N-MFP2 0000889366 XXXXXXXX 2016-10-31 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 16 80 1666123687.00 1619449530.00 1594120177.00 1506905975.00 1852022055.00 1752171174.00 1693241526.00 1799617586.00 0.00 0.5106 0.4909 0.4809 0.4367 0.5676 0.5312 0.5108 0.5215 0.0000 5000000.00 3428896126.96 3428227730.83 449760.13 20859629.63 3412817861.33 3412818002.4000 1.0000 0.0034 1.0001 1.0001 1.0002 1.0001 0.0000 C000002160 10000000.00 2412964905.00 2412963672.9500 1.0001 1.0001 1.0002 1.0001 0.0000 215356567.70 147040201.90 123151625.80 237086816.60 148265161.40 112223126.00 268283443.70 185802064.00 0.00 0.00 768850812.10 690951735.30 0.0014 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 227922.78" C000002161 1000.00 999852956.33 999854329.4500 1.0001 1.0001 1.0002 1.0001 0.0000 203827699.20 43249579.19 151438935.20 29020466.67 49063510.11 17057972.85 53047421.81 21488522.29 0.00 0.00 463971872.60 139839568.60 0.0001 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 227922.78" FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.485000% 3130A5X79 US3130A5X791 3130A5X7 U.S. Government Agency Debt Y 2016-11-17 2017-01-17 2017-01-17 N N N 0.0046 5001820.00 5001820.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.504000% 3130A6DQ7 US3130A6DQ73 3130A6DQ U.S. Government Agency Debt Y 2016-11-24 2017-02-24 2017-02-24 N N N 0.0054 5003025.00 5003025.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.833000% 3130A6ZB6 US3130A6ZB66 3130A6ZB U.S. Government Agency Debt Y 2017-01-13 2017-01-13 2017-01-13 N N N 0.0056 4003728.00 4003728.00 0.0012 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.752000% 3130A77C3 US3130A77C35 3130A77C U.S. Government Agency Debt Y 2016-11-09 2017-08-09 2017-08-09 N N N 0.0075 5014645.00 5014645.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.728000% 3130A77G4 US3130A77G49 3130A77G U.S. Government Agency Debt Y 2016-11-07 2017-02-07 2017-02-07 N N N 0.0073 5005820.00 5005820.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.619000% 3130A7C78 US3130A7C783 3130A7C7 U.S. Government Agency Debt Y 2016-11-25 2017-02-24 2017-02-24 N N N 0.0062 10009380.00 10009380.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.830000% 3130A7GP4 US3130A7GP47 3130A7GP U.S. Government Agency Debt Y 2016-12-11 2017-09-11 2017-09-11 N N N 0.0083 7523347.50 7523347.50 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.588000% 3130A7T54 US3130A7T548 3130A7T5 U.S. Government Agency Debt Y 2016-11-19 2017-04-19 2017-04-19 N N N 0.0059 5005690.00 5005690.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.568000% 3130A7YH2 US3130A7YH29 3130A7YH U.S. Government Agency Debt Y 2016-11-05 2017-09-05 2017-09-05 N N N 0.0043 23530315.00 23530315.00 0.0069 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.505000% 3130A7ZH1 US3130A7ZH10 3130A7ZH U.S. Government Agency Debt Y 2016-11-10 2016-11-10 2016-11-10 N N N 0.0050 5000280.00 5000280.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.521000% 3130A83G6 US3130A83G66 3130A83G U.S. Government Agency Debt Y 2016-11-13 2017-02-13 2017-02-13 N N N 0.0053 7504500.00 7504500.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.673000% 3130A83P6 US3130A83P65 3130A83P U.S. Government Agency Debt Y 2016-11-16 2017-05-16 2017-05-16 N N N 0.0070 5008570.00 5008570.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.537000% 3130A8AR4 US3130A8AR40 3130A8AR U.S. Government Agency Debt Y 2016-11-01 2017-06-01 2017-06-01 N N N 0.0054 5005370.00 5005370.00 0.0015 N Y Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.537000% 3130A8CF8 US3130A8CF83 3130A8CF U.S. Government Agency Debt Y 2016-11-01 2017-03-01 2017-03-01 N N N 0.0054 15011220.00 15011220.00 0.0044 N Y Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.532000% 3130A8DL4 US3130A8DL43 3130A8DL U.S. Government Agency Debt Y 2016-11-06 2017-01-06 2017-01-06 N N N 0.0053 5002160.00 5002160.