N-MFP2 0000916620 XXXXXXXX 2020-11-30 0000916620 5493004ZY1PEJR3C0A81 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 49 103 9537194712.97 9836111197.16 10178260698.05 10085849364.34 0.00 12236382030.73 12288320160.49 12384329285.10 12561942725.81 0.00 0.5608 0.5807 0.5977 0.5899 0.0000 0.7195 0.7254 0.7273 0.7347 0.0000 23874.12 17476458345.00 17472109910.24 6966519.66 268504549.01 17210595755.01 17210235502.6200 1.0000 0.0016 1.0003 1.0003 1.0003 1.0003 0.0000 C000003412 2500.00 17210595755.01 17210235502.6200 1.0003 1.0003 1.0003 1.0003 0.0000 1408352946.88 1276459086.21 1170656970.86 1215870590.05 1312868274.03 1229282970.86 886312678.11 826625574.22 0.00 0.00 5204088358.96 4889143332.99 0.0000 Y The Investment Advisor Reimbursed $2,600,327.81 of fees during the period FEDERAL HOME LOAN BANKS FHLB 0.135000% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2020-12-01 2021-05-14 2021-05-14 N N N 0.0011 45004757.40 45004757.40 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 0.144997% 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y 2020-12-01 2021-02-26 2021-02-26 N N N 0.0010 35003762.15 35003762.15 0.0020 N N N N FEDERAL HOME LOAN BANKS FHLB 0.159998% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 U.S. Government Agency Debt Y 2020-12-01 2021-03-04 2021-03-04 N N N 0.0010 160024243.20 160024243.20 0.0093 N N N N FEDERAL HOME LOAN BANKS FHLB 0.229996% 3130AJCZ0 2549001DPIFGXC1TOL40 US3130AJCZ01 U.S. Government Agency Debt Y 2020-12-01 2021-09-03 2021-09-03 N N N 0.0012 70058125.90 70058125.90 0.0041 N N N N FEDERAL HOME LOAN BANKS FHLB 0.219999% 3130AJHH5 2549001DPIFGXC1TOL40 US3130AJHH57 U.S. Government Agency Debt Y 2020-12-01 2021-01-08 2021-01-08 N N N 0.0009 85011428.25 85011428.25 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 0.309999% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 U.S. Government Agency Debt Y 2020-12-01 2021-04-13 2021-04-13 N N N 0.0011 85063270.60 85063270.60 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 0.349999% 3130AJHP7 2549001DPIFGXC1TOL40 US3130AJHP73 U.S. Government Agency Debt Y 2020-12-01 2021-07-14 2021-07-14 N N N 0.0012 40058156.80 40058156.80 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 0.239997% 3130AJN96 2549001DPIFGXC1TOL40 US3130AJN969 U.S. Government Agency Debt Y 2020-12-01 2021-11-26 2021-11-26 N N N 0.0013 65072068.10 65072068.10 0.0038 N N N N FEDERAL HOME LOAN BANKS FHLB 0.190000% 3130AJPR4 2549001DPIFGXC1TOL40 US3130AJPR48 U.S. Government Agency Debt Y 2020-12-10 2020-12-10 2020-12-10 N N N 0.0008 80002103.20 80002103.20 0.0046 N N N N FEDERAL HOME LOAN BANKS FHLB 0.200000% 3130AJQ36 2549001DPIFGXC1TOL40 US3130AJQ368 U.S. Government Agency Debt Y 2020-12-11 2020-12-11 2020-12-11 N N N 0.0009 40001275.60 40001275.60 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 0.160000% 3130AJUS6 2549001DPIFGXC1TOL40 US3130AJUS65 U.S. Government Agency Debt Y 2021-02-16 2021-02-16 2021-02-16 N N N 0.0018 109994731.00 109994731.00 0.0064 N N N N FEDERAL HOME LOAN BANKS FHLB 0.140000% 3130AJVF3 2549001DPIFGXC1TOL40 US3130AJVF36 U.S. Government Agency Debt Y 2021-05-24 2021-05-24 2021-05-24 N N N 0.0009 35008803.90 35008803.90 0.0020 N N N N FEDERAL HOME LOAN BANKS FHLB 0.090000% 3130AJXC8 2549001DPIFGXC1TOL40 US3130AJXC86 U.S. Government Agency Debt Y 2020-12-01 2020-12-04 2020-12-04 N N N 0.0009 80000062.40 80000062.40 0.0046 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.120000% 3130AJY45 2549001DPIFGXC1TOL40 US3130AJY453 U.S. Government Agency Debt Y 2021-02-18 2021-02-18 2021-02-18 N N N 0.0016 74993802.75 74993802.75 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 0.110000% 