N-MFP2 0000916620 XXXXXXXX 2024-03-31 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 40 88 13552916235.20 13192309655.07 13399508781.60 13701681211.24 13652546177.43 15497599735.20 15235591436.32 15452346905.10 15710009152.81 15661101802.34 0.6664 0.6650 0.6706 0.6731 0.6755 0.7621 0.7680 0.7733 0.7718 0.7748 37648163.34 20173190825.34 20174865275.96 66098680.58 144848561.13 20133763558.75 20133839575.5200 1.0000 0.0539 1.0000 1.0000 0.9999 1.0000 1.0000 C000003412 2500.00 20133763558.75 20133839575.5200 1.0000 1.0000 0.9999 1.0000 1.0000 1483664073.67 1846846019.43 1414030532.54 1932831483.96 1474503719.65 1351437626.73 1916986412.53 1564967213.12 1309950390.04 1464720714.80 6705651901.81 6831509340.24 0.0504 Y The Investment Advisor Reimbursed $234,706.85 of fees during the period 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 0.0504 45000376.65 45000376.65 0.0022 N N N N 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HOME LOAN BANKS FHLB 5.490000% 3130AWTG5 2549001DPIFGXC1TOL40 US3130AWTG57 U.S. Government Agency Debt Y 2024-04-01 2025-08-08 2025-08-08 N N N 0.0546 15012421.35 15012421.35 0.0007 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 0.0569 189770468.60 189770468.60 0.0094 N N N N FEDERAL HOME LOAN BANKS FHLB 5.529999% 3130AXSJ8 2549001DPIFGXC1TOL40 US3130AXSJ88 U.S. Government Agency Debt Y 2024-04-01 2025-11-13 2025-11-13 N N N 0.0557 9999773.90 9999773.90 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 0.0552 119969174.40 119969174.40 0.0060 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 109913967.90 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0.0056 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 0.0509 19581900.00 19581900.00 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 0.0499 96992139.00 96992139.00 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 0.0495 53306000.00 53306000.00 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 0.0495 53306000.00 53306000.00 0.0026 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 0.0522 179060400.00 179060400.00 0.0089 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384WU9 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FUNDING CORP FFCB 5.459997% 3133EPCZ6 254900C5LP6DN9OP9V83 US3133EPCZ63 U.S. Government Agency Debt Y 2024-04-01 2025-01-13 2025-01-13 N N N 0.0543 85017248.20 85017248.20 0.0042 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.479999% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt Y 2024-04-01 2025-01-03 2025-01-03 N N N 0.0540 30026387.40 30026387.40 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.504997% 3133EPF59 254900C5LP6DN9OP9V83 US3133EPF596 U.S. Government Agency Debt Y 2024-04-01 2025-11-21 2025-11-21 N N N 0.0549 55030930.35 55030930.35 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.490000% 3133EPFG5 254900C5LP6DN9OP9V83 US3133EPFG55 U.S. Government Agency Debt Y 2024-04-01 2025-04-10 2025-04-10 N N N 0.0545 20007945.20 20007945.20 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.464998% 3133EPGJ8 254900C5LP6DN9OP9V83 US3133EPGJ85 U.S. Government Agency Debt Y 2024-04-01 2025-04-21 2025-04-21 N N N 0.0544 80050967.20 80050967.20 0.0040 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.464998% 3133EPHV0 254900C5LP6DN9OP9V83 US3133EPHV05 U.S. Government Agency Debt Y 2024-04-01 2025-05-05 2025-05-05 N N N 0.0545 75021652.50 75021652.50 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.469998% 3133EPJ22 254900C5LP6DN9OP9V83 US3133EPJ226 U.S. Government Agency Debt Y 2024-04-01 2025-10-06 2025-10-06 N N N 0.0542 50036914.50 50036914.50 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.449996% 3133EPJB2 254900C5LP6DN9OP9V83 US3133EPJB23 U.S. Government Agency Debt Y 2024-04-01 2025-03-10 2025-03-10 N N N 0.0540 60023470.80 60023470.80 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 5.499997% 3133EPLA1 254900C5LP6DN9OP9V83 US3133EPLA12 U.S. Government Agency Debt Y 2024-04-01 2025-06-02 2025-06-02 N N N 0.0545 80045000.00 80045000.00 0.0040 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 5.504997% 3133EPMP7 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1000000000.00 1000000000.00 0.0497 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK 5.300000% 254900Y8NKGV541U8Q32 0 BNT99UTN2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 988100.00 2058949.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 5824700.00 5896766.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 4.250000 739001100.00 739598659.54 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-08-15 3.875000 5936400.00 5623327.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 901781000.00 757461564.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 36893500.00 31804955.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 1.125000 1549902700.00 1274127081.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-15 0.375000 1346352100.00 1345343108.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 1.625000 558385000.00 474282247.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.375000 409040700.00 401580898.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-02-15 1.875000 432338300.00 366330384.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 3.125000 281488100.00 276235185.61 U.S. Treasuries (including strips) Y 2024-04-01 2024-04-01 2024-04-01 N N N 0.0530 5677000000.00 5677000000.00 0.2820 N Y Y N Northern Funds 2024-04-05 Peter K Ewing Peter K Ewing President