NPORT-P false 0000889366 XXXXXXXX S000024208 C000142367 C000071038 C000071037 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 2020-05-31 N 1423109831.81 305664711.28 1117445120.53 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 N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AM3D2 356813.32000000 PA USD 390903.56000000 0.034981902271 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NWEC9 784489.52000000 PA USD 852119.24000000 0.076256025852 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N FOMENTO ECONOMICO MEX 549300A8MDWDJNMLV153 344419AC0 3000000.00000000 PA USD 3062027.76000000 0.274020415297 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CG4 2375000.00000000 PA USD 2417916.25000000 0.216378970705 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 9830000.00000000 PA USD 11270901.35000000 1.008631309307 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N FREMF Mortgage Trust N/A 30309JAE3 3500000.00000000 PA USD 3586961.70000000 0.320996676624 Long ABS-MBS USGSE US N 2 2051-04-25 Variable 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QPV5 18588.20000000 PA USD 21615.15000000 0.001934336604 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230M7L5 367839.15000000 PA USD 402483.30000000 0.036018171506 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJGQ5 372072.24000000 PA USD 420496.14000000 0.037630137916 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 5.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LB5 1250000.00000000 PA USD 1253596.79000000 0.112184192938 Long DBT CORP US N 2 2021-12-08 Floating 2.07000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AS0 3500000.00000000 PA USD 3953626.32000000 0.353809439708 Long DBT CORP US N 2 2025-04-15 Fixed 4.05000000 N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AB9 5000000.00000000 PA USD 5582788.50000000 0.499602924334 Long DBT CORP US N 2 2025-04-15 Fixed 4.60000000 N N N N N N Legg Mason Inc OWUNCC6U1ZJXMZKFBJ36 524901AV7 1950000.00000000 PA USD 2121294.59000000 0.189834341841 Long DBT CORP US N 2 2026-03-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DBN1 20533409.31000000 PA USD 21623377.30000000 1.935072864226 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.00000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CE0 5000000.00000000 PA USD 6665084.45000000 0.596457430217 Long DBT CORP US N 2 2048-11-01 Fixed 5.40000000 N N N N N Freddie Mac N/A 3128L5HY0 24075.34000000 PA USD 27556.80000000 0.002466053991 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBF5 4000000.00000000 PA USD 3857797.84000000 0.345233763083 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N DIAMOND OFFSHORE DRILL F14FQJ2EEHW5VPYUHL14 25271CAM4 5000000.00000000 PA USD 568225.00000000 0.050850371938 Long DBT CORP US N 2 2023-11-01 None 0.00000000 Y N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AP4 7500000.00000000 PA USD 7716421.80000000 0.690541455524 Long DBT CORP GB N 2 2023-11-07 Fixed 2.91000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828XZ8 40000000.00000000 PA USD 44873437.60000000 4.015717351624 Long DBT UST US N 2 2025-06-30 Fixed 2.75000000 N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AN8 5000000.00000000 PA USD 5302155.75000000 0.474489140682 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAZ5 6000000.00000000 PA USD 6258244.98000000 0.560049425696 Long DBT CORP US N 2 2049-08-16 Fixed 3.10000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286T2 5000000.00000000 PA USD 5775683.60000000 0.516865078551 Long DBT UST US N 2 2029-05-15 Fixed 2.38000000 N N N N N Freddie Mac N/A 312939JE2 83896.77000000 PA USD 93359.12000000 0.008354693960 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3132HQPX4 460639.14000000 PA USD 498381.39000000 0.044600077520 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 1500000.00000000 PA USD 1502095.73000000 0.134422326645 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N N Freddie Mac N/A 3128MJVH0 3434498.30000000 PA USD 3693268.51000000 0.330510057464 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 312944P39 2059915.95000000 PA USD 2264756.92000000 0.202672764719 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DCY6 17035882.25000000 PA USD 17967076.35000000 1.607871028286 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Nissan Auto Receivables Owner Trust 549300WXJR6JCWQXRV39 65478VAE7 3037428.31000000 PA USD 3044407.71000000 0.272443599606 Long ABS-O CORP US N 2 2022-10-17 Fixed 1.54000000 N N N N N N Freddie Mac N/A 3128MJT67 5005419.15000000 PA USD 