N-MFP2 0000889366 XXXXXXXX 2016-11-30 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 19 80 1471147877.00 1590408040.00 1614180413.00 1813098247.00 1746111977.00 1967137413.00 1848009287.00 2119382184.00 0.00 0.4383 0.4586 0.4645 0.5090 0.5202 0.5672 0.5318 0.5951 0.0000 0.00 3717673000.96 3717592785.85 546729.57 201002012.00 3517137503.42 3517137644.4900 1.0000 0.0036 1.0001 1.0001 1.0000 1.0000 0.0000 C000002160 10000000.00 2552518198.00 2552516965.3200 1.0001 1.0001 1.0000 1.0000 0.0000 139732509.80 217858168.20 178926675.50 30111837.33 146766655.80 135956100.90 200026291.60 153935671.10 0.00 0.00 755301281.10 615747988.70 0.0016 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 219078.04" C000002161 1000.00 964619305.42 964620679.1700 1.0001 1.0001 1.0000 1.0000 0.0000 57674098.03 53259623.17 48726467.51 85360138.74 129469946.90 143249208.10 65530545.32 19746454.11 0.00 0.00 328329470.90 363563121.10 0.0001 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 219078.04" FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.500000% 3130A5X79 US3130A5X791 3130A5X7 U.S. Government Agency Debt Y 2016-12-17 2017-01-17 2017-01-17 N N N 0.0048 5000410.00 5000410.00 0.0014 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.564000% 3130A6DQ7 US3130A6DQ73 3130A6DQ U.S. Government Agency Debt Y 2016-12-24 2017-02-24 2017-02-24 N N N 0.0060 5000945.00 5000945.00 0.0014 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 4002004.00 4002004.00 0.0011 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.847000% 3130A77C3 US3130A77C35 3130A77C U.S. Government Agency Debt Y 2017-02-09 2017-08-09 2017-08-09 N N N 0.0040 14191141.64 14191141.64 0.0040 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.821000% 3130A77G4 US3130A77G49 3130A77G U.S. Government Agency Debt Y 2017-02-07 2017-02-07 2017-02-07 N N N 0.0082 5003365.00 5003365.00 0.0014 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.669000% 3130A7C78 US3130A7C783 3130A7C7 U.S. Government Agency Debt Y 2016-12-25 2017-02-24 2017-02-24 N N N 0.0067 10004340.00 10004340.00 0.0028 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 7514842.50 7514842.50 0.0021 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.622000% 3130A7T54 US3130A7T548 3130A7T5 U.S. Government Agency Debt Y 2016-12-19 2017-04-19 2017-04-19 N N N 0.0062 5003110.00 5003110.00 0.0014 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.573000% 3130A7YH2 US3130A7YH29 3130A7YH U.S. Government Agency Debt Y 2016-12-05 2017-09-05 2017-09-05 N N N 0.0004 25396118.99 25396118.99 0.0072 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.791000% 3130A7YR0 US3130A7YR01 3130A7YR U.S. Government Agency Debt Y 2017-02-06 2017-11-06 2017-11-06 N N N 0.0064 4606260.60 4606260.60 0.0013 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.526000% 3130A83G6 US3130A83G66 3130A83G U.S. Government Agency Debt Y 2016-12-13 2017-02-13 2017-02-13 N N N 0.0054 7501492.50 7501492.50 0.0021 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.766000% 3130A83P6 US3130A83P65 3130A83P U.S. Government Agency Debt Y 2017-02-16 2017-05-16 2017-05-16 N N N 0.0079 5004130.00 5004130.00 0.0014 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.543000% 3130A8AR4 US3130A8AR40 3130A8AR U.S. Government Agency Debt Y 2016-12-01 2017-06-01 2017-06-01 N N N 0.0054 5001960.00 5001960.00 0.0014 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.543000% 3130A8CF8 US3130A8CF83 3130A8CF U.S. Government Agency Debt Y 2016-12-01 2017-03-01 2017-03-01 N N N 0.0054 15004200.00 15004200.00 0.0043 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.538000% 3130A8DL4 US3130A8DL43 3130A8DL U.S. Government Agency Debt Y 2016-12-06 2017-01-06 2017-01-06 N N N 0.0054 