N-MFP2 0000889366 XXXXXXXX 2018-08-31 0000889366 S000000751 2 N N 033-48907 BMO Asset Management Corporation 801-09118 KPMG LLP Chicago IL BMO Asset Management Corporation DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Exempt Government N 12 97 1263524102.86 1451449626.01 1300722551.42 1355277461.85 1273479468.07 1891412923.25 2061617251.68 1983129221.91 2120962886.51 2027515343.73 0.3952 0.4310 0.3966 0.3943 0.3752 0.5916 0.6122 0.6047 0.6170 0.5974 0.00 3391223754.81 3391316232.59 2400236.92 5385560.60 3388330908.91 3388423527.7510 1.0000 0.0197 1.0000 1.0000 0.9999 1.0000 1.0000 C000002160 10000000.00 2640544357.57 2640608159.9610 1.0000 1.0000 1.0000 1.0000 1.0000 281940554.40 298115501.50 363453585.87 134687609.26 195381216.70 300203010.00 418671554.44 226397446.24 276298247.08 376593869.02 1403231291.47 1221237594.92 0.0177 Y BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 1,275,060 C000002161 1000.00 747786551.34 747815367.7900 0.9999 0.9999 0.9999 0.9999 1.0000 113904044.60 43688453.14 44239336.59 89766582.01 44933590.94 49444454.89 37554418.13 53242296.72 100521219.41 44506327.18 337499447.35 246725444.92 0.0153 Y BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 390,758 Blackrock Liquidity Funds Tempfund Portfolio Blackrock Liquidity Funds Tempfund Portfolio 1.840000% 05899F9S0 Investment Company Y 2018-09-04 2018-09-04 2049-12-31 N N N 0.0184 70000000.00 70000000.00 0.0207 N Y Y N Merrill Lynch Pierce Fenner & Smith, Inc. Agreement with Merrill Lynch, Pierce, Fenner & Smith, Inc., 1.970%, dated 8/31/2018, 1.970000% 8NAV47T0Y26Q87Y0QP81 0000065100 06399U000_1.97_0904 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-02-01 4.000000 230676.00 229204.56 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-06-01 3.280000 30230258.00 25270782.44 Agency Mortgage-Backed Securities Financing Corp. Strip Principal 2019-03-07 0.00 14.00 13.82 Agency Mortgage-Backed Securities Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 25000000.00 25000000.00 0.0074 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 2.150000% 3130A0B58 2549001DPIFGXC1TOL40 US3130A0B582 U.S. Government Agency Debt Y 2018-09-04 2018-11-07 2018-11-07 N N N 0.0187 2000997.10 2000997.10 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.133000% 3130AANZ7 2549001DPIFGXC1TOL40 US3130AANZ72 U.S. Government Agency Debt Y 2018-10-18 2019-01-18 2019-01-18 N N N 0.0202 2951050.23 2951050.23 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.037000% 3130AARP5 2549001DPIFGXC1TOL40 US3130AARP54 U.S. Government Agency Debt Y 2018-09-04 2019-02-01 2019-02-01 N N N 0.0201 10002564.50 10002564.50 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.933000% 3130AB4S2 2549001DPIFGXC1TOL40 US3130AB4S26 U.S. Government Agency Debt Y 2018-09-10 2018-10-10 2018-10-10 N N N 0.0198 5300027.35 5300027.35 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.125000% 3130ABBQ8 2549001DPIFGXC1TOL40 US3130ABBQ84 U.S. Government Agency Debt Y 2018-10-26 2018-10-26 2018-10-26 N N N 0.0200 6120964.45 6120964.45 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.969000% 3130ABN77 2549001DPIFGXC1TOL40 US3130ABN776 U.S. Government Agency Debt Y 2018-09-21 2018-12-21 2018-12-21 N N N 0.0202 17499800.68 17499800.68 0.0052 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.180000% 3130ABQH2 2549001DPIFGXC1TOL40 US3130ABQH21 U.S. Government Agency Debt Y 2018-10-05 2019-07-05 2019-07-05 N N N 0.0211 23308884.05 23308884.05 0.0069 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.977000% 3130ABS80 2549001DPIFGXC1TOL40 US3130ABS809 U.S. Government Agency Debt Y 2018-09-11 2019-01-11 2019-01-11 N N N 0.0199 13501367.42 13501367.42 0.0040 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.977000% 3130ABUD6 2549001DPIFGXC1TOL40 US3130ABUD60 U.S. Government Agency Debt Y 2018-09-22 2019-01-22 2019-01-22 N N N 0.0200 15001114.50 15001114.50 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.007000% 3130ABUX2 2549001DPIFGXC1TOL40 US3130ABUX25 U.S. Government Agency Debt Y 2018-09-19 2019-07-19 2019-07-19 N N N 0.0203 15002417.10 15002417.10 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.000000% 3130ABZR0 2549001DPIFGXC1TOL40 US3130ABZR02 U.S. Government Agency Debt Y 2018-09-04 2019-02-04 2019-02-04 N N N 0.0201 10001147.20 10001147.20 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.993000% 3130AC2V5 2549001DPIFGXC1TOL40 US3130AC2V54 U.S. Government Agency Debt Y 2018-09-08 2018-11-08 2018-11-08 N N N 0.0198 15001240.20 15001240.20 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.986000% 3130ACBF0 2549001DPIFGXC1TOL40 US3130ACBF03 U.S. Government Agency Debt Y 2018-09-23 2018-11-23 2018-11-23 N N N 0.0199 14501439.27 14501439.27 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.005000% 3130ACDB7 2549001DPIFGXC1TOL40 US3130ACDB70 U.S. Government Agency Debt Y 2018-09-28 2019-08-28 2019-08-28 N N N 0.0203 10002238.50 10002238.50 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.986800% 3130ACFL3 2549001DPIFGXC1TOL40 US3130ACFL35 U.S. Government Agency Debt Y 