5412896.06000000 0.484399274787 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.50000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 87927YAA0 6000000.00000000 PA USD 6302670.00000000 0.564025014222 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30000000 N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CY9 2250000.00000000 PA USD 1338750.00000000 0.119804541216 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YM6 40000000.00000000 PA USD 42154687.60000000 3.772416812738 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N Freddie Mac N/A 3128MJSP6 1916062.36000000 PA USD 2052356.91000000 0.183665118965 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N NAVISTAR INTL CORP WNDD3CRVXJGC8I7GX671 63934EAW8 1850000.00000000 PA USD 1998000.00000000 0.178800727059 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N Freddie Mac N/A 3128M7ME3 322709.13000000 PA USD 360080.60000000 0.032223560100 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBC2 3860000.00000000 PA USD 3723096.84000000 0.333179390343 Long DBT CORP JP N 2 2024-05-25 Floating 0.99000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAJ5 5930000.00000000 PA USD 5845242.87000000 0.523089927425 Long DBT CORP US N 2 2042-08-15 Fixed 5.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BBT1 1664626.69000000 PA USD 1832776.31000000 0.164014883266 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JM4H2 18239493.95000000 PA USD 19258797.31000000 1.723466947608 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAR2 2000000.00000000 PA USD 2135175.64000000 0.191076554970 Long DBT CORP KY N 2 2027-06-01 Fixed 4.88000000 N N N N N Freddie Mac N/A 3132GKPX8 430326.06000000 PA USD 471305.98000000 0.042177103048 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 312938Z97 119300.57000000 PA USD 137125.63000000 0.012271352523 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AS7 3500000.00000000 PA USD 3526552.51000000 0.315590667068 Long DBT CORP US N 2 2030-04-15 Fixed 3.20000000 N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AK9 5000000.00000000 PA USD 5420723.60000000 0.485099760194 Long DBT CORP NL N 2 2023-10-02 Fixed 4.10000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AMNE8 277442.61000000 PA USD 303678.41000000 0.027176136386 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 1900000.00000000 PA USD 1673187.50000000 0.149733304057 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N JEFFERIES GRP LLC / CAP N/A 47233JBH0 5000000.00000000 PA USD 5057866.20000000 0.452627704669 Long DBT CORP US N 2 2030-01-23 Fixed 4.15000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EP9 5500000.00000000 PA USD 5810267.43000000 0.519959980427 Long DBT CORP US N 2 2049-10-15 Fixed 2.88000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AJ2 5000000.00000000 PA USD 5262406.20000000 0.470931959280 Long DBT CORP US N 2 2025-01-15 Fixed 2.38000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AM0 2500000.00000000 PA USD 2637500.00000000 0.236029488298 Long DBT CORP US N 2 2025-05-15 Fixed 8.63000000 N N N N N N Metropolitan Water District of Southern California 5493003GD0S0P56RLT45 59266TEC1 300000.00000000 PA USD 301272.00000000 0.026960787108 Long DBT MUN US N 2 2040-07-01 Fixed 6.95000000 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAP4 2000000.00000000 PA USD 1979643.04000000 0.177157965400 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 6500000.00000000 PA USD 6229745.60000000 0.557499020358 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N Freddie Mac N/A 3128MJTP5 4671258.00000000 PA USD 5059741.02000000 0.452795482036 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3.50000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 3500000.00000000 PA USD 3745268.73000000 0.335163549528 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N CA Inc Y7ET3D9SDOFUZ515FE28 12673PAJ4 4000000.00000000 PA USD 4252381.04000000 0.380544955799 Long DBT CORP US N 2 2027-03-15 Fixed 4.70000000 N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 59284BAD0 4400000.00000000 PA USD 4968898.00000000 0.444665953496 Long DBT CORP MX N 2 2042-09-19 Fixed 6.75000000 N N N N N N L Brands Inc GR3KVMWVCR54YWQNXU90 532716AK3 1500000.00000000 PA USD 1012215.00000000 0.090582971942 Long DBT CORP US N 2 2033-03-01 Fixed 6.95000000 N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DH7 5000000.00000000 PA USD 4068465.35000000 0.364086367666 Long DBT US N 2 2049-09-13 Fixed 3.25000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWD2 5000000.00000000 PA USD 5005725.70000000 0.447961658969 Long DBT CORP US N 2 2022-04-26 Floating 2.10000000 N N N N N MANULIFE FINANCIAL CORP 5493007GBX87QOZACS27 56501RAK2 3500000.00000000 PA USD 3552165.82000000 0.317882798424 Long DBT CORP CA N 2 2027-05-19 Fixed 2.48000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513AV7 2000000.00000000 PA USD 2000833.76000000 0.179054319826 Long DBT CORP US N 2 2021-05-21 Floating 0.