3130AK2C9 2549001DPIFGXC1TOL40 US3130AK2C92 U.S. Government Agency Debt Y 2021-01-25 2021-01-25 2021-01-25 N N N 0.0009 30001097.10 30001097.10 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.099997% 3130AK4M5 2549001DPIFGXC1TOL40 US3130AK4M56 U.S. Government Agency Debt Y 2020-12-01 2020-12-09 2020-12-09 N N N 0.0009 90000349.20 90000349.20 0.0052 N N N N FEDERAL HOME LOAN BANKS FHLB 0.099997% 3130AK4N3 2549001DPIFGXC1TOL40 US3130AK4N30 U.S. Government Agency Debt Y 2020-12-01 2020-12-04 2020-12-04 N N N 0.0009 40000064.40 40000064.40 0.0023 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.099997% 3130AK4R4 2549001DPIFGXC1TOL40 US3130AK4R44 U.S. Government Agency Debt Y 2020-12-01 2020-12-09 2020-12-09 N N N 0.0009 75000291.00 75000291.00 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 0.099997% 3130AK4W3 2549001DPIFGXC1TOL40 US3130AK4W39 U.S. Government Agency Debt Y 2020-12-01 2020-12-11 2020-12-11 N N N 0.0009 275001309.00 275001309.00 0.0160 N N N N FEDERAL HOME LOAN BANKS FHLB 0.120000% 3130AK5B8 2549001DPIFGXC1TOL40 US3130AK5B82 U.S. Government Agency Debt Y 2021-03-23 2021-03-23 2021-03-23 N N N 0.0016 39994496.40 39994496.40 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 0.120000% 3130AK5D4 2549001DPIFGXC1TOL40 US3130AK5D49 U.S. Government Agency Debt Y 2021-03-10 2021-03-10 2021-03-10 N N N 0.0016 44995081.95 44995081.95 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 0.100000% 3130AKBA3 2549001DPIFGXC1TOL40 US3130AKBA32 U.S. Government Agency Debt Y 2021-02-25 2021-02-25 2021-02-25 N N N 0.0015 114987708.80 114987708.80 0.0067 N N N N FEDERAL HOME LOAN BANKS FHLB 0.164998% 3130AKBT2 2549001DPIFGXC1TOL40 US3130AKBT23 U.S. Government Agency Debt Y 2020-12-01 2022-10-05 2022-10-05 N N N 0.0016 125021182.50 125021182.50 0.0073 N N N N FEDERAL HOME LOAN BANKS FHLB 0.100000% 3130AKBY1 2549001DPIFGXC1TOL40 US3130AKBY18 U.S. Government Agency Debt Y 2021-04-05 2021-04-05 2021-04-05 N N N 0.0012 99991799.00 99991799.00 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 0.159998% 3130AKD45 2549001DPIFGXC1TOL40 US3130AKD455 U.S. Government Agency Debt Y 2020-12-01 2022-10-26 2022-10-26 N N N 0.0016 45002024.10 45002024.10 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 0.115000% 3130AKD94 2549001DPIFGXC1TOL40 US3130AKD943 U.S. Government Agency Debt Y 2021-04-19 2021-04-19 2021-04-19 N N N 0.0015 179974132.20 179974132.20 0.0105 N N N N FEDERAL HOME LOAN BANKS FHLB 0.109998% 3130AKDJ2 2549001DPIFGXC1TOL40 US3130AKDJ23 U.S. Government Agency Debt Y 2020-12-01 2021-04-21 2021-04-21 N N N 0.0011 48830090.82 48830090.82 0.0028 N N N N FEDERAL HOME LOAN BANKS FHLB 0.100000% 3130AKDK9 2549001DPIFGXC1TOL40 US3130AKDK95 U.S. Government Agency Debt Y 2021-02-02 2021-02-02 2021-02-02 N N N 0.0012 44998192.80 44998192.80 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 0.154998% 3130AKET9 2549001DPIFGXC1TOL40 US3130AKET95 U.S. Government Agency Debt Y 2020-12-01 2022-10-28 2022-10-28 N N N 0.0016 49997247.50 49997247.50 0.0029 N N N N FEDERAL HOME LOAN BANKS FHLB 0.110000% 3130AKF76 2549001DPIFGXC1TOL40 US3130AKF765 U.S. Government Agency Debt Y 2021-05-03 2021-05-03 2021-05-03 N N N 0.0007 125021878.75 125021878.75 0.0073 N N N N FEDERAL HOME LOAN BANKS FHLB 0.110000% 3130AKFD3 2549001DPIFGXC1TOL40 US3130AKFD35 U.S. Government Agency Debt Y 2021-05-04 2021-05-04 2021-05-04 N N N 0.0010 75002752.50 75002752.50 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313AU2 US313313AU29 U.S. Government Agency Debt Y 2021-01-19 2021-01-19 2021-01-19 N N N 0.0008 7829147.39 7829147.39 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313BU1 US313313BU10 