N-MFP2 0000889366 XXXXXXXX 2017-08-31 0000889366 S000000751 2 N N 033-48907 BMO ASSET MANAGEMENT CORPORATION 801-09118 KPMG LLP Chicago IL BMO ASSET MANAGEMENT CORPORATION BOSTON FINANCIAL DATA SERVICES 0000275143 084-00896 N N N Exempt Government N 12 103 1538400867.00 1628240743.00 1567954183.00 1582686923.00 1704177371.00 1770934237.00 1617250146.00 1615307218.00 0.00 0.4813 0.4894 0.4944 0.4949 0.5332 0.5323 0.5100 0.5051 0.0000 0.04 3434931883.87 3434744948.18 1470994.53 352825541.33 3083390401.42 3083390542.4900 1.0000 0.0107 1.0000 1.0000 1.0000 1.0000 0.0000 C000002160 10000000.00 2269228587.12 2269227330.3400 1.0000 1.0000 1.0000 1.0000 0.0000 157558742.90 415754274.50 204902097.10 82311108.44 97315539.96 228690771.90 176291333.40 85359814.85 0.00 0.00 728329511.90 974040505.50 0.0087 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 185692.28" C000002161 1000.00 814161814.30 814163212.1500 1.0000 1.0000 1.0000 1.0000 0.0000 96000551.35 192741858.30 60668203.27 53041722.78 39471161.14 59598166.85 61691587.03 131098093.50 0.00 0.00 273636366.30 341910304.80 0.0062 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 185692.28" 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 7500447.00 7500447.00 0.0024 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.271000% 3130A7YH2 US3130A7YH29 3130A7YH U.S. Government Agency Debt Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0127 25390596.67 25390596.67 0.0082 N N Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.222000% 3130A7YR0 US3130A7YR01 3130A7YR U.S. Government Agency Debt Y 2017-11-06 2017-11-06 2017-11-06 N N N 0.0107 4600809.60 4600809.60 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.301000% 3130A8EH2 US3130A8EH22 3130A8EH U.S. Government Agency Debt Y 2017-09-07 2017-12-07 2017-12-07 N N N 0.0130 17544298.81 17544298.81 0.0057 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.301000% 3130A8F32 US3130A8F321 3130A8F3 U.S. Government Agency Debt Y 2017-09-05 2017-12-05 2017-12-05 N N N 0.0130 25545353.74 25545353.74 0.0083 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.308000% 3130A8RA3 US3130A8RA32 3130A8RA U.S. Government Agency Debt Y 2017-09-18 2017-10-18 2017-10-18 N N N 0.0131 5001608.00 5001608.00 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BA VAR RT 11/03/17 / 1.307000% 3130A8XB4 3130A8XB U.S. Government Agency Debt Y 2017-09-03 2017-11-03 2017-11-03 N N N 0.0131 10004189.00 10004189.00 0.0032 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.331000% 3130A8XX6 US3130A8XX60 3130A8XX U.S. Government Agency Debt Y 2017-09-05 2018-02-05 2018-02-05 N N N 0.0111 1701835.15 1701835.15 0.0006 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.129000% 3130A8ZL0 US3130A8ZL05 3130A8ZL U.S. Government Agency Debt Y 2017-11-13 2017-11-13 2017-11-13 N N N 0.0113 12501170.00 12501170.00 0.0041 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.283000% 3130A93N9 US3130A93N99 3130A93N U.S. Government Agency Debt Y 2017-09-17 2017-11-17 2017-11-17 N N N 0.0128 12505817.50 12505817.50 0.0041 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.249000% 3130A9AX9 US3130A9AX90 3130A9AX U.S. Government Agency Debt Y 2017-09-28 2017-11-28 2017-11-28 N N N 0.0125 20733828.85 20733828.85 0.0067 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 10001628.00 10001628.00 0.0032 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 9999951.00 9999951.00 0.0032 N N Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.244000% 3130A9EL1 US3130A9EL17 3130A9EL U.S. Government Agency Debt Y 2017-09-08 2017-12-08 2017-12-08 N N N 0.0124 10004716.00 10004716.00 0.0032 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.197000% 