N-MFP2 0000889366 XXXXXXXX 2020-05-31 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 23 90 1780450036.56 1751530629.53 1756735448.23 1796701366.91 1842616554.06 2384935999.77 2338768486.54 2377548425.66 2356809608.24 2558717614.58 0.4487 0.4408 0.4495 0.4675 0.4594 0.6011 0.5886 0.6084 0.6133 0.6380 0.00 4009822091.26 4009379361.44 832405.31 774284.88 4009437481.87 4009439456.7590 1.0000 0.0170 1.0000 1.0000 1.0001 1.0001 1.0001 C000002160 10000000.00 3432476535.82 3432476934.9890 1.0000 1.0000 1.0001 1.0001 1.0001 222287555.16 242795919.75 241239541.34 210667499.48 201669968.11 246472071.27 102664905.00 146243991.38 346911078.75 185027410.91 958545333.95 820167505.57 0.0010 Y BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 157,808 C000002161 1000.00 576960946.05 576962521.7700 1.0001 1.0001 1.0002 1.0002 1.0002 108265823.00 50392189.85 31614765.27 76775662.52 49053456.59 64412786.77 29521027.48 36504525.99 22988013.62 17091282.40 214713185.11 227050677.82 0.0010 Y BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 147,210 Federal Home Loan Banks Federal Home Loan Banks 0.168000% 3130AFCG0 2549001DPIFGXC1TOL40 US3130AFCG08 U.S. Government Agency Debt Y 2020-06-23 2020-10-23 2020-10-23 N N N 0.0015 14751921.19 14751921.19 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.754000% 3130AFLT2 2549001DPIFGXC1TOL40 US3130AFLT28 U.S. Government Agency Debt Y 2020-06-18 2020-12-18 2020-12-18 N N N 0.0014 15005479.35 15005479.35 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.135000% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y 2020-06-01 2020-07-24 2020-07-24 N N N 0.0013 10000141.40 10000141.40 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.168000% 3130AFVQ7 2549001DPIFGXC1TOL40 US3130AFVQ78 U.S. Government Agency Debt Y 2020-06-12 2020-08-12 2020-08-12 N N N 0.0014 3500065.49 3500065.49 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.175000% 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y 2020-06-01 2021-03-12 2021-03-12 N N N 0.0018 10999596.96 10999596.96 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.165000% 3130AGA70 2549001DPIFGXC1TOL40 US3130AGA707 U.S. Government Agency Debt Y 2020-06-01 2020-10-01 2020-10-01 N N N 0.0015 13000763.10 13000763.10 0.0032 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.100000% 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 U.S. Government Agency Debt Y 2020-06-01 2020-08-25 2020-08-25 N N N 0.0014 15498555.25 15498555.25 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.095000% 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 U.S. Government Agency Debt Y 2020-06-01 2020-06-19 2020-06-19 N N N 0.0012 16999792.26 16999792.26 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.105000% 3130AGPJ8 2549001DPIFGXC1TOL40 US3130AGPJ82 U.S. Government Agency Debt Y 2020-06-01 2020-09-28 2020-09-28 N N N 0.0015 28995957.98 28995957.98 0.0072 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.135000% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y 2020-06-01 2021-07-08 2021-07-08 N N N 0.0018 17990876.34 17990876.34 0.0045 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.090000% 3130AGRL1 2549001DPIFGXC1TOL40 US3130AGRL11 U.S. Government Agency Debt Y 2020-06-01 2020-07-17 2020-07-17 N N N 0.0012 10999541.63 10999541.63 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.110000% 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y 2020-06-01 2021-01-22 2021-01-22 N N N 0.0017 5697758.59 5697758.59 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.135000% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y 2020-06-01 2021-07-23 2021-07-23 N N N 0.0021 9991830.00 9991830.00 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.090000% 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 U.S. Government Agency Debt Y 2020-06-01 2020-11-06 2020-11-06 N N N 0.0016 11996580.96 11996580.96 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.100000% 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y 2020-06-01 2021-02-09 2021-02-09 N N N 0.0017 11993783.88 11993783.88 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.115000% 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y 2020-06-01 2021-05-14 2021-05-14 N N N 0.0019 16337858.82 16337858.82 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.160000% 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y 2020-06-01 2020-12-23 2020-12-23 N N N 0.0016 11999675.16 11999675.16 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.160000% 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 U.S. Government Agency Debt Y 2020-06-01 2020-07-29 2020-07-29 N N N 0.0013 33001687.62 33001687.62 0.0082 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.180000% 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 U.S. Government Agency Debt Y 2020-06-01 2020-10-07 2020-10-07 N N N 0.0015 12001318.08 12001318.08 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.230000% 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 U.S. Government Agency Debt Y 2020-06-01 2021-04-09 2021-04-09 N N