021-11-30 N N N 0.0006 95224506.85 95224506.85 0.0042 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 912828Z60 254900HROIFWPRGM1V77 US912828Z609 U.S. Treasury Debt Y 2022-01-31 2022-01-31 2022-01-31 N N N 0.0005 35153937.70 35153937.70 0.0015 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.375000% 912828ZG8 254900HROIFWPRGM1V77 US912828ZG82 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0006 85132812.50 85132812.50 0.0037 N Y Y N UNITED STATES TREASURY 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0.0129 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.064000% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y 2021-10-01 2023-07-31 2023-07-31 N N N 0.0006 318388987.87 318388987.87 0.0140 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 0.069998% ZBUT11V806EZRVTWT807 0 BNT6Z3VC0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Federal Home Loan Mortgage - FHLMC - Freddie Mac 2031-03-15 6.750000 220000.00 319732.27 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2036-07-15 5.500000 28140000.00 41423524.52 Agency Debentures and Agency Strips FNMA 2023-05-22 0.250000 20008000.00 20019502.38 Agency Debentures and Agency Strips FMAC 2050-09-01 2.000000 80072704.00 77651852.52 Agency Mortgage-Backed Securities FHLB 2037-03-16 2.560000 20000.00 20026.93 Agency Debentures and Agency Strips FHLB 2031-02-25 1.500000 225000.00 218748.22 Agency Debentures and Agency Strips FMAC 2031-09-01 2.000000 13119808.00 13538554.37 Agency Mortgage-Backed Securities FNMA 2036-01-01 4.000000 2499980.00 700202.60 Agency Mortgage-Backed Securities Y 2022-01-03 2022-01-03 2030-12-31 Y JP MORGAN SECURITIES LLC 1.0000 95 N N N 0.0007 150000000.00 150000000.00 0.0066 N N N Y ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NE 0.055000% 549300HXQQQCCUBS2Z23 0 BNT72L6T5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2022-01-15 0.125000 8336000.00 10129698.65 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 1.625000 42644900.00 43300661.29 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 20416000.00 21332188.42 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-11-15 2.750000 75000000.00 79641187.50 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 8100000.00 9940529.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.875000 65000000.00 65592346.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-05-15 2.375000 1800000.00 1940875.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-10-31 2.000000 10909200.00 11222710.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 3.000000 14009400.00 16693909.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 36890100.00 37413948.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-01-15 0.875000 8000000.00 9997396.83 U.S. Treasuries (including strips) GNMA 2043-08-20 4.000000 869617.00 197695.57 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2029-05-15 2.375000 5641900.00 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Mortgage-Backed Securities GNMA 2051-01-20 4.500000 1098050.00 1197640.49 Agency Mortgage-Backed Securities GNMA 2051-02-20 2.500000 3312526.00 3420892.32 Agency Mortgage-Backed Securities GNMA 2051-01-20 3.000000 9520801.00 10021695.49 Agency Mortgage-Backed Securities GNMA 2051-01-20 4.000000 1082272.00 1079465.11 Agency Mortgage-Backed Securities GNMA 2051-02-20 4.000000 1009622.00 1102631.31 Agency Mortgage-Backed Securities GNMA 2051-02-20 4.000000 1105906.00 1202742.89 Agency Mortgage-Backed Securities GNMA 2051-02-20 4.500000 1766086.00 1910811.93 Agency Mortgage-Backed Securities GNMA 2051-02-20 2.000000 937176.00 941529.66 Agency Mortgage-Backed Securities GNMA 2051-01-20 4.000000 28092715.00 25340728.10 Agency Mortgage-Backed Securities GNMA 2051-02-20 3.500000 1456337.00 1473188.63 Agency Mortgage-Backed Securities GNMA 2051-01-20 6.000000 8870599.00 8735865.09 Agency Mortgage-Backed Securities GNMA 2051-03-20 4.000000 8314931.00 8124015.26 Agency Mortgage-Backed Securities 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1815993.00 1390210.85 Agency Mortgage-Backed Securities FMAC 2050-02-01 3.000000 4000000.00 971267.68 Agency Mortgage-Backed Securities FNMA 2049-11-01 5.000000 1535039.00 1093893.32 Agency Mortgage-Backed Securities FMAC 2049-05-01 5.000000 1470675.00 1038221.02 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.000000 90329872.00 34057658.24 Agency Mortgage-Backed Securities FNMA 2025-06-01 4.000000 1703.00 40.07 Agency Mortgage-Backed