NPORT-P false 0000889366 XXXXXXXX S000000745 C000002149 C000049009 C000142362 BMO FUNDS, INC. 811-58433 0000889366 54930086KFDSI6K4SN35 790 N. WATER STREET SUITE 1100 MILWAUKEE 53202 800-236-3863 BMO Strategic Income Fund S000000745 549300X0E3L445O0VX36 2021-08-31 2021-02-28 N 104039514.53 12670620.40 91368894.13 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 70024.31000000 USD N EXPEDIA GROUP INC N/A 30212PAS4 250000.00000000 PA USD 292343.25000000 0.319959273649 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAD5 433000.00000000 PA USD 438953.75000000 0.480419243528 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N Freddie Mac N/A 3128KHWU6 13768.14000000 PA USD 16551.65000000 0.018115191343 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAC5 500000.00000000 PA USD 518782.79000000 0.567789284241 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N DIAMOND OFFSHORE DRILL F14FQJ2EEHW5VPYUHL14 25271CAP7 750000.00000000 PA USD 183750.00000000 0.201107829693 Long DBT CORP US N 2 2025-08-15 None 0.00000000 Y N N N N N Freddie Mac N/A 312941NJ2 14836.69000000 PA USD 16726.21000000 0.018306241045 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBF6 400000.00000000 PA USD 457029.10000000 0.500202070246 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XT83 168709.18000000 PA USD 188383.25000000 0.206178756779 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAA6 650000.00000000 PA USD 569968.75000000 0.623810494180 Long DBT CORP US N 2 2025-06-01 Fixed 6.50000000 N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579FR4 264771.99000000 PA USD 259923.83000000 0.284477373262 Long ABS-MBS CORP US N 2 2034-12-25 Variable 2.60200000 N N N N N N ADAPTHEALTH LLC N/A 00653VAC5 375000.00000000 PA USD 376065.00000000 0.411589746796 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N COMM Mortgage Trust 549300YJIXJB9DCDOI21 12626BAD6 2000000.00000000 PA USD 2163475.60000000 2.367846979653 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.21000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAA8 500000.00000000 PA USD 505782.50000000 0.553560929916 Long DBT CORP US N 2 2024-08-01 Fixed 4.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 750000.00000000 PA USD 794531.25000000 0.869586151354 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 500000.00000000 PA USD 509375.00000000 0.557492793198 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 400000.00000000 PA USD 404050.00000000 0.442218332450 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N Kinross Gold Corp 549300UEBMAQDN0K0R06 496902AK3 750000.00000000 PA USD 999810.72000000 1.094257219067 Long DBT CORP CA N 2 2041-09-01 Fixed 6.87500000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AS4 300000.00000000 PA USD 336834.00000000 0.368652814732 Long DBT CORP US N 2 2029-01-15 Fixed 7.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383CQ65 70116.22000000 PA USD 78362.90000000 0.085765402707 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 8.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 350000.00000000 PA USD 349090.00000000 0.382066570164 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 60871RAH3 750000.00000000 PA USD 795719.07000000 0.870886178033 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 150000.00000000 PA USD 159607.50000000 0.174684723416 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225AAS9 4.35000000 PA USD 4.36000000 0.000004771864 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 9.50000000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 500000.00000000 PA USD 491212.50000000 0.537614583909 Long DBT CORP US N 2 2029-01-15 Fixed 3.87500000 N N N N N N Bank N/A 06036FBC4 750000.00000000 PA USD 876482.25000000 0.959278601701 Long ABS-MBS CORP US N 2 2061-11-15 Variable 4.40700000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LBA1 750000.00000000 PA USD 836008.34000000 0.914981348915 Long DBT CORP LU N 2 2026-03-11 Fixed 4.55000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 500000.00000000 PA USD 546681.93000000 0.598323899184 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N Chase Mortgage Finance Corporation N/A 16162WLM9 273024.22000000 PA USD 274910.52000000 