N-MFP2/A 0000889366 XXXXXXXX 2017-07-31 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 Exempt Government N 13 96 1509052784.00 1393185783.00 1860420859.00 1687364852.00 1637146727.00 1532924225.00 2025610232.00 1947149974.00 0.00 0.4428 0.4214 0.4935 0.4748 0.4804 0.4637 0.5373 0.5479 0.0000 0.00 3399291670.97 3399028112.88 1397939.04 3050726.09 3397375325.83 3397375474.5700 1.0000 0.0104 1.0000 1.0000 1.0000 1.0000 0.0000 C000002160 10000000.00 2514939575.33 2514938323.9100 1.0000 1.0000 1.0000 1.0000 0.0000 153092664.60 93929628.72 65636757.40 161522960.10 355556778.30 223467959.30 220706072.10 269096954.80 0.00 0.00 831259657.20 809056934.30 0.0084 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 140487.30" C000002161 1000.00 882435750.50 882437150.6600 1.0000 1.0000 1.0000 1.0000 0.0000 15178640.25 92346513.13 37334550.51 48788737.90 365318062.70 47780643.55 152660398.50 288275886.90 0.00 0.00 580570756.80 616714796.10 0.0059 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 140487.30" FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.140000% 3130A77C3 US3130A77C35 3130A77C U.S. Government Agency Debt Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0074 32436135.23 32436135.23 0.0095 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.213000% 3130A7GP4 US3130A7GP47 3130A7GP U.S. Government Agency Debt Y 2017-09-11 2017-09-11 2017-09-11 N N N 0.0121 7501845.00 7501845.00 0.0022 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.264000% 3130A7YH2 US3130A7YH29 3130A7YH U.S. Government Agency Debt Y 2017-08-05 2017-09-05 2017-09-05 N N N 0.0126 25395230.34 25395230.34 0.0075 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.089000% 3130A7YR0 US3130A7YR01 3130A7YR U.S. Government Agency Debt Y 2017-08-06 2017-11-06 2017-11-06 N N N 0.0093 4601200.60 4601200.60 0.0014 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.293000% 3130A8EH2 US3130A8EH22 3130A8EH U.S. Government Agency Debt Y 2017-08-07 2017-12-07 2017-12-07 N N N 0.0129 17549115.68 17549115.68 0.0052 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.294000% 3130A8F32 US3130A8F321 3130A8F3 U.S. Government Agency Debt Y 2017-08-05 2017-12-05 2017-12-05 N N N 0.0129 25550245.29 25550245.29 0.0075 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.306000% 3130A8RA3 US3130A8RA32 3130A8RA U.S. Government Agency Debt Y 2017-08-18 2017-10-18 2017-10-18 N N N 0.0131 5002635.00 5002635.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.302000% 3130A8XB4 US3130A8XB41 3130A8XB U.S. Government Agency Debt Y 2017-08-03 2017-11-03 2017-11-03 N N N 0.0130 10006120.00 10006120.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.324000% 3130A8XX6 US3130A8XX60 3130A8XX U.S. Government Agency Debt Y 2017-08-05 2018-02-05 2018-02-05 N N N 0.0110 1702203.20 1702203.20 0.0005 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.259000% 3130A8XZ1 US3130A8XZ19 3130A8XZ U.S. Government Agency Debt Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0101 3000054.00 3000054.00 0.0009 N N Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.002000% 3130A8ZL0 US3130A8ZL05 3130A8ZL U.S. Government Agency Debt Y 2017-08-13 2017-11-13 2017-11-13 N N N 0.0100 12501687.50 12501687.50 0.0037 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.281000% 3130A93N9 US3130A93N99 3130A93N U.S. Government Agency Debt Y 2017-08-17 2017-11-17 2017-11-17 N N N 0.0128 12508000.00 12508000.00 0.0037 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.239000% 3130A95A5 US3130A95A50 3130A95A U.S. Government Agency Debt Y 2017-08-21 2017-08-21 2017-08-21 N N N 0.0124 10001020.00 10001020.