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 2022-08-31 2021-11-30 Y 112716453.36 391842.26 112324611.10 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 JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 350000.00000000 PA USD 346186.06000000 0.308201432090 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 00164VAD5 433000.00000000 PA USD 436069.97000000 0.388222995592 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KHWU6 11067.65000000 PA USD 12984.94000000 0.011560191371 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 530652.84000000 0.472427934362 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312941NJ2 11565.03000000 PA USD 12844.06000000 0.011434769169 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 453466.25000000 0.403710500805 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N WORLD ACCEPTANCE CORP N/A 981419AC8 500000.00000000 PA USD 498455.00000000 0.443762943061 Long DBT CORP US N 2 2026-11-01 Fixed 7.00000000 N N N N N N FEDERAL FARM CREDIT BANK N/A 3133ENFN5 2500000.00000000 PA USD 2508410.85000000 2.233180088882 Long DBT USGSE US N 2 2026-11-30 Fixed 1.54000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAA6 650000.00000000 PA USD 365426.75000000 0.325330972812 Long DBT CORP US N 2 2025-06-01 Fixed 6.50000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 863579FR4 221162.41000000 PA USD 217206.15000000 0.193373605190 Long ABS-MBS CORP US N 2 2034-12-25 Variable 2.59200000 N N N N N N ADAPTHEALTH LLC N/A 00653VAC5 750000.00000000 PA USD 735952.50000000 0.655201467241 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAA8 500000.00000000 PA USD 514660.00000000 0.458189879279 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 780131.25000000 0.694532785255 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAB6 500000.00000000 PA USD 424465.00000000 0.377891359554 Long DBT NUSS EG N 2 2031-02-16 Fixed 5.87500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 500000.00000000 PA USD 498755.00000000 0.444030026114 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 398786.00000000 0.355029940539 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 1027501.88000000 0.914761128427 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 321118.50000000 0.285884363947 Long DBT CORP US N 2 2029-01-15 Fixed 7.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31383CQ65 38969.20000000 PA USD 39893.27000000 0.035516054415 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 346150.00000000 0.308169328707 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 60871RAH3 750000.00000000 PA USD 840028.02000000 0.747857492470 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABD3 450000.00000000 PA USD 462937.50000000 0.412142535341 Long DBT CORP US N 2 2029-04-15 Fixed 3.87500000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 150000.00000000 PA USD 151044.75000000 0.134471642964 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 500000.00000000 PA USD 497787.50000000 0.443168683269 Long DBT CORP US N 2 2029-01-15 Fixed 3.87500000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 500000.00000000 PA USD 550727.17000000 0.490299645471 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Chase Mortgage Finance Corporation N/A 16162WLM9 231323.36000000 PA USD 230579.68000000 0.205279749239 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 532716AK3 500000.00000000 PA USD 569235.00000000 0.506776737907 Long DBT CORP US N 2 2033-03-01 Fixed 6.95000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CG4 200000.00000000 PA USD 208703.00000000 0.185803447664 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292GMJ2 2886.84000000 PA USD 3069.76000000 0.002732936237 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 198890.00000000 0.177067161018 Long DBT CORP US N 2 2023-11-01 Fixed 8.75000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 600000.00000000 PA USD 610170.00000000 0.543220220417 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N Morgan Stanley BAML Trust N/A 61766EBK0 1000000.00000000 PA USD 1036943.00000000 0.923166338921 Long ABS-MBS CORP US N 2 2049-05-15 Variable 4.89200000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAC9 750000.00000000 PA USD 791436.00000000 0.704597142379 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 681650.28000000 0.606857458329 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 399447.45000000 0.355618814156 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 868142.32000000 0.772887002677 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384V4N9 5196.18000000 PA USD 5346.83000000 0.004760158924 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 258317.21000000 0.229973829840 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 1096469.10000000 0.976161047220 Long ABS-MBS USGSE US N 2 2052-08-25 Variable 4.05300000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 500000.00000000 PA USD 497337.50000000 0.442768058691 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBV7 350000.00000000 PA USD 333178.04000000 0.296620693129 Long DBT CORP US N 2 2041-11-19 Fixed 2.52500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PLB50 4535.89000000 PA USD 4692.41000000 0.004177543954 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 5.