N-MFP2 0000710124 XXXXXXXX 2022-02-28 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 49 103 18204274387.97 18359018980.83 17888240787.84 17966306912.41 0.00 19425252764.46 19475802774.97 18931033838.44 19252100398.52 0.00 0.7726 0.7700 0.7438 0.7306 0.0000 0.8244 0.8168 0.7872 0.7829 0.0000 466777779.55 23932136401.17 23944734933.39 16584698.00 120267717.06 24307829693.89 24307866257.2100 1.0000 0.0013 0.9995 0.9993 0.9994 0.9994 0.0000 C000003449 5000000.00 24307829693.89 24307866257.2100 0.9995 0.9993 0.9994 0.9994 0.0000 4504995742.45 5840628871.91 4094395942.08 3817339936.80 4469908641.43 4244765212.01 3882141563.23 3503415243.54 0.00 0.00 17406230302.97 17809384494.60 0.0000 Y The Investment Advisor Reimbursed $2,417,550.01 of fees during the period C000003450 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003451 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 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279960483.60 279960483.60 0.0115 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 0.0020 279950972.00 279950972.00 0.0115 N N N N FEDERAL HOME LOAN BANKS FHLB 0.120000% 3130AQGN7 2549001DPIFGXC1TOL40 US3130AQGN77 U.S. Government Agency Debt Y 2022-06-02 2022-06-02 2022-06-02 N N N 0.0036 239852968.80 239852968.80 0.0099 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQQ22 2549001DPIFGXC1TOL40 US3130AQQ223 U.S. Government Agency Debt Y 2022-03-01 2022-08-22 2022-08-22 N N N 0.0006 344999996.55 344999996.55 0.0142 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQRF2 2549001DPIFGXC1TOL40 US3130AQRF25 U.S. Government Agency Debt Y 2022-03-01 2022-08-30 2022-08-30 N N N 0.0005 50000211.50 50000211.50 0.0021 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQSP9 2549001DPIFGXC1TOL40 US3130AQSP97 U.S. Government Agency Debt Y 2022-03-01 2022-06-30 2022-06-30 N N N 0.0005 180000180.00 180000180.00 0.0074 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQSQ7 2549001DPIFGXC1TOL40 US3130AQSQ70 U.S. Government Agency Debt Y 2022-03-01 2022-06-16 2022-06-16 N N N 0.0005 95000093.10 95000093.10 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 0.055000% 3130AQX81 2549001DPIFGXC1TOL40 US3130AQX815 U.S. Government Agency Debt Y 2022-03-01 2022-09-09 2022-09-09 N N N 0.0006 84999998.30 84999998.30 0.0035 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQZB2 2549001DPIFGXC1TOL40 US3130AQZB29 U.S. Government Agency Debt Y 2022-03-01 2022-09-16 2022-09-16 N N N 0.0005 190000267.90 190000267.90 0.0078 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQZM8 2549001DPIFGXC1TOL40 US3130AQZM83 U.S. Government Agency Debt Y 2022-03-01 2022-09-16 2022-09-16 N N N 0.0005 175000246.75 175000246.75 0.0072 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AR3H2 2549001DPIFGXC1TOL40 US3130AR3H26 U.S. Government Agency Debt Y 2022-03-01 2022-07-18 2022-07-18 N N N 0.0006 139999998.60 139999998.60 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 0.055000% 3130AR5M9 2549001DPIFGXC1TOL40 US3130AR5M92 U.S. Government Agency Debt Y 2022-03-01 2022-08-30 2022-08-30 N N N 0.0006 149999997.00 149999997.00 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 3130AR6M8 2549001DPIFGXC1TOL40 US3130AR6M83 U.S. Government Agency Debt Y 2022-03-01 2022-08-02 2022-08-02 N N N 0.0000 45000000.00 45000000.00 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313F78 US313313F781 U.S. Government Agency Debt Y 2022-09-14 2022-09-14 2022-09-14 N N N 0.0071 9962156.50 9962156.50 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313F94 US313313F948 U.S. Government Agency Debt Y 2022-09-16 2022-09-16 2022-09-16 N N N 0.0071 9961767.10 9961767.10 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313R91 US313313R919 U.S. Government Agency Debt Y 2022-12-05 2022-12-05 2022-12-05 N N N 0.0088 24833555.50 24833555.50 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313T32 US313313T329 U.S. Government Agency Debt Y 2022-12-15 