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.596000% 3130A8EH2 US3130A8EH22 3130A8EH U.S. Government Agency Debt Y 2016-11-07 2017-12-07 2017-12-07 N N N 0.0031 17565335.55 17565335.55 0.0051 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.598000% 3130A8F32 US3130A8F321 3130A8F3 U.S. Government Agency Debt Y 2016-11-05 2017-12-05 2017-12-05 N N N 0.0060 11770926.75 11770926.75 0.0034 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.550000% 3130A8G80 US3130A8G808 3130A8G8 U.S. Government Agency Debt Y 2016-11-10 2017-03-10 2017-03-10 N N N 0.0055 5004135.00 5004135.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.531000% 3130A8H71 US3130A8H715 3130A8H7 U.S. Government Agency Debt Y 2016-11-13 2017-01-13 2017-01-13 N N N 0.0053 5002320.00 5002320.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.505000% 3130A8JF1 US3130A8JF11 3130A8JF U.S. Government Agency Debt Y 2016-11-21 2016-11-21 2016-11-21 N N N 0.0050 5000630.00 5000630.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.515000% 3130A8K85 US3130A8K859 3130A8K8 U.S. Government Agency Debt Y 2016-11-21 2016-11-21 2016-11-21 N N N 0.0052 7500982.50 7500982.50 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.559000% 3130A8LM3 US3130A8LM34 3130A8LM U.S. Government Agency Debt Y 2016-11-24 2017-03-24 2017-03-24 N N N 0.0056 10009390.00 10009390.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.577000% 3130A8MZ3 US3130A8MZ38 3130A8MZ U.S. Government Agency Debt Y 2016-11-03 2017-07-03 2017-07-03 N N N 0.0058 2503517.50 2503517.50 0.0007 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.579000% 3130A8P49 US3130A8P494 3130A8P4 U.S. Government Agency Debt Y 2016-11-12 2017-07-12 2017-07-12 N N N 0.0058 7510732.50 7510732.50 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.616000% 3130A8RA3 US3130A8RA32 3130A8RA U.S. Government Agency Debt Y 2016-11-18 2017-10-18 2017-10-18 N N N 0.0062 5008130.00 5008130.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.602000% 3130A8XB4 US3130A8XB41 3130A8XB U.S. Government Agency Debt Y 2016-11-03 2017-11-03 2017-11-03 N N N 0.0060 10015320.00 10015320.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.638000% 3130A8ZL0 US3130A8ZL05 3130A8ZL U.S. Government Agency Debt Y 2016-11-13 2017-11-13 2017-11-13 N N N 0.0064 12522062.50 12522062.50 0.0037 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.590000% 3130A93N9 US3130A93N99 3130A93N U.S. Government Agency Debt Y 2016-11-17 2017-11-17 2017-11-17 N N N 0.0059 12515987.50 12515987.50 0.0037 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.573000% 3130A94A6 US3130A94A69 3130A94A U.S. Government Agency Debt Y 2016-11-16 2017-05-16 2017-05-16 N N N 0.0057 13015600.00 13015600.00 0.0038 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.535000% 3130A95A5 US3130A95A50 3130A95A U.S. Government Agency Debt Y 2016-11-21 2017-08-21 2017-08-21 N N N 0.0054 10011270.00 10011270.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.550000% 3130A9AX9 US3130A9AX90 3130A9AX U.S. Government Agency Debt Y 2016-11-28 2017-11-28 2017-11-28 N N N 0.0055 20741662.90 20741662.90 0.0061 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.575000% 3130A9E31 US3130A9E314 3130A9E3 U.S. Government Agency Debt Y 2016-12-07 2017-09-07 2017-09-07 N N N 0.0058 10010020.00 10010020.