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 350000.00000000 PA USD 336563.50000000 0.299634689765 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N JAGUAR LAND ROVER AUTOMO 529900L73GEWN1O5NH84 47010BAK0 350000.00000000 PA USD 354900.00000000 0.315959251071 Long DBT CORP GB N 2 2028-01-15 Fixed 5.87500000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAM2 1000000.00000000 PA USD 1018990.00000000 0.907183198785 Long DBT CORP US N 2 2031-11-01 Fixed 3.62500000 N N N N N N SBL HOLDINGS INC N/A 78397DAB4 250000.00000000 PA USD 262659.17000000 0.233839376275 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 483711.74000000 0.430637360114 Long DBT US N 2 2041-04-01 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CTR6 104322.68000000 PA USD 110570.93000000 0.098438738329 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 275770.00000000 0.245511644598 Long DBT CORP KY N 2 2027-06-01 Fixed 4.87500000 N N N N N N ALTA EQUIPMENT GROUP N/A 02128LAA4 750000.00000000 PA USD 767872.50000000 0.683619104023 Long DBT CORP US N 2 2026-04-15 Fixed 5.62500000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PBA7 250000.00000000 PA USD 267425.00000000 0.238082284355 Long DBT CORP US N 2 2028-07-01 Fixed 6.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 350000.00000000 PA USD 341243.00000000 0.303800740245 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92939LAU0 750000.00000000 PA USD 708804.53000000 0.631032258254 Long ABS-MBS CORP US N 2 2047-11-15 Variable 3.80300000 N N N N N N OMAN SOVEREIGN SUKUK 549300KM6RUZQLK8LU36 68204LAA2 500000.00000000 PA USD 516001.00000000 0.459383740523 Long DBT NUSS OM N 2 2024-06-01 Fixed 4.39700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KXS5 10248.39000000 PA USD 11348.82000000 0.010103591625 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 523968.50000000 0.466477021258 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 300000.00000000 PA USD 307410.00000000 0.273680003865 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 500000.00000000 PA USD 607500.00000000 0.540843181250 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FX67 62671.17000000 PA USD 72214.08000000 0.064290523058 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N ChaseFlex Trust N/A 16165TBH5 236.88000000 PA USD 142.78000000 0.000127113727 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.00000000 N N N N N N Residential Asset Securitization Trust N/A 45660LSS9 483131.28000000 PA USD 391423.20000000 0.348475010210 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.50000000 N N N N N N GRUPO AXO SA DE CV 4469000001BNKIG58H20 40054MAA0 300000.00000000 PA USD 302503.50000000 0.269311860542 Long DBT CORP MX N 2 2026-06-08 Fixed 5.75000000 N N N N N N WF-RBS Commercial Mortgage Trust N/A 92938EBR3 1000000.00000000 PA USD 964849.50000000 0.858983165444 Long ABS-MBS CORP US N 2 2046-09-15 Variable 5.16800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393XRD1 63337.97000000 PA USD 63724.09000000 0.056732081576 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 0.49200000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 250000.00000000 PA USD 250232.50000000 0.222776199756 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 500000.00000000 PA USD 522722.50000000 0.465367736314 Long DBT US N 2 2029-08-01 Fixed 4.62500000 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAY0 500000.00000000 PA USD 518037.70000000 0.461196967367 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.26500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K7XQ6 24581.22000000 PA USD 28154.65000000 0.025065432877 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N PROSPECT CAPITAL CORP 549300FSD8T39P5Q0O47 74348TAV4 500000.00000000 PA USD 499361.10000000 0.444569622907 Long DBT CORP US N 2 2026-11-15 Fixed 3.36400000 N N N N N N Residential Funding Mtg Sec I N/A 762010AB2 211606.27000000 PA USD 204684.97000000 0.182226288607 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 505305.00000000 0.449861339426 Long DBT CORP LR N 2 2022-11-15 Fixed 5.25000000 N N N N N N GUSAP III LP 549300WY05UJ7WTHIN64 36258GAA5 500000.00000000 PA USD 522500.00000000 0.465169649717 Long DBT CORP US N 2 2030-01-21 Fixed 4.25000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 375000.00000000 PA USD 377221.88000000 0.335831903895 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 