N-MFP2 0000889366 XXXXXXXX 2021-06-30 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 Government/Agency N 25 51 1888398552.13 2079907405.15 2027944991.92 2138004578.94 2631848431.66 2734811101.46 2657769278.03 2797958889.65 0.00 0.4632 0.5032 0.5031 0.5257 0.6455 0.6616 0.6593 0.6879 0.0000 0.00 4141716753.86 4141533513.87 680940.39 336215.56 4141878238.70 4141880213.8290 1.0000 0.0005 1.0001 1.0001 1.0001 1.0000 0.0000 C000002160 10000000.00 3512104039.45 3512104405.9290 1.0001 1.0001 1.0001 1.0000 0.0000 366502028.28 378314180.62 245410269.04 172726248.11 240121369.79 329608515.98 272084576.55 241100916.04 0.00 0.00 1298134711.43 1190365204.55 0.0001 Y BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 140,260. C000002161 1000.00 629774199.25 629775807.9000 1.0001 1.0001 1.0000 1.0000 0.0000 68066547.83 144488149.95 34288480.42 35445207.67 60384196.12 43228184.60 62706036.41 57639337.90 0.00 0.00 227382283.24 312878811.14 0.0001 Y BMO Asset Management Corp., Maintain contractual expense ratio and a minimum yield, 25,866. Federal Home Loan Banks Federal Home Loan Banks 1.125000% 3130A8QS5 2549001DPIFGXC1TOL40 US3130A8QS58 U.S. Government Agency Debt Y 2021-07-14 2021-07-14 2021-07-14 N N N 0.0001 8873580.20 8873580.20 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.875000% 3130AGLD5 2549001DPIFGXC1TOL40 US3130AGLD58 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2021-07-07 N N N 0.0010 10023451.00 10023451.00 0.0024 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.125000% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y 2021-07-01 2021-07-08 2021-07-08 N N N 0.0001 29500682.04 29500682.04 0.0071 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.125000% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y 2021-07-01 2021-07-23 2021-07-23 N N N 0.0006 10000369.40 10000369.40 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.625000% 3130AHSR5 2549001DPIFGXC1TOL40 US3130AHSR54 U.S. Government Agency Debt Y 2021-12-20 2021-12-20 2021-12-20 N N N 0.0004 10074421.10 10074421.10 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.170000% 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y 2021-07-01 2022-02-28 2022-02-28 N N N 0.0008 15009382.80 15009382.80 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.080000% 3130AJLZ0 2549001DPIFGXC1TOL40 US3130AJLZ00 U.S. Government Agency Debt Y 2021-07-16 2021-08-16 2021-08-16 N N N 0.0009 25000504.75 25000504.75 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.210000% 3130AJN96 2549001DPIFGXC1TOL40 US3130AJN969 U.S. Government Agency Debt Y 2021-07-01 2021-11-26 2021-11-26 N N N 0.0005 15009409.35 15009409.35 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.190000% 3130AJQY8 2549001DPIFGXC1TOL40 US3130AJQY89 U.S. Government Agency Debt Y 2021-07-01 2021-08-18 2021-08-18 N N N 0.0005 15002814.60 15002814.60 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.125000% 3130AJSZ3 2549001DPIFGXC1TOL40 US3130AJSZ37 U.S. Government Agency Debt Y 2021-07-02 2021-07-02 2021-07-02 N N N 0.0010 10000006.90 10000006.90 0.0024 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.130000% 3130AJYW3 2549001DPIFGXC1TOL40 US3130AJYW32 U.S. Government Agency Debt Y 2021-07-01 2022-02-18 2022-02-18 N N N 0.0008 10003454.80 10003454.80 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.125000% 3130AK3H7 2549001DPIFGXC1TOL40 US3130AK3H70 U.S. Government Agency Debt Y 2021-09-01 2021-09-01 2021-09-01 N N N 0.0010 15000622.05 15000622.05 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.100000% 3130AK6S0 2549001DPIFGXC1TOL40 US3130AK6S09 U.S. Government Agency Debt Y 2021-07-01 2021-07-16 2021-07-16 N N N 0.0005 25000493.00 25000493.00 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.125000% 3130AKBC9 2549001DPIFGXC1TOL40 US3130AKBC97 U.S. Government Agency Debt Y 2021-09-30 2021-09-30 2021-09-30 N N N 0.0010 6140446.07 6140446.07 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.110000% 3130AKFT8 2549001DPIFGXC1TOL40 US3130AKFT86 U.S. Government Agency Debt Y 2021-07-01 2022-05-12 2022-05-12 N N N 0.0008 25007157.25 25007157.25 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.110000% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 U.S. Government Agency Debt Y 2021-07-01 2022-12-08 2022-12-08 N N N 0.0009 20010016.80 20010016.80 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.070000% 3130AKJM9 2549001DPIFGXC1TOL40 US3130AKJM97 U.S. Government Agency Debt Y 2021-07-01 2021-08-09 2021-08-09 N N N 0.0005 30000671.40 30000671.40 0.0072 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.070000% 3130AKLC8 2549001DPIFGXC1TOL40 US3130AKLC87 U.S. Government Agency Debt Y 2021-07-01 2021-08-23 2021-08-23 N N N 0.0005 20000611.60 20000611.60 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.065000% 3130AKT55 