N-MFP1 0000889366 XXXXXXXX 2016-08-31 0000889366 S000000751 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 Government/Agency Y 13 55 413059464.70 511907097.70 570990072.60 631166020.50 484558514.20 592916037.50 687790674.70 746388833.30 0.00 0.4040 0.3978 0.3820 0.3649 0.4739 0.4607 0.4602 0.4315 0.0000 0.00 2314643080.92 2314467527.23 199864.17 78811930.17 2235855461.23 2235855602.3000 1.0000 0.0032 1.0001 1.0001 1.0001 1.0000 0.0000 C000002160 10000000.00 1967438911.00 1967438684.8100 1.0001 1.0001 1.0001 1.0000 0.0000 316090328.50 175011240.30 367106735.00 115983876.40 351238986.50 148789305.50 274405869.80 75809386.30 0.00 0.00 1826113228.00 620487252.60 0.0013 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, -83569.20" C000002161 1000.00 268416550.23 268416917.4900 1.0001 1.0001 1.0001 1.0000 0.0000 17476196.30 17587507.65 31215300.27 30477157.13 38749077.04 21049600.57 13238280.92 7151556.60 0.00 0.00 243840584.10 95161725.10 0.0001 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, -83569.20" FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.457000% 3130A5X79 US3130A5X791 3130A5X7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-17 2017-01-17 2017-01-17 N N N 0.0044 5001040.00 5001040.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.502000% 3130A6DQ7 US3130A6DQ73 3130A6DQ U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-24 2017-02-24 2017-02-24 N N N 0.0054 5001370.00 5001370.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.479000% 3130A6FM4 US3130A6FM42 3130A6FM U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0048 5000200.00 5000200.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.624000% 3130A6ZB6 US3130A6ZB66 3130A6ZB U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-13 2017-01-13 2017-01-13 N N N 0.0035 4004508.00 4004508.00 0.0018 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.594000% 3130A73C7 US3130A73C70 3130A73C U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-19 2016-10-19 2016-10-19 N N N 0.0059 5001725.00 5001725.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.663000% 3130A75Y7 US3130A75Y72 3130A75Y U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-28 2016-10-28 2016-10-28 N N N 0.0066 5002335.00 5002335.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.752000% 3130A77C3 US3130A77C35 3130A77C U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-09 2017-08-09 2017-08-09 N N N 0.0075 5008790.00 5008790.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.728000% 3130A77G4 US3130A77G49 3130A77G U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-07 2017-02-07 2017-02-07 N N N 0.0073 5006345.00 5006345.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.570000% 3130A7AA3 US3130A7AA32 3130A7AA U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-26 2016-10-26 2016-10-26 N N N 0.0057 5001750.00 5001750.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.641000% 3130A7GP4 US3130A7GP47 3130A7GP U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-11 2017-09-11 2017-09-11 N N N 0.0064 7517670.00 7517670.00 0.0034 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.574000% 3130A7T54 US3130A7T548 3130A7T5 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-19 2017-04-19 2017-04-19 N N N 0.0057 5003150.00 5003150.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.436000% 3130A7VX0 US3130A7VX06 3130A7VX U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0044 7500030.00 7500030.00 0.0034 N N Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.487000% 3130A7ZH1 US3130A7ZH10 3130A7ZH U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-10 2016-11-10 2016-11-10 N N N 0.0049 5001205.00 5001205.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.498000% 3130A83G6 US3130A83G66 3130A83G U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-13 2017-02-13 2017-02-13 N N N 0.0051 7502692.50 7502692.50 0.0034 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.673000% 3130A83P6 US3130A83P65 3130A83P U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-16 2017-05-16 2017-05-16 N N N 0.0070 5003780.00 5003780.