2022-12-15 2022-12-15 N N N 0.0088 23834443.92 23834443.92 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313T99 US313313T998 U.S. Government Agency Debt Y 2022-12-21 2022-12-21 2022-12-21 N N N 0.0088 31774643.84 31774643.84 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313UQ9 US313313UQ96 U.S. Government Agency Debt Y 2022-03-23 2022-03-23 2022-03-23 N N N 0.0008 19999022.60 19999022.60 0.0008 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313UV8 US313313UV81 U.S. Government Agency Debt Y 2022-03-28 2022-03-28 2022-03-28 N N N 0.0008 4999700.15 4999700.15 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313VC9 US313313VC91 U.S. Government Agency Debt Y 2022-04-04 2022-04-04 2022-04-04 N N N 0.0019 4999103.70 4999103.70 0.0002 N N Y 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 0.0019 5793747.35 5793747.35 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WC8 US313313WC82 U.S. Government Agency Debt Y 2022-04-28 2022-04-28 2022-04-28 N N N 0.0019 9996942.30 9996942.30 0.0004 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WG9 US313313WG96 U.S. Government Agency Debt Y 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 4482686.82 4482686.82 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313XM5 US313313XM55 U.S. Government Agency Debt Y 2022-05-31 2022-05-31 2022-05-31 N N N 0.0030 49962154.50 49962154.50 0.0021 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 0.0042 29960210.10 29960210.10 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YR3 US313313YR34 U.S. Government Agency Debt Y 2022-06-28 2022-06-28 2022-06-28 N N N 0.0042 24965388.25 24965388.25 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YZ5 US313313YZ59 U.S. Government Agency Debt Y 2022-07-06 2022-07-06 2022-07-06 N N N 0.0053 44916019.65 44916019.65 0.0018 N N N N FEDERAL HOME LOAN BANKS FHLB 313385WL6 2549001DPIFGXC1TOL40 US313385WL68 U.S. Government Agency Debt Y 2022-05-06 2022-05-06 2022-05-06 N N N 0.0030 94947842.15 94947842.15 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.194997% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2022-03-01 2022-07-28 2022-07-28 N N N 0.0006 35019589.50 35019589.50 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.230000% 3133ELD68 US3133ELD681 U.S. Government Agency Debt Y 2022-03-01 2022-05-27 2022-05-27 N N N 0.0006 100041997.00 100041997.00 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.249998% 3133ELN59 US3133ELN599 U.S. Government Agency Debt Y 2022-03-01 2022-06-23 2022-06-23 N N N 0.0006 110066044.00 110066044.00 0.0045 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.399999% 3133ELWG5 US3133ELWG58 U.S. Government Agency Debt Y 2022-03-01 2022-04-07 2022-04-07 N N N 0.0006 45015869.25 45015869.25 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.129999% 3133EMDQ2 US3133EMDQ25 U.S. Government Agency Debt Y 2022-03-01 2022-10-14 2022-10-14 N N N 0.0006 18283178.25 18283178.25 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.124999% 3133EMFQ0 US3133EMFQ07 U.S. Government Agency Debt Y 2022-03-01 2022-11-03 2022-11-03 N N N 0.0006 34015210.92 34015210.92 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y 2022-03-01 2022-10-21 2022-10-21 N N N 0.0007 20004895.00 20004895.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.129999% 3133EMLY6 US3133EMLY66 U.S. Government Agency Debt Y 2022-03-01 2022-11-01 2022-11-01 N N N 0.0005 15005101.50 15005101.50 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMMS8 US3133EMMS89 U.S. Government Agency Debt Y 2022-03-01 2023-01-13 2023-01-13 N N N 0.0008 50013234.50 50013234.50 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMNH1 US3133EMNH16 U.S. Government Agency Debt Y 2022-03-01 2023-01-20 2023-01-20 N N N 0.0007 25010053.00 25010053.