2549001DPIFGXC1TOL40 US3130AKT550 U.S. Government Agency Debt Y 2021-07-01 2021-07-20 2021-07-20 N N N 0.0005 25000204.75 25000204.75 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.050000% 3130ALL93 2549001DPIFGXC1TOL40 US3130ALL936 U.S. Government Agency Debt Y 2021-08-02 2021-08-02 2021-08-02 N N N 0.0010 24999029.50 24999029.50 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.050000% 3130ALNQ3 2549001DPIFGXC1TOL40 US3130ALNQ39 U.S. Government Agency Debt Y 2021-08-04 2021-08-04 2021-08-04 N N N 0.0010 24998966.75 24998966.75 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.040000% 3130ALSE5 2549001DPIFGXC1TOL40 US3130ALSE53 U.S. Government Agency Debt Y 2021-09-21 2021-09-21 2021-09-21 N N N 0.0010 19997552.40 19997552.40 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.040000% 3130ALUP7 2549001DPIFGXC1TOL40 US3130ALUP72 U.S. Government Agency Debt Y 2021-09-29 2021-09-29 2021-09-29 N N N 0.0009 19997496.00 19997496.00 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.025000% 3130AM7E6 2549001DPIFGXC1TOL40 US3130AM7E67 U.S. Government Agency Debt Y 2021-08-19 2021-08-19 2021-08-19 N N N 0.0010 2999719.74 2999719.74 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.030000% 3130AM7J5 2549001DPIFGXC1TOL40 US3130AM7J54 U.S. Government Agency Debt Y 2021-09-21 2021-09-21 2021-09-21 N N N 0.0010 19997108.20 19997108.20 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.020000% 3130AMBS0 2549001DPIFGXC1TOL40 US3130AMBS06 U.S. Government Agency Debt Y 2021-08-03 2021-08-03 2021-08-03 N N N 0.0010 24998331.75 24998331.75 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.020000% 3130AMC59 2549001DPIFGXC1TOL40 US3130AMC594 U.S. Government Agency Debt Y 2021-08-12 2021-08-12 2021-08-12 N N N 0.0010 19998290.20 19998290.20 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.030000% 3130AMDH2 2549001DPIFGXC1TOL40 US3130AMDH23 U.S. Government Agency Debt Y 2021-10-29 2021-10-29 2021-10-29 N N N 0.0004 24999460.25 24999460.25 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.020000% 3130AMF56 2549001DPIFGXC1TOL40 US3130AMF563 U.S. Government Agency Debt Y 2021-09-07 2021-09-07 2021-09-07 N N N 0.0010 29995871.70 29995871.70 0.0072 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.040000% 3130AMGX4 2549001DPIFGXC1TOL40 US3130AMGX46 U.S. Government Agency Debt Y 2021-11-12 2021-11-12 2021-11-12 N N N 0.0004 29999565.90 29999565.90 0.0072 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.010000% 3130AMLB6 2549001DPIFGXC1TOL40 US3130AMLB60 U.S. Government Agency Debt Y 2021-08-19 2021-08-19 2021-08-19 N N N 0.0010 19997731.60 19997731.60 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.020000% 3130AMMH2 2549001DPIFGXC1TOL40 US3130AMMH22 U.S. Government Agency Debt Y 2021-09-21 2021-09-21 2021-09-21 N N N 0.0010 19996664.00 19996664.00 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.025000% 3130AMW73 2549001DPIFGXC1TOL40 US3130AMW733 U.S. Government Agency Debt Y 2021-09-20 2021-09-20 2021-09-20 N N N 0.0006 19998419.80 19998419.80 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.055000% 3130AMYZ9 2549001DPIFGXC1TOL40 US3130AMYZ91 U.S. Government Agency Debt Y 2021-07-01 2021-12-23 2021-12-23 N N N 0.0005 24998846.75 24998846.75 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313HQ4 US313313HQ44 U.S. Government Agency Debt Y 2021-07-02 2021-07-02 2021-07-02 N N N 0.0002 6999996.08 6999996.08 0.0017 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313HX9 US313313HX94 U.S. Government Agency Debt Y 2021-07-09 2021-07-09 2021-07-09 N N N 0.0002 30999862.36 30999862.36 0.0075 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313JA7 US313313JA73 U.S. Government Agency Debt Y 2021-07-12 2021-07-12 2021-07-12 N N N 0.0002 6999957.23 6999957.23 0.0017 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313JC3 US313313JC30 U.S. Government Agency Debt Y 2021-07-14 2021-07-14 2021-07-14 N N N 0.0002 4999963.90 4999963.90 0.0012 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313JD1 US313313JD13 U.S. Government Agency Debt Y 2021-07-15 2021-07-15 2021-07-15 N N N 0.0002 33999735.48 33999735.48 0.0082 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313JT6 US313313JT64 U.S. Government Agency Debt Y 2021-07-29 2021-07-29 2021-07-29 N N N 0.0002 14999766.60 14999766.60 0.0036 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313KB3 US313313KB38 U.S. Government Agency Debt Y 2021-08-06 2021-08-06 2021-08-06 N N N 0.0003 5999820.00 5999820.00 0.0014 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313KY3 US313313KY31 U.S. Government Agency Debt Y 2021-08-27 2021-08-27 2021-08-27 N N N 0.0003 4999762.50 4999762.50 0.0012 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313MA3 US313313MA37 U.S. Government Agency Debt Y 2021-09-22 2021-09-22 2021-09-22 N N N 0.0004 