BNY Mellon Core Bond ETF (BKAG)

CUSIP 09661T602
NAV $ 43.28 As of 09/18/24
CHG $ 0.01 (0.02 %)
MKT PRICE $43.30 As of 09/18/24
CHG $-0.15 (-0.35 %)
TOTAL EXPENSE RATIO

0.00%

Net

0.00%

Gross

Overview

Why invest in this Fund?

The fund seeks to match the performance of the Bloomberg US Aggregate Total Return Index.
Provides investors with broad exposure to the overall U.S. bond market.
Employs a passively managed, low cost index approach with a fully transparent portfolio.
Is highly liquid so investors can buy or sell any time the stock market is open.

INCEPTION DATE

04/22/20

NET ASSETS

$1,869,849,586 As of 09/19/24

NUMBER OF SHARES OUTSTANDING

43,200,000 As of 09/19/24

MARKET PRICE 52-WEEK HIGH

$43.51 As of 09/16/24

MARKET PRICE 52-WEEK LOW

$39.26 As of 10/19/23

AVG EFFECTIVE DURATION

6.17 yr(s). As of 08/31/24

WEIGHTED AVG YIELD TO MATURITY

4.41% As of 08/31/24

WEIGHTED AVG MATURITY

8.45 yr(s). As of 08/31/24

DISTRIBUTION FREQUENCY

Monthly

Morningstar Category

Intermediate Core Bond

Morningstar Overall Rating

Number of Holdings

4716 As of 08/31/24

SUB-ASSET CLASS

Taxable

BLOOMBERG INDEX TICKER

LBUSTRUU

EXCHANGE

NYSE-Arca

Morningstar Rating™ as of August 31, 2024. Overall rating for the Intermediate Core Bond category. Fund ratings are out of 5 Stars: Overall 3 Stars (413 funds rated); 3 Yrs. 3 Stars (413 funds rated).

Yields and Expense Ratio

30-DAY SEC YIELD as of 09/19/24 SUBSIDIZED	UNSUBSIDIZED	CURRENT YIELD as of 09/19/24	CONTRACTUAL FEE WAIVER END DATE	PROSPECTUS FEE TABLE EXPENSE RATIO (%) as of 03/01/24 NET	GROSS
4.19	4.19	4.11	-	0.00	0.00

Yield fluctuates and past performance is no guarantee of future results.

The SEC 30-day Yield is calculated by dividing the net investment income per share earned during the period (calculated in accordance with regulatory guidelines) by the maximum offering price per share on the last day of the period.

Unsubsidized yield displays what the fund's 30-Day SEC Yield would have been had no fee waiver or expense reimbursement been in place during the period.

Gross Expenses is the total annual operating expense ratio for the fund, before any fee waivers or expense reimbursements. Net Expenses is the total annual operating expense ratio for the fund, after any applicable fee waivers or expense reimbursements. The Gross Expenses, or Net Expenses (if including fee waivers or expense reimbursements) is the actual fund expense ratio applicable to investors.

NAV - A fund's NAV is the sum of all its assets less any liabilities, divided by the number of shares outstanding.

Market Price - The market price is the most recent official closing price for the listed exchange.

Current Yield - (Sum of 30 days of net investment income/sum of 30 days of net assets) * (365*100)

Avg Effective Duration - It is used to measure the market price sensitivity of the fund’s portfolio holdings to changes in interest-rates. Duration is not a complete measure of bond risk and may not be successful.

Weighted Avg Yield to Maturity - The averaged total return anticipated on a group of bonds if held until their maturity.

Weighted Avg Maturity - A measure of the average maturity of all of the underlying security instruments in the fund, weighted to reflect the relative percentage ownership of each instrument, and taking into account applicable “maturity shortening” provisions.

Portfolio Managers

Nancy G. Rogers, CFA

Portfolio Manager, Mellon Investments Corporation

Managing Fund Since 2020

Joined Firm in 1987

Joined Industry in 1987
Gregg A. Lee, CFA

Portfolio Manager, Mellon Investments Corporation

Managing Fund Since 2020

Joined Firm in 1989

Joined Industry in 1989

Performance

Daily Statistics

As of 09/18/24 NAME	30-DAY MEDIAN BID/ASK SPREAD	PREVIOUS DAY VOLUME	20-DAY AVG VOLUME	PREMIUM/ DISCOUNT	YTD Total Return (NAV)
BNY Mellon Core Bond ETF	0.02%	104,044	83,643	0.07%	4.79%

The performance data quoted represents past performance, which is no guarantee of future results.

30-Day Median Bid-Ask Spread - Gives investors the midpoint within the spread between an ETF’s selling price and buying price. It is calculated over the last 30 days in 10 second intervals by dividing the difference between the bid (sell price) and offer (buy price) by the midpoint of the National Best Bid Offer (NBBO) and identifying the median of those values.

20-Day Avg Volume - 20-Day Average Volume is the sum of last 20 days of trading volume divided by 20 days.

Premium / Discount - The amount the fund is trading above or below the reported NAV expressed as a percentage of the NAV. When the fund's market price is greater than the fund's NAV, it is said to be trading at a "Premium" and the percentage is expressed as a positive number. When the fund's market price is less than the fund's NAV, it is said to be trading at a "Discount" and the percentage is expressed as a negative number.

