N-MFP2 0000916620 XXXXXXXX 2018-12-31 0000916620 5493004ZY1PEJR3C0A81 S000001267 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 45 103 1923395239.67 1841868348.54 2048928952.69 1947282151.03 0.00 2371125087.89 2281770542.88 2482906023.34 2336408543.83 0.00 0.5391 0.5257 0.5472 0.5406 0.0000 0.6646 0.6513 0.6631 0.6486 0.0000 9694.82 3686906515.80 3687159154.67 3864293.01 21246139.74 3669787002.76 3669836266.3900 1.0000 0.0245 0.9999 0.9999 0.9999 0.9999 0.0000 C000003413 2500.00 3669787002.76 3669836266.3900 0.9999 0.9999 0.9999 0.9999 0.0000 331755136.21 269623813.80 251260377.74 315640739.97 588443347.33 347469730.99 282050597.92 424077801.44 0.00 0.00 1581917314.87 1416474531.19 0.0210 Y The Investment Advisor Reimbursed $31,896.91 of fees during the period FEDERAL HOME LOAN BANKS FHLB 0.875000% 3130A8Y72 2549001DPIFGXC1TOL40 US3130A8Y728 U.S. Government Agency Debt Y 2019-08-05 2019-08-05 2019-08-05 N N N 0.0263 4948835.00 4948835.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 1.375000% 3130AAXX1 2549001DPIFGXC1TOL40 US3130AAXX15 U.S. Government Agency Debt Y 2019-03-18 2019-03-18 2019-03-18 N N N 0.0244 30031763.30 30031763.30 0.0082 N N N N FEDERAL HOME LOAN BANKS FHLB 2.309997% 3130ABSQ0 2549001DPIFGXC1TOL40 US3130ABSQ02 U.S. Government Agency Debt Y 2019-01-11 2019-01-11 2019-01-11 N N N 0.0239 15000060.00 15000060.00 0.0041 N N N N FEDERAL HOME LOAN BANKS FHLB 2.364998% 3130ABTG1 2549001DPIFGXC1TOL40 US3130ABTG11 U.S. Government Agency Debt Y 2019-01-17 2019-01-17 2019-01-17 N N N 0.0239 20000140.00 20000140.00 0.0054 N N N N FEDERAL HOME LOAN BANKS FHLB 2.364998% 3130ABUW4 2549001DPIFGXC1TOL40 US3130ABUW42 U.S. Government Agency Debt Y 2019-01-18 2019-01-18 2019-01-18 N N N 0.0240 4000012.00 4000012.00 0.0011 N N N N FEDERAL HOME LOAN BANKS FHLB 2.266999% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 U.S. Government Agency Debt Y 2019-01-04 2019-02-04 2019-02-04 N N N 0.0246 24999225.00 24999225.00 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 2.389996% 3130ACGJ7 2549001DPIFGXC1TOL40 US3130ACGJ79 U.S. Government Agency Debt Y 2019-01-20 2019-03-20 2019-03-20 N N N 0.0241 19000494.00 19000494.00 0.0052 N N N N FEDERAL HOME LOAN BANKS FHLB 1.500000% 3130ACM92 2549001DPIFGXC1TOL40 US3130ACM925 U.S. Government Agency Debt Y 2019-10-21 2019-10-21 2019-10-21 N N N 0.0268 9906850.00 9906850.00 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 2.364998% 3130ACMD3 2549001DPIFGXC1TOL40 US3130ACMD36 U.S. Government Agency Debt Y 2019-01-15 2019-04-15 2019-04-15 N N N 0.0244 44996490.00 44996490.00 0.0123 N N N N FEDERAL HOME LOAN BANKS FHLB 2.369998% 3130ACUJ1 2549001DPIFGXC1TOL40 US3130ACUJ14 U.S. Government Agency Debt Y 2019-01-20 2019-05-20 2019-05-20 N N N 0.0244 24996075.00 24996075.00 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 2.376000% 3130ADF80 2549001DPIFGXC1TOL40 US3130ADF802 U.S. Government Agency Debt Y 2019-01-25 2019-01-25 2019-01-25 N N N 0.0240 34999300.00 34999300.00 0.0095 N N N N FEDERAL HOME LOAN BANKS FHLB 2.385997% 3130ADGD8 2549001DPIFGXC1TOL40 US3130ADGD82 U.S. Government Agency Debt Y 2019-01-25 2019-03-25 2019-03-25 N N N 0.0244 34995555.00 34995555.00 0.0095 N N N N FEDERAL HOME LOAN BANKS FHLB 2.218996% 3130ADKW1 2549001DPIFGXC1TOL40 US3130ADKW18 U.S. Government Agency Debt Y 2019-01-01 2019-03-01 2019-03-01 N N N 0.0247 20996640.00 20996640.00 0.0057 N N N N FEDERAL HOME LOAN BANKS FHLB 2.218996% 3130ADL91 2549001DPIFGXC1TOL40 US3130ADL917 U.S. Government Agency Debt Y 2019-01-01 2019-03-01 2019-03-01 N N N 0.0241 9999410.00 9999410.00 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 2.394000% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 U.S. Government Agency Debt Y 2019-01-22 2019-02-22 2019-02-22 N N N 0.0245 24998025.00 24998025.00 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 2.289999% 3130ADXW7 2549001DPIFGXC1TOL40 US3130ADXW70 U.S. Government Agency