N-MFP2 0000916620 XXXXXXXX 2017-09-30 0000916620 S000001266 1 N N 033-73404 Northern Trust Investments, Inc. 801-33358 Deloitte & Touche LLP Chicago IL Northern Trust Investments, Inc. The Northern Trust Company 0000838981 085-05127 N N N Exempt Government N 42 110 7958973942.72 7981450748.78 8037821890.49 7530410107.32 6974335328.75 10183045488.86 10141590808.50 10519571236.11 10532242183.53 9901277829.99 0.5169 0.5198 0.5133 0.4936 0.4618 0.6613 0.6605 0.6718 0.6903 0.6556 0.00 15104066895.80 15103661678.74 10180459.19 10212609.02 15103629528.91 15103601784.9700 1.0000 0.0108 1.0001 1.0001 1.0000 1.0000 1.0000 C000003412 2500.00 15103629528.91 15103601784.9700 1.0001 1.0001 1.0000 1.0000 1.0000 1093152058.52 1399709455.60 751434609.24 790090062.86 1215628452.20 955632277.81 781736753.23 1137737797.04 1157346488.97 1312971875.68 4250670674.80 4636362237.78 0.0073 Y The Investment Advisor Reimbursed $101,884.81 of fees during the period FEDERAL HOME LOAN BANKS FHLB 1.000000% 3130A6SW8 US3130A6SW86 U.S. Government Agency Debt Y 2017-12-19 2017-12-19 2017-12-19 N N N 0.0108 51991108.00 51991108.00 0.0034 N N N N FEDERAL HOME LOAN BANKS FHLB 0.875000% 3130A7CX1 US3130A7CX17 U.S. Government Agency Debt Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0117 84882360.00 84882360.00 0.0056 N N N N FEDERAL HOME LOAN BANKS FHLB 1.314997% 3130A7DE2 US3130A7DE27 U.S. Government Agency Debt Y 2017-11-22 2018-02-22 2018-02-22 N N N 0.0114 5003860.00 5003860.00 0.0003 N N N N FEDERAL HOME LOAN BANKS FHLB 1.325998% 3130A87J6 US3130A87J69 U.S. Government Agency Debt Y 2017-10-26 2018-02-26 2018-02-26 N N N 0.0109 2001822.00 2001822.00 0.0001 N N N N FEDERAL HOME LOAN BANKS FHLB 0.875000% 3130A8BD4 US3130A8BD45 U.S. Government Agency Debt Y 2018-06-29 2018-06-29 2018-06-29 N N N 0.0125 51855076.00 51855076.00 0.0034 N N N N FEDERAL HOME LOAN BANKS FHLB 0.625000% 3130A8PK3 US3130A8PK32 U.S. Government Agency Debt Y 2018-08-07 2018-08-07 2018-08-07 N N N 0.0133 39764520.00 39764520.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 1.156996% 3130A97K1 US3130A97K15 U.S. Government Agency Debt Y 2017-11-26 2018-02-26 2018-02-26 N N N 0.0115 40004280.00 40004280.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 1.146999% 3130A9DZ1 US3130A9DZ12 U.S. Government Agency Debt Y 2017-12-07 2018-03-07 2018-03-07 N N N 0.0113 85013175.00 85013175.00 0.0056 N N N N FEDERAL HOME LOAN BANKS FHLB 1.137999% 3130A9K83 US3130A9K832 U.S. Government Agency Debt Y 2017-12-23 2018-03-23 2018-03-23 N N N 0.0113 35002415.00 35002415.00 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 1.208998% 3130A9LA7 US3130A9LA78 U.S. Government Agency Debt Y 2017-12-26 2018-09-26 2018-09-26 N N N 0.0115 107069764.00 107069764.00 0.0071 N N N N FEDERAL HOME LOAN BANKS FHLB 1.080997% 3130A9NB3 US3130A9NB34 U.S. Government Agency Debt Y 2017-10-06 2018-04-06 2018-04-06 N N N 0.0113 64994410.00 64994410.00 0.0043 N N N N FEDERAL HOME LOAN BANKS FHLB 1.155999% 3130AABX5 US3130AABX52 U.S. Government Agency Debt Y 2017-12-01 2018-06-01 2018-06-01 N N N 0.0114 59014750.00 59014750.00 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 1.201996% 3130AAPH5 US3130AAPH56 U.S. Government Agency Debt Y 2017-10-23 2019-01-23 2019-01-23 N N N 0.0113 26021710.00 26021710.00 0.0017 N N N N FEDERAL HOME LOAN BANKS FHLB 1.095998% 3130AAXE3 US3130AAXE34 U.S. Government Agency Debt Y 2017-10-13 2018-04-13 2018-04-13 N N N 0.0110 29999160.00 29999160.00 0.0020 N N N N FEDERAL HOME LOAN BANKS FHLB 1.091998% 3130AB2T2 US3130AB2T27 U.S. Government Agency Debt Y 2017-10-03 2018-07-03 2018-07-03 N N N 0.0111 94989075.00 94989075.00 0.0063 N N N N FEDERAL HOME LOAN BANKS FHLB 1.091998% 3130AB4J2 US3130AB4J27 U.S. Government Agency Debt Y 2017-10-05 2018-07-05 2018-07-05 N N N 0.0111 124985375.00 124985375.00 0.0083 N N N N FEDERAL HOME LOAN BANKS FHLB 1.091998% 3130ABA30 US3130ABA302 U.S. Government Agency Debt Y 2017-10-24 2018-07-24 2018-07-24 N N N 0.0111 114978725.00 114978725.00 