5000610.00 5000610.00 0.0014 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.603000% 3130A8EH2 US3130A8EH22 3130A8EH U.S. Government Agency Debt Y 2016-12-07 2017-12-07 2017-12-07 N N N 0.0031 17546187.33 17546187.33 0.0050 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.603000% 3130A8F32 US3130A8F321 3130A8F3 U.S. Government Agency Debt Y 2016-12-05 2017-12-05 2017-12-05 N N N 0.0023 20950282.55 20950282.55 0.0060 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.557000% 3130A8G80 US3130A8G808 3130A8G8 U.S. Government Agency Debt Y 2016-12-10 2017-03-10 2017-03-10 N N N 0.0056 5001625.00 5001625.00 0.0014 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.536000% 3130A8H71 US3130A8H715 3130A8H7 U.S. Government Agency Debt Y 2016-12-13 2017-01-13 2017-01-13 N N N 0.0054 5000690.00 5000690.00 0.0014 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.619000% 3130A8LM3 US3130A8LM34 3130A8LM U.S. Government Agency Debt Y 2016-12-24 2017-03-24 2017-03-24 N N N 0.0062 10004000.00 10004000.00 0.0028 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.580000% 3130A8MZ3 US3130A8MZ38 3130A8MZ U.S. Government Agency Debt Y 2016-12-03 2017-07-03 2017-07-03 N N N 0.0058 2501290.00 2501290.00 0.0007 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.586000% 3130A8P49 US3130A8P494 3130A8P4 U.S. Government Agency Debt Y 2016-12-12 2017-07-12 2017-07-12 N N N 0.0059 7503810.00 7503810.00 0.0021 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.635000% 3130A8RA3 US3130A8RA32 3130A8RA U.S. Government Agency Debt Y 2016-12-18 2017-10-18 2017-10-18 N N N 0.0064 5005510.00 5005510.00 0.0014 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.605000% 3130A8XB4 US3130A8XB41 3130A8XB U.S. Government Agency Debt Y 2016-12-03 2017-11-03 2017-11-03 N N N 0.0060 10011280.00 10011280.00 0.0028 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.707000% 3130A8ZL0 US3130A8ZL05 3130A8ZL U.S. Government Agency Debt Y 2017-02-13 2017-11-13 2017-11-13 N N N 0.0071 12509712.50 12509712.50 0.0036 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.605000% 3130A93N9 US3130A93N99 3130A93N U.S. Government Agency Debt Y 2016-12-17 2017-11-17 2017-11-17 N N N 0.0060 12512475.00 12512475.00 0.0036 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.666000% 3130A94A6 US3130A94A69 3130A94A U.S. Government Agency Debt Y 2017-02-16 2017-05-16 2017-05-16 N N N 0.0067 13005031.00 13005031.00 0.0037 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.572000% 3130A95A5 US3130A95A50 3130A95A U.S. Government Agency Debt Y 2016-12-21 2017-08-21 2017-08-21 N N N 0.0057 10005040.00 10005040.00 0.0028 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.607000% 3130A9AX9 US3130A9AX90 3130A9AX U.S. Government Agency Debt Y 2016-12-28 2017-11-28 2017-11-28 N N N 0.0061 20738326.18 20738326.18 0.0059 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 10000680.00 10000680.00 0.0028 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.550000% 3130A9EL1 US3130A9EL17 3130A9EL U.S. Government Agency Debt Y 2016-12-08 2017-12-08 2017-12-08 N N N 0.0055 10000510.00 10000510.00 0.0028 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.508000% 3130A9JC6 US3130A9JC62 3130A9JC U.S. Government Agency Debt Y 2016-12-15 2017-09-15 2017-09-15 N N N 0.0051 17496132.50 17496132.50 0.0050 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.492000% 3130A9KY6 US3130A9KY63 3130A9KY U.S. Government Agency Debt Y 2016-12-26 2017-04-26 2017-04-26 N N N 0.0049 18001134.00 18001134.00 0.0051 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.588000% 3130A9LK5 US3130A9LK50 3130A9LK U.S. Government Agency Debt Y 2016-12-23 2018-03-23 2018-03-23 N N N 0.0023 25013975.00 25013975.00 0.0071 