N-MFP2 0000889366 XXXXXXXX 2020-02-29 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 12 101 910332578.70 811079640.80 923659914.80 955382091.30 1678666190.00 1723904346.00 1805209069.00 1850257024.00 0.00 0.2985 0.2734 0.3040 0.3095 0.5504 0.5812 0.5941 0.5994 0.0000 0.00 3084075268.48 3083627073.29 3017504.75 43784060.13 3042860517.91 3042862492.7990 1.0000 0.0163 1.0001 1.0001 1.0001 1.0001 0.0000 C000002160 10000000.00 2420735043.01 2420735442.1790 1.0001 1.0001 1.0001 1.0001 0.0000 204594706.26 217715528.17 233737781.99 266574897.66 117207356.10 80848421.58 342153076.44 220365140.94 0.00 0.00 897692920.76 785503988.35 0.0142 Y BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 93,608 C000002161 1000.00 622125474.90 622127050.6200 1.0001 1.0001 1.0001 1.0002 0.0000 28692599.10 50930763.46 34052715.42 85285675.92 34997509.47 14744520.29 106970422.86 206042514.70 0.00 0.00 204713246.85 357003474.32 0.0116 Y BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 27,986 Federal Home Loan Banks Federal Home Loan Banks 2.375000% 3130ADUJ9 2549001DPIFGXC1TOL40 US3130ADUJ96 U.S. Government Agency Debt Y 2020-03-30 2020-03-30 2020-03-30 N N N 0.0144 8891326.83 8891326.83 0.0029 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.622000% 3130AF7K7 2549001DPIFGXC1TOL40 US3130AF7K71 U.S. Government Agency Debt Y 2020-03-20 2020-04-20 2020-04-20 N N N 0.0145 10750617.48 10750617.48 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.629000% 3130AFCG0 2549001DPIFGXC1TOL40 US3130AFCG08 U.S. Government Agency Debt Y 2020-03-23 2020-10-23 2020-10-23 N N N 0.0148 14753108.42 14753108.42 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.764000% 3130AFLT2 2549001DPIFGXC1TOL40 US3130AFLT28 U.S. Government Agency Debt Y 2020-03-18 2020-12-18 2020-12-18 N N N 0.0139 14993082.75 14993082.75 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.655000% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y 2020-03-02 2020-07-24 2020-07-24 N N N 0.0162 10001445.40 10001445.40 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.628000% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 U.S. Government Agency Debt Y 2020-03-12 2020-08-12 2020-08-12 N N N 0.0148 3500146.55 3500146.55 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.695000% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y 2020-03-02 2021-03-12 2021-03-12 N N N 0.0165 11004659.82 11004659.82 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.645000% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 U.S. Government Agency Debt Y 2020-03-02 2020-03-27 2020-03-27 N N N 0.0159 14000525.70 14000525.70 0.0046 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.685000% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 U.S. Government Agency Debt Y 2020-03-02 2020-10-01 2020-10-01 N N N 0.0163 13004239.30 13004239.30 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.615000% 3130AGEU5 2549001DPIFGXC1TOL40 US3130AGEU56 U.S. Government Agency Debt Y 2020-03-02 2020-05-08 2020-05-08 N N N 0.0160 20000538.40 20000538.40 0.0066 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.620000% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 U.S. Government Agency Debt Y 2020-03-02 2020-08-25 2020-08-25 N N N 0.0162 15499747.82 15499747.82 0.0051 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.615000% 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 U.S. Government Agency Debt Y 2020-03-02 2020-06-19 2020-06-19 N N N 0.0161 17000097.24 17000097.24 0.0056 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.610000% 3130AGPH2 2549001DPIFGXC1TOL40 US3130AGPH27 U.S. Government Agency Debt Y 2020-03-02 2020-03-27 2020-03-27 N N N 0.0166 14999469.90 14999469.90 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.625000% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 U.S. Government Agency Debt Y 2020-03-02 2020-09-28 2020-09-28 N N N 0.0159 29005770.42 29005770.42 0.0095 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.655000% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y 2020-03-02 2021-07-08 2021-07-08 N N N 0.0167 17995847.94 17995847.94 0.0059 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.610000% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 U.S. Government Agency Debt Y 2020-03-02 2020-07-17 2020-07-17 N N N 0.0162 10999668.68 10999668.68 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.605000% 3130AGSE6 2549001DPIFGXC1TOL40 US3130AGSE68 U.S. Government Agency Debt Y 2020-03-02 2020-04-22 2020-04-22 N N N 0.0166 8299286.37 8299286.37 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.630000% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y 2020-03-02 2021-01-22 2021-01-22 N N N 0.0165 5699154.80 5699154.80 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.655000% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y 2020-03-02 2021-07-23 2021-07-23 N N N 0.0167 9997311.50 9997311.50 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.610000% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 U.S. Government Agency Debt Y 2020-03-02 2020-11-06 2020-11-06 N N N 0.0163 11997957.96 11997957.96 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.620000% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y 2020-03-02 2021-02-09 2021-02-09 N N N 0.0165 11996695.92 11996695.92 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.635000% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2020-03-02 2021-05-14 2021-05-14 N N N 0.0166 