Total Returns

Click here for NAV Returns

Month End

MARKET PRICE

			Average Annual As of 08/31/24
Name	3 MO 08/31/24	YTD 08/31/24	1 YR	3 YRS	5 YRS	10 YRS	Since Inception
BNY Mellon Core Bond ETF BKAG	4.96	3.23	7.38	-2.13	-	-	-1.06
Bloomberg U.S. Aggregate Bond Index	4.79	3.07	7.30	-2.11	-0.04	1.64	-

Quarter End

MARKET PRICE

			Average Annual As of 06/30/24
Name	3 MO 06/30/24	YTD 06/30/24	1 YR	3 YRS	5 YRS	10 YRS	Since Inception
BNY Mellon Core Bond ETF BKAG	-0.01	-0.79	2.42	-3.13	-	-	-2.03
Bloomberg U.S. Aggregate Bond Index	0.07	-0.71	2.63	-3.02	-0.23	1.35	-

The performance data quoted represents past performance, which is no guarantee of future results. Share price, yield and investment return fluctuate and an investor's shares may be worth more or less than original cost upon redemption. Current performance may be lower or higher than the performance quoted.

Market Price performance is calculated using the most recent NYSE Arca Official Closing Price. Market Price returns do not represent investors’ returns had they traded shares at other times.

The Bloomberg U.S. Aggregate Total Return Index is designed to measure the investment grade, U.S. dollar-denominated, fixed-rate taxable bond market. The index includes Treasuries, government-related and corporate securities, mortgage-backed pass-through securities (agency fixed-rate), commercial mortgage-backed securities (agency and non-agency) and other asset-backed securities having at least one year until final maturity. To be included in the index, securities must be rated investment grade (Baa3/BBB-/BBB- or higher) using the middle rating of Moody?s, S&P and Fitch. Investors cannot invest directly in an index.

Growth of $10,000 Investment

Past performance is no guarantee of future results.

Historical NAV and Market Price

View

Historical Premium/Discount

View

Premium and Discount Summary Table

As of 09/19/24	Calendar Year 2023	Q1 2024	Q2 2024
Days Traded at Premium	220	60	48
Days Traded at Discount	33	1	8

The table shows the number of trading days in which the fund traded at a premium or discount to its closing NAV. Past results are not indicative of future results.

Premium/Discount

View

Fees & Expenses

Prospectus Fee Table Expense Ratios

Fees as stated in the prospectus Fee Description	Total Expense Ratio (%)
Management Fee	0.00%
Other Expenses	0.00%
Total Expenses	0.00%
Net Expenses	0.00%

The Total Expenses is the actual fund expense ratio applicable to investors.

Portfolio

Portfolio Manager/Sub-Investment Adviser

The fund's investment adviser is BNY Mellon ETF Investment Adviser, LLC (Adviser). The Adviser has engaged its affiliate, Mellon Investments Corporation (Mellon), to serve as the fund's sub-adviser. Gregory A. Lee, CFA, and Nancy G. Rogers, CFA, are the primary portfolio managers of the fund. Each portfolio manager has been a primary portfolio manager of the fund since its inception in April 2020. Mr. Lee is a Director, Senior Portfolio Manager at Mellon. Ms. Rogers is a Director, Head of Fixed Income Index Portfolio Management at Mellon.

