N-MFP2 0000916620 XXXXXXXX 2020-01-31 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 47 96 1645031318.57 1597931851.67 1690820679.87 1659403382.88 1664668684.15 1917672000.68 1969463435.84 2067316030.53 2056787827.88 2091928450.12 0.5514 0.5412 0.5745 0.5605 0.5558 0.6428 0.6670 0.7025 0.6947 0.6984 0.00 3019949522.10 3019373862.52 4513998.27 28754887.08 2995132973.71 2995175744.2200 1.0000 0.0169 1.0002 1.0002 1.0002 1.0002 1.0002 C000003413 2500.00 2995132973.71 2995175744.2200 1.0002 1.0002 1.0002 1.0002 1.0002 268901597.82 247527249.49 190706889.22 224975834.62 285489698.91 291788014.08 192167437.17 174215155.68 311053226.61 275653637.38 1118257951.98 1074598086.56 0.0134 Y The Investment Advisor Reimbursed $33,529.68 of fees during the period FEDERAL HOME LOAN BANKS FHLB 2.625000% 3130AECJ7 2549001DPIFGXC1TOL40 US3130AECJ71 U.S. Government Agency Debt Y 2020-05-28 2020-05-28 2020-05-28 N N N 0.0156 5016834.25 5016834.25 0.0017 N N N N FEDERAL HOME LOAN BANKS FHLB 1.737000% 3130AEHS2 2549001DPIFGXC1TOL40 US3130AEHS26 U.S. Government Agency Debt Y 2020-03-25 2020-06-25 2020-06-25 N N N 0.0155 17999234.64 17999234.64 0.0060 N N N N FEDERAL HOME LOAN BANKS FHLB 1.689998% 3130AEL32 2549001DPIFGXC1TOL40 US3130AEL329 U.S. Government Agency Debt Y 2020-04-06 2020-07-06 2020-07-06 N N N 0.0155 21998756.56 21998756.56 0.0073 N N N N FEDERAL HOME LOAN BANKS FHLB 1.600999% 3130AETM2 2549001DPIFGXC1TOL40 US3130AETM28 U.S. Government Agency Debt Y 2020-02-27 2020-02-27 2020-02-27 N N N 0.0168 24998634.25 24998634.25 0.0083 N N N N FEDERAL HOME LOAN BANKS FHLB 2.250000% 3130AGJQ9 2549001DPIFGXC1TOL40 US3130AGJQ99 U.S. Government Agency Debt Y 2020-06-03 2020-06-03 2020-06-03 N N N 0.0158 24568993.06 24568993.06 0.0082 N N N N FEDERAL HOME LOAN BANKS FHLB 1.599998% 3130AGW92 2549001DPIFGXC1TOL40 US3130AGW925 U.S. Government Agency Debt Y 2020-02-01 2020-05-14 2020-05-14 N N N 0.0168 9997712.50 9997712.50 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 1.634997% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2020-02-01 2021-05-14 2021-05-14 N N N 0.0173 9987809.00 9987809.00 0.0033 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.589997% 3130AGXA8 2549001DPIFGXC1TOL40 US3130AGXA81 U.S. Government Agency Debt Y 2020-02-01 2020-02-21 2020-02-21 N N N 0.0166 9999646.40 9999646.40 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 1.609999% 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 U.S. Government Agency Debt Y 2020-02-01 2020-08-21 2020-08-21 N N N 0.0160 15000798.75 15000798.75 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 1.599998% 3130AGXS9 2549001DPIFGXC1TOL40 US3130AGXS99 U.S. Government Agency Debt Y 2020-02-01 2020-05-22 2020-05-22 N N N 0.0168 4998740.55 4998740.55 0.0017 N N N N FEDERAL HOME LOAN BANKS FHLB 1.644998% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2020-02-01 2021-02-26 2021-02-26 N N N 0.0173 4995177.00 4995177.00 0.0017 N N N N FEDERAL HOME LOAN BANKS FHLB 1.930000% 3130AH3C5 2549001DPIFGXC1TOL40 US3130AH3C55 U.S. Government Agency Debt Y 2020-06-16 2020-06-16 2020-06-16 N N N 0.0153 15007031.85 15007031.85 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 1.940000% 3130AH3L5 2549001DPIFGXC1TOL40 US3130AH3L54 U.S. Government Agency Debt Y 2020-06-16 2020-06-16 2020-06-16 N N N 0.0155 15006717.00 15006717.00 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 1.950000% 3130AH3Q4 2549001DPIFGXC1TOL40 US3130AH3Q42 U.S. Government Agency Debt Y 2020-06-17 2020-06-17 2020-06-17 N N N 0.0151 10005312.60 10005312.60 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 1.679997% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y 2020-02-01 2020-12-23 2020-12-23 N N N 0.0163 6002383.02 6002383.02 0.0020 N N N N FEDERAL HOME LOAN BANKS FHLB 1.699999% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 U.S. Government Agency Debt Y 2020-02-01 2020-10-07 2020-10-07 N N N 0.0162 6003229.08 6003229.08 