2018-09-14 2019-03-14 2019-03-14 N N N 0.0201 14001689.24 14001689.24 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.997000% 3130ACGQ1 2549001DPIFGXC1TOL40 US3130ACGQ13 U.S. Government Agency Debt Y 2018-09-20 2019-03-20 2019-03-20 N N N 0.0201 16101943.43 16101943.43 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.970000% 3130ACKJ2 2549001DPIFGXC1TOL40 US3130ACKJ24 U.S. Government Agency Debt Y 2018-09-04 2019-01-04 2019-01-04 N N N 0.0197 1100130.36 1100130.36 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.970000% 3130ACKZ6 2549001DPIFGXC1TOL40 US3130ACKZ65 U.S. Government Agency Debt Y 2018-09-04 2019-01-04 2019-01-04 N N N 0.0199 2500080.98 2500080.98 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.924000% 3130ACMZ4 2549001DPIFGXC1TOL40 US3130ACMZ48 U.S. Government Agency Debt Y 2018-09-16 2018-10-16 2018-10-16 N N N 0.0199 9999780.90 9999780.90 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.952000% 3130ACUA0 2549001DPIFGXC1TOL40 US3130ACUA05 U.S. Government Agency Debt Y 2018-09-20 2018-11-20 2018-11-20 N N N 0.0197 25000900.25 25000900.25 0.0074 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.941000% 3130ACUN2 2549001DPIFGXC1TOL40 US3130ACUN26 U.S. Government Agency Debt Y 2018-09-23 2018-11-23 2018-11-23 N N N 0.0199 39999982.80 39999982.80 0.0118 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.935000% 3130ACVD3 2549001DPIFGXC1TOL40 US3130ACVD35 U.S. Government Agency Debt Y 2018-09-17 2018-09-17 2018-09-17 N N N 0.0198 10000010.90 10000010.90 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.952000% 3130ACYF5 2549001DPIFGXC1TOL40 US3130ACYF55 U.S. Government Agency Debt Y 2018-09-11 2018-09-11 2018-09-11 N N N 0.0198 15000036.60 15000036.60 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.961000% 3130ACZW7 2549001DPIFGXC1TOL40 US3130ACZW79 U.S. Government Agency Debt Y 2018-09-24 2019-01-24 2019-01-24 N N N 0.0200 15000237.00 15000237.00 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.945000% 3130AD2W1 2549001DPIFGXC1TOL40 US3130AD2W10 U.S. Government Agency Debt Y 2018-09-26 2018-09-26 2018-09-26 N N N 0.0198 18000098.46 18000098.46 0.0053 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.950000% 3130AD6V9 2549001DPIFGXC1TOL40 US3130AD6V90 U.S. Government Agency Debt Y 2018-09-26 2019-01-25 2019-01-25 N N N 0.0200 17999574.12 17999574.12 0.0053 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.940000% 3130ADCE0 2549001DPIFGXC1TOL40 US3130ADCE02 U.S. Government Agency Debt Y 2018-09-05 2018-10-05 2018-10-05 N N N 0.0199 16999828.81 16999828.81 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.129000% 3130ADCZ3 2549001DPIFGXC1TOL40 US3130ADCZ31 U.S. Government Agency Debt Y 2018-10-09 2019-04-09 2019-04-09 N N N 0.0207 14503459.27 14503459.27 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.929000% 3130ADEL2 2549001DPIFGXC1TOL40 US3130ADEL27 U.S. Government Agency Debt Y 2018-09-16 2018-10-16 2018-10-16 N N N 0.0199 13499861.36 13499861.36 0.0040 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.001000% 3130ADEY4 2549001DPIFGXC1TOL40 US3130ADEY48 U.S. Government Agency Debt Y 2018-09-23 2020-01-23 2020-01-23 N N N 0.0207 9997512.20 9997512.20 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.186000% 3130ADFB3 2549001DPIFGXC1TOL40 US3130ADFB36 U.S. Government Agency Debt Y 2018-10-17 2020-01-17 2020-01-17 N N N 0.0213 8504191.44 8504191.44 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.975000% 3130ADL83 2549001DPIFGXC1TOL40 US3130ADL834 U.S. Government Agency Debt Y 2018-09-26 2019-07-26 2019-07-26 N N N 0.0203 12849750.71 12849750.71 0.0038 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.977000% 3130ADNQ1 2549001DPIFGXC1TOL40 US3130ADNQ13 U.S. Government Agency Debt Y 2018-09-12 2019-08-12 2019-08-12 N N N 0.0202 10150171.03 10150171.03 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.987000% 3130ADQ96 2549001DPIFGXC1TOL40 US3130ADQ965 U.S. Government Agency Debt Y 2018-09-22 2019-08-22 2019-08-22 N N N 0.0203 13000556.40 13000556.40 0.0038 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.951000% 3130ADRN4 2549001DPIFGXC1TOL40 US3130ADRN46 U.S. Government Agency Debt Y 2018-09-24 2018-12-24 2018-12-24 N N N 0.0199 20000601.40 20000601.40 0.0059 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.953000% 3130ADU67 2549001DPIFGXC1TOL40 US3130ADU678 U.S. Government Agency Debt Y 2018-09-15 2018-12-14 2018-12-14 N N N 0.0199 25001139.75 25001139.75 0.0074 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.933000% 3130ADYQ9 2549001DPIFGXC1TOL40 US3130ADYQ93 U.S. Government Agency Debt Y 2018-09-10 2018-10-10 2018-10-10 N N N 0.0199 8999975.43 8999975.43 0.0027 N N N N Federal Home Loan Banks Frderal Home Loan Bank 04/19 1 1.999000% 3130ADYR7 2549001DPIFGXC1TOL40 US3130ADYR76 U.S. Government Agency Debt Y 2018-10-09 2019-04-09 2019-04-09 N N N 0.0207 8995222.35 8995222.35 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.957000% 3130AE5D8 2549001DPIFGXC1TOL40 US3130AE5D83 U.S. Government Agency Debt Y 2018-09-18 2019-01-18 2019-01-18 N N N 0.0200 