N-MFP2 0000889366 XXXXXXXX 2017-06-30 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 50 172152400.10 139428713.70 167933749.70 167912108.60 106100674.50 237023083.80 246292747.30 226304338.90 212784825.00 206213209.80 0.4040 0.3316 0.4033 0.4110 0.2600 0.5562 0.5859 0.5435 0.5209 0.5055 0.00 407992454.85 407936996.32 165790.25 405525.89 407697260.68 407721286.7700 1.0000 0.0122 1.0001 1.0001 1.0000 1.0000 1.0000 C000002156 10000000.00 202368482.30 202330521.4200 1.0001 1.0001 1.0000 1.0000 1.0000 25370274.93 1210233.80 10470420.83 11462089.68 4371509.71 10500189.31 1371950.13 6212794.61 1647853.21 2026772.10 22799602.78 30593204.49 0.0102 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 34556.50" C000002157 1000.00 205328778.38 205390765.3500 1.0001 1.0001 1.0000 1.0000 1.0000 3464038.33 4659527.55 4724181.38 9449172.97 1149809.84 2122947.00 3292256.07 3421893.89 10185833.56 10391471.27 21959519.24 28952316.37 0.0077 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 34556.50" ATLANTIC ASSET SEC LLC ATLANTIC ASSET SECUR VAR RT CP 12/15/2017 / 1.499000% 04821PAB9 04821PAB Asset Backed Commercial Paper Y 2017-07-17 2017-12-15 2017-12-15 N N Y Credit Agricole LOC 0.0000 N/A N/A 0.0150 2500055.00 2500055.00 0.0061 N N N N ATLANTIC ASSET SEC LLC ATLANTIC ASSET SECUR VAR RT CP 01/02/2018 / 1.380000% 04821PAC7 04821PAC Asset Backed Commercial Paper Y 2017-07-03 2018-01-02 2018-01-02 N N Y Credit Agricole LOC 0.0000 N/A N/A 0.0138 2500060.00 2500060.00 0.0061 N N N N ATLANTIC ASSET SEC LLC "ATLANTIC ASSET SEC DCP, 07/06/2017 /" 1.170000% 04821TU60 04821TU6 Asset Backed Commercial Paper Y 2017-07-06 2017-07-06 2017-07-06 N N Y Credit Agricole LOC 0.0000 N/A N/A 0.0117 8498308.50 8498308.50 0.0208 N N Y N ATLANTIC ASSET SEC LLC "ATLANTIC ASSET SEC DCP, 09/21/2017 /" 1.440000% 04821TWM3 04821TWM Asset Backed Commercial Paper Y 2017-09-21 2017-09-21 2017-09-21 N N Y Credit Agricole LOC 0.0000 N/A N/A 0.0144 2492576.00 2492576.00 0.0061 N N N N BANK OF NOVA SCOTIA HOUS Bank of Nova Scotia/Houston 1.557000% 06417GRP5 US06417GRP53 06417GRP Certificate of Deposit Y 2017-07-13 2017-07-13 2017-07-13 N N N 0.0156 2500345.00 2500345.00 0.0061 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING VAR CD 10/06/2017 / 1.560000% 07644CCC2 07644CCC Asset Backed Commercial Paper Y 2017-07-06 2017-10-06 2017-10-06 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0125 2502765.00 2502765.00 0.0061 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING VAR CD 07/17/2017 / 1.346000% 07644CCJ7 07644CCJ Asset Backed Commercial Paper Y 2017-07-17 2017-07-17 2017-07-17 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0135 3750315.00 3750315.00 0.0092 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING VAR CD 02/21/2018 / 1.434000% 07644CCV0 07644CCV Asset Backed Commercial Paper Y 2017-07-21 2018-02-21 2018-02-21 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0143 2250807.75 2250807.75 0.0055 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING VAR CD 08/01/2017 / 1.431000% 07646KAP5 07646KAP Asset Backed Commercial Paper Y 2017-07-03 2017-08-01 2017-08-01 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0143 2250823.50 2250823.50 