16344419.75 16344419.75 0.0054 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.940000% 3130AH3L5 2549001DPIFGXC1TOL40 US3130AH3L54 U.S. Government Agency Debt Y 2020-06-16 2020-06-16 2020-06-16 N N N 0.0102 10153585.18 10153585.18 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.950000% 3130AH3Q4 2549001DPIFGXC1TOL40 US3130AH3Q42 U.S. Government Agency Debt Y 2020-06-17 2020-06-17 2020-06-17 N N N 0.0098 15006058.35 15006058.35 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.680000% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y 2020-03-02 2020-12-23 2020-12-23 N N N 0.0162 12005800.08 12005800.08 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.680000% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 U.S. Government Agency Debt Y 2020-03-02 2020-07-29 2020-07-29 N N N 0.0162 33008186.97 33008186.97 0.0108 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.700000% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 U.S. Government Agency Debt Y 2020-03-02 2020-10-07 2020-10-07 N N N 0.0163 12005044.92 12005044.92 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.660000% 3130AHBV4 2549001DPIFGXC1TOL40 US3130AHBV40 U.S. Government Agency Debt Y 2020-03-02 2020-05-11 2020-05-11 N N N 0.0167 16449654.71 16449654.71 0.0054 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.750000% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 U.S. Government Agency Debt Y 2020-03-02 2021-04-09 2021-04-09 N N N 0.0166 10010165.00 10010165.00 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.710000% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 U.S. Government Agency Debt Y 2020-03-02 2020-10-16 2020-10-16 N N N 0.0163 21010337.46 21010337.46 0.0069 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.640000% 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 U.S. Government Agency Debt Y 2020-03-02 2020-05-06 2020-05-06 N N N 0.0165 12249734.54 12249734.54 0.0040 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.697000% 3130AHLT8 2549001DPIFGXC1TOL40 US3130AHLT83 U.S. Government Agency Debt Y 2020-03-20 2021-05-20 2021-05-20 N N N 0.0153 20008204.80 20008204.80 0.0066 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.680000% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 U.S. Government Agency Debt Y 2020-03-02 2021-02-22 2021-02-22 N N N 0.0165 16004562.88 16004562.88 0.0053 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.678000% 3130AHSW4 2549001DPIFGXC1TOL40 US3130AHSW40 U.S. Government Agency Debt Y 2020-03-19 2021-03-19 2021-03-19 N N N 0.0150 20008303.60 20008303.60 0.0066 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.702000% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 U.S. Government Agency Debt Y 2020-04-08 2021-01-08 2021-01-08 N N N 0.0130 14999529.15 14999529.15 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.596000% 3130AHX99 2549001DPIFGXC1TOL40 US3130AHX996 U.S. Government Agency Debt Y 2020-04-17 2020-07-17 2020-07-17 N N N 0.0123 18999262.99 18999262.99 0.0062 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.641000% 3130AHXY4 2549001DPIFGXC1TOL40 US3130AHXY41 U.S. Government Agency Debt Y 2020-04-22 2021-01-22 2021-01-22 N N N 0.0131 12498877.38 12498877.38 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.593000% 3130AHYV9 2549001DPIFGXC1TOL40 US3130AHYV92 U.S. Government Agency Debt Y 2020-03-27 2021-04-27 2021-04-27 N N N 0.0153 14993271.90 14993271.90 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.652000% 3130AJ2X6 2549001DPIFGXC1TOL40 US3130AJ2X65 U.S. Government Agency Debt Y 2020-03-05 2021-04-05 2021-04-05 N N N 0.0149 15002679.60 15002679.60 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.600000% 3130AJ4K2 2549001DPIFGXC1TOL40 US3130AJ4K27 U.S. Government Agency Debt Y 2020-03-02 2020-06-05 2020-06-05 N N N 0.0161 5999822.52 5999822.52 0.0020 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.615000% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 U.S. Government Agency Debt Y 2020-03-02 2021-02-25 2021-02-25 N N N 0.0163 14998494.90 14998494.90 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.600000% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 U.S. Government Agency Debt Y 2020-03-02 2020-08-28 2020-08-28 N N N 0.0161 14999250.90 14999250.90 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.000000% 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y 2020-03-04 2022-02-28 2022-02-28 N N N 0.0100 15000000.00 15000000.00 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.000000% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 U.S. Government Agency Debt Y 2020-03-04 2020-09-04 2020-09-04 N N N 0.0100 25000000.00 25000000.00 0.0082 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384UJ6 2549001DPIFGXC1TOL40 US313384UJ65 U.S. Government Agency Debt Y 2020-03-16 2020-03-16 2020-03-16 N N N 0.0155 14491372.50 14491372.50 0.0048 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 U.S. Government Agency Debt Y 2020-03-18 2020-03-18 2020-03-18 N N N 0.0155 11550140.56 11550140.56 0.0038 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0155 14988525.00 14988525.00 0.0049 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384VH9 2549001DPIFGXC1TOL40 US313384VH90 U.S. Government Agency Debt Y 2020-04-08 2020-04-08 2020-04-08 N N N 0.0152 17972249.94 17972249.94 0.0059 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384VZ9 2549001DPIFGXC1TOL40 US313384VZ98 U.S. Government Agency Debt Y 2020-04-24 2020-04-24 