14998616.70 14998616.70 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313MN5 US313313MN57 U.S. Government Agency Debt Y 2021-10-04 2021-10-04 2021-10-04 N N N 0.0004 9998944.40 9998944.40 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313MQ8 US313313MQ88 U.S. Government Agency Debt Y 2021-10-06 2021-10-06 2021-10-06 N N N 0.0004 7999137.76 7999137.76 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313MX3 US313313MX30 U.S. Government Agency Debt Y 2021-10-13 2021-10-13 2021-10-13 N N N 0.0004 17997919.92 17997919.92 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313MY1 US313313MY13 U.S. Government Agency Debt Y 2021-10-14 2021-10-14 2021-10-14 N N N 0.0004 44994749.85 44994749.85 0.0109 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313NC8 US313313NC83 U.S. Government Agency Debt Y 2021-10-18 2021-10-18 2021-10-18 N N N 0.0004 37995397.82 37995397.82 0.0092 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313NK0 US313313NK00 U.S. Government Agency Debt Y 2021-10-25 2021-10-25 2021-10-25 N N N 0.0004 9998711.10 9998711.10 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313PL6 US313313PL64 U.S. Government Agency Debt Y 2021-11-19 2021-11-19 2021-11-19 N N N 0.0005 19996083.40 19996083.40 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313RB6 US313313RB64 U.S. Government Agency Debt Y 2021-12-28 2021-12-28 2021-12-28 N N N 0.0004 14997000.00 14997000.00 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.625000% 313376C94 2549001DPIFGXC1TOL40 US313376C942 U.S. Government Agency Debt Y 2021-12-10 2021-12-10 2021-12-10 N N N 0.0005 19918563.46 19918563.46 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.375000% 313378JP7 2549001DPIFGXC1TOL40 US313378JP78 U.S. Government Agency Debt Y 2021-09-10 2021-09-10 2021-09-10 N N N 0.0006 20088557.40 20088557.40 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385JE7 2549001DPIFGXC1TOL40 US313385JE72 U.S. Government Agency Debt Y 2021-07-16 2021-07-16 2021-07-16 N N N 0.0002 18999841.73 18999841.73 0.0046 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385JK3 2549001DPIFGXC1TOL40 US313385JK33 U.S. Government Agency Debt Y 2021-07-21 2021-07-21 2021-07-21 N N N 0.0002 24999722.25 24999722.25 0.0060 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385JM9 2549001DPIFGXC1TOL40 US313385JM98 U.S. Government Agency Debt Y 2021-07-23 2021-07-23 2021-07-23 N N N 0.0002 13999828.92 13999828.92 0.0034 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385KG0 2549001DPIFGXC1TOL40 US313385KG02 U.S. Government Agency Debt Y 2021-08-11 2021-08-11 2021-08-11 N N N 0.0003 5999794.98 5999794.98 0.0014 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385KJ4 2549001DPIFGXC1TOL40 US313385KJ41 U.S. Government Agency Debt Y 2021-08-13 2021-08-13 2021-08-13 N N N 0.0003 29998925.10 29998925.10 0.0072 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385KR6 2549001DPIFGXC1TOL40 US313385KR66 U.S. Government Agency Debt Y 2021-08-20 2021-08-20 2021-08-20 N N N 0.0003 24998958.25 24998958.25 0.0060 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385KV7 2549001DPIFGXC1TOL40 US313385KV78 U.S. Government Agency Debt Y 2021-08-24 2021-08-24 2021-08-24 N N N 0.0003 19999100.00 19999100.00 0.0048 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385LF1 2549001DPIFGXC1TOL40 US313385LF10 U.S. Government Agency Debt Y 2021-09-03 2021-09-03 2021-09-03 N N N 0.0004 24998222.25 24998222.25 0.0060 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385LM6 2549001DPIFGXC1TOL40 US313385LM60 U.S. Government Agency Debt Y 2021-09-09 2021-09-09 2021-09-09 N N N 0.0004 19998444.40 19998444.40 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385MC7 2549001DPIFGXC1TOL40 US313385MC79 U.S. Government Agency Debt Y 2021-09-24 2021-09-24 2021-09-24 N N N 0.0004 7999244.48 7999244.48 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385MH6 2549001DPIFGXC1TOL40 US313385MH66 U.S. Government Agency Debt Y 2021-09-29 2021-09-29 2021-09-29 N N N 0.0004 4999500.00 4999500.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.980000% 3133EHU84 US3133EHU840 U.S. Government Agency Debt Y 2021-11-22 2021-11-22 2021-11-22 N N N 0.0005 20150970.40 20150970.40 0.0049 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.074600% 3133EJUF4 US3133EJUF48 U.S. Government Agency Debt Y 2021-07-16 2021-07-16 2021-07-16 N N N 0.0009 15400064.22 15400064.22 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.152600% 3133EK7C4 US3133EK7C44 U.S. Government Agency Debt Y 2021-07-13 2021-08-13 2021-08-13 N N N 0.0005 20003038.00 20003038.00 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.252100% 3133EKV29 US3133EKV297 U.S. Government Agency Debt Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0025 14000000.00 14000000.00 0.0034 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.130000% 