550000.00000000 PA USD 574161.50000000 0.511162686767 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N CBB INTL SUKUK PRGM SPC 5493006IRJ2IWXTNIM16 12482TAB4 500000.00000000 PA USD 502041.00000000 0.446955475815 Long DBT CORP BH N 2 2027-09-16 Fixed 3.95000000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AY6 750000.00000000 PA USD 718766.25000000 0.639900946872 Long DBT CORP US N 2 2031-08-01 Fixed 4.25000000 N N N N N N Fluor Corp CQ7WZ4NOFWT7FAE6Q943 343412AF9 500000.00000000 PA USD 510802.50000000 0.454755636362 Long DBT CORP US N 2 2028-09-15 Fixed 4.25000000 N N N N N N Cantor Fitzgerald LP 549300RLUEEVQEMX0450 138616AE7 500000.00000000 PA USD 538346.71000000 0.479277608645 Long DBT CORP US N 2 2024-05-01 Fixed 4.87500000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAB7 750000.00000000 PA USD 773621.25000000 0.688737083016 Long DBT CORP US N 2 2026-04-15 Fixed 8.25000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 500000.00000000 PA USD 491537.50000000 0.437604453010 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAR4 500000.00000000 PA USD 495515.34000000 0.441145831841 Long DBT CORP US N 2 2031-10-28 Fixed 2.87500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 550000.00000000 PA USD 564676.75000000 0.502718633494 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 1072643.90000000 0.954950023414 Long ABS-MBS USGSE US N 2 2051-05-25 Variable 4.30200000 N N N N N N GOLDMAN SACHS BDC INC 6D01AGSGBNZIJSN77043 38147UAC1 750000.00000000 PA USD 787868.49000000 0.701421070844 Long DBT CORP US N 2 2025-02-10 Fixed 3.75000000 N N N N N N SAMMONS FINANCIAL GROUP N/A 79588TAD2 750000.00000000 PA USD 777237.26000000 0.691956332978 Long DBT CORP US N 2 2031-04-16 Fixed 3.35000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DT2BKPLXAJ4C66 94989CBC4 750000.00000000 PA USD 779724.15000000 0.694170353553 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 383946.50000000 0.341818677349 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 2015805.20000000 1.794624686664 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 2.30000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DR8 275000.00000000 PA USD 268150.32000000 0.238728019953 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 500000.00000000 PA USD 512912.68000000 0.456634280748 Long DBT US N 2 2030-09-15 Fixed 3.50000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 9405.00000000 PA USD 3150.77000000 0.002805057564 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 346232AF8 500000.00000000 PA USD 497117.50000000 0.442572197786 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAA8 250000.00000000 PA USD 252973.75000000 0.225216671148 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 500000.00000000 PA USD 495310.00000000 0.440963022395 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N Freddie Mac - STACR 5493007222WHFWMBOC78 35563KAH3 886694.06000000 PA USD 898433.89000000 0.799854885943 Long ABS-MBS USGSE US N 2 2049-01-25 Floating 2.74200000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAF5 750000.00000000 PA USD 786975.00000000 0.700625617389 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N TELECOM ITALIA SPA 549300W384M3RI3VXU42 87927YAA0 600000.00000000 PA USD 623262.00000000 0.554875724826 Long DBT CORP IT N 2 2024-05-30 Fixed 5.30300000 N N N N N N GS Mortgage Securities Trust N/A 36253GAK8 250000.00000000 PA USD 256495.45000000 0.228351959101 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.64800000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597BT3 800000.00000000 PA USD 674400.00000000 0.600402701950 Long DBT NUSS CR N 2 2043-04-30 Fixed 5.62500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XEC4 483038.63000000 PA USD 502920.89000000 0.447738821505 Long ABS-MBS USGSE US N 2 2029-05-25 Floating 4.44200000 N N N N N N Banc of America Funding Corporation N/A 05946XE74 114983.79000000 PA USD 122021.05000000 0.108632514998 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AH9 500000.00000000 PA USD 497817.50000000 0.443195391575 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AL4 500000.00000000 PA USD 557984.37000000 0.496760562565 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N FEDERAL FARM CREDIT BANK N/A 3133ENBK5 2000000.00000000 PA USD 1987505.06000000 1.769429727409 Long DBT USGSE US N 2 2026-10-20 Fixed 1.14000000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AA3 350000.00000000 PA USD 327335.68000000 0.291419375321 Long DBT CORP US N 2 2030-11-01 Fixed 1.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292GR65 5732.11000000 PA USD 6361.69000000 0.005663665280 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 7.