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MKW1 159491.07000000 PA USD 182075.79000000 0.016293935751 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FBBX3 6000000.00000000 PA USD 6837302.40000000 0.611869189312 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 3.24000000 N N N N N N Freddie Mac N/A 312945WR5 689322.90000000 PA USD 767758.69000000 0.068706612601 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CS7 1500000.00000000 PA USD 1192815.00000000 0.106744839463 Long DBT CORP US N 2 2046-12-08 Fixed 5.29000000 N N N N N N JM SMUCKER CO 5493000WDH6A0LHDJD55 832696AS7 3700000.00000000 PA USD 3704857.73000000 0.331547175063 Long DBT CORP US N 2 2030-03-15 Fixed 2.38000000 N N N N N N Freddie Mac N/A 3132DV3T0 21334630.10000000 PA USD 22467129.02000000 2.010580081941 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91911KAJ1 3158000.00000000 PA USD 3216628.27000000 0.287855592270 Long DBT CORP CA N 2 2022-03-15 Fixed 6.50000000 N N N N N N Freddie Mac N/A 3128KTAF7 39865.76000000 PA USD 46031.29000000 0.004119333393 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AH1 1000000.00000000 PA USD 1079780.00000000 0.096629353886 Long DBT CORP US N 2 2024-04-29 Fixed 4.63000000 N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 1000000.00000000 PA USD 1081049.93000000 0.096742999735 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DG3 5000000.00000000 PA USD 6045975.30000000 0.541053443155 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N MARVELL TECHNOLOGY GROUP 8DF36O58U3QIHUCGZB18 57385LAB4 5000000.00000000 PA USD 5587528.65000000 0.500027119662 Long DBT CORP BM N 2 2028-06-22 Fixed 4.88000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XT83 145744.87000000 PA USD 161174.42000000 0.014423475214 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Gulfport Energy Corp 549300FJX18IDUFPHD40 402635AH9 5500000.00000000 PA USD 3234687.50000000 0.289471710115 Long DBT CORP US N 2 2024-10-15 Fixed 6.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AY1 5750000.00000000 PA USD 6034829.36000000 0.540055994619 Long DBT CORP US N 2 2024-11-01 Fixed 2.20000000 N N N N N Wyndham Destinations Inc T4VNTWMFQ7JQB65L7T35 98310WAP3 2250000.00000000 PA USD 2123201.25000000 0.190004968565 Long DBT CORP US N 2 2024-04-01 Fixed 5.40000000 N N N N N N Freddie Mac N/A 3128L5RV5 46611.23000000 PA USD 53772.68000000 0.004812109249 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Freddie Mac N/A 3129315J3 84653.09000000 PA USD 94148.60000000 0.008425344410 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AREC4 849366.64000000 PA USD 922539.13000000 0.082557891483 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAR4 2000000.00000000 PA USD 2540102.44000000 0.227313394933 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N REFINITIV US HOLDINGS 549300NF240HXJO7N016 31740LAC7 4500000.00000000 PA USD 4932292.50000000 0.441390132668 Long DBT CORP US N 2 2026-11-15 Fixed 8.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 10000000.00000000 PA USD 13759765.60000000 1.231359406131 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AC8 5500000.00000000 PA USD 4568505.32000000 0.408834871267 Long DBT CORP US N 2 2027-07-15 Fixed 4.13000000 N N N N N N Freddie Mac N/A 31292L3X1 928295.58000000 PA USD 994600.22000000 0.089006627862 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48128BAC5 4000000.00000000 PA USD 4007045.08000000 0.358589876709 Long DBT CORP US N 2 2023-01-15 Floating 2.22000000 N N N N N Freddie Mac N/A 3128M8RV8 4470530.56000000 PA USD 4947591.52000000 0.442759239724 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AW3L5 259100.81000000 PA USD 284814.19000000 0.025487980104 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CB8 1725000.00000000 PA USD 1727116.58000000 0.154559409519 Long DBT CORP US N 2 2021-04-16 Floating 1.72000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92938EBR3 6609000.00000000 PA USD 3461922.41000000 0.309806928894 Long ABS-MBS CORP US N 2 2046-09-15 Variable 5.03000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KX8 5000000.00000000 PA USD 5033534.15000000 0.450450233082 Long DBT CORP US N 2 2023-09-01 