2020-04-24 N N N 0.0152 21452520.91 21452520.91 0.0071 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384WE5 2549001DPIFGXC1TOL40 US313384WE50 U.S. Government Agency Debt Y 2020-04-29 2020-04-29 2020-04-29 N N N 0.0152 17956499.94 17956499.94 0.0059 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384WG0 2549001DPIFGXC1TOL40 US313384WG09 U.S. Government Agency Debt Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0145 26736126.76 26736126.76 0.0088 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 U.S. Government Agency Debt Y 2020-05-20 2020-05-20 2020-05-20 N N N 0.0145 9968619.40 9968619.40 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384XQ7 2549001DPIFGXC1TOL40 US313384XQ71 U.S. Government Agency Debt Y 2020-06-02 2020-06-02 2020-06-02 N N N 0.0141 9964477.80 9964477.80 0.0033 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384YD5 2549001DPIFGXC1TOL40 US313384YD59 U.S. Government Agency Debt Y 2020-06-15 2020-06-15 2020-06-15 N N N 0.0142 16532700.78 16532700.78 0.0054 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396VS9 S6XOOCT0IEG5ABCC6L87 US313396VS93 U.S. Government Agency Debt Y 2020-04-17 2020-04-17 2020-04-17 N N N 0.0152 14971249.95 14971249.95 0.0049 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 1.675300% 3133EH2J1 US3133EH2J14 U.S. Government Agency Debt Y 2020-03-11 2020-12-11 2020-12-11 N N N 0.0148 4151422.41 4151422.41 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.650100% 3133EJ4V8 US3133EJ4V87 U.S. Government Agency Debt Y 2020-03-16 2020-04-14 2020-04-14 N N N 0.0139 15002192.40 15002192.40 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.566800% 3133EJB57 US3133EJB572 U.S. Government Agency Debt Y 2020-03-25 2020-03-25 2020-03-25 N N N 0.0137 25001432.50 25001432.50 0.0082 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.820000% 3133EJB73 US3133EJB739 U.S. Government Agency Debt Y 2020-03-02 2020-09-24 2020-09-24 N N N 0.0166 20018232.00 20018232.00 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.790000% 3133EJE96 US3133EJE964 U.S. Government Agency Debt Y 2020-03-02 2020-07-09 2020-07-09 N N N 0.0165 10005087.50 10005087.50 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.615000% 3133EJMG1 US3133EJMG13 U.S. Government Agency Debt Y 2020-03-02 2020-05-01 2020-05-01 N N N 0.0142 25002470.50 25002470.50 0.0082 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.840000% 3133EJVB2 US3133EJVB25 U.S. Government Agency Debt Y 2020-03-02 2021-01-25 2021-01-25 N N N 0.0172 24025409.28 24025409.28 0.0079 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.705000% 3133EJYH6 US3133EJYH67 U.S. Government Agency Debt Y 2020-03-02 2020-09-04 2020-09-04 N N N 0.0166 25005127.50 25005127.50 0.0082 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.730000% 3133EK5A0 US3133EK5A06 U.S. Government Agency Debt Y 2020-03-02 2021-02-01 2021-02-01 N N N 0.0147 20021349.60 20021349.60 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.732800% 3133EK7C4 US3133EK7C44 U.S. Government Agency Debt Y 2020-03-13 2021-08-13 2021-08-13 N N N 0.0151 20023694.20 20023694.20 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.660000% 3133EK7L4 US3133EK7L43 U.S. Government Agency Debt Y 2020-11-19 2020-11-19 2020-11-19 N N N 0.0104 14519016.46 14519016.46 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.700000% 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y 2020-03-02 2021-03-18 2021-03-18 N N N 0.0164 10006354.30 10006354.30 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.750000% 3133EKHT6 US3133EKHT61 U.S. Government Agency Debt Y 2020-03-02 2021-03-22 2021-03-22 N N N 0.0174 10001428.80 10001428.80 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.665000% 3133EKM60 US3133EKM601 U.S. Government Agency Debt Y 2020-03-02 2021-03-10 2021-03-10 N N N 0.0165 15002606.10 15002606.10 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.690900% 3133EKM78 US3133EKM783 U.S. Government Agency Debt Y 2020-03-09 2020-09-09 2020-09-09 N N N 0.0146 23508778.43 23508778.43 0.0077 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.673500% 3133EKQK5 US3133EKQK51 U.S. Government Agency Debt Y 2020-03-17 2021-03-17 2021-03-17 N N N 0.0148 12131049.28 12131049.28 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.662900% 3133EKQM1 US3133EKQM18 U.S. Government Agency Debt Y 2020-03-12 2021-01-12 2021-01-12 N N N 0.0147 7002880.99 7002880.99 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.693300% 3133EKR40 US3133EKR402 U.S. Government Agency Debt Y 2020-03-18 2020-09-18 2020-09-18 N N N 0.0146 10004728.70 10004728.70 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.815000% 3133EKV29 US3133EKV297 U.S. Government Agency Debt Y 2020-03-02 2021-07-01 2021-07-01 N N N 0.0150 14031697.40 14031697.40 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.660000% 3133EKWR3 US3133EKWR31 U.S. Government Agency Debt Y 2020-03-02 2020-07-30 2020-07-30 N N N 0.0146 20005243.60 20005243.60 0.0066 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.658500% 3133ELAA2 US3133ELAA27 U.S. Government Agency Debt Y 2020-03-17 2021-03-17 2021-03-17 N N N 0.0148 15005159.40 15005159.40 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.706800% 3133ELBJ2 US3133ELBJ27 U.S. Government Agency Debt Y 2020-03-25 2021-08-25 2021-08-25 N N N 0.0151 12014109.84 12014109.84 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.660000% 3133ELBK9 US3133ELBK99 U.S. Government Agency Debt Y 2020-03-02 2020-11-27 