3133EL6Z2 US3133EL6Z20 U.S. Government Agency Debt Y 2021-07-01 2021-09-10 2021-09-10 N N N 0.0003 20003990.40 20003990.40 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.171500% 3133ELBJ2 US3133ELBJ27 U.S. Government Agency Debt Y 2021-07-26 2021-08-25 2021-08-25 N N N 0.0005 12002366.16 12002366.16 0.0029 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.190900% 3133ELBX1 US3133ELBX11 U.S. Government Agency Debt Y 2021-07-02 2021-11-02 2021-11-02 N N N 0.0006 10005054.80 10005054.80 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.181300% 3133ELCZ5 US3133ELCZ59 U.S. Government Agency Debt Y 2021-07-09 2021-09-09 2021-09-09 N N N 0.0005 4001115.48 4001115.48 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.290000% 3133ELVU5 US3133ELVU51 U.S. Government Agency Debt Y 2021-07-01 2021-07-07 2021-07-07 N N N 0.0007 10000359.90 10000359.90 0.0024 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.150000% 3133ELY57 US3133ELY570 U.S. Government Agency Debt Y 2021-07-01 2022-02-22 2022-02-22 N N N 0.0007 20010756.20 20010756.20 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.130000% 3133EMDQ2 US3133EMDQ25 U.S. Government Agency Debt Y 2021-07-01 2022-10-14 2022-10-14 N N N 0.0008 10007512.00 10007512.00 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.095000% 3133EMHQ8 US3133EMHQ88 U.S. Government Agency Debt Y 2021-07-01 2022-08-25 2022-08-25 N N N 0.0009 15003045.30 15003045.30 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.090000% 3133EMKE1 US3133EMKE12 U.S. Government Agency Debt Y 2021-07-01 2022-07-11 2022-07-11 N N N 0.0008 25005153.50 25005153.50 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.110000% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y 2021-07-01 2022-10-21 2022-10-21 N N N 0.0009 23008282.07 23008282.07 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.090000% 3133EMMM1 US3133EMMM10 U.S. Government Agency Debt Y 2021-07-01 2022-07-08 2022-07-08 N N N 0.0008 20004193.40 20004193.40 0.0048 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.105000% 3133EMNA6 US3133EMNA62 U.S. Government Agency Debt Y 2021-07-01 2022-12-13 2022-12-13 N N N 0.0010 15002985.90 15002985.90 0.0036 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.200000% 3134GVFL7 S6XOOCT0IEG5ABCC6L87 US3134GVFL73 U.S. Government Agency Debt Y 2021-07-01 2022-03-04 2022-03-04 N N N 0.0006 8007854.24 8007854.24 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.190000% 3134GVGQ5 S6XOOCT0IEG5ABCC6L87 US3134GVGQ51 U.S. Government Agency Debt Y 2021-07-01 2021-12-10 2021-12-10 N N N 0.0010 10003844.80 10003844.80 0.0024 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.240000% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y 2021-07-01 2022-06-02 2022-06-02 N N N 0.0009 10014799.10 10014799.10 0.0024 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.330000% 3135G02T9 B1V7KEBTPIMZEU4LTD58 US3135G02T92 U.S. Government Agency Debt Y 2021-07-01 2021-07-06 2021-07-06 N N N 0.0006 10000374.90 10000374.90 0.0024 N N Y N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.390000% 3135G02U6 B1V7KEBTPIMZEU4LTD58 US3135G02U65 U.S. Government Agency Debt Y 2021-07-01 2021-12-30 2021-12-30 N N N 0.0006 15024259.80 15024259.80 0.0036 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.440000% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2021-07-01 2022-04-15 2022-04-15 N N N 0.0006 11235024.64 11235024.64 0.0027 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.240000% 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y 2021-07-01 2022-05-27 2022-05-27 N N N 0.0008 5007493.10 5007493.10 0.0012 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.170000% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 U.S. Government Agency Debt Y 2021-07-01 2022-07-29 2022-07-29 N N N 0.0010 3002703.33 3002703.33 0.0007 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.250000% 3135G0N82 B1V7KEBTPIMZEU4LTD58 US3135G0N826 U.S. Government Agency Debt Y 2021-08-17 2021-08-17 2021-08-17 N N N 0.0008 20029985.80 20029985.80 0.0048 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 1.375000% 3135G0Q89 B1V7KEBTPIMZEU4LTD58 US3135G0Q894 U.S. Government Agency Debt Y 2021-10-07 2021-10-07 2021-10-07 N N N 0.0005 7342845.99 7342845.99 0.0018 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.375000% 3137EADB2 S6XOOCT0IEG5ABCC6L87 US3137EADB22 U.S. Government Agency Debt Y 2022-01-13 2022-01-13 2022-01-13 N N N 0.0007 4575568.70 4575568.70 0.0011 N N N N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.100000% 6903534Y0 549300IDY55XMYWXSD28 US6903534Y02 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2030-10-15 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0010 10000000.00 10000000.00 0.0024 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.100000% 