N-MFP2 0000916620 XXXXXXXX 2019-03-31 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 51 94 2062087565.89 2161766697.41 2081457192.73 2070653853.41 2077789010.99 2345480731.76 2403105009.12 2455487977.40 2714748514.99 2751057409.46 0.5432 0.5644 0.5510 0.5473 0.5468 0.6179 0.6274 0.6501 0.7175 0.7240 25308490.43 3776752777.00 3776540229.68 4917869.13 7163365.62 3799603223.62 3799624312.7500 1.0000 0.0249 1.0000 1.0000 1.0000 1.0001 1.0001 C000003413 2500.00 3799603223.62 3799624312.7500 1.0000 1.0000 1.0000 1.0001 1.0001 353314425.46 422754651.62 348593128.10 314530928.91 250560989.81 303319405.56 265815572.71 259561387.19 250926449.52 231281914.97 1219338866.57 1169914363.35 0.0214 Y The Investment Advisor Reimbursed $72,100.61 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 0.0247 4972645.00 4972645.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 1.000000% 3130A9EP2 2549001DPIFGXC1TOL40 US3130A9EP21 U.S. Government Agency Debt Y 2019-09-26 2019-09-26 2019-09-26 N N N 0.0245 3972200.00 3972200.00 0.0010 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 0.0247 9946930.00 9946930.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 2.394000% 3130ACMD3 2549001DPIFGXC1TOL40 US3130ACMD36 U.S. Government Agency Debt Y 2019-04-15 2019-04-15 2019-04-15 N N N 0.0246 44999055.00 44999055.00 0.0118 N N N N FEDERAL HOME LOAN BANKS FHLB 2.387998% 3130ACUJ1 2549001DPIFGXC1TOL40 US3130ACUJ14 U.S. Government Agency Debt Y 2019-04-20 2019-05-20 2019-05-20 N N N 0.0247 24997275.00 24997275.00 0.0066 N N N N FEDERAL HOME LOAN BANKS FHLB 2.376997% 3130AEAV2 2549001DPIFGXC1TOL40 US3130AEAV28 U.S. Government Agency Debt Y 2019-05-09 2019-05-09 2019-05-09 N N N 0.0235 39996600.00 39996600.00 0.0105 N N N N FEDERAL HOME LOAN BANKS FHLB 2.391998% 3130AEHS2 2549001DPIFGXC1TOL40 US3130AEHS26 U.S. Government Agency Debt Y 2019-06-25 2020-06-25 2020-06-25 N N N 0.0246 17984736.00 17984736.00 0.0047 N N N N FEDERAL HOME LOAN BANKS FHLB 2.584998% 3130AEL32 2549001DPIFGXC1TOL40 US3130AEL329 U.S. Government Agency Debt Y 2019-04-06 2020-07-06 2020-07-06 N N N 0.0246 21980134.00 21980134.00 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 2.380996% 3130AENL0 2549001DPIFGXC1TOL40 US3130AENL09 U.S. Government Agency Debt Y 2019-04-23 2019-07-23 2019-07-23 N N N 0.0249 24992600.00 24992600.00 0.0066 N N N N FEDERAL HOME LOAN BANKS FHLB 2.430000% 3130AETM2 2549001DPIFGXC1TOL40 US3130AETM28 U.S. Government Agency Debt Y 2019-04-27 2020-02-27 2020-02-27 N N N 0.0250 24984850.00 24984850.00 0.0066 N N N N FEDERAL HOME LOAN BANKS FHLB 2.421000% 3130AFBW6 2549001DPIFGXC1TOL40 US3130AFBW66 U.S. Government Agency Debt Y 2019-04-24 2019-04-24 2019-04-24 N N N 0.0246 9999770.00 9999770.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 2.433999% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 U.S. Government Agency Debt Y 2019-04-26 2019-04-26 2019-04-26 N N N 0.0247 9999740.00 9999740.00 0.0026 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 0.0240 15001620.00 15001620.00 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 2.445998% 3130AFGP6 2549001DPIFGXC1TOL40 US3130AFGP60 U.S. Government Agency Debt Y 2019-05-26 2019-11-26 2019-11-26 N N N 0.0240 14999700.00 14999700.00 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 2.416996% 3130AFHE0 2549001DPIFGXC1TOL40 US3130AFHE05 U.S. Government Agency Debt Y 2019-04-05 2019-09-05 2019-09-05 N N N 0.0249 34991180.00 34991180.00 0.0092 N N N N FEDERAL HOME LOAN BANKS FHLB 2.430997% 3130AFKM8 2549001DPIFGXC1TOL40 US3130AFKM83 U.S. Government Agency Debt Y 2019-04-21 2020-01-21 2020-01-21 N N N 0.0250 19990320.00 19990320.00 0.0053 N N N N FEDERAL HOME LOAN BANKS FHLB 2.450998% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 U.S. Government Agency Debt Y 2019-04-28 2019-06-28 2019-06-28 N N N 0.0247 19998760.00 19998760.00 0.0053 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.442999% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 U.S. Government Agency Debt Y 2019-04-20 2019-06-20 2019-06-20 N N N 0.0247 19998880.00 19998880.00 0.0053 N N N N FEDERAL HOME LOAN BANKS FHLB 2.450001% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 U.S. Government Agency Debt Y 2019-04-01 2019-07-17 2019-07-17 N N N 0.0248 9999070.00 9999070.