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.504000% 3130A8AR4 US3130A8AR40 3130A8AR U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-01 2017-06-01 2017-06-01 N N N 0.0050 5002255.00 5002255.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.503000% 3130A8DL4 US3130A8DL43 3130A8DL U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-06 2017-01-06 2017-01-06 N N N 0.0050 5002135.00 5002135.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.568000% 3130A8EH2 US3130A8EH22 3130A8EH U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-07 2017-12-07 2017-12-07 N N N 0.0057 5656792.64 5656792.63 0.0025 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.567000% 3130A8F32 US3130A8F321 3130A8F3 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-05 2017-12-05 2017-12-05 N N N 0.0057 4502340.00 4502340.00 0.0020 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.532000% 3130A8G80 US3130A8G808 3130A8G8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-10 2017-03-10 2017-03-10 N N N 0.0053 5002145.00 5002145.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.508000% 3130A8H71 US3130A8H715 3130A8H7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-13 2017-01-13 2017-01-13 N N N 0.0051 5002065.00 5002065.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.492000% 3130A8JF1 US3130A8JF11 3130A8JF U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2016-11-21 2016-11-21 N N N 0.0049 5001380.00 5001380.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.502000% 3130A8K85 US3130A8K859 3130A8K8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2016-11-21 2016-11-21 N N N 0.0050 7502235.00 7502235.00 0.0034 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.557000% 3130A8LM3 US3130A8LM34 3130A8LM U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-24 2017-03-24 2017-03-24 N N N 0.0056 10005460.00 10005460.00 0.0045 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.544000% 3130A8MZ3 US3130A8MZ38 3130A8MZ U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-03 2017-07-03 2017-07-03 N N N 0.0054 2501292.50 2501292.50 0.0011 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.568000% 3130A8P49 US3130A8P494 3130A8P4 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-12 2017-07-12 2017-07-12 N N N 0.0057 7503810.00 7503810.00 0.0034 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.587000% 3130A8RA3 US3130A8RA32 3130A8RA U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-18 2017-10-18 2017-10-18 N N N 0.0059 5004400.00 5004400.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.569000% 3130A8XB4 US3130A8XB41 3130A8XB U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-03 2017-11-03 2017-11-03 N N N 0.0057 10003730.00 10003730.00 0.0045 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.638000% 3130A8ZL0 US3130A8ZL05 3130A8ZL U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-13 2017-11-13 2017-11-13 N N N 0.0064 12500000.00 12500000.00 0.0056 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.562000% 3130A93N9 US3130A93N99 3130A93N U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-17 2017-11-17 2017-11-17 N N N 0.0056 12503025.00 12503025.00 0.0056 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.573000% 3130A94A6 US3130A94A69 3130A94A U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-16 2017-05-16 2017-05-16 N N N 0.0057 13000923.00 13000923.00 0.0058 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.524000% 3130A95A5 US3130A95A50 3130A95A U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-19 2017-08-21 2017-08-21 N N N 0.0052 10001940.00 10001940.00 0.0045 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.539000% 3130A9AX9 US3130A9AX90 3130A9AX U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-29 2017-11-28 2017-11-28 N N N 0.0054 20721165.88 20721165.88 0.0093 N N N N FC DISCOUNT NOTE FFCB DISC NOTE 08/02/2016 / 0.260000% 313312E48 313312E4 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0026 1249991.25 1249991.25 0.0006 N N Y N FC DISCOUNT NOTE FFCB DISC NOTE 0% 09/06/2016 / 0.230000% 313312E89 313312E8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0023 74997375.00 74997375.00 0.0335 N N Y N FC DISCOUNT NOTE FFCB DISC NOTE 09/07/2016 / 0.250000% 313312E97 313312E9 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0025 12429477.94 12429477.94 0.0056 N N Y N FC DISCOUNT NOTE FFCB DISC NOTE 0% 09/13/2016 / 0.240000% 313312F70 313312F7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-13 2016-09-13 2016-09-13 N N N 0.0024 9999170.00 9999170.00 0.0045 N N N N FC DISCOUNT NOTE FFCB DISC NOTE 0% 09/23/16 / 0.260000% 313312G95 313312G9 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0026 19996940.00 19996940.00 0.0089 N N N N FC DISCOUNT NOTE "FFCB DISC NOTE 0.00, 09/27/2016 /" 0.270000% 313312H52 313312H5 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0028 14997285.00 14997285.00 0.0067 N N N N FC DISCOUNT NOTE FFCB DISC NOTE 0% 09/28/16 / 0.270000% 313312H60 313312H6 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0027 19996240.00 19996240.00 0.0089 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 2.000000% 313370TW8 US313370TW83 313370TW U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0200 1980700.92 1980700.92 0.0009 N N N N FHLB DISC CORP "FED HOME LN DISC NT DCP, 0.25% 9/02/16 /" 0.255000% 313384E47 313384E4 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0026 32624771.63 32624771.63 0.0146 N N Y N FHLB DISC CORP FHLB 0% 09/06/2016 / 0.230000% 313384E88 313384E8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0023 7499737.50 7499737.50 0.0034 N N Y N FHLB DISC CORP "FED HOME LN DISC NT 0.00%, 09/07/2016 /" 0.265000% 313384E96 313384E9 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0026 39098357.80 39098357.80 0.0175 N N Y N FHLB DISC CORP "FHLB 0%, 9/9/2016 /" 0.257000% 313384F38 313384F3 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0026 58190741.14 58190741.14 0.0260 N N N N FHLB DISC CORP "FHLB 0%, 9/13/2016 /" 0.275000% 313384F79 313384F7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-13 2016-09-13 2016-09-13 N N N 0.0028 15398721.80 15398721.80 0.0069 N N N N FHLB DISC CORP FHLB 0 9/14/16 / 0.286000% 313384F87 313384F8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0029 33297003.00 33297003.00 0.0149 N N N N FHLB DISC CORP "FHLB 0, 09/16/2016 /" 0.269000% 313384G29 313384G2 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0024 52194571.20 52194571.20 0.0233 N N N N FED HOME LN DISCOUNT NT Federal Home Loan Bank Discount Notes 0.270000% 313384G52 US313384G525 313384G5 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-19 2016-09-19 2016-09-19 N N N 0.0031 26296712.50 26296712.50 0.0118 N N N N FHLB DISC CORP "FHLB 0%, 09/21/2016 /" 0.275000% 313384G78 313384G7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2016-09-21 2016-09-21 N N N 0.0028 19997220.00 19997220.00 0.0089 N N N N FHLB DISC CORP "FHLB 0%, 9/22/2016 /" 0.280000% 313384G86 313384G8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0028 23996496.00 23996496.00 0.0107 N N N N FHLB DISC CORP "FHLB 0.%, 09/23/2016 /" 0.272000% 313384G94 313384G9 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0027 49992350.00 49992350.00 0.0224 N N N N FHLB DISC CORP FHLB 9/26/2016 / 0.275000% 313384H44 313384H4 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-26 2016-09-26 2016-09-26 N N N 0.0028 16106197.03 16106197.03 0.0072 N N N N FHLB DISC CORP "FHLB Disc Corp. DCP, 10/07/2016 /" 0.300000% 313384J75 313384J7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0030 5704345.26 5704345.26 0.0026 N N N N FREDDIE DISCOUNT FHLMC 0% 09/01/2016 / 0.238000% 313396E33 313396E3 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0024 24000000.00 24000000.00 0.0107 N Y Y N FREDDIE DISCOUNT FHLMC 0% 09/06/2016 / 0.230000% 313396E82 313396E8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0023 24999125.00 24999125.00 0.0112 N N Y N FREDDIE DISCOUNT "FHLMC DISC NOTE 0%, 09/08/16 /" 0.208000% 313396F24 313396F2 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0021 40098035.10 40098035.10 0.0179 N N N N FREDDIE DISCOUNT FHLMC DISC NOTE 0% 09/12/2016 / 0.240000% 313396F65 313396F6 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0024 20998404.00 20998404.00 0.0094 N N N N FREDDIE DISCOUNT "FREDDIE MAC DISCOUNT 0.00%, 09/14/2016 /" 0.245000% 313396F81 