0.0076 N N N N FEDERAL HOME LOAN BANKS FHLB 1.078999% 3130ABF68 US3130ABF681 U.S. Government Agency Debt Y 2017-10-15 2018-02-15 2018-02-15 N N N 0.0117 60997011.00 60997011.00 0.0040 N N N N FEDERAL HOME LOAN BANKS FHLB 1.096999% 3130ABFZ4 US3130ABFZ48 U.S. Government Agency Debt Y 2017-10-25 2018-05-25 2018-05-25 N N N 0.0110 41997144.00 41997144.00 0.0028 N N N N FEDERAL HOME LOAN BANKS FHLB 1.091998% 3130ABHD1 US3130ABHD18 U.S. Government Agency Debt Y 2017-10-24 2018-05-24 2018-05-24 N N N 0.0110 149985150.00 149985150.00 0.0099 N N N N FEDERAL HOME LOAN BANKS FHLB 1.103997% 3130ABKB1 US3130ABKB15 U.S. Government Agency Debt Y 2017-10-16 2018-07-16 2018-07-16 N N N 0.0111 118993574.00 118993574.00 0.0079 N N N N FEDERAL HOME LOAN BANKS FHLB 1.098997% 3130ABKE5 US3130ABKE53 U.S. Government Agency Debt Y 2017-10-15 2018-06-15 2018-06-15 N N N 0.0111 59996580.00 59996580.00 0.0040 N N N N FEDERAL HOME LOAN BANKS FHLB 1.144998% 3130ABSQ0 US3130ABSQ02 U.S. Government Agency Debt Y 2017-10-11 2019-01-11 2019-01-11 N N N 0.0117 54979100.00 54979100.00 0.0036 N N N N FEDERAL HOME LOAN BANKS FHLB 1.143997% 3130ABTG1 US3130ABTG11 U.S. Government Agency Debt Y 2017-10-17 2019-01-17 2019-01-17 N N N 0.0116 94983090.00 94983090.00 0.0063 N N N N FEDERAL HOME LOAN BANKS FHLB 1.143997% 3130ABUW4 US3130ABUW42 U.S. Government Agency Debt Y 2017-10-18 2019-01-18 2019-01-18 N N N 0.0117 19992300.00 19992300.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 1.152000% 3130ABZR0 US3130ABZR02 U.S. Government Agency Debt Y 2017-10-04 2019-02-04 2019-02-04 N N N 0.0118 109963480.00 109963480.00 0.0073 N N N N FEDERAL HOME LOAN BANKS FHLB 1.250000% 3130ABZU3 US3130ABZU31 U.S. Government Agency Debt Y 2018-08-07 2018-08-07 2018-08-07 N N N 0.0135 22930974.45 22930974.45 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 1.155999% 3130ACGJ7 US3130ACGJ79 U.S. Government Agency Debt Y 2017-10-20 2019-03-20 2019-03-20 N N N 0.0117 87974392.00 87974392.00 0.0058 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313NQ7 US313313NQ79 U.S. Government Agency Debt Y 2017-10-30 2017-10-30 2017-10-30 N N N 0.0100 16986910.00 16986910.00 0.0011 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313PH5 US313313PH52 U.S. Government Agency Debt Y 2017-11-16 2017-11-16 2017-11-16 N N N 0.0102 24968750.00 24968750.00 0.0017 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313RQ3 US313313RQ34 U.S. Government Agency Debt Y 2018-01-10 2018-01-10 2018-01-10 N N N 0.0110 6979000.00 6979000.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313SG4 US313313SG43 U.S. Government Agency Debt Y 2018-01-26 2018-01-26 2018-01-26 N N N 0.0110 39860800.00 39860800.00 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313ST6 US313313ST63 U.S. Government Agency Debt Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0113 22909932.00 22909932.00 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313VL9 US313313VL90 U.S. Government Agency Debt Y 2018-04-12 2018-04-12 2018-04-12 N N N 0.0119 6956320.00 6956320.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313VS4 US313313VS44 U.S. Government Agency Debt Y 2018-04-18 2018-04-18 2018-04-18 N N N 0.0119 3974260.00 3974260.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WM6 US313313WM64 U.S. Government Agency Debt Y 2018-05-07 2018-05-07 2018-05-07 N N N 0.0121 17870886.00 17870886.00 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WP9 US313313WP95 U.S. Government Agency Debt Y 2018-05-09 2018-05-09 2018-05-09 N N N 0.0121 10920371.00 10920371.00 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313XR4 US313313XR43 U.S. Government Agency Debt Y 2018-06-04 2018-06-04 2018-06-04 N N N 0.0125 22809031.00 22809031.00 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313XU7 US313313XU71 U.S. Government Agency Debt Y 2018-06-07 2018-06-07 2018-06-07 N N N 0.0125 11899152.00 11899152.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YG7 US313313YG78 U.S. Government Agency Debt Y 2018-06-19 2018-06-19 2018-06-19 N N N 0.0125 13876646.00 13876646.