0.300879771630 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N L Brands Inc GR3KVMWVCR54YWQNXU90 532716AK3 500000.00000000 PA USD 556250.00000000 0.608795810977 Long DBT CORP US N 2 2033-03-01 Fixed 6.95000000 N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CG4 200000.00000000 PA USD 214441.00000000 0.234698035958 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N Wells Fargo Commercial Mortgage Trust 549300DT2BKPLXAJ4C66 94989CAG6 720000.00000000 PA USD 630155.74000000 0.689683010832 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.58600000 N N N N N N Freddie Mac N/A 31292GMJ2 4549.14000000 PA USD 4911.21000000 0.005375144404 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 8.50000000 N N N N N N Nine Energy Service Inc 549300KRLJCZBPZMKT65 65441VAA9 400000.00000000 PA USD 192750.00000000 0.210958009107 Long DBT CORP US N 2 2023-11-01 Fixed 8.75000000 N N N N N N OFFICE CHERIFIEN DES PHO N/A 67091TAC9 750000.00000000 PA USD 808998.75000000 0.885420314761 Long DBT CORP MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBA8 600000.00000000 PA USD 684942.41000000 0.749645069607 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBB5 400000.00000000 PA USD 399070.05000000 0.436767954564 Long DBT CORP US N 2 2027-09-15 Fixed 2.15000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BJ5 700000.00000000 PA USD 840498.93000000 0.919896139712 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 912909AM0 250000.00000000 PA USD 246875.00000000 0.270195893636 Long DBT CORP US N 2 2025-08-15 Fixed 6.87500000 N N N N N Comstock Resources Inc I03QQGEA4SS774AURI46 205677AB3 500000.00000000 PA USD 546420.00000000 0.598037226129 Long DBT CORP US N 2 2026-08-15 Fixed 9.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384V4N9 5960.96000000 PA USD 6320.55000000 0.006917616832 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.50000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AK9 250000.00000000 PA USD 254396.04000000 0.278427404011 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30311MAS1 1000000.00000000 PA USD 1108747.80000000 1.213484972711 Long ABS-MBS USGSE US N 2 2052-08-25 Variable 3.91900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBV7 350000.00000000 PA USD 331924.16000000 0.363279169744 Long DBT CORP US N 2 2041-11-19 Fixed 2.52500000 N N N N N N Freddie Mac N/A 3128PLB50 12942.61000000 PA USD 13561.73000000 0.014842830406 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 5.00000000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 47010BAK0 350000.00000000 PA USD 357700.00000000 0.391489908470 Long DBT CORP GB N 2 2028-01-15 Fixed 5.87500000 N N N N N N SBL HOLDINGS INC N/A 78397DAB4 250000.00000000 PA USD 246581.73000000 0.269874920067 Long DBT CORP US N 2 2031-02-18 Fixed 5.00000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAX9 500000.00000000 PA USD 467160.83000000 0.511290887832 Long DBT US N 2 2041-04-01 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CTR6 123454.57000000 PA USD 131790.73000000 0.144240259505 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.00000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAR2 253000.00000000 PA USD 281867.30000000 0.308493719535 Long DBT CORP KY N 2 2027-06-01 Fixed 4.87500000 N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446AK0 500000.00000000 PA USD 522012.50000000 0.571324086791 Long DBT CORP US N 2 2026-08-15 Fixed 5.00000000 N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBA7 250000.00000000 PA USD 265000.00000000 0.290033060510 Long DBT CORP US N 2 2028-07-01 Fixed 6.87500000 N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 350000.00000000 PA USD 349702.50000000 0.382736929597 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N OMAN SOVEREIGN SUKUK 549300KM6RUZQLK8LU36 68204LAA2 500000.00000000 PA USD 519013.50000000 0.568041788118 Long DBT NUSS OM N 2 2024-06-01 Fixed 4.39700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KXS5 21763.91000000 PA USD 24180.09000000 0.026464247192 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 5.50000000 N N N N N N VECTOR GROUP LTD 549300TUIF4WWN6NDN50 92240MBL1 550000.00000000 PA USD 570968.75000000 0.624904958560 