N 0.0019 10003860.00 10003860.00 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.190000% 3130AHD26 2549001DPIFGXC1TOL40 US3130AHD261 U.S. Government Agency Debt Y 2020-06-01 2020-10-16 2020-10-16 N N N 0.0015 21003125.22 21003125.22 0.0052 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.221000% 3130AHLT8 2549001DPIFGXC1TOL40 US3130AHLT83 U.S. Government Agency Debt Y 2020-06-20 2021-05-20 2021-05-20 N N N 0.0020 20007251.80 20007251.80 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.160000% 3130AHLZ4 2549001DPIFGXC1TOL40 US3130AHLZ44 U.S. Government Agency Debt Y 2020-06-01 2021-02-22 2021-02-22 N N N 0.0018 15998096.32 15998096.32 0.0040 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.192000% 3130AHSW4 2549001DPIFGXC1TOL40 US3130AHSW40 U.S. Government Agency Debt Y 2020-06-19 2021-03-19 2021-03-19 N N N 0.0019 20002474.20 20002474.20 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.182000% 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 U.S. Government Agency Debt Y 2020-07-08 2021-01-08 2021-01-08 N N N 0.0099 15017907.15 15017907.15 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.895000% 3130AHX99 2549001DPIFGXC1TOL40 US3130AHX996 U.S. Government Agency Debt Y 2020-07-17 2020-07-17 2020-07-17 N N N 0.0011 18999757.37 18999757.37 0.0047 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.933000% 3130AHXY4 2549001DPIFGXC1TOL40 US3130AHXY41 U.S. Government Agency Debt Y 2020-07-22 2021-01-22 2021-01-22 N N N 0.0019 12499198.25 12499198.25 0.0031 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.154000% 3130AHYV9 2549001DPIFGXC1TOL40 US3130AHYV92 U.S. Government Agency Debt Y 2020-06-27 2021-04-27 2021-04-27 N N N 0.0019 14995973.70 14995973.70 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.293000% 3130AJ2X6 2549001DPIFGXC1TOL40 US3130AJ2X65 U.S. Government Agency Debt Y 2020-06-05 2021-04-05 2021-04-05 N N N 0.0013 15005429.85 15005429.85 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.080000% 3130AJ4K2 2549001DPIFGXC1TOL40 US3130AJ4K27 U.S. Government Agency Debt Y 2020-06-01 2020-06-05 2020-06-05 N N N 0.0009 5999996.16 5999996.16 0.0015 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.095000% 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 U.S. Government Agency Debt Y 2020-06-01 2021-02-25 2021-02-25 N N N 0.0018 14990834.25 14990834.25 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.080000% 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 U.S. Government Agency Debt Y 2020-06-01 2020-08-28 2020-08-28 N N N 0.0014 14997785.40 14997785.40 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.180000% 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y 2020-06-01 2022-02-28 2022-02-28 N N N 0.0025 14982636.90 14982636.90 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.090000% 3130AJC56 2549001DPIFGXC1TOL40 US3130AJC566 U.S. Government Agency Debt Y 2020-06-01 2020-09-04 2020-09-04 N N N 0.0014 24996537.00 24996537.00 0.0062 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.140000% 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 U.S. Government Agency Debt Y 2020-06-01 2021-03-04 2021-03-04 N N N 0.0018 19994110.20 19994110.20 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.150000% 3130AJD22 2549001DPIFGXC1TOL40 US3130AJD226 U.S. Government Agency Debt Y 2020-06-01 2020-12-04 2020-12-04 N N N 0.0016 19998857.00 19998857.00 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.830000% 3130AJDH9 2549001DPIFGXC1TOL40 US3130AJDH93 U.S. Government Agency Debt Y 2021-03-09 2021-03-09 2021-03-09 N N N 0.0062 15000683.25 15000683.25 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.145000% 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 U.S. Government Agency Debt Y 2020-06-01 2020-09-11 2020-09-11 N N N 0.0014 22250079.88 22250079.88 0.0055 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.220000% 3130AJH28 2549001DPIFGXC1TOL40 US3130AJH284 U.S. Government Agency Debt Y 2020-06-01 2021-01-07 2021-01-07 N N N 0.0017 15004802.55 15004802.55 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.290000% 3130AJHK8 2549001DPIFGXC1TOL40 US3130AJHK86 U.S. Government Agency Debt Y 2020-06-01 2021-04-13 2021-04-13 N N N 0.0019 15013700.55 15013700.55 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.220000% 3130AJKQ1 2549001DPIFGXC1TOL40 US3130AJKQ10 U.S. Government Agency Debt Y 2020-06-01 2021-05-07 2021-05-07 N N N 0.0019 15004160.55 15004160.55 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.160000% 3130AJLY3 2549001DPIFGXC1TOL40 US3130AJLY35 U.S. Government Agency Debt Y 2020-11-20 2020-11-20 2020-11-20 N N N 0.0017 15799119.15 15799119.15 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.220000% 3130AJN96 2549001DPIFGXC1TOL40 US3130AJN969 U.S. Government Agency Debt Y 2020-06-01 2021-11-26 2021-11-26 N N N 0.0023 14997741.90 14997741.90 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312A34 US313312A347 U.S. Government Agency Debt Y 2020-07-31 2020-07-31 2020-07-31 N N N 0.0012 9405118.60 9405118.60 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312A91 