Top Holdings

Download Total Holdings

As of 09/20/24

Holdings	% Portfolio Weight
DREYFUS INSTITUTIONAL PRE	2.50
US TREASURY N/ 3.875 8/33	0.57
US TREASURY N/B 3.5 2/33	0.57
US TREASURY N/ 3.375 5/33	0.56
US TREASURY N/B 2.75 8/32	0.48
US TREASURY N 4.875 11/25	0.47
US TREASURY N/ 0.625 8/30	0.45
US TREASURY N/ 4.125 7/28	0.44
US TREASURY N/ 0.375 1/26	0.41
US TREASURY N 3.875 12/29	0.38
US TREASURY N/B 4.5 11/33	0.36
US TREASURY N/B 4 2/34	0.36
US TREASURY N/ 1.875 2/51	0.36
US TREASURY N 1.375 11/31	0.35
US TREASURY N/ 0.625 5/30	0.35
US TREASURY N/ 2.875 5/32	0.35
US TREASURY N/B 1.5 11/28	0.35
US TREASURY N/B 0.75 1/28	0.34
FNCL 6.5 10/24	0.34
FNCL 6 10/24	0.34
US TREASURY N/ 4.625 5/54	0.33
US TREASURY N/B 1.5 1/27	0.33
US TREASURY N 1.125 10/26	0.33
US TREASURY N/ 1.875 2/32	0.32
US TREASURY N/B 5 10/25	0.32
US TREASURY N/ 3.625 3/28	0.32
US TREASURY N/ 0.875 6/26	0.32
US TREASURY N/B 1.5 2/30	0.32
US TREASURY N/B 2.75 4/27	0.31
US TREASURY N/ 1.875 2/41	0.31
US TREASURY N/B 4.5 5/29	0.31
US TREASURY N/ 3.875 1/26	0.30
US TREASURY N/ 2.375 5/27	0.30
US TREASURY N/B 2.75 2/28	0.30
US TREASURY N/ 3.625 5/53	0.30
US TREASURY N/ 3.625 3/30	0.30
US TREASURY N/ 1.625 2/26	0.30
US TREASURY N 4.375 11/28	0.30
US TREASURY N/B 0.75 4/26	0.29
US TREASURY N/B 0.5 10/27	0.29
US TREASURY N 0.875 11/30	0.29
US TREASURY N/B 4 11/42	0.29
US TREASURY N/ 3.125 8/29	0.29
US TREASURY N/B 1.25 5/28	0.29
US TREASURY N/B 2.75 7/27	0.29
US TREASURY N/ 4.625 4/29	0.29
US TREASURY N/B 2.25 5/41	0.28
US TREASURY N/B 2.5 2/46	0.28
US TREASURY N/ 4.375 8/26	0.28
US TREASURY N/ 2.875 4/29	0.28
US TREASURY N/ 3.625 2/53	0.28
US TREASURY N/B 3.5 9/25	0.27
US TREASURY N/B 2.25 8/27	0.27
US TREASURY N/ 3.625 8/29	0.27
US TREASURY N/ 4.125 8/53	0.27
US TREASURY N/B 3.75 8/26	0.27
US TREASURY N/ 3.875 2/43	0.26
US TREASURY N 3.125 11/28	0.26
US TREASURY N/B 4 1/31	0.26
US TREASURY N/ 1.125 2/28	0.26
US TREASURY N/ 4.875 5/26	0.26
US TREASURY N 1.875 11/51	0.26
US TREASURY N 2.375 11/49	0.26
US TREASURY N/ 3.375 8/42	0.26
US TREASURY N 1.375 12/28	0.26
US TREASURY N/B 4 2/26	0.26
US TREASURY N/ 3.75 12/30	0.26
US TREASURY N/B 0.5 2/26	0.26
FN MA4466 2.5 11/1/51	0.26
US TREASURY N/ 0.625 7/26	0.25
US TREASURY N/B 4 2/30	0.25
FN FS5444 2 11/1/51	0.25
US TREASURY N/ 4.375 5/34	0.25
US TREASURY N 4.125 11/32	0.25
US TREASURY N/B 1 7/28	0.25
US TREASURY N/ 4.875 4/26	0.25
US TREASURY N/ 2.625 5/27	0.25
US TREASURY N/B 4 7/29	0.25
US TREASURY N/ 2.375 2/42	0.25
US TREASURY N/ 4.375 7/26	0.25
US TREASURY N/B 0.75 3/26	0.24
US TREASURY N/B 2.5 5/46	0.24
FR SD3345 2.5 4/1/52	0.24
US TREASURY N/B 4 11/52	0.23
US TREASURY N/B 0.75 5/26	0.23
US TREASURY N/B 4.5 3/26	0.23
US TREASURY N/B 2.25 8/46	0.23
US TREASURY N/B 4 1/27	0.22
US TREASURY N/ 3.625 5/26	0.22
FN FS5173 3 2/1/49	0.22
G2 MA7827 2.5 1/20/52	0.22
US TREASURY N 4.625 10/26	0.22
US TREASURY N/B 4.25 1/26	0.22
US TREASURY N/ 0.375 7/27	0.22
US TREASURY N/B 4.5 2/36	0.22
FNCL 5.5 10/24	0.21
US TREASURY N/B 1.25 6/28	0.21
FR RA6913 2 2/1/52	0.21
FN FS5390 2.5 5/1/51	0.21
US TREASURY N/B 4.25 6/29	0.21
FN FS5180 5 9/1/52	0.21
FN FS6110 3 7/1/50	0.21
US TREASURY N 1.375 11/40	0.21
G2 MA7766 2 12/20/51	0.20
US TREASURY N/ 4.375 7/27	0.20