313396F8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-14 2016-09-14 2016-09-14 N N N 0.0024 5449509.50 5449509.50 0.0024 N N N N FREDDIE DISCOUNT "FHLMC DISC NOTE 0%, 09/15/16 /" 0.233000% 313396F99 313396F9 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0023 29997090.00 29997090.00 0.0134 N N N N FREDDIE DISCOUNT FHLMC 0% 09/20/2016 / 0.245000% 313396G64 313396G6 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-20 2016-09-20 2016-09-20 N N N 0.0024 19997360.00 19997360.00 0.0089 N N N N FREDDIE DISCOUNT FHLMC 0% 09/29/16 / 0.260000% 313396H71 313396H7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-29 2016-09-29 2016-09-29 N N N 0.0026 17604584.05 17604584.05 0.0079 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.543200% 3133ED4J8 US3133ED4J86 3133ED4J U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-11 2016-10-11 2016-10-11 N N N 0.0039 5001130.00 5001130.00 0.0022 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.547700% 3133EDFB3 US3133EDFB39 3133EDFB U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-13 2017-02-13 2017-02-13 N N N 0.0053 14008526.00 14008526.00 0.0063 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.533200% 3133EDJA1 US3133EDJA10 3133EDJA U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-11 2016-10-11 2016-10-11 N N N 0.0031 3250581.75 3250581.75 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.557400% 3133EDJX1 US3133EDJX13 3133EDJX U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-17 2017-04-17 2017-04-17 N N N 0.0034 15645115.85 15645115.85 0.0070 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.553800% 3133EDKA9 US3133EDKA90 3133EDKA U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-28 2016-12-28 2016-12-28 N N N 0.0008 20814726.40 20814726.40 0.0093 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.517700% 3133EDLJ9 US3133EDLJ90 3133EDLJ U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-14 2016-11-14 2016-11-14 N N N 0.0050 2992948.46 2992948.46 0.0013 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.537700% 3133EDQD7 US3133EDQD75 3133EDQD U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-14 2017-07-14 2017-07-14 N N N 0.0052 5000915.00 5000915.00 0.0022 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.514100% 3133EDT77 US3133EDT775 3133EDT7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-19 2016-12-19 2016-12-19 N N N 0.0051 15008475.00 15008475.00 0.0067 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.460000% 3133EDT85 US3133EDT858 3133EDT8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-02 2016-12-19 2016-12-19 N N N 0.0023 13501228.50 13501228.50 0.0060 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.528400% 3133EEEA4 US3133EEEA48 3133EEEA U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-08 2017-05-08 2017-05-08 N N N 0.0053 5862320.56 5862320.56 0.0026 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.493900% 3133EEFN5 US3133EEFN59 3133EEFN U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-01 2016-12-01 2016-12-01 N N N 0.0049 5001720.00 5001720.00 0.0022 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.533800% 3133EEQ94 US3133EEQ944 3133EEQ9 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-27 2017-11-27 2017-11-27 N N N 0.0053 8411852.79 8411852.79 0.0038 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.503800% 3133EERC6 US3133EERC66 3133EERC U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0050 9501263.50 9501263.50 0.0042 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.537400% 3133EEZM5 US3133EEZM56 3133EEZM U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-17 2018-01-17 2018-01-17 N N N 0.0054 2894215.46 2894215.45 0.0013 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.627700% 3133EF2H9 US3133EF2H93 3133EF2H U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-13 2017-11-13 2017-11-13 N N N 0.0063 5004585.00 5004585.00 0.0022 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.483900% 3133EFBX4 US3133EFBX43 3133EFBX U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-01 2017-08-01 2017-08-01 N N N 0.0048 9996000.00 9996000.00 0.0045 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.502700% 