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.545000% 3130A9EL1 US3130A9EL17 3130A9EL U.S. Government Agency Debt Y 2016-11-08 2017-12-08 2017-12-08 N N N 0.0054 10012410.00 10012410.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.505000% 3130A9JC6 US3130A9JC62 3130A9JC U.S. Government Agency Debt Y 2016-11-15 2017-09-15 2017-09-15 N N N 0.0050 17512565.00 17512565.00 0.0051 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.434000% 3130A9KY6 US3130A9KY63 3130A9KY U.S. Government Agency Debt Y 2016-11-26 2017-04-26 2017-04-26 N N N 0.0043 18007524.00 18007524.00 0.0053 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.544000% 3130A9LK5 US3130A9LK50 3130A9LK U.S. Government Agency Debt Y 2016-11-23 2018-03-23 2018-03-23 N N N 0.0022 25017125.00 25017125.00 0.0073 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.633000% 3130A9M73 US3130A9M739 3130A9M7 U.S. Government Agency Debt Y 2016-12-26 2018-03-26 2018-03-26 N N N 0.0063 18509601.50 18509601.50 0.0054 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.480000% 3130A9QM6 US3130A9QM61 3130A9QM U.S. Government Agency Debt Y 2016-11-11 2017-10-10 2017-10-10 N N N 0.0048 23009660.00 23009660.00 0.0067 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.466000% 3130A9QP9 US3130A9QP92 3130A9QP U.S. Government Agency Debt Y 2017-01-12 2017-07-12 2017-07-12 N N N 0.0047 20004420.00 20004420.00 0.0059 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.375000% 3130A9RY9 US3130A9RY90 3130A9RY U.S. Government Agency Debt Y 2016-11-17 2017-04-17 2017-04-17 N N N 0.0038 25001725.00 25001725.00 0.0073 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.466000% 3130A9S69 US3130A9S694 3130A9S6 U.S. Government Agency Debt Y 2016-11-22 2017-11-22 2017-11-22 N N N 0.0047 18797048.40 18797048.40 0.0055 N N N N FC DISCOUNT NOTE "FFCB 0%, 11/03/16 /" 0.217000% 313312N22 313312N2 U.S. Government Agency Debt Y 2016-11-03 2016-11-03 2016-11-03 N N N 0.0022 59999340.00 59999340.00 0.0176 N N Y N FC DISCOUNT NOTE FEDERAL FARM CREDIT 0% 11/14/16 / 0.250000% 313312P53 313312P5 U.S. Government Agency Debt Y 2016-11-14 2016-11-14 2016-11-14 N N N 0.0025 29997930.00 29997930.00 0.0088 N N N N FC DISCOUNT NOTE "FEDERAL FARM CREDIT 0%, 11/17/16 /" 0.260000% 313312P87 313312P8 U.S. Government Agency Debt Y 2016-11-17 2016-11-17 2016-11-17 N N N 0.0026 29997480.00 29997480.00 0.0088 N N N N FC DISCOUNT NOTE "FEDERAL FARM CREDIT 0%, 11/23/2016 /" 0.260000% 313312Q60 313312Q6 U.S. Government Agency Debt Y 2016-11-23 2016-11-23 2016-11-23 N N N 0.0026 24997100.00 24997100.00 0.0073 N N N N FC DISCOUNT NOTE "FFCB DISC NT 0%, 05/01/17 /" 0.550000% 313313FA1 313313FA U.S. Government Agency Debt Y 2017-05-01 2017-05-01 2017-05-01 N N N 0.0055 9976870.00 9976870.00 0.0029 N N N N FHLB DISC CORP "FHLB 0%, 11/1/2016 /" 0.250000% 313384M89 313384M8 U.S. Government Agency Debt Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0025 50000000.00 50000000.00 0.0147 N Y Y N FHLB DISC CORP "FHLB 0%, 11/2/2016 /" 0.251000% 313384M97 313384M9 U.S. Government Agency Debt Y 2016-11-02 2016-11-02 2016-11-02 N N N 0.0025 120349398.30 120349398.30 0.0353 N N Y N FHLB DISC CORP "FHLB Disc. Note 0%, 11/03/2016 /" 0.250000% 313384N21 313384N2 U.S. Government Agency Debt Y 2016-11-03 2016-11-03 2016-11-03 N N N 0.0025 29999670.00 29999670.00 0.0088 N N Y N FHLB DISC CORP "FHLB Disc. Note 0%, 11/4/16 /" 0.260000% 313384N39 313384N3 U.S. Government Agency Debt Y 2016-11-04 2016-11-04 2016-11-04 N N N 0.0026 59999040.00 59999040.00 0.0176 N N Y N FHLB DISC CORP FHLB Disc. Note 0% 11/07/16 / 0.260000% 313384N62 313384N6 U.S. Government Agency Debt