6903535F0 549300IDY55XMYWXSD28 US6903535F04 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2027-01-20 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0010 14374999.95 14374999.95 0.0035 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.080000% 6903535K9 549300IDY55XMYWXSD28 US6903535K98 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2027-09-20 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0007 12507812.32 12507812.32 0.0030 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.080000% 6903535N3 549300IDY55XMYWXSD28 US6903535N38 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2027-07-19 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0007 12005048.97 12005048.97 0.0029 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.080000% 6903535X1 549300IDY55XMYWXSD28 US6903535X10 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2027-07-19 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0007 4002500.34 4002500.34 0.0010 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.100000% 6903535Z6 549300IDY55XMYWXSD28 US6903535Z67 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2035-04-20 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0010 4908065.63 4908065.63 0.0012 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.100000% 6903536A0 549300IDY55XMYWXSD28 US6903536A08 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2035-01-20 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0010 4866539.69 4866539.69 0.0012 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.100000% 6903536S1 549300IDY55XMYWXSD28 US6903536S16 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2035-04-20 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0010 14724196.88 14724196.88 0.0036 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.100000% 6903536T9 549300IDY55XMYWXSD28 US6903536T98 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2035-01-20 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0010 12653003.19 12653003.19 0.0031 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.100000% 6903537C5 549300IDY55XMYWXSD28 US6903537C54 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2027-08-13 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0010 10000000.00 10000000.00 0.0024 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.100000% 6903538B6 549300IDY55XMYWXSD28 US6903538B62 U.S. Government Agency Debt Y 2021-07-06 2021-07-06 2026-09-15 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0009 7879921.91 7879921.91 0.0019 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.090000% 690353C96 549300IDY55XMYWXSD28 US690353C969 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2030-01-15 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0008 15726804.23 15726804.23 0.0038 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp. 0.090000% 690353U88 549300IDY55XMYWXSD28 US690353U888 U.S. Government Agency Debt Y 2021-07-07 2021-07-07 2028-02-15 Y puttable 7dy 1.0000 7 Y Y US Government 1.0000 N 0.0008 9313257.15 9313257.15 0.0022 N N Y N Agreement with Fixed Income Clearing Corp., 0.000%, dated 6/30/2021 Agreement with Fixed Income Clearing Corp., 0.000%, dated 6/30/2021 549300H47WTHXPU08X20 0000093748 85748R009_0.00_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Bond 2022-04-15 0.125000 15152603.26 15455748.82 U.S. Treasuries (including strips) Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0000 15152603.26 15152603.26 0.0037 N Y Y N Agreement with Fixed Income Clearing Corp., 0.040%, dated 6/30/2021 Agreement with Fixed Income Clearing Corp., 0.040%, dated 6/30/2021 0.040000% 549300H47WTHXPU08X20 0000093748 85748R009_0.04_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Bond 2028-01-15 1.750000 474000526.66 132541069.92 U.S. Treasuries (including strips) U.S. Treasury Bond 2046-11-15 2.875000 474000526.66 350938956.59 U.S. Treasuries (including strips) Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0004 474000000.00 474000000.00 0.1144 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127964B2 N.A. US9127964B27 U.S. Treasury Debt Y 2021-08-12 2021-08-12 2021-08-12 N N N 0.0005 59996325.00 59996325.00 0.0145 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127964W6 N.A. US9127964W63 U.S. Treasury Debt Y 2021-11-04 2021-11-04 2021-11-04 N N N 0.0005 24995770.75 24995770.75 0.0060 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796B40 N.A. US912796B401 U.S. Treasury Debt Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0001 80000000.00 80000000.00 0.0193 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796C49 N.A. US912796C490 U.S. Treasury Debt Y 2021-07-22 2021-07-22 2021-07-22 N N N 0.0004 59998506.60 59998506.60 0.0145 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796C56 N.A. US912796C565 U.S. Treasury Debt Y 2021-07-29 