U.S. Government Agency Debt Y 2021-02-12 2021-02-12 2021-02-12 N N N 0.0009 1569713.48 1569713.48 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313CY2 US313313CY23 U.S. Government Agency Debt Y 2021-03-12 2021-03-12 2021-03-12 N N N 0.0009 3499116.25 3499116.25 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313DZ8 US313313DZ88 U.S. Government Agency Debt Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0009 939703.90 939703.90 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313EA2 US313313EA29 U.S. Government Agency Debt Y 2021-04-07 2021-04-07 2021-04-07 N N N 0.0009 19993650.00 19993650.00 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313EH7 US313313EH71 U.S. Government Agency Debt Y 2021-04-14 2021-04-14 2021-04-14 N N N 0.0009 2749078.75 2749078.75 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313FE3 US313313FE32 U.S. Government Agency Debt Y 2021-05-05 2021-05-05 2021-05-05 N N N 0.0009 2998837.50 2998837.50 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313FL7 US313313FL74 U.S. Government Agency Debt Y 2021-05-11 2021-05-11 2021-05-11 N N N 0.0009 2998792.50 2998792.50 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313JJ8 US313313JJ82 U.S. Government Agency Debt Y 2021-07-20 2021-07-20 2021-07-20 N N N 0.0010 14990374.95 14990374.95 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313JK5 US313313JK55 U.S. Government Agency Debt Y 2021-07-21 2021-07-21 2021-07-21 N N N 0.0010 9993555.60 9993555.60 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313KF4 US313313KF42 U.S. Government Agency Debt Y 2021-08-10 2021-08-10 2021-08-10 N N N 0.0010 10992300.00 10992300.00 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313KG2 US313313KG25 U.S. Government Agency Debt Y 2021-08-11 2021-08-11 2021-08-11 N N N 0.0010 4197048.32 4197048.32 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313MF2 US313313MF24 U.S. Government Agency Debt Y 2021-09-27 2021-09-27 2021-09-27 N N N 0.0010 2872604.18 2872604.18 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313MJ4 US313313MJ46 U.S. Government Agency Debt Y 2021-09-30 2021-09-30 2021-09-30 N N N 0.0010 2497895.83 2497895.83 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313MX3 US313313MX30 U.S. Government Agency Debt Y 2021-10-13 2021-10-13 2021-10-13 N N N 0.0011 7492758.30 7492758.30 0.0004 N N N N FEDERAL HOME LOAN BANKS FHLB 313384S42 2549001DPIFGXC1TOL40 US313384S421 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2020-12-07 N N N 0.0006 129998700.00 129998700.00 0.0076 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384V22 2549001DPIFGXC1TOL40 US313384V227 U.S. Government Agency Debt Y 2020-12-29 2020-12-29 2020-12-29 N N N 0.0006 99995333.00 99995333.00 0.0058 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385AL0 2549001DPIFGXC1TOL40 US313385AL07 U.S. Government Agency Debt Y 2021-01-11 2021-01-11 2021-01-11 N N N 0.0008 84992255.65 84992255.65 0.0049 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385CU8 2549001DPIFGXC1TOL40 US313385CU87 U.S. Government Agency Debt Y 2021-03-08 2021-03-08 2021-03-08 N N N 0.0009 40990057.50 40990057.50 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 313385DN3 2549001DPIFGXC1TOL40 US313385DN36 U.S. Government Agency Debt Y 2021-03-26 2021-03-26 2021-03-26 N N N 0.0009 99971250.00 99971250.00 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 313385EK8 2549001DPIFGXC1TOL40 US313385EK87 U.S. Government Agency Debt Y 2021-04-16 2021-04-16 2021-04-16 N N N 0.0009 89969400.00 89969400.00 0.0052 N N N N FEDERAL HOME LOAN BANKS FHLB 313385EQ5 2549001DPIFGXC1TOL40 US313385EQ57 U.S. Government Agency Debt Y 2021-04-21 