2020-11-27 N N N 0.0167 6999474.23 6999474.23 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.760000% 3133ELBX1 US3133ELBX11 U.S. Government Agency Debt Y 2020-03-02 2021-11-02 2021-11-02 N N N 0.0153 10015031.40 10015031.40 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.770900% 3133ELCZ5 US3133ELCZ59 U.S. Government Agency Debt Y 2020-03-09 2021-09-09 2021-09-09 N N N 0.0152 4005841.84 4005841.84 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.700000% 3133ELDA9 US3133ELDA99 U.S. Government Agency Debt Y 2020-03-02 2020-12-11 2020-12-11 N N N 0.0171 14998837.35 14998837.35 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.660000% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y 2020-03-02 2021-01-14 2021-01-14 N N N 0.0167 6999356.77 6999356.77 0.0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.585000% 3134GT2E2 S6XOOCT0IEG5ABCC6L87 US3134GT2E25 U.S. Government Agency Debt Y 2020-03-02 2020-05-13 2020-05-13 N N N 0.0160 19999393.40 19999393.40 0.0066 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.600000% 3134GT5C3 S6XOOCT0IEG5ABCC6L87 US3134GT5C32 U.S. Government Agency Debt Y 2020-03-02 2020-03-03 2020-03-03 N N N 0.0161 14999993.25 14999993.25 0.0049 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.610000% 3134GT5J8 S6XOOCT0IEG5ABCC6L87 US3134GT5J84 U.S. Government Agency Debt Y 2020-03-02 2020-06-04 2020-06-04 N N N 0.0160 15000417.90 15000417.90 0.0049 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.620000% 3134GT6K4 S6XOOCT0IEG5ABCC6L87 US3134GT6K49 U.S. Government Agency Debt Y 2020-03-02 2020-09-10 2020-09-10 N N N 0.0160 20001920.40 20001920.40 0.0066 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.605000% 3134GTPQ0 S6XOOCT0IEG5ABCC6L87 US3134GTPQ05 U.S. Government Agency Debt Y 2020-03-02 2020-05-22 2020-05-22 N N N 0.0160 20000238.80 20000238.80 0.0066 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.610000% 3134GTPW7 S6XOOCT0IEG5ABCC6L87 US3134GTPW72 U.S. Government Agency Debt Y 2020-03-02 2020-08-21 2020-08-21 N N N 0.0160 15000695.70 15000695.70 0.0049 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.610000% 3134GUBB5 S6XOOCT0IEG5ABCC6L87 US3134GUBB54 U.S. Government Agency Debt Y 2020-03-02 2020-06-17 2020-06-17 N N N 0.0160 18000531.00 18000531.00 0.0059 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.655000% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 U.S. Government Agency Debt Y 2020-03-02 2020-10-30 2020-10-30 N N N 0.0161 9002662.74 9002662.74 0.0030 N N N N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.750000% 6903534Y0 549300IDY55XMYWXSD28 US6903534Y02 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2030-10-15 N N N 0.0174 10006250.00 10006250.00 0.0033 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.720000% 6903535F0 549300IDY55XMYWXSD28 US6903535F04 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2027-01-20 N N N 0.0171 15009375.00 15009375.00 0.0049 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.730000% 6903535K9 549300IDY55XMYWXSD28 US6903535K98 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2027-09-20 N N N 0.0172 14008750.00 14008750.00 0.0046 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.730000% 6903535N3 549300IDY55XMYWXSD28 US6903535N38 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2027-07-19 N N N 0.0172 15009375.00 15009375.00 0.0049 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.730000% 6903535X1 549300IDY55XMYWXSD28 US6903535X10 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2027-07-19 N N N 0.0172 5003125.00 5003125.00 0.0016 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.720000% 6903535Z6 549300IDY55XMYWXSD28 US6903535Z67 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2035-04-20 N N N 0.0171 5003125.00 5003125.00 0.0016 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.750000% 6903536A0 549300IDY55XMYWXSD28 US6903536A08 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2035-01-20 N N N 0.0174 5003125.00 5003125.00 0.0016 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.720000% 6903536S1 549300IDY55XMYWXSD28 US6903536S16 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2035-04-20 N N N 0.0171 15021675.00 15021675.00 0.0049 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.720000% 6903536T9 549300IDY55XMYWXSD28 US6903536T98 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2035-01-20 N N N 0.0171 13018785.00 13018785.00 0.0043 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.750000% 6903537C5 549300IDY55XMYWXSD28 US6903537C54 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2027-08-13 N N N 0.0174 10006250.00 10006250.00 0.0033 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.750000% 6903538B6 549300IDY55XMYWXSD28 US6903538B62 U.S. Government Agency Debt Y 2020-03-04 2020-03-04 2026-09-15 N N N 0.0174 9005625.00 9005625.00 0.0030 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.730000% 690353C96 549300IDY55XMYWXSD28 US690353C969 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2030-01-15 N N N 0.0172 17979688.12 17979688.12 0.0059 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 1.730000% 690353U88 549300IDY55XMYWXSD28 US690353U888 U.S. Government Agency Debt Y 2020-03-04 2020-03-06 2028-02-15 N N N 0.0172 10373732.77 10373732.77 0.0034 N N Y N Agreement with Fixed Income Clearing Corp., 0.800%, dated 2/28/2020 Agreement with Fixed Income Clearing Corp., 0.800%, dated 2/28/2020 0.800000% 549300H47WTHXPU08X20 0000093748 85748R009_0.80_0302 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 7715000.00 8488791.36 U.S. Treasuries (including strips) Y 2020-03-02 2020-03-02 2020-03-02 N N N 0.0080 8317874.53 8317874.53 0.0027 N Y Y N Agreement with Fixed Income Clearing Corp., 1.590%, dated 2/28/2020 Agreement with Fixed Income Clearing Corp., 1.590%, dated 2/28/2020 1.590000% 549300H47WTHXPU08X20 0000093748 85748R009_1.59_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2020-08-20 0.00 307400000.00 305479672.