US TREASURY N/B 3.75 8/27	0.20
US TREASURY N/ 4.625 4/31	0.20
US TREASURY N 4.875 10/28	0.20
US TREASURY N/B 4.25 2/54	0.20
US TREASURY N/B 1.25 9/28	0.20
FN MA4237 2 1/1/51	0.20
US TREASURY N/ 1.75 11/29	0.20
US TREASURY N/ 4.25 12/25	0.20
US TREASURY N/B 3.5 1/30	0.20
US TREASURY N/ 1.625 5/31	0.20
US TREASURY N 0.625 12/27	0.20
FN MA4916 4 2/1/53	0.20
FN FS4650 4.5 7/1/52	0.19
US TREASURY N/B 3.75 4/26	0.19
US TREASURY N/ 4.125 3/31	0.19
US TREASURY N/B 3.25 6/29	0.19
US TREASURY N/ 4.125 2/27	0.19
FN CB4800 4.5 10/1/52	0.19
US TREASURY N/B 4.5 11/25	0.19
US TREASURY N/ 1.375 8/50	0.19
US TREASURY N/B 4 1/29	0.19
US TREASURY N/ 4.375 8/28	0.18
G2 MA7649 2.5 10/20/51	0.18
US TREASURY N/ 1.25 11/26	0.18
FN FS4660 3.5 8/1/49	0.18
G2SF 6 10/24	0.18
US TREASURY N/B 1.25 8/31	0.18
US TREASURY N/ 4.625 5/31	0.18
US TREASURY N/ 4.375 8/43	0.18
FN FS5636 2 4/1/52	0.18
US TREASURY N/B 4.5 4/27	0.18
US TREASURY N/ 2.375 5/29	0.17
US TREASURY N/ 1.875 2/29	0.17
G2 MA6931 2.5 10/20/50	0.17
US TREASURY N/B 1.75 1/29	0.17
FR SD4398 2 2/1/51	0.17
G2SF 6.5 10/24	0.17
US TREASURY N/ 4.125 3/29	0.17
US TREASURY N/ 4.625 2/26	0.17
FN FS2040 2 2/1/52	0.17
FN FS5171 3 12/1/51	0.16
US TREASURY N/ 3.125 8/27	0.16
US TREASURY N/ 4.625 6/26	0.16
US TREASURY N/B 2 2/50	0.16
FNCL 7 10/24	0.16
FN MA4437 2 10/1/51	0.16
US TREASURY N/B 3.25 6/27	0.16
US TREASURY N/ 1.125 8/28	0.16
US TREASURY N 1.375 10/28	0.16
FN FS5806 2.5 2/1/52	0.16
G2 MA7135 2 1/20/51	0.16
G2SF 5.5 10/24	0.16
US TREASURY N/ 4.125 7/31	0.16
US TREASURY N/ 4.625 6/27	0.16
US TREASURY N/B 1.75 8/41	0.15
US TREASURY N/B 5 9/25	0.15
US TREASURY N/B 3.75 8/31	0.15
FN FS5905 4 3/1/51	0.15
G2 MA5984 3 6/20/49	0.15
US TREASURY N/B 3.5 1/28	0.15
FR SD8121 2 1/1/51	0.15
US TREASURY N/B 4.5 2/44	0.15
US TREASURY N 4.125 10/27	0.15
US TREASURY N/B 2.75 5/29	0.15
US TREASURY N/ 3.875 8/34	0.15
FN CB2789 2 2/1/52	0.15
FN FS0496 4 6/1/49	0.15
G2 MA8647 5 2/20/53	0.15
US TREASURY N/B 0.5 6/27	0.14
US TREASURY N/B 2 8/51	0.14
US TREASURY N 4.375 12/26	0.14
US TREASURY N/B 1.5 8/26	0.14
G2 MA8199 3.5 8/20/52	0.14
US TREASURY N/B 2.25 2/52	0.14
US TREASURY N 1.625 11/50	0.13
FN MA4306 2.5 4/1/51	0.13
FR ZS4704 3.5 2/1/47	0.13
FN CB2773 2 2/1/52	0.13
US TREASURY N/B 3.5 4/30	0.13
US TREASURY N/ 4.625 9/26	0.13
US TREASURY N/ 2.25 11/25	0.13
G2 MA6994 2 11/20/50	0.13
G2 MA9306 6 11/20/53	0.13
FR RA5715 2 10/1/51	0.13
US TREASURY N 0.375 11/25	0.12
US TREASURY N/B 4 10/29	0.12
US TREASURY N/B 0.75 8/26	0.12
FN MA4624 3 6/1/52	0.12
US TREASURY N/ 1.25 12/26	0.12
US TREASURY N/B 2 11/41	0.12
US TREASURY N/ 0.875 9/26	0.12
FN MA4333 2 5/1/41	0.12
US TREASURY N/B 4.25 6/31	0.12
G2 MA9241 5.5 10/20/53	0.12
INT BK RECON& 1.625 11/31	0.12
US TREASURY N/ 0.625 3/27	0.12
US TREASURY N/ 2.625 2/29	0.12
US TREASURY N/B 3 8/48	0.12
US TREASURY N/ 2.875 5/43	0.12
US TREASURY N/B 4 2/28	0.12
US TREASURY N/B 1.25 4/28	0.11
US TREASURY N 4.625 11/26	0.11
US TREASURY N/ 3.375 5/44	0.11
US TREASURY N/B 2.25 8/49	0.11
US TREASURY N/ 2.625 7/29	0.11
FR QC3918 2.5 7/1/51	0.11
G2SF 4.5 10/24	0.11
US TREASURY N/ 1.125 5/40	0.11
G2SF 5 10/24	0.11
US TREASURY N/ 4.25 10/25	0.11
G2 MA7826 2 1/20/52	0.11
G2 MA7590 3 9/20/51	0.11
US TREASURY N/B 4.25 2/31	0.11