2021-04-21 2021-04-21 N N N 0.0009 99964750.00 99964750.00 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 313385ER3 2549001DPIFGXC1TOL40 US313385ER31 U.S. Government Agency Debt Y 2021-04-22 2021-04-22 2021-04-22 N N N 0.0009 99964500.00 99964500.00 0.0058 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.307800% 3133EJF61 US3133EJF615 U.S. Government Agency Debt Y 2020-12-01 2021-10-12 2021-10-12 N N N 0.0015 25031877.50 25031877.50 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.275104% 3133EK2R6 US3133EK2R67 U.S. Government Agency Debt Y 2020-12-01 2021-10-15 2021-10-15 N N N 0.0013 35044687.30 35044687.30 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.230497% 3133EK5K8 US3133EK5K87 U.S. Government Agency Debt Y 2020-12-04 2021-05-04 2021-05-04 N N N 0.0014 55023139.60 55023139.60 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.302799% 3133EK6T8 US3133EK6T87 U.S. Government Agency Debt Y 2020-12-01 2021-07-12 2021-07-12 N N N 0.0015 40036232.40 40036232.40 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.131364% 3133EKD29 US3133EKD295 U.S. Government Agency Debt Y 2020-12-01 2021-08-20 2021-08-20 N N N 0.0012 20003572.80 20003572.80 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.188704% 3133EKPM2 US3133EKPM27 U.S. Government Agency Debt Y 2020-12-01 2021-06-07 2021-06-07 N N N 0.0015 25004267.50 25004267.50 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.225147% 3133EKT63 US3133EKT630 U.S. Government Agency Debt Y 2020-12-01 2021-09-24 2021-09-24 N N N 0.0012 30023865.00 30023865.00 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.181944% 3133EKWM4 US3133EKWM44 U.S. Government Agency Debt Y 2020-12-01 2021-07-26 2021-07-26 N N N 0.0015 80013918.40 80013918.40 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.230295% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2020-12-01 2022-07-28 2022-07-28 N N N 0.0015 30037536.00 30037536.00 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.154760% 3133EL3F9 US3133EL3F92 U.S. Government Agency Debt Y 2020-12-01 2022-05-10 2022-05-10 N N N 0.0017 54987889.00 54987889.00 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.159998% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y 2020-12-01 2021-01-14 2021-01-14 N N N 0.0009 19001541.09 19001541.09 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.265208% 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y 2020-12-01 2022-01-14 2022-01-14 N N N 0.0013 15021565.50 15021565.50 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.284929% 3133ELN59 US3133ELN599 U.S. Government Agency Debt Y 2020-12-01 2022-06-23 2022-06-23 N N N 0.0015 80167544.00 80167544.00 0.0047 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.435819% 3133ELWG5 US3133ELWG58 U.S. Government Agency Debt Y 2020-12-01 2022-04-07 2022-04-07 N N N 0.0014 40158015.20 40158015.20 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.405399% 3133ELWM2 US3133ELWM27 U.S. Government Agency Debt Y 2020-12-01 2022-01-12 2022-01-12 N N N 0.0013 60180837.60 60180837.60 0.0035 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.487317% 3133ELWV2 US3133ELWV26 U.S. Government Agency Debt Y 2020-12-01 2022-01-21 2022-01-21 N N N 0.0016 15054541.50 15054541.50 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.164998% 3133EMDQ2 US3133EMDQ25 U.S. Government Agency Debt Y 2020-12-01 2022-10-14 2022-10-14 N N N 0.0016 16345926.76 16345926.76 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.159642% 3133EMFQ0 US3133EMFQ07 U.S. Government Agency Debt Y 2020-12-01 2022-11-03 2022-11-03 N N N 0.0016 29997829.80 29997829.80 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.129999% 