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-08-27 0.00 134650000.00 133781776.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-07-15 1.250000 128095000.00 152342230.70 U.S. Treasuries (including strips) Y 2020-03-02 2020-03-02 2020-03-02 N N N 0.0159 580000000.00 580000000.00 0.1906 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796WV7 N.A. US912796WV76 U.S. Treasury Debt Y 2020-03-03 2020-03-03 2020-03-03 N N N 0.0148 24998983.50 24998983.50 0.0082 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796XB0 N.A. US912796XB04 U.S. Treasury Debt Y 2020-03-17 2020-03-17 2020-03-17 N N N 0.0151 14990718.75 14990718.75 0.0049 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.649700% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y 2020-03-02 2021-04-30 2021-04-30 N N N 0.0163 15938472.24 15938472.24 0.0052 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.625000% 912828NT3 254900HROIFWPRGM1V77 US912828NT32 U.S. Treasury Debt Y 2020-08-15 2020-08-15 2020-08-15 N N N 0.0126 15092578.20 15092578.20 0.0050 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.553700% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y 2020-03-02 2020-07-31 2020-07-31 N N N 0.0153 10001019.70 10001019.70 0.0033 N Y Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 1.528200% 935KONII2 Investment Company Y 2020-03-02 2020-03-02 2049-12-31 N N N 0.0153 120368765.08 120368765.08 0.0396 N Y Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 1.494600% 936ZAYII9 Investment Company Y 2020-03-02 2020-03-02 2050-12-31 N N N 0.0149 5673679.30 5673679.30 0.0019 N Y Y N Agreement with Goldman Sachs Group, Inc., 1.580%, dated 2/27/2020 Agreement with Goldman Sachs Group, Inc., 1.580%, dated 2/27/2020 1.580000% FOR8UP27PHTHYVLBNG30 0000769993 ARP0MFVL6_1.58_0305 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Government National Mortgage Association 2041-02-15 4.000000 25000.00 7114.19 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-11-15 4.000000 2800000.00 529936.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-03-15 4.000000 784574.00 111267.62 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-05-15 3.500000 36700000.00 12037414.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-11-15 3.500000 123903.00 61180.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-06-20 4.000000 1875000.00 531577.28 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-12-15 3.100000 469665.00 262869.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-10-15 3.500000 50000.00 16294.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-09-15 3.500000 1582452.00 901006.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-08-15 3.500000 30519.00 8923.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-10-15 3.500000 225847.00 75574.41 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-10-15 3.500000 2725232.00 1010353.78 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-02-20 4.500000 5091216.00 1531694.43 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-08-20 3.500000 3340000.00 1378048.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-09-15 3.000000 400000.00 204196.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-10-20 3.000000 14815000.00 5335371.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-02-20 4.000000 2978132.00 669600.12 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-05-20 3.000000 4690440.00 1506231.58 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-04-20 4.500000 28791.00 7185.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-06-20 4.000000 619093.00 154955.49 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-03-20 4.500000 92188.00 26929.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-05-20 3.500000 1556698.00 593740.78 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-06-20 5.000000 601174.00 167303.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-02-20 3.000000 22027040.00 9878706.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-10-20 6.000000 14989280.00 6038829.58 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-04-20 6.000000 45000.00 15320.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-20 4.500000 3099632.00 1099843.19 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-06-20 4.500000 1163422.00 554915.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-09-20 4.500000 41000.00 21308.25 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-11-20 3.500000 151696640.00 113224801.12 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-05-20 4.500000 4500000.00 2580795.37 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-05-20 5.500000 885000.00 411255.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-09-20 5.000000 19646048.00 10970807.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-09-20 3.500000 6858704.00 6860271.90 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-09-20 4.000000 2500000.00 1100134.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-01-20 3.500000 2800000.00 2356569.