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384V4M1 180747.59000000 PA USD 203017.80000000 0.222195750460 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 6.50000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 500000.00000000 PA USD 595625.00000000 0.651890345911 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FX67 80431.44000000 PA USD 93912.79000000 0.102784203414 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N ChaseFlex Trust N/A 16165TBH5 3046.17000000 PA USD 1937.81000000 0.002120864018 Long ABS-MBS CORP US N 2 2020-05-25 Fixed 6.00000000 N N N N N N Residential Asset Securitization Trust N/A 45660LSS9 529887.39000000 PA USD 462886.94000000 0.506613267466 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.50000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92938EBR3 485000.00000000 PA USD 390710.03000000 0.427618210464 Long ABS-MBS CORP US N 2 2046-09-15 Variable 5.01600000 N N N N N N Fannie Mae N/A 31393XRD1 78686.06000000 PA USD 79104.81000000 0.086577396775 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 0.51800000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 500000.00000000 PA USD 538437.50000000 0.589300664221 Long DBT US N 2 2029-08-01 Fixed 4.62500000 N N N N N N Freddie Mac N/A 3128K7XQ6 28581.45000000 PA USD 33203.01000000 0.036339511730 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Residential Funding Mtg Sec I N/A 762010AB2 290066.79000000 PA USD 281302.13000000 0.307875161102 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AU6 500000.00000000 PA USD 510390.00000000 0.558603674543 Long DBT CORP LR N 2 2022-11-15 Fixed 5.25000000 N N N N N GUSAP III LP 549300WY05UJ7WTHIN64 36258GAA5 500000.00000000 PA USD 538975.00000000 0.589888938825 Long DBT CORP US N 2 2030-01-21 Fixed 4.25000000 N N N N N CBB INTL SUKUK PRGM SPC 5493006IRJ2IWXTNIM16 12482TAB4 500000.00000000 PA USD 505518.00000000 0.553271444087 Long DBT CORP BH N 2 2027-09-16 Fixed 3.95000000 N N N N N N BMO Funds N/A 000000000 12391010.00000000 NS USD 12391010.00000000 13.56151906837 Long STIV RF US N N/A N N Fluor Corp CQ7WZ4NOFWT7FAE6Q943 343412AF9 500000.00000000 PA USD 511250.00000000 0.559544913909 Long DBT CORP US N 2 2028-09-15 Fixed 4.25000000 N N N N N Cantor Fitzgerald LP 549300RLUEEVQEMX0450 138616AE7 500000.00000000 PA USD 555875.10000000 0.608385496281 Long DBT CORP US N 2 2024-05-01 Fixed 4.87500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 300000.00000000 PA USD 308062.50000000 0.337163432843 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N FREMF Mortgage Trust N/A 30296VAU5 1000000.00000000 PA USD 1088571.00000000 1.191402183823 Long ABS-MBS USGSE US N 2 2051-05-25 Variable 4.16000000 N N N N N N GOLDMAN SACHS BDC INC 6D01AGSGBNZIJSN77043 38147UAC1 750000.00000000 PA USD 794472.52000000 0.869521873461 Long DBT CORP US N 2 2025-02-10 Fixed 3.75000000 N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAR0 700000.00000000 PA USD 778827.05000000 0.852398463849 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DT2BKPLXAJ4C66 94989CBC4 750000.00000000 PA USD 797809.35000000 0.873173915035 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.78300000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 350000.00000000 PA USD 393540.00000000 0.430715511824 Long DBT CORP MX N 2 2027-06-05 Fixed 7.37500000 N N N N N N Freddie Mac - STACR N/A 35564KBS7 2000000.00000000 PA USD 2010406.80000000 2.200318630473 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 2.30000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 500000.00000000 PA USD 506273.24000000 0.554098027365 Long DBT US N 2 2030-09-15 Fixed 3.50000000 N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 9405.00000000 PA USD 3729.08000000 0.004081345227 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N NAVISTAR INTL CORP WNDD3CRVXJGC8I7GX671 63934EAW8 250000.00000000 PA USD 280156.25000000 0.306621036259 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAA8 250000.00000000 PA USD 260325.00000000 0.284916439537 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBA8 750000.00000000 PA USD 888062.31000000 0.971952564881 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 87927YAA0 600000.00000000 PA USD 