NPORT-P false 0000889366 XXXXXXXX S000024208 C000071037 C000142367 C000071038 BMO FUNDS, INC. 811-58433 0000889366 54930086KFDSI6K4SN35 111 EAST KILBOURN AVENUE MILWAUKEE 53202 800-236-3863 BMO TCH Core Plus Bond Fund S000024208 549300T1OOR63LKT0L29 2020-08-31 2020-02-29 N 1262178660.49 136013317.12 1126165343.37 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD UST Freddie Mac N/A 312939JE2 89649.39000000 PA USD 98911.77000000 0.008783059306 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NMW2 15618.34000000 PA USD 18023.52000000 0.001600432841 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Freddie Mac N/A 3132DV3T0 24101986.45000000 PA USD 24849418.94000000 2.206551558906 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 5000000.00000000 PA USD 4661162.60000000 0.413896824959 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DFQ0 24078054.50000000 PA USD 24824744.83000000 2.204360574239 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBF5 4000000.00000000 PA USD 4182519.80000000 0.371394824447 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAZ5 6000000.00000000 PA USD 6201372.72000000 0.550662720754 Long DBT CORP US N 2 2049-08-16 Fixed 3.10000000 N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AC8 5500000.00000000 PA USD 5805369.85000000 0.515498890476 Long DBT CORP US N 2 2027-07-15 Fixed 4.13000000 N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 4000000.00000000 PA USD 4382794.04000000 0.389178557642 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97000000 N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAA3 4000000.00000000 PA USD 4088080.08000000 0.363008869351 Long DBT CORP ES N 2 2022-04-11 Floating 3.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DCY6 20635202.75000000 PA USD 21427719.58000000 1.902715236812 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 1500000.00000000 PA USD 1716958.32000000 0.152460589389 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286T2 5000000.00000000 PA USD 5549902.35000000 0.492814166469 Long DBT UST US N 2 2029-05-15 Fixed 2.38000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 5000000.00000000 PA USD 5601648.85000000 0.497409095651 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SF6 5000000.00000000 PA USD 6540234.40000000 0.580752590061 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YXY9 331064.58000000 PA USD 366206.72000000 0.032518024298 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 5000000.00000000 PA USD 5486699.45000000 0.487201944394 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N Freddie Mac N/A 312945WR5 709309.72000000 PA USD 783017.41000000 0.069529524648 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD6L0 10017530.60000000 PA USD 10484176.43000000 0.930962446298 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRX0 5000000.00000000 PA USD 5397620.15000000 0.479291978018 Long DBT CORP US N 2 2027-12-01 Fixed 3.63000000 N N N N N Freddie Mac N/A 3132J8WM8 1811918.76000000 PA USD 1902033.58000000 0.168894700160 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128MJTA8 8003604.75000000 PA USD 8380656.09000000 0.744176344915 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828K74 25000000.00000000 PA USD 26376464.75000000 2.342148504683 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N N MARVELL TECHNOLOGY GROUP 8DF36O58U3QIHUCGZB18 57385LAB4 5000000.00000000 PA USD 5706525.55000000 0.506721822296 Long DBT CORP BM N 2 2028-06-22 Fixed 4.88000000 N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2V0 5000000.00000000 PA USD 5253339.95000000 0.466480342422 Long DBT CORP US N 2 2024-05-17 Fixed 2.85000000 N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 527288BF0 500000.00000000 PA USD 610163.74000000 0.054180653275 Long DBT CORP US N 2 2043-10-23 Fixed 6.63000000 N N N N N N Freddie Mac N/A 3128MJTU4 5136446.25000000 PA USD 5454082.39000000 0.484305650330 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AM8 4000000.00000000 PA USD 4322900.00000000 0.383860152103 Long DBT CORP US N 2 2039-09-15 Fixed 7.60000000 N N N N N Freddie Mac N/A 312931EF1 144312.29000000 PA USD 156072.12000000 0.013858721627 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BE8 3000000.00000000 PA USD 3560415.48000000 0.316153884592 Long DBT CORP US N 2 2044-09-01 Fixed 5.50000000 N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DH7 5000000.00000000 PA USD 5241589.20000000 0.465436912160 Long DBT US N 2 2049-09-13 Fixed 3.25000000 N N N N N eBay Inc OML71K8X303XQONU6T67 278642AT0 7500000.00000000 PA USD 7572927.83000000 0.672452573201 Long DBT CORP US N 2 2023-01-30 Floating 2.