N-MFP1 0000889366 XXXXXXXX 2016-05-31 0000889366 S000000749 2 N N 033-48907 BMO ASSET MANAGEMENT CORPORATION 801-09118 KPMG LLP Chicago IL BMO ASSET MANAGEMENT CORPORATION BOSTON FINANCIAL DATA SERVICES 0000275143 084-00896 N N N Prime Y 13 23 1026929250.00 1047893578.00 1165120497.00 1129164854.00 0.00 1382850089.00 1504505104.00 1458217295.00 1546354323.00 0.00 0.3075 0.3071 0.3361 0.3101 0.0000 0.4141 0.4409 0.4207 0.4265 0.0000 221.30 3732237521.45 3731975934.07 488147.49 1420918.60 3731043384.26 3731331964.70 1.0000 0.0049 0.9999 0.9999 0.9999 0.9999 0.0000 C000002156 10000000.00 2560574079.26 2560649000.37 0.9999 0.9999 0.9999 0.9999 0.0000 225732819.10 284531968.80 104817161.00 29751689.31 150979949.60 95643717.62 223616659.70 63283603.09 0.00 0.00 884802663.60 505897686.50 0.0029 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 11562.74" C000002157 1000.00 1170469305.00 1170682964.33 0.9999 0.9999 0.9999 0.9999 0.0000 25349354.23 80871018.37 50304112.13 53200744.83 32642764.09 34417090.70 54600043.26 56033030.05 0.00 0.00 165204086.30 266915757.60 0.0004 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 11562.74" AIR PRODUCTS & CHEMICALS INC AIR PRODUCTS & CHEMI DCP 06/01/2016 / 0.420000% 00915SF15 00915SF1 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0042 19999806.00 19999806.00 19999806.00 0.0054 N Y Y N AIR PRODUCTS & CHEMICALS INC AIR PRODUCTS & CHEMI DCP 06/02/2016 / 0.400000% 00915SF23 00915SF2 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0040 49999020.00 49999020.00 49999020.00 0.0134 N N Y N AIR PRODUCTS & CHEMICALS INC AIR PRODUCTS & CHEMI DCP 06/20/2016 / 0.420000% 00915SFL1 00915SFL Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-20 2016-06-20 2016-06-20 N N N 0.0042 31993014.40 31993014.40 31993014.40 0.0086 N N N N AIR PRODUCTS & CHEMICALS INC AIR PRODUCTS & CHEMI DCP 06/21/2016 / 0.420000% 00915SFM9 00915SFM Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-21 2016-06-21 2016-06-21 N N N 0.0042 28858349.50 28858349.50 28858349.50 0.0077 N N N N AMERICAN HONDA FINANCE AMERICAN HONDA FINAN DCP, 06/10/2016 / 0.400000% 02665JFA3 02665JFA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N N 0.0040 5299440.32 5299440.32 5299440.32 0.0014 N N N N AMERICAN HONDA FINANCE AMERICAN HONDA FINAN DCP, 06/27/2016 / 0.430000% 02665JFT2 02665JFT Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-27 2016-06-27 2016-06-27 N N N 0.0043 19993026.00 19993026.00 19993026.00 0.0054 N N N N AMERICAN HONDA FINANCE American Honda Finance Corp. 0.670000% 02665WAP6 US02665WAP68 02665WAP Other Instrument Corporate Debt First Tier Security N/A N/A 2016-06-01 2016-07-29 2016-07-29 N N N 0.0065 14998230.00 14998230.00 14998230.00 0.0040 N N N N APPLE INC APPLE, Inc. DCP, 06/28/2016 / 0.380000% 03785DFU5 03785DFU Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-28 2016-06-28 2016-06-28 N N N 0.0038 24992747.50 24992747.50 24992747.50 0.0067 N N N N ATLANTIC ASSET SEC LLC ATLANTIC ASSET SEC DCP, 06/14/2016 / 0.510000% 04821TFE0 04821TFE Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N Y Credit Agricole LOC N/A N/A 0.0000 0.0049 44992579.50 44992579.50 44992579.50 0.0121 N N N N ATLANTIC ASSET SEC LLC ATLANTIC ASSET SEC DCP, 06/20/2016 / 0.500000% 04821TFL4 04821TFL Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-20 2016-06-20 2016-06-20 N N Y Credit Agricole LOC N/A N/A 0.0000 0.0047 24993985.00 24993985.00 24993985.00 0.0067 N N N N ATLANTIC ASSET SEC LLC ATLANTIC ASSET SEC DCP, 06/21/2016 / 0.450000% 04821TFM2 04821TFM Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-21 2016-06-21 2016-06-21 N N N 0.0045 24993657.50 24993657.50 24993657.50 0.0067 N N N N ATLANTIC ASSET SEC LLC ATLANTIC ASSET SEC DCP, 06/22/2016 / 0.450000% 04821TFN0 04821TFN Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0045 24993322.50 24993322.50 24993322.50 0.0067 N N N N ATLANTIC ASSET SEC LLC ATLANTIC ASSET SEC DCP, 06/27/2016 / 0.460000% 04821TFT7 04821TFT Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-27 2016-06-27 2016-06-27 N N N 0.0046 9246892.00 9246892.00 9246892.00 0.0025 N N N N BANK OF NOVA SCOTIA HOUS Bank of Nova Scotia/Houston 0.610000% 06417HZ82 US06417HZ820 06417HZ8 Certificate of Deposit First Tier Security N/A N/A 2016-06-01 2016-07-18 2016-07-18 N N N 0.0061 25004650.00 25004650.00 25004650.00 0.0067 N N N N BANK OF NOVA SCOTIA HOUS BANK NOVA SCOTIA HOU FLOAT CP 08/12/2016 / 0.787300% 06417LBG1 06417LBG Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-08-12 2016-08-12 N N N 0.0079 10005460.00 10005460.00 10005460.00 0.0027 N N N N BANK OF NOVA SCOTIA HOUS BANK NOVA SCOTIA HOU FLOAT CP 11/08/2016 / 0.837200% 06417LBK2 06417LBK Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-08 2016-11-08 2016-11-08 N N N 0.0084 7403951.60 7403951.60 7403951.60 0.0020 N N N N CATERPILLAR FINANCIAL SERVICES CORP CATERPILLAR FINL SER DCP, 06/17/2016 / 0.380000% 14912DFH7 14912DFH Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0038 29994078.00 29994078.00 29994078.00 0.0080 N N N N CHARIOT FUNDING LLC CHARIOT FUNDING LLC VAR RT CP 07/20/2016 / 0.668500% 15963RAC7 15963RAC Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-20 2016-07-20 2016-07-20 N N Y JP Morgan Chase Bank NA LOC N/A N/A 0.1000 0.0067 15004260.00 15004260.00 15004260.00 0.0040 N N N N CHARIOT FUNDING LLC CHARIOT FUNDING LLC VAR RT CP 10/03/2016 / 0.808800% 15963RAL7 15963RAL Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-03 2016-10-03 2016-10-03 N N Y JP Morgan Chase Bank NA LOC N/A N/A 0.1000 0.0081 17009792.00 17009792.00 