US313312A917 U.S. Government Agency Debt Y 2020-08-06 2020-08-06 2020-08-06 N N N 0.0014 19994866.60 19994866.60 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312N55 US313312N555 U.S. Government Agency Debt Y 2020-11-06 2020-11-06 2020-11-06 N N N 0.0017 14988808.35 14988808.35 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312ZH6 US313312ZH69 U.S. Government Agency Debt Y 2020-07-13 2020-07-13 2020-07-13 N N N 0.0012 5199272.00 5199272.00 0.0013 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384A66 2549001DPIFGXC1TOL40 US313384A668 U.S. Government Agency Debt Y 2020-08-03 2020-08-03 2020-08-03 N N N 0.0014 14996325.00 14996325.00 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384M22 2549001DPIFGXC1TOL40 US313384M226 U.S. Government Agency Debt Y 2020-10-26 2020-10-26 2020-10-26 N N N 0.0016 29980400.10 29980400.10 0.0075 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 0.0010 9999972.20 9999972.20 0.0025 N N Y 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 0.0010 16599354.43 16599354.43 0.0041 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384YN3 2549001DPIFGXC1TOL40 US313384YN32 U.S. Government Agency Debt Y 2020-06-24 2020-06-24 2020-06-24 N N N 0.0010 19998722.20 19998722.20 0.0050 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 U.S. Government Agency Debt Y 2020-06-26 2020-06-26 2020-06-26 N N N 0.0010 24998264.00 24998264.00 0.0062 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384YT0 2549001DPIFGXC1TOL40 US313384YT02 U.S. Government Agency Debt Y 2020-06-29 2020-06-29 2020-06-29 N N N 0.0010 19998444.40 19998444.40 0.0050 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 U.S. Government Agency Debt Y 2020-07-06 2020-07-06 2020-07-06 N N N 0.0012 19997666.60 19997666.60 0.0050 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384ZC6 2549001DPIFGXC1TOL40 US313384ZC67 U.S. Government Agency Debt Y 2020-07-08 2020-07-08 2020-07-08 N N N 0.0012 34995683.45 34995683.45 0.0087 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384ZJ1 2549001DPIFGXC1TOL40 US313384ZJ11 U.S. Government Agency Debt Y 2020-07-14 2020-07-14 2020-07-14 N N N 0.0012 19997133.40 19997133.40 0.0050 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384ZK8 2549001DPIFGXC1TOL40 US313384ZK83 U.S. Government Agency Debt Y 2020-07-15 2020-07-15 2020-07-15 N N N 0.0012 14997799.95 14997799.95 0.0037 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384ZQ5 2549001DPIFGXC1TOL40 US313384ZQ53 U.S. Government Agency Debt Y 2020-07-20 2020-07-20 2020-07-20 N N N 0.0012 49991833.50 49991833.50 0.0125 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384ZY8 2549001DPIFGXC1TOL40 US313384ZY87 U.S. Government Agency Debt Y 2020-07-28 2020-07-28 2020-07-28 N N N 0.0012 14997150.00 14997150.00 0.0037 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385CV6 2549001DPIFGXC1TOL40 US313385CV60 U.S. Government Agency Debt Y 2021-03-09 2021-03-09 2021-03-09 N N N 0.0017 8609560.45 8609560.45 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385DE3 2549001DPIFGXC1TOL40 US313385DE37 U.S. Government Agency Debt Y 2021-03-18 2021-03-18 2021-03-18 N N N 0.0017 9986305.60 9986305.60 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385DF0 2549001DPIFGXC1TOL40 US313385DF02 U.S. Government Agency Debt Y 2021-03-19 2021-03-19 2021-03-19 N N N 0.0017 9986258.30 9986258.30 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385GC4 2549001DPIFGXC1TOL40 US313385GC44 U.S. Government Agency Debt Y 2021-05-27 2021-05-27 2021-05-27 N N N 0.0017 11979600.00 11979600.00 0.0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396L35 S6XOOCT0IEG5ABCC6L87 US313396L354 U.S. Government Agency Debt Y 2020-10-19 2020-10-19 2020-10-19 N N N 0.0016 16389795.59 16389795.59 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.231600% 3133EH2J1 US3133EH2J14 U.S. Government Agency Debt Y 2020-06-11 2020-12-11 2020-12-11 N N N 0.0008 4152564.45 4152564.45 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.320000% 3133EJB73 US3133EJB739 U.S. Government Agency Debt Y 2020-06-01 2020-09-24 2020-09-24 N N N 0.0032 20000014.20 20000014.20 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.290000% 3133EJE96 US3133EJE964 U.S. Government Agency Debt Y 2020-06-01 2020-07-09 2020-07-09 N N N 0.0056 9997110.70 9997110.70 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.340000% 3133EJVB2 US3133EJVB25 U.S. Government Agency Debt Y 2020-06-01 2021-01-25 2021-01-25 N N N 0.0022 24018600.96 24018600.96 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.175000% 3133EJYH6 US3133EJYH67 U.S. Government Agency Debt Y 2020-06-01 2020-09-04 2020-09-04 N N N 0.0013 25002638.25 25002638.25 0.0062 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.445100% 3133EK5A0 US3133EK5A06 U.S. Government Agency Debt Y 2020-06-01 2021-02-01 2021-02-01 N N N 0.0011 20019675.20 20019675.20 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.270900% 3133EK7C4 US3133EK7C44 U.S. Government Agency Debt Y 2020-06-13 2021-08-13 2021-08-13 N N N 0.0018 20019900.60 20019900.60 