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.135000% 3133EMNJ7 US3133EMNJ71 U.S. Government Agency Debt Y 2022-03-01 2023-01-19 2023-01-19 N N N 0.0006 30013406.10 30013406.10 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.104997% 3133EMPZ9 US3133EMPZ95 U.S. Government Agency Debt Y 2022-03-01 2023-02-09 2023-02-09 N N N 0.0009 60008589.60 60008589.60 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.084999% 3133EMTP7 US3133EMTP77 U.S. Government Agency Debt Y 2022-03-01 2023-03-17 2023-03-17 N N N 0.0007 100021171.00 100021171.00 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133ENAG5 US3133ENAG52 U.S. Government Agency Debt Y 2022-10-07 2022-10-07 2022-10-07 N N N 0.0056 154555129.85 154555129.85 0.0064 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENEK2 US3133ENEK29 U.S. Government Agency Debt Y 2022-03-01 2023-08-22 2023-08-22 N N N 0.0010 50000002.00 50000002.00 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENFM7 US3133ENFM75 U.S. Government Agency Debt Y 2022-03-01 2023-09-29 2023-09-29 N N N 0.0010 25000178.50 25000178.50 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133ENGX2 US3133ENGX22 U.S. Government Agency Debt Y 2022-03-01 2023-12-13 2023-12-13 N N N 0.0011 40000010.80 40000010.80 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENHT0 US3133ENHT01 U.S. Government Agency Debt Y 2022-03-01 2023-07-20 2023-07-20 N N N 0.0010 30000290.70 30000290.70 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133ENJB7 US3133ENJB74 U.S. Government Agency Debt Y 2022-03-01 2023-11-22 2023-11-22 N N N 0.0011 70000384.30 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FARM CREDIT BANKS FUNDING CORP FFCB 0.067500% 3133ENNF3 US3133ENNF33 U.S. Government Agency Debt Y 2022-03-01 2023-08-08 2023-08-08 N N N 0.0007 84993810.30 84993810.30 0.0035 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133ENNK2 US3133ENNK28 U.S. Government Agency Debt Y 2022-03-01 2024-02-09 2024-02-09 N N N 0.0009 20000097.00 20000097.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.094996% 3133ENNW6 US3133ENNW65 U.S. Government Agency Debt Y 2022-03-01 2024-02-15 2024-02-15 N N N 0.0009 35000241.15 35000241.15 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.074998% 3133ENPK0 US3133ENPK00 U.S. Government Agency Debt Y 2022-03-01 2023-09-18 2023-09-18 N N N 0.0007 60000122.40 60000122.40 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3133ENQH6 US3133ENQH61 U.S. Government Agency Debt Y 2022-03-01 2024-03-01 2024-03-01 N N N 0.0009 30000314.40 30000314.40 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3133ENQJ2 US3133ENQJ28 U.S. Government Agency Debt Y 2022-03-04 2024-03-04 2024-03-04 N N N 0.0009 30000000.00 30000000.00 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3133ENQL7 US3133ENQL73 U.S. Government Agency Debt Y 2022-03-04 2023-12-04 2023-12-04 N N N 0.0008 10000021.40 10000021.40 0.0004 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.149997% 3134GW2G0 US3134GW2G01 U.S. Government Agency Debt Y 2022-03-01 2022-08-19 2022-08-19 N N N 0.0008 100034974.00 100034974.00 0.0041 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.399999% 3135G03B7 US3135G03B75 U.S. Government Agency Debt Y 2022-03-01 2022-04-07 2022-04-07 N N N 0.0005 85030390.90 85030390.90 0.0035 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.439999% 3135G03J0 US3135G03J02 U.S. Government Agency Debt Y 2022-03-01 2022-04-15 2022-04-15 N N N 0.0004 95047335.65 95047335.65 0.0039 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.369997% 3135G04A8 US3135G04A83 U.S. Government Agency Debt Y 2022-03-01 2022-04-28 2022-04-28 N N N 0.0006 85043032.95 85043032.95 0.0035 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.369997% 3135G04D2 US3135G04D23 U.S. Government Agency Debt Y 2022-03-01 2022-04-27 2022-04-27 N N N 0.0005 50024976.00 50024976.00 0.0021 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.279997% 3135G04J9 US3135G04J92 U.S. Government Agency Debt Y 2022-03-01 2022-05-06 2022-05-06 N N N 0.0008 150056173.50 150056173.50 0.0062 