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M95C1 645486.46000000 PA USD 687047.93000000 0.061007731595 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128M8RV8 4687254.40000000 PA USD 5094036.13000000 0.452334655829 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAG9 5250000.00000000 PA USD 5815333.34000000 0.516383617577 Long DBT CORP NL N 2 2025-04-24 Fixed 4.89000000 N N N N N N DIAMOND OFFSHORE DRILL F14FQJ2EEHW5VPYUHL14 25271CAM4 5000000.00000000 PA USD 3544525.00000000 0.314742859107 Long DBT CORP US N 2 2023-11-01 Fixed 3.45000000 N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BD0 7000000.00000000 PA USD 7001791.44000000 0.621737427920 Long DBT CORP US N 2 2021-01-15 Floating 2.33000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAW9 2000000.00000000 PA USD 2274338.88000000 0.201954259504 Long DBT CORP US N 2 2025-10-15 Fixed 4.90000000 N N N N N Bank N/A 06541XAF7 10000000.00000000 PA USD 11149621.00000000 0.990051866330 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.44000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAU1 6500000.00000000 PA USD 6665646.33000000 0.591888781628 Long DBT CORP US N 2 2021-07-08 Fixed 3.75000000 N N N N N N Freddie Mac N/A 3128MJWA4 3870256.33000000 PA USD 4052419.81000000 0.359842347649 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N BRASKEM NETHERLANDS N/A 10554TAD7 1500000.00000000 PA USD 1471050.00000000 0.130624691006 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NWEC9 822236.66000000 PA USD 875153.51000000 0.077710925411 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 5000000.00000000 PA USD 5675483.55000000 0.503965388689 Long DBT CORP US N 2 2029-05-01 Fixed 4.22000000 N N N N N Freddie Mac N/A 3128L5HY0 25108.95000000 PA USD 28352.50000000 0.002517614324 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YM6 40000000.00000000 PA USD 41066406.40000000 3.646569896842 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AT5 2500000.00000000 PA USD 2555300.00000000 0.226902738131 Long DBT CORP US N 2 2022-08-01 Fixed 2.00000000 N N N N N Freddie Mac N/A 3132GRVH1 207831.58000000 PA USD 224305.79000000 0.019917660521 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHL9 4922170.90000000 PA USD 5074813.52000000 0.450627747504 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DK77 822232.00000000 PA USD 876184.49000000 0.077802473247 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132HQPX4 530914.87000000 PA USD 566023.95000000 0.050261176418 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHM82 13929971.00000000 PA USD 14564690.13000000 1.293299444503 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7KH0 356681.66000000 PA USD 387598.46000000 0.034417544660 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132GGA21 114432.11000000 PA USD 124298.35000000 0.011037309106 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y9Q27 6964281.90000000 PA USD 7288271.79000000 0.647175997104 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 5000000.00000000 PA USD 5213541.30000000 0.462946345374 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ADH7 124102.30000000 PA USD 146009.72000000 0.012965211623 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 10000000.00000000 PA USD 13025195.30000000 1.156597064248 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3132GKPX8 468283.20000000 PA USD 508429.43000000 0.045146961145 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N W & T OFFSHORE INC 549300Q7EOY2YIO3YK85 92922PAL0 5500000.00000000 PA USD 4894945.00000000 0.434655979143 Long DBT CORP US N 2 2023-11-01 Fixed 9.75000000 N N N N N N Freddie Mac N/A 3128L5RV5 47050.79000000 PA USD 53595.83000000 0.004759143967 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRU6 5000000.00000000 PA USD 5049202.75000000 0.448353590325 Long DBT CORP US N 2 2021-06-07 Floating 2.99000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBM6 1500000.00000000 PA USD 1513652.48000000 0.134407659489 Long DBT CORP US N 2 2022-03-09 Floating 2.84000000 N N N N N N Legg Mason Inc OWUNCC6U1ZJXMZKFBJ36 524901AV7 1950000.00000000 PA USD 2271039.40000000 0.201661275883 Long DBT CORP US N 2 2026-03-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y9EJ3 6461640.60000000 PA USD 6762034.52000000 0.600447754835 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.00000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 6500000.00000000 PA USD 6984398.72000000 0.620193008168 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N BMO Funds N/A 000000000 133094392.50000000 NS USD 133094392.50000000 11.81837048028 Long STIV RF US N N/A N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230M7L5 396365.08000000 PA USD 425618.13000000 0.037793573786 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Nissan Auto Receivables Owner Trust 549300WXJR6JCWQXRV39 65478VAE7 4895894.92000000 PA USD 4897190.37000000 0.434855361056 Long ABS-O CORP US N 2 2022-10-17 Fixed 1.54000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BS8 1500000.00000000 PA USD 1510580.96000000 0.134134918011 Long DBT CORP US N 2 2021-02-23 Fixed 