3134GVFG8 S6XOOCT0IEG5ABCC6L87 US3134GVFG88 U.S. Government Agency Debt Y 2020-12-01 2021-03-05 2021-03-05 N N N 0.0010 10000759.10 10000759.10 0.0006 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC FLOAT 0.225975% 3134GVGQ5 S6XOOCT0IEG5ABCC6L87 US3134GVGQ51 U.S. Government Agency Debt Y 2020-12-01 2021-12-10 2021-12-10 N N N 0.0013 90084555.00 90084555.00 0.0052 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.166665% 3134GW2G0 S6XOOCT0IEG5ABCC6L87 US3134GW2G01 U.S. Government Agency Debt Y 2020-12-01 2022-08-19 2022-08-19 N N N 0.0015 45021177.00 45021177.00 0.0026 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.435819% 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y 2020-12-01 2022-04-07 2022-04-07 N N N 0.0014 75296312.25 75296312.25 0.0044 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.475106% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2020-12-01 2022-04-15 2022-04-15 N N N 0.0014 85387606.80 85387606.80 0.0050 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.394999% 3135G03V3 B1V7KEBTPIMZEU4LTD58 US3135G03V30 U.S. Government Agency Debt Y 2020-12-01 2022-01-24 2022-01-24 N N N 0.0013 75223137.75 75223137.75 0.0044 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UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-13 0.00 768500.00 768197.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-27 0.00 70515600.00 70485278.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-13 0.00 35431800.00 35419788.62 U.S. Treasuries (including strips) FHLB 2022-03-11 2.625000 475000.00 492627.45 Agency Debentures and Agency Strips FHLB 2021-01-08 0.00 17600000.00 17598081.60 Agency Debentures and Agency Strips FNMA 2025-11-07 0.500000 787000.00 786990.56 Agency Debentures and Agency Strips FNMA 2030-11-01 1.500000 16327783.00 16812788.90 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2021-05-27 0.00 6969400.00 6966124.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-20 0.00 20633700.00 20626354.40 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2050-11-15 1.625000 805000.00 814753.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-11-30 0.375000 1129000.00 1129340.96 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 750000000.00 750000000.00 0.0436 N Y Y N NOMURA SECURITIES INTERNATIONAL INC TRI-PARTY NOMURA SECURITIES INTERN 0.080000% OXTKY6Q8X53C9ILVV871 0 BNT6FQNE6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-11-15 0.00 14276000.00 12469629.17 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2029-09-15 6.750000 513000.00 771617.40 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2030-05-01 7.125000 4769000.00 7312844.61 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2060-09-15 4.625000 14596000.00 22850365.19 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2036-04-01 5.880000 13000000.00 20050155.67 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2038-06-15 5.500000 1211000.00 1878343.75 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2032-07-15 0.00 3200000.00 2683862.40 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-11-15 6.625000 76886000.00 116824464.74 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2048-01-15 4.875000 1388000.00 2137660.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE - F 2031-03-15 0.00 61110000.00 52723202.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE - F 2027-07-15 0.00 24999000.00 23471286.11 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTHORITY - T 2038-01-15 0.00 1000000.00 695645.00 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 425000.00 459229.