N-MFP2 0000916620 XXXXXXXX 2023-12-31 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 Government/Agency N 33 82 13463621592.61 13151641230.46 13072542124.96 13383740029.34 13864956398.27 15265507882.61 14958587990.46 14837520124.96 15133740029.34 15614956398.27 0.6482 0.6377 0.6358 0.6393 0.6480 0.7350 0.7253 0.7217 0.7229 0.7297 33579012.03 21869310693.30 21869780504.92 62587272.17 652485999.36 21313460789.76 21313550333.5600 1.0000 0.0543 1.0000 1.0000 1.0000 1.0000 1.0000 C000003412 2500.00 21313460789.76 21313550333.5600 1.0000 1.0000 1.0000 1.0000 1.0000 2211358294.83 1651597928.92 1751922617.21 1920132289.88 1977225174.23 2061658974.56 2589407816.22 2236702315.59 2290356195.60 1842060389.87 9454391281.81 8535125593.30 0.0508 Y The Investment Advisor Reimbursed $147,070.54 of fees during the period FEDERAL HOME LOAN BANKS FHLB 5.519998% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 U.S. Government Agency Debt Y 2024-01-01 2024-03-14 2024-03-14 N N N 0.0545 70014634.90 70014634.90 0.0033 N N N N 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HOME LOAN BANKS FHLB 5.300000% 3130AVR20 2549001DPIFGXC1TOL40 US3130AVR205 U.S. Government Agency Debt Y 2024-05-17 2024-05-17 2024-05-17 N N N 0.0550 164820480.00 164820480.00 0.0077 N N N N FEDERAL HOME LOAN BANKS FHLB 5.370000% 3130AVSS2 2549001DPIFGXC1TOL40 US3130AVSS22 U.S. Government Agency Debt Y 2024-05-21 2024-05-21 2024-05-21 N N N 0.0524 49999322.50 49999322.50 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 5.330000% 3130AVTN2 2549001DPIFGXC1TOL40 US3130AVTN26 U.S. Government Agency Debt Y 2024-05-24 2024-05-24 2024-05-24 N N N 0.0529 65000000.00 65000000.00 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 5.400000% 3130AVVR0 2549001DPIFGXC1TOL40 US3130AVVR02 U.S. Government Agency Debt Y 2024-05-30 2024-05-30 2024-05-30 N N N 0.0558 99894316.00 99894316.00 0.0047 N N N N FEDERAL HOME LOAN BANKS FHLB 5.310000% 3130AW5K2 2549001DPIFGXC1TOL40 US3130AW5K29 U.S. Government Agency Debt Y 2024-06-14 2024-06-14 2024-06-14 N N N 0.0561 99866403.00 99866403.00 0.0047 N N N N FEDERAL HOME LOAN BANKS FHLB 5.479999% 3130AWA91 2549001DPIFGXC1TOL40 US3130AWA910 U.S. Government Agency Debt Y 2024-01-01 2024-02-26 2024-02-26 N N N 0.0544 125011750.00 125011750.00 0.0059 N N N N FEDERAL HOME LOAN BANKS FHLB 5.440000% 3130AWAL4 2549001DPIFGXC1TOL40 US3130AWAL44 U.S. Government Agency Debt Y 2024-06-21 2024-06-21 2024-06-21 N N N 0.0564 49954867.50 49954867.50 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 5.600000% 3130AWBW9 2549001DPIFGXC1TOL40 US3130AWBW99 U.S. Government Agency Debt Y 2024-06-26 2024-06-26 2024-06-26 N N N 0.0568 82932426.38 82932426.38 0.0039 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.510000% 3130AWFH8 2549001DPIFGXC1TOL40 US3130AWFH86 U.S. Government Agency Debt Y 2024-07-12 2024-07-12 2024-07-12 N N N 0.0556 149907970.50 149907970.50 0.0070 N N N N FEDERAL HOME LOAN BANKS FHLB 5.559998% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt Y 2024-01-01 2025-07-25 2025-07-25 N N N 0.0555 40028176.00 40028176.00 0.0019 N N N N FEDERAL HOME LOAN BANKS FHLB 5.539996% 3130AWPC8 2549001DPIFGXC1TOL40 US3130AWPC89 U.S. Government Agency Debt Y 2024-01-01 2025-04-21 2025-04-21 N N N 0.0557 50007114.00 50007114.00 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 5.580000% 3130AWPE4 2549001DPIFGXC1TOL40 US3130AWPE46 U.S. Government Agency Debt Y 2024-08-19 2024-08-19 2024-08-19 N N N 0.0577 109875786.90 109875786.90 0.0052 N N N N FEDERAL HOME LOAN BANKS FHLB 5.620000% 3130AWQW3 2549001DPIFGXC1TOL40 US3130AWQW35 U.S. Government Agency Debt Y 2024-08-26 2024-08-26 2024-08-26 N N N 0.0585 79888158.40 79888158.40 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 5.559998% 3130AWTG5 2549001DPIFGXC1TOL40 US3130AWTG57 U.S. Government