3130A9JC6 US3130A9JC62 3130A9JC U.S. Government Agency Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0120 17500953.75 17500953.75 0.0057 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.256000% 3130A9LK5 US3130A9LK50 3130A9LK U.S. Government Agency Debt Y 2017-09-23 2018-03-23 2018-03-23 N N N 0.0050 25023160.00 25023160.00 0.0081 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 18499374.70 18499374.70 0.0060 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.196000% 3130A9PA3 US3130A9PA33 3130A9PA U.S. Government Agency Debt Y 2017-09-06 2017-10-06 2017-10-06 N N N 0.0105 5000646.50 5000646.50 0.0016 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.181000% 3130A9QM6 US3130A9QM61 3130A9QM U.S. Government Agency Debt Y 2017-09-10 2017-10-10 2017-10-10 N N N 0.0118 23002927.90 23002927.90 0.0075 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.165000% 3130A9S69 US3130A9S694 3130A9S6 U.S. Government Agency Debt Y 2017-09-22 2017-11-22 2017-11-22 N N N 0.0116 18803899.12 18803899.12 0.0061 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.253000% 3130AA5K0 US3130AA5K09 3130AA5K U.S. Government Agency Debt Y 2017-09-17 2018-05-17 2018-05-17 N N N 0.0113 5005859.00 5005859.00 0.0016 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.071000% 3130AAPB8 US3130AAPB86 3130AAPB U.S. Government Agency Debt Y 2017-09-23 2018-01-23 2018-01-23 N N N 0.0108 8999631.00 8999631.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.156000% 3130AAPE2 US3130AAPE26 3130AAPE U.S. Government Agency Debt Y 2017-09-23 2018-07-23 2018-07-23 N N N 0.0116 10002761.00 10002761.00 0.0032 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.187000% 3130AARP5 US3130AARP54 3130AARP U.S. Government Agency Debt Y 2017-09-01 2019-02-01 2019-02-01 N N N 0.0119 10008902.00 10008902.00 0.0032 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.052000% 3130AARZ3 US3130AARZ37 3130AARZ U.S. Government Agency Debt Y 2017-09-02 2018-02-02 2018-02-02 N N N 0.0110 11998657.20 11998657.20 0.0039 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.091000% 3130AAWR5 US3130AAWR55 3130AAWR U.S. Government Agency Debt Y 2017-09-06 2018-04-06 2018-04-06 N N N 0.0109 14999107.50 14999107.50 0.0049 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 23998389.60 23998389.60 0.0078 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.062000% 3130AB4G8 US3130AB4G87 3130AB4G U.S. Government Agency Debt Y 2017-09-02 2018-01-02 2018-01-02 N N N 0.0106 9999739.00 9999739.00 0.0032 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.048000% 3130AB6U5 US3130AB6U53 3130AB6U U.S. Government Agency Debt Y 2017-09-18 2018-01-18 2018-01-18 N N N 0.0105 14998876.50 14998876.50 0.0049 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.041000% 3130ABAB2 US3130ABAB25 3130ABAB U.S. Government Agency Debt Y 2017-09-20 2017-10-20 2017-10-20 N N N 0.0104 15999595.20 15999595.20 0.0052 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 13998691.00 13998691.00 0.0045 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.064000% 3130ABB70 US3130ABB706 3130ABB7 U.S. Government Agency Debt Y 2017-09-26 2018-01-26 2018-01-26 N N N 0.0106 12499462.50 12499462.50 0.0041 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.064000% 3130ABBK1 US3130ABBK15 3130ABBK U.S. Government Agency Debt Y 2017-09-28 2018-01-26 2018-01-26 N N N 0.0106 14999350.50 14999350.50 0.0049 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.074000% 3130ABEW2 US3130ABEW26 3130ABEW U.S. Government Agency Debt Y 2017-09-12 2018-02-12 2018-02-12 N N N 0.0107 14000135.80 14000135.80 0.0045 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.069000% 3130ABGU4 US3130ABGU42 3130ABGU