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-30 1.375000 100.00 103.65 U.S. Treasuries (including strips) FNMA 2026-04-24 2.125000 1952000.00 2121800.58 Agency Debentures and Agency Strips FNMA 2021-08-17 1.250000 355000.00 359022.29 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2023-07-31 1.250000 62005000.00 64023264.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2020-12-09 0.00 328000.00 327993.44 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.125000 8542900.00 8630424.59 U.S. Treasuries (including strips) FNMA 2026-09-24 1.875000 2029000.00 2186660.40 Agency Debentures and Agency Strips FNMA 2021-05-06 1.250000 1098000.00 1104168.93 Agency Debentures and Agency Strips FNMA 2028-11-15 0.00 6588000.00 6067093.43 Agency Mortgage-Backed Securities BILL 11/08/18 2035-06-15 0.00 618000.00 464068.56 Agency Debentures and Agency Strips FMAC 2029-12-17 0.00 87870000.00 77962657.50 Agency Debentures and Agency Strips FNMA 2033-01-15 0.00 300000.00 248490.00 Agency Mortgage-Backed Securities FNMA 2030-11-15 0.00 1690000.00 1460589.26 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 20065000.00 20598578.13 U.S. Treasuries (including strips) FHLB 2021-10-12 3.000000 10000.00 10287.87 Agency Debentures and Agency Strips FHLB 2028-11-16 3.250000 25280000.00 30159947.27 Agency Debentures and Agency Strips FNMA 2027-09-23 0.00 1000000.00 945300.00 Agency Mortgage-Backed Securities BILL 05/23/19 2065-09-15 0.00 16000000.00 4842560.00 Agency Debentures and Agency Strips FHLB 2022-03-11 2.500000 495000.00 512430.98 Agency Debentures and Agency Strips 5.25 TVPR 39 C 2039-09-15 0.00 508000.00 332706.98 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2022-05-15 2.125000 33170000.00 34154237.65 U.S. Treasuries (including strips) 3.50 TVPR 42 B 2042-12-15 0.00 8000.00 4741.86 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 1.500000 20046300.00 20329368.15 U.S. Treasuries (including strips) FNMA 2022-09-06 1.375000 1458000.00 1493616.51 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-03 0.00 435900.00 435898.26 U.S. Treasuries (including strips) FMAC 2025-02-12 1.500000 3506000.00 3684911.18 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2021-01-08 0.220000 4885000.00 4887266.10 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 0.199018 26494300.00 26524263.34 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-05-20 0.00 53501400.00 53477645.38 U.S. Treasuries (including strips) FNMA 2025-04-22 0.625000 3557000.00 3597136.20 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2022-06-30 0.125000 103406800.00 103424451.66 U.S. Treasuries (including strips) FHLB 2020-12-28 0.00 25000000.00 24998075.00 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2040-05-15 1.125000 54800600.00 52754135.17 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-15 0.250000 19301100.00 19356234.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-06-30 0.250000 1510300.00 1505833.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-07 0.00 27589600.00 27587116.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-05 0.00 3681000.00 3680738.65 U.S. Treasuries (including strips) FNMA 2034-01-15 0.00 2084000.00 1624179.99 Agency Mortgage-Backed Securities FMAC 2025-07-21 0.375000 117000.00 116730.42 Agency Debentures and Agency Strips 5.375 TVPR 56 A 2056-04-01 0.00 1200000.00 476580.00 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.00 34993000.00 34971199.36 U.S. Treasuries (including strips) FMAC 2036-09-15 0.00 13851000.00 10335754.71 Agency Debentures and Agency Strips FMAC 2025-09-23 0.375000 332000.00 330238.43 Agency Debentures and Agency Strips FNMA 2027-10-08 0.750000 38298000.00 38218244.41 