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 18489344.00 18489344.00 0.0053 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.487000% 3130A9QM6 US3130A9QM61 3130A9QM U.S. Government Agency Debt Y 2016-12-10 2017-10-10 2017-10-10 N N N 0.0049 22998942.00 22998942.00 0.0065 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 19986460.00 19986460.00 0.0057 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.390000% 3130A9RY9 US3130A9RY90 3130A9RY U.S. Government Agency Debt Y 2016-12-17 2017-04-17 2017-04-17 N N N 0.0039 24995075.00 24995075.00 0.0071 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.496000% 3130A9S69 US3130A9S694 3130A9S6 U.S. Government Agency Debt Y 2016-12-22 2017-11-22 2017-11-22 N N N 0.0050 18796221.20 18796221.20 0.0053 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.481000% 3130A9YS4 US3130A9YS40 3130A9YS U.S. Government Agency Debt Y 2017-02-04 2017-08-04 2017-08-04 N N N 0.0048 24979950.00 24979950.00 0.0071 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.621000% 3130AA3L0 US3130AA3L00 3130AA3L U.S. Government Agency Debt Y 2017-02-16 2017-08-16 2017-08-16 N N N 0.0062 22996941.00 22996941.00 0.0065 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 9977770.00 9977770.00 0.0028 N N N N FHLB DISC CORP "FHLB Disc. Note 0%, 12/01/16 /" 0.215000% 313384R68 313384R6 U.S. Government Agency Debt Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0022 36600000.00 36600000.00 0.0104 N Y Y N FHLB DISC CORP "FHLB Disc. Note 0%, 12/02/2016 /" 0.160000% 313384R76 313384R7 U.S. Government Agency Debt Y 2016-12-02 2016-12-02 2016-12-02 N N N 0.0025 22109889.45 22109889.45 0.0063 N N Y N FHLB DISC CORP "FHLB Disc. Note 0%, 12/05/2016 /" 0.250000% 313384S26 313384S2 U.S. Government Agency Debt Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A1 2016-12-05 2016-12-05 2016-12-05 N N N 0.0025 3499930.00 3499930.00 0.0010 N N Y N FHLB DISC CORP "FHLB Disc. Note 0%, 12/06/2016 /" 0.270000% 313384S34 313384S3 U.S. Government Agency Debt Y 2016-12-06 2016-12-06 2016-12-06 N N N 0.0027 49998750.00 49998750.00 0.0142 N N Y N FHLB DISC CORP FHLB 0% 12/07/2016 / 0.232000% 313384S42 313384S4 U.S. Government Agency Debt Y 2016-12-07 2016-12-07 2016-12-07 N N N 0.0023 54998350.00 54998350.00 0.0156 N N Y 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 24999125.00 24999125.00 0.0071 N N N N FHLB DISC CORP "FHLB Disc Note 0%, 12/09/16 /" 0.270000% 313384S67 313384S6 U.S. Government Agency Debt Y 2016-12-09 2016-12-09 2016-12-09 N N N 0.0027 14999400.00 14999400.00 0.0043 N N N N FHLB DISC CORP FHLB Disc Note 0% 12/12/2016 / 0.252000% 313384S91 313384S9 U.S. Government Agency Debt Y 2016-12-12 2016-12-12 2016-12-12 N N N 0.0025 124993125.00 124993125.00 0.0355 N N N N FHLB DISC CORP "FHLB Disc. Note 0%, 12/13/16 /" 0.249000% 313384T25 313384T2 U.S. Government Agency Debt Y 2016-12-13 2016-12-13 2016-12-13 N N N 0.0026 19998800.00 19998800.00 0.0057 N N N N FHLB DISC CORP "FHLB DISC NT 0%, 01/25/2017 /" 0.448000% 313385BA3 313385BA U.S. Government Agency Debt Y 2017-01-25 2017-01-25 2017-01-25 N N N 0.0045 26486246.50 26486246.50 0.0075 N N N N FHLB DISC CORP "FHLB DISC NT 0%, 2/1/17 /" 0.440000% 313385BH8 313385BH U.S. Government Agency Debt Y 2017-02-01 2017-02-01 2017-02-01 N N N 0.0044 18085972.50 18085972.50 0.0051 N N N N FHLB DISC CORP "FHLB DISC NT 0%, 02/03/2017 /" 0.420000% 313385BK1 313385BK U.S. Government Agency Debt Y 2017-02-03 2017-02-03 2017-02-03 N N N 0.0042 16386880.00 16386880.00 0.0047 N N N N FHLB DISC CORP "FHLB 0%, 2/08/2017 /" 0.440000% 313385BQ8 313385BQ U.S. Government Agency Debt Y 2017-02-08 2017-02-08 2017-02-08 N N N 0.0044 24978450.00 24978450.00 0.0071 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 15851910.99 