14999717.55 14999717.55 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.017000% 3130AELR9 2549001DPIFGXC1TOL40 US3130AELR96 U.S. Government Agency Debt Y 2018-10-12 2019-04-12 2019-04-12 N N N 0.0207 15993740.48 15993740.48 0.0047 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.939000% 3130AEME7 2549001DPIFGXC1TOL40 US3130AEME74 U.S. Government Agency Debt Y 2018-09-16 2019-07-16 2019-07-16 N N N 0.0202 24992260.25 24992260.25 0.0074 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.023000% 3130AEMR8 2549001DPIFGXC1TOL40 US3130AEMR87 U.S. Government Agency Debt Y 2018-10-03 2019-01-03 2019-01-03 N N N 0.0203 19998982.20 19998982.20 0.0059 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.972000% 3130AENF3 2549001DPIFGXC1TOL40 US3130AENF31 U.S. Government Agency Debt Y 2018-09-19 2019-07-19 2019-07-19 N N N 0.0203 19997157.00 19997157.00 0.0059 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.971000% 3130AENN6 2549001DPIFGXC1TOL40 US3130AENN64 U.S. Government Agency Debt Y 2018-09-23 2019-10-23 2019-10-23 N N N 0.0204 12496397.00 12496397.00 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.950000% 3130AEPN4 2549001DPIFGXC1TOL40 US3130AEPN47 U.S. Government Agency Debt Y 2018-09-26 2019-04-26 2019-04-26 N N N 0.0201 24998103.00 24998103.00 0.0074 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.950000% 3130AEQL7 2549001DPIFGXC1TOL40 US3130AEQL71 U.S. Government Agency Debt Y 2018-09-06 2019-02-06 2019-02-06 N N N 0.0200 13399154.33 13399154.33 0.0040 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.999000% 3130AERJ1 2549001DPIFGXC1TOL40 US3130AERJ17 U.S. Government Agency Debt Y 2018-09-07 2020-02-07 2020-02-07 N N N 0.0207 14992249.05 14992249.05 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.017000% 3130AETE0 2549001DPIFGXC1TOL40 US3130AETE02 U.S. Government Agency Debt Y 2018-09-20 2020-02-20 2020-02-20 N N N 0.0207 19994239.60 19994239.60 0.0059 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.951000% 3130AEU40 2549001DPIFGXC1TOL40 US3130AEU403 U.S. Government Agency Debt Y 2018-09-25 2019-02-25 2019-02-25 N N N 0.0200 19999991.60 19999991.60 0.0059 N N N N Federal Home Loan Banks Fed Home Ln Discount Nt Discount Not 09/14 0.00000 313385E69 2549001DPIFGXC1TOL40 US313385E691 U.S. Government Agency Debt Y 2018-09-05 2018-09-05 2018-09-05 N N N 0.0196 55918980.21 55918980.21 0.0165 N N Y N Federal Home Loan Banks Fed Home Ln Discount Nt Discount Not 09/18 0.00000 313385E77 2549001DPIFGXC1TOL40 US313385E774 U.S. Government Agency Debt Y 2018-09-06 2018-09-06 2018-09-06 N N N 0.0196 8999037.00 8999037.00 0.0027 N N Y N Federal Home Loan Banks Federal Home Loan Bank Discount Notes 313385E85 2549001DPIFGXC1TOL40 US313385E857 U.S. Government Agency Debt Y 2018-09-07 2018-09-07 2018-09-07 N N N 0.0196 10348333.65 10348333.65 0.0031 N N Y N Federal Home Loan Banks Federal Home Loan Bank 313385F50 2549001DPIFGXC1TOL40 US313385F508 U.S. Government Agency Debt Y 2018-09-12 2018-09-12 2018-09-12 N N N 0.0196 24989275.00 24989275.00 0.0074 N N Y N Federal Home Loan Banks Federal Home Loan Bank Discount Notes Discount Notes Series DN 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt Y 2018-09-14 2018-09-14 2018-09-14 N N N 0.0196 19989280.00 19989280.00 0.0059 N N Y N Federal Home Loan Banks Federal Home Loan Bank Discount Notes Discount Notes Series 1 313385G26 2549001DPIFGXC1TOL40 US313385G266 U.S. Government Agency Debt Y 2018-09-17 2018-09-17 2018-09-17 N N N 0.0196 24982575.00 24982575.00 0.0074 N N Y N Federal Home Loan Banks Federal Home Loan Bank 313385G34 2549001DPIFGXC1TOL40 US313385G340 U.S. Government Agency Debt Y 2018-09-18 2018-09-18 2018-09-18 N N N 0.0196 42568007.40 42568007.40 0.0126 N N Y N Federal Home Loan Banks Federal Home Loan Bank 313385G42 2549001DPIFGXC1TOL40 US313385G423 U.S. Government Agency Debt Y 2018-09-19 2018-09-19 2018-09-19 N N N 0.0196 19983920.00 19983920.00 0.0059 N N Y N Federal Home Loan Banks Federal Home Loan Bank Discount Notes Discount Notes Series DN 313385G67 2549001DPIFGXC1TOL40 US313385G670 U.S. Government Agency Debt Y 2018-09-21 2018-09-21 2018-09-21 N N N 0.0196 48355907.60 48355907.60 0.0143 N N Y N Federal Home Loan Banks Federal Home Loan Bank Discount Notes Discount Notes Series I 313385G91 2549001DPIFGXC1TOL40 US313385G910 U.S. Government Agency Debt Y 2018-09-24 2018-09-24 2018-09-24 N N N 0.0196 24973200.00 24973200.00 0.0074 N N Y N Federal Home Loan Banks Federal Home Loan Bank 313385H25 2549001DPIFGXC1TOL40 US313385H256 U.S. Government Agency Debt Y 2018-09-25 2018-09-25 2018-09-25 N N N 0.0196 48145726.80 48145726.80 0.0142 N N Y N Federal Home Loan Banks Federal Home Loan Bank 313385H33 2549001DPIFGXC1TOL40 US313385H330 U.S. Government Agency Debt Y 2018-09-26 2018-09-26 2018-09-26 N N N 0.0196 24970525.00 24970525.00 0.0074 N N Y N Federal Home Loan Banks Federal Home Ln Bk Cons Dsc Nt 313385H41 2549001DPIFGXC1TOL40 US313385H413 U.S. Government Agency Debt Y 2018-09-27 2018-09-27 2018-09-27 N N N 0.0196 76905059.00 76905059.00 0.0227 N N Y N Federal Home Loan