N-MFP2 0000916620 XXXXXXXX 2024-02-29 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 44 95 13398928470.88 13299325286.19 13190307680.38 13931858468.72 0.00 15258446304.21 15049325286.19 15285307680.38 15726495812.47 0.00 0.6368 0.6418 0.6339 0.6708 0.0000 0.7252 0.7263 0.7346 0.7573 0.0000 37991158.26 20360443131.67 20362120389.09 52386547.60 192880003.65 20259618091.30 20259697014.6800 1.0000 0.0539 1.0000 1.0000 1.0000 0.9999 0.0000 C000003412 2500.00 20259618091.30 20259697014.6800 1.0000 1.0000 1.0000 0.9999 0.0000 2003918066.31 1820702229.11 1321976807.51 1662382092.90 1524883853.08 1459017505.53 1097040282.88 1158659719.12 0.00 0.00 6055752866.62 6369496700.23 0.0504 Y The Investment Advisor Reimbursed $137,629.30 of fees during the period FEDERAL HOME LOAN BANKS FHLB 5.429998% 3130AVES7 2549001DPIFGXC1TOL40 US3130AVES77 U.S. Government Agency Debt Y 2024-03-01 2024-03-14 2024-03-14 N N N 0.0532 70002949.80 70002949.80 0.0035 N N N N FEDERAL HOME LOAN BANKS FHLB 5.429998% 3130AVEY4 2549001DPIFGXC1TOL40 US3130AVEY46 U.S. Government Agency Debt Y 2024-03-01 2024-03-06 2024-03-06 N N N 0.0532 50000719.00 50000719.00 0.0025 N N Y N FEDERAL HOME LOAN BANKS FHLB 5.330000% 3130AVJ78 2549001DPIFGXC1TOL40 US3130AVJ780 U.S. Government Agency Debt Y 2024-04-26 2024-04-26 2024-04-26 N N N 0.0538 44981954.10 44981954.10 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 5.350000% 3130AVJ86 2549001DPIFGXC1TOL40 US3130AVJ863 U.S. Government Agency Debt Y 2024-04-26 2024-04-26 2024-04-26 N N N 0.0522 54992552.45 54992552.45 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 5.270000% 3130AVLA8 2549001DPIFGXC1TOL40 US3130AVLA86 U.S. Government Agency Debt Y 2024-05-03 2024-05-03 2024-05-03 N N N 0.0521 129970246.90 129970246.90 0.0064 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 0.0568 99891753.00 99891753.00 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 5.469998% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt Y 2024-03-01 2025-07-25 2025-07-25 N N N 0.0546 40024600.00 40024600.00 0.0020 N N N N FEDERAL HOME LOAN BANKS FHLB 5.449996% 3130AWPC8 2549001DPIFGXC1TOL40 US3130AWPC89 U.S. Government Agency Debt Y 2024-03-01 2025-04-21 2025-04-21 N N N 0.0548 50005213.00 50005213.00 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 5.469998% 3130AWTG5 2549001DPIFGXC1TOL40 US3130AWTG57 U.S. Government Agency Debt Y 2024-03-01 2025-08-08 2025-08-08 N N N 0.0544 15013241.10 15013241.10 0.0007 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 0.0566 119927749.20 119927749.20 0.0059 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 0.0566 189945622.00 189945622.00 0.0094 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.359996% 3130AXPN2 2549001DPIFGXC1TOL40 US3130AXPN28 U.S. Government Agency Debt Y 2024-03-01 2024-03-04 2024-03-04 N N N 0.0532 55000210.65 55000210.65 0.0027 N N Y N FEDERAL HOME LOAN BANKS FHLB 5.359996% 3130AXQ92 2549001DPIFGXC1TOL40 US3130AXQ922 U.S. Government Agency Debt Y 2024-03-01 2024-03-06 2024-03-06 N N N 0.0532 100000718.00 100000718.00 0.0049 N N Y N FEDERAL HOME LOAN BANKS FHLB 5.509998% 3130AXSJ8 2549001DPIFGXC1TOL40 US3130AXSJ88 U.S. Government Agency Debt Y 2024-03-01 2025-11-13 2025-11-13 N N N 0.0555 9999852.00 9999852.00 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 0.0556 119927620.80 119927620.80 0.0059 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 0.0564 109871085.50 109871085.50 0.0054 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 0.0567 184771171.65 184771171.65 0.0091 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 