N-MFP2 0000889366 XXXXXXXX 2018-01-31 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 11 104 1804965295.00 1545916143.00 1709772804.00 1758993770.00 1933956229.00 1790421152.00 1956058564.00 1860184241.00 0.00 0.5088 0.4563 0.4971 0.4968 0.5452 0.5285 0.5687 0.5254 0.0000 0.00 3398777739.60 3398684761.71 1634097.71 8105657.17 3392213202.25 3392213343.3160 1.0000 0.0135 1.0000 1.0000 1.0000 1.0000 0.0000 C000002160 10000000.00 2594078346.65 2594077088.5160 1.0000 1.0000 1.0000 1.0000 0.0000 522489500.00 527769953.70 207112877.20 346936446.80 257762498.00 236964092.10 229658577.20 148615414.10 0.00 0.00 1393881341.00 1580415424.00 0.0115 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 152858.61" C000002161 1000.00 798134855.60 798136254.8000 1.0000 1.0000 1.0000 1.0000 0.0000 54400255.05 15188468.73 46393612.05 72569103.56 72346119.24 35965496.14 56962246.33 38690320.25 0.00 0.00 257487521.00 192266193.10 0.0090 Y "BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 152858.61" FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.650000% 3130A0B58 US3130A0B582 3130A0B5 U.S. Government Agency Debt Y 2018-02-01 2018-11-07 2018-11-07 N N N 0.0165 2004331.00 2004331.00 0.0006 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 0.875000% 3130A7CX1 US3130A7CX17 3130A7CX U.S. Government Agency Debt Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0088 8029978.12 8029978.12 0.0024 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.657000% 3130A8XX6 US3130A8XX60 3130A8XX U.S. Government Agency Debt Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0143 1700046.75 1700046.75 0.0005 N N Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.602000% 3130A9BN0 US3130A9BN00 3130A9BN U.S. Government Agency Debt Y 2018-02-28 2018-02-28 2018-02-28 N N N 0.0160 1000146.50 1000146.50 0.0003 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.318000% 3130A9CD1 US3130A9CD19 3130A9CD U.S. Government Agency Debt Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0127 10000218.00 10000218.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.433000% 3130A9JP7 US3130A9JP75 3130A9JP U.S. Government Agency Debt Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0135 25002590.00 25002590.00 0.0074 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.581000% 3130A9LK5 US3130A9LK50 3130A9LK U.S. Government Agency Debt Y 2018-02-23 2018-03-23 2018-03-23 N N N 0.0063 25007517.50 25007517.50 0.0074 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.455000% 3130A9M73 US3130A9M739 3130A9M7 U.S. Government Agency Debt Y 2018-03-26 2018-03-26 2018-03-26 N N N 0.0146 18500995.30 18500995.30 0.0055 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.584000% 3130AA5K0 US3130AA5K09 3130AA5K U.S. Government Agency Debt Y 2018-02-17 2018-05-17 2018-05-17 N N N 0.0146 5002348.00 5002348.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.534000% 3130AANZ7 US3130AANZ72 3130AANZ U.S. Government Agency Debt Y 2018-04-18 2019-01-18 2019-01-18 N N N 0.0153 2950157.24 2950157.23 0.0009 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.481000% 3130AAPE2 US3130AAPE26 3130AAPE U.S. Government Agency Debt Y 2018-02-23 2018-07-23 2018-07-23 N N N 0.0148 10003016.00 10003016.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.523000% 3130AARP5 US3130AARP54 3130AARP U.S. Government Agency Debt Y 2018-02-01 2019-02-01 2019-02-01 N N N 0.0152 10006862.00 10006862.