2021-07-29 2021-07-29 N N N 0.0004 59998005.00 59998005.00 0.0145 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796C64 N.A. US912796C649 U.S. Treasury Debt Y 2021-08-05 2021-08-05 2021-08-05 N N N 0.0004 24998983.25 24998983.25 0.0060 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796D48 N.A. US912796D480 U.S. Treasury Debt Y 2021-08-19 2021-08-19 2021-08-19 N N N 0.0004 39997822.40 39997822.40 0.0097 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796D55 N.A. US912796D555 U.S. Treasury Debt Y 2021-08-26 2021-08-26 2021-08-26 N N N 0.0004 79995084.80 79995084.80 0.0193 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796D63 N.A. US912796D639 U.S. Treasury Debt Y 2021-09-02 2021-09-02 2021-09-02 N N N 0.0005 29997506.10 29997506.10 0.0072 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796H85 N.A. US912796H853 U.S. Treasury Debt Y 2021-07-06 2021-07-06 2021-07-06 N N N 0.0003 29999869.80 29999869.80 0.0072 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796H93 N.A. US912796H937 U.S. Treasury Debt Y 2021-07-13 2021-07-13 2021-07-13 N N N 0.0004 84998937.50 84998937.50 0.0205 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796J26 N.A. US912796J263 U.S. Treasury Debt Y 2021-07-20 2021-07-20 2021-07-20 N N N 0.0005 124997031.25 124997031.25 0.0302 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796J83 N.A. US912796J834 U.S. Treasury Debt Y 2021-08-03 2021-08-03 2021-08-03 N N N 0.0004 24999042.00 24999042.00 0.0060 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796J91 254900HROIFWPRGM1V77 US912796J917 U.S. Treasury Debt Y 2021-08-10 2021-08-10 2021-08-10 N N N 0.0004 54997387.50 54997387.50 0.0133 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796K24 254900HROIFWPRGM1V77 US912796K246 U.S. Treasury Debt Y 2021-08-17 2021-08-17 2021-08-17 N N N 0.0004 24998653.75 24998653.75 0.0060 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796L31 254900HROIFWPRGM1V77 US912796L319 U.S. Treasury Debt Y 2021-09-14 2021-09-14 2021-09-14 N N N 0.0004 19998333.40 19998333.40 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796M22 254900HROIFWPRGM1V77 US912796M226 U.S. Treasury Debt Y 2021-10-05 2021-10-05 2021-10-05 N N N 0.0004 24997333.25 24997333.25 0.0060 N Y Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 0.025100% 935KONII2 Investment Company Y 2021-07-01 2021-07-01 2049-12-31 N N N 0.0003 116261406.32 116261406.32 0.0281 N Y Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 0.026100% 936ZAYII9 Investment Company Y 2021-07-01 2021-07-01 2049-12-31 N N N 0.0003 116916876.82 116916876.82 0.0282 N Y Y N Agreement with TD Securities USA LLC, 0.060%, dated 6/24/2021 Agreement with TD Securities USA LLC, 0.060%, dated 6/24/2021 0.060000% SUVUFHICNZMP2WKHG940 0001335977 ARP0QIMC6_0.06_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N U.S. Treasury Bond 2026-02-15 6.000000 43646100.00 54893642.82 U.S. Treasuries (including strips) U.S. Treasury Bond 2050-11-15 1.625000 100028500.00 89440308.23 U.S. Treasuries (including strips) U.S. Treasury Bond 2041-02-15 1.875000 45225200.00 44368291.15 U.S. Treasuries (including strips) Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 185000000.00 185000000.00 0.0447 N Y Y N Agreement with Goldman Sachs Group, Inc., 0.050%, dated 6/30/2021 Agreement with Goldman Sachs Group, Inc., 0.050%, dated 6/30/2021 0.050000% FOR8UP27PHTHYVLBNG30 0000769993 ARP0QK324_0.05_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N U.S. Treasury Bond 2037-10-01 6.000000 3900000.00 67807.52 Agency Mortgage-Backed Securities U.S. Treasury Bond 2043-08-01 3.500000 16937.00 8830.12 Agency Mortgage-Backed Securities U.S. Treasury Bond 2044-06-01 4.000000 2498648.00 629259.30 Agency Mortgage-Backed Securities U.S. Treasury Bond 2047-10-01 4.000000 455000.00 251323.37 Agency Mortgage-Backed Securities U.S. Treasury Bond 2048-09-01 5.000000 230000.00 123395.28 Agency Mortgage-Backed Securities U.S. Treasury Bond 2035-10-01 5.000000 1080000.00 26355.38 Agency Mortgage-Backed Securities U.S. Treasury Bond 2036-04-01 5.500000 1000000.00 17545.67 Agency Mortgage-Backed Securities U.S. Treasury Bond 2033-01-01 3.000000 3160000.00 1904297.66 Agency Mortgage-Backed Securities U.S. Treasury Bond 2030-05-01 3.000000 786111.00 218125.77 Agency Mortgage-Backed Securities U.S. Treasury Bond 2045-05-01 4.000000 7000000.00 2409754.35 Agency Mortgage-Backed Securities U.S. Treasury Bond 2050-02-01 3.000000 245000.00 135716.84 Agency Mortgage-Backed Securities U.S. Treasury Bond 2050-07-01 2.500000 2263568.00 2328816.01 Agency Mortgage-Backed Securities U.S. Treasury Bond 2050-07-01 2.500000 177823.00 150869.24 Agency Mortgage-Backed Securities U.S. Treasury Bond 2050-08-01 3.500000 1273028.00 1017586.05 Agency Mortgage-Backed Securities U.S. Treasury Bond 2051-05-01 