Banks Federal Home Loan Bank Discount Notes Discount Notes Series I 313385H58 2549001DPIFGXC1TOL40 US313385H587 U.S. Government Agency Debt Y 2018-09-28 2018-09-28 2018-09-28 N N N 0.0196 72906049.00 72906049.00 0.0215 N N Y N Federal Farm Credit Bank Federal Farm Credit Banks 2.334800% 3133EFE52 US3133EFE525 U.S. Government Agency Debt Y 2018-09-25 2019-02-25 2019-02-25 N N N 0.0200 16229165.51 16229165.51 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.132000% 3133EFKN6 US3133EFKN69 U.S. Government Agency Debt Y 2018-09-22 2018-10-22 2018-10-22 N N N 0.0193 5001621.80 5001621.80 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.187300% 3133EFNX1 US3133EFNX15 U.S. Government Agency Debt Y 2018-09-13 2018-11-13 2018-11-13 N N N 0.0198 4222010.15 4222010.15 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.114800% 3133EG4U6 US3133EG4U68 U.S. Government Agency Debt Y 2018-09-27 2020-01-27 2020-01-27 N N N 0.0204 15026059.80 15026059.80 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.991100% 3133EG6H3 US3133EG6H30 U.S. Government Agency Debt Y 2018-09-09 2018-11-09 2018-11-09 N N N 0.0194 10001743.50 10001743.50 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.253500% 3133EGAU9 US3133EGAU95 U.S. Government Agency Debt Y 2018-09-16 2019-05-16 2019-05-16 N N N 0.0200 8633234.76 8633234.76 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.239800% 3133EGBU8 US3133EGBU86 U.S. Government Agency Debt Y 2018-09-25 2019-02-25 2019-02-25 N N N 0.0200 10013516.20 10013516.20 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.237000% 3133EGMU6 US3133EGMU67 U.S. Government Agency Debt Y 2018-09-22 2019-01-22 2019-01-22 N N N 0.0198 23862488.43 23862488.43 0.0070 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.212700% 3133EGUP8 US3133EGUP80 U.S. Government Agency Debt Y 2018-09-15 2019-03-15 2019-03-15 N N N 0.0200 6724316.66 6724316.66 0.0020 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.177100% 3133EGVX0 US3133EGVX06 U.S. Government Agency Debt Y 2018-09-04 2018-10-03 2018-10-03 N N N 0.0193 15053364.28 15053364.28 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.247300% 3133EGYA7 US3133EGYA75 U.S. Government Agency Debt Y 2018-09-11 2019-10-11 2019-10-11 N N N 0.0202 12351516.31 12351516.31 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.246000% 3133EGZS7 US3133EGZS74 U.S. Government Agency Debt Y 2018-09-24 2019-10-24 2019-10-24 N N N 0.0202 2302079.11 2302079.11 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.930000% 3133EH2Z5 US3133EH2Z55 U.S. Government Agency Debt Y 2018-09-04 2019-12-18 2019-12-18 N N N 0.0210 9977903.70 9977903.70 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.935000% 3133EH4P5 US3133EH4P55 U.S. Government Agency Debt Y 2018-09-04 2019-12-26 2019-12-26 N N N 0.0211 14966813.25 14966813.25 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.930000% 3133EH5K5 US3133EH5K59 U.S. Government Agency Debt Y 2018-09-04 2019-11-04 2019-11-04 N N N 0.0209 22956877.30 22956877.30 0.0068 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.950000% 3133EH6D0 US3133EH6D08 U.S. Government Agency Debt Y 2018-09-04 2020-01-09 2020-01-09 N N N 0.0211 14968099.50 14968099.50 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.142400% 3133EH7A5 US3133EH7A59 U.S. Government Agency Debt Y 2018-10-12 2019-07-12 2019-07-12 N N N 0.0207 15007132.35 15007132.35 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.119400% 3133EHAE3 US3133EHAE37 U.S. Government Agency Debt Y 2018-09-21 2020-02-21 2020-02-21 N N N 0.0204 8515391.63 8515391.63 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.015900% 3133EHAN3 US3133EHAN36 U.S. Government Agency Debt Y 2018-09-23 2019-01-23 2019-01-23 N N N 0.0196 21308221.80 21308221.80 0.0063 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.022400% 3133EHDB6 US3133EHDB60 U.S. Government Agency Debt Y 2018-09-20 2018-12-20 2018-12-20 N N N 0.0195 15505097.49 15505097.49 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.026000% 3133EHDM2 US3133EHDM26 U.S. Government Agency Debt Y 2018-09-24 2019-04-24 2019-04-24 N N N 0.0202 23453536.56 23453536.56 0.0069 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.075600% 3133EHDW0 US3133EHDW08 U.S. Government Agency Debt Y 2018-09-28 2018-09-28 2018-09-28 N N N 0.0202 18000371.34 18000371.34 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.920000% 3133EHE33 US3133EHE331 U.S. Government Agency Debt Y 2018-09-04 2019-10-10 2019-10-10 N N N 0.0202 14983498.35 14983498.35 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.105800% 3133EHEP4 US3133EHEP48 U.S. Government Agency Debt Y 2018-10-03 2019-04-03 2019-04-03 N N N 0.0205 15003240.45 15003240.45 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.022100% 3133EHER0 US3133EHER04 U.S. Government Agency Debt Y 2018-09-04 2019-04-03 2019-04-03 N N N 0.0201 25820947.84 25820947.84 0.0076 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.987100% 3133EHES8 US3133EHES86 U.S. Government Agency Debt Y 2018-09-04 2018-12-03 2018-12-03 N N N 0.0201 15000400.35 15000400.35 