N-MFP2 0000889366 XXXXXXXX 2020-01-31 0000889366 S000000749 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 Prime Y 21 56 140833204.18 103372148.21 134064415.75 107995460.72 116291445.19 237454607.10 225978755.47 217578687.04 217917410.29 212355001.99 0.2843 0.2078 0.2720 0.2196 0.2427 0.4794 0.4543 0.4414 0.4432 0.4431 0.00 478730651.73 478655110.94 469908.92 677476.24 478447543.62 478471598.8020 1.0000 0.0177 1.0000 1.0000 1.0000 1.0000 1.0001 C000002156 10000000.00 260505151.60 260467280.3800 1.0001 1.0002 1.0002 1.0002 1.0003 19298539.98 1453044.37 779600.71 10530008.57 10125535.00 11639859.72 281615.89 9718637.64 2926932.07 11267569.59 32521221.45 43308263.40 0.0157 Y BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 14,706 C000002157 1000.00 217942392.02 218004318.4220 0.9998 0.9998 0.9998 0.9998 0.9999 5620744.98 2285041.53 13706162.95 1911880.62 4661195.29 7773022.82 11769670.01 3695705.21 7540332.52 11879118.89 40733340.43 25913300.44 0.0132 Y BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 11,386 Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821TEE1 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2020-05-14 2020-05-14 2020-05-14 N N Y Credit Agricole LOC 1.0000 0.0175 2984798.67 2984798.67 0.0062 N N N N Bank of Nova Scotia Bank of Nova Scotia 1.939300% 06417G5B0 L3I9ZG2KFGXZ61BMYR72 0001041839 Non-Financial Company Commercial Paper Y 2020-02-14 2020-02-14 2020-02-14 N N N 0.0194 2500000.00 2500000.00 0.0052 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 1.810000% 06417LLX3 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2020-02-03 2020-06-18 2020-06-18 N N N 0.0165 2501498.73 2501498.73 0.0052 N N N N Bank of Nova Scotia Bank of Nova Scotia 1.910000% 06417MAS4 L3I9ZG2KFGXZ61BMYR72 CA06417MAS40 0001041839 Financial Company Commercial Paper Y 2020-02-03 2020-05-08 2020-05-08 N N N 0.0176 3000506.22 3000506.22 0.0063 N N N N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 1.960000% 06417MBG9 L3I9ZG2KFGXZ61BMYR72 CA06417MBG92 0001041839 Certificate of Deposit Y 2020-02-03 2020-09-03 2020-09-03 N N N 0.0181 2502502.85 2502502.85 0.0052 N N N N Bank of Nova Scotia Bank of Nova Scotia 1.940000% 06417MHM0 L3I9ZG2KFGXZ61BMYR72 0001041839 Non-Financial Company Commercial Paper Y 2020-05-18 2021-02-16 2021-02-16 N N N 0.0183 2500367.60 2500367.60 0.0052 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 1.894400% 07644CGC8 Asset Backed Commercial Paper Y 2020-02-20 2020-07-20 2020-07-20 N N Y RBC Credit Support Agreement 0.1000 0.0179 3001648.71 3001648.71 0.0063 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 1.843600% 07644DJB5 Financial Company Commercial Paper Y 2020-02-13 2020-03-13 2020-03-13 N N Y RBC Credit Support Agreement 0.1000 0.0172 2500323.63 2500323.63 0.0052 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 1.850900% 07646KEK2 Asset Backed Commercial Paper Y 2020-02-25 2020-06-25 2020-06-25 N N Y RBC Credit Support Agreement 0.1000 0.0181 3000467.70 3000467.70 0.0063 N N N N CAFCO LLC CAFCO LLC 1247P2D68 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2020-04-06 2020-04-06 2020-04-06 N N Y CITIBANK LOC 0.0800 0.0161 1994115.00 1994115.00 0.0042 N N N N CRC Funding LLC CRC Funding LLC 12619TE59 549300HKCCNTZDBBEN75 Non-Financial Company Commercial Paper Y 2020-05-05 2020-05-05 2020-05-05 N N Y CITIBANK LOC 0.0800 0.0172 2488652.78 2488652.78 0.0052 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.000000% 13606B5R3 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2020-02-03 2020-10-09 2020-10-09 N N N 0.0182 2503463.30 