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.180000% 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y 2020-06-01 2021-03-18 2021-03-18 N N N 0.0021 9997952.00 9997952.00 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.250000% 3133EKHT6 US3133EKHT61 U.S. Government Agency Debt Y 2020-06-01 2021-03-22 2021-03-22 N N N 0.0025 10000006.20 10000006.20 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.135000% 3133EKM60 US3133EKM601 U.S. Government Agency Debt Y 2020-06-01 2021-03-10 2021-03-10 N N N 0.0028 14982949.80 14982949.80 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.241600% 3133EKM78 US3133EKM783 U.S. Government Agency Debt Y 2020-06-09 2020-09-09 2020-09-09 N N N 0.0004 23513468.09 23513468.09 0.0059 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.197100% 3133EKQK5 US3133EKQK51 U.S. Government Agency Debt Y 2020-06-17 2021-03-17 2021-03-17 N N N 0.0008 12136185.19 12136185.19 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.203000% 3133EKQM1 US3133EKQM18 U.S. Government Agency Debt Y 2020-06-12 2021-01-12 2021-01-12 N N N 0.0008 7004686.43 7004686.43 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.217100% 3133EKR40 US3133EKR402 U.S. Government Agency Debt Y 2020-06-18 2020-09-18 2020-09-18 N N N 0.0012 10002777.20 10002777.20 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.530100% 3133EKV29 US3133EKV297 U.S. Government Agency Debt Y 2020-06-01 2021-07-01 2021-07-01 N N N 0.0029 14007658.42 14007658.42 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.413600% 3133EKWR3 US3133EKWR31 U.S. Government Agency Debt Y 2020-06-01 2020-07-30 2020-07-30 N N N 0.0011 20002702.40 20002702.40 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.182100% 3133ELAA2 US3133ELAA27 U.S. Government Agency Debt Y 2020-06-17 2021-03-17 2021-03-17 N N N 0.0015 15003966.75 15003966.75 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.248300% 3133ELBJ2 US3133ELBJ27 U.S. Government Agency Debt Y 2020-06-25 2021-08-25 2021-08-25 N N N 0.0026 12000035.64 12000035.64 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.140000% 3133ELBK9 US3133ELBK99 U.S. Government Agency Debt Y 2020-06-01 2020-11-27 2020-11-27 N N N 0.0013 7000215.32 7000215.32 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.434600% 3133ELBX1 US3133ELBX11 U.S. Government Agency Debt Y 2020-06-02 2021-11-02 2021-11-02 N N N 0.0023 10008048.60 10008048.60 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.321600% 3133ELCZ5 US3133ELCZ59 U.S. Government Agency Debt Y 2020-06-09 2021-09-09 2021-09-09 N N N 0.0031 3998734.44 3998734.44 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.200000% 3133ELDA9 US3133ELDA99 U.S. Government Agency Debt Y 2020-06-01 2020-12-11 2020-12-11 N N N 0.0021 14999210.40 14999210.40 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.140000% 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y 2020-06-01 2021-01-14 2021-01-14 N N N 0.0014 7000000.56 7000000.56 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.340000% 3133ELVF8 US3133ELVF84 U.S. Government Agency Debt Y 2020-06-01 2021-04-01 2021-04-01 N N N 0.0021 15016152.60 15016152.60 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.300000% 3133ELVU5 US3133ELVU51 U.S. Government Agency Debt Y 2020-06-01 2021-07-07 2021-07-07 N N N 0.0025 10005741.60 10005741.60 0.0025 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.450000% 3133ELVY7 US3133ELVY73 U.S. Government Agency Debt Y 2021-04-08 2021-04-08 2021-04-08 N N N 0.0040 15000715.80 15000715.80 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.170000% 3133ELZV9 US3133ELZV98 U.S. Government Agency Debt Y 2020-06-01 2021-05-18 2021-05-18 N N N 0.0018 14998538.70 14998538.70 0.0037 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.090000% 3134GT5J8 S6XOOCT0IEG5ABCC6L87 US3134GT5J84 U.S. Government Agency Debt Y 2020-06-01 2020-06-04 2020-06-04 N N N 0.0009 14999998.05 14999998.05 0.0037 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.100000% 3134GT6K4 S6XOOCT0IEG5ABCC6L87 US3134GT6K49 U.S. Government Agency Debt Y 2020-06-01 2020-09-10 2020-09-10 N N N 0.0011 19999598.00 19999598.00 0.0050 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.090000% 3134GTPW7 S6XOOCT0IEG5ABCC6L87 US3134GTPW72 U.S. Government Agency Debt Y 2020-06-01 2020-08-21 2020-08-21 N N N 0.0010 14999529.00 14999529.00 0.0037 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.090000% 3134GUBB5 S6XOOCT0IEG5ABCC6L87 US3134GUBB54 U.S. Government Agency Debt Y 2020-06-01 2020-06-17 2020-06-17 N N N 0.0009 17999971.56 17999971.56 0.0045 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 3134GVGQ5 S6XOOCT0IEG5ABCC6L87 US3134GVGQ51 U.S. Government Agency Debt Y 2020-06-01 2021-12-10 2021-12-10 N N N 0.0023 9995368.20 9995368.20 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.460000% 3134GVMA3 S6XOOCT0IEG5ABCC6L87 US3134GVMA36 U.S. Government Agency Debt Y 2020-06-01 2021-10-21 2021-10-21 N N N 0.0019 10511174.63 10511174.63 0.0026 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 313588D51 B1V7KEBTPIMZEU4LTD58 US313588D510 