3133EFJV0 US3133EFJV05 3133EFJV U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-15 2016-12-15 2016-12-15 N N N 0.0049 5002645.00 5002645.00 0.0022 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.573400% 3133EFL47 US3133EFL470 3133EFL4 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-08 2017-03-08 2017-03-08 N N N 0.0057 7505932.50 7505932.50 0.0034 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.632700% 3133EFL88 US3133EFL884 3133EFL8 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-14 2017-09-14 2017-09-14 N N N 0.0063 5007170.00 5007170.00 0.0022 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.664400% 3133EFVY0 US3133EFVY06 3133EFVY U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-25 2018-01-25 2018-01-25 N N N 0.0064 3503654.00 3503654.00 0.0016 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.400000% 3133EGSX4 US3133EGSX43 3133EGSX U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-01 2016-09-01 2017-09-01 N N N 0.0000 14997000.00 14997000.00 0.0067 N Y Y N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.512700% 3134G5Z32 US3134G5Z325 3134G5Z3 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-13 2017-01-13 2017-01-13 N N N 0.0057 3001770.00 3001770.00 0.0013 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.563800% 3134G75N7 US3134G75N75 3134G75N U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-27 2017-04-27 2017-04-27 N N N 0.0058 10001310.00 10001310.00 0.0045 N N N N FNMA DISCOUNT "FNMA Discount Note 0%, 09/01/16 /" 0.180000% 313588E35 313588E3 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0018 40000000.00 40000000.00 0.0179 N Y Y N FNMA DISCOUNT "FNMA Discount Note 0%, 09/02/2016 /" 0.200000% 313588E43 313588E4 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0020 54999615.00 54999615.00 0.0246 N N Y N FNMA DISCOUNT "FNMA DISCOUNT NOTE 0.00%, 9/12/16 /" 0.280000% 313588F67 313588F6 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0028 14998860.00 14998860.00 0.0067 N N N N FNMA DISCOUNT FNMA Discount 09/21/2016 / 0.290000% 313588G74 313588G7 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2016-09-21 2016-09-21 N N N 0.0029 14997915.00 14997915.00 0.0067 N N N N FANNIE MAE Federal National Mortgage Association 0.534900% 3135G0B44 US3135G0B441 3135G0B4 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-26 2017-01-26 2017-01-26 N N N 0.0011 18664308.85 18664308.85 0.0083 N N N N FANNIE MAE Federal National Mortgage Association 0.508400% 3135G0E66 US3135G0E668 3135G0E6 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-08 2017-09-08 2017-09-08 N N N 0.0051 2999694.00 2999694.00 0.0013 N N N N FANNIE MAE Federal National Mortgage Association 0.596600% 3135G0L27 US3135G0L275 3135G0L2 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-20 2017-12-20 2017-12-20 N N N 0.0060 12511225.00 12511225.00 0.0056 N N N N FANNIE MAE Federal National Mortgage Association 0.634600% 3135G0M34 US3135G0M349 3135G0M3 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-11 2018-01-11 2018-01-11 N N N 0.0063 7510147.50 7510147.50 0.0034 N N N N FANNIE MAE Federal National Mortgage Association 0.587100% 3135G0ZW6 US3135G0ZW63 3135G0ZW U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0060 10002510.00 10002510.00 0.0045 N N N N OVERSEAS PRIVATE INV COR Overseas Private Investment Corp. 0.560000% 690353ZZ3 US690353ZZ35 690353ZZ U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-07 2016-09-14 2020-09-15 Y OPIC N/A N/A 1.0000 7 N Y U.S. Government N/A N/A 1.0000 N 0.0056 8005000.00 8005000.00 0.0036 N N N Y TREASURY BILL United States Treasury Bill 0.240000% 912796HE2 US912796HE27 912796HE U.S. Treasury Debt First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0024 54995930.00 54995930.00 0.0246 N Y Y N TREASURY BILL United States Treasury Bill 0.232000% 912796JH3 US912796JH30 912796JH U.S. Treasury Debt First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0023 125000000.00 125000000.00 0.0559 N Y Y N TREASURY BILL United States Treasury Bill 0.224000% 912796JK6 US912796JK68 912796JK U.S. Treasury Debt First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0022 99996500.00 