2.25000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 1000000.00000000 PA USD 1242583.93000000 0.110337610486 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AH1 1000000.00000000 PA USD 1082163.00000000 0.096092727979 Long DBT CORP US N 2 2024-04-29 Fixed 4.63000000 N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568AZ3 4000000.00000000 PA USD 4227228.96000000 0.375364859599 Long DBT CORP US N 2 2027-09-25 Fixed 3.75000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828VM9 16563900.00000000 PA USD 17029609.95000000 1.512176702138 Long DBT UST US N 2 2023-07-15 Fixed 0.38000000 N N N N N N Freddie Mac N/A 31292L3X1 972946.00000000 PA USD 1019374.19000000 0.090517275815 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 312938Z97 123607.14000000 PA USD 139061.92000000 0.012348268468 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137B4GY6 19000000.00000000 PA USD 20167413.20000000 1.790803927569 Long ABS-MBS USGSE US N 2 2023-05-25 Variable 3.31000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284B3 20000000.00000000 PA USD 20266796.80000000 1.799628883921 Long DBT UST US N 2 2021-03-15 Fixed 2.38000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 59284BAD0 4400000.00000000 PA USD 5418886.00000000 0.481180319737 Long DBT CORP MX N 2 2042-09-19 Fixed 6.75000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAP0 5000000.00000000 PA USD 5586675.00000000 0.496079464076 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N Freddie Mac N/A 3128KTAF7 43059.62000000 PA USD 50359.21000000 0.004471742119 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QDN6 45419.60000000 PA USD 51876.82000000 0.004606501194 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.00000000 N N N N N N Freddie Mac N/A 3128MMNB5 235459.06000000 PA USD 247952.39000000 0.022017405477 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJZR2 604672.04000000 PA USD 652105.84000000 0.057904982056 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KUS1 288893.61000000 PA USD 331588.66000000 0.029444047621 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3128MJS35 7893897.00000000 PA USD 8265768.46000000 0.733974678643 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Metropolitan Water District of Southern California 5493003GD0S0P56RLT45 59266TEC1 300000.00000000 PA USD 305649.00000000 0.027140686027 Long DBT MUN US N 2 2040-07-01 Fixed 6.95000000 N N N N N N Wyndham Destinations Inc T4VNTWMFQ7JQB65L7T35 98310WAP3 2250000.00000000 PA USD 2419683.75000000 0.214860434504 Long DBT CORP US N 2 2024-04-01 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU75 29144.38000000 PA USD 33358.67000000 0.002962146739 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415MM28 40238.52000000 PA USD 46342.16000000 0.004115040502 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30311MAS1 1500000.00000000 PA USD 1646375.40000000 0.146193044360 Long ABS-MBS CORP US N 2 2052-08-25 Variable 4.05000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAJ5 5930000.00000000 PA USD 7138593.89000000 0.633885062440 Long DBT CORP US N 2 2042-08-15 Fixed 5.75000000 N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90270RBE3 9888381.00000000 PA USD 10216857.20000000 0.907225325317 Long ABS-MBS CORP US N 2 2045-12-10 Fixed 2.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FBBX3 6000000.00000000 PA USD 6665565.60000000 0.591881613054 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 3.24000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAP4 2000000.00000000 PA USD 2099642.32000000 0.186441745198 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR89 4132519.09000000 PA USD 4353876.11000000 0.386610734882 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 1900000.00000000 PA USD 1225500.00000000 0.108820610331 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AK9 5000000.00000000 PA USD 5414341.55000000 0.480776786630 Long DBT CORP NL N 2 2023-10-02 Fixed 4.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 10000000.00000000 PA USD 11357421.90000000 1.008503943658 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWD2 5000000.00000000 PA USD 5054276.90000000 0.448804159154 Long DBT CORP US N 2 2022-04-26 Floating 2.90000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCK6 5000000.00000000 PA USD 4859237.50000000 0.431485263563 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AGR3 291528.77000000 PA USD 307908.61000000 0.027341332408 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FSD1 2385596.80000000 PA USD 2503083.63000000 0.222266085946 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AY1 5750000.00000000 PA USD 5926633.73000000 0.526266748030 Long DBT CORP US N 2 2024-11-01 Fixed 2.