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YQ5 US313313YQ50 U.S. Government Agency Debt Y 2018-06-27 2018-06-27 2018-06-27 N N N 0.0125 59455080.00 59455080.00 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YQ5 US313313YQ50 U.S. Government Agency Debt Y 2018-06-27 2018-06-27 2018-06-27 N N N 0.0125 990918.00 990918.00 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YR3 US313313YR34 U.S. Government Agency Debt Y 2018-06-28 2018-06-28 2018-06-28 N N N 0.0125 14863260.00 14863260.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313ZF8 US313313ZF86 U.S. Government Agency Debt Y 2018-07-12 2018-07-12 2018-07-12 N N N 0.0128 7921392.00 7921392.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313ZK7 US313313ZK71 U.S. Government Agency Debt Y 2018-07-16 2018-07-16 2018-07-16 N N N 0.0128 7920280.00 7920280.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313ZU5 US313313ZU53 U.S. Government Agency Debt Y 2018-07-25 2018-07-25 2018-07-25 N N N 0.0128 22763606.00 22763606.00 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 313385A48 US313385A483 U.S. Government Agency Debt Y 2018-08-02 2018-08-02 2018-08-02 N N N 0.0130 14839140.00 14839140.00 0.0010 N N N N FEDERAL HOME LOAN BANKS FHLB 313385A55 US313385A558 U.S. Government Agency Debt Y 2018-08-03 2018-08-03 2018-08-03 N N N 0.0130 102880960.00 102880960.00 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 313385NU6 US313385NU68 U.S. Government Agency Debt Y 2017-11-03 2017-11-03 2017-11-03 N N N 0.0101 249777750.00 249777750.00 0.0165 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385NZ5 US313385NZ55 U.S. Government Agency Debt Y 2017-11-08 2017-11-08 2017-11-08 N N N 0.0101 71925984.00 71925984.00 0.0048 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385PW0 US313385PW07 U.S. Government Agency Debt Y 2017-11-29 2017-11-29 2017-11-29 N N N 0.0102 95845344.00 95845344.00 0.0063 N N N N FEDERAL HOME LOAN BANKS FHLB 313385PW0 US313385PW07 U.S. Government Agency Debt Y 2017-11-29 2017-11-29 2017-11-29 N N N 0.0102 119806680.00 119806680.00 0.0079 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QB5 US313385QB50 U.S. Government Agency Debt Y 2017-12-04 2017-12-04 2017-12-04 N N N 0.0106 31941760.00 31941760.00 0.0021 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QC3 US313385QC34 U.S. Government Agency Debt Y 2017-12-05 2017-12-05 2017-12-05 N N N 0.0106 49907550.00 49907550.00 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QD1 US313385QD17 U.S. Government Agency Debt Y 2017-12-06 2017-12-06 2017-12-06 N N N 0.0106 49906100.00 49906100.00 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QE9 US313385QE99 U.S. Government Agency Debt Y 2017-12-07 2017-12-07 2017-12-07 N N N 0.0106 49904650.00 49904650.00 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QE9 US313385QE99 U.S. Government Agency Debt Y 2017-12-07 2017-12-07 2017-12-07 N N N 0.0106 30940883.00 30940883.00 0.0020 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QF6 US313385QF64 U.S. Government Agency Debt Y 2017-12-08 2017-12-08 2017-12-08 N N N 0.0106 160688304.00 160688304.00 0.0106 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QJ8 US313385QJ86 U.S. Government Agency Debt Y 2017-12-11 2017-12-11 2017-12-11 N N N 0.0106 57882724.00 57882724.00 0.0038 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QL3 US313385QL33 U.S. Government Agency Debt Y 2017-12-13 2017-12-13 2017-12-13 N N N 0.0106 118752480.00 118752480.00 0.0079 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QN9 US313385QN98 U.S. Government Agency Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0106 49893100.00 49893100.00 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 313385QR0 US313385QR03 U.S. Government Agency Debt Y 2017-12-18 2017-12-18 2017-12-18 N N N 0.0106 595672272.00 595672272.00 0.0394 N N N N FEDERAL HOME LOAN BANKS FHLB 313385SF4 US313385SF47 U.S. Government Agency Debt Y 