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.239997% 3135G04P5 US3135G04P52 U.S. Government Agency Debt Y 2022-03-01 2022-05-19 2022-05-19 N N N 0.0008 75025949.25 75025949.25 0.0031 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.240001% 3135G04T7 US3135G04T74 U.S. Government Agency Debt Y 2022-03-01 2022-05-27 2022-05-27 N N N 0.0006 90039429.00 90039429.00 0.0037 N N N N UNITED STATES TREASURY TREASURY 912796K57 254900HROIFWPRGM1V77 US912796K576 U.S. Treasury Debt Y 2022-07-14 2022-07-14 2022-07-14 N N N 0.0054 104791804.95 104791804.95 0.0043 N Y Y N UNITED STATES TREASURY TREASURY 912796Q44 254900HROIFWPRGM1V77 US912796Q441 U.S. Treasury Debt Y 2022-06-02 2022-06-02 2022-06-02 N N N 0.0035 104905605.00 104905605.00 0.0043 N Y Y N UNITED STATES TREASURY TREASURY 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y 2022-12-29 2022-12-29 2022-12-29 N N N 0.0089 79404100.00 79404100.00 0.0033 N Y Y N UNITED STATES TREASURY TREASURY 912796R43 254900HROIFWPRGM1V77 US912796R431 U.S. Treasury Debt Y 2022-06-23 2022-06-23 2022-06-23 N N N 0.0045 159774449.60 159774449.60 0.0066 N Y Y N UNITED STATES TREASURY TREASURY 912796R50 254900HROIFWPRGM1V77 US912796R506 U.S. Treasury Debt Y 2022-06-30 2022-06-30 2022-06-30 N N N 0.0045 104846040.60 104846040.60 0.0043 N Y Y N UNITED STATES TREASURY TREASURY 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y 2023-01-26 2023-01-26 2023-01-26 N N N 0.0089 54558781.75 54558781.75 0.0022 N Y Y N UNITED STATES TREASURY TREASURY 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y 2023-01-26 2023-01-26 2023-01-26 N N N 0.0089 54558781.75 54558781.75 0.0022 N Y Y N UNITED STATES TREASURY TREASURY 912796U23 254900HROIFWPRGM1V77 US912796U237 U.S. Treasury Debt Y 2022-04-26 2022-04-26 2022-04-26 N N N 0.0019 99971222.00 99971222.00 0.0041 N Y Y N UNITED STATES TREASURY TREASURY 912796U23 254900HROIFWPRGM1V77 US912796U237 U.S. Treasury Debt Y 2022-04-26 2022-04-26 2022-04-26 N N N 0.0019 74978416.50 74978416.50 0.0031 N Y Y N UNITED STATES TREASURY TREASURY 912796U72 254900HROIFWPRGM1V77 US912796U724 U.S. Treasury Debt Y 2022-05-03 2022-05-03 2022-05-03 N N N 0.0024 99959750.00 99959750.00 0.0041 N Y Y N UNITED STATES TREASURY TREASURY 912796U80 254900HROIFWPRGM1V77 US912796U807 U.S. Treasury Debt Y 2022-05-10 2022-05-10 2022-05-10 N N N 0.0026 219890917.40 219890917.40 0.0090 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 9128283C2 254900HROIFWPRGM1V77 US9128283C28 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0081 167277421.46 167277421.46 0.0069 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.375000% 9128283U2 254900HROIFWPRGM1V77 US9128283U26 U.S. Treasury Debt Y 2023-01-31 2023-01-31 2023-01-31 N N N 0.0104 84728810.83 84728810.83 0.0035 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.625000% 9128284A5 254900HROIFWPRGM1V77 US9128284A52 U.S. Treasury Debt Y 2023-02-28 2023-02-28 2023-02-28 N N N 0.0109 35525000.00 35525000.00 0.0015 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 9128286Y1 254900HROIFWPRGM1V77 US9128286Y11 U.S. Treasury Debt Y 2022-06-15 2022-06-15 2022-06-15 N N N 0.0048 25092055.75 25092055.75 0.0010 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 9128287C8 254900HROIFWPRGM1V77 US9128287C81 U.S. Treasury Debt Y 2022-07-15 2022-07-15 2022-07-15 N N N 0.0056 40178124.80 40178124.80 0.0017 N Y Y 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 0.0018 75096702.00 75096702.00 0.0031 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828L57 254900HROIFWPRGM1V77 US912828L575 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0075 30171093.60 30171093.60 0.0012 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0081 166140819.90 166140819.90 0.0068 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0090 10078125.00 10078125.00 0.0004 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.125000% 912828N30 254900HROIFWPRGM1V77 US912828N308 U.S. Treasury