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FFW1 236260.77000000 PA USD 256679.17000000 0.022792316555 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAR4 2000000.00000000 PA USD 2728807.84000000 0.242309697777 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AD1 1375000.00000000 PA USD 1428851.88000000 0.126877628441 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AMNE8 310580.55000000 PA USD 333504.54000000 0.029614171841 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3132GLM43 567285.46000000 PA USD 612252.33000000 0.054366113608 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JM4H2 24103201.46000000 PA USD 25172620.50000000 2.235250857984 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128P7RR6 195873.40000000 PA USD 213565.66000000 0.018963970189 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 4.50000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92938EBR3 6609000.00000000 PA USD 6685628.71000000 0.593663155180 Long ABS-MBS CORP US N 2 2046-09-15 Variable 5.03000000 N N N N N N Freddie Mac N/A 3128M7ME3 338956.24000000 PA USD 374140.01000000 0.033222475918 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AM3D2 359832.76000000 PA USD 386562.67000000 0.034325569711 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KX8 5000000.00000000 PA USD 5101531.05000000 0.453000181548 Long DBT CORP US N 2 2023-09-01 Floating 3.01000000 N N N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 91889DAF3 1668000.00000000 PA USD 515520.42000000 0.045776619129 Long DBT CORP GB N 2 2044-10-01 Fixed 5.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DBN1 24537461.38000000 PA USD 25298398.48000000 2.246419553659 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBA8 2500000.00000000 PA USD 2877327.88000000 0.255497818054 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 20150000.00000000 PA USD 25807348.66000000 2.291612755794 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AP4 7500000.00000000 PA USD 7678167.00000000 0.681797486062 Long DBT CORP GB N 2 2023-11-07 Fixed 2.91000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 5000000.00000000 PA USD 4308771.40000000 0.382605576114 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 5000000.00000000 PA USD 3900500.00000000 0.346352338310 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5TV4 319059.35000000 PA USD 345611.62000000 0.030689243105 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 6500000.00000000 PA USD 7447827.92000000 0.661344088045 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAR2 2000000.00000000 PA USD 2135082.18000000 0.189588695174 Long DBT CORP KY N 2 2027-06-01 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284A5 31000000.00000000 PA USD 32598437.50000000 2.894640444399 Long DBT UST US N 2 2023-02-28 Fixed 2.63000000 N N N N N Freddie Mac N/A 3132J8TV2 1150563.80000000 PA USD 1216841.69000000 0.108051779178 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CE0 5000000.00000000 PA USD 6330538.15000000 0.562132211514 Long DBT CORP US N 2 2048-11-01 Fixed 5.40000000 N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAC2 5500000.00000000 PA USD 5619817.50000000 0.499022415588 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 7500000.00000000 PA USD 8351998.73000000 0.741631659966 Long DBT CORP US N 2 2027-11-25 Fixed 4.18000000 N N N N N Freddie Mac N/A 312946JT4 176381.21000000 PA USD 191495.24000000 0.017004185142 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3128MJSP6 2002804.76000000 PA USD 2097155.31000000 0.186220906401 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAH4 5000000.00000000 PA USD 5215917.75000000 0.463157366785 Long DBT CORP US N 2 2029-12-01 Fixed 2.50000000 N N N N N N Bank N/A 06541KBA5 7500000.00000000 PA USD 8808829.50000000 0.782196819664 Long ABS-MBS CORP US N 2 2061-05-15 Variable 4.26000000 N N N N N N Gulfport Energy Corp 549300FJX18IDUFPHD40 402635AH9 5500000.00000000 PA USD 1842500.00000000 0.163608302355 Long DBT CORP US N 2 2024-10-15 Fixed 6.00000000 N N N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 3000000.00000000 PA USD 3167821.56000000 0.281292758532 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128MJTP5 4971773.25000000 PA USD 5282295.74000000 0.469051527033 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3.50000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DG3 5000000.00000000 PA USD 5670390.65000000 0.503513154918 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N Freddie Mac N/A 312944P39 2244796.80000000 PA USD 2437635.78000000 0.216454519254 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGSD7 11727360.60000000 PA USD 12272338.90000000 1.089745744019 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EVG1 56416.38000000 PA USD 61043.59000000 0.005420482024 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 5.50000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAT9 2500000.00000000 PA USD 2644362.85000000 0.234811243798 Long DBT US N 2 2025-03-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ALS5 404748.07000000 PA USD 430807.40000000 0.038254364915 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CY9 2250000.00000000 PA USD 2142329.27000000 0.190232214355 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CB8 1725000.00000000 PA USD 1731353.62000000 0.153738847514 Long DBT CORP US N 2 2021-04-16 Floating 2.38000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAD3 5000000.00000000 PA USD 5263091.65000000 0.467346263227 Long DBT CORP US N 2 2024-10-15 Fixed 3.