17009792.00 0.0046 N N N N CHARIOT FUNDING LLC CHARIOT FUNDING LLC VAR RT CP 01/20/2017 / 0.888500% 15963RAQ6 15963RAQ Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-20 2017-01-20 2017-01-20 N N Y JP Morgan Chase Bank NA LOC N/A N/A 0.1000 0.0089 5000845.00 5000845.00 5000845.00 0.0013 N N N N CHARIOT FUNDING LLC CHARIOT FUNDING LLC DCP, 01/11/17 / 1.000000% 15963TNB1 15963TNB Asset Backed Commercial Paper First Tier Security N/A N/A 2017-01-11 2017-01-11 2017-01-11 N N Y JP Morgan Chase Bank NA LOC N/A N/A 0.1000 0.0100 4965469.00 4965469.00 4965469.00 0.0013 N N N N CHASE BANK USA NA Chase Bank USA NA 0.784000% 161453AZ8 US161453AZ84 161453AZ Certificate of Deposit First Tier Security N/A N/A 2016-06-17 2016-10-17 2016-10-17 N N N 0.0078 20010020.00 20010020.00 20010020.00 0.0054 N N N N COCA COLA CO COCA COLA Co. DCP, 06/06/2016 / 0.670000% 19121AF63 19121AF6 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0067 9999467.00 9999467.00 9999467.00 0.0027 N N Y N COCA COLA CO COCA COLA Co. DCP, 08/22/2016 / 0.680000% 19121AHN4 19121AHN Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-22 2016-08-22 2016-08-22 N N N 0.0068 13732152.50 13732152.50 13732152.50 0.0037 N N N N COCA COLA CO COCA COLA Co. DCP, 09/07/2016 / 0.610000% 19121AJ77 19121AJ7 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0061 2495923.25 2495923.25 2495923.25 0.0007 N N N N COLORADO ST HSG & FIN AUTH Colorado Housing & Finance Authority 0.400000% 196479YW3 US196479YW36 196479YW Other Municipal Security First Tier Security N/A N/A 2016-06-01 2016-06-07 2036-10-01 Y Federal Home Loan Bank N/A N/A 1.0000 7 Y Y Colorado Housing Authority N/A N/A 1.0000 Y FHLB Liquidity Facility N/A N/A 1.0000 0.0040 12310000.00 12310000.00 12310000.00 0.0033 N N Y N COMMONWEALTH BANK COMMONWEALTH BK AUST VAR CP 06/27/2016 / 0.656000% 20272ANY8 20272ANY Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-27 2016-06-27 2016-06-27 N N N 0.0066 15002790.00 15002790.00 15002790.00 0.0040 N N N N COMMONWEALTH BANK COMMONWEALTH BK AUST VAR CP 06/23/2016 / 0.500000% 20272DFP0 20272DFP Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-23 2016-06-23 2016-06-23 N N N 0.0050 17447469.75 17447469.75 17447469.75 0.0047 N N N N EMERSON ELECTRIC CO EMERSON ELECTRIC Co. DCP, 06/02/2016 / 0.380000% 29101AF25 29101AF2 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0038 2999949.90 2999949.90 2999949.90 0.0008 N N Y N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANS DCP, 07/11/2016 / 0.550000% 29604CGB2 29604CGB Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-11 2016-07-11 2016-07-11 N Y German State of North Rhine-West N/A N/A 1.0000 Y SoFFin (German Financial Market Stabilization Fund) Savings Banks Association N/A N/A 1.0000 0.0055 9995558.00 9995558.00 9995558.00 0.0027 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANS DCP, 08/11/2016 / 0.660000% 29604CHB1 29604CHB Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-11 2016-08-11 2016-08-11 N Y German State of North Rhine-West N/A N/A 1.0000 Y SoFFin (German Financial Market Stabilization Fund) Savings Banks Association N/A N/A 1.0000 0.0066 9991300.00 9991300.00 9991300.00 0.0027 N N N N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANS DCP, 09/22/2016 / 0.700000% 29604CJN3 29604CJN Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-22 2016-09-22 2016-09-22 N Y German State of North Rhine-West N/A N/A 1.0000 Y SoFFin (German Financial Market Stabilization Fund) Savings Banks Association N/A N/A 1.0000 0.0070 4991624.00 4991624.00 4991624.00 0.0013 N N N N EXXON MOBIL CORP EXXON MOBIL Corp. DCP, 06/13/2016 / 0.340000% 30229AFD6 30229AFD Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0034 24996840.00 24996840.00 24996840.00 0.0067 N N N N EXXON MOBIL CORP EXXON MOBIL Corp. DCP, 06/22/2016 / 0.330000% 30229AFN4 30229AFN Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0033 24994332.00 24994332.00 24994332.00 0.0067 N N N N EXXON MOBIL CORP EXXON MOBIL Corp. DCP, 06/23/2016 / 0.330000% 30229AFP9 30229AFP Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-23 2016-06-23 2016-06-23 N N N 0.0033 24994058.25 24994058.25 24994058.25 0.0067 N N N N EXXON MOBIL CORP EXXON MOBIL Corp. DCP, 06/24/2016 / 0.360000% 30229AFQ7 30229AFQ Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-24 2016-06-24 2016-06-24 N N N 0.0036 24993867.50 24993867.50 24993867.50 0.0067 N N N N FLORIDA POWER & LIGHT CO FLORIDA PWR & LIGHT DCP, 06/02/2016 / 0.500000% 34108AF28 34108AF2 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0050 35999157.60 35999157.60 35999157.60 0.0096 N N Y N FLORIDA POWER & LIGHT CO FLORIDA PWR & LIGHT DCP, 06/03/2016 / 0.500000% 34108AF36 34108AF3 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0050 36498707.90 36498707.90 36498707.90 0.0098 N N Y N FLORIDA POWER & LIGHT CO FLORIDA PWR & LIGHT DCP, 06/06/2016 / 0.500000% 34108AF69 34108AF6 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0050 14998920.00 14998920.00 14998920.00 0.0040 N N Y N FLORIDA POWER & LIGHT CO FLORIDA PWR & LIGHT DCP, 06/08/2016 / 0.490000% 34108AF85 34108AF8 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N N 0.0049 8999126.10 8999126.10 8999126.10 0.0024 N N N N FLORIDA POWER & LIGHT CO FLORIDA PWR & LIGHT DCP, 06/09/2016 / 0.480000% 34108AF93 34108AF9 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-09 2016-06-09 2016-06-09 N N N 0.0048 33996217.50 33996217.50 33996217.50 0.0091 N N N N GENERAL ELECTRIC CO GENERAL ELECTRIC Co. DCP, 06/13/2016 / 0.350000% 36960LFD2 