U.S. Government Agency Debt Y 2020-08-26 2020-08-26 2020-08-26 N N N 0.0014 12495819.50 12495819.50 0.0031 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.340000% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 U.S. Government Agency Debt Y 2020-06-01 2021-07-06 2021-07-06 N N N 0.0019 10016822.50 10016822.50 0.0025 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.400000% 3135G02U6 B1V7KEBTPIMZEU4LTD58 US3135G02U65 U.S. Government Agency Debt Y 2020-06-01 2021-12-30 2021-12-30 N N N 0.0022 15044023.20 15044023.20 0.0038 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.250000% 3135G02X0 B1V7KEBTPIMZEU4LTD58 US3135G02X05 U.S. Government Agency Debt Y 2020-06-01 2021-04-05 2021-04-05 N N N 0.0018 17510201.10 17510201.10 0.0044 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.135000% 3135G0V67 B1V7KEBTPIMZEU4LTD58 US3135G0V670 U.S. Government Agency Debt Y 2020-06-01 2020-10-30 2020-10-30 N N N 0.0014 8999998.20 8999998.20 0.0022 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.085000% 3135G0Y98 B1V7KEBTPIMZEU4LTD58 US3135G0Y989 U.S. Government Agency Debt Y 2020-06-01 2020-09-04 2020-09-04 N N N 0.0015 19996668.60 19996668.60 0.0050 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.100000% 3135G0Z48 B1V7KEBTPIMZEU4LTD58 US3135G0Z481 U.S. Government Agency Debt Y 2020-06-01 2020-06-05 2020-06-05 N N N 0.0013 24999904.75 24999904.75 0.0062 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.190000% 3135G0Z71 B1V7KEBTPIMZEU4LTD58 US3135G0Z713 U.S. Government Agency Debt Y 2020-06-01 2021-06-11 2021-06-11 N N N 0.0019 20000706.60 20000706.60 0.0050 N N N N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.650000% 6903534Y0 549300IDY55XMYWXSD28 US6903534Y02 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2030-10-15 N N N 0.0064 10006250.00 10006250.00 0.0025 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.540000% 6903535F0 549300IDY55XMYWXSD28 US6903535F04 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2027-01-20 N N N 0.0053 15009375.00 15009375.00 0.0037 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.450000% 6903535K9 549300IDY55XMYWXSD28 US6903535K98 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2027-09-20 N N N 0.0044 14008750.00 14008750.00 0.0035 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.450000% 6903535N3 549300IDY55XMYWXSD28 US6903535N38 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2027-07-19 N N N 0.0044 14506621.99 14506621.99 0.0036 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.450000% 6903535X1 549300IDY55XMYWXSD28 US6903535X10 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2027-07-19 N N N 0.0044 4836354.16 4836354.16 0.0012 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.540000% 6903535Z6 549300IDY55XMYWXSD28 US6903535Z67 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2035-04-20 N N N 0.0054 5003125.00 5003125.00 0.0012 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.540000% 6903536A0 549300IDY55XMYWXSD28 US6903536A08 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2035-01-20 N N N 0.0054 5003125.00 5003125.00 0.0012 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.540000% 6903536S1 549300IDY55XMYWXSD28 US6903536S16 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2035-04-20 N N N 0.0053 15021675.00 15021675.00 0.0037 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.540000% 6903536T9 549300IDY55XMYWXSD28 US6903536T98 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2035-01-20 N N N 0.0053 13018785.00 13018785.00 0.0032 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.650000% 6903537C5 549300IDY55XMYWXSD28 US6903537C54 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2027-08-13 N N N 0.0064 10006250.00 10006250.00 0.0025 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.650000% 6903538B6 549300IDY55XMYWXSD28 US6903538B62 U.S. Government Agency Debt Y 2020-06-03 2020-06-03 2026-09-15 N N N 0.0064 9005625.00 9005625.00 0.0022 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.500000% 690353C96 549300IDY55XMYWXSD28 US690353C969 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2030-01-15 N N N 0.0049 17530196.51 17530196.51 0.0044 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.500000% 690353U88 549300IDY55XMYWXSD28 US690353U888 U.S. Government Agency Debt Y 2020-06-03 2020-06-05 2028-02-15 N N N 0.0049 10373732.77 10373732.77 0.0026 N N Y N Agreement with Fixed Income Clearing Corp., 0.000%, dated 5/29/2020 Agreement with Fixed Income Clearing Corp., 0.000%, dated 5/29/2020 549300H47WTHXPU08X20 0000093748 85748R009_0.00_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N Government National Mortgage Association 2020-09-30 1.375000 11855000.00 11929710.21 U.S. Treasuries (including strips) Y 2020-06-01 2020-06-01 2020-06-01 N N N 0.0000 11695614.55 11695614.55 0.0029 N Y Y N Agreement with Fixed Income Clearing Corp., 0.050%, dated 5/29/2020 Agreement with Fixed Income Clearing Corp., 0.050%, dated 5/29/2020 0.050000% 549300H47WTHXPU08X20 0000093748 85748R009_0.05_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N