N-MFP2 0000710124 XXXXXXXX 2022-02-28 0000710124 549300Y178DO5JBR1S04 S000023949 4 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 Treasury N 53 86 90034067716.01 89289395256.44 87046083433.08 88523824471.99 0.00 91034067716.01 90289395256.44 88046083433.08 88523824471.99 0.00 0.9885 0.9884 0.9881 0.9994 0.0000 0.9995 0.9994 0.9994 0.9994 0.0000 2545297331.33 85594827656.61 85656572215.44 70615451.07 23536342.62 88248948655.22 88248977878.6900 1.0000 0.0014 0.9994 0.9992 0.9993 0.9992 0.0000 C000070152 5000000.00 18507922814.67 18507649636.8600 0.9994 0.9992 0.9993 0.9992 0.0000 4033123574.20 2971445272.68 4996606861.38 5292765341.11 3194051141.59 3877181514.56 2922981072.20 2920096470.98 0.00 0.00 14992658751.71 14807870095.20 0.0001 Y The Investment Advisor Reimbursed $438,711.59 of fees during the period C000070153 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 C000070154 0.00 69641025885.11 69641327048.5300 0.9994 0.9992 0.9993 0.9992 0.0000 14990500208.95 14612086548.66 11551637346.46 11769128597.59 9611118134.94 11581263798.45 10418594233.14 10377397852.02 0.00 0.00 47239328350.96 49325439980.19 0.0001 Y The Investment Advisor Reimbursed $4,409,800.18 of fees during the period C000232976 0.00 99999955.44 100001193.3000 0.9994 0.9992 0.9993 0.9992 0.0000 849.40 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 849.40 0.00 0.0001 Y The Investment Advisor Reimbursed $2,340.03 of fees during the period 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 394216790.05 394216790.05 0.0045 N Y Y N UNITED STATES TREASURY TREASURY 912796Q36 254900HROIFWPRGM1V77 US912796Q367 U.S. Treasury Debt Y 2022-05-26 2022-05-26 2022-05-26 N N N 0.0031 1748693572.50 1748693572.50 0.0198 N Y Y N UNITED STATES TREASURY TREASURY 912796Q36 254900HROIFWPRGM1V77 US912796Q367 U.S. Treasury Debt Y 2022-05-26 2022-05-26 2022-05-26 N N N 0.0031 999253470.00 999253470.00 0.0113 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 409631410.00 409631410.00 0.0046 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 302728131.25 302728131.25 0.0034 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 649083701.50 649083701.50 0.0074 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 399413488.00 399413488.00 0.0045 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 193435680.75 193435680.75 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 193435680.75 193435680.75 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 105319682.38 105319682.38 0.0012 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 74962812.75 74962812.75 0.0008 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 26326939.84 26326939.84 0.0003 N Y Y N UNITED STATES TREASURY TREASURY 912796W39 254900HROIFWPRGM1V77 US912796W399 U.S. Treasury Debt Y 2022-06-28 2022-06-28 2022-06-28 N N N 0.0050 7987108.32 7987108.32 0.0001 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 9128282P4 254900HROIFWPRGM1V77 US9128282P40 U.S. Treasury Debt Y 2022-07-31 2022-07-31 2022-07-31 N N N 0.0060 150791016.00 150791016.00 0.0017 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 1654754607.07 1654754607.07 0.0188 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.250000% 9128286M7 254900HROIFWPRGM1V77 US9128286M72 U.S. Treasury Debt Y 2022-04-15 2022-04-15 2022-04-15 N N N 0.0031 50119709.50 50119709.50 0.0006 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.125000% 9128286U9 254900HROIFWPRGM1V77 US9128286U98 U.S. Treasury Debt Y 2022-05-15 2022-05-15 2022-05-15 N N N 0.0041 399581293.50 399581293.50 0.0045 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 200736446.00 200736446.00 0.0023 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 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2022-10-31 2022-10-31 N N N 0.0040 1836899005.76 1836899005.76 0.0208 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 1282290237.60 1282290237.60 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 1157528287.08 1157528287.08 0.0131 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 284264531.25 284264531.25 0.0032 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 1268033077.51 1268033077.51 0.0144 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.414363% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 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254900HROIFWPRGM1V77 2024-01-31 0.875000 24199300.00 23954470.74 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 740000000.00 740000000.00 0.0084 N Y Y N RBC DOMINION SECURITIES INC TRI-PARTY RBC DOMINION SECURIT 0.050000% 549300QJJX6CVVUXLE15 0 BNT7HABN0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 102700.00 138309.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-02-15 6.000000 200.00 233.26 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-11-15 4.375000 500.00 668.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 5.375000 200.00 258.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 12.00 16.07 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 6627400.00 14967005.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-11-15 6.125000 47169000.00 59052186.36 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 100.00 107.58 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 100.00 106.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 3.000000 100.00 112.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 117241900.00 183414287.45 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 63247100.00 78939775.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 100.00 113.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 257054800.00 355316400.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 49999900.00 56261370.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 257324000.00 322611646.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 500.00 633.24 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 100.00 101.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 258698200.00 329624437.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 2.250000 40574900.00 39897745.94 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 200.00 249.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-01-15 0.375000 5506700.00 6889220.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 200.00 201.37 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 2.750000 5330400.00 5800730.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-15 0.375000 39308400.00 48887816.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 2.750000 14100.00 15464.66 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 3.000000 9397300.00 10743767.21 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-01-15 0.500000 80000.00 99084.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-01-15 0.875000 245964100.00 306998419.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-03-31 2.250000 19073200.00 19613158.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-08-15 2.250000 98400.00 98461.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-02-15 0.250000 519800.00 603097.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-15 0.125000 100.00 98.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2030-07-15 0.125000 400.00 472.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-10-15 0.125000 103128900.00 118353158.43 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2040-11-15 1.375000 900.00 775.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-11-15 1.625000 110700.00 96639.48 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2031-01-15 0.125000 801800.00 932856.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-04-30 1.250000 4137200.00 4013595.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-06-30 1.250000 3194000.00 3085877.