0.0055 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING VAR CD 12/18/2017 / 1.479000% 07646KAV2 07646KAV Asset Backed Commercial Paper Y 2017-07-18 2017-12-18 2017-12-18 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0148 2501565.00 2501565.00 0.0061 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING VAR CD 06/11/2018 / 1.429000% 07646KBF6 07646KBF Asset Backed Commercial Paper Y 2017-07-19 2018-06-11 2018-06-11 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0143 3000162.00 3000162.00 0.0074 N N N N CANADIAN IMP BK COMM NY Canadian Imperial Bank of Commerce/New York 1.619000% 13606BAQ9 US13606BAQ95 13606BAQ Certificate of Deposit Y 2017-07-17 2017-08-17 2017-08-17 N N N 0.0162 2501400.00 2501400.00 0.0061 N N N N CARGILL INC "CARGILL, Inc. DCP DCP 07/03/2017 /" 1.140000% 14178LU32 14178LU3 Non-Financial Company Commercial Paper Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0114 7499319.00 7499319.00 0.0184 N Y Y N CARGILL INC "CARGILL, Inc. DCP DCP 07/10/2017 /" 1.150000% 14178LUA6 14178LUA Non-Financial Company Commercial Paper Y 2017-07-10 2017-07-10 2017-07-10 N N N 0.0115 8297466.01 8297466.01 0.0204 N N N N CATERPILLAR FINANCIAL SERVICE CORP "CATERPILLAR FINL SER DCP, 07/03/2017 /" 1.150000% 14912DU31 14912DU3 Non-Financial Company Commercial Paper Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0115 14998387.50 14998387.50 0.0368 N Y Y N CHESHAM FIN LTD "CHESHAM FIN, Ltd. DCP 07/03/2017 /" 1.180000% 16538KU34 16538KU3 Asset Backed Commercial Paper Y 2017-07-03 2017-07-03 2017-07-03 N N Y Societe Generale LOC 1.0000 N/A N/A 0.0118 14998525.50 14998525.50 0.0368 N Y Y N COLLATERALIZED CP CO LLC COLLATERALIZED CP Co. VAR RT 11/28/2017 / 1.572000% 19423EBQ0 19423EBQ Financial Company Commercial Paper Y 2017-07-28 2017-11-28 2017-11-28 N N Y JP Morgan Chase Bank NA Reverse Repurchase Agreement 1.0000 N/A N/A 0.0138 2502825.00 2502825.00 0.0061 N N N N COLLATERALIZED CP CO LLC COLLATERALIZED CP Co. VAR RT 10/23/2017 / 1.516000% 19423ECA4 19423ECA Financial Company Commercial Paper Y 2017-07-24 2017-10-23 2017-10-23 N N Y JP Morgan Chase Bank NA Reverse Repurchase Agreement 1.0000 N/A N/A 0.0152 2501870.00 2501870.00 0.0061 N N N N COLORADO ST HSG & FIN AUTH Colorado Housing & Finance Authority 1.190000% 196479YW3 US196479YW36 196479YW Other Municipal Security Y 2017-07-05 2017-07-07 2036-10-01 Y Federal Home Loan Bank 1.0000 7 Y N/A N/A Y FEDERAL HOME LOAN BANK 1.0000 N/A N/A Y FHLB Liquidity Facility 1.0000 N/A N/A 0.0119 4800000.00 4800000.00 0.0118 N N Y N COMMONWEALTH BK AUSTR NY Commonwealth Bank of Australia/New York 1.430000% 20271EMC0 US20271EMC02 20271EMC Certificate of Deposit Y 2017-08-02 2018-02-02 2018-02-02 N N N 0.0139 2002794.00 2002794.00 0.0049 N N N N COMMONWEALTH BK AUSTR NY COMMONWEALTH BK AUST VAR CP 05/11/2018 / 1.020000% 20272AXB7 20272AXB Financial Company Commercial Paper Y 2017-07-13 2018-05-11 2018-05-11 N N N 0.0102 2501725.00 2501725.00 0.0061 N N N N DNB BANK ASA DNB BANK ASA DCP 07/05/2017 / 1.020000% 2332K0U59 2332K0U5 Financial Company Commercial Paper Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0102 14997627.00 14997627.00 0.0368 N N Y N ERSTE ABWICKLUNGSANSTALT "ERSTE ABWICKLUNGSANS VAR, CP, 09/07/2017 /" 1.304000% 29604BBG8 29604BBG Non-Financial Company Commercial Paper Y 2017-07-07 2017-09-07 2017-09-07 N Y German State of North Rhine-West 1.0000 N/A N/A Y SoFFin (German Financial Market Stabilization Fund) Savings Banks Association 1.0000 N/A N/A 0.0130 2500887.50 2500887.50 0.0061 N N N N ERSTE ABWICKLUNGSANSTALT "ERSTE ABWICKLUNGSANS VAR, CP, 07/18/2017 /" 1.379000% 29604BBH6 29604BBH Non-Financial Company Commercial Paper Y 2017-07-18 2017-07-18 2017-07-18 N Y German State of North Rhine-West 1.0000 N/A N/A Y SoFFin (German Financial Market Stabilization Fund) Savings Banks Association 1.0000 N/A N/A 0.0138 2500262.50 2500262.50 0.0061 N N N N ERSTE ABWICKLUNGSANSTALT "ERSTE ABWICKLUNGSANS DCP, 09/28/2017 /" 1.280000% 29604CWU2 29604CWU Non-Financial Company Commercial Paper Y 2017-09-28 2017-09-28 2017-09-28 N Y German State of North Rhine-West 1.0000 N/A N/A Y SoFFin (German Financial Market Stabilization Fund) Savings Banks Association 1.0000 N/A N/A 0.0127 2991037.50 2991037.50 0.0073 N N N N EXXON MOBIL CORP "EXXON MOBIL Corp. DCP, 07/05/2017 /" 1.070000% 30229AU56 30229AU5 Non-Financial Company Commercial Paper Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0107 13498007.40 13498007.40 0.0331 N N Y N FLORIDA POWER & LIGHT CO FLORIDA PWR & LIGHT DCP 07/05/2017 / 1.250000% 34108AU54 34108AU5 Non-Financial Company Commercial Paper Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0125 6748693.88 6748693.87 0.0166 N N Y N FLORIDA POWER & LIGHT CO FLORIDA PWR & LIGHT DCP 07/07/2017 / 1.250000% 34108AU70 34108AU7 Non-Financial Company Commercial Paper Y 2017-07-07 2017-07-07 2017-07-07 N N N 0.0125 3499050.80 3499050.80 0.0086 N N Y N HSBC BANK USA NA HSBC Bank USA NA/New York 1.724000% 40428A2T3 US40428A2T35 40428A2T Certificate of Deposit Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0172 1250641.25 1250641.25 0.0031 N N N N HSBC BANK USA NA HSBC Bank USA NA 1.607000% 40428A3U9 US40428A3U98 40428A3U Certificate of Deposit Y 2017-07-13 2017-10-13 2017-10-13 N N N 0.0161 2503045.00 2503045.00 0.0061 N N N N HSBC BANK USA NA HSBC Bank USA NA 1.542000% 40428A4J3 US40428A4J35 40428A4J Certificate of Deposit Y 2017-07-20 2018-03-20 2018-03-20 N N N 0.0154 2503887.50 2503887.50 0.0061 N N N N HSBC BANK USA NA HSBC BANK PLC VAR RT CP 09/15/17 / 1.549000% 40433FJD2 40433FJD Financial Company Commercial Paper Y 2017-07-17 2017-09-15 2017-09-15 N N N 0.0155 3252187.25 3252187.25 0.0080 N N N N ILLINOIS TOOL WORKS INC "ILLINOIS TOOL WORKS DCP, 07/12/2017 /" 1.100000% 4523ELUC7 4523ELUC Non-Financial Company Commercial Paper Y 2017-07-12 2017-07-12 2017-07-12 N N N 0.0110 4998081.50 4998081.50 0.0123 N N N N JP MORGAN CHASE BANK NA JP MORGAN SECURITIES FLOAT CP 07/10/2017 / 1.470000% 46640EDR6 46640EDR Financial Company Commercial Paper Y 2017-07-10 2017-07-10 2017-07-10 N N N 0.0147 2500217.50 2500217.50 0.0061 N N N N JP MORGAN CHASE BANK NA JP MORGAN SECURITIES FLOAT CP 09/05/2017 / 1.242000% 46640EEF1 46640EEF Financial Company Commercial Paper Y 2017-07-05 2017-09-05 2017-09-05 N N N 0.0124 2501072.50 2501072.50 0.0061 N N N N JP MORGAN CHASE BANK NA JP MORGAN SECURITIES