U.S. Government Agency Debt Y 2017-09-25 2018-01-25 2018-01-25 N N N 0.0107 30002922.00 30002922.00 0.0097 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.069000% 3130ABGW0 US3130ABGW08 3130ABGW U.S. Government Agency Debt Y 2017-09-26 2018-01-26 2018-01-26 N N N 0.0107 9999771.00 9999771.00 0.0032 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.088000% 3130ABGZ3 US3130ABGZ39 3130ABGZ U.S. Government Agency Debt Y 2017-09-19 2018-05-18 2018-05-18 N N N 0.0109 20000482.00 20000482.00 0.0065 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.049000% 3130ABHL3 US3130ABHL34 3130ABHL U.S. Government Agency Debt Y 2017-09-26 2017-09-26 2017-09-26 N N N 0.0105 19999852.00 19999852.00 0.0065 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.131000% 3130ABN77 US3130ABN776 3130ABN7 U.S. Government Agency Debt Y 2017-09-21 2018-12-21 2018-12-21 N N N 0.0113 17499998.25 17499998.25 0.0057 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.079000% 3130ABRD0 US3130ABRD08 3130ABRD U.S. Government Agency Debt Y 2017-09-25 2018-01-25 2018-01-25 N N N 0.0108 14999400.00 14999400.00 0.0049 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.139000% 3130ABS80 US3130ABS809 3130ABS8 U.S. Government Agency Debt Y 2017-09-11 2019-01-11 2019-01-11 N N N 0.0114 13499998.65 13499998.65 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.073000% 3130ABTJ5 US3130ABTJ59 3130ABTJ U.S. Government Agency Debt Y 2017-09-17 2018-01-17 2018-01-17 N N N 0.0107 20000462.00 20000462.00 0.0065 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.145000% 3130ABUD6 US3130ABUD60 3130ABUD U.S. Government Agency Debt Y 2017-09-22 2019-01-22 2019-01-22 N N N 0.0114 14997699.00 14997699.00 0.0049 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.104000% 3130ABVC7 US3130ABVC78 3130ABVC U.S. Government Agency Debt Y 2017-09-25 2018-07-25 2018-07-25 N N N 0.0110 14998282.50 14998282.50 0.0049 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.089000% 3130ABVD5 US3130ABVD51 3130ABVD U.S. Government Agency Debt Y 2017-09-25 2018-04-25 2018-04-25 N N N 0.0109 13499755.65 13499755.65 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.089000% 3130ABVH6 US3130ABVH65 3130ABVH U.S. Government Agency Debt Y 2017-09-26 2018-04-26 2018-04-26 N N N 0.0109 14999728.50 14999728.50 0.0049 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.151000% 3130ABZR0 US3130ABZR02 3130ABZR U.S. Government Agency Debt Y 2017-09-04 2019-02-04 2019-02-04 N N N 0.0115 9997877.00 9997877.00 0.0032 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.081000% 3130ABZS8 US3130ABZS84 3130ABZS U.S. Government Agency Debt Y 2017-09-04 2018-02-02 2018-02-02 N N N 0.0108 15000351.00 15000351.00 0.0049 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.139000% 3130AC2V5 US3130AC2V54 3130AC2V U.S. Government Agency Debt Y 2017-09-08 2018-11-08 2018-11-08 N N N 0.0114 15000103.50 15000103.50 0.0049 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.113000% 3130ACA46 US3130ACA466 3130ACA4 U.S. Government Agency Debt Y 2017-09-23 2018-08-23 2018-08-23 N N N 0.0111 14997073.50 14997073.50 0.0049 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.156000% 3130ACBF0 US3130ACBF03 3130ACBF U.S. Government Agency Debt Y 2017-09-23 2018-11-23 2018-11-23 N N N 0.0116 14496457.65 14496457.65 0.0047 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.176000% 3130ACDB7 US3130ACDB70 3130ACDB U.S. Government Agency Debt Y 2017-09-28 2019-08-28 2019-08-28 N N N 0.0118 9996065.00 9996065.00 0.0032 N N N N FC DISCOUNT NOTE FFCB Disc Note 0.000% - 09/06/2017 / 0.990000% 313313LJ5 313313LJ U.S. Government Agency Debt Y 2017-09-06 2017-09-06 2017-09-06 N N N 0.0099 19997240.00 