Floating 1.78000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CH6 11815000.00000000 PA USD 12255555.36000000 1.096747852296 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.32000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90270RBE3 9888381.00000000 PA USD 10104171.18000000 0.904220797456 Long ABS-MBS CORP US N 2 2045-12-10 Fixed 2.85000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244AZ2 2650000.00000000 PA USD 2707403.61000000 0.242285152108 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRX0 5000000.00000000 PA USD 5467733.00000000 0.489306624508 Long DBT CORP US N 2 2027-12-01 Fixed 3.63000000 N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAA7 910000.00000000 PA USD 825293.87000000 0.073855427424 Long DBT US N 2 2023-07-15 Fixed 5.25000000 N N N N N N Freddie Mac N/A 3132GLM43 537394.30000000 PA USD 589155.63000000 0.052723450948 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZ98 5289608.30000000 PA USD 5626557.67000000 0.503519820940 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAG9 5250000.00000000 PA USD 5402731.95000000 0.483489690074 Long DBT CORP NL N 2 2025-04-24 Fixed 4.89000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBG3 5000000.00000000 PA USD 5696588.30000000 0.509786851751 Long DBT CORP US N 2 2049-05-15 Fixed 5.30000000 N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AD4 3850000.00000000 PA USD 3868349.14000000 0.346177997373 Long DBT CORP CA N 2 2025-06-15 Fixed 3.85000000 N N N N N N Freddie Mac N/A 3132J8TV2 1117001.00000000 PA USD 1214696.20000000 0.108702984843 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAK7 5311000.00000000 PA USD 5570625.69000000 0.498514476250 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAW9 2000000.00000000 PA USD 2246449.34000000 0.201034422069 Long DBT CORP US N 2 2025-10-15 Fixed 4.90000000 N N N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 91889DAF3 1668000.00000000 PA USD 140604.06000000 0.012582636714 Long DBT CORP GB N 2 2044-10-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414NB60 13833.10000000 PA USD 15642.48000000 0.001399843241 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Freddie Mac N/A 3132GRVH1 178798.99000000 PA USD 193487.11000000 0.017315133105 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0Y36 9910966.00000000 PA USD 10646047.18000000 0.952713201248 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBM9 3500000.00000000 PA USD 3379951.75000000 0.302471386549 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 3.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJZR2 587258.82000000 PA USD 643630.36000000 0.057598386549 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FSD1 2332765.84000000 PA USD 2504480.10000000 0.224125556950 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 5000000.00000000 PA USD 5604532.70000000 0.501548809604 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NGM1 43414.05000000 PA USD 45761.43000000 0.004095183661 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NMW2 13365.08000000 PA USD 15508.04000000 0.001387812225 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAW5 250000.00000000 PA USD 269017.44000000 0.024074331263 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N Bank N/A 06541XAF7 10000000.00000000 PA USD 11021044.00000000 0.986271611689 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.44000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001ABD7 7000000.00000000 PA USD 7694754.20000000 0.688602425177 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHL9 4591075.20000000 PA USD 4834781.68000000 0.432663903682 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 527288BF0 500000.00000000 PA USD 543905.43000000 0.048674017185 Long DBT CORP US N 2 2043-10-23 Fixed 6.63000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AD1 1375000.00000000 PA USD 1418113.13000000 0.126906736084 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 4000000.00000000 PA USD 4351172.24000000 0.389385765802 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBC1 1200000.00000000 PA USD 1305060.00000000 0.116789628056 Long DBT CORP CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DNG3 20800000.00000000 PA USD 21578231.17000000 1.931032743672 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 2.