FLOAT CP 12/22/2017 / 1.366000% 46640EEP9 46640EEP Financial Company Commercial Paper Y 2017-07-22 2017-12-22 2017-12-22 N N N 0.0137 3000765.00 3000765.00 0.0074 N N N N JOHNSON CITY TN HLTH & EDUCTNL Johnson City Health & Educational Facilities Board 1.200000% 478271KA6 US478271KA63 478271KA Other Municipal Security Y 2017-07-05 2017-07-07 2043-08-15 Y U.S. Bank NA 1.0000 7 N N/A N/A Y U.S. Bank NA 1.0000 N/A N/A Y US Bank NA LOC 1.0000 N/A N/A 0.0120 11075000.00 11075000.00 0.0272 N N Y N LIBERTY STREET FUNDING LLC "LIBERTY STREET FUNDI DCP, 09/25/2017 /" 1.290000% 53127TWR0 53127TWR Asset Backed Commercial Paper Y 2017-09-25 2017-09-25 2017-09-25 N N Y Bank of Nova Scotia Liquidity Facility 1.0000 N/A N/A 0.0129 2990705.40 2990705.40 0.0073 N N N N MANHATTAN ASSET FUNDING CO "MANHATTAN ASSET FDG DCP, 07/19/2017 /" 1.200000% 56274LUK8 56274LUK Asset Backed Commercial Paper Y 2017-07-19 2017-07-19 2017-07-19 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0120 2998090.50 2998090.50 0.0074 N N N N MANHATTAN ASSET FUNDING CO "MANHATTAN ASSET FDG DCP, 07/21/2017 /" 1.210000% 56274LUM4 56274LUM Asset Backed Commercial Paper Y 2017-07-21 2017-07-21 2017-07-21 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0121 3497527.60 3497527.60 0.0086 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 09/28/2017 / 1.522000% 56274TBN6 56274TBN Asset Backed Commercial Paper Y 2017-07-28 2017-09-28 2017-09-28 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0152 2500987.50 2500987.50 0.0061 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 08/08/2017 / 1.229000% 56274TBS5 56274TBS Asset Backed Commercial Paper Y 2017-07-10 2017-08-08 2017-08-08 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0123 3500521.50 3500521.50 0.0086 N N N N MANHATTAN ASSET FUNDING CO MANHATTAN ASSET FDG VAR CP 12/05/2017 / 1.216000% 56274TCA3 56274TCA Asset Backed Commercial Paper Y 2017-07-05 2017-12-05 2017-12-05 N N Y Sumitomo Mitsui Banking Corp. Liquidity Facility 1.0000 N/A N/A 0.0122 2999883.00 2999883.00 0.0074 N N N N MIZUHO BANK LTD/NY "Mizuho Bank, Ltd." 1.451000% 60689D5E9 US60689D5E92 60689D5E Certificate of Deposit Y 2017-07-03 2017-09-01 2017-09-01 N N N 0.0145 2501715.00 2501715.00 0.0061 N N N N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA B VAR RT CP 03/06/18 / 1.436000% 63254GDX0 63254GDX Financial Company Commercial Paper Y 2017-07-06 2018-03-06 2018-03-06 N N N 0.0144 2002842.00 2002842.00 0.0049 N N N N NATIONAL RURAL UTILITIES NATL RURAL UTILITIES DCP 07/10/2017 / 1.110000% 63743CUA9 63743CUA Non-Financial Company Commercial Paper Y 2017-07-10 2017-07-10 2017-07-10 N N N 0.0111 6997765.60 6997765.60 0.0172 N N N N NOVARTIS FINANCE CORP "NOVARTIS FINANCE COR DCP, 07/05/2017 /" 1.120000% 6698M4U59 6698M4U5 Non-Financial Company Commercial Paper Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0112 6499040.60 6499040.60 0.0159 N N Y N OLD LINE FUNDING LLC "OLD LINE FUNDING LLC DCP, 07/13/2017 /" 1.170000% 67983TUD6 67983TUD Asset Backed Commercial Paper Y 2017-07-13 2017-07-13 2017-07-13 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0117 4997846.00 4997846.00 0.0123 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC FLOAT CP 11/08/2017 / 1.229000% 67984YDE1 67984YDE Asset Backed Commercial Paper Y 2017-07-10 2017-11-08 2017-11-08 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0123 3000051.00 3000051.00 0.0074 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC FLOAT CP 12/04/2017 / 1.180000% 67984YDN1 67984YDN Asset Backed Commercial Paper Y 2017-07-05 2017-12-04 2017-12-04 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0118 3500073.50 3500073.50 0.0086 N N N N REGENCY MARKETS NO 1 LLC "REGENCY MARKETS No. 1 DCP, 07/06/2017 /" 1.160000% 7588R0U62 7588R0U6 Asset Backed Commercial Paper Y 2017-07-06 2017-07-06 2017-07-06 N N Y HSBC Cash Collateral 0.1000 N/A N/A 0.0115 7998421.60 7998421.60 0.0196 N N Y N REGENCY MARKETS NO 1 LLC "REGENCY MARKETS No. 1 DCP, 07/14/2017 /" 1.180000% 7588R0UE5 7588R0UE Asset Backed Commercial Paper Y 2017-07-14 2017-07-14 2017-07-14 N N Y HSBC Cash Collateral 0.1000 N/A N/A 0.0118 4997678.50 4997678.50 0.0123 N N N N REGENCY MARKETS NO 1 LLC "REGENCY MARKETS No. 1 DCP, 07/25/2017 /" 1.230000% 7588R0UR6 7588R0UR Asset Backed Commercial Paper Y 2017-07-25 2017-07-25 2017-07-25 N N Y HSBC Cash Collateral 0.1000 N/A N/A 0.0123 2997454.20 2997454.20 0.0074 N N N N RIDGEFIELD FUNDING CO LLC RIDGEFIELD FUNDING FLOAT CP 12/18/2017 / 1.332000% 76582EAV7 76582EAV Asset Backed Commercial Paper Y 2017-07-18 2017-12-18 2017-12-18 N N Y BNP Paribas Reverse Repurchase Agreement 1.0000 N/A N/A 0.0133 3499559.00 3499559.00 0.0086 N N N N RIDGEFIELD FUNDING CO LLC "RIDGEFIELD FUNDING DCP, 07/06/2017 /" 1.170000% 76582JU69 76582JU6 Asset Backed Commercial Paper Y 2017-07-06 2017-07-06 2017-07-06 N N Y BNP Paribas Reverse Repurchase Agreement 1.0000 N/A N/A 0.0117 2999408.10 2999408.10 0.0074 N N Y N RIDGEFIELD FUNDING CO LLC "RIDGEFIELD FUNDING DCP, 09/18/2017 /" 1.300000% 76582JWJ9 76582JWJ Asset Backed Commercial Paper Y 2017-09-18 2017-09-18 2017-09-18 N N Y BNP Paribas Reverse Repurchase Agreement 1.0000 N/A N/A 0.0130 4636825.16 4636825.15 0.0114 N N N N SKANDINAV ENSKILDA BK NY Skandinaviska Enskilda Banken AB/New York 1.514000% 83050FRB9 US83050FRB93 83050FRB Certificate of Deposit Y 2017-07-21 2017-09-21 2017-09-21 N N N 0.0151 2501525.00 2501525.00 0.0061 N N N N STARBIRD FUNDING CORP "STARBIRD FUNDING COR DCP, 09/12/2017 /" 1.280000% 85520LWC5 85520LWC Asset Backed Commercial Paper Y 2017-09-12 2017-09-12 2017-09-12 N N Y BNP Paribas Reverse Repurchase Agreement 1.0000 N/A N/A 0.0128 3739601.62 3739601.62 0.0092 N N N N SUMITOMO MITSUI BANK NY Sumitomo Mitsui Banking Corp./New York 1.499000% 86563YQY2 US86563YQY22 86563YQY Certificate of Deposit Y 2017-07-10 2017-08-08 2017-08-08 N N N 0.0150 2500975.00 2500975.00 0.0061 N N N N SUMITOMO MITSUI BANK NY Sumitomo Mitsui Banking Corp./New York 1.339000% 86563YWF6 US86563YWF68 86563YWF Certificate of Deposit Y 2017-07-18 2017-09-18 2017-09-18 N N N 0.0133 2500212.50 2500212.50 0.0061 N N N N SUNCORP METWAY LTD "SUN Corp. METWAY DCP, 07/17/2017 /" 1.330000% 8672E2UH9 8672E2UH Financial Company Commercial Paper Y 2017-07-17 2017-07-17 2017-07-17 N N N 0.0133 2498481.75 2498481.75 0.0061 N N N N SUNCORP METWAY LTD "SUN Corp. METWAY DCP, 08/09/2017 /" 1.360000% 8672E2V96 