36960LFD Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0035 24996840.00 24996840.00 24996840.00 0.0067 N N N N GENERAL ELECTRIC CO GENERAL ELECTRIC Co. DCP, 06/14/2016 / 0.330000% 36960LFE0 36960LFE Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N N 0.0033 29995823.40 29995823.40 29995823.40 0.0080 N N N N GENERAL ELECTRIC CO GENERAL ELECTRIC Co. DCP, 06/29/2016 / 0.380000% 36960LFV2 36960LFV Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-29 2016-06-29 2016-06-29 N N N 0.0038 29990961.00 29990961.00 29990961.00 0.0080 N N N N GOTHAM FUNDING CORP GOTHAM FUNDING Corp. DCP, 06/16/2016 / 0.470000% 38346LFG6 38346LFG Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-16 2016-06-16 2016-06-16 N Y BTM N/A N/A 1.0000 N 0.0047 14841182.61 14841182.61 14841182.61 0.0040 N N N N HSBC BANK USA NA HSBC Bank USA NA 0.617200% 40428AJ99 US40428AJ998 40428AJ9 Certificate of Deposit First Tier Security N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N N 0.0062 25001375.00 25001375.00 25001375.00 0.0067 N N N N HSBC BANK USA NA HSBC Bank USA NA/New York 0.638800% 40428AQ67 US40428AQ670 40428AQ6 Certificate of Deposit First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0064 20000320.00 20000320.00 20000320.00 0.0054 N N Y N HSBC BANK USA NA HSBC Bank USA NA 0.894500% 40428AY84 US40428AY849 40428AY8 Certificate of Deposit First Tier Security N/A N/A 2016-06-16 2016-12-16 2016-12-16 N N N 0.0089 7502932.50 7502932.50 7502932.50 0.0020 N N N N HSBC BANK USA NA HSBC BANK PLC VAR RT CP 09/06/2016 / 0.835900% 40433FGJ2 40433FGJ Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-06 2016-09-06 2016-09-06 N N N 0.0084 15510803.50 15510803.50 15510803.50 0.0042 N N N N HSBC BANK USA NA HSBC BANK PLC FLOAT CP 08/12/2016 / 0.817300% 40433FGL7 40433FGL Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-08-12 2016-08-12 N N N 0.0082 11006677.00 11006677.00 11006677.00 0.0030 N N N N IBM CORP IBM Corp. CP DCP, 06/28/2016 / 0.430000% 45920FFU7 45920FFU Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-28 2016-06-28 2016-06-28 N N N 0.0043 18494302.00 18494302.00 18494302.00 0.0050 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES FLOAT CP 07/15/2016 / 0.714500% 46640ECJ5 46640ECJ Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-15 2016-07-15 2016-07-15 N N N 0.0071 15005010.00 15005010.00 15005010.00 0.0040 N N N N JOHNSON CITY TN HLTH & EDUCTNL Johnson City Health & Educational Facilities Board 0.430000% 478271KA6 US478271KA63 478271KA Other Municipal Security First Tier Security N/A N/A 2016-06-01 2016-06-07 2043-08-15 Y U.S. Bank NA N/A N/A 1.0000 7 N Y U.S. Bank NA N/A N/A 1.0000 Y US Bank NA LOC N/A N/A 1.0000 0.0043 11075000.00 11075000.00 11075000.00 0.0030 N N Y N JUPITER SEC CO LLC JUPITER SEC Co. LLC VAR CP, 07/21/2016 / 0.673000% 4820P5AD0 4820P5AD Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-21 2016-07-21 2016-07-21 N N Y JP Morgan Chase Bank NA LOC N/A N/A 0.1000 0.0067 20005740.00 20005740.00 20005740.00 0.0054 N N N N KELLS FUNDING LLC KELLS FUNDING LLC DCP 08/25/2016 / 0.620000% 48803TBL7 48803TBL Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-25 2016-08-25 2016-08-25 N Y SoFFin (German Financial Market N/A N/A 1.0000 Y Financial Market Stabilization Authority Reverse Repurchase Facility N/A N/A 1.0000 0.0062 4992487.00 4992487.00 4992487.00 0.0013 N N N N LIBERTY STREET FDG LLC LIBERTY STREET FUNDI DCP, 06/03/2016 / 0.490000% 53127TF32 53127TF3 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N Y Bank of Nova Scotia Liquidity Facilty N/A N/A 1.0000 0.0049 19999316.00 19999316.00 19999316.00 0.0054 N N Y N LIBERTY STREET FDG LLC LIBERTY STREET FUNDI DCP, 07/05/2016 / 0.580000% 53127TG56 53127TG5 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N Y Bank of Nova Scotia Liquidity Facilty N/A N/A 1.0000 0.0058 9995411.00 9995411.00 9995411.00 0.0027 N N N N LIBERTY STREET FDG LLC LIBERTY STREET FUNDI DCP, 07/18/2016 / 0.580000% 53127TGJ6 53127TGJ Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N Y Bank of Nova Scotia Liquidity Facilty N/A N/A 1.0000 0.0058 7494849.75 7494849.75 7494849.75 0.0020 N N N N MACQUARIE BANK LTD MACQUARIE BANK DCP 06/17/2016 / 0.630000% 55607KFH4 55607KFH Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0063 17496794.00 17496794.00 17496794.00 0.0047 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 06/06/2016 / 0.520000% 56274LF33 56274LF3 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0052 7999726.40 7999726.40 7999726.40 0.0021 N N Y N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 06/07/2016 / 0.550000% 56274LF74 56274LF7 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0055 5499556.15 5499556.15 5499556.15 0.0015 N N Y N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 06/08/2016 / 0.490000% 56274LF82 56274LF8 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0049 14998614.00 14998614.00 14998614.00 0.0040 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 06/09/2016 / 0.520000% 56274LF90 56274LF9 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-09 2016-06-09 2016-06-09 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0052 24802407.88 24802407.88 24802407.88 0.0066 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 06/14/2016 / 0.560000% 56274LFE9 56274LFE Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0056 3999340.40 3999340.40 3999340.40 0.0011 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 06/16/2016 / 0.600000% 56274LFG4 56274LFG Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0060 9998102.00 9998102.00 9998102.00 0.0027 