2503463.30 0.0052 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 1.914400% 13606BT71 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2020-02-06 2020-04-06 2020-04-06 N N N 0.0168 2750820.66 2750820.66 0.0057 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 1.860000% 13606BZ66 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2020-02-03 2020-06-08 2020-06-08 N N N 0.0177 3001183.83 3001183.83 0.0063 N N N N Chesham Finance Ltd. / Chesham Finance LLC Chesham Finance Ltd. / Chesham Finance LLC 16537HB33 Non-Financial Company Commercial Paper Y 2020-02-03 2020-02-03 2020-02-03 N N Y SOCIETE GENERALE LOC 1.0000 0.0163 18997427.02 18997427.02 0.0397 N Y Y N Collateralized Commercial Paper V Co. LLC Collateralized Commercial Paper V Co. LLC 2.008500% 19424G2H4 Non-Financial Company Commercial Paper Y 2020-02-13 2020-08-13 2020-08-13 N N Y JPM Repurchase Contracts 1.0000 0.0176 3001640.16 3001640.16 0.0063 N N N N Collateralized Commercial Paper V Co. LLC Collateralized Commercial Paper V Co. LLC 1.824500% 19424G2V3 Non-Financial Company Commercial Paper Y 2020-04-23 2020-10-23 2020-10-23 N N Y JPM Repurchase Contracts 1.0000 0.0182 2500000.00 2500000.00 0.0052 N N N N Collateralized Commercial Paper V Co. LLC Collateralized Commercial Paper V Co. LLC 19424HCC2 Financial Company Commercial Paper Y 2020-03-12 2020-03-12 2020-03-12 N N Y JPM Repurchase Contracts 1.0000 0.0167 1996191.56 1996191.56 0.0042 N N N N Colorado Housing & Finance Authority Colorado Housing & Finance Authority 1.580000% 196479YW3 5493005GIROYQAWBMC18 US196479YW36 Variable Rate Demand Note Y 2020-02-05 2020-02-07 2036-10-01 Y Federal Home Loan Bank 1.0000 0 Y Y Federal Home Loan Bank 1.0000 Y FHLB Liquidity Facility 1.0000 0.0158 1880000.00 1880000.00 0.0039 N N Y N Colorado Housing & Finance Authority Colorado Housing & Finance Authority 1.580000% 196480CY1 5493005GIROYQAWBMC18 US196480CY11 Variable Rate Demand Note Y 2020-02-05 2020-02-07 2044-05-01 N Y Bank Of America 1.0000 Y Bank of America SPA 1.0000 0.0158 5000000.00 5000000.00 0.0105 N N Y N Columbia Funding Co. LLC Columbia Funding Co. LLC 19767CB47 549300O1V8MCLCRCFD82 Non-Financial Company Commercial Paper Y 2020-02-04 2020-02-04 2020-02-04 N N Y JPMorgan Securities Swap & Repurchase Contracts 1.0000 0.0160 4999108.90 4999108.90 0.0104 N N Y N Columbia Funding Co. LLC Columbia Funding Co. LLC 19767CBK1 549300O1V8MCLCRCFD82 Non-Financial Company Commercial Paper Y 2020-02-19 2020-02-19 2020-02-19 N N Y JPMorgan Securities Swap & Repurchase Contracts 1.0000 0.0165 3496961.34 3496961.34 0.0073 N N N N Columbia Funding Co. LLC Columbia Funding Co. LLC 19767CCJ3 549300O1V8MCLCRCFD82 Asset Backed Commercial Paper Y 2020-03-18 2020-03-18 2020-03-18 N N Y JPMorgan Securities Swap & Repurchase Contracts 1.0000 0.0168 3492332.48 3492332.48 0.0073 N N N N Columbia Funding Co. LLC Columbia Funding Co. LLC 19767CD86 549300O1V8MCLCRCFD82 Non-Financial Company Commercial Paper Y 2020-04-08 2020-04-08 2020-04-08 N N Y JPMorgan Securities Swap & Repurchase Contracts 1.0000 0.0170 2990366.67 2990366.67 0.0063 N N N N Columbia Funding Co. LLC Columbia Funding Co. LLC 19767CEE2 549300O1V8MCLCRCFD82 Non-Financial Company Commercial Paper Y 2020-05-14 2020-05-14 2020-05-14 N N Y JPMorgan Securities Swap & Repurchase Contracts 1.0000 0.0173 3980020.45 3980020.45 0.0083 N N N N Credit Suisse AG Credit Suisse AG 1.960000% 22549LG66 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y 2020-02-03 2020-04-28 2020-04-28 N N N 0.0177 2501159.85 2501159.85 0.0052 N N N N Credit Suisse AG