15851910.99 0.0045 N N N N FHLB DISC CORP FHLB 0% 02/21/2017 / 0.435000% 313385CD6 313385CD U.S. Government Agency Debt Y 2017-02-21 2017-02-21 2017-02-21 N N N 0.0044 19979500.00 19979500.00 0.0057 N N N N FHLB DISC CORP "FHLB DISC NT 0.00%, 2/22/17 /" 0.444000% 313385CE4 313385CE U.S. Government Agency Debt Y 2017-02-22 2017-02-22 2017-02-22 N N N 0.0044 34963670.00 34963670.00 0.0099 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 14979810.00 14979810.00 0.0043 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 16976149.00 16976149.00 0.0048 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 6489593.50 6489593.50 0.0018 N N N N FHLB DISC CORP "FHLB Discount 0%, 04/21/2017 /" 0.500000% 313385EQ5 313385EQ U.S. Government Agency Debt Y 2017-04-21 2017-04-21 2017-04-21 N N N 0.0050 19959260.00 19959260.00 0.0057 N N N N FHLB DISC CORP FHLN Discount 0.00% 05/03/2017 / 0.530000% 313385FC5 313385FC U.S. Government Agency Debt Y 2017-05-03 2017-05-03 2017-05-03 N N N 0.0053 14068232.70 14068232.70 0.0040 N N N N FREDDIE DISCOUNT "FHLMC DISC. NOTE 0%,12/01/2016 /" 0.264000% 313396R62 313396R6 U.S. Government Agency Debt Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0026 78000000.00 78000000.00 0.0222 N Y Y N FREDDIE DISCOUNT "FHLMC 0%, 12/2/2016 /" 0.220000% 313396R70 313396R7 U.S. Government Agency Debt Y 2016-12-02 2016-12-02 2016-12-02 N N N 0.0022 9999950.00 9999950.00 0.0028 N N Y N FREDDIE DISCOUNT "FHLMC 0%, 12/05/2016 /" 0.250000% 313396S20 313396S2 U.S. Government Agency Debt Y 2016-12-05 2016-12-05 2016-12-05 N N N 0.0025 15054698.90 15054698.90 0.0043 N N Y N FREDDIE DISCOUNT "FHLMC 0%, 12/06/2016 /" 0.285000% 313396S38 313396S3 U.S. Government Agency Debt Y 2016-12-06 2016-12-06 2016-12-06 N N N 0.0007 99497512.50 99497512.50 0.0283 N N Y N FREDDIE DISCOUNT FHLMC 0% 12/14/2016 / 0.278000% 313396T37 313396T3 U.S. Government Agency Debt Y 2016-12-14 2016-12-14 2016-12-14 N N N 0.0006 67890586.83 67890586.83 0.0193 N N N N FREDDIE DISCOUNT FHLMC 0% 02/07/2017 / 0.440000% 313397BP5 313397BP U.S. Government Agency Debt Y 2017-02-07 2017-02-07 2017-02-07 N N N 0.0044 24978750.00 24978750.00 0.0071 N N N N FREDDIE DISCOUNT "FHLMC 0%, 02/15/2017 /" 0.510000% 313397BX8 313397BX U.S. Government Agency Debt Y 2017-02-15 2017-02-15 2017-02-15 N N N 0.0051 18732187.50 18732187.50 0.0053 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 19979500.00 19979500.00 0.0057 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 11984364.00 11984364.00 0.0034 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.578200% 3133EDFB3 US3133EDFB39 3133EDFB U.S. Government Agency Debt Y 2016-12-13 2017-02-13 2017-02-13 N N N 0.0056 14005740.00 14005740.00 0.0040 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.600100% 3133EDJX1 US3133EDJX13 3133EDJX U.S. Government Agency Debt Y 2016-12-17 2017-04-17 2017-04-17 N N N 0.0037 15643005.12 15643005.12 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.632600% 3133EDKA9 US3133EDKA90 3133EDKA U.S. Government Agency Debt Y 2016-12-28 2016-12-28 2016-12-28 N N N 0.0010 20802350.40 20802350.40 0.0059 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.568200% 3133EDQD7 US3133EDQD75 3133EDQD U.S. Government Agency Debt Y 2016-12-14 2017-07-14 2017-07-14 N N N 0.0055 5002245.00 5002245.00 0.0014 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.561800% 3133EDT77 US3133EDT775 3133EDT7 U.S. Government Agency Debt Y 2016-12-19 2016-12-19 2016-12-19 N N N 0.0056 19501209.00 19501209.00 0.0055 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.460000% 3133EDT85 US3133EDT858 3133EDT8 U.S. Government Agency Debt Y 2016-12-01 2016-12-19 2016-12-19 N N N 0.0023 13500405.00 13500405.00 0.0038 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.645900% 