0.0020 N N N N FEDERAL HOME LOAN BANKS FHLB 1.659999% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 U.S. Government Agency Debt Y 2020-02-01 2020-05-11 2020-05-11 N N N 0.0168 19998911.80 19998911.80 0.0067 N N N N FEDERAL HOME LOAN BANKS FHLB 1.690000% 3130AHDD2 2549001DPIFGXC1TOL40 US3130AHDD24 U.S. Government Agency Debt Y 2020-04-17 2020-04-17 2020-04-17 N N N 0.0159 15002709.00 15002709.00 0.0050 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.797998% 3130AHDU4 2549001DPIFGXC1TOL40 US3130AHDU49 U.S. Government Agency Debt Y 2020-02-18 2020-05-18 2020-05-18 N N N 0.0153 25001230.50 25001230.50 0.0083 N N N N FEDERAL HOME LOAN BANKS FHLB 1.660000% 3130AHFH1 2549001DPIFGXC1TOL40 US3130AHFH10 U.S. Government Agency Debt Y 2020-02-11 2020-02-11 2020-02-11 N N N 0.0156 15000307.80 15000307.80 0.0050 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.582999% 3130AHM26 2549001DPIFGXC1TOL40 US3130AHM262 U.S. Government Agency Debt Y 2020-02-19 2020-05-19 2020-05-19 N N N 0.0161 24998005.00 24998005.00 0.0083 N N N N FEDERAL HOME LOAN BANKS FHLB 1.590000% 3130AHRB1 2549001DPIFGXC1TOL40 US3130AHRB12 U.S. Government Agency Debt Y 2020-06-17 2020-06-17 2020-06-17 N N N 0.0155 35004864.30 35004864.30 0.0117 N N N N FEDERAL HOME LOAN BANKS FHLB 1.590000% 3130AHRS4 2549001DPIFGXC1TOL40 US3130AHRS47 U.S. Government Agency Debt Y 2020-06-23 2020-06-23 2020-06-23 N N N 0.0160 9999347.10 9999347.10 0.0033 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.630000% 3130AHU35 2549001DPIFGXC1TOL40 US3130AHU356 U.S. Government Agency Debt Y 2020-07-06 2020-07-06 2020-07-06 N N N 0.0161 15001305.45 15001305.45 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 1.701997% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 U.S. Government Agency Debt Y 2020-04-08 2021-01-08 2021-01-08 N N N 0.0159 14998100.40 14998100.40 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 1.707998% 3130AHV34 2549001DPIFGXC1TOL40 US3130AHV347 U.S. Government Agency Debt Y 2020-04-09 2021-01-08 2021-01-08 N N N 0.0159 19997451.60 19997451.60 0.0067 N N N N FEDERAL HOME LOAN BANKS FHLB 1.615996% 3130AHYA5 2549001DPIFGXC1TOL40 US3130AHYA55 U.S. Government Agency Debt Y 2020-04-24 2020-10-26 2020-10-26 N N N 0.0159 59991184.20 59991184.20 0.0200 N N N N FEDERAL HOME LOAN BANKS FHLB 1.620000% 3130AHYZ0 2549001DPIFGXC1TOL40 US3130AHYZ07 U.S. Government Agency Debt Y 2020-04-28 2020-10-28 2020-10-28 N N N 0.0160 49992672.00 49992672.00 0.0167 N N N N FEDERAL HOME LOAN BANKS FHLB 3130AJ2Z1 2549001DPIFGXC1TOL40 US3130AJ2Z14 U.S. Government Agency Debt Y 2020-02-03 2020-11-03 2020-11-03 N N N 0.0164 24996253.00 24996253.00 0.0083 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312B58 US313312B584 U.S. Government Agency Debt Y 2020-08-10 2020-08-10 2020-08-10 N N N 0.0159 3967240.00 3967240.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312C81 US313312C814 U.S. Government Agency Debt Y 2020-08-21 2020-08-21 2020-08-21 N N N 0.0159 3965333.32 3965333.32 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312E30 US313312E307 U.S. Government Agency Debt Y 2020-09-01 2020-09-01 2020-09-01 N N N 0.0157 2972921.67 2972921.67 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312F96 US313312F965 U.S. Government Agency Debt Y 2020-09-15 2020-09-15 2020-09-15 N N N 0.0157 4951875.00 4951875.00 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312G95 US313312G955 U.S. Government Agency Debt Y 2020-09-23 2020-09-23 2020-09-23 N N N 0.0157 4950163.90 4950163.90 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312M23 US313312M235 U.S. Government Agency Debt Y 2020-10-26 2020-10-26 2020-10-26 N N N 0.0157 1977390.00 1977390.00 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N22 US313312N225 U.S. Government Agency Debt Y 2020-11-03 2020-11-03 2020-11-03 N N N 0.0156 1976862.22 1976862.22 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N30 US313312N308 U.S. Government