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBM6 1500000.00000000 PA USD 1490607.80000000 0.133394273473 Long DBT CORP US N 2 2022-03-09 Floating 1.95000000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAQ3 3500000.00000000 PA USD 3568983.50000000 0.319387810142 Long DBT CORP US N 2 2025-05-18 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGSD7 10890219.20000000 PA USD 11530039.62000000 1.031821555096 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAA3 4000000.00000000 PA USD 4013976.72000000 0.359210188156 Long DBT CORP ES N 2 2022-04-11 Floating 2.87000000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568AZ3 4000000.00000000 PA USD 4025498.00000000 0.360241225814 Long DBT CORP US N 2 2027-09-25 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y9Q27 6659839.20000000 PA USD 7093920.86000000 0.634833937673 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.00000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DJ2 2000000.00000000 PA USD 1889064.54000000 0.169052108715 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAS5 4000000.00000000 PA USD 4035372.92000000 0.361124930957 Long DBT CORP US N 2 2025-01-15 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137B4GY6 19000000.00000000 PA USD 20412114.20000000 1.826677106999 Long ABS-MBS USGSE US N 2 2023-05-25 Variable 3.31000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SF6 5000000.00000000 PA USD 6903515.60000000 0.617794598872 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N DELL INT LLC / EMC CORP N/A 24703DBA8 2500000.00000000 PA USD 2720251.73000000 0.243434928483 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 2000000.00000000 PA USD 2111522.24000000 0.188959815672 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZT8 5000000.00000000 PA USD 3894110.60000000 0.348483386651 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR89 3698133.81000000 PA USD 3916987.45000000 0.350530632604 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913Q2V0 5000000.00000000 PA USD 5419101.05000000 0.484954558433 Long DBT CORP US N 2 2024-05-17 Fixed 2.85000000 N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 5000000.00000000 PA USD 5590919.05000000 0.500330526061 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAT9 2500000.00000000 PA USD 2143426.55000000 0.191814927697 Long DBT US N 2 2025-03-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU75 27695.60000000 PA USD 32357.41000000 0.002895659876 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 30711XEC4 2668832.78000000 PA USD 2759151.42000000 0.246916056037 Long ABS-MBS USGSE US N 2 2029-05-25 Floating 4.52000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BE8 3000000.00000000 PA USD 3189858.03000000 0.285459927417 Long DBT CORP US N 2 2044-09-01 Fixed 5.50000000 N N N N N N W & T OFFSHORE INC 549300Q7EOY2YIO3YK85 92922PAL0 5500000.00000000 PA USD 3124632.50000000 0.279622904301 Long DBT CORP US N 2 2023-11-01 Fixed 9.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YXY9 289199.32000000 PA USD 319753.03000000 0.028614651773 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128MJTA8 7654683.15000000 PA USD 8196529.62000000 0.733506233944 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 5000000.00000000 PA USD 5640298.00000000 0.504749441057 Long DBT CORP US N 2 2029-05-01 Fixed 4.22000000 N N N N N N Freddie Mac N/A 3128K0MY6 42999.31000000 PA USD 49284.96000000 0.004410503844 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EVG1 55883.04000000 PA USD 61376.60000000 0.005492582935 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416RQU0 491674.32000000 PA USD 548529.07000000 0.049087786050 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3132J8WM8 1775613.63000000 PA USD 1906832.40000000 0.170642151902 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128MMNB5 225106.34000000 PA USD 239038.06000000 0.021391480942 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBF9 5000000.00000000 PA USD 6494739.55000000 0.581213290091 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N GS Mortgage Securities Trust N/A 36248GAP5 2000000.00000000 PA USD 1664821.80000000 0.148984658791 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHM82 12947859.40000000 PA USD 13702466.08000000 1.226231680487 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAP0 5000000.00000000 PA USD 5510225.00000000 0.493109227358 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N BMO Institutional Prime Money Market Fund 5493000ZFRCM9OFJCE79 09658V347 28590881.92600000 NS USD 28593741.01000000 2.558849690662 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5TV4 290854.41000000 PA USD 318194.05000000 0.028475138881 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 05531FAW3 3000000.00000000 PA USD 3001029.09000000 0.268561653262 Long DBT CORP US