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 2.504998% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y 2019-04-01 2020-07-24 2020-07-24 N N N 0.0253 4998320.00 4998320.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 2.430000% 3130AFUQ8 2549001DPIFGXC1TOL40 US3130AFUQ87 U.S. Government Agency Debt Y 2019-06-06 2019-06-06 2019-06-06 N N N 0.0241 25000425.00 25000425.00 0.0066 N N N N FEDERAL HOME LOAN BANKS FHLB 2.450001% 3130AFXS1 2549001DPIFGXC1TOL40 US3130AFXS17 U.S. Government Agency Debt Y 2019-04-01 2019-08-27 2019-08-27 N N N 0.0248 49993500.00 49993500.00 0.0132 N N N N FEDERAL HOME LOAN BANKS FHLB 2.570000% 3130AG2J3 2549001DPIFGXC1TOL40 US3130AG2J36 U.S. Government Agency Debt Y 2020-03-12 2020-03-12 2020-03-12 N N N 0.0246 25011325.00 25011325.00 0.0066 N N N N FEDERAL HOME LOAN BANKS FHLB 2.580000% 3130AG3Z6 2549001DPIFGXC1TOL40 US3130AG3Z68 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0252 35010045.00 35010045.00 0.0092 N N N N FEDERAL HOME LOAN BANKS FHLB 2.550000% 3130AG4E2 2549001DPIFGXC1TOL40 US3130AG4E21 U.S. Government Agency Debt Y 2019-12-19 2019-12-19 2019-12-19 N N N 0.0246 5002205.00 5002205.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 2.454998% 3130AG4G7 2549001DPIFGXC1TOL40 US3130AG4G78 U.S. Government Agency Debt Y 2019-04-01 2019-09-20 2019-09-20 N N N 0.0248 24996325.00 24996325.00 0.0066 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.495001% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 U.S. Government Agency Debt Y 2019-04-01 2020-03-27 2020-03-27 N N N 0.0252 11996424.00 11996424.00 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312DU1 US313312DU19 U.S. Government Agency Debt Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0000 75000000.00 75000000.00 0.0197 N Y Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312DW7 US313312DW74 U.S. Government Agency Debt Y 2019-04-03 2019-04-03 2019-04-03 N N N 0.0245 35995176.00 35995176.00 0.0095 N N Y 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 0.0245 999731.00 999731.00 0.0003 N N Y 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 0.0245 2998386.00 2998386.00 0.0008 N N Y 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 0.0246 2997783.00 2997783.00 0.0008 N N Y 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 0.0246 3995428.00 3995428.00 0.0011 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312ER7 US313312ER70 U.S. Government Agency Debt Y 2019-04-22 2019-04-22 2019-04-22 N N N 0.0246 44936460.00 44936460.00 0.0118 N N Y 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 0.0246 5990322.00 5990322.00 0.0016 N N Y 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 0.0246 998051.00 998051.00 0.0003 N N Y 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 0.0246 997916.00 997916.00 0.0003 N N Y 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 0.0246 2993547.00 2993547.00 0.0008 N N Y 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 0.0246 4987565.00 4987565.00 0.0013 N N Y 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 0.0246 10965988.00 10965988.00 0.0029 N N Y 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 0.0246 1993412.00 1993412.00 0.0005 N N Y 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 0.0246 4983195.00 4983195.00 0.0013 N N Y 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 0.0246 1993008.00 1993008.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312GD6 US313312GD66 U.S. Government Agency Debt Y 2019-05-28 2019-05-28 2019-05-28 N N N 0.0246 4980840.00 4980840.00 0.0013 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312GZ7 US313312GZ78 U.S. Government Agency Debt Y 2019-06-17 2019-06-17 2019-06-17 N N N 0.0247 2984472.00 2984472.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312HX1 US313312HX12 U.S. Government Agency Debt Y 2019-07-09 2019-07-09 2019-07-09 N N N 0.0247 4966725.00 4966725.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312KX7 US313312KX74 U.S. Government Agency Debt Y 2019-08-26 2019-08-26 2019-08-26 N N N 0.0247 4950795.00 4950795.