BANK OF MONTREAL

CUSIP: 2076009 Class: Common Stock

State of Tennessee, Department of Treasury's Holding History (CIK: 0001587973)

Note: Option positions (PUT/CALL) are excluded.

Q3 2014
Shares 916,678 Value ($000) $67,611 Avg Close — Range —
Q2 2014
Shares 942,107 Value ($000) $69,497 Avg Close — Range —
Q1 2014
Shares 953,914 Value ($000) $63,927 Avg Close — Range —
Q4 2013
Shares 953,914 Value ($000) $63,572 Avg Close — Range —
Q3 2013
Shares 967,617 Value ($000) $64,719 Avg Close — Range —