19997240.00 0.0065 N N Y N FC DISCOUNT NOTE FFCB Disc Note .00% 09/08/2017 / 0.990000% 313313LL0 313313LL U.S. Government Agency Debt Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0099 22995561.00 22995561.00 0.0075 N N N N FC DISCOUNT NOTE FFCB Disc Note 0.0% 10/13/2017 / 1.000000% 313313MX3 313313MX U.S. Government Agency Debt Y 2017-10-13 2017-10-13 2017-10-13 N N N 0.0100 19976660.00 19976660.00 0.0065 N N N N FHLB DISC CORP FHLB DISC NT 0.000% - 09/05/2017 / 0.960000% 313385LH7 313385LH U.S. Government Agency Debt Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0096 6499285.00 6499285.00 0.0021 N N Y N FHLB DISC CORP FHLB DISC NT 0.000% - 09/06/2017 / 0.997000% 313385LJ3 313385LJ U.S. Government Agency Debt Y 2017-09-06 2017-09-06 2017-09-06 N N N 0.0100 95669795.75 95669795.75 0.0310 N N Y N FHLB DISC CORP FHLB 0.000% - 09/08/2017 / 1.005000% 313385LL8 313385LL U.S. Government Agency Debt Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0100 14997105.00 14997105.00 0.0049 N N N N FHLB DISC CORP "FHLB DISC NT 0.0%, 9/14/17 /" 1.000000% 313385LS3 313385LS U.S. Government Agency Debt Y 2017-09-14 2017-09-14 2017-09-14 N N N 0.0100 14994630.00 14994630.00 0.0049 N N N N FHLB DISC CORP "FHLB DISC NT 0.0%, 11/22/17 /" 1.037000% 313385PP5 313385PP U.S. Government Agency Debt Y 2017-11-22 2017-11-22 2017-11-22 N N N 0.0104 14965485.00 14965485.00 0.0049 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 17443930.00 17443930.00 0.0057 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 3986608.00 3986608.00 0.0013 N N N N FHLB DISC CORP FHLB Disct Note 0.000% - 02/09/2018 / 1.140000% 313385SW7 313385SW U.S. Government Agency Debt Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0114 9950810.00 9950810.00 0.0032 N N N N FREDDIE DISCOUNT FHLMC Discount Note 0.000% - 09/01/2017 / 0.950000% 313397LD1 313397LD U.S. Government Agency Debt Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0095 50000000.00 50000000.00 0.0162 N Y Y N FREDDIE DISCOUNT FHLMC Discount Note 0.000% - 09/05/2017 / 0.995000% 313397LH2 313397LH U.S. Government Agency Debt Y 2017-09-05 2017-09-05 2017-09-05 N N N 0.0100 9998900.00 9998900.00 0.0032 N N Y N FREDDIE DISCOUNT FHLMC Discount Note 0.000% - 09/14/2017 / 1.005000% 313397LS8 313397LS U.S. Government Agency Debt Y 2017-09-14 2017-09-14 2017-09-14 N N N 0.0100 24991050.00 24991050.00 0.0081 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.249000% 3133EE3C2 US3133EE3C25 3133EE3C U.S. Government Agency Debt Y 2017-09-08 2018-01-08 2018-01-08 N N N 0.0125 13698293.40 13698293.40 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.270000% 3133EE4P2 US3133EE4P29 3133EE4P U.S. Government Agency Debt Y 2017-09-01 2018-01-22 2018-01-22 N N N 0.0110 20014670.00 20014670.00 0.0065 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.248000% 3133EE7A2 US3133EE7A23 3133EE7A U.S. Government Agency Debt Y 2017-09-17 2018-05-17 2018-05-17 N N N 0.0109 12915744.45 12915744.45 0.0042 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 25966825.98 25966825.98 0.0084 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.244000% 3133EEQ94 US3133EEQ944 3133EEQ9 U.S. Government Agency Debt Y 2017-09-27 2017-11-27 2017-11-27 N N N 0.0124 8418290.26 8418290.26 0.0027 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.264000% 3133EEXN5 US3133EEXN57 3133EEXN U.S. Government Agency Debt Y 2017-09-08 2017-12-08 2017-12-08 N N N 0.0126 8004460.00 8004460.00 0.0026 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.265000% 3133EEZ52 US3133EEZ523 3133EEZ5 U.S. Government Agency Debt Y 2017-09-22 2018-03-22 2018-03-22 N N N 0.0112 2947863.42 2947863.42 0.0010 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.278000% 