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.940000% 3133EHGU1 US3133EHGU15 U.S. Government Agency Debt Y 2018-09-04 2019-04-25 2019-04-25 N N N 0.0198 13996656.24 13996656.24 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.930000% 3133EHKZ5 US3133EHKZ55 U.S. Government Agency Debt Y 2018-09-04 2019-04-24 2019-04-24 N N N 0.0195 14998091.55 14998091.55 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.974900% 3133EHL27 US3133EHL278 U.S. Government Agency Debt Y 2018-09-30 2019-08-30 2019-08-30 N N N 0.0201 14999930.85 14999930.85 0.0044 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 2.141000% 3133EHLT8 US3133EHLT86 U.S. Government Agency Debt Y 2018-09-05 2018-12-05 2018-12-05 N N N 0.0205 11002786.19 11002786.19 0.0032 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.920000% 3133EHND1 US3133EHND17 U.S. Government Agency Debt Y 2018-09-04 2019-04-15 2019-04-15 N N N 0.0199 15993021.12 15993021.12 0.0047 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.920000% 3133EHPR8 US3133EHPR84 U.S. Government Agency Debt Y 2018-09-04 2019-06-27 2019-06-27 N N N 0.0200 24983096.50 24983096.50 0.0074 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.895000% 3133EHQT3 US3133EHQT32 U.S. Government Agency Debt Y 2018-09-04 2019-04-10 2019-04-10 N N N 0.0197 13994026.48 13994026.48 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.895000% 3133EHSF1 US3133EHSF10 U.S. Government Agency Debt Y 2018-09-04 2019-04-25 2019-04-25 N N N 0.0196 17993002.86 17993002.86 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 1.920000% 3133EHYK3 US3133EHYK31 U.S. Government Agency Debt Y 2018-09-04 2019-09-13 2019-09-13 N N N 0.0203 11986387.80 11986387.80 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Banks 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Federal Home Loan Mortgage Corp. 1.939800% 3134GB5H1 S6XOOCT0IEG5ABCC6L87 US3134GB5H19 U.S. Government Agency Debt Y 2018-09-27 2018-11-27 2018-11-27 N N N 0.0198 10000213.50 10000213.50 0.0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.081400% 3134GBGE6 S6XOOCT0IEG5ABCC6L87 US3134GBGE67 U.S. Government Agency Debt Y 2018-10-10 2018-10-10 2018-10-10 N N N 0.0207 19999866.80 19999866.80 0.0059 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.172300% 3134GBYH9 S6XOOCT0IEG5ABCC6L87 US3134GBYH96 U.S. Government Agency Debt Y 2018-10-05 2019-07-05 2019-07-05 N N N 0.0212 8892776.00 8892776.00 0.0026 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.010000% 3136G4TF0 B1V7KEBTPIMZEU4LTD58 US3136G4TF09 U.S. Government Agency Debt Y 2018-09-04 2019-01-30 2019-01-30 N N N 0.0198 20002600.00 20002600.00 0.0059 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.050000% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 U.S. Government Agency Debt Y 2018-09-04 2019-07-30 2019-07-30 N N N 0.0200 25011750.00 25011750.00 0.0074 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 2.090000% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 U.S. Government Agency Debt Y 2018-09-04 2020-01-30 2020-01-30 N N N 0.0204 15010984.35 15010984.35 0.0044 N N N N Goldman Sachs & Co. LLC Agreement with Goldman Sachs Group, Inc., 1.930%, dated 8/30/2018, 1.930000% 0000769993 31899M001_1.93_0906 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-09-01 4.000000 1000000.00 18473.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-07-01 7.500000 1322732.00 7913.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-07-01 4.500000 850470.00 32177.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-12-01 3.500000 153180000.00 70206075.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-12-01 3.500000 1611000.00 761150.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-06-01 5.000000 375323.00 40504.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-01-01 2.500000 250000.00 164418.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-07-01 3.500000 22943.00 19498.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-05-01 4.000000 972000.00 133464.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-08-01 4.500000 1807528.00 366449.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-07-01 6.000000 2233480.00 224485.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-10-01 2.384000 25000.00 9807.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-11-01 3.252000 28318176.00 12320418.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-10-01 3.500000 8842000.00 3999486.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-09-01 3.500000 2021110.00 1084602.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-09-01 4.000000 10000.00 6172.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-05-01 3.500000 3718500.00 3056521.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-05-01 3.500000 1714832.00 1552464.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-08-01 3.000000 503424.00 500503.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-12-01 4.500000 4400000.00 2996960.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-11-01 3.500000 10140816.00 4388766.