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2054-03-15 4.000000 200000.00 222854.70 Agency Mortgage-Backed Securities Government National Mortgage Association 2054-09-15 3.090000 400000.00 429296.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2054-12-15 2.650000 10849600.00 11292050.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2055-01-15 2.600000 400000.00 415230.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-08-20 4.500000 1498248.00 1607785.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-02-20 3.000000 1010096.00 1041616.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-15 3.500000 194275.00 202085.41 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 4.000000 2137648.00 2298285.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 2837076.00 2994734.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.000000 1469998.00 1563131.25 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.000000 1741658.00 1888026.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-02-20 3.500000 5698624.00 5905535.34 Agency Mortgage-Backed Securities Government National Mortgage Association 2023-08-20 3.000000 322000.00 59746.65 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-01-20 4.000000 906112.00 385304.16 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-04-20 4.500000 3904244.00 2040243.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-03-20 3.500000 55000.00 14553.76 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-06-15 4.500000 33279.00 8185.79 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-12-20 4.000000 835817.00 279533.78 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-02-20 3.500000 2585000.00 1529809.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-01-15 3.500000 70850.00 14476.42 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-05-15 5.500000 10000000.00 94540.45 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-04-15 5.500000 5317680.00 85649.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-12-15 5.500000 3315040.00 305298.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-08-15 5.000000 197194.00 28208.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-10-15 5.500000 126993.00 10178.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-08-01 4.500000 250000.00 18421.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-10-01 3.000000 2500000.00 896515.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-09-01 5.000000 7107544.00 125545.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-09-01 5.500000 31377664.00 3304281.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-06-01 5.500000 4604128.00 300367.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-12-01 6.000000 15437540.00 120713.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-09-01 3.500000 224465.00 21141.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-11-01 4.000000 1546552.00 496100.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-06-01 3.000000 221469.00 100887.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-03-01 5.000000 1119484.00 462439.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-08-01 3.500000 296949.00 167276.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-11-01 4.500000 1605356.00 1427662.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 100000.00 88991.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-06-01 7.500000 2156132.00 5819.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-02-01 4.000000 489674.00 336657.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-02-01 5.000000 307000.00 7105.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-03-01 6.000000 944993.00 44061.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-08-01 5.500000 10000000.00 464699.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-09-01 6.000000 754000.00 27332.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-10-01 7.000000 1600000.00 40448.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-09-01 3.500000 504597.00 38788.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 3585000.00 3056077.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-07-01 2.500000 492900.00 459595.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-12-01 3.000000 5000000.00 5080925.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-05-01 3.500000 553541.00 218388.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-03-01 3.500000 1946178.00 1615365.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2031-11-01 5.000000 143826.00 44390.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-07-01 3.500000 738000.00 591096.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-11-01 3.500000 9815280.00 5014050.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-07-01 3.500000 3902360.00 3568605.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-04-01 5.000000 11442.00 7000.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-10-01 3.500000 441038.00 424582.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-09-01 4.000000 1932372.00 2108733.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-01-01 3.000000 1538190.00 1613552.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-06-01 3.000000 1430566.00 1222934.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-06-01 3.500000 1065026.00 986968.