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.248000% 3130A9AX9 US3130A9AX90 3130A9AX U.S. Government Agency Debt Y 2017-08-28 2017-11-28 2017-11-28 N N N 0.0125 20736875.43 20736875.43 0.0061 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.039000% 3130A9CD1 US3130A9CD19 3130A9CD U.S. Government Agency Debt Y 2017-09-01 2018-03-01 2018-03-01 N N N 0.0099 10001890.00 10001890.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.960000% 3130A9E31 US3130A9E314 3130A9E3 U.S. Government Agency Debt Y 2017-09-07 2017-09-07 2017-09-07 N N N 0.0096 9999710.00 9999710.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.239000% 3130A9EL1 US3130A9EL17 3130A9EL U.S. Government Agency Debt Y 2017-08-08 2017-12-08 2017-12-08 N N N 0.0124 10006170.00 10006170.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.196000% 3130A9JC6 US3130A9JC62 3130A9JC U.S. Government Agency Debt Y 2017-08-15 2017-09-15 2017-09-15 N N N 0.0120 17503010.00 17503010.00 0.0052 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.247000% 3130A9LK5 US3130A9LK50 3130A9LK U.S. Government Agency Debt Y 2017-08-23 2018-03-23 2018-03-23 N N N 0.0050 25026850.00 25026850.00 0.0074 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.076000% 3130A9M73 US3130A9M739 3130A9M7 U.S. Government Agency Debt Y 2017-09-26 2018-03-26 2018-03-26 N N N 0.0108 18499278.50 18499278.50 0.0054 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.192000% 3130A9PA3 US3130A9PA33 3130A9PA U.S. Government Agency Debt Y 2017-08-06 2017-10-06 2017-10-06 N N N 0.0105 5001200.00 5001200.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.174000% 3130A9QM6 US3130A9QM61 3130A9QM U.S. Government Agency Debt Y 2017-08-10 2017-10-10 2017-10-10 N N N 0.0117 23005175.00 23005175.00 0.0068 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.157000% 3130A9S69 US3130A9S694 3130A9S6 U.S. Government Agency Debt Y 2017-08-22 2017-11-22 2017-11-22 N N N 0.0116 18805339.20 18805339.20 0.0055 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.779000% 3130A9YS4 US3130A9YS40 3130A9YS U.S. Government Agency Debt Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0078 24999675.00 24999675.00 0.0074 N N Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.890000% 3130AA3L0 US3130AA3L00 3130AA3L U.S. Government Agency Debt Y 2017-08-16 2017-08-16 2017-08-16 N N N 0.0089 22999494.00 22999494.00 0.0068 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.251000% 3130AA5K0 US3130AA5K09 3130AA5K U.S. Government Agency Debt Y 2017-08-17 2018-05-17 2018-05-17 N N N 0.0113 5006545.00 5006545.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.062000% 3130AAPB8 US3130AAPB86 3130AAPB U.S. Government Agency Debt Y 2017-08-23 2018-01-23 2018-01-23 N N N 0.0107 8999559.00 8999559.00 0.0026 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.147000% 3130AAPE2 US3130AAPE26 3130AAPE U.S. Government Agency Debt Y 2017-08-23 2018-07-23 2018-07-23 N N N 0.0115 10003020.00 10003020.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.182000% 3130AARP5 US3130AARP54 3130AARP U.S. Government Agency Debt Y 2017-08-01 2019-02-01 2019-02-01 N N N 0.0118 10009420.00 10009420.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.007000% 3130AARQ3 US3130AARQ38 3130AARQ U.S. Government Agency Debt Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0101 40000000.00 40000000.00 0.0118 N Y Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.047000% 3130AARZ3 US3130AARZ37 3130AARZ U.S. Government Agency Debt Y 2017-08-02 2018-02-02 2018-02-02 N N N 0.0110 11998404.00 11998404.00 0.0035 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.087000% 3130AAWR5 US3130AAWR55 3130AAWR U.S. Government Agency Debt Y 2017-08-06 2018-04-06 2018-04-06 N N N 0.0109 14998980.00 14998980.