3133EDTT9 US3133EDTT90 3133EDTT U.S. Government Agency Debt Y 2016-12-29 2017-08-29 2017-08-29 N N N 0.0010 17630554.38 17630554.38 0.0050 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.625900% 3133EDZW5 US3133EDZW55 3133EDZW U.S. Government Agency Debt Y 2016-12-29 2017-03-29 2017-03-29 N N N 0.0046 5001800.00 5001800.00 0.0014 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.555300% 3133EE3C2 US3133EE3C25 3133EE3C U.S. Government Agency Debt Y 2016-12-08 2018-01-08 2018-01-08 N N N 0.0048 4341219.54 4341219.54 0.0012 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 16034368.00 16034368.00 0.0046 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.565300% 3133EEEA4 US3133EEEA48 3133EEEA U.S. Government Agency Debt Y 2016-12-08 2017-05-08 2017-05-08 N N N 0.0057 5862724.90 5862724.90 0.0017 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.532700% 3133EEFN5 US3133EEFN59 3133EEFN U.S. Government Agency Debt Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0053 5000000.00 5000000.00 0.0014 N Y Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.612600% 3133EEQ94 US3133EEQ944 3133EEQ9 U.S. Government Agency Debt Y 2016-12-27 2017-11-27 2017-11-27 N N N 0.0061 8415075.74 8415075.73 0.0024 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.570300% 3133EEXN5 US3133EEXN57 3133EEXN U.S. Government Agency Debt Y 2016-12-08 2017-12-08 2017-12-08 N N N 0.0018 8003808.00 8003808.00 0.0023 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.580100% 3133EEZM5 US3133EEZM56 3133EEZM U.S. Government Agency Debt Y 2016-12-17 2018-01-17 2018-01-17 N N N 0.0058 7998118.05 7998118.05 0.0023 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.658200% 3133EF2H9 US3133EF2H93 3133EF2H U.S. Government Agency Debt Y 2016-12-13 2017-11-13 2017-11-13 N N N 0.0066 5007960.00 5007960.00 0.0014 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.522700% 3133EFBX4 US3133EFBX43 3133EFBX U.S. Government Agency Debt Y 2016-12-01 2017-08-01 2017-08-01 N N N 0.0052 10002650.00 10002650.00 0.0028 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.522000% 3133EFCL9 US3133EFCL95 3133EFCL U.S. Government Agency Debt Y 2016-12-04 2017-04-04 2017-04-04 N N N 0.0052 8352454.90 8352454.90 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 2016-12-01 2016-12-01 2017-03-30 N N N 0.0044 2999931.00 2999931.00 0.0009 N Y Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.580300% 3133EFHX8 US3133EFHX88 3133EFHX U.S. Government Agency Debt Y 2016-12-09 2018-04-09 2018-04-09 N N N 0.0050 2180185.30 2180185.30 0.0006 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.533200% 3133EFJV0 US3133EFJV05 3133EFJV U.S. Government Agency Debt Y 2016-12-15 2016-12-15 2016-12-15 N N N 0.0052 5000230.00 5000230.00 0.0014 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 14990130.00 14990130.00 0.0043 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.610300% 3133EFL47 US3133EFL470 3133EFL4 U.S. Government Agency Debt Y 2016-12-08 2017-03-08 2017-03-08 N N N 0.0061 7503480.00 7503480.00 0.0021 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.663200% 3133EFL88 US3133EFL884 3133EFL8 U.S. Government Agency Debt Y 2016-12-14 2017-09-14 2017-09-14 N N N 0.0066 5006530.00 5006530.00 0.0014 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 12526987.50 12526987.50 0.0036 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.627600% 3133EFLT2 US3133EFLT21 3133EFLT U.S. Government Agency Debt Y 2016-12-28 2017-08-28 2017-08-28 N N N 0.0063 23011224.00 23011224.00 0.0065 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.732000% 3133EFVY0 US3133EFVY06 3133EFVY U.S. Government Agency Debt Y 2016-12-25 2018-01-25 2018-01-25 N N N 0.0071 3505775.00 3505775.00 