3133EEZC7 US3133EEZC74 3133EEZC U.S. Government Agency Debt Y 2017-09-16 2018-04-16 2018-04-16 N N N 0.0121 21097792.61 21097792.61 0.0068 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.258000% 3133EEZM5 US3133EEZM56 3133EEZM U.S. Government Agency Debt Y 2017-09-17 2018-01-17 2018-01-17 N N N 0.0126 8000588.50 8000588.50 0.0026 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.349000% 3133EF2H9 US3133EF2H93 3133EF2H U.S. Government Agency Debt Y 2017-09-13 2017-11-13 2017-11-13 N N N 0.0135 5003264.50 5003264.50 0.0016 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.274000% 3133EFHX8 US3133EFHX88 3133EFHX U.S. Government Agency Debt Y 2017-09-09 2018-04-09 2018-04-09 N N N 0.0120 27377798.54 27377798.54 0.0089 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.265000% 3133EFKX4 US3133EFKX42 3133EFKX U.S. Government Agency Debt Y 2017-09-22 2017-11-22 2017-11-22 N N N 0.0106 5002470.50 5002470.50 0.0016 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.354000% 3133EFL88 US3133EFL884 3133EFL8 U.S. Government Agency Debt Y 2017-09-14 2017-09-14 2017-09-14 N N N 0.0135 5000630.50 5000630.50 0.0016 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.284000% 3133EFLH8 US3133EFLH82 3133EFLH U.S. Government Agency Debt Y 2017-10-26 2018-01-26 2018-01-26 N N N 0.0111 12507508.75 12507508.75 0.0041 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.374000% 3133EFVY0 US3133EFVY06 3133EFVY U.S. Government Agency Debt Y 2017-09-25 2018-01-25 2018-01-25 N N N 0.0135 3504188.80 3504188.80 0.0011 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.361000% 3133EFW86 US3133EFW865 3133EFW8 U.S. Government Agency Debt Y 2017-09-06 2017-10-06 2017-10-06 N N N 0.0104 5301788.75 5301788.75 0.0017 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.394000% 3133EFWG8 US3133EFWG80 3133EFWG U.S. Government Agency Debt Y 2017-09-26 2018-03-26 2018-03-26 N N N 0.0123 5244017.29 5244017.28 0.0017 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.166000% 3133EG4K8 US3133EG4K86 3133EG4K U.S. Government Agency Debt Y 2017-09-20 2018-07-20 2018-07-20 N N N 0.0109 18013485.60 18013485.60 0.0058 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.129000% 3133EG6G5 US3133EG6G56 3133EG6G U.S. Government Agency Debt Y 2017-09-08 2018-08-08 2018-08-08 N N N 0.0113 15002236.50 15002236.50 0.0049 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.149000% 3133EG6H3 US3133EG6H30 3133EG6H U.S. Government Agency Debt Y 2017-09-09 2018-11-09 2018-11-09 N N N 0.0115 9998817.00 9998817.00 0.0032 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.267000% 3133EGFL4 US3133EGFL42 3133EGFL U.S. Government Agency Debt Y 2017-09-15 2017-09-15 2017-09-15 N N N 0.0112 8100831.06 8100831.06 0.0026 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.304000% 3133EGHR9 US3133EGHR93 3133EGHR U.S. Government Agency Debt Y 2017-09-28 2017-09-28 2017-09-28 N N N 0.0102 6501411.80 6501411.80 0.0021 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.260000% 3133EGSX4 US3133EGSX43 3133EGSX U.S. Government Agency Debt Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0126 15000000.00 15000000.00 0.0049 N Y Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.327000% 3133EGVX0 US3133EGVX06 3133EGVX U.S. Government Agency Debt Y 2017-09-03 2018-10-03 2018-10-03 N N N 0.0008 15085004.80 15085004.80 0.0049 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.204000% 3133EGWC5 US3133EGWC59 3133EGWC U.S. Government Agency Debt Y 2017-09-25 2017-10-25 2017-10-25 N N N 0.0120 15004078.50 15004078.50 0.0049 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.186000% 3133EHAN3 US3133EHAN36 3133EHAN U.S. Government