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.937000% 3130AAZS0 US3130AAZS02 3130AAZS U.S. Government Agency Debt Y 2017-09-22 2017-09-22 2017-09-22 N N N 0.0094 23996040.00 23996040.00 0.0071 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.057000% 3130AB4G8 US3130AB4G87 3130AB4G U.S. Government Agency Debt Y 2017-08-02 2018-01-02 2018-01-02 N N N 0.0106 9999680.00 9999680.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.046000% 3130AB6U5 US3130AB6U53 3130AB6U U.S. Government Agency Debt Y 2017-08-18 2018-01-18 2018-01-18 N N N 0.0105 14998635.00 14998635.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.038000% 3130ABAB2 US3130ABAB25 3130ABAB U.S. Government Agency Debt Y 2017-08-20 2017-10-20 2017-10-20 N N N 0.0104 15999344.00 15999344.00 0.0047 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.019000% 3130ABAM8 US3130ABAM89 3130ABAM U.S. Government Agency Debt Y 2017-10-25 2017-10-25 2017-10-25 N N N 0.0102 13997970.00 13997970.00 0.0041 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.063000% 3130ABB70 US3130ABB706 3130ABB7 U.S. Government Agency Debt Y 2017-08-26 2018-01-26 2018-01-26 N N N 0.0106 12499350.00 12499350.00 0.0037 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.063000% 3130ABBK1 US3130ABBK15 3130ABBK U.S. Government Agency Debt Y 2017-08-28 2018-01-26 2018-01-26 N N N 0.0106 14999220.00 14999220.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.069000% 3130ABEW2 US3130ABEW26 3130ABEW U.S. Government Agency Debt Y 2017-08-12 2018-02-12 2018-02-12 N N N 0.0107 14000168.00 14000168.00 0.0041 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.067000% 3130ABGU4 US3130ABGU42 3130ABGU U.S. Government Agency Debt Y 2017-08-25 2018-01-25 2018-01-25 N N N 0.0107 30003540.00 30003540.00 0.0088 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.068000% 3130ABGW0 US3130ABGW08 3130ABGW U.S. Government Agency Debt Y 2017-08-26 2018-01-26 2018-01-26 N N N 0.0107 9999720.00 9999720.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.086000% 3130ABGZ3 US3130ABGZ39 3130ABGZ U.S. Government Agency Debt Y 2017-08-19 2018-05-18 2018-05-18 N N N 0.0109 20000540.00 20000540.00 0.0059 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.048000% 3130ABHL3 US3130ABHL34 3130ABHL U.S. Government Agency Debt Y 2017-08-26 2017-09-26 2017-09-26 N N N 0.0105 19999680.00 19999680.00 0.0059 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.129000% 3130ABN77 US3130ABN776 3130ABN7 U.S. Government Agency Debt Y 2017-08-21 2018-12-21 2018-12-21 N N N 0.0113 17500000.00 17500000.00 0.0052 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.068000% 3130ABRD0 US3130ABRD08 3130ABRD U.S. Government Agency Debt Y 2017-08-25 2018-01-25 2018-01-25 N N N 0.0107 14999265.00 14999265.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.136000% 3130ABS80 US3130ABS809 3130ABS8 U.S. Government Agency Debt Y 2017-08-11 2019-01-11 2019-01-11 N N N 0.0114 13500000.00 13500000.00 0.0040 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.071000% 3130ABTJ5 US3130ABTJ59 3130ABTJ U.S. Government Agency Debt Y 2017-08-17 2018-01-17 2018-01-17 N N N 0.0107 20000560.00 20000560.00 0.0059 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.138000% 3130ABUD6 US3130ABUD60 3130ABUD U.S. Government Agency Debt Y 2017-08-22 2019-01-22 2019-01-22 N N N 0.0114 14997555.00 14997555.