Debt Y 2022-12-31 2022-12-31 2022-12-31 N N N 0.0099 216982031.25 216982031.25 0.0089 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828P38 254900HROIFWPRGM1V77 US912828P386 U.S. Treasury Debt Y 2023-01-31 2023-01-31 2023-01-31 N N N 0.0104 80503124.80 80503124.80 0.0033 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 0.0041 231660299.65 231660299.65 0.0095 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y 2022-08-15 2022-08-15 2022-08-15 N N N 0.0061 55249218.75 55249218.75 0.0023 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828TY6 254900HROIFWPRGM1V77 US912828TY62 U.S. Treasury Debt Y 2022-11-15 2022-11-15 2022-11-15 N N N 0.0084 296578710.20 296578710.20 0.0122 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 912828UN8 254900HROIFWPRGM1V77 US912828UN88 U.S. Treasury Debt Y 2023-02-15 2023-02-15 2023-02-15 N N N 0.0107 55476953.40 55476953.40 0.0023 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 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85013358.60 85013358.60 0.0035 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.494362% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y 2022-03-01 2022-04-30 2022-04-30 N N N 0.0028 282871661.47 282871661.47 0.0116 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y 2022-06-30 2022-06-30 2022-06-30 N N N 0.0052 34953857.05 34953857.05 0.0014 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.435362% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y 2022-03-01 2022-07-31 2022-07-31 N N N 0.0037 587856892.34 587856892.34 0.0242 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CAR2 254900HROIFWPRGM1V77 US91282CAR25 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0079 363346093.75 363346093.75 0.0149 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CAX9 254900HROIFWPRGM1V77 US91282CAX92 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0089 352878321.20 352878321.20 0.0145 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y 2022-12-31 2022-12-31 2022-12-31 N N N 0.0097 258110938.80 258110938.80 0.0106 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CBG5 254900HROIFWPRGM1V77 US91282CBG50 U.S. Treasury Debt Y 2023-01-31 2023-01-31 2023-01-31 N N N 0.0104 114011718.75 114011718.75 0.0047 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CBN0 254900HROIFWPRGM1V77 US91282CBN02 U.S. Treasury Debt Y 2023-02-28 2023-02-28 2023-02-28 N N N 0.0107 69332812.50 69332812.50 0.0029 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.414363% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y 2022-03-01 2023-04-30 2023-04-30 N N N 0.0039 295098459.20 295098459.20 0.0121 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.409363% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y 2022-03-01 2023-07-31 2023-07-31 N N N 0.0030 123573276.00 123573276.00 0.0051 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.415364% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y 2022-03-01 2023-10-31 2023-10-31 N N N 0.0031 230415223.60 230415223.60 0.0095 N Y Y N JP MORGAN SECURITIES TRI-PARTY JP MORGAN SECURITIES 0.069998% 0 BNT6Z3VC0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y GOVERNMENT NATIONAL MORTGAGE A 2042-04-15 3.000000 82861.00 65514.48 Agency Mortgage-Backed Securities GNMA 2047-09-15 5.000000 1177452.00 168212.51 Agency Mortgage-Backed Securities GNMA 2048-01-15 5.000000 199721.00 44592.55 Agency Mortgage-Backed Securities GNMA 2043-02-15 2.500000 570000.00 133118.74 Agency Mortgage-Backed Securities GNMA 2050-03-20 5.000000 1184338.00 1160016.25 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.500000 50775.00 11813.74 Agency Mortgage-Backed Securities GNMA 2048-03-20 3.500000 25756.00 7791.23 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.500000 266864.00 41338.66 Agency Mortgage-Backed Securities GNMA 2039-07-15 4.000000 902925.00 100822.94 Agency Mortgage-Backed Securities GNMA 2041-12-15 4.000000 