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.388000% 3130AARZ3 US3130AARZ37 3130AARZ U.S. Government Agency Debt Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0144 11999989.20 11999989.20 0.0035 N N Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.415000% 3130AAWR5 US3130AAWR55 3130AAWR U.S. Government Agency Debt Y 2018-02-06 2018-04-06 2018-04-06 N N N 0.0142 15000138.00 15000138.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.399000% 3130ABEW2 US3130ABEW26 3130ABEW U.S. Government Agency Debt Y 2018-02-12 2018-02-12 2018-02-12 N N N 0.0140 13999990.20 13999990.20 0.0041 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.415000% 3130ABGZ3 US3130ABGZ39 3130ABGZ U.S. Government Agency Debt Y 2018-02-19 2018-05-18 2018-05-18 N N N 0.0142 19999878.00 19999878.00 0.0059 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.415000% 3130ABHD1 US3130ABHD18 3130ABHD U.S. Government Agency Debt Y 2018-02-24 2018-05-24 2018-05-24 N N N 0.0142 11499818.30 11499818.30 0.0034 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.461000% 3130ABN77 US3130ABN776 3130ABN7 U.S. Government Agency Debt Y 2018-02-21 2018-12-21 2018-12-21 N N N 0.0146 17503102.75 17503102.75 0.0052 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.464000% 3130ABS80 US3130ABS809 3130ABS8 U.S. Government Agency Debt Y 2018-02-11 2019-01-11 2019-01-11 N N N 0.0146 13503460.05 13503460.05 0.0040 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.471000% 3130ABUD6 US3130ABUD60 3130ABUD U.S. Government Agency Debt Y 2018-02-22 2019-01-22 2019-01-22 N N N 0.0147 15003742.50 15003742.50 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.488000% 3130ABUX2 US3130ABUX25 3130ABUX U.S. Government Agency Debt Y 2018-02-19 2019-07-19 2019-07-19 N N N 0.0149 15004725.00 15004725.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.431000% 3130ABVC7 US3130ABVC78 3130ABVC U.S. Government Agency Debt Y 2018-02-25 2018-07-25 2018-07-25 N N N 0.0143 15000276.00 15000276.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.416000% 3130ABVD5 US3130ABVD51 3130ABVD U.S. Government Agency Debt Y 2018-02-25 2018-04-25 2018-04-25 N N N 0.0142 13500120.15 13500120.15 0.0040 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.416000% 3130ABVH6 US3130ABVH65 3130ABVH U.S. Government Agency Debt Y 2018-02-26 2018-04-26 2018-04-26 N N N 0.0142 15000132.00 15000132.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.482000% 3130ABZR0 US3130ABZR02 3130ABZR U.S. Government Agency Debt Y 2018-02-04 2019-02-04 2019-02-04 N N N 0.0148 10003430.00 10003430.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.412000% 3130ABZS8 US3130ABZS84 3130ABZS U.S. Government Agency Debt Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0141 15000001.50 15000001.50 0.0044 N N Y N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.465000% 3130AC2V5 US3130AC2V54 3130AC2V U.S. Government Agency Debt Y 2018-02-08 2018-11-08 2018-11-08 N N N 0.0147 15006019.50 15006019.50 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.446000% 3130ACA46 US3130ACA466 3130ACA4 U.S. Government Agency Debt Y 2018-02-23 2018-08-23 2018-08-23 N N N 0.0145 15001776.00 15001776.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.481000% 3130ACBF0 US3130ACBF03 3130ACBF U.S. Government Agency Debt Y 2018-02-23 2018-11-23 2018-11-23 N N N 0.0148 14505124.30 14505124.30 0.0043 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.507000% 3130ACDB7 US3130ACDB70 3130ACDB U.S. Government Agency Debt Y 2018-02-28 2019-08-28 2019-08-28 N N N 0.0151 10000864.00 10000864.