Credit Suisse AG 2.250900% 22549LR23 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y 2020-02-03 2020-11-02 2020-11-02 N N N 0.0182 2503436.85 2503436.85 0.0052 N N N N Credit Suisse AG Credit Suisse AG 1.900000% 22549LSD8 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y 2020-02-03 2020-07-27 2020-07-27 N N N 0.0183 3001072.14 3001072.14 0.0063 N N N N Credit Suisse AG Credit Suisse AG 1.870000% 22549LUH6 ANGGYXNX0JLX3X63JN86 US22549LUH67 0001053092 Financial Company Commercial Paper Y 2020-02-03 2020-08-07 2020-08-07 N N N 0.0183 3000578.22 3000578.22 0.0063 N N N N Credit Suisse AG Credit Suisse AG 1.960000% 22549LWH4 ANGGYXNX0JLX3X63JN86 US22549LWH40 0001053092 Certificate of Deposit Y 2020-02-03 2020-05-04 2020-05-04 N N N 0.0177 2501232.35 2501232.35 0.0052 N N N N Credit Suisse AG Credit Suisse AG 1.960000% 22549LWP6 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y 2020-02-03 2020-03-06 2020-03-06 N N N 0.0167 2500699.13 2500699.13 0.0052 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2284K0D28 549300LXH4KLRKIKII81 Non-Financial Company Commercial Paper Y 2020-04-02 2020-04-02 2020-04-02 N N Y Credit Suisse LOC 1.0000 0.0166 2991402.66 2991402.66 0.0063 N N N N Crown Point Capital Co. LLC Crown Point Capital Co. LLC 2284K0EC5 549300LXH4KLRKIKII81 Non-Financial Company Commercial Paper Y 2020-05-12 2020-05-12 2020-05-12 N N Y Credit Suisse LOC 1.0000 0.0167 1990553.66 1990553.66 0.0042 N N N N Glencove Funding LLC Glencove Funding LLC 1.662700% 37829AAP3 549300XUUQZO7I38ZR06 Asset Backed Commercial Paper Y 2020-02-05 2020-02-07 2020-02-14 N N Y JPMorgan Securities Swap & Repurchase Contracts 1.0000 0.0166 3000000.00 3000000.00 0.0063 N N Y N Glencove Funding LLC Glencove Funding LLC 1.661800% 37829ABN7 549300XUUQZO7I38ZR06 Asset Backed Commercial Paper Y 2020-02-04 2020-02-07 2020-04-09 N N Y JPMorgan Securities Swap & Repurchase Contracts 1.0000 0.0166 5000000.00 5000000.00 0.0105 N N Y N Glencove Funding LLC Glencove Funding LLC 1.662700% 37829ACM8 549300XUUQZO7I38ZR06 Non-Financial Company Commercial Paper Y 2020-02-05 2020-02-07 2020-09-16 N N Y JPMorgan Securities Swap & Repurchase Contracts 1.0000 0.0166 5000000.00 5000000.00 0.0105 N N Y N Goldman Sachs Bank USA Goldman Sachs Bank USA 1.814700% 40054PDA0 KD3XUN7C6T14HNAYLU02 US40054PDA03 Certificate of Deposit Y 2020-02-03 2020-06-25 2020-06-25 N N N 0.0181 2750065.67 2750065.67 0.0057 N N N N HSBC Bank USA HSBC Bank USA 1.954400% 40435REN7 1IE8VN30JCEQV1H4R804 0000083246 Certificate of Deposit Y 2020-02-05 2020-03-05 2020-03-05 N N N 0.0171 2500431.95 2500431.95 0.0052 N N N N HSBC Bank USA HSBC Bank USA 1.913600% 40435REQ0 1IE8VN30JCEQV1H4R804 0000083246 Certificate of Deposit Y 2020-02-11 2020-03-11 2020-03-11 N N N 0.0172 2500505.80 2500505.80 0.0052 N N N N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 1.937100% 46651UAG3 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2020-02-10 2020-03-10 2020-03-10 N N N 0.0173 2500351.08 2500351.08 0.0052 N N N N J.P. Morgan Securities LLC J.P. Morgan Securities LLC 2.093900% 46651VAH9 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2020-04-07 2020-10-07 2020-10-07 N N N 0.0182 2501652.45 2501652.45 0.0052 N N N N Kells Funding LLC Kells Funding LLC 48802TR49 Non-Financial Company Commercial Paper Y 2020-02-04 2020-02-04 2020-02-04 N N Y SoFFin (German Financial Market Stabilization Fund Savings Banks Association (2) 1.0000 0.0153 9998295.60 9998295.60 0.0209 N N Y N Kells Funding LLC Kells Funding LLC 48803MPV5 Asset Backed Commercial Paper Y 2020-02-06 