6354976.00 2249380.06 Agency Mortgage-Backed Securities GNMA 2027-05-15 8.000000 1980000.00 9028.39 Agency Mortgage-Backed Securities GNMA 2030-07-15 8.500000 1359798.00 18850.80 Agency Mortgage-Backed Securities GNMA 2039-05-15 4.500000 81943.00 11791.98 Agency Mortgage-Backed Securities FNMA 2052-03-01 3.000000 111215680.00 113367147.33 Agency Mortgage-Backed Securities GNMA 2063-11-15 3.000000 2884832.00 2952388.99 Agency Mortgage-Backed Securities GNMA 2050-05-20 4.500000 7553600.00 7202656.90 Agency Mortgage-Backed Securities GNMA 2051-12-20 2.500000 1504468.00 1509627.04 Agency Mortgage-Backed Securities GNMA 2050-08-20 3.500000 14314816.00 14666316.30 Agency Mortgage-Backed Securities GNMA 2052-02-20 3.000000 5022952.00 5098793.55 Agency Mortgage-Backed Securities GNMA 2057-02-15 2.480000 5575340.00 5680797.55 Agency Mortgage-Backed Securities Y 2022-06-03 2022-06-03 2030-12-31 Y JP MORGAN SECURITIES 1.0000 95 N N N 0.0007 150000000.00 150000000.00 0.0062 N N N Y ROYAL BANK OF CANADA TRI-PARTY ROYAL BANK OF CANADA 0.055000% 0 BNT7EF293 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 2042-11-15 2.750000 50000000.00 53789525.97 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 50000000.00 53472478.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 48000000.00 60186204.24 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 7000000.00 8736818.39 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 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2047-02-20 3.500000 75045.00 74051.24 Agency Mortgage-Backed Securities GNMA 2050-04-20 4.500000 18206.00 17782.74 Agency Mortgage-Backed Securities GNMA 2041-09-20 4.500000 255702.00 234491.11 Agency Mortgage-Backed Securities GNMA 2048-03-20 3.500000 6306942.00 6238402.62 Agency Mortgage-Backed Securities FNMA 2050-08-01 2.500000 17994798.00 15288017.98 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-06-21 0.00 2083400.00 2080331.15 U.S. Treasuries (including strips) GNMA 2048-03-20 4.500000 279592.00 138314.92 Agency Mortgage-Backed Securities GNMA 2050-11-20 4.000000 1806518.00 1309769.67 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-06-07 0.00 152549700.00 152375183.14 U.S. Treasuries (including strips) Y 2022-03-07 2022-03-07 2022-03-17 Y ROYAL BANK OF CANADA 1.0000 7 N N N 0.0006 650000000.00 650000000.00 0.0267 N N Y N ROYAL BANK OF CANADA TRI-PARTY ROYAL BANK OF CANADA 0.055000% 0 BNT7FL471 U.S. Government Agency Repurchase Agreement, 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Securities GNMA 2050-04-20 3.500000 7956142.00 7625110.52 Agency Mortgage-Backed Securities GNMA 2050-06-20 3.500000 6736217.00 6983569.65 Agency Mortgage-Backed Securities GNMA 2043-05-20 3.500000 1817746.00 1880461.87 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 16455264.00 15843908.85 Agency Mortgage-Backed Securities GNMA 2050-11-20 3.500000 2339345.00 1879311.74 Agency Mortgage-Backed Securities GNMA 2040-07-20 5.000000 2404.00 2109.27 Agency Mortgage-Backed Securities GNMA 2050-09-20 3.500000 187236.00 187237.80 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2022-05-17 0.00 94505000.00 94444800.31 U.S. Treasuries (including strips) FMAC 2051-09-01 3.000000 4798645.00 4787001.83 Agency Mortgage-Backed Securities FMAC 2051-12-01 3.000000 7889072.00 7816669.15 Agency Mortgage-Backed Securities FMAC 2052-02-01 2.500000 4363997.00 4257471.35 Agency Mortgage-Backed Securities GNMA 2051-10-20 1.500000 10677626.00 9819397.87 Agency Mortgage-Backed Securities 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176088400.00 171483338.11 U.S. Treasuries (including strips) Y 2022-03-07 2022-03-07 2022-05-13 Y ROYAL BANK OF CANADA 1.0000 7 N N N 0.0006 250000000.00 250000000.00 0.0103 N N Y N BANK OF AMERICA TRI-PARTY BANK OF AMERICA 0.050000% 0 0000070858 BNT7HAB75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2050-04-20 2.500000 211767233.00 92700000.28 Agency