2018-01-25 2018-01-25 2018-01-25 N N N 0.0110 23917200.00 23917200.00 0.0016 N N N N FEDERAL HOME LOAN BANKS FHLB 313385TC0 US313385TC07 U.S. Government Agency Debt Y 2018-02-15 2018-02-15 2018-02-15 N N N 0.0113 21907754.00 21907754.00 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 313385XN1 US313385XN16 U.S. Government Agency Debt Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0125 5950794.00 5950794.00 0.0004 N N N N FEDERAL HOME LOAN BANKS FHLB 313385XN1 US313385XN16 U.S. Government Agency Debt Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0125 31737568.00 31737568.00 0.0021 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 313397MP3 S6XOOCT0IEG5ABCC6L87 US313397MP39 U.S. Government Agency Debt Y 2017-10-05 2017-10-05 2017-10-05 N N N 0.0100 204982985.00 204982985.00 0.0136 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.251669% 3133EE4X5 US3133EE4X52 U.S. Government Agency Debt Y 2017-10-27 2017-12-27 2017-12-27 N N N 0.0108 7002723.00 7002723.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.367218% 3133EF5B9 US3133EF5B96 U.S. Government Agency Debt Y 2017-10-25 2018-04-25 2018-04-25 N N N 0.0108 15023625.00 15023625.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.402218% 3133EFL39 US3133EFL397 U.S. Government Agency Debt Y 2017-10-08 2018-03-08 2018-03-08 N N N 0.0108 20027320.00 20027320.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.360558% 3133EFXX0 US3133EFXX05 U.S. Government Agency Debt Y 2017-10-05 2018-02-05 2018-02-05 N N N 0.0108 20019080.00 20019080.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.386108% 3133EFZK6 US3133EFZK65 U.S. Government Agency Debt Y 2017-10-12 2018-02-12 2018-02-12 N N N 0.0108 7007567.00 7007567.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.107219% 3133EG4X0 US3133EG4X08 U.S. Government Agency Debt Y 2017-10-25 2018-05-25 2018-05-25 N N N 0.0108 70011550.00 70011550.00 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.161669% 3133EG5X9 US3133EG5X98 U.S. Government Agency Debt Y 2017-10-03 2018-12-03 2018-12-03 N N N 0.0113 50017400.00 50017400.00 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.299999% 3133EGA21 US3133EGA216 U.S. Government Agency Debt Y 2017-10-02 2018-10-25 2018-10-25 N N N 0.0140 5999994.00 5999994.00 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.296108% 3133EGDY8 US3133EGDY80 U.S. Government Agency Debt Y 2017-10-07 2017-11-07 2017-11-07 N N N 0.0109 9001818.00 9001818.00 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.356109% 3133EGGC3 US3133EGGC34 U.S. Government Agency Debt Y 2017-10-20 2018-06-20 2018-06-20 N N N 0.0111 7012005.00 7012005.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.352217% 3133EGGX7 US3133EGGX70 U.S. Government Agency Debt Y 2017-10-21 2018-03-21 2018-03-21 N N N 0.0110 19021907.00 19021907.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.329436% 3133EGLR4 US3133EGLR48 U.S. Government Agency Debt Y 2017-10-18 2018-01-18 2018-01-18 N N N 0.0108 7005040.00 7005040.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.329998% 3133EGMH5 US3133EGMH56 U.S. Government Agency Debt Y 2017-10-02 2018-01-18 2018-01-18 N N N 0.0111 32020640.00 32020640.00 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.309996% 3133EGQL2 US3133EGQL23 U.S. Government Agency Debt Y 2017-10-02 2018-08-10 2018-08-10 N N N 0.0141 9999980.00 9999980.00 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.346108% 3133EGQT5 US3133EGQT58 U.S. Government Agency Debt Y 2017-10-12 2018-07-12 2018-07-12 N N N 0.0109 9017415.00 9017415.00 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.409997% 3133EGYJ8 US3133EGYJ84 U.S. Government Agency Debt Y 2017-10-02 2018-10-17 2018-10-17 N N N 0.0141 25999974.00 25999974.00 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.136667% 3133EHES8 US3133EHES86 U.S. Government Agency Debt Y 2017-10-03 2018-12-03 2018-12-03 N N N 0.0113 38002204.00 38002204.00 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.179997% 3133EHLW1 US3133EHLW16 U.S. Government Agency Debt Y 2017-10-02 2019-06-06 2019-06-06 N N N 0.0119 7998648.00 7998648.