Debt Y 2019-01-06 2019-04-05 2019-04-05 N N N 0.0244 24998300.00 24998300.00 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 2.611998% 3130AEHS2 2549001DPIFGXC1TOL40 US3130AEHS26 U.S. Government Agency Debt Y 2019-03-25 2020-06-25 2020-06-25 N N N 0.0267 17981784.00 17981784.00 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 2.199999% 3130AEL32 2549001DPIFGXC1TOL40 US3130AEL329 U.S. Government Agency Debt Y 2019-01-06 2020-07-06 2020-07-06 N N N 0.0267 21976834.00 21976834.00 0.0060 N N N N FEDERAL HOME LOAN BANKS FHLB 2.398996% 3130AENL0 2549001DPIFGXC1TOL40 US3130AENL09 U.S. Government Agency Debt Y 2019-01-23 2019-07-23 2019-07-23 N N N 0.0246 24991000.00 24991000.00 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 2.445998% 3130AETM2 2549001DPIFGXC1TOL40 US3130AETM28 U.S. Government Agency Debt Y 2019-01-27 2020-02-27 2020-02-27 N N N 0.0249 24985800.00 24985800.00 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 2.439000% 3130AFBW6 2549001DPIFGXC1TOL40 US3130AFBW66 U.S. Government Agency Debt Y 2019-01-24 2019-04-24 2019-04-24 N N N 0.0247 9999070.00 9999070.00 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 2.440998% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 U.S. Government Agency Debt Y 2019-01-26 2019-04-26 2019-04-26 N N N 0.0247 9999040.00 9999040.00 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 2.500000% 3130AFDT1 2549001DPIFGXC1TOL40 US3130AFDT10 U.S. Government Agency Debt Y 2019-05-20 2019-05-20 2019-05-20 N N N 0.0257 14995650.00 14995650.00 0.0041 N N N N FEDERAL HOME LOAN BANKS FHLB 2.476998% 3130AFGP6 2549001DPIFGXC1TOL40 US3130AFGP60 U.S. Government Agency Debt Y 2019-02-26 2019-11-26 2019-11-26 N N N 0.0261 14999985.00 14999985.00 0.0041 N N N N FEDERAL HOME LOAN BANKS FHLB 2.283998% 3130AFHE0 2549001DPIFGXC1TOL40 US3130AFHE05 U.S. Government Agency Debt Y 2019-01-05 2019-09-05 2019-09-05 N N N 0.0247 34991775.00 34991775.00 0.0095 N N N N FEDERAL HOME LOAN BANKS FHLB 2.385000% 3130AFKM8 2549001DPIFGXC1TOL40 US3130AFKM83 U.S. Government Agency Debt Y 2019-01-21 2020-01-21 2020-01-21 N N N 0.0248 19993720.00 19993720.00 0.0054 N N N N FEDERAL HOME LOAN BANKS FHLB 2.458998% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 U.S. Government Agency Debt Y 2019-01-28 2019-06-28 2019-06-28 N N N 0.0249 19997080.00 19997080.00 0.0054 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.458749% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 U.S. Government Agency Debt Y 2019-01-20 2019-06-20 2019-06-20 N N N 0.0249 19997200.00 19997200.00 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312AB6 US313312AB64 U.S. Government Agency Debt Y 2019-01-02 2019-01-02 2019-01-02 N N N 0.0000 50000000.00 50000000.00 0.0136 N Y Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312AB6 US313312AB64 U.S. Government Agency Debt Y 2019-01-02 2019-01-02 2019-01-02 N N N 0.0000 65000000.00 65000000.00 0.0177 N Y Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312AD2 US313312AD21 U.S. Government Agency Debt Y 2019-01-04 2019-01-04 2019-01-04 N N N 0.0241 2999604.00 2999604.00 0.0008 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312AD2 US313312AD21 U.S. Government Agency Debt Y 2019-01-04 2019-01-04 2019-01-04 N N N 0.0241 1999736.00 1999736.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312AL4 US313312AL47 U.S. Government Agency Debt Y 2019-01-11 2019-01-11 2019-01-11 N N N 0.0241 19988100.00 19988100.00 0.0054 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312AR1 US313312AR17 U.S. Government Agency Debt Y 2019-01-16 2019-01-16 2019-01-16 N N N 0.0242 4995370.00 4995370.00 0.0014 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312BA7 US313312BA72 U.S. Government Agency Debt Y 2019-01-25 2019-01-25 2019-01-25 N N N 0.0242 998479.00 998479.00 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312BL3 US313312BL38 U.S. Government Agency Debt Y 2019-02-04 2019-02-04 