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-06-30 0.875000 1000400.00 964502.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2031-07-15 0.125000 63763600.00 72365412.16 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-07-31 0.625000 400.00 380.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-09-30 0.875000 218600.00 210743.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-18 0.00 300.00 299.08 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 2000000000.00 2000000000.00 0.0227 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY BANK OF NOVA SCO 0.050000% 0 BNT7HABP5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 2.500000 16692300.00 16965516.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 25668500.00 26097982.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-30 1.375000 25000400.00 25055426.43 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-31 1.250000 20000200.00 19978136.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 1.375000 17231500.00 17304164.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-29 2.125000 24344800.00 24596354.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-07-31 2.125000 28000400.00 28327546.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-01-31 2.500000 14395200.00 14716568.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-02-15 2.750000 24000900.00 25106563.12 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 2.875000 25427200.00 26495915.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-07-31 2.875000 15400500.00 15960335.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-11-30 2.875000 20807500.00 21707622.39 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-01-31 2.625000 22980600.00 23667659.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-11-15 1.750000 25726300.00 25486349.95 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-11-30 1.500000 19229300.00 19167935.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-02-15 1.375000 17000100.00 17047815.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-03-31 0.625000 29540300.00 27793957.81 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.250000 31857000.00 31529639.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 0.375000 23940800.00 22910940.85 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-05-31 0.500000 14026400.00 13056015.27 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-15 0.125000 22851800.00 22420012.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.125000 26604800.00 26482800.09 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-15 0.250000 22000300.00 21543092.81 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2031-02-15 1.125000 16131500.00 15013812.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-15 0.125000 23552000.00 22885758.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-02-29 1.125000 18469000.00 17617763.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-03-31 0.125000 18857400.00 18643341.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-04-15 0.375000 15500700.00 15110781.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-04-30 1.250000 20000700.00 19266347.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2031-05-15 1.625000 13255300.00 12919588.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 0.125000 16751800.00 16509888.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-05-31 0.750000 23931200.00 22859067.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-06-15 0.250000 5667600.00 5487756.34 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-31 0.125000 19000600.00 18630278.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2031-11-15 1.375000 18968900.00 18014010.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-12-31 0.750000 22000500.00 21702445.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-01-31 0.875000 32413200.00 32005986.34 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-01-31 1.750000 18379900.00 18132021.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2032-02-15 1.875000 28040000.00 27782854.76 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 800000000.00 800000000.00 0.0091 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 0.050000% MBNUM2BPBDO7JBLYG310 0 BNT7HAC33 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 100.00 125.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-31 1.375000 1800.00 1759.48 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-31 0.750000 100.00 95.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-09-30 0.875000 4906700.00 4703640.19 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-09-30 0.875000 96300.00 92314.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-10-15 0.125000 42602900.00 46202190.31 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 50000000.00 50000000.00 0.0006 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 2041-02-15 4.750000 60981800.00 83615609.81 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 60922900.00 75162535.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 80806600.00 87344749.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-05-15 2.875000 50518600.00 56378913.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-08-15 2.250000 87291500.00 85775334.90 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-05-15 1.250000 118123000.00 91928125.09 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2040-11-15 1.375000 106002000.00 90077347.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-11-15 1.625000 96412300.00 82517494.09 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 640000000.00 640000000.00 0.0073 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 2022-06-14 0.00 1240920000.00 1239303081.24 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 1215000000.00 1215000000.00 0.0138 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) 0.050000% SUVUFHICNZMP2WKHG940 0 BNT7HACN9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.875000 99388400.00 100271512.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-08-31 1.875000 101040000.00 101769508.80 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-02-29 1.125000 18371400.00 17651112.52 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-12-15 1.000000 35839300.00 35307926.45 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 250000000.00 250000000.00 0.0028 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 2039-05-15 4.250000 83278500.00 108250253.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 3.000000 250000000.00 277765587.02 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.625000 62092500.00 73007388.47 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 3.125000 225000000.00 260774600.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-11-30 1.500000 250000000.00 249202197.80 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 950000000.00 950000000.00 0.0108 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 1219817900.00 1317087958.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 13258972800.00 13426102880.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 2303435900.00 2335564590.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-11-15 2.375000 10909500.00 11089602.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 1.500000 9899504100.00 9954121687.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-04-30 0.750000 15394320000.00 14730258109.91 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-05-15 0.250000 26630200.00 25833321.57 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 41800000000.00 41800000000.00 0.4737 N Y Y N Northern Institutional Funds 2022-03-07 Peter K Ewing Peter K Ewing President