650517.00000000 0.711967684619 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30300000 N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597BT3 800000.00000000 PA USD 708560.00000000 0.775493680586 Long DBT NUSS CR N 2 2043-04-30 Fixed 5.62500000 N N N N N N Fannie Mae - CAS N/A 30711XEC4 497966.30000000 PA USD 520777.74000000 0.569972685954 Long ABS-MBS USGSE US N 2 2029-05-25 Floating 4.46800000 N N N N N N BEACON ROOFING SUPPLY IN 549300HDXQWWCBOYXP31 073685AD1 450000.00000000 PA USD 453969.00000000 0.496852899799 Long DBT CORP US N 2 2025-11-01 Fixed 4.87500000 N N N N N Banc of America Funding Corporation N/A 05946XE74 144952.62000000 PA USD 156448.86000000 0.171227704449 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AL4 500000.00000000 PA USD 562333.01000000 0.615453448741 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N NOURYON HOLDING BV N/A 85529VAA2 500000.00000000 PA USD 532987.50000000 0.583335833354 Long DBT CORP NL N 2 2026-10-01 Fixed 8.00000000 N N N N N N Freddie Mac N/A 31292GR65 8284.97000000 PA USD 9375.50000000 0.010261150787 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 7.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RAT6 750000.00000000 PA USD 788487.64000000 0.862971635486 Long DBT CORP US N 2 2043-02-01 Fixed 5.15000000 N N N N N Turk Ihracat KR BK 789000JVRVYLAXGDWR11 30214YAE4 450000.00000000 PA USD 455823.45000000 0.498882529268 Long DBT NUSS TR N 2 2021-09-23 Fixed 5.00000000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 1000000.00000000 PA USD 971250.00000000 1.062998528381 Long DBT CORP GB N 2 2031-01-29 Fixed 3.95000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAG8 500000.00000000 PA USD 605070.77000000 0.662228404711 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AU5 500000.00000000 PA USD 507500.00000000 0.555440672487 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 450000.00000000 PA USD 444483.82000000 0.486471708158 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 156873.00000000 PA USD 50434.67000000 0.055198949796 Long DBT NUSS AR N 2 2035-07-09 Variable 0.12500000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBL2 525000.00000000 PA USD 515279.49000000 0.563955047181 Long DBT CORP US N 2 2025-11-15 Fixed 0.75000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213CJ50 21123.85000000 PA USD 24430.53000000 0.026738344852 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N HOWARD UNIVERSITY N/A 442851AE1 250000.00000000 PA USD 258620.50000000 0.283050925003 Long DBT CORP US N 2 2023-10-01 Fixed 2.80100000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BR1 500000.00000000 PA USD 493633.48000000 0.540264260282 Long DBT CORP US N 2 2031-03-01 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384VV58 43948.65000000 PA USD 49113.75000000 0.053753249908 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371JFZ2 17422.42000000 PA USD 21167.84000000 0.023167446866 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8.00000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 500000.00000000 PA USD 498897.22000000 0.546025236214 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 350392AA4 400000.00000000 PA USD 399500.00000000 0.437238519524 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 800000.00000000 PA USD 690000.00000000 0.755180421707 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N Turk Telekomunikasyon AS 789000A2TXOI10JZLF90 90011QAB6 750000.00000000 PA USD 781905.00000000 0.855767170485 Long DBT CORP TR N 2 2024-06-19 Fixed 4.87500000 N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AG3 500000.00000000 PA USD 504200.00000000 0.551828940035 Long DBT CORP US N 2 2029-01-15 Fixed 3.87500000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 94985JAF7 151560.63000000 PA USD 142599.69000000 0.156070281202 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N W & T OFFSHORE INC 549300Q7EOY2YIO3YK85 92922PAL0 700000.00000000 PA USD 583187.50000000 0.638277945194 Long DBT CORP US N 2 2023-11-01 Fixed 9.75000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 85626.00000000 PA USD 31253.49000000 0.034205831533 Long DBT NUSS AR N 2 2030-07-09 Variable 0.12500000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAC6 300000.00000000 PA USD 336975.00000000 0.368807134209 Long DBT CORP NL N 2 2028-01-17 Fixed 6.