Y 2016-11-07 2016-11-07 2016-11-07 N N N 0.0026 84997280.00 84997280.00 0.0249 N N Y N FHLB DISC CORP "FHLB Disc. Note 0%, 11/09/2016 /" 0.260000% 313384N88 313384N8 U.S. Government Agency Debt Y 2016-11-09 2016-11-09 2016-11-09 N N N 0.0026 18545221.07 18545221.07 0.0054 N N N N FHLB DISC CORP FHLB 0% 11/14/2016 / 0.240000% 313384P52 313384P5 U.S. Government Agency Debt Y 2016-11-14 2016-11-14 2016-11-14 N N N 0.0024 19998620.00 19998620.00 0.0059 N N N N FHLB DISC CORP FHLB 0% 11/18/2016 / 0.257000% 313384P94 313384P9 U.S. Government Agency Debt Y 2016-11-18 2016-11-18 2016-11-18 N N N 0.0026 67093961.00 67093961.00 0.0197 N N N N FHLB DISC CORP "FHLB DISCOUNT NOTE 0%, 11/21/16 /" 0.260000% 313384Q44 313384Q4 U.S. Government Agency Debt Y 2016-11-21 2016-11-21 2016-11-21 N N N 0.0026 19997880.00 19997880.00 0.0059 N N N N FHLB DISC CORP "FHLB Dsc. Note 0%,11/23/2016 /" 0.265000% 313384Q69 313384Q6 U.S. Government Agency Debt Y 2016-11-23 2016-11-23 2016-11-23 N N N 0.0026 19997680.00 19997680.00 0.0059 N N N N FHLB DISC CORP "FHLB 0%, 12/08/16 /" 0.300000% 313384S59 313384S5 U.S. Government Agency Debt Y 2016-12-08 2016-12-08 2016-12-08 N N N 0.0030 24994850.00 24994850.00 0.0073 N N N N FHLB DISC CORP "FHLB DISC NT 0%, 2/10/17 /" 0.410000% 313385BS4 313385BS U.S. Government Agency Debt Y 2017-02-10 2017-02-10 2017-02-10 N N N 0.0041 15850419.59 15850419.59 0.0046 N N N N FHLB DISC CORP FHLB DISC NT 0.00% 03/06/17 / 0.460000% 313385CS3 313385CS U.S. Government Agency Debt Y 2017-03-06 2017-03-06 2017-03-06 N N N 0.0046 14979690.00 14979690.00 0.0044 N N N N FHLB DISC CORP "FHLB DISC NT 0%, 3/10/17 /" 0.508000% 313385CW4 313385CW U.S. Government Agency Debt Y 2017-03-10 2017-03-10 2017-03-10 N N N 0.0051 16976234.00 16976234.00 0.0050 N N N N FHLB DISC CORP "FHLB DISC NT 0%, 3/24/17 /" 0.480000% 313385DL7 313385DL U.S. Government Agency Debt Y 2017-03-24 2017-03-24 2017-03-24 N N N 0.0048 6489931.50 6489931.50 0.0019 N N N N FREDDIE DISCOUNT "FHLMC DCP 0%, 11/04/16 /" 0.242000% 313396N33 313396N3 U.S. Government Agency Debt Y 2016-11-04 2016-11-04 2016-11-04 N N N 0.0024 43361306.21 43361306.21 0.0127 N N Y N FREDDIE DISCOUNT "FHLMC DCP 0.00%, 11/07/2016 /" 0.280000% 313396N66 313396N6 U.S. Government Agency Debt Y 2016-11-07 2016-11-07 2016-11-07 N N N 0.0028 8999712.00 8999712.00 0.0026 N N Y N FREDDIE DISCOUNT "FHLMC DCP 0.00%, 11/08/2016 /" 0.270000% 313396N74 313396N7 U.S. Government Agency Debt Y 2016-11-08 2016-11-08 2016-11-08 N N N 0.0027 24999075.00 24999075.00 0.0073 N N N N FREDDIE DISCOUNT "FHLMC 0%, 11/09/16 /" 0.261000% 313396N82 313396N8 U.S. Government Agency Debt Y 2016-11-09 2016-11-09 2016-11-09 N N N 0.0026 49997900.00 49997900.00 0.0147 N N N N FREDDIE DISCOUNT "FHLMC DCP 0%, 11/10/16 /" 0.250000% 313396N90 313396N9 U.S. Government Agency Debt Y 2016-11-10 2016-11-10 2016-11-10 N N N 0.0025 24998800.00 24998800.00 0.0073 N N N N FREDDIE DISCOUNT FHLMC 0% 11/15/2016 / 0.246000% 313396P64 313396P6 U.S. Government Agency Debt Y 2016-11-15 2016-11-15 2016-11-15 N N N 0.0025 49996300.00 49996300.00 0.0146 N N N N FREDDIE DISCOUNT "FHLMC 0%, 11/18/16 /" 0.260000% 313396P98 313396P9 U.S. Government Agency Debt Y 2016-11-18 2016-11-18 2016-11-18 N N N 0.0026 17298443.00 17298443.00 0.0051 N N N N FREDDIE DISCOUNT FHLMC 0% 11/21/2016 / 0.240000% 313396Q48 313396Q4 U.S. Government Agency Debt Y 2016-11-21 2016-11-21 2016-11-21 N N N 0.0024 49994700.00 49994700.00 0.0146 N N N N FREDDIE DISCOUNT "FHLMC DISC. NOTE 0%, 11/28/16 /" 0.225000% 313396R39 313396R3 U.S. Government Agency Debt Y 2016-11-28 2016-11-28 2016-11-28 N N N 0.0022 