Securities FNMA 2041-07-01 5.000000 2310942.00 543471.49 Agency Mortgage-Backed Securities FMAC 2044-05-01 4.500000 5940500.00 511482.48 Agency Mortgage-Backed Securities FMAC 2047-12-01 3.500000 4750000.00 1960826.98 Agency Mortgage-Backed Securities FMAC 2045-04-01 3.000000 8300000.00 3386109.99 Agency Mortgage-Backed Securities FMAC 2028-05-01 3.000000 6537349.00 1728138.61 Agency Mortgage-Backed Securities FMAC 2049-05-01 5.000000 2839754.00 2127934.29 Agency Mortgage-Backed Securities FMAC 2049-05-01 5.000000 1048726.00 357445.56 Agency 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2033-09-01 3.500000 3995000.00 1054331.76 Agency Mortgage-Backed Securities FMAC 2048-04-01 4.000000 9100000.00 3555331.93 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.000000 3153085.00 1602099.23 Agency Mortgage-Backed Securities FMAC 2049-11-01 3.000000 6482270.00 3644068.87 Agency Mortgage-Backed Securities FMAC 2050-07-01 3.500000 6370990.00 4048319.62 Agency Mortgage-Backed Securities FMAC 2050-02-01 3.000000 5705000.00 1449808.65 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.500000 4765838.00 814987.05 Agency Mortgage-Backed Securities FMAC 2050-03-01 3.500000 6000000.00 1826180.07 Agency Mortgage-Backed Securities FNMA 2047-01-01 3.500000 5365000.00 2382873.83 Agency Mortgage-Backed Securities FNMA 2049-04-01 3.500000 3223567.00 1751688.39 Agency Mortgage-Backed Securities FNMA 2050-04-01 5.500000 2563971.00 2029784.49 Agency Mortgage-Backed Securities FNMA 2050-02-01 5.000000 1000.00 922.71 Agency Mortgage-Backed Securities FNMA 2050-09-01 2.500000 1003.00 987.68 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.000000 195000.00 81283.59 Agency Mortgage-Backed Securities FNMA 2050-04-01 5.500000 2350015.00 1485029.10 Agency Mortgage-Backed Securities FMAC 2032-02-01 3.500000 3350000.00 271019.49 Agency Mortgage-Backed Securities FMAC 2050-04-01 3.500000 10018295.00 6889059.16 Agency Mortgage-Backed Securities GNMA 2051-03-20 2.500000 26809544.00 26850838.94 Agency Mortgage-Backed Securities FMAC 2050-05-01 2.500000 1851000.00 1543066.55 Agency Mortgage-Backed Securities FNMA 2050-03-01 4.500000 1012.00 693.57 Agency Mortgage-Backed Securities FNMA 2049-11-01 3.500000 5000000.00 833997.30 Agency Mortgage-Backed Securities FNMA 2048-11-01 3.500000 3076000.00 2117071.23 Agency Mortgage-Backed Securities GNMA 2051-05-20 2.500000 44475769.00 44920185.66 Agency Mortgage-Backed Securities GNMA 2051-06-20 2.500000 50000000.00 50960067.84 Agency Mortgage-Backed Securities FMAC 2049-04-01 4.500000 1170576.00 728827.70 Agency Mortgage-Backed Securities FMAC 2049-11-01 3.500000 1119000.00 1061671.71 Agency Mortgage-Backed Securities FNMA 2048-05-01 4.500000 7389374.00 2002627.59 Agency Mortgage-Backed Securities FNMA 2050-04-01 3.500000 8441337.00 6457820.91 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.000000 66512471.00 36078345.44 Agency Mortgage-Backed Securities FNMA 2050-12-01 4.500000 24585939.00 20372798.36 Agency Mortgage-Backed Securities FMAC 2041-07-01 5.000000 1520278.00 125688.07 Agency Mortgage-Backed Securities FMAC 2047-07-01 3.500000 5000000.00 1705474.69 Agency Mortgage-Backed Securities FMAC 2045-12-01 3.000000 3100000.00 530849.43 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.000000 3856466.00 451179.00 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.500000 269197.00 66276.40 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.500000 3654700.00 683435.29 Agency Mortgage-Backed Securities FMAC 2031-08-01 4.000000 6690000.00 755153.59 Agency Mortgage-Backed Securities FMAC 2031-03-01 4.500000 6575000.00 623617.52 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.000000 4539425.00 356897.00 Agency Mortgage-Backed Securities FMAC 2047-02-01 3.500000 3200000.00 555592.65 Agency Mortgage-Backed Securities FMAC 2035-02-01 3.500000 5000000.00 1304798.17 Agency Mortgage-Backed Securities FMAC 2035-08-01 3.000000 6070000.00 2468441.55 Agency Mortgage-Backed Securities FMAC 2048-05-01 3.500000 3675000.00 2345561.78 Agency Mortgage-Backed Securities FMAC 2050-07-01 3.000000 4000000.00 1653595.92 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.500000 7689395.00 1342194.50 Agency Mortgage-Backed Securities FMAC 2050-07-01 3.000000 3550650.00 1406557.34 Agency Mortgage-Backed Securities FNMA 2032-04-01 4.500000 4125000.00 532397.03 Agency Mortgage-Backed Securities FNMA 2043-05-01 3.500000 3255000.00 1214439.04 Agency Mortgage-Backed Securities FNMA 