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-06-01 2.500000 2712000.00 1626845.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2035-03-01 4.000000 1096306.00 581190.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-05-01 4.000000 1148858.00 1074063.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-02-01 4.000000 1565278.00 1576963.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-09-01 4.500000 350000.00 246144.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-12-01 4.000000 13793.00 7082.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-12-01 3.000000 291000.00 252951.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-02-01 4.000000 1615000.00 1375669.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 12093.00 12374.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 20000000.00 18994696.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-02-01 4.500000 1075326.00 1126560.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-07-01 5.000000 2218392.00 2397181.80 Agency Mortgage-Backed Securities Federal National Mortgage Association 2029-05-01 4.000000 2000000.00 1145223.17 Agency Mortgage-Backed Securities Federal National Mortgage Association 2042-08-01 3.500000 5000000.00 2926145.02 Agency Mortgage-Backed Securities Federal National Mortgage Association 2042-09-01 3.000000 31348320.00 15048711.62 Agency Mortgage-Backed Securities Federal National Mortgage Association 2029-12-01 3.500000 1452936.00 949203.26 Agency Mortgage-Backed Securities Federal National Mortgage Association 2030-11-01 2.500000 272271.00 174581.75 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-07-01 3.000000 17304.00 13739.67 Agency Mortgage-Backed Securities Federal National Mortgage Association 2031-07-01 2.500000 1513414.00 1114369.22 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-04-01 2.500000 56849.00 46241.23 Agency Mortgage-Backed Securities Federal National Mortgage Association 2043-03-01 2.500000 1304738.00 783994.86 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-06-01 2.500000 21754.00 11304.08 Agency Mortgage-Backed Securities Federal National Mortgage Association 2042-07-01 3.500000 3000212.00 2128876.47 Agency Mortgage-Backed Securities Federal National Mortgage Association 2045-04-01 2.500000 43280.00 29749.86 Agency Mortgage-Backed Securities Federal National Mortgage Association 2035-04-01 4.000000 1274290.00 1068789.06 Agency Mortgage-Backed Securities Federal National Mortgage Association 2045-05-01 3.500000 3200000.00 2833599.86 Agency Mortgage-Backed Securities Federal National Mortgage Association 2045-03-01 3.500000 17000.00 13497.08 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-10-01 5.499999 6500000.00 517581.05 Agency Mortgage-Backed Securities Federal National Mortgage Association 2035-09-01 5.500000 3713872.00 236139.98 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-03-01 6.000000 204997.00 5225.47 Agency Mortgage-Backed Securities Federal National Mortgage Association 2044-07-01 3.500000 315000.00 186533.37 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-07-01 3.500000 20451.00 16374.17 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-12-01 3.500000 3300000.00 2667992.17 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-01-01 3.000000 1038464.00 917478.02 Agency Mortgage-Backed Securities Federal National Mortgage Association 2056-06-01 4.500000 1610000.00 1297474.18 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-09-01 4.500000 1882410.00 1702577.79 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-12-01 3.500000 14215552.00 13960253.57 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-01-01 4.000000 5938888.00 6024289.01 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-01-01 3.500000 4000000.00 3939273.97 Agency Mortgage-Backed Securities Federal National Mortgage Association 2038-08-01 4.000000 7351816.00 7580232.02 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-01-01 3.500000 17000.00 16444.44 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-05-01 4.500000 1706922.00 1801718.15 Agency Mortgage-Backed Securities Federal National Mortgage Association 2030-09-01 3.000000 806295.00 669968.75 Agency Mortgage-Backed Securities Federal National Mortgage Association 2038-03-01 3.500000 9767056.00 9567779.48 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-07-01 5.000000 17883840.00 19228625.87 Agency Mortgage-Backed Securities Federal National Mortgage Association 2035-10-01 5.000000 500000.00 30259.16 Agency Mortgage-Backed Securities Federal National Mortgage Association 2039-08-01 5.500000 206697.00 31934.48 Agency Mortgage-Backed Securities Federal National Mortgage Association 2029-09-01 5.000000 80032.00 10873.07 Agency Mortgage-Backed Securities Federal National Mortgage Association 2040-04-01 5.000000 200000.00 30137.88 Agency Mortgage-Backed Securities Federal National Mortgage Association 2037-06-01 6.000000 129450.00 9025.65 Agency Mortgage-Backed Securities Federal National Mortgage Association 2042-09-01 3.500000 285000.00 137701.38 