2.500000 5645320.00 5810635.83 Agency Mortgage-Backed Securities U.S. Treasury Bond 2049-09-01 5.000000 1162588.00 585788.41 Agency Mortgage-Backed Securities U.S. Treasury Bond 2042-08-01 4.000000 56336576.00 9190371.40 Agency Mortgage-Backed Securities U.S. Treasury Bond 2041-06-01 5.500000 322957.00 90342.12 Agency Mortgage-Backed Securities U.S. Treasury Bond 2038-02-01 3.560000 5375000.00 5687936.60 Agency Mortgage-Backed Securities U.S. Treasury Bond 2038-04-01 3.510000 5905000.00 6936866.27 Agency Mortgage-Backed Securities U.S. Treasury Bond 2043-01-01 3.000000 1200000.00 489359.98 Agency Mortgage-Backed Securities U.S. Treasury Bond 2043-11-01 5.000000 900000.00 186911.27 Agency Mortgage-Backed Securities U.S. Treasury Bond 2030-09-01 4.000000 1653718.00 670299.18 Agency Mortgage-Backed Securities U.S. Treasury Bond 2033-08-01 4.500000 104000.00 10705.29 Agency Mortgage-Backed Securities U.S. Treasury Bond 2033-09-01 5.000000 4214740.00 224655.51 Agency Mortgage-Backed Securities U.S. Treasury Bond 2046-06-01 4.000000 2455884.00 488943.31 Agency Mortgage-Backed Securities U.S. Treasury Bond 2047-04-01 3.500000 1141078.00 449333.45 Agency Mortgage-Backed Securities U.S. Treasury Bond 2038-01-01 3.500000 1000000.00 608648.01 Agency Mortgage-Backed Securities U.S. Treasury Bond 2033-06-01 4.000000 1198862.00 164256.82 Agency Mortgage-Backed Securities U.S. Treasury Bond 2047-02-01 3.500000 450000.00 262967.40 Agency Mortgage-Backed Securities U.S. Treasury Bond 2031-09-01 3.000000 2115000.00 910528.82 Agency Mortgage-Backed Securities U.S. Treasury Bond 2032-11-01 3.000000 815780.00 469624.14 Agency Mortgage-Backed Securities U.S. Treasury Bond 2051-04-01 1.500000 3970752.00 3835162.35 Agency Mortgage-Backed Securities U.S. Treasury Bond 2051-03-01 3.000000 1309724.00 1345311.91 Agency Mortgage-Backed Securities U.S. Treasury Bond 2048-08-01 5.000000 422065.00 212294.46 Agency Mortgage-Backed Securities U.S. Treasury Bond 2048-03-01 3.500000 10469728.00 8423536.36 Agency Mortgage-Backed Securities U.S. Treasury Bond 2049-09-01 3.500000 25000.00 16003.90 Agency Mortgage-Backed Securities U.S. Treasury Bond 2048-04-01 3.500000 1100000.00 850340.29 Agency Mortgage-Backed Securities U.S. Treasury Bond 2050-06-01 3.000000 93467.00 65352.96 Agency Mortgage-Backed Securities U.S. Treasury Bond 2051-01-01 3.500000 664324.00 657694.51 Agency Mortgage-Backed Securities U.S. Treasury Bond 2051-04-01 3.000000 29924096.00 32308378.15 Agency Mortgage-Backed Securities U.S. Treasury Bond 2039-09-01 4.000000 748717.00 213946.98 Agency Mortgage-Backed Securities U.S. Treasury Bond 2045-09-01 3.500000 858815.00 524172.98 Agency Mortgage-Backed Securities U.S. Treasury Bond 2036-06-01 2.000000 59537536.00 61541635.61 Agency Mortgage-Backed Securities U.S. Treasury Bond 2025-02-01 4.500000 2926280.00 96139.47 Agency Mortgage-Backed Securities U.S. Treasury Bond 2040-06-01 5.000000 1490000.00 86543.63 Agency Mortgage-Backed Securities U.S. Treasury Bond 2040-08-01 5.500000 1285000.00 58879.85 Agency Mortgage-Backed Securities U.S. Treasury Bond 2040-08-01 5.000000 831851.00 56099.47 Agency Mortgage-Backed Securities U.S. Treasury Bond 2024-03-01 5.500000 751997.00 6647.87 Agency Mortgage-Backed Securities U.S. Treasury Bond 2037-04-01 5.500000 2474284.00 174002.86 Agency Mortgage-Backed Securities Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 150000000.00 150000000.00 0.0362 N Y Y N Agreement with Canadian Imperial Bank of Commerce, 0.050%, dated 6/30/2021 Agreement with Canadian Imperial Bank of Commerce, 0.050%, dated 6/30/2021 0.050000% 2IGI19DL77OX0HC3ZE78 0000800030 ARP0QK332_0.05_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N U.S. Treasury Bond 2040-07-01 2.900000 2965.00 79.62 Agency Mortgage-Backed Securities U.S. Treasury Bond 2038-10-01 2.114000 11183.00 437.80 Agency Mortgage-Backed Securities U.S. Treasury Bond 2034-05-01 4.000000 1276391.00 677617.85 Agency Mortgage-Backed Securities U.S. Treasury Bond 2028-06-01 3.000000 2859928.00 632311.78 Agency Mortgage-Backed Securities U.S. Treasury Bond 2048-10-01 4.000000 5274018.00 2287382.58 Agency Mortgage-Backed Securities U.S. Treasury Bond 2047-01-01 3.500000 1348980.00 966284.71 Agency Mortgage-Backed Securities U.S. Treasury Bond 2047-02-01 4.000000 37481469.00 17740773.15 Agency Mortgage-Backed Securities U.S. Treasury Bond 2044-05-01 4.500000 1021262.00 399594.92 Agency Mortgage-Backed Securities U.S. Treasury Bond 2047-10-01 4.500000 1580004.00 872165.50 Agency Mortgage-Backed Securities U.S. Treasury Bond 2043-03-01 4.000000 85479.00 23339.25 Agency Mortgage-Backed Securities U.S. Treasury Bond 2027-10-01 3.280000 2075532.00 2280385.39 Agency Mortgage-Backed Securities U.S. Treasury Bond 2046-04-01 4.000000 122472.00 49839.86 Agency Mortgage-Backed