Agency Debt Y 2020-11-04 2020-11-04 2020-11-04 N N N 0.0156 4941944.45 4941944.45 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N97 US313312N977 U.S. Government Agency Debt Y 2020-11-10 2020-11-10 2020-11-10 N N N 0.0156 4940677.80 4940677.80 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N97 US313312N977 U.S. Government Agency Debt Y 2020-11-10 2020-11-10 2020-11-10 N N N 0.0156 1976271.12 1976271.12 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312P87 US313312P873 U.S. Government Agency Debt Y 2020-11-17 2020-11-17 2020-11-17 N N N 0.0156 6914880.00 6914880.00 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312SQ4 US313312SQ42 U.S. Government Agency Debt Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0000 100000000.00 100000000.00 0.0334 N Y Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312TP5 US313312TP59 U.S. Government Agency Debt Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0157 1998019.44 1998019.44 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312TW0 US313312TW01 U.S. Government Agency Debt Y 2020-03-04 2020-03-04 2020-03-04 N N N 0.0158 4993500.00 4993500.00 0.0017 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312UD0 US313312UD01 U.S. Government Agency Debt Y 2020-03-11 2020-03-11 2020-03-11 N N N 0.0158 1996793.34 1996793.34 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312UF5 US313312UF58 U.S. Government Agency Debt Y 2020-03-13 2020-03-13 2020-03-13 N N N 0.0158 4991550.00 4991550.00 0.0017 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312VG2 US313312VG23 U.S. Government Agency Debt Y 2020-04-07 2020-04-07 2020-04-07 N N N 0.0160 2991626.67 2991626.67 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312VX5 US313312VX55 U.S. Government Agency Debt Y 2020-04-22 2020-04-22 2020-04-22 N N N 0.0160 2989664.16 2989664.16 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312WN6 US313312WN64 U.S. Government Agency Debt Y 2020-05-07 2020-05-07 2020-05-07 N N N 0.0160 44815525.20 44815525.20 0.0150 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312XA3 US313312XA35 U.S. Government Agency Debt Y 2020-05-19 2020-05-19 2020-05-19 N N N 0.0160 1990754.44 1990754.44 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312YE4 US313312YE48 U.S. Government Agency Debt Y 2020-06-16 2020-06-16 2020-06-16 N N N 0.0160 2982468.33 2982468.33 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312ZS2 US313312ZS25 U.S. Government Agency Debt Y 2020-07-22 2020-07-22 2020-07-22 N N N 0.0160 4962930.55 4962930.55 0.0017 N N N N FEDERAL HOME LOAN BANKS FHLB 313384TF6 2549001DPIFGXC1TOL40 US313384TF62 U.S. Government Agency Debt Y 2020-02-18 2020-02-18 2020-02-18 N N N 0.0157 82946396.11 82946396.11 0.0277 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384TP4 2549001DPIFGXC1TOL40 US313384TP45 U.S. Government Agency Debt Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0157 19980194.40 19980194.40 0.0067 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 U.S. Government Agency Debt Y 2020-03-04 2020-03-04 2020-03-04 N N N 0.0158 4993500.00 4993500.00 0.0017 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UC1 2549001DPIFGXC1TOL40 US313384UC13 U.S. Government Agency Debt Y 2020-03-10 2020-03-10 2020-03-10 N N N 0.0158 64898600.00 64898600.00 0.0217 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UD9 2549001DPIFGXC1TOL40 US313384UD95 U.S. Government Agency Debt Y 2020-03-11 2020-03-11 2020-03-11 N N N 0.0158 24959916.75 24959916.75 0.0083 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UE7 2549001DPIFGXC1TOL40 US313384UE78 U.S. Government Agency Debt Y 2020-03-12 2020-03-12 2020-03-12 N N N 0.0158 14975299.95 14975299.95 0.0050 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UF4 2549001DPIFGXC1TOL40 US313384UF44 U.S. Government Agency Debt Y 2020-03-13 2020-03-13 2020-03-13 N N N 0.0158 9983100.00 9983100.00 0.0033 N N Y N FEDERAL HOME LOAN BANKS FHLB 2.465000% 