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.414000% 3130ACEW0 US3130ACEW09 3130ACEW U.S. Government Agency Debt Y 2018-02-12 2018-06-12 2018-06-12 N N N 0.0141 18000205.20 18000205.20 0.0053 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.479000% 3130ACFL3 US3130ACFL35 3130ACFL U.S. Government Agency Debt Y 2018-02-14 2019-03-14 2019-03-14 N N N 0.0148 14004639.60 14004639.60 0.0041 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.373000% 3130ACLZ5 US3130ACLZ56 3130ACLZ U.S. Government Agency Debt Y 2018-02-19 2018-03-19 2018-03-19 N N N 0.0137 24998922.50 24998922.50 0.0074 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.419000% 3130ACMZ4 US3130ACMZ48 3130ACMZ U.S. Government Agency Debt Y 2018-02-16 2018-10-16 2018-10-16 N N N 0.0142 9999222.00 9999222.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.396000% 3130ACS88 US3130ACS880 3130ACS8 U.S. Government Agency Debt Y 2018-02-18 2018-05-18 2018-05-18 N N N 0.0140 14999107.50 14999107.50 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.421000% 3130ACUB8 US3130ACUB87 3130ACUB U.S. Government Agency Debt Y 2018-02-20 2018-08-20 2018-08-20 N N N 0.0142 15000133.50 15000133.50 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.436000% 3130ACUN2 US3130ACUN26 3130ACUN U.S. Government Agency Debt Y 2018-02-23 2018-11-23 2018-11-23 N N N 0.0144 15003204.00 15003204.00 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.434000% 3130ACVD3 US3130ACVD35 3130ACVD U.S. Government Agency Debt Y 2018-02-17 2018-09-17 2018-09-17 N N N 0.0143 10000805.00 10000805.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.439000% 3130ACYF5 US3130ACYF55 3130ACYF U.S. Government Agency Debt Y 2018-02-11 2018-09-11 2018-09-11 N N N 0.0144 15002167.50 15002167.50 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.428000% 3130ACZJ6 US3130ACZJ68 3130ACZJ U.S. Government Agency Debt Y 2018-02-07 2018-06-07 2018-06-07 N N N 0.0143 15000976.50 15000976.50 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.455000% 3130ACZW7 US3130ACZW79 3130ACZW U.S. Government Agency Debt Y 2018-02-24 2019-01-24 2019-01-24 N N N 0.0146 15001540.50 15001540.50 0.0044 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.441000% 3130AD2W1 US3130AD2W10 3130AD2W U.S. Government Agency Debt Y 2018-02-26 2018-09-26 2018-09-26 N N N 0.0144 18001945.80 18001945.80 0.0053 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.417000% 3130ADCE0 US3130ADCE02 3130ADCE U.S. Government Agency Debt Y 2018-02-05 2018-10-05 2018-10-05 N N N 0.0142 16999478.10 16999478.10 0.0050 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.494000% 3130ADCZ3 US3130ADCZ31 3130ADCZ U.S. Government Agency Debt Y 2018-04-09 2019-04-09 2019-04-09 N N N 0.0149 14496578.00 14496578.00 0.0043 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.424000% 3130ADEL2 US3130ADEL27 3130ADEL U.S. Government Agency Debt Y 2018-02-16 2018-10-16 2018-10-16 N N N 0.0142 13499900.10 13499900.10 0.0040 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.496000% 3130ADEY4 US3130ADEY48 3130ADEY U.S. Government Agency Debt Y 2018-02-23 2020-01-23 2020-01-23 N N N 0.0150 10000019.00 10000019.00 0.0029 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.584000% 