Agency Mortgage-Backed Securities Federal National Mortgage Association 2027-11-01 2.500000 2319464.00 866414.46 Agency Mortgage-Backed Securities Federal National Mortgage Association 2039-02-01 4.500000 1048694.00 236670.66 Agency Mortgage-Backed Securities Federal National Mortgage Association 2043-05-01 3.000000 1000000.00 561668.95 Agency Mortgage-Backed Securities Federal National Mortgage Association 2029-11-01 3.500000 3846044.00 2513334.97 Agency Mortgage-Backed Securities Federal National Mortgage Association 2030-01-01 3.500000 165600.00 114168.28 Agency Mortgage-Backed Securities Federal National Mortgage Association 2035-06-01 3.000000 19454688.00 12890450.38 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-04-01 3.000000 6012000.00 5309331.32 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-08-01 3.500000 338048.00 331912.78 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-09-01 4.500000 2344300.00 1374166.64 Agency Mortgage-Backed Securities Federal National Mortgage Association 2040-02-01 5.500000 4600000.00 595358.94 Agency Mortgage-Backed Securities Federal National Mortgage Association 2040-04-01 5.500000 115436.00 22578.90 Agency Mortgage-Backed Securities Federal National Mortgage Association 2040-07-01 5.500000 816225.00 82783.78 Agency Mortgage-Backed Securities Federal National Mortgage Association 2040-08-01 5.500000 434448.00 65198.60 Agency Mortgage-Backed Securities Y 2018-09-06 2018-09-06 2018-09-06 N N N 0.0193 250000000.00 250000000.00 0.0738 N N Y N Goldman Sachs & Co. LLC Agreement with Goldman Sachs Group, Inc., 1.960%, dated 8/31/2018, 1.960000% 0000769993 31899M001_1.96_0904 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-04-01 6.500000 1860792.00 69631.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-11-01 4.500000 1242000.00 688331.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-09-01 4.500000 841000.00 430282.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-04-01 4.500000 2055000.00 79247.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-11-01 3.000000 124535.00 59253.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-12-01 5.500000 1000000.00 26271.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-02-01 3.743000 177570048.00 10479072.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-08-01 5.000000 453173.00 11995.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-06-01 2.500000 25000.00 10953.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-10-01 2.500000 25000.00 11735.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-10-01 3.000000 10249296.00 6018079.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-04-01 4.000000 112000.00 91034.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-01-01 3.500000 1431868.00 1394520.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-06-01 3.500000 1628870.00 1640320.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-06-01 3.500000 1306128.00 1314848.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-05-01 4.000000 52855.00 53663.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-01-01 5.500000 233004.00 109696.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-03-01 3.500000 446760.00 260844.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-12-01 3.000000 1353964.00 1300877.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-09-01 4.000000 2500380.00 1340681.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 734947.00 690612.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 4.500000 22000.00 21684.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 4.500000 3209480.00 3045217.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-03-01 3.500000 6800000.00 6560902.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-01-01 3.500000 1305000.00 891288.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-05-01 4.500000 384867.00 232681.71 Agency Mortgage-Backed Securities Federal National Mortgage Association 2025-09-01 4.500000 380471.00 10259.37 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-09-01 7.500000 713600.00 10715.59 Agency Mortgage-Backed Securities Federal National Mortgage Association 2023-11-01 3.505000 534371.00 5833.72 Agency Mortgage-Backed Securities Federal National Mortgage Association 2027-05-01 6.500000 574999.00 7717.29 Agency Mortgage-Backed Securities Federal National Mortgage Association 2040-09-01 6.000000 2100000.00 182168.95 Agency Mortgage-Backed Securities Federal National Mortgage Association 2042-12-01 3.000000 55826000.00 28789428.26 Agency Mortgage-Backed Securities Federal National Mortgage Association 2026-07-01 2.540000 1891342.00 1797695.35 Agency Mortgage-Backed Securities Federal National Mortgage Association 2034-12-01 3.120000 470000.00 419941.31 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-10-01 3.050000 90000.00 84890.60 Agency Mortgage-Backed Securities Federal National Mortgage Association 2042-04-01 4.000000 42929536.00 20619201.35 Agency Mortgage-Backed Securities Federal National Mortgage Association 2030-06-01 2.500000 300000.00 