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 U.S. Government Agency Debt Y 2020-03-18 2020-03-18 2020-03-18 N N N 0.0158 35931359.88 35931359.88 0.0120 N N Y N FEDERAL HOME LOAN BANKS FHLB 2.465000% 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 U.S. Government Agency Debt Y 2020-03-18 2020-03-18 2020-03-18 N N N 0.0158 9980933.30 9980933.30 0.0033 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UM9 2549001DPIFGXC1TOL40 US313384UM94 U.S. Government Agency Debt Y 2020-03-19 2020-03-19 2020-03-19 N N N 0.0158 9980500.00 9980500.00 0.0033 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0158 9980066.70 9980066.70 0.0033 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0158 9980066.70 9980066.70 0.0033 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0158 14970100.05 14970100.05 0.0050 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 U.S. Government Agency Debt Y 2020-03-27 2020-03-27 2020-03-27 N N N 0.0159 49885166.50 49885166.50 0.0167 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384UV9 2549001DPIFGXC1TOL40 US313384UV93 U.S. Government Agency Debt Y 2020-03-27 2020-03-27 2020-03-27 N N N 0.0159 49885166.50 49885166.50 0.0167 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384VG1 2549001DPIFGXC1TOL40 US313384VG18 U.S. Government Agency Debt Y 2020-04-07 2020-04-07 2020-04-07 N N N 0.0160 14958133.35 14958133.35 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 313384VJ5 2549001DPIFGXC1TOL40 US313384VJ56 U.S. Government Agency Debt Y 2020-04-09 2020-04-09 2020-04-09 N N N 0.0160 34899258.45 34899258.45 0.0117 N N N N FEDERAL HOME LOAN BANKS FHLB 313384VX4 2549001DPIFGXC1TOL40 US313384VX41 U.S. Government Agency Debt Y 2020-04-22 2020-04-22 2020-04-22 N N N 0.0160 5979328.32 5979328.32 0.0020 N N N N FEDERAL HOME LOAN BANKS FHLB 313384XQ7 2549001DPIFGXC1TOL40 US313384XQ71 U.S. Government Agency Debt Y 2020-06-02 2020-06-02 2020-06-02 N N N 0.0160 19895333.40 19895333.40 0.0066 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.676628% 3133EJ4V8 US3133EJ4V87 U.S. Government Agency Debt Y 2020-02-14 2020-04-14 2020-04-14 N N N 0.0174 9998557.80 9998557.80 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.608627% 3133EJCV9 US3133EJCV99 U.S. Government Agency Debt Y 2020-02-13 2020-02-13 2020-02-13 N N N 0.0166 9999780.20 9999780.20 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.806627% 3133EJD89 US3133EJD891 U.S. Government Agency Debt Y 2020-03-27 2020-03-27 2020-03-27 N N N 0.0165 4999698.75 4999698.75 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.769378% 3133EJD97 US3133EJD974 U.S. Government Agency Debt Y 2020-04-01 2020-10-01 2020-10-01 N N N 0.0169 14992185.75 14992185.75 0.0050 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.720879% 3133EJDW6 US3133EJDW63 U.S. Government Agency Debt Y 2020-02-02 2020-03-02 2020-03-02 N N N 0.0168 9999374.50 9999374.50 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.819998% 3133EJF61 US3133EJF615 U.S. Government Agency Debt Y 2020-02-01 2021-10-12 2021-10-12 N N N 0.0177 5005930.05 5005930.05 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.675000% 3133EJJF7 US3133EJJF76 U.S. Government Agency Debt Y 2020-02-01 2020-02-03 2020-02-03 N N N 0.0172 25000000.00 25000000.00 0.0083 N Y Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.622746% 3133EJLL1 US3133EJLL17 U.S. Government Agency Debt Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0167 19999547.40 19999547.40 0.0067 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.749999% 3133EJRY7 US3133EJRY73 U.S. Government Agency Debt Y 2020-02-01 2020-06-18 2020-06-18 N N N 0.0170 5001256.70 5001256.70 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.766628% 3133EJT66 US3133EJT665 U.S. Government Agency Debt Y 2020-02-13 2020-05-13 2020-05-13 N N N 0.0166 14998060.35 14998060.35 0.0050 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.618628% 3133EJZC6 US3133EJZC61 U.S. Government