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9BH2 5231082.60000000 PA USD 5474976.91000000 0.486161019093 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828WJ5 5000000.00000000 PA USD 5327832.05000000 0.473095010547 Long DBT UST US N 2 2024-05-15 Fixed 2.50000000 N N N N N N BMO Institutional Prime Money Market Fund 5493000ZFRCM9OFJCE79 09658V347 19958088.70700000 NS USD 19960084.52000000 1.772393781917 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AREC4 879831.50000000 PA USD 936445.84000000 0.083153494778 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0Y36 10296900.40000000 PA USD 10808712.06000000 0.959780206666 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SE9 4000000.00000000 PA USD 5569765.64000000 0.494577965197 Long DBT UST US N 2 2048-11-15 Fixed 3.38000000 N N N N N N REFINITIV US HOLDINGS 549300NF240HXJO7N016 31740LAC7 4500000.00000000 PA USD 4962825.00000000 0.440683513235 Long DBT CORP US N 2 2026-11-15 Fixed 8.25000000 N N N N N Hyundai Auto Lease Securitization Trust N/A 44935QAB6 422704.36000000 PA USD 422933.51000000 0.037555187831 Long ABS-O CORP US N 2 2020-12-15 Fixed 2.81000000 N N N N N N Freddie Mac N/A 3128M9BC5 416427.13000000 PA USD 452585.56000000 0.040188198177 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAS9 2000000.00000000 PA USD 2177390.98000000 0.193345585780 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001ABD7 7000000.00000000 PA USD 7769428.80000000 0.689901251689 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.47000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 87927YAA0 6000000.00000000 PA USD 6419940.00000000 0.570070819333 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30000000 N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AJ2 5000000.00000000 PA USD 5137479.35000000 0.456192279423 Long DBT CORP US N 2 2025-01-15 Fixed 2.38000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZ98 6342467.70000000 PA USD 6700222.65000000 0.594959051923 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 312944KN0 685707.87000000 PA USD 739060.86000000 0.065626318937 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QQM4 37780.55000000 PA USD 42501.83000000 0.003774031073 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.50000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BJ5 5000000.00000000 PA USD 5927661.35000000 0.526357997508 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GRK1 28766.43000000 PA USD 34006.86000000 0.003019704007 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414NB60 14111.99000000 PA USD 16031.22000000 0.001423522761 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N L Brands Inc GR3KVMWVCR54YWQNXU90 532716AK3 1500000.00000000 PA USD 1394021.25000000 0.123784776205 Long DBT CORP US N 2 2033-03-01 Fixed 6.95000000 N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EP9 5500000.00000000 PA USD 5826612.11000000 0.517385137475 Long DBT CORP US N 2 2049-10-15 Fixed 2.88000000 N N N N N Wells Fargo Commercial Mortgage Trust 549300DT2BKPLXAJ4C66 94989CBC4 7000000.00000000 PA USD 7433610.80000000 0.660081651754 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.78000000 N N N N N N Cantor Fitzgerald LP 549300RLUEEVQEMX0450 138616AE7 5000000.00000000 PA USD 5472252.75000000 0.485919122109 Long DBT CORP US N 2 2024-05-01 Fixed 4.88000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YKX99 5675511.40000000 PA USD 5939895.62000000 0.527444362852 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.00000000 N N N N N N JEFFERIES GRP LLC / CAP N/A 47233JBH0 5000000.00000000 PA USD 5446725.50000000 0.483652381248 Long DBT CORP US N 2 2030-01-23 Fixed 4.15000000 N N N N N Freddie Mac N/A 3129315J3 85624.05000000 PA USD 94321.01000000 0.008375414014 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CS7 1500000.00000000 PA USD 1376779.05000000 0.122253722164 Long DBT CORP US N 2 2046-12-08 Fixed 5.29000000 N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QBH0 4500000.00000000 PA USD 4547499.12000000 0.403803859421 Long DBT CORP CA N 2 2021-04-07 Floating 2.87000000 N N N N N N Fanniemae-Aces N/A 3136B2HA3 10000000.00000000 PA USD 11316898.00000000 1.004905546652 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.38000000 N N N N N N Freddie Mac N/A 3128MJV56 7037103.00000000 PA USD 7357480.27000000 0.653321496112 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 