US TREASURY N/B 2.5 2/45	0.11
US TREASURY N/ 0.375 9/27	0.11
FN FS4892 2 9/1/51	0.10
US TREASURY N 0.625 11/27	0.10
US TREASURY N/ 3.875 8/40	0.10
US TREASURY N/B 0.5 8/27	0.10
G2 MA9103 4 8/20/53	0.10
US TREASURY N/B 3.5 4/28	0.10
US TREASURY N/B 4.25 8/54	0.10
US TREASURY N/B 4 6/28	0.10
FR SD8264 3.5 11/1/52	0.10
US TREASURY N/B 3 8/52	0.10
US TREASURY N/ 2.875 5/28	0.09
WI TSY NOTE/BO 4.125 8/44	0.09
FN FS7594 2.5 9/1/52	0.09
US TREASURY N/B 0.5 4/27	0.09
FREDDIE MAC 0.375 9/25	0.09
FN MA5215 5.5 12/1/53	0.09
MSC 2017-H1 A5 6/50	0.09
US TREASURY N/ 4.625 9/30	0.09
FR SD2105 1.5 5/1/51	0.09
US TREASURY N/ 4.125 9/27	0.09
US TREASURY N 1.625 10/26	0.09
FN FM9192 5 6/1/50	0.09
US TREASURY N/B 3 5/42	0.09
FNCL 5 10/24	0.08
US TREASURY N/ 2.875 5/52	0.08
FN MA4869 5.5 1/1/53	0.08
FR SD8396 6 1/1/54	0.08
US TREASURY N/ 3.625 5/28	0.08
FN FP0052 2 11/1/50	0.08
US TREASURY N/ 0.25 10/25	0.08
FN FS4790 1.5 9/1/36	0.08
US TREASURY N/B 4.25 3/27	0.08
US TREASURY N 0.375 12/25	0.08
G2 MA6996 3 11/20/50	0.08
US TREASURY N/B 0.5 5/27	0.08
FN MA4254 1.5 2/1/51	0.08
FN MA4520 2 1/1/42	0.08
INTERAMER DEV BK 4.5 5/26	0.08
US TREASURY N/B 2.5 2/26	0.08
US TREASURY N/ 1.625 5/26	0.08
BANK 2019-BN18 A4 5/62	0.08
US TREASURY N/ 1.625 9/26	0.08
US TREASURY N/B 4 12/25	0.08
FN MA3902 2.5 1/1/50	0.08
US TREASURY N/ 1.125 8/40	0.08
FN FS4056 2.5 7/1/36	0.08
FR SD8395 5.5 1/1/54	0.07
G2 MA1996 4 6/20/44	0.07
FN FS5871 2 7/1/51	0.07
US TREASURY N 3.875 11/27	0.07
G2 MA5763 4 2/20/49	0.07
US TREASURY N/B 3.25 5/42	0.07
FN FS5380 2 5/1/51	0.07
US TREASURY N/ 2.75 11/47	0.07
FN MA4628 2.5 6/1/37	0.07
G2 MA6038 3 7/20/49	0.07
FN MA4181 1.5 11/1/50	0.07
G2 MA5764 4.5 2/20/49	0.07
G2SF 3.5 10/24	0.07
FN FS3265 1.5 4/1/36	0.07
US TREASURY N/B 1.25 3/28	0.07
G2SF 7 10/24	0.07
US TREASURY N/B 6 2/26	0.07
FN MA4473 1.5 11/1/41	0.07
FN MA4236 1.5 1/1/51	0.07
FR QE1754 3 5/1/52	0.07
G2 MA5527 3.5 10/20/48	0.07
FR SD8361 5 9/1/53	0.07
US TREASURY N 4.875 10/30	0.07
G2 MA6282 2.5 11/20/49	0.06
US TREASURY N/ 2.875 8/28	0.06
KFW 3.625 4/26	0.06
US TREASURY N/B 2 11/26	0.06
G2 MA7704 2 11/20/51	0.06
FNCL 3.5 10/24	0.06
G2 MA6767 3.5 7/20/50	0.06
MANITOBA (PROV 2.125 6/26	0.06
US TREASURY N/ 1.875 2/27	0.06
US TREASURY N/ 4.625 9/28	0.06
FR SD8193 2 2/1/52	0.06
FHMS K124 A2 12/30	0.06
UNITED MEXICAN 3.5 2/34	0.06
FR SD8279 6 11/1/52	0.06
US TREASURY N/ 4.25 11/40	0.06
HART 2022-C A4 10/28	0.06
FNCL 2 10/24	0.06
G2 MA7937 3 3/20/52	0.06
FN MA4511 2 1/1/52	0.06
FANNIE MAE 0.75 10/27	0.06
FR SD8225 3 7/1/52	0.06
INT BK RECON&D 3.125 6/27	0.06
G2 MA9488 5.5 2/20/54	0.06
FN MA4516 2 1/1/37	0.06
US TREASURY N/ 2.25 11/27	0.06
FR RA6815 2.5 2/1/52	0.06
US TREASURY N/ 3.125 2/42	0.06
FN FS6337 2 3/1/37	0.06
US TREASURY N/ 3.625 2/44	0.06
BBCMS 2023-C20 A3 7/56	0.06
FN MA4255 2 2/1/51	0.06
FHMS K-161 A2 10/33	0.06
G2 MA7881 2.5 2/20/52	0.06
US TREASURY N/B 2.25 2/27	0.06
FHMS K089 AM 1/29	0.06
FN MA5083 6.5 7/1/53	0.06
UNITED MEXICAN 4.28 8/41	0.06
G2 MA7828 3 1/20/52	0.06
CVS HEALTH CORP 5.3 6/33	0.05
FN BM1164 3.5 12/1/45	0.05
US TREASURY N/B 3 2/48	0.05
KFW 3.875 6/28	0.05
PFIZER INVSTMNT 4.45 5/28	0.05
FN MA4436 1.5 10/1/51	0.05
G2 MA9424 6 1/20/54	0.05
CHAIT 2022-A1 A 9/27	0.05