2020-02-06 2020-02-06 N N Y SoFFin (German Financial Market Stabilization Fund Savings Banks Association (2) 1.0000 0.0154 2999229.51 2999229.51 0.0063 N N Y N Lexington Parker Capital Co. LLC Lexington Parker Capital Co. LLC 52952LB50 5493005MSQJBO8BDMA02 Non-Financial Company Commercial Paper Y 2020-02-05 2020-02-05 2020-02-05 N N Y Natixis SA Swap & Repurchase Facility 1.0000 0.0162 10997529.62 10997529.62 0.0230 N N Y N Lexington Parker Capital Co. LLC Lexington Parker Capital Co. LLC 52952LB76 5493005MSQJBO8BDMA02 Non-Financial Company Commercial Paper Y 2020-02-07 2020-02-07 2020-02-07 N N Y Natixis SA Swap & Repurchase Facility 1.0000 0.0163 3498894.11 3498894.11 0.0073 N N Y N Lexington Parker Capital Co. LLC Lexington Parker Capital Co. LLC 52952LBA9 5493005MSQJBO8BDMA02 Non-Financial Company Commercial Paper Y 2020-02-10 2020-02-10 2020-02-10 N N Y Natixis SA Swap & Repurchase Facility 1.0000 0.0164 4997727.80 4997727.80 0.0104 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127TB69 549300F33VRHM10B9391 Non-Financial Company Commercial Paper Y 2020-02-06 2020-02-06 2020-02-06 N N Y BNS Liquidity Facility 1.0000 0.0161 2199409.30 2199409.30 0.0046 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC 53127TC50 549300F33VRHM10B9391 Non-Financial Company Commercial Paper Y 2020-03-05 2020-03-05 2020-03-05 N N Y BNS Liquidity Facility 1.0000 0.0167 2995274.01 2995274.01 0.0063 N N N N LMA SA LMA SA 53944QB41 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2020-02-04 2020-02-04 2020-02-04 N N Y Credit Agricole Liquidity Facility 1.0000 0.0166 2499538.90 2499538.90 0.0052 N N Y N LMA SA LMA SA 53944QB58 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2020-02-05 2020-02-05 2020-02-05 N N Y Credit Agricole Liquidity Facility 1.0000 0.0165 2999314.59 2999314.59 0.0063 N N Y N LMA SA LMA SA 53944QCA6 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2020-03-10 2020-03-10 2020-03-10 N N Y Credit Agricole Liquidity Facility 1.0000 0.0158 2495728.95 2495728.95 0.0052 N N N N LMA SA LMA SA 53944QCR9 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2020-03-25 2020-03-25 2020-03-25 N N Y Credit Agricole Liquidity Facility 1.0000 0.0161 3491542.25 3491542.25 0.0073 N N N N LMA SA LMA SA 53944QD23 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2020-04-02 2020-04-02 2020-04-02 N N Y Credit Agricole Liquidity Facility 1.0000 0.0162 2493033.60 2493033.60 0.0052 N N N N LMA SA LMA SA 53944QD64 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2020-04-06 2020-04-06 2020-04-06 N N Y Credit Agricole Liquidity Facility 1.0000 0.0163 2991062.49 2991062.49 0.0063 N N N N LMA SA LMA SA 53944QE63 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2020-05-06 2020-05-06 2020-05-06 N N Y Credit Agricole Liquidity Facility 1.0000 0.0167 1991098.66 1991098.66 0.0042 N N N N Longship Funding LLC Longship Funding LLC 54316TB35 549300HYL7N00LBQMI55 Non-Financial Company Commercial Paper Y 2020-02-03 2020-02-03 2020-02-03 N N Y Nordea Bank AB & Nordea Bank NY Swap & Repurchase Contracts 1.0000 0.0158 9998687.50 9998687.50 0.0209 N Y Y N Longship Funding LLC Longship Funding LLC 54316TB50 549300HYL7N00LBQMI55 Non-Financial Company Commercial Paper Y 2020-02-05 2020-02-05 2020-02-05 N N Y Nordea Bank AB & Nordea Bank NY Swap & Repurchase Contracts 1.0000 0.0159 3499229.51 3499229.51 0.0073 N N Y N Longship Funding LLC Longship Funding LLC 54316TB68 549300HYL7N00LBQMI55 Non-Financial Company Commercial Paper Y 2020-02-06 2020-02-06 2020-02-06 N N Y Nordea Bank AB & Nordea Bank NY Swap & Repurchase Contracts 