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2027-11-30 0.625000 27810500.00 27828020.62 U.S. Treasuries (including strips) FHLB 2025-11-25 0.570000 78550000.00 78416478.09 Agency Debentures and Agency Strips FHLB 2020-12-10 0.00 523000.00 522989.54 Agency Debentures and Agency Strips FMAC 2024-04-08 0.375000 85062000.00 85068011.05 Agency Debentures and Agency Strips FMAC 2025-11-25 0.625000 160304000.00 160537050.85 Agency Debentures and Agency Strips FNMA 2025-11-07 0.500000 334000.00 333995.99 Agency Debentures and Agency Strips FMAC 2023-11-06 0.250000 99859000.00 99755706.96 Agency Debentures and Agency Strips 5.50 TVPR 38 C 2038-06-15 0.00 24000000.00 16267920.00 Agency Debentures and Agency Strips USTR 254900HROIFWPRGM1V77 2025-11-30 0.375000 4613400.00 4614793.25 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 1400000000.00 1400000000.00 0.0813 N Y Y N NOMURA SECURITIES INTERNATIONAL INC TRI-PARTY NOMURA SECURITIES INTERN 0.080000% OXTKY6Q8X53C9ILVV871 0 BNT6FQP61 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2039-02-15 3.500000 4296300.00 5955177.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.125000 9922000.00 10124584.11 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-30 1.875000 56000.00 56982.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 2.375000 100.00 101.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-15 2.625000 4931600.00 5057887.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-31 2.125000 91000.00 91917.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-03 0.00 180377400.00 180376678.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-04 0.00 19925600.00 19920837.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-18 0.00 8484100.00 8481809.29 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-11-30 0.125000 4056000.00 4053606.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-13 0.00 270000.00 269893.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-05-27 0.00 148180200.00 148110555.31 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 375000000.00 375000000.00 0.0218 N Y Y N BANK OF AMERICA NA TRI-PARTY BANK OF AMERICA NA 0.090000% B4TYDEB6GKMZO031MB27 0 BNT6FQP79 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2049-06-20 3.500000 180424597.00 92700000.37 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 90000000.00 90000000.00 0.0052 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.070000% MBNUM2BPBDO7JBLYG310 0 BNT6FQP87 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 97000.00 115992.80 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 72176900.00 77989993.23 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-02-28 2.750000 1100.00 1221.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-03-31 2.625000 3054100.00 3371506.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-30 2.875000 29256500.00 32605245.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-02-28 1.125000 100.00 103.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-03-31 0.500000 65600.00 66175.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-04-15 0.125000 160677900.00 171814003.13 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0007 280357000.00 280357000.00 0.0163 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.029999% 254900J6B390XMPVLV82 0 BRS9FKAT6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 2021-07-15 0.625000 14562916.66 17000760.71 U.S. Treasuries (including strips) Y 2020-12-07 2020-12-07 2050-01-01 Y SOCIETE GENERALE (NEW YORK BRANCH) 1.0000 7 N N N 0.0103 16666666.66 16666666.66 0.0010 N N Y N Northern Funds 2020-12-07 Peter K Ewing Peter K Ewing President