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NRD5 132560.89000000 PA USD 155785.76000000 0.170501965119 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N BMO Government Money Market Fund 549300FDA1UUXZZ6IL35 09658L794 2157338.41000000 NS USD 2157338.41000000 2.361130043809 Long EC RF US N 1 N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAC3 750000.00000000 PA USD 767625.00000000 0.840138219149 Long DBT CORP US N 2 2028-06-15 Fixed 4.75000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 500000.00000000 PA USD 509375.00000000 0.557492793198 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAJ9 500000.00000000 PA USD 519250.00000000 0.568300628944 Long DBT CORP US N 2 2028-06-15 Fixed 4.37500000 N N N N N N COMM Mortgage Trust 549300MGZ5FI5VFL1177 12624SAE9 500000.00000000 PA USD 317012.45000000 0.346958834315 Long ABS-MBS CORP US N 2 2046-10-10 Variable 5.07400000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBV2 2000000.00000000 PA USD 1751210.40000000 1.916637403434 Long ABS-MBS CORP US N 2 2059-11-15 Variable 4.18300000 N N N N N N Freddie Mac N/A 3128M1QW2 1848.50000000 PA USD 1854.77000000 0.002029979696 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NMW2 20247.56000000 PA USD 23505.54000000 0.025725976245 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 754730AG4 500000.00000000 PA USD 596930.20000000 0.653318840819 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 292747.50000000 PA USD 329090.23000000 0.360177534305 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEYD8 1931055.84000000 PA USD 2013171.31000000 2.203344288194 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 2.50000000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AF7 500000.00000000 PA USD 526252.47000000 0.575964582926 Long DBT CORP US N 2 2030-03-01 Fixed 3.30000000 N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WAZ4 270000.00000000 PA USD 280631.25000000 0.307140906839 Long DBT CORP KY N 2 2029-06-01 Fixed 4.09100000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AD4 350000.00000000 PA USD 369422.59000000 0.404319865658 Long DBT CORP CA N 2 2025-06-15 Fixed 3.85000000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568BA7 500000.00000000 PA USD 550915.07000000 0.602956920126 Long DBT CORP US N 2 2024-03-15 Fixed 4.35000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AC9 750000.00000000 PA USD 827188.97000000 0.905328862602 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N KLABIN AUSTRIA GMBH 984500578YEA8DD41B09 49836AAC8 500000.00000000 PA USD 495875.00000000 0.542717524078 Long DBT CORP AT N 2 2031-01-12 Fixed 3.20000000 N N N N N N PetSmart Inc N/A 04021LAA8 500000.00000000 PA USD 501525.00000000 0.548901247821 Long DBT CORP US N 2 2023-03-15 Fixed 7.12500000 N N N N N N WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 948626AA4 500000.00000000 PA USD 522777.50000000 0.572161352041 Long DBT CORP US N 2 2025-12-01 Fixed 8.62500000 N N N N N N US CONCRETE INC 549300J94Q38BL8BMH45 90333LAT9 600000.00000000 PA USD 619125.00000000 0.677610258825 Long DBT CORP US N 2 2029-03-01 Fixed 5.12500000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BW6 500000.00000000 PA USD 526407.50000000 0.576134257738 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDE7 535000.00000000 PA USD 582569.53000000 0.637601599042 Long DBT CORP US N 2 2025-04-01 Fixed 7.50000000 N N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAA3 300000.00000000 PA USD 312300.00000000 0.341801225650 Long DBT CORP US N 2 2026-08-15 Fixed 7.25000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AG2 500000.00000000 PA USD 499068.48000000 0.546212674184 Long DBT CORP US N 2 2026-01-15 Fixed 3.40000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 81721MAM1 500000.00000000 PA USD 493750.00000000 0.540391787272 Long DBT US N 2 2028-02-15 Fixed 4.75000000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 250000.00000000 PA USD 265000.00000000 0.290033060510 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAB8 750000.00000000 PA USD 987000.00000000 1.080236342354 Long DBT CORP AT N 2 2047-03-16 Fixed 7.00000000 N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAL5 500000.00000000 PA USD 524912.50000000 0.574498033491 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 500000.00000000 PA USD 506375.00000000 0.554209400060 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 949797AA2 251329.92000000 PA USD 234337.74000000 0.256474309152 Long ABS-MBS CORP US N 2 2037-11-25 Fixed 6.00000000 N N N N N N Minerva Luxembourg SA 222100NM3G3RCPGZ2Z17 603374AD1 500000.00000000 PA USD 525625.00000000 0.575277839361 Long DBT CORP LU N 2 2026-09-20 Fixed 6.