N 2 2020-06-15 Floating 1.31000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05367AAA1 4000000.00000000 PA USD 3855920.92000000 0.345065797788 Long DBT CORP US N 2 2020-10-15 Fixed 7.13000000 N N N N N N BRASKEM NETHERLANDS N/A 10554TAD7 1500000.00000000 PA USD 1318125.00000000 0.117958812990 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 20150000.00000000 PA USD 27267436.60000000 2.440158903469 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N STARFRUIT FINCO/STAR US N/A 85529VAA2 4500000.00000000 PA USD 4663957.50000000 0.417376872860 Long DBT CORP XX N 2 2026-10-01 Fixed 8.00000000 N N N N N Freddie Mac N/A 312944KN0 679117.80000000 PA USD 743924.58000000 0.066573701592 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.50000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KBC9 2500000.00000000 PA USD 2628315.48000000 0.235207566949 Long DBT US N 2 2024-01-15 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 7500000.00000000 PA USD 8420543.85000000 0.753553234543 Long DBT CORP US N 2 2027-11-25 Fixed 4.18000000 N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 6500000.00000000 PA USD 7730304.01000000 0.691783772462 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9BH2 4918517.30000000 PA USD 5265279.36000000 0.471189077947 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 10000000.00000000 PA USD 12031835.90000000 1.076727230621 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SE9 4000000.00000000 PA USD 5880625.00000000 0.526256269051 Long DBT UST US N 2 2048-11-15 Fixed 3.38000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828K74 25000000.00000000 PA USD 27139648.50000000 2.428723165136 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZL7 25000000.00000000 PA USD 25083007.75000000 2.244674685957 Long DBT UST US N 2 2025-04-30 Fixed 0.38000000 N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 5000000.00000000 PA USD 5335336.70000000 0.477458499032 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BG1 4300000.00000000 PA USD 4391273.35000000 0.392974408257 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N Freddie Mac N/A 3128MJV56 6557808.12000000 PA USD 6968003.41000000 0.623565603534 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAU1 6500000.00000000 PA USD 6559124.98000000 0.586975132782 Long DBT CORP US N 2 2021-07-08 Fixed 3.75000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BJ5 5000000.00000000 PA USD 5768283.10000000 0.516202808891 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N eBay Inc OML71K8X303XQONU6T67 278642AF0 3500000.00000000 PA USD 3654962.08000000 0.327082020660 Long DBT CORP US N 2 2042-07-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y9EJ3 6070643.85000000 PA USD 6477044.01000000 0.579629718811 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QDN6 40078.23000000 PA USD 46120.94000000 0.004127356158 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.00000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 2000000.00000000 PA USD 1620670.18000000 0.145033536790 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAVA5 10076128.24000000 PA USD 10640346.28000000 0.952203028543 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DK77 767579.45000000 PA USD 833738.24000000 0.074611112857 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fanniemae-Aces N/A 3136B2HA3 10000000.00000000 PA USD 11527452.00000000 1.031589989361 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DFQ0 21164773.50000000 PA USD 22288255.98000000 1.994572759817 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 4000000.00000000 PA USD 4370849.00000000 0.391146636170 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97000000 N N N N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147KAC2 5500000.00000000 PA USD 5638077.50000000 0.504550728838 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 3750000.00000000 PA USD 3985329.75000000 0.356646575011 Long DBT CORP US N 2 2025-05-01 Fixed 4.88000000 N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 3500000.00000000 PA USD 3497830.00000000 0.313020293859 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N Cantor Fitzgerald LP 549300RLUEEVQEMX0450 138616AE7 5000000.00000000 PA USD 5098333.45000000 0.456249112939 Long DBT CORP US N 2 2024-05-01 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ALS5 388987.51000000 PA USD 422515.44000000 0.037810844777 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128MJWA4 0.01000000 PA USD 0.01000000 0.000000000894 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KUS1 277178.98000000 PA USD 324038.70000000 0.028998175753 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7KH0 339985.98000000 PA USD 374212.89000000 0.033488256660 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AT0 7500000.00000000 PA USD 7436168.10000000 0.665461593001 Long DBT CORP US N 2 2023-01-30 Floating 1.