2019-02-04 N N N 0.0244 5986800.00 5986800.00 0.0016 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312BQ2 US313312BQ25 U.S. Government Agency Debt Y 2019-02-08 2019-02-08 2019-02-08 N N N 0.0244 3990132.00 3990132.00 0.0011 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312BT6 US313312BT63 U.S. Government Agency Debt Y 2019-02-11 2019-02-11 2019-02-11 N N N 0.0244 997333.00 997333.00 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312CB4 US313312CB47 U.S. Government Agency Debt Y 2019-02-19 2019-02-19 2019-02-19 N N N 0.0244 13955200.00 13955200.00 0.0038 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312CD0 US313312CD03 U.S. Government Agency Debt Y 2019-02-21 2019-02-21 2019-02-21 N N N 0.0244 2990001.00 2990001.00 0.0008 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312CK4 US313312CK46 U.S. Government Agency Debt Y 2019-02-27 2019-02-27 2019-02-27 N N N 0.0244 996267.00 996267.00 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312CR9 US313312CR98 U.S. Government Agency Debt Y 2019-03-05 2019-03-05 2019-03-05 N N N 0.0246 9958320.00 9958320.00 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312CX6 US313312CX66 U.S. Government Agency Debt Y 2019-03-11 2019-03-11 2019-03-11 N N N 0.0246 1990858.00 1990858.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312DE7 US313312DE76 U.S. Government Agency Debt Y 2019-03-18 2019-03-18 2019-03-18 N N N 0.0247 994958.00 994958.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312DF4 US313312DF42 U.S. Government Agency Debt Y 2019-03-19 2019-03-19 2019-03-19 N N N 0.0247 994891.00 994891.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312DJ6 US313312DJ63 U.S. Government Agency Debt Y 2019-03-22 2019-03-22 2019-03-22 N N N 0.0247 1989378.00 1989378.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312DQ0 US313312DQ07 U.S. Government Agency Debt Y 2019-03-28 2019-03-28 2019-03-28 N N N 0.0247 2982858.00 2982858.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312DY3 US313312DY31 U.S. Government Agency Debt Y 2019-04-05 2019-04-05 2019-04-05 N N N 0.0249 993697.00 993697.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EC0 US313312EC02 U.S. Government Agency Debt Y 2019-04-09 2019-04-09 2019-04-09 N N N 0.0249 2980278.00 2980278.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EF3 US313312EF33 U.S. Government Agency Debt Y 2019-04-12 2019-04-12 2019-04-12 N N N 0.0249 2979666.00 2979666.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EM8 US313312EM83 U.S. Government Agency Debt Y 2019-04-18 2019-04-18 2019-04-18 N N N 0.0249 3971264.00 3971264.00 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EU0 US313312EU00 U.S. Government Agency Debt Y 2019-04-25 2019-04-25 2019-04-25 N N N 0.0249 5954046.00 5954046.00 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EZ9 US313312EZ96 U.S. Government Agency Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0249 992002.00 992002.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FB1 US313312FB10 U.S. Government Agency Debt Y 2019-05-02 2019-05-02 2019-05-02 N N N 0.0250 991833.00 991833.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FC9 US313312FC92 U.S. Government Agency Debt Y 2019-05-03 2019-05-03 2019-05-03 N N N 0.0250 2975295.00 2975295.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FH8 US313312FH89 U.S. Government Agency Debt Y 2019-05-08 2019-05-08 2019-05-08 N N N 0.0251 4957125.00 4957125.00 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FS4 US313312FS45 U.S. Government Agency Debt Y 2019-05-17 2019-05-17 2019-05-17 N N N 0.0251 10898932.00 10898932.00 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FV7 US313312FV73 U.S. Government Agency Debt Y 2019-05-20 2019-05-20 2019-05-20 N N N 0.0251 1981216.00 1981216.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FW5 US313312FW56 U.S. Government Agency Debt Y 2019-05-21 2019-05-21 2019-05-21 N N N 0.0251 4952700.00 4952700.