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 06/17/2016 / 0.520000% 56274LFH2 56274LFH Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0052 7998383.20 7998383.20 7998383.20 0.0021 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 06/21/2016 / 0.580000% 56274LFM1 56274LFM Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-21 2016-06-21 2016-06-21 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0058 3998985.20 3998985.20 3998985.20 0.0011 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 07/05/2016 / 0.520000% 56274LG57 56274LG5 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0052 9995411.00 9995411.00 9995411.00 0.0027 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 07/12/2016 / 0.570000% 56274LGC2 56274LGC Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-12 2016-07-12 2016-07-12 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0057 4497401.25 4497401.25 4497401.25 0.0012 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 07/18/2016 / 0.600000% 56274LGJ7 56274LGJ Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0060 4996566.50 4996566.50 4996566.50 0.0013 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG DCP, 07/19/2016 / 0.590000% 56274LGK4 56274LGK Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0059 4496827.05 4496827.05 4496827.05 0.0012 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 10/12/2016 / 0.817300% 56274TAC1 56274TAC Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-10-12 2016-10-12 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0082 7504627.50 7504627.50 7504627.50 0.0020 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 10/20/2016 / 0.828500% 56274TAD9 56274TAD Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-20 2016-10-20 2016-10-20 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0083 7504935.00 7504935.00 7504935.00 0.0020 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 10/21/2016 / 0.833000% 56274TAF4 56274TAF Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-21 2016-10-21 2016-10-21 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0083 7504957.50 7504957.50 7504957.50 0.0020 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 11/02/2016 / 0.835900% 56274TAG2 56274TAG Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-02 2016-11-02 2016-11-02 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facilty N/A N/A 1.0000 0.0084 5003190.00 5003190.00 5003190.00 0.0013 N N N N MASSACHUSETTS ST DEV FIN AGY R Massachusetts Development Finance Agency 0.370000% 57583RL94 US57583RL941 57583RL9 Other Municipal Security First Tier Security N/A N/A 2016-06-02 2016-06-07 2031-10-01 Y Federal Home Loan Bank N/A N/A 1.0000 7 N Y FHLB N/A N/A 1.0000 Y FHLB LOC N/A N/A 1.0000 0.0037 22820000.00 22820000.00 22820000.00 0.0061 N N Y N METLIFE INSTITUTIONAL FD METLIFE S/T FDG CP DCP, 06/06/2016 / 0.620000% 59157TF65 59157TF6 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-06 2016-06-06 2016-06-06 N Y Met Life N/A N/A 1.0000 N 0.0062 9249408.00 9249408.00 9249408.00 0.0025 N N Y N METLIFE INSTITUTIONAL FD METLIFE S/T FDG CP DCP, 06/20/2016 / 0.600000% 59157TFL2 59157TFL Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-20 2016-06-20 2016-06-20 N Y Met Life N/A N/A 1.0000 N 0.0060 9747816.98 9747816.97 9747816.97 0.0026 N N N N METLIFE INSTITUTIONAL FD METLIFE S/T FDG CP DCP, 06/21/2016 / 0.560000% 59157TFM0 59157TFM Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-21 2016-06-21 2016-06-21 N Y Met Life N/A N/A 1.0000 N 0.0051 37491142.50 37491142.50 37491142.50 0.0100 N N N N METLIFE INSTITUTIONAL FD METLIFE S/T FDG CP DCP, 06/22/2016 / 0.430000% 59157TFN8 59157TFN Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-22 2016-06-22 2016-06-22 N Y Met Life N/A N/A 1.0000 N 0.0043 15996020.80 15996020.80 15996020.80 0.0043 N N N N METLIFE INSTITUTIONAL FD METLIFE S/T FDG CP DCP, 06/27/2016 / 0.460000% 59157TFT5 59157TFT Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-27 2016-06-27 2016-06-27 N Y Met Life N/A N/A 1.0000 N 0.0046 14995297.50 14995297.50 14995297.50 0.0040 N N N N METLIFE INSTITUTIONAL FD METLIFE S/T FDG CP DCP, 06/29/2016 / 0.510000% 59157TFV0 59157TFV Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-29 2016-06-29 2016-06-29 N Y Met Life N/A N/A 1.0000 N 0.0051 19993186.00 19993186.00 19993186.00 0.0054 N N N N METLIFE INSTITUTIONAL FD METLIFE S/T FDG CP DCP, 07/05/2016 / 0.560000% 59157TG56 59157TG5 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N Y Met Life N/A N/A 1.0000 N 0.0056 13594156.08 13594156.08 13594156.08 0.0036 N N N N METLIFE INSTITUTIONAL FD METLIFE S/T FDG CP DCP, 08/22/2016 / 0.670000% 59157THN6 59157THN Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-22 2016-08-22 2016-08-22 N Y Met Life N/A N/A 1.0000 N 0.0067 4293883.25 4293883.25 4293883.25 0.0012 N N N N MICROSOFT CORP MICROSOFT Corp. DCP, 06/08/2016 / 0.290000% 59515MF83 59515MF8 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N N 0.0029 39997288.80 39997288.80 39997288.80 0.0107 N N N N MICROSOFT CORP MICROSOFT Corp. DCP, 06/15/2016 / 0.330000% 59515MFF7 59515MFF Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-15 2016-06-15 2016-06-15 N N N 0.0033 21796956.72 21796956.72 21796956.72 0.0058 N N N N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA B VAR RT CP 08/04/2016 / 0.767300% 63254GBM6 63254GBM Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-06 2016-08-04 2016-08-04 N N N 0.0077 15007350.00 15007350.00 15007350.00 0.0040 N N N N NATIONAL RURAL UTILITIES NATL RURAL UTILITIES DCP, 06/06/2016 / 