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.102000% 3130ABVC7 US3130ABVC78 3130ABVC U.S. Government Agency Debt Y 2017-08-25 2018-07-25 2018-07-25 N N N 0.0110 14998125.00 14998125.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.087000% 3130ABVD5 US3130ABVD51 3130ABVD U.S. Government Agency Debt Y 2017-08-25 2018-04-25 2018-04-25 N N N 0.0109 13499730.00 13499730.00 0.0040 N N N N FC DISCOUNT NOTE FFCB DISC NT 0.000% - 08/01/2017 / 0.990000% 313313JW9 313313JW U.S. Government Agency Debt Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0099 10000000.00 10000000.00 0.0029 N Y Y N FC DISCOUNT NOTE FFCB Disc Note 0.000% - 08/10/2017 / 0.990000% 313313KF4 313313KF U.S. Government Agency Debt Y 2017-08-10 2017-08-10 2017-08-10 N N N 0.0099 19995040.00 19995040.00 0.0059 N N N N FC DISCOUNT NOTE FFCB Disc Note 0.000% - 08/11/2017 / 0.990000% 313313KG2 313313KG U.S. Government Agency Debt Y 2017-08-11 2017-08-11 2017-08-11 N N N 0.0099 19994500.00 19994500.00 0.0059 N N N N FC DISCOUNT NOTE FFCB Disc Note 0.000% - 08/15/2017 / 0.990000% 313313KL1 313313KL U.S. Government Agency Debt Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0099 14994225.00 14994225.00 0.0044 N N N N FC DISCOUNT NOTE FFCB Disc Note 0.000% - 08/17/2017 / 0.990000% 313313KN7 313313KN U.S. Government Agency Debt Y 2017-08-17 2017-08-17 2017-08-17 N N N 0.0099 19991200.00 19991200.00 0.0059 N N N N FC DISCOUNT NOTE Fed Farm Credit Bk 0.000% - 08/25/2017 / 0.990000% 313313KW7 313313KW U.S. Government Agency Debt Y 2017-08-25 2017-08-25 2017-08-25 N N N 0.0099 19986800.00 19986800.00 0.0059 N N N N FC DISCOUNT NOTE Fed Farm Credit Bk 0.000% - 08/28/2017 / 0.990000% 313313KZ0 313313KZ U.S. Government Agency Debt Y 2017-08-28 2017-08-28 2017-08-28 N N N 0.0099 19985160.00 19985160.00 0.0059 N N N N FHLB DISC CORP FHLB DISC NT 0.000% - 08/20/2017 / 0.965000% 313385JX5 313385JX U.S. Government Agency Debt Y 2017-08-02 2017-08-02 2017-08-02 N N N 0.0096 73598012.80 73598012.80 0.0217 N N Y N FHLB DISC CORP FHLB DISC NT 0.000% - 08/03/2017 / 1.000000% 313385JY3 313385JY U.S. Government Agency Debt Y 2017-08-03 2017-08-03 2017-08-03 N N N 0.0100 41196734.06 41196734.06 0.0121 N N Y N FHLB DISC CORP FHLB DISC NT 0.000% - 08/04/2017 / 0.969000% 313385JZ0 313385JZ U.S. Government Agency Debt Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0097 51395733.80 51395733.80 0.0151 N N Y N FHLB DISC CORP FHLB DISC NT 0.000% - 08/09/2017 / 0.985000% 313385KE5 313385KE U.S. Government Agency Debt Y 2017-08-09 2017-08-09 2017-08-09 N N N 0.0098 39991200.00 39991200.00 0.0118 N N N N FHLB DISC CORP FHLB DISC NT 0% 08/11/2017 / 0.644000% 313385KG0 313385KG U.S. Government Agency Debt Y 2017-08-11 2017-08-11 2017-08-11 N N N 0.0064 9997250.00 9997250.00 0.0029 N N N N FHLB DISC CORP FHLB DISC NT 0.000% - 08/14/2017 / 0.930000% 313385KK1 313385KK U.S. Government Agency Debt Y 2017-08-14 2017-08-14 2017-08-14 N N N 0.0093 9996420.00 9996420.00 0.0029 N N N N FHLB DISC CORP FHLB DISC NT 0.000% - 09/19/2017 / 1.030000% 313385LX2 313385LX U.S. Government Agency Debt Y 2017-09-19 2017-09-19 2017-09-19 N N N 0.0103 19972780.00 19972780.00 0.0059 N N N N FHLB DISC CORP FHLB DISC NT 0.000% - 12/22/2017 / 1.129000% 313385QV1 313385QV U.S. Government Agency Debt Y 2017-12-22 2017-12-22 2017-12-22 N N N 0.0113 17424925.00 17424925.00 0.0051 N N N N FHLB DISC CORP FHLB DISC NT 0.000% - 12/27/2017 / 1.130000% 313385RA6 313385RA U.S. Government Agency Debt Y 2017-12-27 2017-12-27 2017-12-27 N N N 0.0113 3982240.00 3982240.00 0.0012 