Agency Debt Y 2017-09-23 2019-01-23 2019-01-23 N N N 0.0118 10006927.00 10006927.00 0.0032 N N N N FEDERAL FARM 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Mortgage-Backed Securities FNMS 04.000 CLBH4107 2047-06-01 4.000000 1309965.00 1401732.25 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5574 2047-08-01 4.000000 1389450.00 1495558.78 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3099 2037-08-01 4.000000 2915857.00 3110431.85 Agency Mortgage-Backed Securities FNMS 04.500 CI685194 2018-03-01 4.500000 20888.00 21383.85 Agency Mortgage-Backed Securities FNMS 04.500 CI723747 2018-08-01 4.500000 1075270.00 1100802.66 Agency Mortgage-Backed Securities FNMS 04.500 CI746279 2018-10-01 4.500000 11140.00 11404.16 Agency Mortgage-Backed Securities FNMS 04.500 CI746347 2018-10-01 4.500000 8699.00 8905.89 Agency Mortgage-Backed Securities FNMS 04.500 CI773534 2019-04-01 4.500000 86498.00 88551.43 Agency Mortgage-Backed Securities FNMS 04.500 CI828927 2020-08-01 4.500000 17689.00 18108.99 Agency Mortgage-Backed Securities FNMS 04.500 CI984925 2023-06-01 4.500000 13101.00 13666.51 Agency Mortgage-Backed Securities FNMS 04.500 CIAA4600 2024-04-01 4.500000 22700.00 23912.36 Agency Mortgage-Backed Securities FNMS 04.500 CL727029 2033-08-01 4.500000 16459.00 17829.00 Agency Mortgage-Backed Securities FNMS 04.500 CL729380 2033-08-01 4.500000 106798.00 116347.14 Agency Mortgage-Backed Securities FNMS 04.500 CL801572 2034-12-01 4.500000 37952.00 40876.63 Agency Mortgage-Backed Securities FNMS 04.500 CL848356 2035-12-01 4.500000 6149.00 6627.73 Agency Mortgage-Backed Securities FNMS 04.500 CLAD0464 2035-10-01 4.500000 12315.00 13300.91 Agency Mortgage-Backed Securities FNMS 04.500 CLAL9246 2044-08-01 4.500000 452475.00 489870.53 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1665 2044-02-01 4.500000 5399.00 5812.12 Agency Mortgage-Backed Securities FNMS 04.500 CLAV3010 2044-01-01 4.500000 5989.00 6455.82 Agency Mortgage-Backed Securities FNMS 04.500 CLBC9402 2046-04-01 4.500000 990370.00 1083064.81 Agency Mortgage-Backed Securities FNMS 04.500 CLBD5602 2046-12-01 4.500000 69803.00 75058.97 Agency Mortgage-Backed Securities FNMS 04.500 CLBE5398 2047-03-01 4.500000 1502472.00 1648309.19 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8249 2047-02-01 4.500000 155282.00 166990.62 Agency Mortgage-Backed Securities FNMS 04.500 CLBH6301 2047-08-01 4.500000 2059556.00 2267084.09 Agency Mortgage-Backed Securities FNMS 04.500 CRMA1629 2043-09-01 4.500000 296680.00 320898.29 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0538 2030-10-01 4.500000 57287.00 61736.53 Agency Mortgage-Backed Securities FNMS 05.000 CI725504 2019-01-01 5.000000 246896.00 252791.81 Agency Mortgage-Backed Securities FNMS 05.000 CI890189 2039-11-01 5.000000 255327.00 261424.00 Agency Mortgage-Backed Securities FNMS 05.000 CI968064 2022-02-01 5.000000 267115.00 278288.66 Agency Mortgage-Backed Securities FNMS 05.000 CIAB0360 2020-01-01 5.000000 363273.00 371948.42 Agency Mortgage-Backed Securities FNMS 05.000 CL836865 2035-11-01 5.000000 45893.00 50679.59 Agency Mortgage-Backed Securities FNMS 05.000 CL926231 2040-03-01 5.000000 53847.00 59859.02 Agency Mortgage-Backed Securities FNMS 05.000 CL974742 2038-04-01 5.000000 4842.00 5285.13 Agency Mortgage-Backed Securities FNMS 05.000 CLAI9733 2041-08-01 5.000000 9878.00 10796.55 Agency Mortgage-Backed Securities FNMS 05.000 CLAV3990 2044-01-01 5.000000 1474813.00 1615211.60 Agency Mortgage-Backed Securities FNMS 05.000 CLAW6980 2044-07-01 5.000000 41641.00 45484.76 Agency Mortgage-Backed Securities FNMS 05.000 CT254733 2023-04-01 5.000000 110645.00 120782.23 Agency Mortgage-Backed Securities