3130ADFB3 US3130ADFB36 3130ADFB U.S. Government Agency Debt Y 2018-04-17 2020-01-17 2020-01-17 N N N 0.0158 8496722.40 8496722.40 0.0025 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Banks 1.478000% 3130ADL83 US3130ADL834 3130ADL8 U.S. Government Agency Debt Y 2018-02-26 2019-07-26 2019-07-26 N N N 0.0148 12849000.27 12849000.27 0.0038 N N N N FC DISCOUNT NOTE FFCB Disc Note 0.000% - 02/08/2018 / 1.260000% 313313SV1 313313SV U.S. Government Agency Debt Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0126 19994980.00 19994980.00 0.0059 N N N N FHLB DISC CORP FHLB Disc Note 0.000% - 02/01/2018 / 1.290000% 313385SN7 313385SN U.S. Government Agency Debt Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0129 20000000.00 20000000.00 0.0059 N Y Y N FHLB DISC CORP FHLB Disc Nt 0.000% - 02/07/2018 / 1.315000% 313385SU1 313385SU U.S. Government Agency Debt Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0132 63586326.00 63586326.00 0.0187 N N Y N FHLB DISC CORP FHLB Disct Note 0.000% - 02/09/2018 / 1.230000% 313385SW7 313385SW U.S. Government Agency Debt Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0123 29991390.00 29991390.00 0.0088 N N N N FHLB DISC CORP "FHLB DISCT NOTE 0%, 02/16/18 /" 1.310000% 313385TD8 313385TD U.S. Government Agency Debt Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0131 9994620.00 9994620.00 0.0029 N N N N FHLB DISC CORP FHLB 0.000% - 02/20/2018 / 1.220000% 313385TH9 313385TH U.S. Government Agency Debt Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0122 9993190.00 9993190.00 0.0029 N N N N FHLB DISC CORP FHLB Disc Nt 0.000% - 02/21/2018 / 1.310000% 313385TJ5 313385TJ U.S. Government Agency Debt Y 2018-02-21 2018-02-21 2018-02-21 N N N 0.0131 23683007.10 23683007.10 0.0070 N N N N FHLB DISC CORP FHLB Disc Nt 2/22/18 / 1.320000% 313385TK2 313385TK U.S. Government Agency Debt Y 2018-02-22 2018-02-22 2018-02-22 N N N 0.0132 19984940.00 19984940.00 0.0059 N N N N FHLB DISC CORP FHLB Disc Nt 0.000% - 02/23/2018 / 1.130000% 313385TL0 313385TL U.S. Government Agency Debt Y 2018-02-23 2018-02-23 2018-02-23 N N N 0.0113 8393380.80 8393380.80 0.0025 N N N N FHLB DISC CORP FHLB DISCT NOTE 0.000% - 03/02/2018 / 1.125000% 313385TT3 313385TT U.S. Government Agency Debt Y 2018-03-02 2018-03-02 2018-03-02 N N N 0.0113 8990433.00 8990433.00 0.0027 N N N N FHLB DISC CORP FHLB 0.000% - 03/07/2018 / 1.325000% 313385TY2 313385TY U.S. Government Agency Debt Y 2018-03-07 2018-03-07 2018-03-07 N N N 0.0133 19975060.00 19975060.00 0.0059 N N N N FHLB DISC CORP FHLB Disc Nt 0.000% - 03/09/2018 / 1.351000% 313385UA2 313385UA U.S. Government Agency Debt Y 2018-03-09 2018-03-09 2018-03-09 N N N 0.0135 18974920.00 18974920.00 0.0056 N N N N FHLB DISC CORP FHLB DISCT NOTE 0.000% - 3/19/2018 / 1.220000% 313385UL8 313385UL U.S. Government Agency Debt Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0122 2994939.00 2994939.00 0.0009 N N N N FHLB DISC CORP FHLB DISCT NOTE 0.000% - 03/20/2018 / 1.350000% 313385UM6 313385UM U.S. Government Agency Debt Y 2018-03-20 2018-03-20 2018-03-20 N N N 0.0135 9897916.46 9897916.45 0.0029 N N N N FHLB DISC CORP FHLB DISCT NOTE 0.000% - 03/21/2018 / 1.355000% 313385UN4 313385UN U.S. Government Agency Debt Y 2018-03-21 2018-03-21 2018-03-21 N N N 0.0136 14973600.00 14973600.00 0.0044 N N N N FHLB DISC CORP FHLB DISCT NOTE 0.000% - 03/22/2018 / 1.350000% 313385UP9 313385UP