8672E2V9 Financial Company Commercial Paper Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0136 2246744.92 2246744.92 0.0055 N N N N SWEDBANK SWEDBANK NEW YORK 1.12% 07/05/2017 / 1.120000% 87019UP78 87019UP7 Certificate of Deposit Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0112 7999969.60 7999969.60 0.0196 N N Y N SWEDBANK SWEDBANK NEW YORK 1.11% 07/06/2017 / 1.110000% 87019UQ69 87019UQ6 Certificate of Deposit Y 2017-07-06 2017-07-06 2017-07-06 N N N 0.0111 7999950.40 7999950.40 0.0196 N N Y N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 08/14/2017 / 1.449000% 88603YCP4 88603YCP Asset Backed Commercial Paper Y 2017-07-14 2017-08-14 2017-08-14 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0145 2500012.50 2500012.50 0.0061 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 12/08/2017 / 1.204000% 88603YDG3 88603YDG Asset Backed Commercial Paper Y 2017-07-10 2017-12-08 2017-12-08 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0120 3000063.00 3000063.00 0.0074 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING FLOAT CP 06/22/2018 / 1.454000% 88603YDJ7 88603YDJ Asset Backed Commercial Paper Y 2017-07-29 2018-06-22 2018-06-22 N N Y Royal Bank of Canada Credit Support Agreement 0.1000 N/A N/A 0.0145 2500120.00 2500120.00 0.0061 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 1.606000% 89113WEC6 US89113WEC64 0001343236 89113WEC Certificate of Deposit Y 2017-07-12 2017-07-12 2017-07-12 N N N 0.0161 2000294.00 2000294.00 0.0049 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 1.729000% 89113WML7 US89113WML71 0001343236 89113WML Certificate of Deposit Y 2017-07-18 2017-11-20 2017-11-20 N N N 0.0173 2003540.00 2003540.00 0.0049 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 1.637000% 89113WUF1 US89113WUF12 0001343236 89113WUF Certificate of Deposit Y 2017-07-10 2018-01-10 2018-01-10 N N N 0.0164 2756011.50 2756011.50 0.0068 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 1.491000% 89113WVQ6 US89113WVQ67 0001343236 89113WVQ Certificate of Deposit Y 2017-07-03 2017-11-01 2017-11-01 N N N 0.0149 2503162.50 2503162.50 0.0061 N N N N TORONTO DOMINION BANK NY Toronto-Dominion Bank 1.467000% 89113WYR1 US89113WYR14 0001343236 89113WYR Certificate of Deposit Y 2017-07-13 2018-03-13 2018-03-13 N N N 0.0147 2503047.50 2503047.50 0.0061 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MORTOR CREDIT VAR RT 08/03/2017 / 1.606000% 89233ARC5 89233ARC Non-Financial Company Commercial Paper Y 2017-07-10 2017-08-03 2017-08-03 N N N 0.0161 2501200.00 2501200.00 0.0061 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MORTOR CREDIT VAR RT 03/12/2018 / 1.384000% 89233AWJ4 89233AWJ Non-Financial Company Commercial Paper Y 2017-07-21 2018-03-12 2018-03-12 N N N 0.0138 3998988.00 3998988.00 0.0098 N N N N VICTORY RECEIVABLES CORP "VICTORY RECEIVABLES DCP, 07/07/2017 /" 1.180000% 92646KU75 92646KU7 Asset Backed Commercial Paper Y 2017-07-07 2017-07-07 2017-07-07 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility 1.0000 N/A N/A 0.0118 3499057.45 3499057.45 0.0086 N N Y N VICTORY RECEIVABLES CORP "VICTORY RECEIVABLES DCP, 07/18/2017 /" 1.230000% 92646KUJ9 92646KUJ Asset Backed Commercial Paper Y 