WELLS FARGO CO 3.584 5/28	0.05
FN CA8437 2 1/1/51	0.05
US TREASURY N/ 1.375 8/26	0.05
URUGUAY 4.375 10/27	0.05
FR SD8199 2 3/1/52	0.05
JPMCC 2016-JP3 A4 8/49	0.05
EUROPEAN INVT 4.375 3/27	0.05
G2 MA9105 5 8/20/53	0.05
US TREASURY N/ 4.125 8/30	0.05
FN MA4042 2 6/1/35	0.05
FR SD8372 5.5 11/1/53	0.05
FN FS4061 3 10/1/37	0.05
CSAIL 2017-C8 A4 6/50	0.05
FNCI 1.5 10/24	0.05
FREDDIE MAC 0.8 10/26	0.05
G2 MA7588 2 9/20/51	0.05
FN MA4438 2.5 10/1/51	0.05
FR SD1151 2.5 1/1/51	0.05
FHMS K747 AM 12/28	0.05
US TREASURY N/ 4.125 6/26	0.05
US TREASURY N/ 4.625 3/26	0.05
FN FS6033 2 6/1/52	0.05
BROADCOM INC 3.469 4/34	0.05
US TREASURY N/ 3.75 12/28	0.05
EUROPEAN INVT 3.625 7/30	0.05
G2 MA7254 2 3/20/51	0.05
FN CB1801 2 10/1/51	0.05
FN MA5248 6.5 1/1/54	0.05
FN CB2410 2.5 12/1/51	0.05
FN FM1559 4 9/1/49	0.05
PFIZER INVSTMNT 5.3 5/53	0.05
G2 MA8648 5.5 2/20/53	0.05
FN CB5592 5.5 2/1/53	0.05
US TREASURY N/ 1.125 2/31	0.05
WELLS FARGO C 5.375 11/43	0.05
US TREASURY N/B 4 7/30	0.05
AERCAP IRELAND 4.45 10/25	0.05
US TREASURY N/ 2.375 3/29	0.05
ENERGY TRANSFER 6.5 2/42	0.05
FR SB1004 3 5/1/38	0.05
JPMORGAN CHAS 6.254 10/34	0.05
US TREASURY N/B 3.75 5/30	0.05
EURO BK RECON& 4.375 3/28	0.05
FR SD8315 5 4/1/53	0.05
FED HOME LN BA 1.25 12/26	0.05
FN FM8210 3 4/1/50	0.04
FN FM9716 2.5 12/1/51	0.04
FR SD4531 2.5 4/1/52	0.04
FED HOME LN BANK 1 7/26	0.04
FR SD4977 5 11/1/53	0.04
NYC MUN WTR FIN 5.44 6/43	0.04
FR QN7917 1.5 10/1/36	0.04
CITIGROUP INC 2.572 6/31	0.04
FR SD8017 3.5 10/1/49	0.04
US TREASURY N/B 2.5 3/27	0.04
FN FS6188 2 10/1/36	0.04
FR SD8128 2 2/1/51	0.04
HAROT 2023-1 A4 6/29	0.04
FN CB3364 3 4/1/52	0.04
G2 MA8042 2.5 5/20/52	0.04
MICROSOFT CORP 2.4 8/26	0.04
FN MA4074 2 7/1/35	0.04
G2 MA9104 4.5 8/20/53	0.04
US TREASURY N 3.875 12/27	0.04
US TREASURY N/B 3 5/47	0.04
FN FS4016 3 4/1/51	0.04
FN FS6182 3.5 7/1/51	0.04
GILEAD SCIENCES 2.6 10/40	0.04
KFW 5 3/26	0.04
GENERAL MOTORS 5.6 10/32	0.04
PHILIP MORRIS 5.375 2/33	0.04
G2 MA7936 2.5 3/20/52	0.04
FN CB8916 6 7/1/54	0.04
FN MA4768 2.5 9/1/52	0.04
FR SD8244 4 9/1/52	0.04
ASTRAZENECA P 3.375 11/25	0.04
GOLDMAN SACHS G 6.25 2/41	0.04
INT BK RECON&DE 0.5 10/25	0.04
INTL FIN CORP 0.75 10/26	0.04
FORD MOTOR CR 7.122 11/33	0.04
WESTPAC BANKI 5.457 11/27	0.04
FN FS3208 2 5/1/52	0.04
FN MA5389 6 6/1/54	0.04
PHILIPPINES(REP 1.95 1/32	0.04
ELEVANCE HEALTH 4.75 2/33	0.04
APPLE INC 4 5/28	0.04
FN FS1156 4 6/1/48	0.04
US TREASURY N/B 3 2/49	0.04
ASIAN DEV BANK 1 4/26	0.04
FR RB5154 2.5 4/1/42	0.04
ANHEUSER-BUSCH 4.375 4/38	0.04
ASIAN DEV BANK 3.875 6/33	0.04
FR SD0725 3 8/1/51	0.04
FR SD8369 6.5 10/1/53	0.04
MERRILL LYNCH 6.22 9/26	0.04
FN AS8276 3 11/1/46	0.04
FNA 2018-M12 A2 8/30	0.04
US TREASURY N/B 4.5 7/26	0.04
ANHEUSER-BUSCH 4.9 2/46	0.00
FN MA5191 6 11/1/53	0.04
HOME DEPOT IN 5.875 12/36	0.04
FHMS K-1515 A2 2/35	0.04
FN CA8251 2.5 12/1/50	0.04
G2 MA9668 5.5 5/20/54	0.04
BOEING CO 2.7 2/27	0.04
ASIAN DEV BANK 4.5 8/28	0.04
ORACLE CORP 4.9 2/33	0.04
FED HOME LN B 4.625 11/26	0.04
FR SD8323 5 5/1/53	0.04
G2 MA6818 2 8/20/50	0.04
JPMORGAN CHASE 2.58 4/32	0.04
TENN VALLEY AU 3.875 3/28	0.04
FN CB2148 2 11/1/51	0.04
FR SB8141 2 2/1/37	0.04
BERKSHIRE HATH 2.875 3/32	0.04
G2 MA7589 2.5 9/20/51	0.04
FN FM8312 2.5 2/1/51	0.04
FN FS5846 2.5 9/1/52	0.04