0.0570 59906520.00 59906520.00 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 5.519998% 3130AYAA4 2549001DPIFGXC1TOL40 US3130AYAA45 U.S. Government Agency Debt Y 2024-03-01 2025-12-26 2025-12-26 N N N 0.0547 55039583.50 55039583.50 0.0027 N N N N FEDERAL HOME LOAN BANKS FHLB 5.400000% 3130AYCX2 2549001DPIFGXC1TOL40 US3130AYCX20 U.S. Government Agency Debt Y 2025-02-03 2025-02-03 2025-02-03 N N N 0.0545 224897463.00 224897463.00 0.0111 N N N N FEDERAL HOME LOAN BANKS FHLB 5.509998% 3130AYCY0 2549001DPIFGXC1TOL40 US3130AYCY03 U.S. Government Agency Debt Y 2024-03-01 2026-01-06 2026-01-06 N N N 0.0555 124994536.25 124994536.25 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 5.125000% 3130AYGM2 2549001DPIFGXC1TOL40 US3130AYGM29 U.S. Government Agency Debt Y 2025-02-07 2025-02-07 2025-02-07 N N N 0.0528 79876708.80 79876708.80 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 5.030000% 3130AYK39 2549001DPIFGXC1TOL40 US3130AYK394 U.S. Government Agency Debt Y 2025-02-14 2025-02-14 2025-02-14 N N N 0.0525 229515298.00 229515298.00 0.0113 N N N N FEDERAL HOME LOAN BANKS FHLB 5.015000% 3130AYML7 2549001DPIFGXC1TOL40 US3130AYML71 U.S. Government Agency Debt Y 2025-02-19 2025-02-19 2025-02-19 N N N 0.0513 79906838.40 79906838.40 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 5.000000% 3130AYPE0 2549001DPIFGXC1TOL40 US3130AYPE02 U.S. Government Agency Debt Y 2025-02-24 2025-02-24 2025-02-24 N N N 0.0512 164791974.60 164791974.60 0.0081 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312A42 254900C5LP6DN9OP9V83 US313312A420 U.S. Government Agency Debt Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0511 14672108.40 14672108.40 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312J76 254900C5LP6DN9OP9V83 US313312J769 U.S. Government Agency Debt Y 2024-10-07 2024-10-07 2024-10-07 N N N 0.0497 14542806.30 14542806.30 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312N48 254900C5LP6DN9OP9V83 US313312N480 U.S. Government Agency Debt Y 2024-11-05 2024-11-05 2024-11-05 N N N 0.0491 62783680.70 62783680.70 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312ZG8 254900C5LP6DN9OP9V83 US313312ZG86 U.S. Government Agency Debt Y 2024-07-12 2024-07-12 2024-07-12 N N N 0.0512 9809422.20 9809422.20 0.0005 N N N N FEDERAL HOME LOAN BANKS FHLB 313384D22 2549001DPIFGXC1TOL40 US313384D225 U.S. Government Agency Debt Y 2024-08-23 2024-08-23 2024-08-23 N N N 0.0511 19500355.60 19500355.60 0.0010 N N N N FEDERAL HOME LOAN BANKS FHLB 313384M71 2549001DPIFGXC1TOL40 US313384M713 U.S. Government Agency Debt Y 2024-10-31 2024-10-31 2024-10-31 N N N 0.0497 96621042.00 96621042.00 0.0048 N N N N FEDERAL HOME LOAN BANKS FHLB 313384N62 2549001DPIFGXC1TOL40 US313384N620 U.S. Government Agency Debt Y 2024-11-07 2024-11-07 2024-11-07 N N N 0.0491 53109650.00 53109650.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 313384N62 2549001DPIFGXC1TOL40 US313384N620 U.S. Government Agency Debt Y 2024-11-07 2024-11-07 2024-11-07 N N N 0.0491 53109650.00 53109650.00 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 0.0525 44672187.60 44672187.60 0.0022 N N Y 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 0.0521 178332800.40 178332800.40 0.0088 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 0.0521 67301280.96 67301280.96 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 313384WU9 2549001DPIFGXC1TOL40 US313384WU92 U.S. Government Agency Debt Y 2024-05-13 2024-05-13 2024-05-13 N N N 0.0521 79143244.80 79143244.80 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 313384YS2 