0.380000% 63743CF65 63743CF6 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0038 4999697.50 4999697.50 4999697.50 0.0013 N N Y N NATIONAL RURAL UTILITIES NATL RURAL UTILITIES DCP, 06/08/2016 / 0.400000% 63743CF81 63743CF8 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N N 0.0039 35997055.20 35997055.20 35997055.20 0.0096 N N N N NATIONAL RURAL UTILITIES NATL RURAL UTILITIES DCP, 06/10/2016 / 0.400000% 63743CFA6 63743CFA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N N 0.0040 9160050.92 9160050.92 9160050.92 0.0025 N N N N NATIONAL RURAL UTILITIES NATL RURAL UTILITIES DCP, 06/13/2016 / 0.390000% 63743CFD0 63743CFD Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0039 14997942.00 14997942.00 14997942.00 0.0040 N N N N NATIONAL RURAL UTILITIES NATL RURAL UTILITIES DCP, 06/14/2016 / 0.400000% 63743CFE8 63743CFE Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N N 0.0040 28995690.60 28995690.60 28995690.60 0.0078 N N N N NATIONAL RURAL UTILITIES NATL RURAL UTILITIES DCP, 06/17/2016 / 0.390000% 63743CFH1 63743CFH Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0039 24995420.00 24995420.00 24995420.00 0.0067 N N N N NATIXIS NY BRANCH NATIXIS NY DCP, 06/01/2016 / 0.290000% 63873JF13 63873JF1 Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 129998732.50 129998732.50 129998732.50 0.0348 N Y Y N NESTLE CAPITAL CORP NESTLE CAPITAL Corp. DCP, 06/09/2016 / 0.370000% 64105GF90 64105GF9 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-09 2016-06-09 2016-06-09 N N N 0.0037 26997907.50 26997907.50 26997907.50 0.0072 N N N N NOVARTIS FINANCE CORP NOVARTIS FINANCE COR DCP, 06/13/2016 / 0.400000% 6698M4FD9 6698M4FD Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0040 9398811.84 9398811.84 9398811.84 0.0025 N N N N NOVARTIS FINANCE CORP NOVARTIS FINANCE COR DCP, 06/15/2016 / 0.400000% 6698M4FF4 6698M4FF Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-15 2016-06-15 2016-06-15 N N N 0.0040 22996598.30 22996598.30 22996598.30 0.0062 N N N N NOVARTIS FINANCE CORP NOVARTIS FINANCE COR DCP, 06/16/2016 / 0.410000% 6698M4FG2 6698M4FG Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N N 0.0041 19996826.00 19996826.00 19996826.00 0.0054 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC DCP, 07/27/2016 / 0.650000% 67984W5D6 67984W5D Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-27 2016-07-27 2016-07-27 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0065 7493884.50 7493884.50 7493884.50 0.0020 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC FLOAT CP 09/13/2016 / 0.668700% 67984YBQ6 67984YBQ Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-09-13 2016-09-13 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0067 5000995.00 5000995.00 5000995.00 0.0013 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC FLOAT CP 02/22/2017 / 0.923300% 67984YBR4 67984YBR Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-22 2017-02-22 2017-02-22 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0092 2500435.00 2500435.00 2500435.00 0.0007 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC DCP, 06/24/2016 / 0.700000% 67985A4S1 67985A4S Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-24 2016-06-24 2016-06-24 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0070 14995879.50 14995879.50 14995879.50 0.0040 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC FLOAT CP 07/13/2016 / 0.794700% 67985FAQ7 67985FAQ Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-07-13 2016-07-13 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0079 10004210.00 10004210.00 10004210.00 0.0027 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC FLOAT CP 08/10/2016 / 0.797900% 67985FAR5 67985FAR Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-10 2016-08-10 2016-08-10 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0080 15008430.00 15008430.00 15008430.00 0.0040 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC FLOAT CP 07/25/2016 / 0.656000% 67985FAT1 67985FAT Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-07-25 2016-07-25 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0066 15003975.00 15003975.00 15003975.00 0.0040 N N N N PACCAR FINANCIAL CORP PACCAR FINANCIAL DCP, 06/06/2016 / 0.400000% 69372AF64 69372AF6 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0040 3899764.05 3899764.05 3899764.05 0.0010 N N Y N PACCAR FINANCIAL CORP PACCAR FINANCIAL DCP, 06/07/2016 / 0.380000% 69372AF72 69372AF7 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0038 6299552.70 6299552.70 6299552.70 0.0017 N N Y N PACCAR FINANCIAL CORP PACCAR FINANCIAL DCP, 06/08/2016 / 0.400000% 69372AF80 69372AF8 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N N 0.0040 5149578.73 5149578.73 5149578.73 0.0014 N N N N PACCAR FINANCIAL CORP PACCAR FINANCIAL DCP, 06/17/2016 / 0.390000% 69372AFH0 69372AFH Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0039 6998717.60 6998717.60 6998717.60 0.0019 N N N N PACCAR FINANCIAL CORP PACCAR FINANCIAL DCP, 06/28/2016 / 0.420000% 69372AFU1 69372AFU Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-28 2016-06-28 2016-06-28 N N N 0.0042 18999043.83 18999043.83 18999043.83 0.0051 N N N N PRAXAIR INC PRAXAIR, Inc. DCP, 06/01/2016 / 0.330000% 74005HF15 74005HF1 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0033 39999605.60 39999605.60 39999605.60 0.0107 N Y Y N PRAXAIR INC PRAXAIR, Inc. DCP, 06/20/2016 / 0.370000% 74005HFL1 74005HFL Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-20 2016-06-20 2016-06-20 N N N 0.0037 24994542.50 24994542.50 24994542.50 0.0067 