FNMS 05.000 CT255113 2024-02-01 5.000000 107708.00 117576.32 Agency Mortgage-Backed Securities FNMS 05.000 CT255226 2024-05-01 5.000000 28527.00 31140.14 Agency Mortgage-Backed Securities FNMS 05.000 CT256045 2025-12-01 5.000000 517282.00 564674.64 Agency Mortgage-Backed Securities FNMS 05.000 GLAB0459 2039-02-01 5.000000 1367011.00 1496389.25 Agency Mortgage-Backed Securities FNMS 05.500 CI888439 2022-06-01 5.500000 278913.00 293946.56 Agency Mortgage-Backed Securities FNMS 05.500 CIAD0685 2023-12-01 5.500000 40546.00 42199.99 Agency Mortgage-Backed Securities FNMS 05.500 CL735670 2035-03-01 5.500000 88897.00 99329.30 Agency Mortgage-Backed Securities FNMS 05.500 CL822414 2035-07-01 5.500000 81107.00 89549.22 Agency Mortgage-Backed Securities FNMS 05.500 CL844094 2035-11-01 5.500000 17969.00 20084.88 Agency Mortgage-Backed Securities FNMS 05.500 CLAE2870 2040-08-01 5.500000 347364.00 391160.92 Agency Mortgage-Backed Securities FNMS 06.000 CL801538 2034-09-01 6.000000 13406.00 15247.89 Agency Mortgage-Backed Securities FNMS 06.000 CL881286 2036-11-01 6.000000 1417877.00 1626770.73 Agency Mortgage-Backed Securities FNMS 06.000 CL909223 2038-08-01 6.000000 14437.00 16740.12 Agency Mortgage-Backed Securities FNMS 06.000 CL975384 2038-06-01 6.000000 599962.00 691236.06 Agency Mortgage-Backed Securities FNMS 06.000 CLAA9999 2039-08-01 6.000000 258877.00 290770.01 Agency Mortgage-Backed Securities FNMS 06.250 CA959143 2037-11-01 6.250000 85024.00 88406.21 Agency Mortgage-Backed Securities FNMS 06.500 CL638023 2032-04-01 6.500000 4640.00 5171.72 Agency Mortgage-Backed Securities FNMS 06.500 CL995174 2036-08-01 6.500000 254596.00 292876.52 Agency Mortgage-Backed Securities FNMS 06.500 CL995694 2038-12-01 6.500000 27236.00 31020.69 Agency Mortgage-Backed Securities FNMS 06.500 CT638665 2022-04-01 6.500000 31775.00 35213.15 Agency Mortgage-Backed Securities Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0104 430000000.00 430000000.00 0.1395 N Y Y N MERRILL LYNCH PIERCE FENNER AND SMITH M LYNCH PFS REPO 1.08% - 09/01/2017 / 1.080000% 0000728612 MLP09017 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 03.500 FGPC Q42599 G 2046-08-01 3.500000 45748594.00 47602152.64 Agency Mortgage-Backed Securities 04.000 FGPC G08752 G 2047-03-01 4.000000 13966018.00 14750887.25 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1722 2047-09-01 0.00 3671965.00 3766973.42 Agency Mortgage-Backed Securities Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0108 65000000.00 65000000.00 0.0211 N Y Y N FIXED INCOME CLEARING CORP FICC REPO 0.12% - 09/01/2017 / 0.120000% 0000093748 STR09017 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY NOTE 2023-11-30 2.125000 13310000.00 13572393.34 U.S. Treasuries (including strips) Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0012 13302535.66 13302535.66 0.0043 N Y Y N TORONTO DOMINION BANK NY TORONTO DOMI REPO 1.07% - 09/01/2017 / 1.070000% 0001343236 TDM09017 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 1 3/4 NOTE Z 22 2022-05-31 1.750000 43700.00 43775.11 U.S. Treasuries (including strips) FNMS 03.500 CLAS8571 2046-12-01 3.500000 94479375.00 97849454.76 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8959 2047-03-01 4.000000 3589692.00 3822132.27 Agency Mortgage-Backed Securities Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0107 100000000.00 100000000.00 0.0324 N Y Y N BLACKROCK BLACKROCK LIQUIDITY FUNDS T-FUND / 0.890000% 09248U718 TSTXX Investment Company Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0088 25000000.00 25000000.00 0.0081 N Y Y N BMO Funds 2017-08-31 Timothy M. Bonin Timothy M. Bonin Vice President, Principal Financial Officer and Treasurer