N N N N FREDDIE DISCOUNT "FHLMC Discount Note 0.00%, 08/01/17 /" 0.942000% 313397JW2 313397JW U.S. Government Agency Debt Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0094 55600000.00 55600000.00 0.0164 N Y Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.273900% 3133EDTT9 US3133EDTT90 3133EDTT U.S. Government Agency Debt Y 2017-08-29 2017-08-29 2017-08-29 N N N 0.0127 17623065.88 17623065.88 0.0052 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.244400% 3133EE3C2 US3133EE3C25 3133EE3C U.S. Government Agency Debt Y 2017-08-08 2018-01-08 2018-01-08 N N N 0.0124 13700322.26 13700322.26 0.0040 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.270000% 3133EE4P2 US3133EE4P29 3133EE4P U.S. Government Agency Debt Y 2017-08-01 2018-01-22 2018-01-22 N N N 0.0110 20017860.00 20017860.00 0.0059 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.245600% 3133EE7A2 US3133EE7A23 3133EE7A U.S. Government Agency Debt Y 2017-08-17 2018-05-17 2018-05-17 N N N 0.0109 12917582.70 12917582.70 0.0038 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.180000% 3133EEDP2 US3133EEDP26 3133EEDP U.S. Government Agency Debt Y 2017-09-02 2018-03-02 2018-03-02 N N N 0.0118 25972784.10 25972784.10 0.0076 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.242800% 3133EEQ94 US3133EEQ944 3133EEQ9 U.S. Government Agency Debt Y 2017-08-27 2017-11-27 2017-11-27 N N N 0.0124 8420234.13 8420234.13 0.0025 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.259400% 3133EEXN5 US3133EEXN57 3133EEXN U.S. Government Agency Debt Y 2017-08-08 2017-12-08 2017-12-08 N N N 0.0126 8005608.00 8005608.00 0.0024 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.257200% 3133EEZ52 US3133EEZ523 3133EEZ5 U.S. Government Agency Debt Y 2017-08-22 2018-03-22 2018-03-22 N N N 0.0111 2947992.12 2947992.12 0.0009 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.275600% 3133EEZC7 US3133EEZC74 3133EEZC U.S. Government Agency Debt Y 2017-08-16 2018-04-16 2018-04-16 N N N 0.0121 21103430.18 21103430.18 0.0062 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.255600% 3133EEZM5 US3133EEZM56 3133EEZM U.S. Government Agency Debt Y 2017-08-17 2018-01-17 2018-01-17 N N N 0.0126 8002227.48 8002227.48 0.0024 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.343900% 3133EF2H9 US3133EF2H93 3133EF2H U.S. Government Agency Debt Y 2017-08-13 2017-11-13 2017-11-13 N N N 0.0134 5004670.00 5004670.00 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.217200% 3133EFBX4 US3133EFBX43 3133EFBX U.S. Government Agency Debt Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0122 10000000.00 10000000.00 0.0029 N Y Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.269400% 3133EFHX8 US3133EFHX88 3133EFHX U.S. Government Agency Debt Y 2017-08-09 2018-04-09 2018-04-09 N N N 0.0120 27387989.15 27387989.15 0.0081 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.257200% 3133EFKX4 US3133EFKX42 3133EFKX U.S. Government Agency Debt Y 2017-08-22 2017-11-22 2017-11-22 N N N 0.0105 5003385.00 5003385.00 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.349400% 3133EFL88 US3133EFL884 3133EFL8 U.S. Government Agency Debt Y 2017-08-14 2017-09-14 2017-09-14 N N N 0.0135 5002085.00 5002085.00 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.283900% 3133EFLH8 US3133EFLH82 3133EFLH U.S. Government Agency Debt Y 2017-10-26 2018-01-26 2018-01-26 N N N 0.0111 12509125.00 12509125.00 0.0037 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.258300% 3133EFLT2 US3133EFLT21 3133EFLT U.S. Government Agency Debt Y 2017-08-28 2017-08-28 2017-08-28 N N