05531FAW3 3000000.00000000 PA USD 3001715.94000000 0.266543093132 Long DBT CORP US N 2 2020-06-15 Floating 2.46000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LB5 1250000.00000000 PA USD 1267105.51000000 0.112515050961 Long DBT CORP US N 2 2021-12-08 Floating 2.96000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828J27 25000000.00000000 PA USD 26298339.75000000 2.335211246272 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N Freddie Mac N/A 3128MJT67 5402659.35000000 PA USD 5732679.61000000 0.509044221947 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AN8 5000000.00000000 PA USD 5413828.75000000 0.480731251576 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AW3L5 275374.10000000 PA USD 299189.68000000 0.026567118386 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QPV5 19950.18000000 PA USD 22864.13000000 0.002030264040 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CH6 11815000.00000000 PA USD 12187606.11000000 1.082221734290 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BN53 156289.56000000 PA USD 179143.91000000 0.015907425233 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAB2 8000000.00000000 PA USD 8004091.36000000 0.710738561359 Long DBT CORP US N 2 2020-04-23 Floating 2.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XT83 149736.16000000 PA USD 163729.17000000 0.014538643988 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3128K0MY6 46716.18000000 PA USD 52965.39000000 0.004703162844 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BBT1 1761944.34000000 PA USD 1914640.25000000 0.170014133472 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBF9 5000000.00000000 PA USD 6365322.35000000 0.565220940910 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XZ8 40000000.00000000 PA USD 43722656.40000000 3.882436682802 Long DBT UST US N 2 2025-06-30 Fixed 2.75000000 N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 2000000.00000000 PA USD 2065338.58000000 0.183395679165 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N STARFRUIT FINCO/STAR US N/A 85529VAA2 4500000.00000000 PA USD 4476262.50000000 0.397478267854 Long DBT CORP XX N 2 2026-10-01 Fixed 8.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416RQU0 516180.72000000 PA USD 569378.45000000 0.050559045645 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3129432W2 177624.08000000 PA USD 192934.99000000 0.017132030490 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MKW1 168827.19000000 PA USD 189311.92000000 0.016810313078 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3128M6SL3 24564.34000000 PA USD 27873.21000000 0.002475054854 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAA7 910000.00000000 PA USD 994275.08000000 0.088288552462 Long DBT US N 2 2023-07-15 Fixed 5.25000000 N N N N N N CA Inc Y7ET3D9SDOFUZ515FE28 12673PAJ4 4000000.00000000 PA USD 4402190.04000000 0.390900862463 Long DBT CORP US N 2 2027-03-15 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJGQ5 384575.80000000 PA USD 425567.59000000 0.037789085990 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 5.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAS5 4000000.00000000 PA USD 4244208.44000000 0.376872584917 Long DBT CORP US N 2 2025-01-15 Fixed 4.00000000 N N N N N Freddie Mac N/A 3128L8KE4 78745.48000000 PA USD 89173.50000000 0.007918331044 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAVA5 11844962.17000000 PA USD 12371407.13000000 1.098542696490 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 9830000.00000000 PA USD 10604880.42000000 0.941680587351 Long DBT UST US N 2 2050-02-15 None 0.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48128BAC5 4000000.00000000 PA USD 4051844.00000000 0.359791217502 Long DBT CORP US N 2 2023-01-15 Floating 2.83000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBG3 5000000.00000000 PA USD 6061464.75000000 0.538239325662 Long DBT CORP US N 2 2049-05-15 Fixed 5.30000000 N N N N N N FREMF Mortgage Trust N/A 30309JAE3 3500000.00000000 PA USD 3937437.00000000 0.349632229688 Long ABS-MBS USGSE US N 2 2051-04-25 Variable 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NGM1 54832.50000000 PA USD 58018.00000000 0.005151818988 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 3128MJVH0 3753340.10000000 PA USD 3971132.99000000 0.352624329400 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AF0 3500000.00000000 PA USD 3527683.85000000 0.313247417066 Long DBT CORP US N 2 2042-07-15 Fixed 4.00000000 N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KBC9 2500000.00000000 PA USD 2746233.18000000 0.243857014084 Long DBT US N 2 2024-01-15 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBM9 3500000.00000000 PA USD 3776100.30000000 0.335306029636 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 3.41000000 N N N N N N 2020-03-16 BMO FUNDS, INC. Timothy Bonin Timothy Bonin Treasurer