184390.33 Agency Mortgage-Backed Securities Federal National Mortgage Association 2045-09-01 3.500000 16064.00 9325.12 Agency Mortgage-Backed Securities Federal National Mortgage Association 2031-06-01 2.500000 313010.00 225095.99 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-06-01 3.500000 15000000.00 12625204.31 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-10-01 2.500000 1135936.00 1029280.61 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-01-01 3.000000 86000.00 73616.46 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-02-01 2.500000 225000.00 183174.95 Agency Mortgage-Backed Securities Federal National Mortgage Association 2029-03-01 3.000000 20000.00 7804.58 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-08-01 3.000000 23942.00 9700.16 Agency Mortgage-Backed Securities Federal National Mortgage Association 2029-01-01 3.500000 95019.00 45382.79 Agency Mortgage-Backed Securities Federal National Mortgage Association 2044-05-01 3.500000 17088.00 8539.80 Agency Mortgage-Backed Securities Federal National Mortgage Association 2044-08-01 3.500000 10710.00 6319.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 2045-06-01 4.500000 3729788.00 2277024.64 Agency Mortgage-Backed Securities Federal National Mortgage Association 2035-04-01 5.000000 2386000.00 105944.79 Agency Mortgage-Backed Securities Federal National Mortgage Association 2034-01-01 6.000000 1500000.00 96884.87 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-03-01 5.000000 1759660.00 26100.33 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-01-01 3.500000 2900000.00 2105757.04 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-02-01 2.500000 12816.00 11532.32 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-04-01 3.500000 36684.00 34107.74 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-12-01 2.500000 196727.00 173987.13 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-12-01 3.500000 9905760.00 9634804.63 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-07-01 5.000000 1859670.00 2010619.44 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-03-01 4.000000 7256544.00 6984623.39 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-09-01 3.000000 342560.00 318024.90 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-06-01 4.000000 1341994.00 1369199.54 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-07-01 4.500000 108786944.00 112426251.86 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-08-01 4.000000 87042688.00 88920140.75 Agency Mortgage-Backed Securities Federal National Mortgage Association 2037-07-01 4.330000 31181088.00 1047991.78 Agency Mortgage-Backed Securities Federal National Mortgage Association 2038-08-01 3.500000 9450000.00 434553.22 Agency Mortgage-Backed Securities Federal National Mortgage Association 2039-09-01 5.000000 36583.00 5135.79 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-06-01 3.000000 73039.00 34705.60 Agency Mortgage-Backed Securities Federal National Mortgage Association 2034-11-01 3.500000 495779.00 255222.67 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-06-01 3.500000 65000.00 57970.93 Agency Mortgage-Backed Securities Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 325000000.00 325000000.00 0.0959 N Y Y N State Street Bank & Trust Co. Agreement with Fixed Income Clearing Corp., 1.000%, dated 8/31/2018, 1.000000% 571474TGEMMWANRLN572 0000093748 85748R009_1.00_0904 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 2019-03-31 1.625000 7650000.00 7672437.45 U.S. Treasuries (including strips) U.S. Treasury Note 2019-04-15 0.125000 5695000.00 6079799.76 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0100 13479468.12 13479468.12 0.0040 N Y Y N State Street Bank & Trust Co. Agreement with Fixed Income Clearing Corp., 1.960%, dated 8/31/2018, 1.960000% 571474TGEMMWANRLN572 0000093748 85748R009_1.96_0904 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 2043-11-15 3.750000 482125000.00 550801295.63 U.S. Treasuries (including strips) Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 540000000.00 540000000.00 0.1594 N Y Y N Stit Government + Agency Portf Stit Govt + Agency Inst Stit Government + Agency Portf Stit Govt + Agency Inst 1.854600% 930PMEII8 Investment Company Y 2018-09-04 2018-09-04 2049-12-31 N N N 0.0186 149999999.95 149999999.95 0.0443 N Y Y N Toronto-Dominion Bank, NY Agreement with Toronto Dominion Bank, 1.960%, dated 8/31/2018, 1.960000% PT3QB789TSUIDF371261 0000947263 959BLB000_1.96_0904 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal National Mortgage Association 2047-09-01 3.999999 28590993.00 27201996.08 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-08-01 4.500000 99866986.00 104997680.69 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-06-01 3.500000 22686081.00 20833643.46 Agency Mortgage-Backed Securities Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 150000000.00 150000000.00 0.0443 N Y Y N BMO Funds, Inc. 2018-09-10 Timothy M. Bonin Timothy M. Bonin Vice President, Principal Financial Officer and Treasurer