1.0000 0.0159 5498542.50 5498542.50 0.0115 N N Y N MUFG Bank Ltd. MUFG Bank Ltd. 1.980000% 55379W4A1 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2020-10-15 2020-10-15 2020-10-15 N N N 0.0170 3005672.79 3005672.79 0.0063 N N N N MUFG Bank Ltd. MUFG Bank Ltd. 1.984400% 55379WE69 C3GTMMZIHMY46P4OIX74 US55379WE693 Certificate of Deposit Y 2020-02-05 2020-05-05 2020-05-05 N N N 0.0175 3001291.14 3001291.14 0.0063 N N N N Macquarie Bank Ltd. Macquarie Bank Ltd. 55607KC38 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2020-03-03 2020-03-03 2020-03-03 N N N 0.0167 2496300.00 2496300.00 0.0052 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274LB37 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2020-02-03 2020-02-03 2020-02-03 N N Y SMBC Liquidity Facility 1.0000 0.0162 4309419.96 4309419.96 0.0090 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274LBJ2 549300S0NSJYSOB32S63 Non-Financial Company Commercial Paper Y 2020-02-18 2020-02-18 2020-02-18 N N Y SMBC Liquidity Facility 1.0000 0.0162 2497981.25 2497981.25 0.0052 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274LBR4 549300S0NSJYSOB32S63 Non-Financial Company Commercial Paper Y 2020-02-25 2020-02-25 2020-02-25 N N Y SMBC Liquidity Facility 1.0000 0.0162 2996627.07 2996627.07 0.0063 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 1.900000% 60683BWW9 JBONEPAGQXF4QP29B387 0001021565 Non-Financial Company Commercial Paper Y 2020-02-18 2020-02-18 2020-02-18 N N N 0.0163 3000396.24 3000396.24 0.0063 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.161300% 60700AV84 RB0PEZSDGCO3JS6CEU02 0000812291 Certificate of Deposit Y 2020-04-15 2020-04-15 2020-04-15 N N N 0.0169 3002292.03 3002292.03 0.0063 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.402800% 60710AD66 RB0PEZSDGCO3JS6CEU02 0000812291 Financial Company Commercial Paper Y 2020-02-07 2020-02-07 2020-02-07 N N N 0.0160 2500225.35 2500225.35 0.0052 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 1.940000% 60710AFS6 RB0PEZSDGCO3JS6CEU02 0000812291 Financial Company Commercial Paper Y 2020-04-24 2020-04-24 2020-04-24 N N N 0.0168 3001771.44 3001771.44 0.0063 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 1.994400% 60710AGH9 RB0PEZSDGCO3JS6CEU02 0000812291 Certificate of Deposit Y 2020-02-06 2020-05-06 2020-05-06 N N N 0.0169 2651685.96 2651685.96 0.0055 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 1.846300% 60710AJ45 RB0PEZSDGCO3JS6CEU02 0000812291 Certificate of Deposit Y 2020-02-14 2020-08-14 2020-08-14 N N N 0.0180 2500457.55 2500457.55 0.0052 N N N N Natixis S.A. Natixis S.A. 63873JE14 KX1WK48MPD4Y2NCUIZ63 0001503859 Financial Company Commercial Paper Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0165 2987525.43 2987525.43 0.0062 N N N N Natixis S.A. Natixis S.A. 1.920000% 63873NN23 KX1WK48MPD4Y2NCUIZ63 US63873NN232 0001503859 Financial Company Commercial Paper Y 2020-02-04 2020-03-12 2020-03-12 N N N 0.0168 2500680.25 2500680.25 0.0052 N N N N Natixis S.A. Natixis S.A. 1.936300% 63873NW49 KX1WK48MPD4Y2NCUIZ63 US63873NW498 0001503859 Financial Company Commercial Paper Y 2020-02-18 2020-05-15 2020-05-15 N N N 0.0169 2501698.98 2501698.98 0.0052 N N N N Nordea Bank Abp Nordea Bank Abp 2.720000% 65590ASN7 529900ODI3047E2LIV03 Certificate of Deposit Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0146 2851958.35 2851958.35 0.0060 N N N N Norinchukin Bank Norinchukin Bank 1.940000% 65602VTF3 5493007VSMFZCPV1NB83 Certificate of Deposit Y 2020-04-29 2020-04-29 2020-04-29 N N N 0.0167 3001909.50 3001909.50 0.0063 N N N N Norinchukin