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LF5 US313312LF59 U.S. Government Agency Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0247 4948120.00 4948120.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP 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0.0246 4934335.00 4934335.00 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 0.0246 4930000.00 4930000.00 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 0.0246 985800.00 985800.00 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 0.0245 4922655.00 4922655.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 313384ED7 2549001DPIFGXC1TOL40 US313384ED79 U.S. Government Agency Debt Y 2019-04-10 2019-04-10 2019-04-10 N N N 0.0246 9993950.00 9993950.00 0.0026 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384EF2 2549001DPIFGXC1TOL40 US313384EF28 U.S. Government Agency Debt Y 2019-04-12 2019-04-12 2019-04-12 N N N 0.0246 14988915.00 14988915.00 0.0039 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384ER6 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2019-05-03 2019-05-03 2019-05-03 N N N 0.0246 27939772.00 27939772.00 0.0074 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384FK0 2549001DPIFGXC1TOL40 US313384FK04 U.S. Government Agency Debt Y 2019-05-10 2019-05-10 2019-05-10 N N N 0.0246 109711580.00 109711580.00 0.0289 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384FS3 2549001DPIFGXC1TOL40 US313384FS30 U.S. Government Agency Debt Y 2019-05-17 2019-05-17 2019-05-17 N N N 0.0246 214335220.00 214335220.00 0.0564 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384FV6 2549001DPIFGXC1TOL40 US313384FV68 U.S. Government Agency Debt Y 2019-05-20 2019-05-20 2019-05-20 N N N 0.0246 29901180.00 29901180.00 0.0079 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384FV6 2549001DPIFGXC1TOL40 US313384FV68 U.S. Government Agency Debt Y 2019-05-20 2019-05-20 2019-05-20 N N N 0.0246 29901180.00 29901180.00 0.0079 N N Y 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 0.0246 24904200.00 24904200.00 0.0066 N N Y 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 0.0246 14935470.00 14935470.00 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 313384GV5 2549001DPIFGXC1TOL40 US313384GV59 U.S. Government Agency Debt Y 2019-06-13 2019-06-13 2019-06-13 N N N 0.0247 4975465.00 4975465.00 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 0.0247 4973445.00 4973445.00 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 0.0247 9946890.00 9946890.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 313384HD4 2549001DPIFGXC1TOL40 US313384HD43 U.S. Government Agency Debt Y 2019-06-21 2019-06-21 2019-06-21 N N N 0.0247 9945550.00 9945550.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 313384HD4 2549001DPIFGXC1TOL40 US313384HD43 U.S. Government Agency Debt Y 2019-06-21 2019-06-21 2019-06-21 N N N 0.0247 24863875.00 24863875.00 0.0065 N N N N FEDERAL HOME LOAN BANKS FHLB 313384JD2 2549001DPIFGXC1TOL40 US313384JD25 U.S. Government Agency Debt Y 2019-07-15 2019-07-15 2019-07-15 N N N 0.0247 9929420.00 9929420.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 313384JT7 2549001DPIFGXC1TOL40 US313384JT76 U.S. Government Agency Debt Y 2019-07-29 2019-07-29 2019-07-29 N N N 0.0247 4960005.00 4960005.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 313384JT7 2549001DPIFGXC1TOL40 US313384JT76 U.S. Government Agency Debt Y 2019-07-29 2019-07-29 2019-07-29 N N N 0.0247 9920010.00 9920010.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 313384JV2 2549001DPIFGXC1TOL40 US313384JV23 U.S. Government Agency Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0247 19837320.00 19837320.00 0.0052 N N N N FEDERAL HOME LOAN BANKS FHLB 313384JV2 2549001DPIFGXC1TOL40 US313384JV23 U.S. Government Agency 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0.0241 2999610.00 2999610.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.405498% 3133EHJ53 US3133EHJ538 U.S. Government Agency Debt Y 2019-04-25 2019-10-25 2019-10-25 N N N 0.0249 23990064.00 23990064.00 0.0063 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.449998% 3133EHLW1 US3133EHLW16 U.S. Government Agency Debt Y 2019-04-01 2019-06-06 2019-06-06 N N N 0.0243 1999948.00 1999948.