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.146106% 3133EHRV7 US3133EHRV78 U.S. Government Agency Debt Y 2017-10-20 2019-02-20 2019-02-20 N N N 0.0116 119976240.00 119976240.00 0.0079 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.230000% 3133EHSU8 US3133EHSU86 U.S. Government Agency Debt Y 2018-07-27 2018-07-27 2018-07-27 N N N 0.0129 11994240.00 11994240.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.167217% 3133EHSX2 US3133EHSX26 U.S. Government Agency Debt Y 2017-10-02 2019-08-01 2019-08-01 N N N 0.0118 34989080.00 34989080.00 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.250000% 3133EHUJ0 US3133EHUJ04 U.S. Government Agency Debt Y 2018-08-10 2018-08-10 2018-08-10 N N N 0.0135 11990100.00 11990100.00 0.0008 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.274108% 3134G9K71 S6XOOCT0IEG5ABCC6L87 US3134G9K717 U.S. Government Agency Debt Y 2017-10-08 2018-01-08 2018-01-08 N N N 0.0110 25013800.00 25013800.00 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.060000% 3134G9VF1 S6XOOCT0IEG5ABCC6L87 US3134G9VF13 U.S. Government Agency Debt Y 2018-06-22 2018-06-22 2018-06-22 N N N 0.0132 159706880.00 159706880.00 0.0106 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.073610% 3134GATQ7 S6XOOCT0IEG5ABCC6L87 US3134GATQ77 U.S. Government Agency Debt Y 2017-10-17 2018-07-17 2018-07-17 N N N 0.0113 102982181.00 102982181.00 0.0068 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.064437% 3134GAV84 S6XOOCT0IEG5ABCC6L87 US3134GAV846 U.S. Government Agency Debt Y 2017-10-25 2018-07-25 2018-07-25 N N N 0.0110 79992240.00 79992240.00 0.0053 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.875000% 3135G0WJ8 B1V7KEBTPIMZEU4LTD58 US3135G0WJ89 U.S. Government Agency Debt Y 2018-05-21 2018-05-21 2018-05-21 N N N 0.0128 95754624.00 95754624.00 0.0063 N N N N UNITED STATES TREASURY TREASURY BILL 912796KX6 US912796KX60 U.S. Treasury Debt Y 2017-11-09 2017-11-09 2017-11-09 N N N 0.0097 60938207.00 60938207.00 0.0040 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796KX6 US912796KX60 U.S. Treasury Debt Y 2017-11-09 2017-11-09 2017-11-09 N N N 0.0097 60938207.00 60938207.00 0.0040 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796LJ6 US912796LJ67 U.S. Treasury Debt Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0108 124548875.00 124548875.00 0.0082 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796LJ6 US912796LJ67 U.S. Treasury Debt Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0108 29891730.00 29891730.00 0.0020 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796LJ6 US912796LJ67 U.S. Treasury Debt Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0108 82700453.00 82700453.00 0.0055 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796MC0 US912796MC06 U.S. Treasury Debt Y 2017-11-16 2017-11-16 2017-11-16 N N N 0.0098 91889324.00 91889324.00 0.0061 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796MC0 US912796MC06 U.S. Treasury Debt Y 2017-11-16 2017-11-16 2017-11-16 N N N 0.0098 38953083.00 38953083.00 0.0026 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RK7 US912796RK76 U.S. Treasury Debt Y 2018-01-02 2018-01-02 2018-01-02 N N N 0.0105 84776280.00 84776280.00 0.0056 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 9128282C3 US9128282C37 U.S. Treasury Debt Y 2018-08-31 2018-08-31 2018-08-31 N N N 0.0136 49726550.00 49726550.00 0.0033 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.112792% 9128282M1 US9128282M19 U.S. Treasury Debt Y 2017-10-02 2019-07-31 2019-07-31 N N N 0.0111 58002552.00 58002552.00 0.0038 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.000000% 912828G79 US912828G799 U.S. Treasury Debt Y 2017-12-15 2017-12-15 2017-12-15 N N N 0.0114 74978325.00 74978325.00 0.0050 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828H37 US912828H375 U.S. Treasury Debt Y 2018-01-15 2018-01-15 2018-01-15 N N