Bank Norinchukin Bank 1.780000% 65602VXK7 5493007VSMFZCPV1NB83 Certificate of Deposit Y 2020-05-13 2020-05-13 2020-05-13 N N N 0.0168 2500706.58 2500706.58 0.0052 N N N N Old Line Funding LLC Old Line Funding LLC 1.940900% 67984YGF5 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2020-02-03 2020-04-01 2020-04-01 N N Y RBC Credit Support Agreement 0.1000 0.0178 2750088.36 2750088.36 0.0057 N N N N Old Line Funding LLC Old Line Funding LLC 1.944400% 67984YGT5 5493004QSN8OZAIU2J90 Non-Financial Company Commercial Paper Y 2020-02-06 2020-04-06 2020-04-06 N N Y RBC Credit Support Agreement 0.1000 0.0178 3000205.08 3000205.08 0.0063 N N N N Old Line Funding LLC Old Line Funding LLC 1.991500% 67985BDN0 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2020-03-09 2020-09-09 2020-09-09 N N Y RBC Credit Support Agreement 0.1000 0.0180 2750884.68 2750884.68 0.0057 N N N N Regency Markets No. 1 LLC Regency Markets No. 1 LLC 7588R0B55 Non-Financial Company Commercial Paper Y 2020-02-05 2020-02-05 2020-02-05 N N Y HSBC Cash Collateral 0.1000 0.0161 2999330.43 2999330.43 0.0063 N N Y N Regency Markets No. 1 LLC Regency Markets No. 1 LLC 7588R0BA4 Non-Financial Company Commercial Paper Y 2020-02-10 2020-02-10 2020-02-10 N N Y HSBC Cash Collateral 0.1000 0.0163 3498419.16 3498419.16 0.0073 N N N N Regency Markets No. 1 LLC Regency Markets No. 1 LLC 7588R0BE6 Non-Financial Company Commercial Paper Y 2020-02-14 2020-02-14 2020-02-14 N N Y HSBC Cash Collateral 0.1000 0.0164 2998085.49 2998085.49 0.0063 N N N N Regency Markets No. 1 LLC Regency Markets No. 1 LLC 7588R0BJ5 Non-Financial Company Commercial Paper Y 2020-02-18 2020-02-18 2020-02-18 N N Y HSBC Cash Collateral 0.1000 0.0165 3497121.25 3497121.25 0.0073 N N N N Regency Markets No. 1 LLC Regency Markets No. 1 LLC 7588R0BR7 Non-Financial Company Commercial Paper Y 2020-02-25 2020-02-25 2020-02-25 N N Y HSBC Cash Collateral 0.1000 0.0165 3495979.87 3495979.87 0.0073 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 76582JB45 Asset Backed Commercial Paper Y 2020-02-04 2020-02-04 2020-02-04 N N Y BNP Paribas Repurchase Contracts 1.0000 0.0151 2999497.68 2999497.68 0.0063 N N Y N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 76582JC36 Non-Financial Company Commercial Paper Y 2020-03-03 2020-03-03 2020-03-03 N N Y BNP Paribas Repurchase Contracts 1.0000 0.0167 4992595.55 4992595.55 0.0104 N N N N Ridgefield Funding Co. LLC Ridgefield Funding Co. LLC 76582JCD4 Asset Backed Commercial Paper Y 2020-03-13 2020-03-13 2020-03-13 N N Y BNP Paribas Repurchase Contracts 1.0000 0.0167 2994144.51 2994144.51 0.0063 N N N N Royal Bank of Canada Royal Bank of Canada 1.896100% 78012UNQ4 ES7IP3U3RHIGC71XBU11 US78012UNQ49 0000050916 Certificate of Deposit Y 2020-04-17 2020-04-17 2020-04-17 N N N 0.0169 2750645.18 2750645.18 0.0057 N N N N Royal Bank of Canada Royal Bank of Canada 1.880000% 78014XBT3 ES7IP3U3RHIGC71XBU11 0000050916 Financial Company Commercial Paper Y 2020-02-03 2020-03-13 2020-03-13 N N N 0.0174 2500421.83 2500421.83 0.0052 N N N N Royal Bank of Canada Royal Bank of Canada 1.860000% 78014XCL9 ES7IP3U3RHIGC71XBU11 0000050916 Financial Company Commercial Paper Y 2020-02-03 2020-06-08 2020-06-08 N N N 0.0177 2500986.45 2500986.45 0.0052 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LBC5 549300MYF6MOTU9T3G29 Non-Financial Company Commercial Paper Y 2020-02-12 2020-02-12 2020-02-12 N N Y Barclays Liquidity Facility 1.0000 0.0164 2498633.33 2498633.33 0.0052 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LBK7 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2020-02-19 