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FY1 US313312FY13 U.S. Government Agency Debt Y 2019-05-23 2019-05-23 2019-05-23 N N N 0.0251 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1963048.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312MZ0 US313312MZ05 U.S. Government Agency Debt Y 2019-10-15 2019-10-15 2019-10-15 N N N 0.0260 4899900.00 4899900.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312NN6 US313312NN65 U.S. Government Agency Debt Y 2019-10-28 2019-10-28 2019-10-28 N N N 0.0260 4895350.00 4895350.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312NR7 US313312NR79 U.S. Government Agency Debt Y 2019-10-31 2019-10-31 2019-10-31 N N N 0.0260 978860.00 978860.00 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312PM6 US313312PM64 U.S. Government Agency Debt Y 2019-11-20 2019-11-20 2019-11-20 N N N 0.0262 4886405.00 4886405.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 1.500000% 3133782M2 2549001DPIFGXC1TOL40 US3133782M28 U.S. Government Agency Debt Y 2019-03-08 2019-03-08 2019-03-08 N N N 0.0245 14973645.00 14973645.00 0.0041 N N N N FEDERAL HOME LOAN BANKS FHLB 313384AD1 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2019-01-08 2019-01-08 2019-01-08 N N N 0.0241 24990075.00 24990075.00 0.0068 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANK 313384AL3 2549001DPIFGXC1TOL40 US313384AL32 U.S. Government Agency Debt Y 2019-01-11 2019-01-11 2019-01-11 N N N 0.0241 22986315.00 22986315.00 0.0063 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANK 313384AL3 2549001DPIFGXC1TOL40 US313384AL32 U.S. Government Agency Debt Y 2019-01-11 2019-01-11 2019-01-11 N N N 0.0241 43973820.00 43973820.00 0.0120 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384AQ2 2549001DPIFGXC1TOL40 US313384AQ29 U.S. Government Agency Debt Y 2019-01-15 2019-01-15 2019-01-15 N N N 0.0242 4995705.00 4995705.00 0.0014 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384AS8 2549001DPIFGXC1TOL40 US313384AS84 U.S. Government Agency Debt Y 2019-01-17 2019-01-17 2019-01-17 N N N 0.0242 14985120.00 14985120.00 0.0041 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384AT6 2549001DPIFGXC1TOL40 US313384AT67 U.S. Government Agency Debt Y 2019-01-18 2019-01-18 2019-01-18 N N N 0.0242 47449745.00 47449745.00 0.0129 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384BV0 2549001DPIFGXC1TOL40 US313384BV05 U.S. Government Agency Debt Y 2019-02-13 2019-02-13 2019-02-13 N N N 0.0244 9972000.00 9972000.00 0.0027 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384CC1 2549001DPIFGXC1TOL40 US313384CC15 U.S. Government Agency Debt Y 2019-02-20 2019-02-20 2019-02-20 N N N 0.0244 6977131.00 6977131.00 0.0019 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0246 14941515.00 14941515.00 0.0041 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384CQ0 2549001DPIFGXC1TOL40 US313384CQ01 U.S. Government Agency Debt Y 2019-03-04 2019-03-04 2019-03-04 N N N 0.0246 15934384.00 15934384.00 0.0043 N N N N FEDERAL HOME LOAN BANKS FHLB 313384CU1 2549001DPIFGXC1TOL40 US313384CU13 U.S. Government Agency Debt Y 2019-03-08 2019-03-08 2019-03-08 N N N 0.0246 7965048.00 7965048.00 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 313384CX5 2549001DPIFGXC1TOL40 US313384CX51 U.S. Government Agency Debt Y 2019-03-11 2019-03-11 2019-03-11 N N N 0.0246 4977145.00 4977145.00 0.0014 N N N N FEDERAL HOME LOAN BANKS FHLB 313384DF3 2549001DPIFGXC1TOL40 US313384DF37 U.S. Government Agency Debt Y 2019-03-19 2019-03-19 2019-03-19 N N N 0.0247 4974455.00 4974455.00 0.0014 N N N N FEDERAL HOME LOAN BANKS FHLB 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y 2019-03-20 2019-03-20 2019-03-20 N N N 0.0247 9948240.00 9948240.00 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y 2019-03-20 2019-03-20 2019-03-20 N N N 0.0247 9948240.00 9948240.00 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y 2019-03-21 2019-03-21 2019-03-21 