Agency Debt Y 2024-01-01 2025-08-08 2025-08-08 N N N 0.0557 15006732.15 15006732.15 0.0007 N N N N FEDERAL HOME LOAN BANKS FHLB 5.640000% 3130AWWG1 2549001DPIFGXC1TOL40 US3130AWWG11 U.S. Government Agency Debt Y 2024-09-13 2024-09-13 2024-09-13 N N N 0.0611 149524255.50 149524255.50 0.0070 N N N N FEDERAL HOME LOAN BANKS FHLB 5.580000% 3130AXE53 2549001DPIFGXC1TOL40 US3130AXE530 U.S. Government Agency Debt Y 2024-10-28 2024-10-28 2024-10-28 N N N 0.0559 119974233.60 119974233.60 0.0056 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.620000% 3130AXJ58 2549001DPIFGXC1TOL40 US3130AXJ588 U.S. Government Agency Debt Y 2024-11-12 2024-11-12 2024-11-12 N N N 0.0564 189963339.50 189963339.50 0.0089 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.700000% 3130AXKD9 2549001DPIFGXC1TOL40 US3130AXKD90 U.S. Government Agency Debt Y 2024-11-15 2024-11-15 2024-11-15 N N N 0.0570 109981026.10 109981026.10 0.0052 N N N N FEDERAL HOME LOAN BANKS FHLB 5.710000% 3130AXKN7 2549001DPIFGXC1TOL40 US3130AXKN72 U.S. Government Agency Debt Y 2024-11-15 2024-11-15 2024-11-15 N N N 0.0571 79985711.20 79985711.20 0.0038 N N N N FEDERAL HOME LOAN BANKS FHLB 5.439999% 3130AXKR8 2549001DPIFGXC1TOL40 US3130AXKR86 U.S. Government Agency Debt Y 2024-01-01 2024-01-24 2024-01-24 N N N 0.0527 210022512.00 210022512.00 0.0099 N N N N FEDERAL HOME LOAN BANKS FHLB 5.445000% 3130AXKS6 2549001DPIFGXC1TOL40 US3130AXKS69 U.S. Government Agency Debt Y 2024-01-01 2024-02-26 2024-02-26 N N N 0.0544 220009079.40 220009079.40 0.0103 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.439999% 3130AXLF3 2549001DPIFGXC1TOL40 US3130AXLF30 U.S. Government Agency Debt Y 2024-01-01 2024-01-25 2024-01-25 N N N 0.0547 219996858.40 219996858.40 0.0103 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.449996% 3130AXPN2 2549001DPIFGXC1TOL40 US3130AXPN28 U.S. Government Agency Debt Y 2024-01-01 2024-03-04 2024-03-04 N N N 0.0545 55002822.05 55002822.05 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 5.449996% 3130AXQ92 2549001DPIFGXC1TOL40 US3130AXQ922 U.S. Government Agency Debt Y 2024-01-01 2024-03-06 2024-03-06 N N N 0.0545 100005568.00 100005568.00 0.0047 N N N N FEDERAL HOME LOAN BANKS FHLB 5.445000% 3130AXQB7 2549001DPIFGXC1TOL40 US3130AXQB70 U.S. Government Agency Debt Y 2024-01-01 2024-02-02 2024-02-02 N N N 0.0544 145001996.65 145001996.65 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 5.445000% 3130AXQD3 2549001DPIFGXC1TOL40 US3130AXQD37 U.S. Government Agency Debt Y 2024-01-01 2024-02-05 2024-02-05 N N N 0.0544 35000581.00 35000581.00 0.0016 N N N N FEDERAL HOME LOAN BANKS FHLB 5.599998% 3130AXSJ8 2549001DPIFGXC1TOL40 US3130AXSJ88 U.S. Government Agency Debt Y 2024-01-01 2025-11-13 2025-11-13 N N N 0.0564 10000000.00 10000000.00 0.0005 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.500000% 3130AXVX3 2549001DPIFGXC1TOL40 US3130AXVX36 U.S. Government Agency Debt Y 2024-12-20 2024-12-20 2024-12-20 N N N 0.0522 120123132.00 120123132.00 0.0056 N N N N FEDERAL HOME LOAN BANKS FHLB 5.510000% 3130AXWK0 2549001DPIFGXC1TOL40 US3130AXWK06 U.S. Government Agency Debt Y 2024-12-23 2024-12-23 2024-12-23 N N N 0.0549 110006592.30 110006592.30 0.0052 N N N N FEDERAL HOME LOAN BANKS FHLB 5.535000% 3130AXYX0 2549001DPIFGXC1TOL40 US3130AXYX09 U.S. Government Agency Debt Y 2025-01-03 2025-01-03 2025-01-03 N N N 0.0562 184832045.90 184832045.90 0.0087 N N N N FEDERAL HOME LOAN BANKS FHLB 5.530000% 3130AY3V6 2549001DPIFGXC1TOL40 US3130AY3V65 U.S. Government Agency Debt Y 2025-01-08 2025-01-08 2025-01-08 N N N 0.0562 59908681.20 59908681.20 0.0028 N N N N FEDERAL HOME LOAN BANKS FHLB 5.609998% 3130AYAA4 2549001DPIFGXC1TOL40 US3130AYAA45 U.S. Government Agency Debt Y 2024-01-01 2025-12-26 2025-12-26 N N N 0.0556 55048945.60 55048945.60 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 