9998570.00 9998570.00 0.0029 N N N N FREDDIE DISCOUNT "FHLMC DISC. NOTE 0%,12/01/2016 /" 0.255000% 313396R62 313396R6 U.S. Government Agency Debt Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0026 7998664.00 7998664.00 0.0023 N N N N FREDDIE DISCOUNT FHLMC 0% 12/14/2016 / 0.250000% 313396T37 313396T3 U.S. Government Agency Debt Y 2016-12-14 2016-12-14 2016-12-14 N N N 0.0025 9997610.00 9997610.00 0.0029 N N N N FREDDIE DISCOUNT FHLMC 0% 02/21/2017 / 0.460000% 313397CD1 313397CD U.S. Government Agency Debt Y 2017-02-21 2017-02-21 2017-02-21 N N N 0.0046 19978220.00 19978220.00 0.0059 N N N N FREDDIE DISCOUNT FHLMC 03/03/2017 / 0.475000% 313397CP4 313397CP U.S. Government Agency Debt Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0048 11984136.00 11984136.00 0.0035 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.570700% 3133EDFB3 US3133EDFB39 3133EDFB U.S. Government Agency Debt Y 2016-11-13 2017-02-13 2017-02-13 N N N 0.0056 14009814.00 14009814.00 0.0041 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.584600% 3133EDJX1 US3133EDJX13 3133EDJX U.S. Government Agency Debt Y 2016-11-17 2017-04-17 2017-04-17 N N N 0.0036 15652042.15 15652042.15 0.0046 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.564800% 3133EDKA9 US3133EDKA90 3133EDKA U.S. Government Agency Debt Y 2016-11-28 2016-12-28 2016-12-28 N N N 0.0008 20806676.80 20806676.80 0.0061 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.544600% 3133EDLJ9 US3133EDLJ90 3133EDLJ U.S. Government Agency Debt Y 2016-11-14 2016-11-14 2016-11-14 N N N 0.0052 2992254.32 2992254.32 0.0009 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.564600% 3133EDQD7 US3133EDQD75 3133EDQD U.S. Government Agency Debt Y 2016-11-14 2017-07-14 2017-07-14 N N N 0.0054 5006720.00 5006720.00 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.527900% 3133EDT77 US3133EDT775 3133EDT7 U.S. Government Agency Debt Y 2016-11-19 2016-12-19 2016-12-19 N N N 0.0053 19505031.00 19505031.00 0.0057 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.460000% 3133EDT85 US3133EDT858 3133EDT8 U.S. Government Agency Debt Y 2016-11-01 2016-12-19 2016-12-19 N N N 0.0023 13501080.00 13501080.00 0.0040 N Y Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.574300% 3133EDTT9 US3133EDTT90 3133EDTT U.S. Government Agency Debt Y 2016-11-29 2017-08-29 2017-08-29 N N N 0.0057 13990619.72 13990619.72 0.0041 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.534300% 3133EDWK4 US3133EDWK45 3133EDWK U.S. Government Agency Debt Y 2016-11-29 2016-11-29 2016-11-29 N N N 0.0053 5000855.00 5000855.00 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.554300% 3133EDZW5 US3133EDZW55 3133EDZW U.S. Government Agency Debt Y 2016-11-29 2017-03-29 2017-03-29 N N N 0.0039 5004110.00 5004110.00 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.809300% 3133EEDP2 US3133EEDP26 3133EEDP U.S. Government Agency Debt Y 2016-12-02 2018-03-02 2018-03-02 N N N 0.0081 16054368.00 16054368.00 0.0047 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.559600% 3133EEEA4 US3133EEEA48 3133EEEA U.S. Government Agency Debt Y 2016-11-08 2017-05-08 2017-05-08 N N N 0.0056 5866539.76 5866539.76 0.0017 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.527200% 3133EEFN5 US3133EEFN59 3133EEFN U.S. Government Agency Debt Y 2016-11-01 2016-12-01 2016-12-01 N N N 0.0053 5000830.00 5000830.00 0.0015 N Y Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.545900% 3133EEQ94 US3133EEQ944 3133EEQ9 U.S. Government Agency Debt Y 2016-11-27 2017-11-27 2017-11-27 N N N 0.0055 8422379.96 8422379.95 0.0025 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.564600% 