N N N 0.0247 24868925.00 24868925.00 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y 2019-03-21 2019-03-21 2019-03-21 N N N 0.0247 24868925.00 24868925.00 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y 2019-03-21 2019-03-21 2019-03-21 N N N 0.0247 49737850.00 49737850.00 0.0136 N N N N FEDERAL HOME LOAN BANKS FHLB 313384DH9 2549001DPIFGXC1TOL40 US313384DH92 U.S. Government Agency Debt Y 2019-03-21 2019-03-21 2019-03-21 N N N 0.0247 9947570.00 9947570.00 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 313384ET2 2549001DPIFGXC1TOL40 US313384ET22 U.S. Government Agency Debt Y 2019-04-24 2019-04-24 2019-04-24 N N N 0.0249 4962045.00 4962045.00 0.0014 N N N N FEDERAL HOME LOAN BANKS FHLB 313384GD5 2549001DPIFGXC1TOL40 US313384GD51 U.S. Government Agency Debt Y 2019-05-28 2019-05-28 2019-05-28 N N N 0.0251 24751600.00 24751600.00 0.0067 N N N N FEDERAL HOME LOAN BANKS FHLB 313384GL7 2549001DPIFGXC1TOL40 US313384GL77 U.S. Government Agency Debt Y 2019-06-04 2019-06-04 2019-06-04 N N N 0.0253 14842530.00 14842530.00 0.0040 N N N N FEDERAL HOME LOAN BANKS FHLB 313384HB8 2549001DPIFGXC1TOL40 US313384HB86 U.S. Government Agency Debt Y 2019-06-19 2019-06-19 2019-06-19 N N N 0.0253 4942365.00 4942365.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 313384HB8 2549001DPIFGXC1TOL40 US313384HB86 U.S. Government Agency Debt Y 2019-06-19 2019-06-19 2019-06-19 N N N 0.0253 9884730.00 9884730.00 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.264248% 3133EH5H2 US3133EH5H21 U.S. Government Agency Debt Y 2019-01-02 2020-01-02 2020-01-02 N N N 0.0249 19986660.00 19986660.00 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.424999% 3133EH5M1 US3133EH5M16 U.S. Government Agency Debt Y 2019-01-01 2020-01-03 2020-01-03 N N N 0.0255 14996265.00 14996265.00 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.372626% 3133EH6Z1 US3133EH6Z10 U.S. Government Agency Debt Y 2019-01-16 2019-10-16 2019-10-16 N N N 0.0245 9997680.00 9997680.00 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.389996% 3133EHH71 US3133EHH714 U.S. Government Agency Debt Y 2019-01-01 2019-10-18 2019-10-18 N N N 0.0251 2999439.00 2999439.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.426248% 3133EHJ53 US3133EHJ538 U.S. Government Agency Debt Y 2019-01-25 2019-10-25 2019-10-25 N N N 0.0245 23994432.00 23994432.00 0.0065 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.419999% 3133EHLW1 US3133EHLW16 U.S. Government Agency Debt Y 2019-01-01 2019-06-06 2019-06-06 N N N 0.0253 1999906.00 1999906.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.352376% 3133EHR21 US3133EHR218 U.S. Government Agency Debt Y 2019-01-13 2019-11-13 2019-11-13 N N N 0.0248 19989740.00 19989740.00 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.380129% 3133EHRV7 US3133EHRV78 U.S. Government Agency Debt Y 2019-01-20 2019-02-20 2019-02-20 N N N 0.0240 35000525.00 35000525.00 0.0095 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.279250% 3133EHSX2 US3133EHSX26 U.S. Government Agency Debt Y 2019-01-01 2019-08-01 2019-08-01 N N N 0.0244 7999512.00 7999512.00 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.389996% 3133EHY64 US3133EHY644 U.S. Government Agency Debt Y 2019-01-01 2019-09-04 2019-09-04 N N N 0.0251 14998260.00 14998260.00 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.357377% 3133EJCV9 US3133EJCV99 U.S. Government Agency Debt Y 2019-01-13 2020-02-13 2020-02-13 N N N 0.0250 9992580.00 9992580.00 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.264248% 3133EJD71 US3133EJD719 U.S. Government Agency Debt Y 2019-01-03 2019-10-03 2019-10-03 N N N 0.0245 24994400.00 24994400.00 0.0068 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.681629% 3133EJD89 US3133EJD891 U.S. Government Agency Debt Y 2019-03-27 2020-03-27 2020-03-27 N N N 0.0270 4998180.00 4998180.00 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.662999% 3133EJD97 US3133EJD974 