2020-02-19 2020-02-19 N N Y Barclays Liquidity Facility 1.0000 0.0165 2497825.55 2497825.55 0.0052 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LBU5 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2020-02-28 2020-02-28 2020-02-28 N N Y Barclays Liquidity Facility 1.0000 0.0165 2496801.40 2496801.40 0.0052 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LC26 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2020-03-02 2020-03-02 2020-03-02 N N Y Barclays Liquidity Facility 1.0000 0.0165 2496458.68 2496458.68 0.0052 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LDN9 549300MYF6MOTU9T3G29 Non-Financial Company Commercial Paper Y 2020-04-22 2020-04-22 2020-04-22 N N Y Barclays Liquidity Facility 1.0000 0.0170 2988417.51 2988417.51 0.0062 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LF23 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2020-06-02 2020-06-02 2020-06-02 N N Y Barclays Liquidity Facility 1.0000 0.0173 2982288.00 2982288.00 0.0062 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 1.980000% 82124QAU5 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2020-02-03 2020-04-16 2020-04-16 N N Y Barclays Liquidity Facility 1.0000 0.0163 2501837.98 2501837.98 0.0052 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.059400% 83050PEP0 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2020-04-02 2020-10-02 2020-10-02 N N N 0.0180 2501714.83 2501714.83 0.0052 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.019400% 83050PHM4 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2020-04-06 2021-01-04 2021-01-04 N N N 0.0182 2501018.90 2501018.90 0.0052 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 1.904000% 83050PHW2 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2020-04-09 2020-10-09 2020-10-09 N N N 0.0179 2750644.02 2750644.02 0.0057 N N N N Starbird Funding Corp. Starbird Funding Corp. 85520LB53 549300A8DDPP6QJBB522 Non-Financial Company Commercial Paper Y 2020-02-05 2020-02-05 2020-02-05 N N Y BNP Paribas Liquidity Facility 1.0000 0.0158 4998900.70 4998900.70 0.0104 N N Y N Starbird Funding Corp. Starbird Funding Corp. 1.920900% 85520PBH8 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y 2020-02-25 2020-03-25 2020-03-25 N N Y BNP Paribas Liquidity Facility 1.0000 0.0173 2500719.20 2500719.20 0.0052 N N N N Starbird Funding Corp. Starbird Funding Corp. 2.014400% 85520PBK1 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y 2020-02-06 2020-04-06 2020-04-06 N N Y BNP Paribas Liquidity Facility 1.0000 0.0174 2500956.95 2500956.95 0.0052 N N N N Agreement with Fixed Income Clearing Corp., 0.800%, dated 1/31/2020 Agreement with Fixed Income Clearing Corp., 0.800%, dated 1/31/2020 0.800000% 549300H47WTHXPU08X20 0000093748 85748R009_0.80_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-15 0.125000 7810000.00 8572927.66 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0080 8400558.75 8400558.75 0.0176 N Y Y N Agreement with Fixed Income Clearing Corp., 1.590%, dated 1/31/2020 Agreement with Fixed Income Clearing Corp., 1.590%, dated 1/31/2020 1.590000% 549300H47WTHXPU08X20 0000093748 85748R009_1.59_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2027-01-31 1.500000 59185000.00 58654539.64 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 57500000.00 57500000.00 0.1202 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 1.984400% 86565B2C4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y 2020-02-04 2020-03-04 2020-03-04 N N N 0.0171 3000583.20 3000583.20 0.0063 