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-08-01 3.750000 18079000.00 19940187.85 Agency Mortgage-Backed Securities Federal National Mortgage Association 2031-08-01 7.500000 4251320.00 28249.23 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-03-01 5.500000 1200000.00 30999.73 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-06-01 5.000000 2969888.00 54810.64 Agency Mortgage-Backed Securities Federal National Mortgage Association 2037-08-01 5.500000 1083000.00 128585.85 Agency Mortgage-Backed Securities Federal National Mortgage Association 2041-09-01 5.500000 690343.00 37357.71 Agency Mortgage-Backed Securities Federal National Mortgage Association 2039-10-01 6.500000 236214.00 21319.79 Agency Mortgage-Backed Securities Federal National Mortgage Association 2030-01-01 3.000000 68111.00 32326.84 Agency Mortgage-Backed Securities Federal National Mortgage Association 2035-07-01 4.000000 266000.00 154465.59 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-02-01 3.500000 750000.00 658669.48 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-11-01 3.000000 178000.00 124755.33 Agency Mortgage-Backed Securities Federal National Mortgage Association 2045-11-01 4.500000 23000.00 16094.65 Agency Mortgage-Backed Securities Federal National Mortgage Association 2041-06-01 3.500000 1105136.00 671101.20 Agency Mortgage-Backed Securities Federal National Mortgage Association 2029-03-01 4.010000 1600000.00 1725468.68 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-09-01 2.390000 2485000.00 2585759.11 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-03-01 3.540000 900000.00 1005053.35 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-12-01 3.500000 4164280.00 1861761.16 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-02-01 3.500000 151000.00 134643.78 Agency Mortgage-Backed Securities Federal National Mortgage Association 2043-05-01 2.500000 207580.00 115480.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 2028-06-01 2.500000 23548.00 7552.50 Agency Mortgage-Backed Securities Federal National Mortgage Association 2043-10-01 4.750000 542880.00 249718.19 Agency Mortgage-Backed Securities Federal National Mortgage Association 2044-05-01 4.500000 476000.00 143660.71 Agency Mortgage-Backed Securities Federal National Mortgage Association 2044-05-01 3.500000 17088.00 8127.77 Agency Mortgage-Backed Securities Federal National Mortgage Association 2045-02-01 3.500000 1725000.00 774763.29 Agency Mortgage-Backed Securities Federal National Mortgage Association 2045-11-01 4.000000 1405330.00 670341.22 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-03-01 6.000000 1618704.00 18780.60 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-02-01 6.500000 325000.00 6042.49 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-10-01 5.000000 2244496.00 170426.81 Agency Mortgage-Backed Securities Federal National Mortgage Association 2034-02-01 6.000000 1800000.00 17863.66 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-01-01 3.500000 14280.00 11380.25 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-04-01 4.000000 7006224.00 4863281.67 Agency Mortgage-Backed Securities Federal National Mortgage Association 2032-08-01 2.500000 20948.00 15199.29 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-02-01 4.000000 1282534.00 943607.80 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-01-01 4.000000 735000.00 507737.50 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-02-01 3.500000 2000000.00 1769963.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 2049-04-01 4.000000 1708908.00 1640217.25 Agency Mortgage-Backed Securities Federal National Mortgage Association 2034-10-01 3.000000 2752556.00 2823992.88 Agency Mortgage-Backed Securities Federal National Mortgage Association 2049-11-01 4.000000 1524602.00 1629770.59 Agency Mortgage-Backed Securities Federal National Mortgage Association 2050-01-01 3.500000 4818380.00 5120268.14 Agency Mortgage-Backed Securities Federal National Mortgage Association 2050-01-01 3.500000 12142224.00 13011172.95 Agency Mortgage-Backed Securities Federal National Mortgage Association 2037-08-01 3.000000 1842116.00 1731329.52 Agency Mortgage-Backed Securities Federal National Mortgage Association 2039-10-01 4.000000 11345040.00 11945058.32 Agency Mortgage-Backed Securities Federal National Mortgage Association 2037-03-01 6.000000 345022.00 6609.28 Agency Mortgage-Backed Securities Federal National Mortgage Association 2035-12-01 5.500000 25572000.00 2506267.21 Agency Mortgage-Backed Securities Federal National Mortgage Association 2027-07-01 3.500000 2100000.00 417091.62 Agency Mortgage-Backed Securities Federal National Mortgage Association 2038-08-01 6.000000 50000.00 6361.32 Agency Mortgage-Backed Securities Federal National Mortgage Association 2038-06-01 5.500000 124327.00 6655.48 Agency Mortgage-Backed Securities Federal National Mortgage Association 2039-08-01 5.500000 206697.00 27316.39 Agency Mortgage-Backed Securities Federal National Mortgage Association 2039-09-01 5.500000 1103828.00 138495.28 Agency Mortgage-Backed Securities Federal National Mortgage Association 2036-08-01 6.000000 492810.00 39863.36 Agency Mortgage-Backed Securities Federal National Mortgage Association 2038-07-01 6.000000 289950.00 10097.53 Agency Mortgage-Backed Securities Federal National Mortgage Association 2038-11-01 6.500000 4626616.00 182834.96 Agency Mortgage-Backed Securities Federal National Mortgage Association 2039-03-01 4.500000 2051912.00 191723.56 Agency Mortgage-Backed Securities Federal National Mortgage Association 2039-02-01 4.000000 