Government National Mortgage Association 2022-12-15 1.625000 234615000.00 244801044.80 U.S. Treasuries (including strips) Y 2020-06-01 2020-06-01 2020-06-01 N N N 0.0005 240000000.00 240000000.00 0.0599 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127962G3 N.A. US9127962G32 U.S. Treasury Debt Y 2020-09-17 2020-09-17 2020-09-17 N N N 0.0016 14993025.00 14993025.00 0.0037 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127962H1 N.A. US9127962H15 U.S. Treasury Debt Y 2020-09-24 2020-09-24 2020-09-24 N N N 0.0016 19989618.00 19989618.00 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127962P3 N.A. US9127962P31 U.S. Treasury Debt Y 2020-06-02 2020-06-02 2020-06-02 N N N 0.0008 194999580.75 194999580.75 0.0486 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127962U2 N.A. US9127962U26 U.S. Treasury Debt Y 2020-06-09 2020-06-09 2020-06-09 N N N 0.0010 74998374.75 74998374.75 0.0187 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127962V0 N.A. US9127962V09 U.S. Treasury Debt Y 2020-06-16 2020-06-16 2020-06-16 N N N 0.0012 49997552.00 49997552.00 0.0125 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127962W8 N.A. US9127962W81 U.S. Treasury Debt Y 2020-06-23 2020-06-23 2020-06-23 N N N 0.0012 44996872.05 44996872.05 0.0112 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127962X6 254900HROIFWPRGM1V77 US9127962X64 U.S. Treasury Debt Y 2020-06-30 2020-06-30 2020-06-30 N N N 0.0012 44995740.75 44995740.75 0.0112 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127962Z1 N.A. US9127962Z13 U.S. Treasury Debt Y 2020-11-12 2020-11-12 2020-11-12 N N N 0.0016 14989408.35 14989408.35 0.0037 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127963A5 N.A. US9127963A52 U.S. Treasury Debt Y 2020-11-19 2020-11-19 2020-11-19 N N N 0.0016 17486596.05 17486596.05 0.0044 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127963C1 N.A. US9127963C19 U.S. Treasury Debt Y 2020-07-07 2020-07-07 2020-07-07 N N N 0.0012 19997650.00 19997650.00 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127963D9 N.A. US9127963D91 U.S. Treasury Debt Y 2020-07-14 2020-07-14 2020-07-14 N N N 0.0013 14997760.35 14997760.35 0.0037 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127963F4 254900HROIFWPRGM1V77 US9127963F40 U.S. Treasury Debt Y 2020-07-21 2020-07-21 2020-07-21 N N N 0.0014 19996145.80 19996145.80 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127963Q0 254900HROIFWPRGM1V77 US9127963Q05 U.S. Treasury Debt Y 2020-08-25 2020-08-25 2020-08-25 N N N 0.0016 19992680.60 19992680.60 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127963X5 254900HROIFWPRGM1V77 US9127963X55 U.S. Treasury Debt Y 2020-09-08 2020-09-08 2020-09-08 N N N 0.0016 19991475.00 19991475.00 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SV2 N.A. US912796SV23 U.S. Treasury Debt Y 2020-06-18 2020-06-18 2020-06-18 N N N 0.0012 24998583.25 24998583.25 0.0062 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796TX7 N.A. US912796TX79 U.S. Treasury Debt Y 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 99999250.00 99999250.00 0.0249 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796TZ2 N.A. US912796TZ28 U.S. Treasury Debt Y 2020-06-11 2020-06-11 2020-06-11 N N N 0.0011 74997656.25 74997656.25 0.0187 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UA5 N.A. US912796UA57 U.S. Treasury Debt Y 2020-06-25 2020-06-25 2020-06-25 N N N 0.0011 39997000.00 39997000.00 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UB3 N.A. US912796UB31 U.S. Treasury Debt Y 2020-07-02 2020-07-02 2020-07-02 N N N 0.0013 39995694.40 39995694.40 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796WW5 N.A. US912796WW59 U.S. Treasury Debt Y 2020-07-09 2020-07-09 2020-07-09 N N N 0.0014 19997150.00 19997150.00 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796WY1 N.A. US912796WY16 U.S. Treasury Debt Y 2020-07-30 2020-07-30 2020-07-30 N N N 0.0013 19995657.00 19995657.00 0.0050 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.269000% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y 2020-06-01 2021-04-30 2021-04-30 N N N 0.0014 15953442.05 15953442.05 0.0040 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 0.0012 15077373.30 15077373.30 0.0038 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.173000% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y 2020-06-01 2020-07-31 2020-07-31 N N N 0.0013 10000715.50 10000715.50 0.0025 N Y Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 0.128500% 935KONII2 Investment Company Y 2020-06-01 2020-06-01 2049-12-31 N N N 0.0013 187167972.52 187167972.52 0.0467 N Y Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 0.156200% 936ZAYII9 Investment Company Y 2020-06-01 2020-06-01 2049-12-31 N N N 0.0016 190317965.79 190317965.79 0.0475 N Y Y N Agreement with Canadian Imperial Bank of Commerce, 0.100%, dated 5/4/2020 Agreement with Canadian Imperial Bank of Commerce, 0.100%, dated 5/4/2020 0.100000% 2IGI19DL77OX0HC3ZE78 0000800030 ARP0N2DG5_0.10_0604 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 2040-07-01 4.025000 8372176.00 234128.