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In dairy cattle breeding, genetic relationships among lactation records are of special interest because most selection operated on first lactations. This selection also complicates estimation of genetic parameters. Techniques which give estimates unbiased by selection should be used. Estimation was done using EM-type REML for an animal model neglecting relationships across herds. Records were from 3,070 Holstein cows which had the fist lactation recorded. Estimates after 17 rounds of iteration for heritabilities and genetic correlations were: h21=.33, h22=.32, h23=.33, r12=.88, r13= .83, r23= .86. Within herd-year-season phenotypic standard deviations were 1,223 kg, 1,323 kg, and 1,265 kg.