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.318500% 86565BLD1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y 2020-02-20 2020-08-20 2020-08-20 N N N 0.0175 3257356.73 3257356.73 0.0068 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 1.929400% 86565BY88 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y 2020-02-24 2020-04-24 2020-04-24 N N N 0.0175 3001256.40 3001256.40 0.0063 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 1.837800% 88603YFJ5 Asset Backed Commercial Paper Y 2020-02-19 2020-03-19 2020-03-19 N N Y RBC Credit Support Agreement 0.1000 0.0173 2500206.15 2500206.15 0.0052 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 1.942100% 88603YFT3 Non-Financial Company Commercial Paper Y 2020-02-10 2020-06-08 2020-06-08 N N Y RBC Credit Support Agreement 0.1000 0.0177 3001505.88 3001505.88 0.0063 N N N N Toronto-Dominion Bank, NY Toronto-Dominion Bank, NY 1.950000% 89114M3P0 PT3QB789TSUIDF371261 Certificate of Deposit Y 2020-02-03 2020-07-30 2020-07-30 N N N 0.0178 3002839.98 3002839.98 0.0063 N N N N Toronto-Dominion Bank, NY Toronto-Dominion Bank, NY 1.900000% 89114M7E1 PT3QB789TSUIDF371261 Certificate of Deposit Y 2020-02-03 2020-02-27 2020-02-27 N N N 0.0174 2500284.98 2500284.98 0.0052 N N N N Toronto-Dominion Bank, NY Toronto-Dominion Bank, NY 2.000000% 89114N5L5 PT3QB789TSUIDF371261 Certificate of Deposit Y 2020-02-03 2020-09-30 2020-09-30 N N N 0.0200 2499982.50 2499982.50 0.0052 N N N N Toronto-Dominion Bank, NY Toronto-Dominion Bank, NY 1.870000% 89120DNC9 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y 2020-02-03 2020-06-15 2020-06-15 N N N 0.0177 2501132.63 2501132.63 0.0052 N N N N Total Capital SA Total Capital SA 89152EB64 529900QI55ZLJVCMPA71 Non-Financial Company Commercial Paper Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0154 9997430.00 9997430.00 0.0209 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 1.894400% 89233A2D0 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2020-02-05 2020-02-28 2020-02-28 N N N 0.0169 2500267.83 2500267.83 0.0052 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 1.849600% 89233A2S7 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2020-02-17 2020-04-09 2020-04-09 N N N 0.0174 3275660.50 3275660.50 0.0068 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp. 1.998800% 89233A5W5 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2020-02-24 2020-08-18 2020-08-18 N N N 0.0200 3000000.00 3000000.00 0.0063 N N N N Victory Receivables Corp. Victory Receivables Corp. 92646KB68 549300D0F37QF0LP7F94 Non-Financial Company Commercial Paper Y 2020-02-06 2020-02-06 2020-02-06 N N Y BTM Liquidity Facility 1.0000 0.0158 3499080.10 3499080.10 0.0073 N N Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 1.491100% 935KONII2 Investment Company Y 2020-02-03 2020-02-03 2049-12-31 N N N 0.0149 14576032.41 14576032.41 0.0305 N Y Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 1.511900% 936ZAYII9 Investment Company Y 2020-02-03 2020-02-03 2049-12-31 N N N 0.0151 2509319.55 2509319.55 0.0052 N Y Y N Wells Fargo Bank, NA Wells Fargo Bank, NA 1.940000% 95001KCJ1 KB1H1DSPRFMYMCUFXT09 0000827124 Financial Company Commercial Paper Y 2020-02-03 2020-08-14 2020-08-14 N N N 0.0180 2502164.45 2502164.45 0.0052 N N N N Westpac Banking Corp. Westpac Banking Corp. 1.900000% 96130ABU1 EN5TNI6CI43VEPAMHL14 US96130ABU16 Certificate of Deposit Y 2020-02-03 2020-02-14 2020-02-14 N N N 0.0179 2500088.28 2500088.28 0.0052 N N N N BMO Funds, Inc. 2020-02-07 Timothy M. Bonin Timothy M. Bonin Vice President, Principal Financial Officer and Treasurer