313384VU0 2549001DPIFGXC1TOL40 US313384VU02 U.S. Government Agency Debt Y 2024-04-19 2024-04-19 2024-04-19 N N N 0.0513 44282500.20 44282500.20 0.0021 N N N N FEDERAL HOME LOAN BANKS FHLB 313384WJ4 2549001DPIFGXC1TOL40 US313384WJ48 U.S. Government Agency Debt Y 2024-05-03 2024-05-03 2024-05-03 N N N 0.0505 176818500.00 176818500.00 0.0083 N N N N FEDERAL HOME LOAN BANKS FHLB 313384WR6 2549001DPIFGXC1TOL40 US313384WR63 U.S. Government Agency Debt Y 2024-05-10 2024-05-10 2024-05-10 N N N 0.0505 66731328.08 66731328.08 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.559998% 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 U.S. Government Agency Debt Y 2024-01-01 2025-11-03 2025-11-03 N N N 0.0558 15004865.55 15004865.55 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.574999% 3133EPB20 254900C5LP6DN9OP9V83 US3133EPB207 U.S. Government Agency Debt Y 2024-01-01 2025-11-06 2025-11-06 N N N 0.0556 230006580.30 230006580.30 0.0108 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.454997% 3133EPBV6 254900C5LP6DN9OP9V83 US3133EPBV68 U.S. Government Agency Debt Y 2024-01-01 2025-02-24 2025-02-24 N N N 0.0549 34984633.60 34984633.60 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPCZ6 254900C5LP6DN9OP9V83 US3133EPCZ63 U.S. Government Agency Debt Y 2024-01-01 2025-01-13 2025-01-13 N N N 0.0543 85023217.75 85023217.75 0.0040 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.549997% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt Y 2024-01-01 2025-01-03 2025-01-03 N N N 0.0551 30023055.30 30023055.30 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.574999% 3133EPF59 254900C5LP6DN9OP9V83 US3133EPF596 U.S. Government Agency Debt Y 2024-01-01 2025-11-21 2025-11-21 N N N 0.0556 55038241.50 55038241.50 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.559998% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 U.S. Government Agency Debt Y 2024-01-01 2025-04-10 2025-04-10 N N N 0.0552 20011813.60 20011813.60 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.535000% 3133EPGJ8 254900C5LP6DN9OP9V83 US3133EPGJ85 U.S. Government Agency Debt Y 2024-01-01 2025-04-21 2025-04-21 N N N 0.0552 80052504.00 80052504.00 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.535000% 3133EPHV0 254900C5LP6DN9OP9V83 US3133EPHV05 U.S. Government Agency Debt Y 2024-01-01 2025-05-05 2025-05-05 N N N 0.0552 75031452.00 75031452.00 0.0035 N N N N 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2025-05-02 N N N 0.0546 29998701.30 29998701.30 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.559998% 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 U.S. Government Agency Debt Y 2024-01-01 2025-10-06 2025-10-06 N N N 0.0556 35022601.60 35022601.60 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.504997% 3133EPYN9 254900C5LP6DN9OP9V83 US3133EPYN95 U.S. Government Agency Debt Y 2024-01-01 2024-10-16 2024-10-16 N N N 0.0547 120066326.40 120066326.40 0.0056 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.569999% 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 U.S. Government Agency Debt Y 2024-01-01 2025-10-23 2025-10-23 N N N 0.0561 59998613.40 59998613.40 0.0028 N N N N UNITED STATES TREASURY TREASURY 912797FH5 254900HROIFWPRGM1V77 US912797FH58 U.S. Treasury Debt Y 2024-05-16 2024-05-16 2024-05-16 N N N 0.0529 93178493.75 93178493.75 0.0044 N Y Y N UNITED STATES TREASURY TREASURY 912797FH5 254900HROIFWPRGM1V77 US912797FH58 U.S. Treasury Debt Y 2024-05-16 2024-05-16 2024-05-16 N N N 0.0529 93178493.75 93178493.75 0.0044 N Y Y N UNITED STATES TREASURY TREASURY 912797HF7 254900HROIFWPRGM1V77 US912797HF74 U.S. Treasury Debt Y 2024-04-11 2024-04-11 2024-04-11 N N N 0.0533 83775527.40 83775527.40 0.0039 N Y Y N UNITED STATES TREASURY TREASURY 912797JB4 254900HROIFWPRGM1V77 US912797JB43 