N 0.0126 23004416.00 23004416.00 0.0068 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.372200% 3133EFVY0 US3133EFVY06 3133EFVY U.S. Government Agency Debt Y 2017-08-25 2018-01-25 2018-01-25 N N N 0.0135 3505057.50 3505057.50 0.0010 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.353300% 3133EFW86 US3133EFW865 3133EFW8 U.S. Government Agency Debt Y 2017-08-06 2017-10-06 2017-10-06 N N N 0.0103 5303323.10 5303323.10 0.0016 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.392800% 3133EFWG8 US3133EFWG80 3133EFWG U.S. Government Agency Debt Y 2017-08-26 2018-03-26 2018-03-26 N N N 0.0123 5245967.32 5245967.32 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.162800% 3133EG4K8 US3133EG4K86 3133EG4K U.S. Government Agency Debt Y 2017-08-20 2018-07-20 2018-07-20 N N N 0.0109 18014742.00 18014742.00 0.0053 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.124400% 3133EG6G5 US3133EG6G56 3133EG6G U.S. Government Agency Debt Y 2017-08-08 2018-08-08 2018-08-08 N N N 0.0112 15004560.00 15004560.00 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.144400% 3133EG6H3 US3133EG6H30 3133EG6H U.S. Government Agency Debt Y 2017-08-09 2018-11-09 2018-11-09 N N N 0.0115 10005050.00 10005050.00 0.0029 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.265600% 3133EGFL4 US3133EGFL42 3133EGFL U.S. Government Agency Debt Y 2017-08-15 2017-09-15 2017-09-15 N N N 0.0112 8102616.30 8102616.30 0.0024 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.303300% 3133EGHR9 US3133EGHR93 3133EGHR U.S. Government Agency Debt Y 2017-08-28 2017-09-28 2017-09-28 N N N 0.0102 6502983.50 6502983.50 0.0019 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.260000% 3133EGSX4 US3133EGSX43 3133EGSX U.S. Government Agency Debt Y 2017-08-01 2017-09-01 2017-09-01 N N N 0.0126 15001395.00 15001395.00 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.322200% 3133EGVX0 US3133EGVX06 3133EGVX U.S. Government Agency Debt Y 2017-08-03 2018-10-03 2018-10-03 N N N 0.0008 15087670.15 15087670.15 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.202200% 3133EGWC5 US3133EGWC59 3133EGWC U.S. Government Agency Debt Y 2017-08-25 2017-10-25 2017-10-25 N N N 0.0120 15006345.00 15006345.00 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.177200% 3133EHAN3 US3133EHAN36 3133EHAN U.S. Government Agency Debt Y 2017-08-23 2019-01-23 2019-01-23 N N N 0.0117 10007320.00 10007320.00 0.0029 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.172800% 3133EHDB6 US3133EHDB60 3133EHDB U.S. Government Agency Debt Y 2017-08-20 2018-12-20 2018-12-20 N N N 0.0118 15511718.00 15511718.00 0.0046 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.034800% 3133EHDW0 US3133EHDW08 3133EHDW U.S. Government Agency Debt Y 2017-09-28 2018-09-28 2018-09-28 N N N 0.0103 17979246.00 17979246.00 0.0053 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.132200% 3133EHES8 US3133EHES86 3133EHES U.S. Government Agency Debt Y 2017-08-03 2018-12-03 2018-12-03 N N N 0.0113 15002985.00 15002985.00 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.190000% 3133EHGU1 US3133EHGU15 3133EHGU U.S. Government Agency Debt Y 2017-08-01 2019-04-25 2019-04-25 N N N 0.0120 10006920.00 10006920.00 0.0029 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.170000% 3133EHKZ5 US3133EHKZ55 3133EHKZ U.S. Government Agency Debt Y 2017-08-01 2019-04-24 2019-04-24 N N N 0.0117 15005145.00 15005145.00 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.233500% 3133EHLT8 US3133EHLT86 3133EHLT U.S. Government Agency Debt Y 2017-08-01 2018-12-05 2018-12-05 N N N 0.0124 