2017-07-18 2017-07-18 2017-07-18 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility 1.0000 N/A N/A 0.0123 8993686.50 8993686.50 0.0221 N N N N VICTORY RECEIVABLES CORP "VICTORY RECEIVABLES DCP, 09/08/2017 /" 1.260000% 92646KW81 92646KW8 Asset Backed Commercial Paper Y 2017-09-08 2017-09-08 2017-09-08 N N Y Bank of Tokyo Mitsu, NY Liquidity Facility 1.0000 N/A N/A 0.0126 3490029.90 3490029.90 0.0086 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 1.530000% 94989RCM8 US94989RCM88 94989RCM Certificate of Deposit Y 2017-08-16 2017-11-16 2017-11-16 N N N 0.0153 1852249.60 1852249.60 0.0045 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 1.587000% 94989RFB9 US94989RFB96 94989RFB Certificate of Deposit Y 2017-07-11 2017-10-11 2017-10-11 N N N 0.0159 2502927.50 2502927.50 0.0061 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 1.579000% 94989RGY8 US94989RGY80 94989RGY Certificate of Deposit Y 2017-07-14 2018-02-14 2018-02-14 N N N 0.0158 2504045.00 2504045.00 0.0061 N N N N WELLS FARGO BANK NA Wells Fargo Bank NA 1.346000% 94989RLM8 US94989RLM87 94989RLM Certificate of Deposit Y 2017-07-24 2017-12-19 2017-12-19 N N N 0.0135 3000612.00 3000612.00 0.0074 N N N N WESTPAC BANKING CORP NY "WESTPAC BANKING Corp. VAR RT, 10/20/2017 /" 1.506000% 9612C4UD1 9612C4UD Financial Company Commercial Paper Y 2017-07-20 2017-10-20 2017-10-20 N N N 0.0151 2502550.00 2502550.00 0.0061 N N N N STIT-GOVERNMENT & AGENCY PORTFOLIO INVESCO GOVT&AGENCY INST CLASS / 0.870000% 825252885 AGPXX Investment Company Y 2017-07-01 2017-07-01 2017-07-01 N N N 0.0087 17500000.00 17500000.00 0.0429 N Y Y N GOLDMAN SACHS & CO GOLDMAN SACHS REPO 1.05% - 07/03/2017 / 1.050000% 0000734700 GDM07037 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TINT 08/15/30 2030-08-15 0.00 12764074.00 9109464.20 U.S. Treasuries (including strips) TINT 11/15/36 2036-11-15 0.00 10565316.00 6190535.81 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0105 15000000.00 15000000.00 0.0368 N Y Y N STATE STREET BANK & TRUST STATE STREET REPO 0.12% - 07/03/2017 / 0.120000% 0000093748 STR07037 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 1/8 NOTE AC 21 2021-08-31 1.125000 1515000.00 1482704.75 U.S. Treasuries (including strips) US TREASURY INFLATION NOTE 2025-07-15 0.375000 1184.00 12166937.92 U.S. Treasuries (including strips) FREDDIE MAC 2017-07-14 0.750000 275000.00 275925.93 U.S. Treasuries (including strips) US TREASURY NOTE 2021-08-31 2.000000 3955000.00 4021269.98 U.S. Treasuries (including strips) US TREASURY NOTE 2021-09-30 1.125000 10000.00 9767.84 U.S. Treasuries (including strips) Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0012 17604442.51 17604442.51 0.0432 N Y Y N SVENSKA HANDELSBANKEN NY SVENSKA HANDELSBANKE 1.05% 07/03/2017 / 1.050000% SVH07037 Non-Negotiable Time Deposit Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0105 16000000.00 16000000.00 0.0392 N Y Y N BLACKROCK BLACKROCK LIQUIDITY FUNDS T-FUND / 0.840000% 09248U718 TSTXX Investment Company Y 2017-07-01 2017-07-01 2017-07-01 N N N 0.0084 2500000.00 2500000.00 0.0061 N Y Y N BMO Funds 2017-06-30 Timothy M. Bonin Timothy M. Bonin Vice President, Principal Financial Officer and Treasurer