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415MM28 39654.63000000 PA USD 46123.08000000 0.004127547666 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAG8 2750000.00000000 PA USD 2861790.72000000 0.256101231946 Long DBT CORP US N 2 2030-05-15 Fixed 5.63000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 5000000.00000000 PA USD 4221250.00000000 0.377759043593 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRU6 5000000.00000000 PA USD 5029196.05000000 0.450062017149 Long DBT CORP US N 2 2021-06-07 Floating 2.10000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAH4 5000000.00000000 PA USD 5363226.10000000 0.479954317349 Long DBT CORP US N 2 2029-12-01 Fixed 2.50000000 N N N N N Freddie Mac N/A 3128MJTU4 4794796.35000000 PA USD 5189484.81000000 0.464406234781 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128M6SL3 23131.44000000 PA USD 26546.71000000 0.002375661185 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Freddie Mac N/A 312931EF1 138597.99000000 PA USD 151383.13000000 0.013547254108 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YKX99 5307031.80000000 PA USD 5635451.31000000 0.504315711480 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.00000000 N N N N N N Bank N/A 06541KBA5 7500000.00000000 PA USD 8729345.25000000 0.781187826553 Long ABS-MBS CORP US N 2 2061-05-15 Variable 4.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GRK1 27529.82000000 PA USD 32887.76000000 0.002943120820 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 5000000.00000000 PA USD 3843750.00000000 0.343976623941 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAP7 3500000.00000000 PA USD 3351982.73000000 0.299968443050 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N General Motors Co 54930070NSV60J38I987 37045VAS9 2000000.00000000 PA USD 2090506.76000000 0.187079143448 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912828J27 25000000.00000000 PA USD 26989257.75000000 2.415264718968 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QQM4 37502.63000000 PA USD 43505.61000000 0.003893310660 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M95C1 605707.00000000 PA USD 657916.91000000 0.058876887814 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419FFW1 224791.33000000 PA USD 247578.65000000 0.022155777089 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 2611000.00000000 PA USD 2399665.66000000 0.214745728082 Long DBT CORP MX N 2 2026-08-04 Fixed 6.88000000 N N N N N N Freddie Mac N/A 3132GGA21 107199.73000000 PA USD 118007.16000000 0.010560443446 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.00000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AM8 4000000.00000000 PA USD 4128880.00000000 0.369492865836 Long DBT CORP US N 2 2039-09-15 Fixed 7.60000000 N N N N N BMO Funds N/A 000000000 296872857.50000000 NS USD 296872857.50000000 26.56710849112 Long STIV RF US N N/A N N Wells Fargo Commercial Mortgage Trust 549300DT2BKPLXAJ4C66 94989CBC4 7000000.00000000 PA USD 6823186.30000000 0.610605941593 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.78000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 5000000.00000000 PA USD 4735751.10000000 0.423801671598 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N Freddie Mac N/A 3128L8KE4 76672.26000000 PA USD 88020.68000000 0.007876957747 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AJ9 4000000.00000000 PA USD 4066259.44000000 0.363888961103 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N Freddie Mac N/A 3128MJS35 7547410.50000000 PA USD 8084069.12000000 0.723442160288 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 312946JT4 165816.27000000 PA USD 182248.01000000 0.016309347694 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3128M9BC5 393703.78000000 PA USD 433495.27000000 0.038793428154 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N FIVE CORNERS FND TR II N/A 33834DAA2 5000000.00000000 PA USD 5116053.25000000 0.457834855243 Long DBT CORP US N 2 2030-05-15 Fixed 2.85000000 N N N N N N FREMF Mortgage Trust N/A 30311MAS1 1500000.00000000 PA USD 1501026.30000000 0.134326623511 Long ABS-MBS CORP US N 2 2052-08-25 Variable 4.05000000 N N N N N N 2020-07-16 BMO FUNDS, INC. Timothy Bonin Timothy Bonin Treasurer XXXX