2465672.00 757723.72 Agency Mortgage-Backed Securities Federal National Mortgage Association 2030-10-01 4.000000 750000.00 73220.89 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-04-01 3.500000 411410.00 324175.83 Agency Mortgage-Backed Securities Federal National Mortgage Association 2046-01-01 3.500000 176200.00 136837.70 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-11-01 4.000000 250000000.00 173790850.67 Agency Mortgage-Backed Securities Federal National Mortgage Association 2047-11-01 4.000000 89000.00 65286.97 Agency Mortgage-Backed Securities Federal National Mortgage Association 2048-03-01 4.000000 2427820.00 2389238.42 Agency Mortgage-Backed Securities Federal National Mortgage Association 2040-03-01 5.000000 200000.00 42124.52 Agency Mortgage-Backed Securities Federal National Mortgage Association 2025-03-01 4.000000 311714.00 13663.81 Agency Mortgage-Backed Securities Y 2020-03-05 2020-03-05 2020-03-05 N N N 0.0158 500000000.00 500000000.00 0.1643 N N Y N Agreement with TD Securities USA LLC, 1.600%, dated 2/27/2020 Agreement with TD Securities USA LLC, 1.600%, dated 2/27/2020 1.600000% SUVUFHICNZMP2WKHG940 0001335977 ARP0MFXG5_1.60_0305 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 2050-02-01 3.000000 138757600.00 142844427.59 Agency Mortgage-Backed Securities Y 2020-03-05 2020-03-05 2020-03-05 N N N 0.0160 140000000.00 140000000.00 0.0460 N N Y N Agreement with Goldman Sachs Group, Inc., 1.580%, dated 2/27/2020 Agreement with Goldman Sachs Group, Inc., 1.580%, dated 2/27/2020 1.580000% FOR8UP27PHTHYVLBNG30 0000769993 ARP0MGKR3_1.58_0302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Government National Mortgage Association 2042-02-15 3.100000 1259992.00 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Mortgage-Backed Securities Government National Mortgage Association 2044-06-20 4.500000 2694100.00 1109049.02 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-01-20 4.500000 2127452.00 992875.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-03-15 3.500000 100999.00 38213.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-11-20 4.000000 1449676.00 839569.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-07-20 3.000000 122000.00 91048.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-08-20 3.000000 1123940.00 1010172.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-11-20 3.000000 1000000.00 831069.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-12-20 3.500000 1440098.00 1455731.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-04-20 5.000000 3936270.00 1483758.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2027-01-20 2.500000 210000.00 43123.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-08-20 4.000000 2070292.00 101055.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-09-15 4.000000 80000.00 20035.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-12-15 4.000000 293306.00 60465.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-05-15 5.000000 2030000.00 382142.41 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-11-15 4.000000 439563.00 81048.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-11-15 4.000000 161715.00 34522.58 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-01-15 3.500000 1236528.00 807962.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-10-20 4.000000 772102.00 635970.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-10-20 4.000000 116000.00 24043.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-01-15 3.500000 40407.00 9574.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-05-15 3.000000 3388724.00 2190633.10 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-11-20 5.500000 1250000.00 69322.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-01-15 4.000000 4471832.00 1175848.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-09-15 4.000000 239000.00 42233.19 Agency Mortgage-Backed Securities Y 2020-03-02 2020-03-02 2020-03-02 N N N 0.0158 50000000.00 50000000.00 0.0164 N Y Y N Agreement with Merrill Lynch, Pierce, Fenner & Smith, Inc., 1.610%, dated 2/28/2020 Agreement with Merrill Lynch, Pierce, Fenner & Smith, Inc., 1.610%, dated 2/28/2020 1.610000% 8NAV47T0Y26Q87Y0QP81 0000065100 ARP0MGV91_1.61_0302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Government National Mortgage Association 2032-05-20 3.000000 5434699.00 3340953.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-02-20 4.500000 17657000.00 11091992.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 9925532.00 10563899.02 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.500000 10838073.00 11400236.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.500000 8703265.00 9154413.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-02-20 3.000000 10279323.00 10663821.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 4.000000 10486674.00 11336597.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-12-20 3.000000 11640042.00 11827621.29 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 3.500000 10686600.00 11374471.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-02-20 3.500000 10056033.00 10760065.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-02-20 3.500000 10066003.00 10685927.86 Agency Mortgage-Backed Securities Y 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 110000000.00 110000000.00 0.0362 N Y Y N BMO Funds, Inc. 2020-03-06 Timothy M. Bonin Timothy M. Bonin Vice President, Principal Financial Officer and Treasurer