2549001DPIFGXC1TOL40 US313384YS29 U.S. Government Agency Debt Y 2024-06-28 2024-06-28 2024-06-28 N N N 0.0518 19655000.00 19655000.00 0.0010 N N N N FEDERAL HOME LOAN BANKS FHLB 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt Y 2025-02-10 2025-02-10 2025-02-10 N N N 0.0477 66781575.00 66781575.00 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt Y 2025-02-10 2025-02-10 2025-02-10 N N N 0.0477 9540225.00 9540225.00 0.0005 N N N N FEDERAL HOME LOAN BANKS FHLB 313385BT2 2549001DPIFGXC1TOL40 US313385BT24 U.S. Government Agency Debt Y 2025-02-11 2025-02-11 2025-02-11 N N N 0.0477 42925050.00 42925050.00 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.445000% 3133EP4H5 254900C5LP6DN9OP9V83 US3133EP4H58 U.S. Government Agency Debt Y 2024-03-01 2026-03-04 2026-03-04 N N N 0.0545 35000125.30 35000125.30 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 U.S. Government Agency Debt Y 2024-03-01 2025-11-03 2025-11-03 N N N 0.0549 15004346.10 15004346.10 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.484999% 3133EPB20 254900C5LP6DN9OP9V83 US3133EPB207 U.S. Government Agency Debt Y 2024-03-01 2025-11-06 2025-11-06 N N N 0.0547 230017542.10 230017542.10 0.0114 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.454997% 3133EPBV6 254900C5LP6DN9OP9V83 US3133EPBV68 U.S. Government Agency Debt Y 2024-03-01 2025-02-24 2025-02-24 N N N 0.0549 34987815.80 34987815.80 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPCZ6 254900C5LP6DN9OP9V83 US3133EPCZ63 U.S. Government Agency Debt Y 2024-03-01 2025-01-13 2025-01-13 N N N 0.0543 85017126.65 85017126.65 0.0042 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt Y 2024-03-01 2025-01-03 2025-01-03 N N N 0.0542 30018496.80 30018496.80 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.484999% 3133EPF59 254900C5LP6DN9OP9V83 US3133EPF596 U.S. Government Agency Debt Y 2024-03-01 2025-11-21 2025-11-21 N N N 0.0547 55033861.85 55033861.85 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 U.S. Government Agency Debt Y 2024-03-01 2025-04-10 2025-04-10 N N N 0.0543 20008908.40 20008908.40 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.445000% 3133EPGJ8 254900C5LP6DN9OP9V83 US3133EPGJ85 U.S. Government Agency Debt Y 2024-03-01 2025-04-21 2025-04-21 N N N 0.0542 80054270.40 80054270.40 0.0040 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.445000% 3133EPHV0 254900C5LP6DN9OP9V83 US3133EPHV05 U.S. Government Agency Debt Y 2024-03-01 2025-05-05 2025-05-05 N N N 0.0543 75024973.50 75024973.50 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPJ22 254900C5LP6DN9OP9V83 US3133EPJ226 U.S. Government Agency Debt Y 2024-03-01 2025-10-06 2025-10-06 N N N 0.0542 50037168.50 50037168.50 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.449996% 3133EPJB2 254900C5LP6DN9OP9V83 US3133EPJB23 U.S. Government Agency Debt Y 2024-03-01 2025-03-10 2025-03-10 N N N 0.0540 60026728.80 60026728.80 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 5.479999% 3133EPLA1 254900C5LP6DN9OP9V83 US3133EPLA12 U.S. Government Agency Debt Y 2024-03-01 2025-06-02 2025-06-02 N N N 0.0543 80052212.00 80052212.00 0.0040 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.484999% 3133EPMP7 254900C5LP6DN9OP9V83 US3133EPMP71 U.S. Government Agency Debt Y 2024-03-01 2024-12-13 2024-12-13 N N N 0.0540 30009919.80 30009919.80 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.479999% 3133EPNN1 254900C5LP6DN9OP9V83 US3133EPNN15 U.S. Government Agency Debt Y 2024-03-01 2025-06-30 2025-06-30 N N N 0.0544 30029529.30 30029529.30 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.499997% 