3133EEZM5 US3133EEZM56 3133EEZM U.S. Government Agency Debt Y 2016-11-17 2018-01-17 2018-01-17 N N N 0.0056 2898054.22 2898054.22 0.0008 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.650700% 3133EF2H9 US3133EF2H93 3133EF2H U.S. Government Agency Debt Y 2016-11-13 2017-11-13 2017-11-13 N N N 0.0065 5010695.00 5010695.00 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.517200% 3133EFBX4 US3133EFBX43 3133EFBX U.S. Government Agency Debt Y 2016-11-01 2017-08-01 2017-08-01 N N N 0.0052 10011030.00 10011030.00 0.0029 N Y Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.521100% 3133EFCL9 US3133EFCL95 3133EFCL U.S. Government Agency Debt Y 2016-11-04 2017-04-04 2017-04-04 N N N 0.0052 8355953.55 8355953.55 0.0024 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.470000% 3133EFFR3 US3133EFFR39 3133EFFR U.S. Government Agency Debt Y 2016-11-01 2016-11-01 2017-03-30 N N N 0.0044 2999913.00 2999913.00 0.0009 N Y Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.574600% 3133EFHX8 US3133EFHX88 3133EFHX U.S. Government Agency Debt Y 2016-11-09 2018-04-09 2018-04-09 N N N 0.0050 2182729.36 2182729.36 0.0006 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.529600% 3133EFJV0 US3133EFJV05 3133EFJV U.S. Government Agency Debt Y 2016-11-15 2016-12-15 2016-12-15 N N N 0.0051 5001160.00 5001160.00 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.500000% 3133EFKR7 US3133EFKR73 3133EFKR U.S. Government Agency Debt Y 2017-04-21 2017-04-21 2017-04-21 N N N 0.0059 14993640.00 14993640.00 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.604600% 3133EFL47 US3133EFL470 3133EFL4 U.S. Government Agency Debt Y 2016-11-08 2017-03-08 2017-03-08 N N N 0.0060 7506930.00 7506930.00 0.0022 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.659600% 3133EFL88 US3133EFL884 3133EFL8 U.S. Government Agency Debt Y 2016-11-14 2017-09-14 2017-09-14 N N N 0.0066 5009675.00 5009675.00 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.853700% 3133EFLH8 US3133EFLH82 3133EFLH U.S. Government Agency Debt Y 2017-01-26 2018-01-26 2018-01-26 N N N 0.0068 12544225.00 12544225.00 0.0037 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.559800% 3133EFLT2 US3133EFLT21 3133EFLT U.S. Government Agency Debt Y 2016-11-28 2017-08-28 2017-08-28 N N N 0.0056 23031119.00 23031119.00 0.0067 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.674000% 3133EFVY0 US3133EFVY06 3133EFVY U.S. Government Agency Debt Y 2016-11-25 2018-01-25 2018-01-25 N N N 0.0065 3508652.00 3508652.00 0.0010 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.574600% 3133EGFL4 US3133EGFL42 3133EGFL U.S. Government Agency Debt Y 2016-11-15 2017-09-15 2017-09-15 N N N 0.0043 8109679.50 8109679.50 0.0024 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.510000% 3133EGSX4 US3133EGSX43 3133EGSX U.S. Government Agency Debt Y 2016-11-01 2016-11-01 2017-09-01 N N N 0.0051 15000000.00 15000000.00 0.0044 N Y Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.622200% 3133EGVX0 US3133EGVX06 3133EGVX U.S. Government Agency Debt Y 2016-11-03 2018-10-03 2018-10-03 N N N 0.0062 14012376.00 14012376.00 0.0041 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.504000% 3133EGWC5 US3133EGWC59 3133EGWC U.S. Government Agency Debt Y 2016-11-25 2017-10-25 2017-10-25 N N N 0.0050 15010395.00 15010395.00 0.0044 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.535700% 3134G5Z32 US3134G5Z325 3134G5Z3 U.S. Government Agency Debt Y 2016-11-13 2017-01-13 2017-01-13 N N N 0.0059 3001368.00 3001368.00 0.0009 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.530700% 3134G72G5 US3134G72G51 