2045-01-01 3.500000 5749000.00 1401348.90 Agency Mortgage-Backed Securities FNMA 2050-04-01 3.500000 3995000.00 1447894.42 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 5764539.00 1651788.04 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 6115569.00 2123407.61 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.000000 9995000.00 2980547.23 Agency Mortgage-Backed Securities FNMA 2050-09-01 2.500000 984590.00 991864.79 Agency Mortgage-Backed Securities FNMA 2051-02-01 3.500000 3431653.00 3623497.56 Agency Mortgage-Backed Securities FNMA 2051-08-01 3.000000 3386915.00 3647018.38 Agency Mortgage-Backed Securities FNMA 2050-07-01 3.000000 5045000.00 2076511.79 Agency Mortgage-Backed Securities FMAC 2043-01-01 3.000000 8737375.00 3187249.89 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.000000 5212323.00 1561290.99 Agency Mortgage-Backed Securities FMAC 2046-10-01 3.000000 3378793.00 2672725.11 Agency Mortgage-Backed Securities FMAC 2046-03-01 4.000000 10539000.00 4266487.13 Agency Mortgage-Backed Securities FMAC 2050-07-01 3.500000 3651873.00 2847137.90 Agency Mortgage-Backed Securities FMAC 2051-05-01 2.500000 7802805.00 8034445.58 Agency Mortgage-Backed Securities FMAC 2051-08-01 3.500000 5796339.00 6191019.62 Agency Mortgage-Backed Securities FMAC 2051-08-01 2.500000 6110654.00 6269928.51 Agency Mortgage-Backed Securities FMAC 2051-08-01 3.000000 3153798.00 3288081.09 Agency Mortgage-Backed Securities FMAC 2050-04-01 3.000000 9392600.00 2558022.08 Agency Mortgage-Backed Securities FNMA 2031-06-01 4.500000 1721854.00 264321.11 Agency Mortgage-Backed Securities FNMA 2048-08-01 3.500000 3458942.00 1568922.62 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.000000 9249000.00 2286281.39 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.500000 574697.00 314734.52 Agency Mortgage-Backed Securities FNMA 2051-02-01 3.000000 25327613.00 26270888.05 Agency Mortgage-Backed Securities FNMA 2040-03-01 3.500000 2870860.00 2441414.36 Agency Mortgage-Backed Securities FNMA 2037-05-01 3.500000 6314440.00 5132931.45 Agency Mortgage-Backed Securities FNMA 2033-03-01 2.500000 4291889.00 1150111.17 Agency Mortgage-Backed Securities Y 2021-10-01 2021-10-01 2021-10-01 N N N 0.0006 500000000.00 500000000.00 0.0219 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES INC 0.050000% 549300HN4UKV1E2R3U73 0 BNT762CU3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 9404800.00 11801988.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-15 0.375000 56998400.00 70630375.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-07-15 0.750000 148060000.00 184280762.47 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-07-15 0.125000 159821300.00 187186962.32 U.S. Treasuries (including strips) Y 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 445000000.00 445000000.00 0.0195 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK OF 0.050000% 254900Y8NKGV541U8Q32 0 BNT764CP0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2023-05-15 1.750000 25435400.00 26234211.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 664300.00 703797.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 1.625000 39383800.00 40525265.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-31 2.750000 185603300.00 194755214.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-30 2.875000 1677140000.00 1785002463.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-05-15 2.375000 234406700.00 253271341.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-15 1.500000 113384500.00 114995126.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-08-31 1.250000 24051200.00 24581671.14 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-02-15 1.500000 6350683600.00 6391867783.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-15 0.125000 29725000.00 29692205.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2040-11-15 1.375000 43799500.00 39475186.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-10-31 0.125000 915600.00 916185.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-11-15 0.875000 41302700.00 39261654.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 0.125000 445432200.00 445020932.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-05-15 0.250000 38879400.00 38710099.66 U.S. Treasuries (including strips) Y 2021-10-01 2021-10-01 2021-10-01 N N N 0.0005 9425000000.00 9425000000.00 0.4134 N Y Y N Northern Institutional Funds 2021-10-07 Peter K Ewing Peter K Ewing President