Agency Debt Y 2020-02-11 2020-03-11 2020-03-11 N N N 0.0168 4999543.30 4999543.30 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 1.769997% 3133EK2R6 US3133EK2R67 U.S. Government Agency Debt Y 2020-02-01 2021-10-15 2021-10-15 N N N 0.0176 6001497.36 6001497.36 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.824379% 3133EK5K8 US3133EK5K87 U.S. Government Agency Debt Y 2020-02-04 2021-05-04 2021-05-04 N N N 0.0168 10008548.30 10008548.30 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.814997% 3133EK6T8 US3133EK6T87 U.S. Government Agency Debt Y 2020-02-01 2021-07-12 2021-07-12 N N N 0.0180 10004504.80 10004504.80 0.0033 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 1.644998% 3133EKD29 US3133EKD295 U.S. Government Agency Debt Y 2020-02-01 2021-08-20 2021-08-20 N N 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39847720.00 39943623.78 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.000000 110000.00 96436.40 Agency Mortgage-Backed Securities FNMA 2049-07-01 5.000000 47044.00 46806.81 Agency Mortgage-Backed Securities FNMA 2049-04-01 3.500000 100000.00 97430.29 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.500000 90000.00 81581.77 Agency Mortgage-Backed Securities FNMA 2049-06-01 3.000000 100000.00 99153.40 Agency Mortgage-Backed Securities FNMA 2034-09-01 2.500000 682443.00 683549.78 Agency Mortgage-Backed Securities FNMA 2049-12-01 2.500000 44998272.00 45173008.73 Agency Mortgage-Backed Securities FNMA 2049-11-01 4.000000 1174974.00 1279990.31 Agency Mortgage-Backed Securities FNMA 2050-02-01 3.000000 29421664.00 30378652.65 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.000000 15997760.00 16955789.41 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 103600000.00 80156777.48 Agency Mortgage-Backed Securities FNMA 2033-12-01 4.000000 4675200.00 4577094.81 Agency Mortgage-Backed Securities FNMA 2049-10-01 3.500000 38222592.00 40263665.68 Agency Mortgage-Backed Securities FNMA 2037-05-01 4.563000 9084464.00 265559.53 Agency Mortgage-Backed Securities FNMA 2037-08-01 3.825000 11521280.00 1256628.77 Agency Mortgage-Backed Securities FNMA 2038-04-01 4.572000 15359800.00 1307873.90 Agency Mortgage-Backed Securities FNMA 2041-04-01 5.000000 320000.00 71702.10 Agency Mortgage-Backed Securities GNMA 2048-07-20 4.000000 2019380.00 1495617.13 Agency Mortgage-Backed Securities GNMA 2049-12-20 3.000000 1294514.00 1331838.96 Agency Mortgage-Backed Securities GNMA 2049-11-20 4.500000 1153374.00 1215830.50 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.500000 1291082.00 1327510.47 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.500000 1371862.00 1447718.35 Agency Mortgage-Backed Securities GNMA 2049-11-20 3.000000 1373256.00 1409540.12 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.000000 1072760.00 1105486.33 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.500000 1244110.00 1312899.88 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 635000000.00 635000000.00 0.2120 N Y Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA NA 1.590000% BNT5SSW18 B4TYDEB6GKMZO031MB27 0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2045-12-20 3.500000 461481366.00 221450000.04 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 215000000.00 215000000.00 0.0718 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 1.570000% BNT5SSWX8 MBNUM2BPBDO7JBLYG310 0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 400.00 405.66 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 54626700.00 59797962.49 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-04-30 2.375000 100.00 106.16 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-05-31 2.125000 22000.00 22977.98 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-06-30 1.875000 1141200.00 1172533.74 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 59798000.00 59798000.00 0.0200 N Y Y N Northern Funds 2020-02-07 Peter K Ewing Peter K Ewing President