3133EPNP6 254900C5LP6DN9OP9V83 US3133EPNP62 U.S. Government Agency Debt Y 2024-03-01 2025-06-30 2025-06-30 N N N 0.0544 45035205.30 45035205.30 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 U.S. Government Agency Debt Y 2024-03-01 2025-07-07 2025-07-07 N N N 0.0543 140141930.60 140141930.60 0.0069 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.484999% 3133EPPZ2 254900C5LP6DN9OP9V83 US3133EPPZ27 U.S. Government Agency Debt Y 2024-03-01 2025-07-14 2025-07-14 N N N 0.0545 135081149.85 135081149.85 0.0067 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 5.469998% 3133EPQQ1 254900C5LP6DN9OP9V83 US3133EPQQ19 U.S. Government Agency Debt Y 2024-03-01 2025-07-21 2025-07-21 N N N 0.0544 15013554.30 15013554.30 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPR56 254900C5LP6DN9OP9V83 US3133EPR567 U.S. Government Agency Debt Y 2024-03-01 2025-09-26 2025-09-26 N N N 0.0542 15008526.90 15008526.90 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPRW7 254900C5LP6DN9OP9V83 US3133EPRW77 U.S. Government Agency Debt Y 2024-03-01 2025-08-04 2025-08-04 N N N 0.0544 20017423.00 20017423.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.439999% 3133EPS97 254900C5LP6DN9OP9V83 US3133EPS979 U.S. Government Agency Debt Y 2024-03-01 2025-10-03 2025-10-03 N N N 0.0546 180047277.00 180047277.00 0.0089 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.464998% 3133EPTU9 254900C5LP6DN9OP9V83 US3133EPTU93 U.S. Government Agency Debt Y 2024-03-01 2025-05-22 2025-05-22 N N N 0.0543 35014248.15 35014248.15 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.459997% 3133EPXP5 254900C5LP6DN9OP9V83 US3133EPXP52 U.S. Government Agency Debt Y 2024-03-01 2025-05-02 2025-05-02 N N N 0.0546 29998813.20 29998813.20 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 U.S. Government Agency Debt Y 2024-03-01 2025-10-06 2025-10-06 N N N 0.0547 35019297.60 35019297.60 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.414997% 3133EPYN9 254900C5LP6DN9OP9V83 US3133EPYN95 U.S. Government Agency Debt Y 2024-03-01 2024-10-16 2024-10-16 N N N 0.0538 120050462.40 120050462.40 0.0059 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.479999% 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 U.S. Government Agency Debt Y 2024-03-01 2025-10-23 2025-10-23 N N N 0.0552 59998081.80 59998081.80 0.0030 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 0.0537 89004969.90 89004969.90 0.0044 N Y Y N UNITED STATES TREASURY TREASURY 912797FH5 254900HROIFWPRGM1V77 US912797FH58 U.S. Treasury Debt Y 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Strips Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 20452300.00 22108970.29 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 15556600.00 15875970.02 U.S. Treasuries (including strips) Federal Home Loan Bank System - FHLB 2036-03-14 5.125000 65000.00 69611.00 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 0.00 10750000.00 4356996.50 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 11996300.00 15513231.66 U.S. Treasuries (including strips) Federal Home Loan Bank System - FHLB 2024-09-13 2.875000 10000.00 10006.49 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 4754400.00 4727543.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 12918800.00 16447749.17 U.S. Treasuries (including strips) Federal Home Loan Bank System - FHLB 2027-06-09 3.040000 110000.00 106175.47 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 960300.00 1216072.