N 0.0116 42964869.00 42964869.00 0.0028 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.000000% 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50316400.00 50316400.00 0.0033 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.242792% 912828Q86 US912828Q863 U.S. Treasury Debt Y 2017-10-07 2018-04-30 2018-04-30 N N N 0.0105 308351428.00 308351428.00 0.0204 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828RE2 US912828RE27 U.S. Treasury Debt Y 2018-08-31 2018-08-31 2018-08-31 N N N 0.0137 100121100.00 100121100.00 0.0066 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.226793% 912828S84 US912828S844 U.S. Treasury Debt Y 2017-10-02 2018-07-31 2018-07-31 N N N 0.0105 15022365.00 15022365.00 0.0010 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.222794% 912828T75 US912828T750 U.S. Treasury Debt Y 2017-10-02 2018-10-31 2018-10-31 N N N 0.0108 91143052.00 91143052.00 0.0060 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828TW0 US912828TW07 U.S. Treasury Debt Y 2017-10-31 2017-10-31 2017-10-31 N N N 0.0104 99977000.00 99977000.00 0.0066 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828UR9 US912828UR92 U.S. Treasury Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0121 71865000.00 71865000.00 0.0048 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 1.192791% 912828V64 US912828V640 U.S. Treasury Debt Y 2017-10-02 2019-01-31 2019-01-31 N N N 0.0107 150240600.00 150240600.00 0.0099 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC REPO JOINT ML PIERCE FENNER & SMIT 1.039996% BNT0VFKG3 8NAV47T0Y26Q87Y0QP81 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 3.625000 14514325.00 16656320.06 U.S. Treasuries (including strips) Department of the Treasury 3.000000 283333.33 291744.93 U.S. Treasuries (including strips) Y 2017-10-06 2017-10-06 2050-01-01 Y MERRILL LYNCH PIERCE FENNER & SMITH INC 1.0000 7 N N/A N/A N N 0.0104 16666666.69 16666666.69 0.0011 N N Y N BANK OF MONTREAL TRI-PARTY BANK OF MONTREAL 1.050000% BNT4CSJE5 NQQ6HPCNCCU6TUTQYE16 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 2020-08-15 2.625000 13312500.00 13746286.73 U.S. Treasuries (including strips) Department of the Treasury 2018-11-30 1.375000 5493800.00 5517056.71 U.S. Treasuries (including strips) Department of the Treasury 2025-05-15 2.125000 237100.00 237892.15 U.S. Treasuries (including strips) Department of the Treasury 2020-06-30 1.625000 125510800.00 126230867.06 U.S. Treasuries (including strips) Department of the Treasury 2018-11-15 1.250000 17787200.00 17842180.82 U.S. Treasuries (including strips) USTR 2021-04-30 1.375000 41131100.00 40882641.33 U.S. Treasuries (including strips) USTR 2023-06-30 1.375000 5812500.00 5632458.60 U.S. Treasuries (including strips) USTR 2024-01-31 2.250000 6799300.00 6896485.64 U.S. Treasuries (including strips) USTR 2027-02-15 2.250000 27488600.00 27439707.64 U.S. Treasuries (including strips) USTR 2024-04-30 2.000000 8887500.00 8908126.73 U.S. Treasuries (including strips) USTR 2020-05-15 1.500000 1659000.00 1666323.22 U.S. Treasuries (including strips) Y 2017-10-06 2017-10-06 2017-10-13 Y Bank of Montreal 1.0000 7 N N/A N/A N N 0.0105 250000000.00 250000000.00 0.0166 N N Y N BANK OF MONTREAL TRI-PARTY BANK OF MONTREAL 1.060000% BNT4CSLH5 NQQ6HPCNCCU6TUTQYE16 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TSY INFL IX N/B 2027-01-15 2.375000 100.00 143.00 U.S. Treasuries (including strips) Department of the Treasury 2020-01-15 1.375000 300000.00 353165.25 U.S. Treasuries (including strips) Department of the Treasury 2040-05-15 0.00 39278000.00 20651979.62 U.S. Treasuries (including strips) Department of the Treasury 2018-01-15 1.625000 805300.00 950574.16 U.S. Treasuries (including strips) Department of the Treasury 2018-01-31 2.625000 100.00 100.92 U.S. Treasuries (including strips) Department of the Treasury 2022-01-15 0.125000 200.00 217.53 U.S. Treasuries (including strips) Department of the Treasury 2031-02-15 0.00 4401900.00 3190497.