3134G72G U.S. Government Agency Debt Y 2016-11-20 2017-04-20 2017-04-20 N N N 0.0037 2602938.00 2602938.00 0.0008 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.575900% 3134G75N7 US3134G75N75 3134G75N U.S. Government Agency Debt Y 2016-11-27 2017-04-27 2017-04-27 N N N 0.0060 10012770.00 10012770.00 0.0029 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.570700% 3134G9KR7 US3134G9KR79 3134G9KR U.S. Government Agency Debt Y 2016-11-13 2017-11-13 2017-11-13 N N N 0.0048 17043436.54 17043436.54 0.0050 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.324600% 3134GATP9 US3134GATP94 3134GATP U.S. Government Agency Debt Y 2016-11-17 2017-04-17 2017-04-17 N N N 0.0032 25001725.00 25001725.00 0.0073 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.324600% 3134GAWR1 US3134GAWR14 3134GAWR U.S. Government Agency Debt Y 2016-11-04 2017-05-04 2017-05-04 N N N 0.0032 20000480.00 20000480.00 0.0059 N N N N FNMA DISCOUNT "FNMA Discount Note 0%, 11/01/16 /" 0.181000% 313588M85 313588M8 U.S. Government Agency Debt Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0018 228000000.00 228000000.00 0.0668 N Y Y N FNMA DISCOUNT "FNMA Discount Note 0%, 11/16/2016 /" 0.249000% 313588P74 313588P7 U.S. Government Agency Debt Y 2016-11-16 2016-11-16 2016-11-16 N N N 0.0025 39127908.65 39127908.65 0.0115 N N N N FNMA DISCOUNT "FNMA Discount 0%, 11/23/16 /" 0.220000% 313588Q65 313588Q6 U.S. Government Agency Debt Y 2016-11-23 2016-11-23 2016-11-23 N N N 0.0022 9998840.00 9998840.00 0.0029 N N N N FANNIE MAE Federal National Mortgage Association 0.549000% 3135G0B44 US3135G0B441 3135G0B4 U.S. Government Agency Debt Y 2016-11-26 2017-01-26 2017-01-26 N N N 0.0012 18665502.77 18665502.77 0.0055 N N N N FANNIE MAE Federal National Mortgage Association 0.539600% 3135G0E66 US3135G0E668 3135G0E6 U.S. Government Agency Debt Y 2016-11-08 2017-09-08 2017-09-08 N N N 0.0054 3001275.00 3001275.00 0.0009 N N N N FANNIE MAE Federal National Mortgage Association 0.538300% 3135G0F57 US3135G0F574 3135G0F5 U.S. Government Agency Debt Y 2016-11-05 2017-10-05 2017-10-05 N N N 0.0054 11275803.14 11275803.14 0.0033 N N N N FANNIE MAE Federal National Mortgage Association 0.545700% 3135G0F81 US3135G0F814 3135G0F8 U.S. Government Agency Debt Y 2016-11-20 2017-07-20 2017-07-20 N N N 0.0055 9041260.41 9041260.41 0.0026 N N N N FANNIE MAE Federal National Mortgage Association 0.807100% 3135G0L27 US3135G0L275 3135G0L2 U.S. Government Agency Debt Y 2016-12-20 2017-12-20 2017-12-20 N N N 0.0005 30413528.00 30413528.00 0.0089 N N N N FANNIE MAE Federal National Mortgage Association 0.846100% 3135G0M34 US3135G0M349 3135G0M3 U.S. Government Agency Debt Y 2017-01-11 2018-01-11 2018-01-11 N N N 0.0085 7525935.00 7525935.00 0.0022 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 1.000000% 3137EADC0 US3137EADC05 3137EADC U.S. Government Agency Debt Y 2017-03-08 2017-03-08 2017-03-08 N N N 0.0100 6012234.00 6012234.00 0.0018 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.875000% 3137EADT3 US3137EADT30 3137EADT U.S. Government Agency Debt Y 2017-02-22 2017-02-22 2017-02-22 N N N 0.0088 17525112.50 17525112.50 0.0051 N N N N OVERSEAS PRIVATE INV COR Overseas Private Investment Corp. 0.760000% 690353ZZ3 US690353ZZ35 690353ZZ U.S. Government Agency Debt Y 2016-11-02 2016-11-14 2020-09-15 Y OPIC 1.0000 7 N N/A N/A Y U.S. Government 1.0000 N/A N/A N 0.0076 8005000.00 8005000.00 0.0023 N N N Y TREASURY BILL United States Treasury Bill 0.245000% 912796HQ5 US912796HQ56 912796HQ U.S. Treasury Debt Y 2016-11-10 2016-11-10 2016-11-10 N N N 0.0024 124996375.00 124996375.00 0.0366 N Y Y N