0.0010 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.762600% 3133EFWG8 US3133EFWG80 3133EFWG U.S. Government Agency Debt Y 2016-12-26 2018-03-26 2018-03-26 N N N 0.0060 5247092.85 5247092.85 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.605600% 3133EGBT1 US3133EGBT14 3133EGBT U.S. Government Agency Debt Y 2016-12-30 2017-05-30 2017-05-30 N N N 0.0045 15005205.00 15005205.00 0.0043 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.578200% 3133EGFL4 US3133EGFL42 3133EGFL U.S. Government Agency Debt Y 2016-12-15 2017-09-15 2017-09-15 N N N 0.0044 8105200.20 8105200.20 0.0023 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.510000% 3133EGSX4 US3133EGSX43 3133EGSX U.S. Government Agency Debt Y 2016-12-01 2016-12-01 2017-09-01 N N N 0.0051 15000000.00 15000000.00 0.0043 N Y Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.625400% 3133EGVX0 US3133EGVX06 3133EGVX U.S. Government Agency Debt Y 2016-12-03 2018-10-03 2018-10-03 N N N 0.0063 14001582.00 14001582.00 0.0040 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 0.562000% 3133EGWC5 US3133EGWC59 3133EGWC U.S. Government Agency Debt Y 2016-12-25 2017-10-25 2017-10-25 N N N 0.0056 15002160.00 15002160.00 0.0043 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.543200% 3134G5Z32 US3134G5Z325 3134G5Z3 U.S. Government Agency Debt Y 2016-12-13 2017-01-13 2017-01-13 N N N 0.0060 3000753.00 3000753.00 0.0009 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.566800% 3134G72G5 US3134G72G51 3134G72G U.S. Government Agency Debt Y 2016-12-20 2017-04-20 2017-04-20 N N N 0.0044 5801711.00 5801711.00 0.0016 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.642600% 3134G75N7 US3134G75N75 3134G75N U.S. Government Agency Debt Y 2016-12-27 2017-04-27 2017-04-27 N N N 0.0066 10004460.00 10004460.00 0.0028 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.578200% 3134G9KR7 US3134G9KR79 3134G9KR U.S. Government Agency Debt Y 2016-12-13 2017-11-13 2017-11-13 N N N 0.0050 27950196.64 27950196.64 0.0079 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.340100% 3134GATP9 US3134GATP94 3134GATP U.S. Government Agency Debt Y 2016-12-17 2017-04-17 2017-04-17 N N N 0.0034 24987175.00 24987175.00 0.0071 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.405700% 3134GAWR1 US3134GAWR14 3134GAWR U.S. Government Agency Debt Y 2017-02-04 2017-05-04 2017-05-04 N N N 0.0041 19996160.00 19996160.00 0.0057 N N N N FNMA DISCOUNT "FNMA Discount 0%, 12/01/16 /" 0.178000% 313588R64 313588R6 U.S. Government Agency Debt Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0018 228929000.00 228929000.00 0.0651 N Y Y N FNMA DISCOUNT FNMA Discount 0.0% 12/02/2016 / 0.180000% 313588R72 313588R7 U.S. Government Agency Debt Y 2016-12-02 2016-12-02 2016-12-02 N N N 0.0018 199999000.00 199999000.00 0.0569 N N Y N FNMA DISCOUNT "FNMA 0%, 04/03/2017 /" 0.470000% 313589DW0 313589DW U.S. Government Agency Debt Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0047 19964460.00 19964460.00 0.0057 N N N N FANNIE MAE Federal National Mortgage Association 0.617600% 3135G0B44 US3135G0B441 3135G0B4 U.S. Government Agency Debt Y 2016-12-26 2017-01-26 2017-01-26 N N N 0.0013 18657406.50 18657406.50 0.0053 N N N N FANNIE MAE Federal National Mortgage Association 0.545300% 3135G0E66 US3135G0E668 3135G0E6 U.S. Government Agency Debt Y 2016-12-08 2017-09-08 2017-09-08 N N N 0.0055 3001842.00 3001842.00 0.0009 N N N N FANNIE MAE Federal National Mortgage Association 0.542600% 3135G0F57 US3135G0F574 3135G0F5 U.S. Government Agency Debt Y 2016-12-05 2017-10-05 2017-10-05 N N N 0.0024 22771055.49 22771055.49 0.0065 N N N N FANNIE MAE Federal National Mortgage Association 0.581800% 3135G0F81 US3135G0F814 3135G0F8 U.S. Government Agency Debt Y 