Securities U.S. Treasury Bond 2047-05-01 4.000000 2772.00 1047.37 Agency Mortgage-Backed Securities U.S. Treasury Bond 2047-07-01 4.000000 3858095.00 2158133.72 Agency Mortgage-Backed Securities U.S. Treasury Bond 2043-04-01 3.500000 2764599.00 1068764.79 Agency Mortgage-Backed Securities U.S. Treasury Bond 2045-06-01 2.445000 1158.00 325.63 Agency Mortgage-Backed Securities U.S. Treasury Bond 2045-05-01 4.000000 76960.00 55288.54 Agency Mortgage-Backed Securities U.S. Treasury Bond 2045-09-01 3.500000 1000.00 536.81 Agency Mortgage-Backed Securities U.S. Treasury Bond 2032-12-01 3.500000 1956.00 1225.35 Agency Mortgage-Backed Securities U.S. Treasury Bond 2047-11-01 3.500000 3626147.00 2204259.68 Agency Mortgage-Backed Securities U.S. Treasury Bond 2048-03-01 4.000000 2610.00 1700.82 Agency Mortgage-Backed Securities U.S. Treasury Bond 2049-06-01 3.500000 39458.00 33307.90 Agency Mortgage-Backed Securities U.S. Treasury Bond 2034-07-01 3.500000 275193.00 194892.79 Agency Mortgage-Backed Securities U.S. Treasury Bond 2050-11-01 2.000000 1000.00 999.93 Agency Mortgage-Backed Securities U.S. Treasury Bond 2051-03-01 2.000000 34467123.00 34614895.99 Agency Mortgage-Backed Securities U.S. Treasury Bond 2048-06-01 4.000000 5645057.00 3472921.84 Agency Mortgage-Backed Securities U.S. Treasury Bond 2050-09-01 3.000000 29210850.00 28080816.23 Agency Mortgage-Backed Securities U.S. Treasury Bond 2050-12-01 2.500000 5869300.00 5654507.29 Agency Mortgage-Backed Securities U.S. Treasury Bond 2035-12-01 2.000000 993351.00 968115.51 Agency Mortgage-Backed Securities U.S. Treasury Bond 2050-02-01 3.500000 23055381.00 21386026.85 Agency Mortgage-Backed Securities U.S. Treasury Bond 2051-03-01 2.000000 28700029.00 28810150.03 Agency Mortgage-Backed Securities U.S. Treasury Bond 2051-01-01 3.500000 391168.00 387264.41 Agency Mortgage-Backed Securities U.S. Treasury Bond 2045-10-01 3.500000 1856.00 884.69 Agency Mortgage-Backed Securities U.S. Treasury Bond 2040-11-01 2.000000 745949.00 708788.77 Agency Mortgage-Backed Securities U.S. Treasury Bond 2040-08-15 3.875000 43379400.00 57677552.46 U.S. Treasuries (including strips) U.S. Treasury Bond 2022-04-30 0.164006 200.00 200.21 U.S. Treasuries (including strips) U.S. Treasury Bond 2035-09-27 4.030000 105000.00 114313.38 Agency Mortgage-Backed Securities U.S. Treasury Bond 2065-01-20 4.639000 5638024.00 5595289.40 Agency Mortgage-Backed Securities U.S. Treasury Bond 2065-04-20 4.573000 831594.00 720384.10 Agency Mortgage-Backed Securities U.S. Treasury Bond 2051-05-20 2.500000 106923946.00 110369666.11 Agency Mortgage-Backed Securities U.S. Treasury Bond 2051-05-20 3.000000 55756676.00 58377843.01 Agency Mortgage-Backed Securities U.S. Treasury Bond 2067-12-20 2.245000 1324827.00 813738.31 Agency Mortgage-Backed Securities U.S. Treasury Bond 2068-06-20 4.277000 2901450.00 2288138.34 Agency Mortgage-Backed Securities U.S. Treasury Bond 2068-12-20 2.132000 2759543.00 2236125.23 Agency Mortgage-Backed Securities U.S. Treasury Bond 2069-05-20 2.214000 57571.00 45077.93 Agency Mortgage-Backed Securities U.S. Treasury Bond 2069-04-20 4.403000 3044091.00 2880208.99 Agency Mortgage-Backed Securities U.S. Treasury Bond 2069-06-20 4.249000 5107424.00 3713440.18 Agency Mortgage-Backed Securities U.S. Treasury Bond 2069-08-20 2.008000 3379911.00 2720364.68 Agency Mortgage-Backed Securities U.S. Treasury Bond 2064-12-20 4.672000 41509.00 35953.03 Agency Mortgage-Backed Securities U.S. Treasury Bond 2066-11-20 4.507000 57381.00 44891.82 Agency Mortgage-Backed Securities U.S. Treasury Bond 2067-05-20 4.663000 4894096.00 4631767.35 Agency Mortgage-Backed Securities Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 400000000.00 400000000.00 0.0966 N Y Y N Agreement with Merrill Lynch, Pierce, Fenner & Smith, Inc., 0.050%, dated 6/30/2021 Agreement with Merrill Lynch, Pierce, Fenner & Smith, Inc., 0.050%, dated 6/30/2021 0.050000% 8NAV47T0Y26Q87Y0QP81 0000065100 ARP0QKC40_0.05_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N U.S. Treasury Bond 2044-01-01 4.000000 90497429.00 34162192.02 Agency Mortgage-Backed Securities U.S. Treasury Bond 2058-05-01 4.000000 48000000.00 33978875.75 Agency Mortgage-Backed Securities U.S. Treasury Bond 2043-10-01 3.500000 12502079.00 7934971.78 Agency Mortgage-Backed Securities U.S. Treasury Bond 2050-03-01 3.000000 40649347.00 23479494.73 Agency Mortgage-Backed Securities U.S. Treasury Bond 2035-02-01 3.500000 47946153.00 34680456.16 Agency Mortgage-Backed Securities U.S. Treasury Bond 2051-05-01 2.500000 32828648.00 34064009.72 Agency Mortgage-Backed Securities Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 165000000.00 165000000.00 0.0398 N Y Y N BMO Funds, Inc. 2021-07-08 Timothy M. Bonin Timothy M. Bonin Vice President, Principal Financial Officer and Treasurer