FN MA4470 2 11/1/36	0.04
ASIAN DEV BANK 1.5 1/27	0.04
FN MA4281 2 3/1/51	0.04
FNA 2019-M25 A2 11/29	0.04
MORGAN STANLEY 1.794 2/32	0.04
UNITED TECH CO 4.45 11/38	0.04
FR SD1439 2 2/1/52	0.04
FR SD4550 2.5 10/1/53	0.04
FR SD1739 4.5 10/1/52	0.04
COMCAST CORP 3.75 4/40	0.04
KFW 1 10/26	0.04
FANNIE MAE 0.875 8/30	0.03
US TREASURY N/ 4.625 5/44	0.03
COMCAST CORP 5.5 5/64	0.03
AMGEN INC 5.6 3/43	0.03
BOEING CO 3.25 2/28	0.03
JPMORGAN CHAS 7.625 10/26	0.03
FN FS6487 3 1/1/41	0.03
SHELL INTL FIN 4 5/46	0.03
US TREASURY N/B 3 11/44	0.03
EUROPEAN INVT 3.25 11/27	0.03
GE CAPITAL IN 4.418 11/35	0.03
FHMS K154 A3 11/32	0.03
FN FM2971 4 8/1/45	0.03
HSBC HOLDINGS 2.848 6/31	0.03
BOEING CO 3.6 5/34	0.03
FR SD8016 3 10/1/49	0.03
CHARTER COMM OPT 2.8 4/31	0.03
US TREASURY N/ 3.875 9/29	0.03
ANHEUSER-BUSCH 5.8 1/59	0.03
REP OF POLAND 5.5 3/54	0.03
ABBOTT LABS 4.9 11/46	0.03
US TREASURY N/B 3 9/25	0.03
US TREASURY N/B 4.25 2/29	0.03
FR SD0731 2 5/1/51	0.03
OESTER KONTROLBK 5 10/26	0.03
BANK OF AMER C 3.311 4/42	0.03
SALESFORCE.COM 3.7 4/28	0.03
VERIZON COMM I 4.329 9/28	0.03
AT&T INC 4.35 3/29	0.03
DUKE ENERGY F 5.875 11/33	0.03
EUROPEAN INVT 0.875 5/30	0.03
WALT DISNEY CO 3.7 3/27	0.03
JAPAN BANK COOP 3.5 10/28	0.03
FR SB8073 1.5 11/1/35	0.03
BANK OF AMER C 5.015 7/33	0.03
AMERICAN TOWER 3.95 3/29	0.03
FR SD8205 2.5 4/1/52	0.03
US TREASURY N/ 3.75 11/43	0.03
FN FS3091 2.5 2/1/52	0.03
FN MA4182 2 11/1/50	0.03
US TREASURY N/ 2.875 5/49	0.03
PUGET SOUND ENR 5.33 6/34	0.03
DCENT 2023-A1 A 3/28	0.03
FN FS5493 2.5 7/1/52	0.03
AIRCASTLE LTD 4.25 6/26	0.03
NEWMONT GOLDCO 6.25 10/39	0.03
LOS ANGELES AR 4.242 5/48	0.03
US TREASURY N/B 2.25 3/26	0.03
BARCLAYS PLC 4.836 5/28	0.03
FN CA7025 2.5 9/1/50	0.03
G2 MA8096 2 6/20/52	0.03
FN CA6986 2 9/1/50	0.03
FN MA4208 2 12/1/50	0.03
HCA INC 5.25 6/49	0.03
FR SD8120 1.5 1/1/51	0.03
FR SD8349 5.5 8/1/53	0.03
INTEL CORP 5.2 2/33	0.03
US TREASURY N/ 4.75 11/53	0.03
ABBVIE INC 4.3 5/36	0.03
FN CB3349 2.5 4/1/52	0.03
FR SD2230 2 8/1/51	0.03
G2 MA7648 2 10/20/51	0.03
FN MA4582 2 4/1/37	0.03
SHERWIN-WILLIAM 3.45 6/27	0.03
FN FS7239 2 12/1/51	0.03
ALABAMA POWER 5.85 11/33	0.03
FED HOME LN BAN 0.96 3/26	0.03
US TREASURY N/ 2.375 5/51	0.03
NETFLIX INC 4.875 4/28	0.03
FN BM5003 4 3/1/47	0.03
FN FS1374 3 3/1/52	0.03
FR SD8157 3 7/1/51	0.03
FANNIE MAE 1.875 9/26	0.03
FR SD7523 2.5 8/1/50	0.03
CITIGROUP INC 3.07 2/28	0.03
FN MA3764 2.5 9/1/34	0.03
PEPSICO INC 5.25 7/54	0.03
VALE OVERSEAS 3.75 7/30	0.03
WELLS FARGO C 2.879 10/30	0.03
AMAZON.COM INC 1.65 5/28	0.03
FR SD1659 2.5 2/1/52	0.03
ABBVIE INC 4.95 3/31	0.03
FN FS7252 5 11/1/53	0.03
ENBRIDGE INC 5.7 3/33	0.03
FED HOME LN BA 3.25 11/28	0.03
FN CB0415 2.5 5/1/51	0.03
FR SD7531 3 12/1/50	0.03
G2 MA9170 5 9/20/53	0.03
WALMART INC 4.1 4/33	0.03
GOLDMAN SACHS 5.727 4/30	0.03
HSBC HOLDINGS 5.733 5/32	0.03
IPALCO ENTPRS I 5.75 4/34	0.03
AT&T INC 5.4 2/34	0.03
EUROPEAN INVT B 4.75 6/29	0.03
US TREASURY N/B 2.75 8/47	0.03
BRIT COLUMBIA 4.9 4/29	0.03
ESSEX PORTFOLIO 2.65 3/32	0.03
G2 MA6709 2.5 6/20/50	0.03
HOME DEPOT INC 4.95 6/34	0.03
JPMORGAN CHASE 5.294 7/35	0.03
MIZUHO FINANCI 1.234 5/27	0.03
PNC FINANCIAL 5.492 5/30	0.03
REYNOLDS AMERICA 5.7 8/35	0.03
TOTALENERGIES 5.15 4/34	0.03
AMXCA 2023-4 A 9/30	0.03