10998515.00 10998515.00 0.0032 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.160000% 3133EHND1 US3133EHND17 3133EHND U.S. Government Agency Debt Y 2017-08-01 2019-04-15 2019-04-15 N N N 0.0117 15999984.00 15999984.00 0.0047 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.170000% 3133EHPR8 US3133EHPR84 3133EHPR U.S. Government Agency Debt Y 2017-08-01 2019-06-27 2019-06-27 N N N 0.0117 24992850.00 24992850.00 0.0074 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.145000% 3133EHQT3 US3133EHQT32 3133EHQT U.S. Government Agency Debt Y 2017-08-01 2019-04-10 2019-04-10 N N N 0.0115 13996444.00 13996444.00 0.0041 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.135000% 3133EHSF1 US3133EHSF10 3133EHSF U.S. Government Agency Debt Y 2017-08-01 2019-04-25 2019-04-25 N N N 0.0114 17994564.00 17994564.00 0.0053 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.800000% 3134G7C58 US3134G7C585 3134G7C5 U.S. Government Agency Debt Y 2017-09-28 2017-09-28 2017-09-28 N N N 0.0080 6398508.80 6398508.80 0.0019 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 1.263900% 3134G9KR7 US3134G9KR79 3134G9KR U.S. Government Agency Debt Y 2017-08-13 2017-11-13 2017-11-13 N N N 0.0116 36961667.07 36961667.07 0.0109 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.904600% 3134GA4D3 US3134GA4D32 3134GA4D U.S. Government Agency Debt Y 2017-08-10 2018-08-10 2018-08-10 N N N 0.0090 14995185.00 14995185.00 0.0044 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 0.924100% 3134GAQ64 US3134GAQ648 3134GAQ6 U.S. Government Agency Debt Y 2017-10-12 2017-10-12 2017-10-12 N N N 0.0092 14995350.00 14995350.00 0.0044 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 1.064400% 3134GAV84 US3134GAV846 3134GAV8 U.S. Government Agency Debt Y 2017-10-25 2018-07-25 2018-07-25 N N N 0.0106 9999810.00 9999810.00 0.0029 N N N N FREDDIE MAC Federal Home Loan Mortgage Corp. 1.054100% 3134GBGE6 US3134GBGE67 3134GBGE U.S. Government Agency Debt Y 2017-10-10 2018-10-10 2018-10-10 N N N 0.0105 19999980.00 19999980.00 0.0059 N N N N FNMA DISCOUNT FNMA Discount Note 0.000% - 08/01/2017 / 0.950000% 313589JW4 313589JW U.S. Government Agency Debt Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0095 475000000.00 475000000.00 0.1398 N Y Y N FNMA DISCOUNT FNMA Discount Note 0.000% - 1/3/2018 / 1.140000% 313589RH8 313589RH U.S. Government Agency Debt Y 2018-01-03 2018-01-03 2018-01-03 N N N 0.0114 13349894.49 13349894.49 0.0039 N N N N FANNIE MAE Federal National Mortgage Association 1.234400% 3135G0E66 US3135G0E668 3135G0E6 U.S. Government Agency Debt Y 2017-08-08 2017-09-08 2017-09-08 N N N 0.0123 3000642.00 3000642.00 0.0009 N N N N FANNIE MAE Federal National Mortgage Association 1.236900% 3135G0F57 US3135G0F574 3135G0F5 U.S. Government Agency Debt Y 2017-08-05 2017-10-05 2017-10-05 N N N 0.0124 29564694.04 29564694.04 0.0087 N N N N FANNIE MAE Federal National Mortgage Association 1.275200% 3135G0M34 US3135G0M349 3135G0M3 U.S. Government Agency Debt Y 2017-10-11 2018-01-11 2018-01-11 N N N 0.0128 7505670.00 7505670.00 0.0022 N N N N TREASURY BILL United States Treasury Bill 0.951000% 912796KF5 US912796KF54 912796KF U.S. Treasury Debt Y 2017-08-17 2017-08-17 2017-08-17 N N N 0.0095 24989250.00 24989250.00 0.0074 N Y Y N TREASURY BILL United States Treasury Bill 0.939000% 912796LM9 US912796LM96 912796LM U.S. Treasury Debt Y 2017-08-03 2017-08-03 2017-08-03 N N N 0.0094 119993760.00 119993760.00 0.0353 N Y Y N TREASURY BILL United States Treasury Bill 0.952000% 912796LP2 US912796LP28 912796LP U.S. Treasury Debt Y 2017-08-10 