U.S. Government Agency Debt Y 2018-03-22 2018-03-22 2018-03-22 N N N 0.0135 9982970.00 9982970.00 0.0029 N N N N FHLB DISC CORP "FHLB DISCT NOTE 0.00%, 3/28/18 /" 1.375000% 313385UV6 313385UV U.S. Government Agency Debt Y 2018-03-28 2018-03-28 2018-03-28 N N N 0.0138 10279224.90 10279224.90 0.0030 N N N N FHLB DISC CORP FHLB DISCT NOTE 0.000% - 04/06/2018 / 1.390000% 313385VE3 313385VE U.S. Government Agency Debt Y 2018-04-06 2018-04-06 2018-04-06 N N N 0.0139 11969916.00 11969916.00 0.0035 N N N N FREDDIE DISCOUNT FHLMC 0.0000% - 02/01/2018 / 1.200000% 313397SN2 313397SN U.S. Government Agency Debt Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0120 50000000.00 50000000.00 0.0147 N Y Y N FREDDIE DISCOUNT FHLMC 0.000% - 02/05/2018 / 1.244000% 313397SS1 313397SS U.S. Government Agency Debt Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0124 49992850.00 49992850.00 0.0147 N N Y N FREDDIE DISCOUNT FHLMC 0.000% - 02/07/2018 / 1.300000% 313397SU6 313397SU U.S. Government Agency Debt Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0130 9497957.50 9497957.50 0.0028 N N Y N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.576000% 3133EE7A2 US3133EE7A23 3133EE7A U.S. Government Agency Debt Y 2018-02-17 2018-05-17 2018-05-17 N N N 0.0142 12907663.89 12907663.89 0.0038 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.457000% 3133EEDP2 US3133EEDP26 3133EEDP U.S. Government Agency Debt Y 2018-03-02 2018-03-02 2018-03-02 N N N 0.0146 25951959.23 25951959.23 0.0077 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.591000% 3133EEZ52 US3133EEZ523 3133EEZ5 U.S. Government Agency Debt Y 2018-02-22 2018-03-22 2018-03-22 N N N 0.0144 2945861.41 2945861.41 0.0009 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.609000% 3133EEZC7 US3133EEZC74 3133EEZC U.S. Government Agency Debt Y 2018-02-16 2018-04-16 2018-04-16 N N N 0.0136 23887018.68 23887018.68 0.0070 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.831000% 3133EFE52 US3133EFE525 3133EFE5 U.S. Government Agency Debt Y 2018-02-25 2019-02-25 2019-02-25 N N N 0.0183 16267874.76 16267874.76 0.0048 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.598000% 3133EFHX8 US3133EFHX88 3133EFHX U.S. Government Agency Debt Y 2018-02-09 2018-04-09 2018-04-09 N N N 0.0152 27362151.61 27362151.61 0.0081 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.626000% 3133EFKN6 US3133EFKN69 3133EFKN U.S. Government Agency Debt Y 2018-02-22 2018-10-22 2018-10-22 N N N 0.0163 5007465.50 5007465.50 0.0015 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.721000% 3133EFWG8 US3133EFWG80 3133EFWG U.S. Government Agency Debt Y 2018-02-26 2018-03-26 2018-03-26 N N N 0.0108 7543571.70 7543571.69 0.0022 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.496000% 3133EG4K8 US3133EG4K86 3133EG4K U.S. Government Agency Debt Y 2018-02-20 2018-07-20 2018-07-20 N N N 0.0142 18007221.60 18007221.60 0.0053 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.455000% 3133EG6G5 US3133EG6G56 3133EG6G U.S. Government Agency Debt Y 2018-02-08 2018-08-08 2018-08-08 N N N 0.0146 15001645.50 15001645.50 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.473000% 3133EG6H3 US3133EG6H30 3133EG6H U.S. Government Agency Debt Y 2018-02-09 2018-11-09 2018-11-09 N N N 0.0148 10004036.00 10004036.00 0.0029 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.749000% 3133EGAU9 US3133EGAU95 3133EGAU U.S. Government