U.S. Treasury Debt Y 2024-01-30 2024-01-30 2024-01-30 N N N 0.0539 59752993.20 59752993.20 0.0028 N Y Y N UNITED STATES TREASURY TREASURY 912797JB4 254900HROIFWPRGM1V77 US912797JB43 U.S. Treasury Debt Y 2024-01-30 2024-01-30 2024-01-30 N N N 0.0539 179258979.60 179258979.60 0.0084 N Y Y N UNITED STATES TREASURY TREASURY 912797JH1 254900HROIFWPRGM1V77 US912797JH13 U.S. Treasury Debt Y 2024-03-12 2024-03-12 2024-03-12 N N N 0.0532 19797855.60 19797855.60 0.0009 N Y Y N UNITED STATES TREASURY TREASURY 912797JH1 254900HROIFWPRGM1V77 US912797JH13 U.S. Treasury Debt Y 2024-03-12 2024-03-12 2024-03-12 N N N 0.0532 67312709.04 67312709.04 0.0032 N Y Y N UNITED STATES 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BANK PLC TRI-PARTY BARCLAYS BANK 5.350000% G5GSEF7VJP5I7OUK5573 0 BNT914M96 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association - GNMA - Ginnie Mae 2042-01-20 3.500000 586299750.00 50759766.60 Agency Mortgage-Backed Securities GNMA 2046-06-20 3.500000 614000000.00 80853411.51 Agency Mortgage-Backed Securities GNMA 2042-08-15 3.000000 685999996.00 89919123.91 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 87887798.00 87467698.08 Agency Mortgage-Backed Securities Y 2024-01-02 2024-01-02 2024-01-02 N N N 0.0535 300000000.00 300000000.00 0.0141 N Y Y N BARCLAYS BANK PLC TRI-PARTY BARCLAYS BAN 5.340000% G5GSEF7VJP5I7OUK5573 0 BNT914MN5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 309633400.00 334212853.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-02-15 3.500000 171401700.00 168812811.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-15 3.750000 184336900.00 184009596.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-05-15 3.375000 344615000.00 332964831.70 U.S. Treasuries (including strips) Y 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 1000000000.00 1000000000.00 0.0469 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 5.340000% MBNUM2BPBDO7JBLYG310 0 BNT914MX3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 100.00 83.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 300.00 241.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 2.250000 18300.00 13041.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-11-15 2.375000 917500.00 666686.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 2.000000 50685900.00 33999965.09 U.S. Treasuries (including strips) Y 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 34000000.00 34000000.00 0.0016 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 5.340000% MBNUM2BPBDO7JBLYG310 0 BNT914MZ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 0.750000 709491000.00 654703581.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-09-30 4.625000 350047400.00 365296497.67 U.S. Treasuries (including strips) Y 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 1000000000.00 1000000000.00 0.0469 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK 5.300000% 254900Y8NKGV541U8Q32 0 BNT916327 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 27257700.00 26922830.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 2819700.00 2622371.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 1.625000 277229200.00 248459305.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 202785000.00 181490625.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 429350300.00 376670511.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.250000 1098550200.00 1078460131.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.375000 4464121400.00 4358374249.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 1.500000 1329226000.00 1289450876.89 U.S. Treasuries (including strips) Y 2024-01-02 2024-01-02 2024-01-02 N N N 0.0530 7558000000.00 7558000000.00 0.3546 N Y Y N Northern Funds 2024-01-08 Peter K Ewing Peter K Ewing President