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 300000.00000000 PA USD 288375.00000000 0.315616165376 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 949789AA9 319382.03000000 PA USD 318681.34000000 0.348785374972 Long ABS-MBS CORP US N 2 2036-12-25 Variable 2.81000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 575000.00000000 PA USD 567007.82000000 0.620569861766 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MBB7 500000.00000000 PA USD 483437.50000000 0.529105123360 Long DBT US N 2 2029-10-01 Fixed 4.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CT0 350000.00000000 PA USD 390586.60000000 0.427483120726 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AW6 650000.00000000 PA USD 767160.15000000 0.839629457382 Long DBT CORP US N 2 2029-02-26 Fixed 4.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAY7 300000.00000000 PA USD 349500.00000000 0.382515300560 Long DBT CORP BM N 2 2026-02-01 Fixed 10.25000000 N N N N N N GS Mortgage Securities Trust N/A 36248GAP5 300000.00000000 PA USD 299942.40000000 0.328276272637 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.31100000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NAW8 750000.00000000 PA USD 776475.00000000 0.849824228905 Long DBT CORP US N 2 2026-07-15 Fixed 5.37500000 N N N N N Countrywide Alternative Loan Trust N/A 12667FVN2 469060.56000000 PA USD 476531.10000000 0.521546314571 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TPS2 22486.60000000 PA USD 26227.71000000 0.028705294345 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 7.00000000 N N N N N N Freddie Mac N/A 31292GLK0 9256.77000000 PA USD 9941.66000000 0.010880792740 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 7.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBF9 500000.00000000 PA USD 633131.14000000 0.692939480146 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N Chase Mortgage Finance Corporation N/A 16163LAQ5 268775.48000000 PA USD 250902.34000000 0.274603673809 Long ABS-MBS CORP US N 2 2037-07-25 Variable 3.26400000 N N N N N N BANCO NAL COSTA RICA 549300BH267R4KQVKV59 059613AB5 1000000.00000000 PA USD 1044000.00000000 1.142620811974 Long DBT CORP CR N 2 2023-11-01 Fixed 6.25000000 N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 500000.00000000 PA USD 488065.00000000 0.534169757276 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCF6 600000.00000000 PA USD 616815.00000000 0.675082046109 Long DBT US N 2 2024-10-01 Fixed 4.75000000 N N N N N N FHLMC Structured Pass Through Securities N/A 3133TSQG1 143336.28000000 PA USD 136535.27000000 0.149432989531 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 0.24800000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 350000.00000000 PA USD 347865.00000000 0.380725851300 Long DBT CORP US N 2 2029-02-01 Fixed 4.12500000 N N N N N N Trinity Industries Inc R1JB4KXN77XFCXOQKV49 896522AH2 500000.00000000 PA USD 525000.00000000 0.574593799124 Long DBT CORP US N 2 2024-10-01 Fixed 4.55000000 N N N N N N BRITISH AIR 20-1 A PPT N/A 11044MAA4 297388.60000000 PA USD 319491.20000000 0.349671737895 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013093AD1 80000.00000000 PA USD 82791.60000000 0.090612457104 Long DBT CORP US N 2 2025-03-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410YGF5 10948.20000000 PA USD 11058.69000000 0.012103342286 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 6.00000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AA6 250000.00000000 PA USD 289675.00000000 0.317038969069 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 500000.00000000 PA USD 514390.00000000 0.562981532060 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N MARVELL TECHNOLOGY GROUP 8DF36O58U3QIHUCGZB18 57385LAB4 500000.00000000 PA USD 587436.80000000 0.642928652681 Long DBT CORP BM N 2 2028-06-22 Fixed 4.87500000 N N N N N JBS INVESTMENTS II GMBH 529900V1Q46CPWIWT649 46650CAB5 500000.00000000 PA USD 526255.00000000 0.575967351920 Long DBT CORP AT N 2 2028-01-15 Fixed 5.75000000 N N N N N N GSR Mortgage Loan Trust N/A 3622MPAN8 55201.11000000 PA USD 63646.82000000 0.069659177344 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 5.