Mortgage-Backed Securities Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 90000000.00 90000000.00 0.0037 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY BANK OF NOVA SCO 0.055000% 0 BNT7HAC74 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 2044-01-01 4.000000 174928237.00 37296248.09 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 159109141.00 29520848.66 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-08-01 4.500000 96000000.00 18911240.57 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.500000 85000000.00 31596984.49 Agency Mortgage-Backed Securities FNMA 2048-09-01 4.500000 120000000.00 38850938.22 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.000000 50000000.00 24633252.53 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.000000 100096144.00 29332024.16 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.000000 100107145.00 35967067.36 Agency Mortgage-Backed Securities FNMA 2041-07-01 4.500000 92544130.00 19263298.55 Agency Mortgage-Backed Securities FNMA 2033-07-01 3.500000 57540160.00 26782321.16 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.000000 150000000.00 48230827.36 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.500000 94985430.00 35483817.82 Agency Mortgage-Backed Securities FNMA 2050-12-01 4.500000 10860448.00 7071486.43 Agency Mortgage-Backed Securities FNMA 2049-09-01 5.000000 60394630.00 23298356.34 Agency Mortgage-Backed Securities FNMA 2051-04-01 2.000000 21000000.00 18417388.99 Agency Mortgage-Backed Securities FNMA 2050-03-01 3.000000 39919516.00 25548810.21 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.000000 93014757.00 44434168.53 Agency Mortgage-Backed Securities FNMA 2050-05-01 2.500000 27500000.00 20360920.66 Agency Mortgage-Backed Securities Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 500000000.00 500000000.00 0.0206 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES 0.050000% 549300HN4UKV1E2R3U73 0 BNT7HACA7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 25661500.00 30049831.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 346031900.00 349476228.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 2.750000 294493700.00 315088106.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 3.125000 280747500.00 325385854.59 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 1000000000.00 1000000000.00 0.0411 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES 0.050000% 549300HN4UKV1E2R3U73 0 BNT7HACB5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2051-02-20 2.000000 360658100.00 309000000.54 Agency Mortgage-Backed Securities Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 300000000.00 300000000.00 0.0123 N Y Y N JP MORGAN SECURITIES TRI-PARTY JP MORGAN SECURITIES 0.050000% 0 BNT7HACH2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2022-08-04 0.00 460243200.00 459001924.09 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 450000000.00 450000000.00 0.0185 N Y Y N FIXED INCOME CLEARING CORP TRI-PARTY FIXED INCOME CLEARING 0.050000% 549300H47WTHXPU08X20 0 BNT7HACP4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 190027800.00 234443391.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 20421700.00 20556630.91 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 250000000.00 250000000.00 0.0103 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK 0.050000% 254900Y8NKGV541U8Q32 0 BNT7HD824 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 593773300.00 641121649.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 0.125000 75454400.00 75000094.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 0.125000 7273479200.00 7178737512.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-05-15 0.250000 5310700.00 5151783.35 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 7900000000.00 7900000000.00 0.3250 N Y Y N Northern Institutional Funds 2022-03-07 Peter K Ewing Peter K Ewing President