TREASURY BILL United States Treasury Bill 0.228000% 912796JS9 US912796JS94 912796JS U.S. Treasury Debt Y 2016-11-03 2016-11-03 2016-11-03 N N N 0.0023 139999160.00 139999160.00 0.0410 N Y Y N TREASURY BILL United States Treasury Bill 0.253000% 912796JU4 US912796JU41 912796JU U.S. Treasury Debt Y 2016-11-17 2016-11-17 2016-11-17 N N N 0.0025 59995440.00 59995440.00 0.0176 N Y Y N TREASURY BILL United States Treasury Bill 0.476000% 912796KQ1 US912796KQ10 912796KQ U.S. Treasury Debt Y 2017-04-06 2017-04-06 2017-04-06 N N N 0.0048 14972670.00 14972670.00 0.0044 N Y Y N STIT-GOVERNMENT & AGENCY PORTFOLIO INVESCO GOVT&AGENCY INST CLASS / 0.290000% 825252885 AGPXX Investment Company Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0029 155000000.00 155000000.00 0.0454 N Y Y N GOLDMAN SACHS & CO GOLDMAN SACHS REPO 0.32% - 11/01//2016 / 0.320000% 0000734700 GDM11016 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 04.000 CLAY5614 2045-06-01 4.000000 37077623.00 40226773.94 Agency Mortgage-Backed Securities 05.500 FGPC G07973 G 2039-06-01 5.500000 33817997.00 39327083.85 Agency Mortgage-Backed Securities 04.500 FGPC U99096 G 2044-05-01 4.500000 36073963.00 40144909.80 Agency Mortgage-Backed Securities FNAR XX.XXX HY471999 2022-08-01 2.560000 31014504.00 32123489.93 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1885 2042-06-01 2.600000 38775634.00 40176597.80 Agency Mortgage-Backed Securities FNMS 03.500 CKMA2650 2046-05-01 3.500000 38996756.00 40251437.25 Agency Mortgage-Backed Securities FNMS 04.500 CLAV0608 2043-11-01 4.500000 14925266.00 16666119.33 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6112 2045-11-01 4.000000 38206918.00 40922474.71 Agency Mortgage-Backed Securities Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0032 285000000.00 285000000.00 0.0835 N Y Y N MERRILL LYNCH PIERCE FENNER AND SMITH M LYNCH PFS REPO 0.33 - 11/01/2016 / 0.330000% 0000728612 MLP11016 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNII JM MA3927 M 2046-09-20 3.000000 5799425.00 5957285.73 Agency Mortgage-Backed Securities GNII SF MA2754 M 2045-04-20 3.500000 66389703.00 70334579.52 Agency Mortgage-Backed Securities Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0033 75000000.00 75000000.00 0.0220 N Y Y N STATE STREET BANK & TRUST STATE STREET REPO 0.03% -11/01/2016 / 0.030000% 0000093748 STR11016 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY NOTE 2043-08-15 3.625000 31460000.00 38381200.00 U.S. Treasuries (including strips) Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0003 37625813.91 37625813.91 0.0110 N Y Y N TORONTO DOMINION BANK NY TORONTO DOMI REPO 0.30% 11/01/2016 / 0.300000% 0001343236 TDM11016 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N BILL 04/06/17 2017-04-06 0.00 24491900.00 24447545.17 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 9554100.00 13107030.94 U.S. Treasuries (including strips) 4 3/8 BOND 39 2039-11-15 4.375000 6634800.00 8858254.18 U.S. Treasuries (including strips) US TREASURY NOTE 2018-09-30 0.750000 18757000.00 18713858.90 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 19301000.00 18857656.03 U.S. Treasuries (including strips) US TREASURY NOTE 2024-08-15 2.375000 16755700.00 17577064.41 U.S. Treasuries (including strips) Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0030 100000000.00 100000000.00 0.0293 N Y Y N BLACKROCK BLACKROCK LIQUIDITY FUNDS T-FUND / 0.220000% 09248U718 TSTXX Investment Company Y 2016-11-01 2016-11-01 2016-11-01 N N N 0.0022 155000000.00 155000000.00 0.0454 N N Y N BMO Funds 2016-10-31 John Patterson John Patterson AVP Fund Administration