N N N N PRAXAIR INC PRAXAIR, Inc. DCP, 06/22/2016 / 0.380000% 74005HFN7 74005HFN Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0038 29992740.00 29992740.00 29992740.00 0.0080 N N N N PRAXAIR INC PRAXAIR, Inc. DCP, 06/29/2016 / 0.390000% 74005HFV9 74005HFV Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-29 2016-06-29 2016-06-29 N N N 0.0039 29990115.90 29990115.90 29990115.90 0.0080 N N N N RECKITT BENCKISER RECKITT BENCKISER Trust DCP, 06/01/2016 / 0.660000% 7562E0F19 7562E0F1 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0047 34999660.50 34999660.50 34999660.50 0.0094 N Y Y N RECKITT BENCKISER RECKITT BENCKISER Trust DCP, 06/17/2016 / 0.370000% 7562E0FH4 7562E0FH Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0037 24995420.00 24995420.00 24995420.00 0.0067 N N N N REGENCY MARKETS NO 1 LLC REGENCY MARKETS No. 1 DCP, 06/07/2016 / 0.350000% 7588R0F77 7588R0F7 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N Y HSBC Cash Collateral N/A N/A 0.1000 0.0035 5892518.72 5892518.71 5892518.71 0.0016 N N Y N REGENCY MARKETS NO 1 LLC REGENCY MARKETS No. 1 DCP, 06/14/2016 / 0.440000% 7588R0FE2 7588R0FE Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N Y HSBC Cash Collateral N/A N/A 0.1000 0.0044 22196339.22 22196339.22 22196339.22 0.0059 N N N N REGENCY MARKETS NO 1 LLC REGENCY MARKETS No. 1 DCP, 06/15/2016 / 0.440000% 7588R0FF9 7588R0FF Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-15 2016-06-15 2016-06-15 N N Y HSBC Cash Collateral N/A N/A 0.1000 0.0044 25995395.40 25995395.40 25995395.40 0.0070 N N N N REGENCY MARKETS NO 1 LLC REGENCY MARKETS No. 1 DCP, 06/20/2016 / 0.440000% 7588R0FL6 7588R0FL Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-20 2016-06-20 2016-06-20 N N Y HSBC Cash Collateral N/A N/A 0.1000 0.0044 41490015.10 41490015.10 41490015.10 0.0111 N N N N REGENCY MARKETS NO 1 LLC REGENCY MARKETS No. 1 DCP, 06/27/2016 / 0.450000% 7588R0FT9 7588R0FT Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-27 2016-06-27 2016-06-27 N N Y HSBC Cash Collateral N/A N/A 0.1000 0.0045 19493448.00 19493448.00 19493448.00 0.0052 N N N N STATE STREET BANK & TR State Street Bank & Trust Co. 0.788700% 8574P1HS8 US8574P1HS82 0000093748 8574P1HS Certificate of Deposit First Tier Security N/A N/A 2016-06-13 2016-10-11 2016-10-11 N N N 0.0079 7503795.00 7503795.00 7503795.00 0.0020 N N N N STATE STREET BANK & TR State Street Bank & Trust Co. 0.887300% 8574P1JD9 US8574P1JD95 0000093748 8574P1JD Certificate of Deposit First Tier Security N/A N/A 2016-06-03 2017-02-03 2017-02-03 N N N 0.0089 5000460.00 5000460.00 5000460.00 0.0013 N N N N SUMITOMO MITSUI BANKING SUMITOMO MITSUI BNKG DCP, 06/07/2016 / 0.350000% 86562KF74 86562KF7 Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0035 49996393.00 49996393.00 49996393.00 0.0134 N N Y N SUNCORP METWAY LTD SUN Corp. METWAY DCP, 06/08/2016 / 0.660000% 8672E2F86 8672E2F8 Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N N 0.0066 9999182.00 9999182.00 9999182.00 0.0027 N N N N SUNCORP METWAY LTD SUN Corp. METWAY DCP, 06/14/2016 / 0.670000% 8672E2FE3 8672E2FE Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N N 0.0067 17497399.50 17497399.50 17497399.50 0.0047 N N N N SUNCORP METWAY LTD SUN Corp. METWAY DCP, 06/22/2016 / 0.750000% 8672E2FN3 8672E2FN Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0075 11997096.00 11997096.00 11997096.00 0.0032 N N N N SUNCORP METWAY LTD SUN Corp. METWAY DCP, 06/23/2016 / 0.750000% 8672E2FP8 8672E2FP Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-23 2016-06-23 2016-06-23 N N N 0.0075 22494294.00 22494294.00 22494294.00 0.0060 N N N N SUNCORP METWAY LTD SUN Corp. METWAY DCP, 07/06/2016 / 0.540000% 8672E2G69 8672E2G6 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0053 11295333.10 11295333.10 11295333.10 0.0030 N N N N SUNCORP METWAY LTD SUN Corp. METWAY DCP, 07/14/2016 / 0.920000% 8672E2GE2 8672E2GE Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-14 2016-07-14 2016-07-14 N N N 0.0092 17740801.95 17740801.95 17740801.95 0.0048 N N N N SUNCORP METWAY LTD SUN Corp. METWAY DCP, 08/08/2016 / 0.750000% 8672E2H84 8672E2H8 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0075 4995591.50 4995591.50 4995591.50 0.0013 N N N N SUNCORP METWAY LTD SUN Corp. METWAY DCP, 09/12/2016 / 0.800000% 8672E2JC3 8672E2JC Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0080 7488473.25 7488473.25 7488473.25 0.0020 N N N N SWEDBANK SWEDBANK NEW YORK 0.37%, 06/01/2016 / 0.370000% 87019UKU2 87019UKU Certificate of Deposit First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0037 39999996.00 39999996.00 39999996.00 0.0107 N Y Y N SWEDBANK SWEDBANK NEW YORK 0.36%, 06/02/2016 / 0.360000% 87019UKY4 87019UKY Certificate of Deposit First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0036 39999968.00 39999968.00 39999968.00 0.0107 N N Y N SWEDBANK SWEDBANK NEW YORK 0.36%, 06/07/2016 / 0.360000% 87019ULA5 87019ULA Certificate of Deposit First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0036 40000000.00 40000000.00 40000000.00 0.0107 N N Y N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING DCP, 06/16/2016 / 0.400000% 88602TFG3 88602TFG Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0040 29994306.00 29994306.00 29994306.00 0.0080 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING DCP, 07/07/2016 / 0.640000% 88603GEJ5 88603GEJ Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0064 9995087.00 9995087.00 9995087.00 0.0027 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING DCP, 09/13/2016 / 0.700000% 