N-MFP2 0000710124 XXXXXXXX 2022-02-28 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 Government/Agency N 22 81 1004008320.23 1226798054.27 1237164080.63 1265149151.19 0.00 1004008320.23 1233798054.27 1237164080.63 1265149151.19 0.00 0.8595 0.8819 0.8716 0.8681 0.0000 0.8595 0.8870 0.8716 0.8681 0.0000 58424090.78 1487851487.45 1488342977.13 706377.15 25293783.35 1522179661.71 1522189499.6200 1.0000 0.0011 0.9996 0.9996 0.9996 0.9996 0.0000 C000003457 0.00 1522179661.71 1522189499.6200 0.9996 0.9996 0.9996 0.9996 0.0000 332849872.60 552216725.52 421883502.98 199063118.46 372551620.49 344126070.59 341491611.29 303519464.60 0.00 0.00 1463412360.85 1246306794.95 0.0007 Y The Investment Advisor Reimbursed $103,286.50 of fees during the period FEDERAL HOME LOAN BANKS FHLB 0.129999% 3130AJYG8 2549001DPIFGXC1TOL40 US3130AJYG81 U.S. Government Agency Debt Y 2022-03-01 2022-08-12 2022-08-12 N N N 0.0008 10002415.20 10002415.20 0.0066 N N N N FEDERAL HOME LOAN BANKS FHLB 0.129999% 3130AKD45 2549001DPIFGXC1TOL40 US3130AKD455 U.S. Government Agency Debt Y 2022-03-01 2022-10-26 2022-10-26 N N N 0.0008 5001514.35 5001514.35 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 0.124999% 3130AKET9 2549001DPIFGXC1TOL40 US3130AKET95 U.S. Government Agency Debt Y 2022-03-01 2022-10-28 2022-10-28 N N N 0.0008 4001203.68 4001203.68 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 0.109998% 3130AKK47 2549001DPIFGXC1TOL40 US3130AKK476 U.S. Government Agency Debt Y 2022-03-01 2022-12-15 2022-12-15 N N N 0.0008 15003004.20 15003004.20 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 24999999.75 24999999.75 0.0164 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 20000020.00 20000020.00 0.0131 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 9999999.90 9999999.90 0.0066 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 15000000.00 15000000.00 0.0099 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.369997% 3133ELH72 US3133ELH724 U.S. Government Agency Debt Y 2022-03-01 2023-06-09 2023-06-09 N N N 0.0008 4015221.40 4015221.40 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.239997% 3133ELU28 US3133ELU289 U.S. Government Agency Debt Y 2022-03-01 2022-07-14 2022-07-14 N N N 0.0005 7004899.58 7004899.58 0.0046 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 640286.41 640286.41 0.0004 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 1000447.38 1000447.38 0.0007 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 10004468.70 10004468.70 0.0066 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 5000715.80 5000715.80 0.0033 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 10000071.40 10000071.40 0.0066 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENHH6 US3133ENHH62 U.S. Government Agency Debt Y 2022-03-01 2023-09-15 2023-09-15 N N N 0.0008 5001949.70 5001949.70 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133ENLG3 US3133ENLG34 U.S. Government Agency Debt Y 2022-03-01 2023-09-20 2023-09-20 N N N 0.0009 5000069.40 5000069.40 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133ENMW7 US3133ENMW74 U.S. Government Agency Debt Y 2022-03-01 2024-02-02 2024-02-02 N N N 0.0009 10000031.80 10000031.80 0.0066 N N N N FEDERAL 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 14998907.70 14998907.70 0.0099 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 5000024.25 5000024.25 0.0033 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 5000000.00 5000000.00 0.0033 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 5000010.70 5000010.70 0.0033 N N N N UNITED STATES TREASURY TREASURY 912796M89 254900HROIFWPRGM1V77 US912796M895 U.S. Treasury Debt Y 2022-10-06 2022-10-06 2022-10-06 N N N 0.0071 4978632.30 4978632.30 0.0033 N Y Y N UNITED STATES TREASURY TREASURY 912796N96 254900HROIFWPRGM1V77 US912796N968 U.S. Treasury Debt Y 2022-11-03 2022-11-03 2022-11-03 N N N 0.0072 9950771.50 9950771.50 0.0065 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 4959889.25 4959889.25 0.0033 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 14992562.55 14992562.55 0.0098 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 9128282W9 254900HROIFWPRGM1V77 US9128282W90 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0074 15096679.65 15096679.65 0.0099 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 15115429.65 15115429.65 0.0099 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.375000% 9128286H8 254900HROIFWPRGM1V77 US9128286H87 U.S. Treasury Debt Y 2022-03-15 2022-03-15 2022-03-15 N N N 0.0013 15012985.20 15012985.20 0.0099 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 7025775.61 7025775.61 0.0046 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 0.0066 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 5026757.80 5026757.80 0.0033 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828YW4 254900HROIFWPRGM1V77 US912828YW42 U.S. Treasury Debt Y 2022-12-15 2022-12-15 2022-12-15 N N N 0.0091 10053125.00 10053125.00 0.0066 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 47812183.26 47812183.26 0.0314 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 55015150.85 55015150.85 0.0361 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 30102975.00 30102975.00 0.0198 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.435362% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y 2022-03-01 2022-10-31 2022-10-31 N N N 0.0040 20004781.00 20004781.00 0.0131 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 9940234.40 9940234.40 0.0065 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.429364% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y 2022-03-01 2023-01-31 2023-01-31 N N N 0.0039 7002825.41 7002825.41 0.0046 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 22007342.72 22007342.72 0.0145 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 GNMA 2060-04-15 3.300000 14544736.00 15450015.59 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 15000000.00 15000000.00 0.0099 N N N Y 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 Government National Mortgage Association - GNMA - Ginnie Mae 2042-09-20 3.500000 380188980.00 57349138.48 Agency Mortgage-Backed Securities GNMA 2049-07-20 3.500000 796633176.00 164100861.55 Agency Mortgage-Backed Securities Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 215000000.00 215000000.00 0.1412 N Y Y N BARCLAYS BANK TRI-PARTY BARCLAYS BANK 0.050000% 0 BNT7HABS9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2050-11-20 2.000000 322639893.00 262650000.14 Agency Mortgage-Backed Securities Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 255000000.00 255000000.00 0.1675 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 0.050000% MBNUM2BPBDO7JBLYG310 0 BNT7HABZ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2026-01-15 2.000000 1317200.00 2098043.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 32600.00 41174.24 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-12-31 2.625000 800.00 825.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-12-31 0.375000 100.00 94.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-01-31 0.375000 113436300.00 106999930.60 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 107000000.00 107000000.00 0.0703 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & 0.050000% 0 BNT7HACC3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 254900HROIFWPRGM1V77 2025-05-31 2.875000 147132600.00 153000029.81 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 150000000.00 150000000.00 0.0985 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 255689600.00 255000005.15 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 250000000.00 250000000.00 0.1642 N Y Y N Northern Institutional Funds 2022-03-07 Peter K Ewing Peter K Ewing President