U.S. Government Agency Debt Y 2019-01-01 2020-10-01 2020-10-01 N N N 0.0270 14992350.00 14992350.00 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.438748% 3133EJDJ5 US3133EJDJ52 U.S. Government Agency Debt Y 2019-01-23 2019-12-23 2019-12-23 N N N 0.0248 9995650.00 9995650.00 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.289247% 3133EJDW6 US3133EJDW63 U.S. Government Agency Debt Y 2019-01-02 2020-03-02 2020-03-02 N N N 0.0250 9993500.00 9993500.00 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.524996% 3133EJJF7 US3133EJJF76 U.S. Government Agency Debt Y 2019-01-01 2020-02-03 2020-02-03 N N N 0.0265 24991800.00 24991800.00 0.0068 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.435130% 3133EJLL1 US3133EJLL17 U.S. Government Agency Debt Y 2019-01-20 2020-02-20 2020-02-20 N N N 0.0250 19993480.00 19993480.00 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.300000% 3133EJRJ0 US3133EJRJ07 U.S. Government Agency Debt Y 2019-06-11 2019-06-11 2019-06-11 N N N 0.0253 6992951.00 6992951.00 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.549998% 3133EJRY7 US3133EJRY73 U.S. Government Agency Debt Y 2019-01-01 2020-06-18 2020-06-18 N N N 0.0268 4997845.00 4997845.00 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.480130% 3133EJT66 US3133EJT665 U.S. Government Agency Debt Y 2019-02-13 2020-05-13 2020-05-13 N N N 0.0270 14993895.00 14993895.00 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.335186% 3133EJZC6 US3133EJZC61 U.S. Government Agency Debt Y 2019-01-11 2020-03-11 2020-03-11 N N N 0.0250 4996255.00 4996255.00 0.0014 N N N N UNITED STATES TREASURY TREASURY BILL 912796PP8 254900HROIFWPRGM1V77 US912796PP81 U.S. Treasury Debt Y 2019-01-31 2019-01-31 2019-01-31 N N N 0.0233 14972325.00 14972325.00 0.0041 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y 2019-05-23 2019-05-23 2019-05-23 N N N 0.0248 14857380.00 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TREASURY NOTE 3.125000% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y 2019-05-15 2019-05-15 2019-05-15 N N N 0.0250 65144755.00 65144755.00 0.0178 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.625000% 912828LJ7 254900HROIFWPRGM1V77 US912828LJ77 U.S. Treasury Debt Y 2019-08-15 2019-08-15 2019-08-15 N N N 0.0259 10063280.00 10063280.00 0.0027 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.375000% 912828LY4 254900HROIFWPRGM1V77 US912828LY45 U.S. Treasury Debt Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0267 10060160.00 10060160.00 0.0027 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.125000% 912828N63 254900HROIFWPRGM1V77 US912828N639 U.S. Treasury Debt Y 2019-01-15 2019-01-15 2019-01-15 N N N 0.0228 11995056.00 11995056.00 0.0033 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 912828SH4 254900HROIFWPRGM1V77 US912828SH49 U.S. Treasury Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0240 15973984.00 15973984.00 0.0044 N Y Y N UNITED STATES TREASURY TREASURY NOTE 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2186759.16 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.500000 11962860.00 12386053.72 Agency Mortgage-Backed Securities FNMA 2028-07-01 3.790000 13090000.00 13528008.85 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.500000 961824.00 996458.72 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 200450.00 207719.36 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 35957366.00 37306501.88 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 10466345.00 10820672.37 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.500000 10903725.00 11281436.37 Agency Mortgage-Backed Securities FMAC 2048-02-01 4.500000 2405424.00 2487203.04 Agency Mortgage-Backed Securities FNMA 2048-02-01 4.500000 1919896.00 1985756.58 Agency Mortgage-Backed Securities Y 2019-01-02 2019-01-02 2019-01-02 N N N 0.0292 95000000.00 95000000.00 0.0259 N Y Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA NA 3.000000% BNT52C040 B4TYDEB6GKMZO031MB27 U.S. Government Agency Repurchase Agreement, 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FMAC 2026-06-01 4.500000 8951600.00 1690167.83 Agency Mortgage-Backed Securities FMAC 2048-04-01 4.500000 30541984.00 30908656.76 Agency Mortgage-Backed Securities GNMA 2048-12-20 4.500000 127496192.00 132360936.70 Agency Mortgage-Backed Securities FMAC 2024-04-01 4.500000 2347044.00 57483.40 Agency Mortgage-Backed Securities FNMA 2026-05-15 0.00 15019000.00 11901806.55 Agency Mortgage-Backed Securities GNMA 2048-09-20 5.499999 137851392.00 144681262.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2031-03-15 0.00 75556000.00 50182028.52 Agency Debentures and Agency Strips Y 2019-01-02 2019-01-02 2019-01-02 N N N 0.0292 375000000.00 375000000.00 0.1022 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY BANK OF NOVA SCOTIA 2.900000% BNT52C1N7 L3I9ZG2KFGXZ61BMYR72 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-06-20 0.00 1648800.00 1629434.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-08-31 1.000000 58843300.00 58407222.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-30 0.00 145800.00 144306.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-08-15 8.125000 1168900.00 1243743.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 7.875000 1884600.00 2146382.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 13935200.00 17169871.96 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 2.250000 28352800.00 24356827.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-15 1.500000 1715300.00 1585254.53 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-15 0.375000 10000000.00 9817601.92 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 25783400.00 25069393.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-08-31 1.875000 3430000.00 3321162.88 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 217000.00 217684.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-02-28 2.750000 8232400.00 8362726.76 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-31 2.750000 22000.00 22396.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-30 1.625000 37491600.00 36899117.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-31 1.125000 152000.00 147384.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 1.625000 5029900.00 4900222.89 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-12-31 1.125000 2597300.00 2558340.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-02-28 1.875000 115900.00 114345.67 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-15 0.125000 436200.00 438197.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-05-31 1.750000 700.00 683.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-07-31 2.875000 10000200.00 10260366.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-07-15 0.125000 5000000.00 5326485.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 10349900.00 10569170.86 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 15674000.00 14991608.51 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-05-15 8.750000 100.00 109.34 U.S. Treasuries (including strips) Y 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 235000000.00 235000000.00 0.0640 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.950000% BNT52C248 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2023-08-31 2.750000 54893900.00 55882975.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-08-31 2.750000 1078800.00 1095709.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-09-15 2.750000 21200.00 21491.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-09-30 3.000000 100.00 102.98 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-09-30 2.875000 400.00 408.35 U.S. Treasuries (including strips) Y 2019-01-02 2019-01-02 2019-01-02 N N N 0.0295 55883000.00 55883000.00 0.0152 N Y Y N Northern Funds 2019-01-08 Peter K Ewing Peter K Ewing President