99996500.00 0.0447 N Y Y N TREASURY BILL United States Treasury Bill 0.233000% 912796JL4 US912796JL42 912796JL U.S. Treasury Debt First Tier Security N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0023 74991300.00 74991300.00 0.0335 N Y Y N TREASURY BILL United States Treasury Bill 0.223000% 912796JM2 US912796JM25 912796JM U.S. Treasury Debt First Tier Security N/A N/A 2016-09-29 2016-09-29 2016-09-29 N N N 0.0022 74984700.00 74984700.00 0.0335 N Y Y N TREASURY BILL United States Treasury Bill 0.234000% 912796JN0 US912796JN08 912796JN U.S. Treasury Debt First Tier Security N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0023 24994525.00 24994525.00 0.0112 N Y Y N STIT-GOVERNMENT & AGENCY PORTFOLIO INVESCO GOVT&AGENCY INST CLASS / 0.290000% 825252885 AGPXX Investment Company First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0029 105000000.00 105000000.00 0.0470 N Y Y N GOLDMAN SACHS & CO GOLDMAN SACHS REPO 0.31% - 09/01/2016 / 0.310000% 0000734700 GDM09016 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 03.500 CI890395 2026-02-01 3.500000 61937882.00 65458864.36 Agency Mortgage-Backed Securities FNMS 04.000 CLAS7248 2046-05-01 4.000000 60715733.00 65066622.28 Agency Mortgage-Backed Securities 03.500 FGPC G08722 G 2046-09-01 3.500000 19017631.00 20045077.53 Agency Mortgage-Backed Securities 04.000 FGPC G07786 G 2044-08-01 4.000000 12968438.00 14219373.92 Agency Mortgage-Backed Securities FNMS 03.000 CIAY5652 2030-06-01 3.000000 61141886.00 64075473.26 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0031 225000000.00 225000000.00 0.1006 N Y Y N MERRILL LYNCH PIERCE FENNER AND SMITH M LYNCH PFS REPO 0.33% - 09/01/2016 / 0.330000% 0000728612 MLP09016 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNII SF MA3803 M 2046-07-20 3.500000 43686355.00 46520157.45 Agency Mortgage-Backed Securities GNII SF MA0624 M 2042-12-20 3.000000 18668448.00 19605753.46 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 65000000.00 65000000.00 0.0291 N Y Y N STATE STREET BANK & TRUST STATE STREET REPO 0.03% -09/01/2016 / 0.030000% 0000093748 STR09016 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 0.875 FMNT GB 17 T3 2017-02-22 0.875000 12125000.00 12155312.50 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0003 11913567.69 11913567.69 0.0053 N Y Y N TORONTO DOMINION BANK NY TORONTO DOMI REPO 0.32% - 09/01/2016 / 0.320000% 0001343236 TDM09016 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 1 7/8 TRIN D 19 2019-07-15 1.875000 71105.00 75838.41 U.S. Treasuries (including strips) U.S. T Notes 2020-04-30 1.125000 15894200.00 15938910.38 U.S. Treasuries (including strips) 0 1/2 NOTE AV 17 2017-01-31 0.500000 100000.00 100015.60 U.S. Treasuries (including strips) 0 5/8 NOTE AT 16 2016-12-15 0.625000 63500.00 63539.69 U.S. Treasuries (including strips) TRFR BE 07/31/17 2017-07-31 0.362200 52500.00 52508.19 U.S. Treasuries (including strips) 1 3/8 TRIN D 18 2018-07-15 1.375000 84151.00 87191.13 U.S. Treasuries (including strips) 2 5/8 NOTE E 20 2020-08-15 2.625000 9000.00 9528.75 U.S. Treasuries (including strips) 1 1/4 NOTE R 19 2019-10-31 1.250000 64400.00 64963.50 U.S. Treasuries (including strips) 1.75 FMNT GB 19 G1 2019-05-30 1.750000 2000.00 2041.76 Agency Mortgage-Backed Securities 1.375 FMNT GB 20 R7 2020-05-01 1.375000 19000.00 19177.08 Agency Mortgage-Backed Securities 3.75 FMNT GB 19 A5 2019-03-27 3.750000 27000.00 28890.00 Agency Mortgage-Backed Securities 1.50 FNSM A 06/20 2020-06-22 1.500000 45000.00 45616.05 Agency Debentures and Agency Strips 5.00 FNSM A 02/17 2017-02-13 5.000000 10000.00 10190.63 U.S. Treasuries (including strips) 03.500 FGPC G60143 G 2045-01-01 3.500000 8329278.00 8905639.58 Agency Mortgage-Backed Securities BILL 09/22/16 2016-09-22 0.00 10700.00 10698.49 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 25000000.00 25000000.00 0.0112 N Y Y N BLACKROCK BLACKROCK LIQUIDITY FUNDS T-FUND / 0.210000% 09248U718 TSTXX Investment Company First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-02 N N N 0.0021 105000000.00 105000000.00 0.0470 N Y Y N BMO Funds 2016-08-31 John Patterson John Patterson AVP Fund Administration