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAT6 750000.00000000 PA USD 832734.59000000 0.741364320646 Long DBT CORP US N 2 2043-02-01 Fixed 5.15000000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 1000000.00000000 PA USD 944645.00000000 0.840995566999 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 602841.94000000 0.536696218305 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 486195.00000000 0.432848148984 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 440689.56000000 0.392335709586 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 44357.41000000 0.039490374874 Long DBT NUSS AR N 2 2035-07-09 Variable 1.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213CJ50 19222.70000000 PA USD 21818.26000000 0.019424291601 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 256282.77000000 0.228162615022 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 506689.04000000 0.451093518186 Long DBT CORP US N 2 2031-03-01 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384VV58 36189.34000000 PA USD 39646.50000000 0.035296360799 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371JFZ2 15276.71000000 PA USD 18071.27000000 0.016088433178 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 504399.49000000 0.449055184843 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 350392AA4 400000.00000000 PA USD 382780.00000000 0.340780169413 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 800000.00000000 PA USD 665308.00000000 0.592308304907 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 753082.50000000 0.670451909537 Long DBT CORP TR N 2 2024-06-19 Fixed 4.87500000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AG3 500000.00000000 PA USD 488210.00000000 0.434642056819 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 106436.19000000 PA USD 104290.51000000 0.092847425847 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 659501.50000000 0.587138912426 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 26720.45000000 0.023788597831 Long DBT NUSS AR N 2 2030-07-09 Variable 0.50000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAC6 300000.00000000 PA USD 325480.50000000 0.289767751530 Long DBT CORP NL N 2 2028-01-17 Fixed 6.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NRD5 105031.69000000 PA USD 121783.19000000 0.108420753748 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 5017303.55000000 NS USD 5017303.55000000 4.466789157661 Long EC RF US N 1 N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 350000.00000000 PA USD 343283.50000000 0.305617350140 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBC4 270000.00000000 PA USD 277088.85000000 0.246685786210 Long DBT CORP KY N 2 2029-06-01 Fixed 4.09100000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAC3 750000.00000000 PA USD 740625.00000000 0.659361285783 Long DBT CORP US N 2 2028-06-15 Fixed 4.75000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 750000.00000000 PA USD 740047.50000000 0.658847150907 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 750000.00000000 PA USD 728707.50000000 0.648751411523 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 507212.50000000 0.451559542501 Long DBT CORP US N 2 2028-06-15 Fixed 4.37500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBS3 675000.00000000 PA USD 712912.17000000 0.634689195020 Long DBT CORP GB N 2 2042-03-10 Fixed 3.81100000 N N N N N N COMM Mortgage Trust 549300MGZ5FI5VFL1177 12624SAE9 500000.00000000 PA USD 317500.00000000 0.282662897196 Long ABS-MBS CORP US N 2 2046-10-10 Variable 5.24100000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300BSYX29G4VVM177 95000MBV2 2000000.00000000 PA USD 1767461.00000000 1.573529596667 Long ABS-MBS CORP US N 2 2059-11-15 Variable 4.31100000 N N N N N N CARGO AIRCRAFT MANAGEMEN 549300GH5J7LOMV44F11 14180LAA4 500000.00000000 PA USD 509442.50000000 0.453544859858 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NMW2 19730.40000000 PA USD 22995.57000000 0.020472423429 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 270990.00000000 PA USD 296617.12000000 0.264071352747 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AF7 500000.00000000 PA USD 506563.70000000 0.450981930886 Long DBT CORP US N 2 2030-03-01 Fixed 3.30000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AD4 350000.00000000 PA USD 374827.57000000 0.333700305150 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 535273.93000000 0.476541983771 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 818348.24000000 0.728556486406 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 449485.00000000 0.400166086130 Long DBT CORP AT N 2 2031-01-12 Fixed 3.20000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CS9 1000000.00000000 PA USD 999925.32000000 0.890210355689 Long DBT CORP US N 2 2024-10-18 Fixed 1.21500000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BW6 500000.00000000 PA USD 509475.00000000 0.453573793855 Long DBT CORP US N 2 2024-09-15 Fixed 4.