88603GEM8 88603GEM Asset Backed Commercial Paper First Tier Security N/A N/A 2016-09-13 2016-09-13 2016-09-13 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0070 4989427.00 4989427.00 4989427.00 0.0013 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 07/18/2016 / 0.736200% 88603LAJ8 88603LAJ Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-20 2016-07-18 2016-07-18 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0074 13004836.00 13004836.00 13004836.00 0.0035 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 08/10/2016 / 0.797900% 88603YBA8 88603YBA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-10 2016-08-10 2016-08-10 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0080 15008430.00 15008430.00 15008430.00 0.0040 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 06/23/2016 / 0.633000% 88603YBG5 88603YBG Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-23 2016-06-23 2016-06-23 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0063 15002175.00 15002175.00 15002175.00 0.0040 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 11/03/2016 / 0.838800% 88603YBJ9 88603YBJ Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-03 2016-11-03 2016-11-03 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0084 5503410.00 5503410.00 5503410.00 0.0015 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING DCP, 07/06/2016 / 0.650000% 88604FBR1 88604FBR Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0065 9995250.00 9995250.00 9995250.00 0.0027 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 10/03/2016 / 0.778800% 88605AAA9 88605AAA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-03 2016-10-03 2016-10-03 N N Y Royal Bank of Canada Credit Support Agreement N/A N/A 0.1000 0.0078 7503540.00 7503540.00 7503540.00 0.0020 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 0.882900% 89113EE69 US89113EE694 0001343236 89113EE6 Certificate of Deposit First Tier Security N/A N/A 2016-07-18 2016-10-17 2016-10-17 N N N 0.0088 25022625.00 25022625.00 25022625.00 0.0067 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 0.884500% 89113WAN6 US89113WAN65 0001343236 89113WAN Certificate of Deposit First Tier Security N/A N/A 2016-06-16 2017-02-16 2017-02-16 N N N 0.0088 2499987.50 2499987.50 2499987.50 0.0007 N N N N TORONTO-DOMINION BANK Toronto-Dominion Bank 2.500000% 89114QAB4 US89114QAB41 89114QAB Other Instrument Corporate Debt First Tier Security N/A N/A 2016-07-14 2016-07-14 2016-07-14 N N N 0.0071 6154368.96 6154368.95 6154368.95 0.0016 N N N N TORONTO-DOMINION BANK Toronto-Dominion Bank 0.697200% 89114QAY4 US89114QAY44 89114QAY Other Instrument Corporate Debt First Tier Security N/A N/A 2016-06-08 2016-07-08 2016-07-08 N N N 0.0070 8502031.50 8502031.50 8502031.50 0.0023 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MORTOR CREDIT VAR RT 07/15/2016 / 0.688500% 89233AJX8 89233AJX Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-20 2016-07-15 2016-07-15 N N N 0.0069 17505180.00 17505180.00 17505180.00 0.0047 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT VAR RT 01/27/2017 / 0.868800% 89233AMV8 89233AMV Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-03 2017-01-27 2017-01-27 N N N 0.0087 5000015.00 5000015.00 5000015.00 0.0013 N N N N US BANK NA CINCINNATI U.S. BANK NA CINCINNAT VAR RT CD 07/20/2016 / 0.738500% 90333VQU7 90333VQU Certificate of Deposit First Tier Security N/A N/A 2016-06-20 2016-07-20 2016-07-20 N N N 0.0074 20007620.00 20007620.00 20007620.00 0.0054 N N N N UNILEVER CAPITAL CORP UNILEVER CAPITAL COR DCP, 06/02/2016 / 0.330000% 90477DF27 90477DF2 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0033 4999905.50 4999905.50 4999905.50 0.0013 N N Y N UNILEVER CAPITAL CORP UNILEVER CAPITAL COR DCP, 06/22/2016 / 0.380000% 90477DFN1 90477DFN Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0038 4298822.66 4298822.66 4298822.66 0.0012 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES DCP, 06/02/2016 / 0.540000% 92646KF23 92646KF2 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility N/A N/A 0.0750 0.0054 19999546.00 19999546.00 19999546.00 0.0054 N N Y N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES DCP, 06/03/2016 / 0.470000% 92646KF31 92646KF3 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility N/A N/A 0.0750 0.0047 19999316.00 19999316.00 19999316.00 0.0054 N N Y N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES DCP, 06/06/2016 / 0.530000% 92646KF64 92646KF6 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility N/A N/A 0.0750 0.0053 19998620.00 19998620.00 19998620.00 0.0054 N N Y N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES DCP, 06/07/2016 / 0.520000% 92646KF72 92646KF7 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility N/A N/A 0.0750 0.0052 9999193.00 9999193.00 9999193.00 0.0027 N N Y N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES DCP, 06/09/2016 / 0.470000% 92646KF98 92646KF9 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-09 2016-06-09 2016-06-09 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility N/A N/A 0.0750 0.0047 4999477.50 4999477.50 4999477.50 0.0013 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES DCP, 06/10/2016 / 0.530000% 92646KFA5 92646KFA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility N/A N/A 0.0750 0.0053 3999534.40 3999534.40 3999534.40 0.0011 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES DCP, 06/17/2016 / 0.520000% 92646KFH0 92646KFH Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility N/A N/A 0.0750 0.0052 11997574.80 