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-12-31 0.750000 4900.00 4903.73 U.S. Treasuries (including strips) Department of the Treasury 2023-05-15 1.750000 100.00 99.33 U.S. Treasuries (including strips) Department of the Treasury 2043-08-15 3.625000 14530900.00 16706833.18 U.S. Treasuries (including strips) Department of the Treasury 2024-05-15 2.500000 200.00 206.77 U.S. Treasuries (including strips) Department of the Treasury 2044-11-15 3.000000 591900.00 615250.29 U.S. Treasuries (including strips) Department of the Treasury 2019-12-31 1.625000 100.00 100.68 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 4955500.00 5073555.34 U.S. Treasuries (including strips) Department of the Treasury 2044-08-15 3.125000 100.00 105.66 U.S. Treasuries (including strips) Department of the Treasury 2020-01-31 1.250000 100.00 99.60 U.S. Treasuries (including strips) Department of the Treasury 2025-05-15 2.125000 5251500.00 5269045.30 U.S. Treasuries (including strips) Department of the Treasury 2022-10-31 1.875000 300.00 301.68 U.S. Treasuries (including strips) Department of the Treasury 2019-01-15 1.125000 91597600.00 91495548.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.242900 14648000.00 14700605.82 U.S. Treasuries (including strips) USTR 2017-12-07 0.00 492900.00 491960.75 U.S. Treasuries (including strips) USTR 2019-01-31 1.125000 100.00 99.82 U.S. Treasuries (including strips) USTR 2019-02-28 1.125000 669900.00 668045.21 U.S. Treasuries (including strips) USTR 2024-04-30 2.000000 459200.00 460265.74 U.S. Treasuries (including strips) USTR 2020-05-15 1.500000 26500900.00 26617881.31 U.S. Treasuries (including strips) USTR 2047-08-15 2.750000 69386200.00 67979934.04 U.S. Treasuries (including strips) Y 2017-10-06 2017-10-06 2017-11-21 Y Bank of Montreal 1.0000 7 N N/A N/A N N 0.0106 250000000.00 250000000.00 0.0166 N N Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE SA 1.080000% BNT4E85F9 O2RNE8IBXP4R0TD8PU41 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 2041-05-15 4.375000 24400.00 31572.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-31 1.500000 132065600.00 132389379.61 U.S. Treasuries (including strips) Department of the Treasury 2042-08-15 2.750000 100.00 98.98 U.S. Treasuries (including strips) Department of the Treasury 2020-01-31 1.375000 60700.00 60655.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 1.000000 3268100.00 3269874.01 U.S. Treasuries (including strips) Department of the Treasury 2018-03-15 1.000000 28099700.00 28084153.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 0.750000 16606400.00 16603291.72 U.S. Treasuries (including strips) USTR 2021-04-15 0.125000 21146400.00 21961388.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-25 0.00 1605100.00 1599635.08 U.S. Treasuries (including strips) Y 2017-10-04 2017-10-04 2017-10-04 N N N 0.0108 200000000.00 200000000.00 0.0132 N N Y N RBS SECURITIES INC TRI-PARTY RBS SECURITIES INC 1.030000% BNT4E85H5 ZE2ZWJ5BTIQJ8M0C6K34 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 2019-11-15 3.375000 167766800.00 176558539.11 U.S. Treasuries (including strips) Department of the Treasury 2024-11-15 2.250000 156118400.00 158504895.43 U.S. Treasuries (including strips) Department of the Treasury 2018-07-15 0.875000 9520000.00 9504454.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-10-31 0.488259 165080300.00 165432595.34 U.S. Treasuries (including strips) Y 2017-10-04 2017-10-04 2017-10-04 N N N 0.0103 500000000.00 500000000.00 0.0331 N N Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 1.070000% BNT4EAFZ9 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strips) USTR 2021-03-31 1.250000 395900.00 392422.35 U.S. Treasuries (including strips) U.S. TREASURY 2046-05-15 2.500000 1700700.00 1593227.78 U.S. Treasuries (including strips) USTR 2045-11-15 0.00 100.00 43.68 U.S. Treasuries (including strips) USTR 2021-12-31 2.000000 36326800.00 36783269.94 U.S. Treasuries (including strips) USTR 2017-10-05 0.00 