2017-08-10 2017-08-10 N N N 0.0095 24994125.00 24994125.00 0.0074 N Y Y N TREASURY BILL United States Treasury Bill 0.980000% 912796LQ0 US912796LQ01 912796LQ U.S. Treasury Debt Y 2017-08-24 2017-08-24 2017-08-24 N N N 0.0098 24984550.00 24984550.00 0.0074 N Y Y N TREASURY BILL United States Treasury Bill 1.122000% 912796LY3 US912796LY35 912796LY U.S. Treasury Debt Y 2017-10-19 2017-10-19 2017-10-19 N N N 0.0112 29928390.00 29928390.00 0.0088 N Y Y N TREASURY BILL United States Treasury Bill 1.175000% 912796LZ0 US912796LZ00 912796LZ U.S. Treasury Debt Y 2017-10-26 2017-10-26 2017-10-26 N N N 0.0118 9974440.00 9974440.00 0.0029 N Y Y N US TREASURY N/B United States Treasury Note 0.875000% 912828F54 US912828F544 912828F5 U.S. Treasury Debt Y 2017-10-15 2017-10-15 2017-10-15 N N N 0.0112 14993625.00 14993625.00 0.0044 N N N N STIT-GOVERNMENT & AGENCY PORTFOLIO INVESCO GOVT&AGENCY INST CLASS / 0.920000% 825252885 AGPXX Investment Company Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0092 165000000.00 165000000.00 0.0486 N Y Y N GOLDMAN SACHS & CO GOLDMAN SACHS REPO 1.02% - 08/01/2017 / 1.020000% 0000734700 GDM08017 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 03.000 CIAL3698 2028-05-01 3.000000 48644098.00 50065413.24 Agency Mortgage-Backed Securities 04.000 FGPC G60911 G 2046-07-01 4.000000 74373302.00 78940740.60 Agency Mortgage-Backed Securities FNMS 06.000 CLAL9729 2041-06-01 6.000000 70689759.00 80222263.61 Agency Mortgage-Backed Securities FNMS 04.500 CLAL8688 2045-04-01 4.500000 52007395.00 56869745.03 Agency Mortgage-Backed Securities FNMS 03.000 CIAS4653 2030-03-01 3.000000 7843647.00 8072827.89 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8956 2047-03-01 4.000000 60168457.00 64078627.05 Agency Mortgage-Backed Securities FNMS 02.500 CIAS8388 2031-11-01 2.500000 47386044.00 47841874.61 Agency Mortgage-Backed Securities FNMS 05.500 CL738565 2033-09-01 5.500000 36330.00 40675.22 Agency Mortgage-Backed Securities FNMS 03.000 CIAZ9510 2030-10-01 3.000000 223229.00 230219.07 Agency Mortgage-Backed Securities Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0102 380000000.00 380000000.00 0.1119 N Y Y N MERRILL LYNCH PIERCE FENNER AND SMITH M LYNCH PFS REPO 1.05% - 08/01/2017 / 1.050000% 0000728612 MLP08017 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 3 BOND 47 2047-05-15 3.000000 39690400.00 40550887.87 U.S. Treasuries (including strips) Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0105 40000000.00 40000000.00 0.0118 N Y Y N FIXED INCOME CLEARING CORP FICC REPO 0.12% - 08/01/2017 / 0.120000% 0000093748 STR08017 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY NOTE 2018-06-30 2.375000 18460000.00 18685839.64 U.S. Treasuries (including strips) Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0012 18316522.09 18316522.09 0.0054 N Y Y N TORONTO DOMINION BANK NY TORONTO DOMI REPO 1.04% - 08/01/2017 / 1.040000% 0001343236 TDM08017 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 04.000 CLAS8786 2047-02-01 4.000000 144794607.00 152508727.80 Agency Mortgage-Backed Securities FNMS 03.000 CIAU6682 2028-09-01 3.000000 12643.00 13011.92 Agency Mortgage-Backed Securities Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0104 150000000.00 150000000.00 0.0442 N Y Y N BLACKROCK BLACKROCK LIQUIDITY FUNDS T-FUND / 0.890000% 09248U718 TSTXX Investment Company Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0089 20000000.00 20000000.00 0.0059 N Y Y N BMO Funds 2017-07-31 Timothy M. Bonin Timothy M. Bonin Vice President, Principal Financial Officer and Treasurer