11997574.80 11997574.80 0.0032 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES DCP, 07/05/2016 / 0.520000% 92646KG55 92646KG5 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility N/A N/A 0.0750 0.0052 4997705.50 4997705.50 4997705.50 0.0013 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES DCP, 07/06/2016 / 0.520000% 92646KG63 92646KG6 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility N/A N/A 0.0750 0.0052 14992875.00 14992875.00 14992875.00 0.0040 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES DCP, 07/13/2016 / 0.580000% 92646KGD8 92646KGD Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility N/A N/A 0.0750 0.0058 7995241.60 7995241.60 7995241.60 0.0021 N N N N WAL-MART STORES INC WALMART STORES, Inc. DCP 06/06/2016 / 0.350000% 93114EF69 93114EF6 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0035 24998792.50 24998792.50 24998792.50 0.0067 N N Y N WAL-MART STORES INC WALMART STORES, Inc. DCP 06/14/2016 / 0.370000% 93114EFE2 93114EFE Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-14 2016-06-14 2016-06-14 N N N 0.0037 43479420.87 43479420.87 43479420.87 0.0117 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 0.670000% 94988EK72 US94988EK723 94988EK7 Certificate of Deposit First Tier Security N/A N/A 2016-06-01 2016-07-05 2016-07-05 N N N 0.0067 20004520.00 20004520.00 20004520.00 0.0054 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 0.720000% 94988EKE7 US94988EKE76 94988EKE Certificate of Deposit First Tier Security N/A N/A 2016-06-01 2016-10-07 2016-10-07 N N N 0.0072 5001000.00 5001000.00 5001000.00 0.0013 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 0.882900% 94988EKG2 US94988EKG25 94988EKG Certificate of Deposit First Tier Security N/A N/A 2016-07-18 2016-10-13 2016-10-13 N N N 0.0088 20017900.00 20017900.00 20017900.00 0.0054 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 0.658500% 94988EM62 US94988EM620 94988EM6 Certificate of Deposit First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0066 17500157.50 17500157.50 17500157.50 0.0047 N Y Y N WELLS FARGO BANK NA Wells Fargo Bank NA 0.790000% 94988ENN4 US94988ENN49 94988ENN Certificate of Deposit First Tier Security N/A N/A 2016-06-01 2016-07-12 2016-07-12 N N N 0.0079 15005880.00 15005880.00 15005880.00 0.0040 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 0.787200% 94988ETL2 US94988ETL29 94988ETL Certificate of Deposit First Tier Security N/A N/A 2016-06-08 2016-10-05 2016-10-05 N N N 0.0079 6753408.75 6753408.75 6753408.75 0.0018 N N N N DNB NOR BANK ASA CAYMAN DNB BANK ASA/CAYMAN 0.27% 06/01/2016 / 0.270000% 0001498632 DNB06016 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0027 100000000.00 100000000.00 100000000.00 0.0268 N Y Y N GOLDMAN SACHS & CO GOLDMAN SACHS REPO 0.28% - 6/01/2016 / 0.280000% 0000734700 GDM06016 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNAR XX.XXX LB890574 2043-11-01 2.980000 25780772.00 26625401.79 Agency Mortgage-Backed Securities FNAR XX.XXX HY471919 2022-08-01 2.720000 25230017.00 26304639.11 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8178 2046-02-01 2.442000 26588774.00 27297737.32 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM2673 2023-08-01 2.770000 25300000.00 26287054.20 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ6284 2042-12-01 3.500000 25901609.00 27191379.75 Agency Mortgage-Backed Securities FNMS 03.500 CRAR4171 2043-02-01 3.500000 25916347.00 27206359.30 Agency Mortgage-Backed Securities FNMS 04.500 CLAS0824 2043-10-01 4.500000 7402588.00 8155756.47 Agency Mortgage-Backed Securities FNMS 03.500 CTAS3343 2034-09-01 3.500000 24879061.00 26236164.32 Agency Mortgage-Backed Securities FNMS 03.000 CLAT3164 2043-04-01 3.000000 26098663.00 26777984.96 Agency Mortgage-Backed Securities FNMS 04.500 CLAL6619 2045-04-01 4.500000 24374873.00 27175692.49 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0028 245000000.00 245000000.00 245000000.00 0.0657 N Y Y N PREMIER PREMIER PORTFOLIO INST / 0.500000% 00142W868 IPPXX Investment Company First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0050 135000000.00 135000000.00 135000000.00 0.0362 N Y Y N STATE STREET BANK & TRUST STATE STREET REPO 0.03% - 6/01/2016 / 0.030000% 0000093748 STR06016 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY NOTE 2020-08-31 2.125000 825000.00 855937.50 U.S. Treasuries (including strips) US TREASURY NOTE 2020-10-31 1.375000 250000.00 250312.50 U.S. Treasuries (including strips) US TREASURY NOTE 2022-12-31 2.125000 110000.00 114125.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0003 1195138.92 1195138.92 1195138.92 0.0003 N Y Y N SVENSKA HANDELSBANKEN CI SVENSKA HANDELSBANKE 0.27% 06/01/2016 / 0.270000% 0001448613 SVH06016 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0027 130000000.00 130000000.00 130000000.00 0.0348 N Y Y N TORONTO DOMINION BANK NY TORONTO DOMI REPO 0.28% 06/01/16 / 0.280000% 0001343236 TDM06016 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 0 1/2 NOTE AY 17 2017-03-31 0.500000 10094000.00 10078233.17 U.S. Treasuries (including strips) 1 3/4 NOTE G 23 2023-01-31 1.750000 15205800.00 15325165.53 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0028 25000000.00 25000000.00 25000000.00 0.0067 N Y Y N BLACKROCK BLACKROCK LIQUIDITY FUNDS TEMP FUND / 0.485900% 09248U619 TMPXX Investment Company First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-02 N N N 0.0049 145000000.00 145000000.00 145000000.00 0.0389 N Y Y N BMO Funds 2016-05-31 John Patterson John Patterson AVP Fund Administration