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.418879% 3133EHR21 US3133EHR218 U.S. Government Agency Debt Y 2019-04-13 2019-11-13 2019-11-13 N N N 0.0249 19990620.00 19990620.00 0.0053 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.419246% 3133EHSX2 US3133EHSX26 U.S. Government Agency Debt Y 2019-04-01 2019-08-01 2019-08-01 N N N 0.0243 7999720.00 7999720.00 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.419999% 3133EHY64 US3133EHY644 U.S. Government Agency Debt Y 2019-04-01 2019-09-04 2019-09-04 N N N 0.0241 14998860.00 14998860.00 0.0039 N N N N 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strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 9680900.00 11189782.51 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 41487800.00 46465385.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-09-30 3.000000 660300.00 698699.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-10-31 2.875000 19934900.00 20748514.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-11-15 2.875000 490900.00 504371.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-08-15 2.375000 50235000.00 50721954.22 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-06-30 1.125000 10029300.00 9820678.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-31 1.250000 90552300.00 87171369.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-02-15 2.250000 1420700.00 1416417.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-07-15 0.750000 9524000.00 9758557.10 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 235000000.00 235000000.00 0.0618 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.550000% BNT590965 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-08-15 0.750000 100.00 99.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-11-15 4.375000 36813800.00 47483166.36 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 783100.00 931049.69 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-30 2.000000 18200.00 18230.91 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-30 1.375000 8579800.00 8321526.93 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 400.00 410.35 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0255 55629000.00 55629000.00 0.0146 N Y Y N BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITAL INC 2.400000% BNT590K54 AC28XWWI3WIBK2824319 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2022-01-15 0.125000 92519300.00 102000108.76 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0240 100000000.00 100000000.00 0.0263 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 2.450000% BNT591344 ZBUT11V806EZRVTWT807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Bank System - FHLB 2029-10-24 4.000000 2500000.00 2822608.06 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2024-09-13 2.875000 5685000.00 5840938.29 Agency Debentures and Agency Strips FHLB 2035-06-01 3.500000 5210000.00 5631761.08 Agency Debentures and Agency Strips FHLB 2032-07-20 3.500000 1350000.00 1431498.60 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2026-12-01 3.300000 4835000.00 5137529.17 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-05-15 0.00 75066000.00 54089106.56 Agency Debentures and Agency Strips GNMA 2049-03-20 4.000000 5632.00 5837.85 Agency Mortgage-Backed Securities GNMA 2046-04-20 3.000000 2000.00 1317.77 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2020-05-15 0.00 300.00 292.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 100.00 95.27 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 100.00 87.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 2657200.00 1546753.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.00 400.00 191.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 0.00 100.00 45.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-05-15 0.00 64.00 45.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-11-30 0.00 5900.00 5607.81 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-02-15 0.00 100.00 95.81 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-11-15 0.00 1700.00 1351.28 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0245 75000000.00 75000000.00 0.0197 N Y Y N Northern Funds 2019-04-05 Peter K Ewing Peter K Ewing President