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDE7 535000.00000000 PA USD 563098.20000000 0.501313286986 Long DBT CORP US N 2 2025-04-01 Fixed 7.50000000 N N N N N N Bank N/A 06540TAP5 850000.00000000 PA USD 778638.68000000 0.693203984749 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 3.00000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AG2 500000.00000000 PA USD 510462.92000000 0.454453316153 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 474477.50000000 0.422416330093 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 261848.75000000 0.233117878117 Long DBT CORP US N 2 2025-04-15 Fixed 7.50000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AF0 650000.00000000 PA USD 662587.25000000 0.589886084190 Long DBT CORP GB N 2 2026-04-15 Fixed 4.12500000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAB8 750000.00000000 PA USD 920370.00000000 0.819384096670 Long DBT CORP AT N 2 2047-03-16 Fixed 7.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAL5 500000.00000000 PA USD 521000.00000000 0.463834234454 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 500000.00000000 PA USD 535962.50000000 0.477155001696 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 199871.92000000 PA USD 197253.78000000 0.175610472244 Long ABS-MBS CORP US N 2 2037-11-25 Fixed 6.00000000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 325000.00000000 PA USD 317656.63000000 0.282802341258 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAG1 750000.00000000 PA USD 889845.54000000 0.792208876830 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 300000.00000000 PA USD 274632.00000000 0.244498509552 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 269090.55000000 PA USD 268211.86000000 0.238782807590 Long ABS-MBS CORP US N 2 2036-12-25 Variable 2.70700000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 575000.00000000 PA USD 586568.63000000 0.522208467276 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MBB7 500000.00000000 PA USD 468095.00000000 0.416734138151 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 383970.57000000 0.341840106313 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 756562.31000000 0.673549903793 Long DBT CORP US N 2 2029-02-26 Fixed 4.75000000 N N N N N N GS Mortgage Securities Trust N/A 36248GAP5 300000.00000000 PA USD 303057.54000000 0.269805109523 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.48800000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 700000.00000000 PA USD 701312.51000000 0.624362286352 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667FVN2 406071.81000000 PA USD 428761.80000000 0.381716701087 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TPS2 18570.88000000 PA USD 21105.54000000 0.018789773490 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 7.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBF9 500000.00000000 PA USD 636452.78000000 0.566619170782 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 203024.31000000 PA USD 187903.42000000 0.167286063276 Long ABS-MBS CORP US N 2 2037-07-25 Variable 3.04100000 N N N N N N BANCO NAL COSTA RICA 549300BH267R4KQVKV59 059613AB5 1000000.00000000 PA USD 1066725.00000000 0.949680563817 Long DBT CORP CR N 2 2023-11-01 Fixed 6.25000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 500000.00000000 PA USD 473847.50000000 0.421855455682 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N ASHLAND LLC 6O4MRU8C1MS0K34UQF79 04433LAA0 750000.00000000 PA USD 734385.00000000 0.653805958291 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCF6 600000.00000000 PA USD 621195.00000000 0.553035522595 Long DBT US N 2 2024-10-01 Fixed 4.75000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 3133TSQG1 116229.20000000 PA USD 113759.29000000 0.101277261399 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 0.35200000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCE3 600000.00000000 PA USD 617133.00000000 0.549419218064 Long DBT CORP US N 2 2028-03-01 Fixed 4.12500000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 350000.00000000 PA USD 345427.25000000 0.307525881120 Long DBT CORP US N 2 2029-02-01 Fixed 4.12500000 N N N N N N Trinity Industries Inc R1JB4KXN77XFCXOQKV49 896522AH2 830000.00000000 PA USD 868993.40000000 0.773644699491 Long DBT CORP US N 2 2024-10-01 Fixed 4.55000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGG3 500000.00000000 PA USD 496475.32000000 0.442000479804 Long DBT CORP US N 2 2026-03-20 Fixed 1.45000000 N N N N N N ACCO BRANDS CORP JCT8P4Y190IH4I1NX328 00081TAK4 500000.00000000 PA USD 489502.50000000 0.435792739637 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAC9 775000.00000000 PA USD 729468.75000000 0.649429134769 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N BRITISH AIR 20-1 A PTT N/A 11044MAA4 172256.59000000 PA USD 186431.89000000 