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-12-01 4.000000 562469.00 183800.78 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-10-01 4.327000 3950.00 184.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-01-01 3.500000 65845.00 21489.49 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-04-01 4.000000 161541.00 151742.81 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-05-01 4.000000 163974.00 170797.15 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-05-01 2.500000 9327185.00 9676622.80 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-05-01 4.000000 1158.00 523.72 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-04-01 4.000000 52561.00 32116.34 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-09-01 3.500000 1649937.00 552637.31 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-05-01 4.000000 617418.00 398463.01 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-10-01 4.000000 58610535.00 34737196.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-09-01 3.500000 29624704.00 22958332.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-01 3.500000 29667008.00 31661336.15 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-09-01 4.000000 101010.00 99878.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2036-01-01 6.000000 1000.00 45.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-04-01 5.500000 1600.00 36.89 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-08-01 4.000000 1000.00 622.66 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-03-01 3.500000 9088.00 6920.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-08-01 4.000000 1275136.00 737121.06 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-04-01 6.000000 1000.00 39.87 Agency Mortgage-Backed Securities Government National Mortgage Association 2063-11-20 4.712000 533545.00 375962.49 Agency Mortgage-Backed Securities Y 2020-06-04 2020-06-04 2020-06-04 N N N 0.0010 100000000.00 100000000.00 0.0249 N N Y N Agreement with Canadian Imperial Bank of Commerce, 0.100%, dated 5/26/2020 Agreement with Canadian Imperial Bank of Commerce, 0.100%, dated 5/26/2020 0.100000% 2IGI19DL77OX0HC3ZE78 0000800030 ARP0N9Z43_0.10_0626 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 2048-07-01 4.000000 8203574.00 7014322.78 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-12-01 3.500000 25834285.00 21373416.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-11-01 4.000000 2183253.00 1915980.96 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-02-01 4.000000 6424800.00 4838516.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-01 3.500000 520495.00 559690.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-10-01 4.500000 4006699.00 1146713.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-10-01 4.000000 3177754.00 1850804.03 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-01 4.000000 1328.00 1099.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-01 4.000000 3681357.00 2742998.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-01 4.000000 1653325.00 1482865.65 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-01 4.000000 3111683.00 2550594.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-01 4.000000 2254334.00 2092263.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-12-01 4.000000 3599490.00 3599641.50 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-05-01 4.000000 1170507.00 1256102.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-01 4.000000 3272239.00 2919552.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-10-01 4.000000 6157494.00 3649413.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-09-01 3.500000 18080.00 14011.50 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-01 4.000000 20395242.00 18570033.59 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-02-01 4.000000 26071598.00 16002977.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-01 3.500000 96500.00 102987.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-01 4.000000 10488623.00 8181266.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-09-01 4.000000 54336.00 53727.59 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-03-01 3.500000 15808.00 12038.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-08-01 4.000000 45312.00 26193.62 Agency Mortgage-Backed Securities Government National Mortgage Association 2063-11-20 4.712000 1173.00 826.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2022-05-15 2.125000 40400.00 41963.05 Agency Mortgage-Backed Securities Y 2020-06-26 2020-06-26 2020-06-26 N N N 0.0010 100000000.00 100000000.00 0.0249 N N N N Agreement with TD Securities USA LLC, 0.090%, dated 5/28/2020 Agreement with TD Securities USA LLC, 0.090%, dated 5/28/2020 0.090000% SUVUFHICNZMP2WKHG940 0001335977 ARP0NAVE2_0.09_0604 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 2049-08-01 3.500000 141557622.00 146637361.62 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 2.500000 30886291.00 31865762.38 Agency Mortgage-Backed Securities Y 2020-06-04 2020-06-04 2020-06-04 N N N 0.0009 175000000.00 175000000.00 0.0436 N N Y N Agreement with Merrill Lynch, Pierce, Fenner & Smith, Inc., 0.060%, dated 5/29/2020 Agreement with Merrill Lynch, Pierce, Fenner & Smith, Inc., 0.060%, dated 5/29/2020 0.060000% 8NAV47T0Y26Q87Y0QP81 0000065100 ARP0NBB10_0.06_0601 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 2048-11-20 4.000000 87614558.00 49976912.