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 500000.00000000 PA USD 517483.03000000 0.566366743219 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 86765BAV1 900000.00000000 PA USD 982186.62000000 1.074968269400 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AB9 350000.00000000 PA USD 396858.41000000 0.434347393364 Long DBT CORP US N 2 2025-04-15 Fixed 4.60000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BM8 350000.00000000 PA USD 344750.00000000 0.377316594758 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TVQ9 60239.60000000 PA USD 67650.05000000 0.074040569981 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Freddie Mac N/A 312938Z97 134346.61000000 PA USD 156239.41000000 0.170998468885 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 500000.00000000 PA USD 510625.00000000 0.558860873672 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZT8 150000.00000000 PA USD 149081.49000000 0.163164380415 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N N Freddie Mac N/A 31292HEF7 10143.98000000 PA USD 12080.67000000 0.013221862992 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.00000000 N N N N N N Freddie Mac N/A 31283HGW9 41.55000000 PA USD 41.68000000 0.000045617275 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 9.50000000 N N N N N N FREMF Mortgage Trust N/A 30309JAE3 1000000.00000000 PA USD 1132637.00000000 1.239630851160 Long ABS-MBS USGSE US N 2 2051-04-25 Variable 4.25200000 N N N N N N Freddie Mac N/A 3128L1KB5 4536.81000000 PA USD 5100.49000000 0.005582304621 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N WHITE CAP BUYER LLC N/A 96350RAA2 250000.00000000 PA USD 265468.75000000 0.290546090688 Long DBT CORP US N 2 2028-10-15 Fixed 6.87500000 N N N N N Fannie Mae N/A 3136A35Z0 125707.10000000 PA USD 133204.76000000 0.145787864971 Long ABS-MBS USGSE US N 2 2041-03-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HZE5 11057.18000000 PA USD 12589.94000000 0.013779240867 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Freddie Mac N/A 31292LGN9 41881.51000000 PA USD 45733.48000000 0.050053664800 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78388JAV8 500000.00000000 PA USD 513475.00000000 0.561980097153 Long DBT US N 2 2024-09-01 Fixed 4.87500000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 29246QAD7 350000.00000000 PA USD 388422.07000000 0.425114119743 Long DBT CORP CL N 2 2030-05-07 Fixed 3.65000000 N N N N N N Morgan Stanley Mortgage Loan Trust N/A 61748HFE6 189750.07000000 PA USD 196209.31000000 0.214744100679 Long ABS-MBS CORP US N 2 2034-11-25 Variable 2.66100000 N N N N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121KAA2 500000.00000000 PA USD 548006.28000000 0.599773353084 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N PBF HOLDING CO LLC N/A 69318FAG3 750000.00000000 PA USD 518906.25000000 0.567924406813 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CY9 500000.00000000 PA USD 441250.00000000 0.482932407359 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581HA9 500000.00000000 PA USD 530000.00000000 0.580066121021 Long DBT CORP US N 2 2024-06-19 Fixed 3.92900000 N N N N N N ABU DHABI NATIONAL ENERG 213800UNJSVQFNUYYW03 00388WAF8 500000.00000000 PA USD 562685.00000000 0.615838689258 Long DBT CORP AE N 2 2025-04-23 Fixed 4.37500000 N N N N N N BRASKEM NETHERLANDS N/A 10554TAB1 500000.00000000 PA USD 517500.00000000 0.566385316280 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AY9 500000.00000000 PA USD 528127.50000000 0.578016736471 Long DBT CORP US N 2 2027-02-15 Fixed 4.75000000 N N N N N 2021-03-15 BMO FUNDS, INC. Timothy Bonin Timothy Bonin Treasurer