Agency Debt Y 2018-02-16 2019-05-16 2019-05-16 N N N 0.0175 5552386.55 5552386.54 0.0016 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.688000% 3133EGBQ7 US3133EGBQ74 3133EGBQ U.S. Government Agency Debt Y 2018-02-19 2018-07-19 2018-07-19 N N N 0.0169 10012959.00 10012959.00 0.0030 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.736000% 3133EGBU8 US3133EGBU86 3133EGBU U.S. Government Agency Debt Y 2018-02-25 2019-02-25 2019-02-25 N N N 0.0174 10031823.00 10031823.00 0.0030 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.651000% 3133EGCH6 US3133EGCH66 3133EGCH U.S. Government Agency Debt Y 2018-02-25 2018-05-25 2018-05-25 N N N 0.0141 7065786.38 7065786.37 0.0021 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.681000% 3133EGGC3 US3133EGGC34 3133EGGC U.S. Government Agency Debt Y 2018-02-20 2018-06-20 2018-06-20 N N N 0.0168 3003237.30 3003237.30 0.0009 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.731000% 3133EGMU6 US3133EGMU67 3133EGMU U.S. Government Agency Debt Y 2018-02-22 2019-01-22 2019-01-22 N N N 0.0142 4222455.28 4222455.28 0.0012 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.630000% 3133EGVW2 US3133EGVW23 3133EGVW U.S. Government Agency Debt Y 2018-02-01 2018-06-27 2018-06-27 N N N 0.0163 20018090.00 20018090.00 0.0059 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.659000% 3133EGVX0 US3133EGVX06 3133EGVX U.S. Government Agency Debt Y 2018-02-03 2018-10-03 2018-10-03 N N N 0.0010 15073306.43 15073306.43 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.430000% 3133EH2Z5 US3133EH2Z55 3133EH2Z U.S. Government Agency Debt Y 2018-02-01 2019-12-18 2019-12-18 N N N 0.0143 9996256.00 9996256.00 0.0029 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.435000% 3133EH4P5 US3133EH4P55 3133EH4P U.S. Government Agency Debt Y 2018-02-01 2019-12-26 2019-12-26 N N N 0.0144 14994307.50 14994307.50 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.430000% 3133EH5K5 US3133EH5K59 3133EH5K U.S. Government Agency Debt Y 2018-02-04 2019-11-04 2019-11-04 N N N 0.0143 22992941.30 22992941.30 0.0068 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.450000% 3133EH6D0 US3133EH6D08 3133EH6D U.S. Government Agency Debt Y 2018-02-01 2020-01-09 2020-01-09 N N N 0.0145 14997126.00 14997126.00 0.0044 N N N N FEDERAL FARM CREDIT BANK Federal Farm Credit Banks 1.514000% 3133EH7A5 US3133EH7A59 3133EH7A U.S. Government Agency Debt Y 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SMITH M LYNCH PFS REPO 1.36% - 02/01/2018 / 1.360000% 0000728612 MLP02018 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNII JM MA4953 M 2048-01-20 4.000000 5053797.00 5188228.00 Agency Mortgage-Backed Securities GNMI SF AB2892 X 2042-09-15 3.000000 76616296.00 76203385.89 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 80000000.00 80000000.00 0.0236 N Y Y N FIXED INCOME CLEARING CORP FICC REPO 0.65% - 02/01/2018 / 0.650000% 0000093748 STR02018 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY NOTE 2019-12-15 1.375000 4685000.00 4630663.37 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0065 4535829.19 4535829.19 0.0013 N Y Y N TORONTO DOMINION BANK NY TORONTO DOMI REPO 1.31% - 02/01/2018 / 1.310000% 0001343236 TDM02018 U.S. Government Agency Repurchase Agreement, 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Bonin Timothy M. Bonin Vice President, Principal Financial Officer and Treasurer