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 21015800.00 21709785.53 U.S. Treasuries (including strips) FHLB 2026-03-13 2.375000 250000.00 241966.10 Agency Debentures and Agency Strips FNMA 2026-04-24 2.125000 284000.00 272154.50 Agency Debentures and Agency Strips U.S. TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 37172100.00 45600294.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 19947800.00 24183353.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 4590000.00 5478416.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 25255700.00 29728420.77 U.S. Treasuries (including strips) FHLB 2028-11-16 3.250000 145000.00 140192.47 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Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-07-15 0.625000 17730500.00 16949165.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-10-15 1.625000 8245800.00 8516220.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-15 1.250000 5348100.00 5337914.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-07-15 1.375000 5179200.00 5019965.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-10-15 2.375000 17224600.00 17809855.82 U.S. Treasuries (including strips) FHLB 2027-09-10 0.625000 95000.00 83827.81 Agency Debentures and Agency Strips FHLB 2031-06-13 1.625000 270000.00 223098.72 Agency Debentures and Agency Strips FHLB 2028-09-08 1.000000 85000.00 74060.84 Agency Debentures and Agency Strips FHLB 2031-12-12 1.875000 500000.00 416880.21 Agency Debentures and Agency Strips FHLB 2032-03-12 2.000000 75000.00 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2027-11-15 2.250000 101817700.00 95241213.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 233172300.00 181109319.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.875000 511944400.00 469966179.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2054-02-15 4.250000 486216600.00 477683311.66 U.S. Treasuries (including strips) Y 2024-03-01 2024-03-01 2024-03-01 N N N 0.0531 1200000000.00 1200000000.00 0.0592 N Y Y N BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITA 5.320000% AC28XWWI3WIBK2824319 0 BNT96MP98 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-07-31 4.000000 517243100.00 510000048.24 U.S. Treasuries (including strips) Y 2024-03-01 2024-03-01 2024-03-01 N N N 0.0532 500000000.00 500000000.00 0.0247 N Y Y N BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITAL I 5.320000% AC28XWWI3WIBK2824319 0 BNT96MUT8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2024-03-04 0.00 47944000.00 47909000.88 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-31 0.375000 223815400.00 207091047.56 U.S. Treasuries (including strips) Y 2024-03-01 2024-03-01 2024-03-01 N N N 0.0532 250000000.00 250000000.00 0.0123 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK 5.300000% 254900Y8NKGV541U8Q32 0 BNT96UCF0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 3810808000.00 3532053550.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 9286300.00 8522373.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 264880900.00 233276941.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 657622600.00 562028555.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.625000 245432500.00 197099491.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 1.625000 58100000.00 48880584.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.375000 332000.00 324707.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.750000 709868600.00 689589830.51 U.S. Treasuries (including strips) Y 2024-03-01 2024-03-01 2024-03-01 N N N 0.0530 5271000000.00 5271000000.00 0.2602 N Y Y N Northern Funds 2024-03-07 Peter K Ewing Peter K Ewing President