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-20 3.500000 38731084.00 31623087.39 Agency Mortgage-Backed Securities Y 2020-06-01 2020-06-01 2020-06-01 N N N 0.0006 80000000.00 80000000.00 0.0200 N Y Y N Agreement with Canadian Imperial Bank of Commerce, 0.070%, dated 5/29/2020 Agreement with Canadian Imperial Bank of Commerce, 0.070%, dated 5/29/2020 0.070000% 2IGI19DL77OX0HC3ZE78 0000800030 ARP0NBB28_0.07_0601 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 2029-01-01 3.500000 640905.00 209168.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-03-16 2.560000 345000.00 350367.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-04-01 4.000000 4542.00 4266.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-12-01 3.500000 3607575.00 2984646.24 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-05-01 4.000000 1000.00 452.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-05-01 1.820000 232677.00 232924.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-10-01 4.000000 77058352.00 45670819.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-09-01 3.500000 53229.00 41251.01 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-01 4.000000 28012325.00 25505449.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-01 3.500000 81200.00 86658.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-09-01 4.000000 63616.00 62903.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-12-01 4.500000 45585826.00 25471681.12 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-03-01 3.500000 42622.00 32458.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-08-01 4.000000 1387445.00 802043.80 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-04-20 4.500000 448730.00 486864.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2069-03-20 3.227000 8527.00 8883.02 Agency Mortgage-Backed Securities Government National Mortgage Association 2025-02-28 1.125000 47200.00 49161.22 Agency Mortgage-Backed Securities Y 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 100000000.00 100000000.00 0.0249 N Y Y N Agreement with Goldman Sachs Group, Inc., 0.040%, dated 5/29/2020 Agreement with Goldman Sachs Group, Inc., 0.040%, dated 5/29/2020 0.040000% FOR8UP27PHTHYVLBNG30 0000769993 ARP0NBCB7_0.04_0601 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 2034-01-01 7.000000 2700000.00 32608.63 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-12-01 3.500000 11107904.00 5735079.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2023-09-01 6.500000 1448948.00 73537.29 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-08-01 4.500000 5000000.00 447953.99 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-01-01 4.500000 5935184.00 5340414.01 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-12-01 6.000000 2172500.00 5382.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2036-12-01 5.500000 1017756.00 22752.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-04-01 5.000000 199998.00 13484.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-12-01 3.500000 3000000.00 1248098.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-09-01 3.500000 10200000.00 3364638.14 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-09-01 6.000000 12361920.00 599384.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-06-01 2.500000 14035072.00 14790923.01 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-01-01 3.500000 5330760.00 4711018.65 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-03-01 3.000000 12045408.00 12827085.59 Agency Mortgage-Backed Securities Government National Mortgage Association 2021-10-01 5.000000 15294300.00 37561.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-12-20 3.500000 4619224.00 1479386.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-01-20 4.000000 67513000.00 36129344.03 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-03-20 4.500000 15894944.00 10663527.73 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-08-20 4.500000 1123094.00 793598.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-05-20 3.000000 2337340.00 2501078.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-11-20 4.000000 1223080.00 417746.24 Agency Mortgage-Backed Securities Government National Mortgage Association 2058-09-15 4.270000 50000.00 57021.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-10-15 5.000000 1021164.00 91408.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-11-20 4.000000 2545988.00 616966.26 Agency Mortgage-Backed Securities Y 2020-06-01 2020-06-01 2020-06-01 N N N 0.0004 100000000.00 100000000.00 0.0249 N Y Y N BMO Funds, Inc. 2020-06-05 Timothy M. Bonin Timothy M. Bonin Vice President, Principal Financial Officer and Treasurer