0.165975994195 Long DBT CORP US N 2 2032-11-15 Fixed 4.25000000 N N N N N N FREEDOM MORTGAGE 549300LYRWPSYPK6S325 35640YAG2 750000.00000000 PA USD 704765.63000000 0.627436519119 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46634SAJ4 750000.00000000 PA USD 729909.75000000 0.649821746856 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.31000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AA6 250000.00000000 PA USD 285335.00000000 0.254027142587 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 505442.50000000 0.449983752492 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N JBS USA FOOD CO 549300O7SUM086E3RD66 46650CAB5 500000.00000000 PA USD 521555.00000000 0.464328338101 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 550000.00000000 PA USD 573135.75000000 0.510249485297 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N GSR Mortgage Loan Trust N/A 3622MPAN8 36872.23000000 PA USD 43964.91000000 0.039140941214 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 521472.50000000 0.464254890262 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 900000.00000000 PA USD 1071052.16000000 0.953532934154 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 500000.00000000 PA USD 497660.00000000 0.443055172972 Long DBT CORP US N 2 2029-06-15 Fixed 3.62500000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AB9 350000.00000000 PA USD 385040.00000000 0.342792195075 Long DBT CORP US N 2 2025-04-15 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TVQ9 49771.80000000 PA USD 54753.25000000 0.048745550475 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAX0 275000.00000000 PA USD 272264.04000000 0.242390369602 Long DBT CORP US N 2 2026-06-01 Fixed 1.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312938Z97 102255.94000000 PA USD 116581.25000000 0.103789587035 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 500000.00000000 PA USD 476250.00000000 0.423994345794 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 500000.00000000 PA USD 444995.00000000 0.396168743111 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 147107.45000000 0.130966355956 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HEF7 7432.32000000 PA USD 8307.61000000 0.007396072791 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.00000000 N N N N N N FREMF Mortgage Trust N/A 30309JAE3 1000000.00000000 PA USD 1116517.00000000 0.994009228312 Long ABS-MBS USGSE US N 2 2051-04-25 Variable 4.39800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L1KB5 4412.79000000 PA USD 4917.09000000 0.004377571354 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 255581.25000000 0.227538068012 Long DBT CORP US N 2 2028-10-15 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A35Z0 78714.30000000 PA USD 81993.49000000 0.072996905306 Long ABS-MBS USGSE US N 2 2041-03-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HZE5 9180.22000000 PA USD 10303.39000000 0.009172869506 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LGN9 32168.87000000 PA USD 34771.13000000 0.030955931794 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 29246QAD7 350000.00000000 PA USD 369687.50000000 0.329124219865 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 143827.26000000 PA USD 149548.22000000 0.133139316963 Long ABS-MBS CORP US N 2 2034-11-25 Variable 2.55200000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 615000.00000000 PA USD 651764.70000000 0.580251018558 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AM6 250000.00000000 PA USD 287733.11000000 0.256162124384 Long DBT CORP US N 2 2028-06-22 Fixed 4.87500000 N N N N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121KAA2 500000.00000000 PA USD 536875.12000000 0.477967486147 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 98954NAA7 650000.00000000 PA USD 670046.00000000 0.596526436582 Long DBT CORP NL N 2 2027-01-15 Fixed 5.50000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAG3 750000.00000000 PA USD 503385.00000000 0.448152007890 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CY9 500000.00000000 PA USD 492020.00000000 0.438034011586 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581HA9 500000.00000000 PA USD 515936.88000000 0.459326655972 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 544648.50000000 0.484887946342 Long DBT CORP AE N 2 2025-04-23 Fixed 4.37500000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAB1 500000.00000000 PA USD 508525.00000000 0.452728030856 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 511350.00000000 0.455243062933 Long DBT CORP US N 2 2027-02-15 Fixed 4.75000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAE0 1000000.00000000 PA USD 963465.43000000 0.857750959976 Long DBT CORP US N 2 2031-10-15 Fixed 3.15000000 N N N N N N 2021-12-16 BMO FUNDS, INC. Timothy Bonin Timothy Bonin Treasurer XXXX