52000.00 51994.34 U.S. Treasuries (including strips) GNMA 2046-02-20 3.000000 5340.00 4403.43 Agency Mortgage-Backed Securities FMAC 2047-06-01 4.000000 514961.00 544554.66 Agency Mortgage-Backed Securities FMAC 2046-04-01 4.000000 23385108.00 21848116.06 Agency Mortgage-Backed Securities FNMA 2026-01-01 3.500000 26873599.00 5878386.51 Agency Mortgage-Backed Securities FNMA 2044-02-01 4.000000 513490.00 490718.44 Agency Mortgage-Backed Securities FNMA 2034-10-01 3.500000 1188802.00 645977.09 Agency Mortgage-Backed Securities FNMA 2047-01-01 3.000000 282339.00 272955.50 Agency Mortgage-Backed Securities Y 2017-11-02 2017-11-02 2017-11-02 N N N 0.0107 475000000.00 475000000.00 0.0314 N N N Y SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE SA 1.070000% BNT4EAGU9 O2RNE8IBXP4R0TD8PU41 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 2019-04-30 1.250000 200000000.00 200532608.70 U.S. Treasuries (including strips) Department of the Treasury 2020-01-31 1.375000 94939300.00 94870288.41 U.S. Treasuries (including strips) Department of the Treasury 2023-01-15 0.125000 97835900.00 103787569.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-28 0.750000 136019000.00 135855889.92 U.S. Treasuries (including strips) Department of the Treasury 2023-02-15 2.000000 54230700.00 54466910.07 U.S. Treasuries (including strips) Department of the Treasury 2019-02-28 1.375000 2279600.00 2281042.46 U.S. Treasuries (including strips) USTR 2018-10-31 0.750000 125528800.00 125074269.77 U.S. Treasuries (including strips) USTR 2019-11-15 1.000000 125403600.00 124631468.22 U.S. Treasuries (including strips) Y 2017-10-05 2017-10-05 2017-10-05 N N N 0.0107 825000000.00 825000000.00 0.0546 N N Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 1.080000% BNT4ECSH1 MBNUM2BPBDO7JBLYG310 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 2019-08-31 1.000000 73679000.00 73125015.33 U.S. Treasuries (including strips) Department of the Treasury 2019-04-30 1.625000 41406500.00 41823544.47 U.S. Treasuries (including strips) Department of the Treasury 2022-07-31 2.000000 35663400.00 35967639.82 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0108 147957000.00 147957000.00 0.0098 N Y Y N BNY MELLON CAPITAL MARKETS LLC TRI-PARTY BNY MELLON CAPITAL MARKE 1.070000% BNT4ECSM0 VJW2DOOHGDT6PR0ZRO63 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 2018-10-31 1.750000 928000.00 938332.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 0.875000 1721600.00 1722334.49 U.S. Treasuries (including strips) Federal Home Loan Bank System - FHLB 2020-03-13 1.875000 4520000.00 4553689.07 Agency Debentures and Agency Strips Department of the Treasury 2019-04-30 1.625000 5286300.00 5339543.39 U.S. Treasuries (including strips) Department of the Treasury 2019-07-31 1.625000 3186000.00 3205273.57 U.S. Treasuries (including strips) Department of the Treasury 2024-08-15 2.375000 285000.00 290413.35 U.S. Treasuries (including strips) Federal Home Loan Bank System - FHLB 2017-12-08 3.125000 155000.00 157060.79 Agency Debentures and Agency Strips Department of the Treasury 2019-02-15 0.750000 164200.00 162913.84 U.S. Treasuries (including strips) Department of the Treasury 2017-12-31 1.000000 794500.00 796162.75 U.S. Treasuries (including 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3.375000 152134200.00 160106722.47 U.S. Treasuries (including strips) Department of the Treasury 2021-02-15 3.625000 430320500.00 459944944.26 U.S. Treasuries (including strips) Y 2017-10-02 2017-10-02 2017-10-02 N N N 0.0100 620000000.00 620000000.00 0.0410 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.080000% BRS9FKAT6 O2RNE8IBXP4R0TD8PU41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 0.125000 16211333.34 17000154.93 U.S. Treasuries (including strips) Y 2017-10-06 2017-10-06 2050-01-01 Y SOCIETE GENERALE (NEW YORK BRANCH) 1.0000 7 N N/A N/A N N 0.0108 16666666.66 16666666.66 0.0011 N N Y N Northern Funds 2017-10-06 Peter K Ewing Peter K Ewing President