2016-12-20 2017-07-20 2017-07-20 N N N 0.0058 9035995.92 9035995.92 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 30406323.20 30406323.20 0.0086 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 7524120.00 7524120.00 0.0021 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 6007884.00 6007884.00 0.0017 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 17516432.50 17516432.50 0.0050 N N N N TREASURY BILL United States Treasury Bill 0.233000% 912796HU6 US912796HU68 912796HU U.S. Treasury Debt Y 2016-12-08 2016-12-08 2016-12-08 N N N 0.0026 199995000.00 199995000.00 0.0569 N Y Y N TREASURY BILL United States Treasury Bill 0.244000% 912796JW0 US912796JW07 912796JW U.S. Treasury Debt Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0024 200000000.00 200000000.00 0.0569 N Y Y N TREASURY BILL United States Treasury Bill 0.194000% 912796JY6 US912796JY62 912796JY U.S. Treasury Debt Y 2016-12-15 2016-12-15 2016-12-15 N N N 0.0024 74996100.00 74996100.00 0.0213 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 14973360.00 14973360.00 0.0043 N Y Y N STIT-GOVERNMENT & AGENCY PORTFOLIO INVESCO GOVT&AGENCY INST CLASS / 0.290000% 825252885 AGPXX Investment Company Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0029 150000000.00 150000000.00 0.0426 N Y Y N GOLDMAN SACHS & CO GOLDMAN SACHS REPO 0.28% - 12/01/2016 / 0.280000% 0000734700 GDM12016 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 04.000 CLBC1222 2046-07-01 4.000000 33167712.00 35508092.44 Agency Mortgage-Backed Securities 03.000 FGPC G15264 G 2029-12-01 3.000000 34016052.00 35095993.12 Agency Mortgage-Backed Securities 04.000 FGPC C91749 G 2034-01-01 4.000000 8404290.00 8971025.13 Agency Mortgage-Backed Securities FNMS 04.000 CRAL6961 2044-04-01 4.000000 32658440.00 34785647.75 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6856 2045-06-01 4.000000 32121670.00 34115558.14 Agency Mortgage-Backed Securities FNMS 03.000 CIAL6897 2029-09-01 3.000000 33015085.00 34104583.21 Agency Mortgage-Backed Securities FNMS 03.500 CIBD8902 2030-01-01 3.500000 32861849.00 34325877.66 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN3461 2026-11-01 2.360000 28977811.00 27883956.59 Agency Mortgage-Backed Securities FNMS 03.500 CRAT2738 2043-05-01 3.500000 33714128.00 34961786.61 Agency Mortgage-Backed Securities Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 275000000.00 275000000.00 0.0782 N Y Y N MERRILL LYNCH PIERCE FENNER AND SMITH M LYNCH PFS REPO 0.28% - 12/01/2016 / 0.280000% 0000728612 MLP12016 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 77951151.00 81380222.01 Agency Mortgage-Backed Securities Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 80000000.00 80000000.00 0.0227 N Y Y N STATE STREET BANK & TRUST STATE STREET REPO 0.03% -12/01/2016 / 0.030000% 0000093748 STR12016 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. T Notes 2020-04-30 1.125000 32235000.00 31806725.79 U.S. Treasuries (including strips) Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0003 31179245.99 31179245.99 0.0089 N Y Y N TORONTO DOMINION BANK NY TORONTO DOMI REPO 0.28% 12/01/2016 / 0.280000% 0001343236 TDM12016 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/4 NOTE F 25 2025-11-15 2.250000 97900.00 97563.52 U.S. Treasuries (including strips) US TREASURY NOTE 2020-02-29 1.375000 101805800.00 101551285.50 U.S. Treasuries (including strips) Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 100000000.00 100000000.00 0.0284 N Y Y N BLACKROCK BLACKROCK LIQUIDITY FUNDS T-FUND / 0.240000% 09248U718 TSTXX Investment Company Y 2016-12-01 2016-12-01 2016-12-01 N N N 0.0024 150000000.00 150000000.00 0.0426 N Y Y N BMO Funds 2016-11-30 John Patterson John Patterson AVP Fund Administration