RABOBANK 5.75 12/43	0.03
BROADCOM INC 5.15 11/31	0.03
CVS HEALTH CORP 6 6/44	0.03
FR RA7928 4.5 9/1/52	0.03
HUNTINGTON NAT 4.552 5/28	0.03
NUTRIEN LTD 5.4 6/34	0.03
TOYOTA MTR CRED 5.05 5/29	0.03
FR SC0461 3 9/1/42	0.03
INGERSOLL RAND 5.176 6/29	0.03
REP OF POLAND 5.125 9/34	0.03
AFRICAN DEV B 4.375 11/27	0.03
ALBERTA PROVINCE 4.5 6/29	0.03
ALLSTATE CORP 5.05 6/29	0.03
FN FS5967 2 4/1/52	0.03
HOME DEPOT INC 4.75 6/29	0.03
VZMT 2023-7 A1A 11/29	0.03
COCA-COLA CO/TH 4.65 8/34	0.03
JAPAN BANK COO 4.375 1/31	0.03
JPMORGAN CHASE 4.995 7/30	0.03
ROYAL BK CANAD 4.969 8/30	0.03
AUST & NZ BK NY 4.9 7/27	0.03
BANK OF AMER C 5.425 8/35	0.03
FISERV INC 5.6 3/33	0.03
FNA 2023-M8 A2 3/33	0.03
EXP-IMP BK KOREA 4.5 1/29	0.03
EXPORT DEV CAN 4.125 2/29	0.03
KROGER CO 5.5 9/54	0.03
ALBERTA PROVINCE 3.3 3/28	0.03
ASIAN DEV BANK 4.875 5/26	0.03
EXP-IMP BK KOR 4.625 1/34	0.03
ONTARIO PROVI 1.125 10/30	0.03
FED FARM CREDI 4.375 6/26	0.03
PUBLIC SERV COL 5.25 4/53	0.03
EUROPEAN INVT 3.75 11/29	0.03
FN FS6186 2 11/1/36	0.03
FN MA5010 5.5 5/1/53	0.03
GOLDMAN SACHS G 3.75 2/26	0.03
JPMORGAN CHAS 2.545 11/32	0.03
PANAMA 6.7 1/36	0.03
VERIZON COMM I 4.812 3/39	0.03
MPLX LP 4.125 3/27	0.03
PHILIPPINES(RE 2.65 12/45	0.03
REP OF POLAND 3.25 4/26	0.03
ABBVIE INC 2.95 11/26	0.03
INTERAMER DEV 1.125 7/28	0.03
RENTENBANK 3.875 6/28	0.03
CME GROUP INC 5.3 9/43	0.03
FN FS5833 6 10/1/53	0.03
FN FS0016 4 6/1/49	0.03
FR RA6614 2.5 1/1/52	0.03
FR SD8342 5.5 7/1/53	0.03
T-MOBILE USA IN 2.05 2/28	0.03
CA ST-TXBL-BAB 7.625 3/40	0.03
PRINCETON UNIV 2.516 7/50	0.03
ABBVIE INC 4.25 11/49	0.03
BOEING CO 3.2 3/29	0.03
FN FS0927 3 5/1/51	0.03
FR SD4286 5.5 11/1/53	0.03
WARNERMEDIA HLD 5.05 3/42	0.03
ENTERPRISE PRODU 4.8 2/49	0.03
FN BT0183 2 8/1/51	0.03
FN FS5946 2 3/1/37	0.03
FN MA5166 6 10/1/53	0.03
ONTARIO PROVINCE 2.5 4/26	0.03
FN FS4110 2.5 3/1/52	0.03
FR RA7673 4.5 7/1/52	0.03
G2 MA7829 3.5 1/20/52	0.03
ONTARIO PROVIN 0.625 1/26	0.03
BAY AREA TOLL 6.907 10/50	0.03
BLACK HILLS CO 3.05 10/29	0.03
DUKE ENERGY COR 5 8/52	0.03
FR QD5035 2 1/1/52	0.03
FR SD8367 5.5 10/1/53	0.03
MORGAN STANLE 0.985 12/26	0.03
PFIZER INC 4.1 9/38	0.03
FN MA5073 6 7/1/53	0.03
FR RA8528 5 2/1/53	0.03
FR RB5164 3.5 5/1/42	0.03
G2 MA8201 4.5 8/20/52	0.03
AT&T INC 4.75 5/46	0.03
CONOCOPHIL CO 3.758 3/42	0.03
FED FARM CREDIT 1.24 9/30	0.03
G2 MA7989 3.5 4/20/52	0.03
G2 MA8646 4.5 2/20/53	0.03
META PLATFORMS 5.75 5/63	0.03
US TREASURY N/ 1.75 12/26	0.03
AT&T INC 3.8 12/57	0.03
FN CB6753 6 7/1/53	0.03
FR SI2075 2 9/1/50	0.02
MICROSOFT CORP 3.3 2/27	0.02
US TREASURY N/ 4.75 11/43	0.02
CHUBB INA HLDG 4.35 11/45	0.02
CVS HEALTH COR 2.125 9/31	0.02
PHILLIPS 66 4.68 2/45	0.02
CHILE 3.5 1/34	0.02
ASIAN DEV BANK 3.125 8/27	0.02
FR RA9090 5.5 5/1/53	0.02
FR SD8212 2.5 5/1/52	0.02
PUBLIC STORAGE 1.95 11/28	0.02
T-MOBILE USA INC 4.8 7/28	0.02
FNCI 2 10/24	0.02
GOLDMAN SACHS G 3.85 1/27	0.02
TRUIST FINANCI 4.873 1/29	0.02
TSMC ARIZONA 1.75 10/26	0.02
CANADA GOVT 3.75 4/28	0.02
FN MA5273 6.5 2/1/54	0.02
WELLS FARGO CO 5.013 4/51	0.02
FN CB1006 2.5 7/1/51	0.02
FN FM9530 2.5 7/1/51	0.02
G2 MA6765 2.5 7/20/50	0.02
T-MOBILE USA IN 5.65 1/53	0.02
BANK OF AMER C 1.658 3/27	0.02
CAPITAL ONE FINL 3.8 1/28	0.02
FN MA4305 2 4/1/51	0.02
ROGERS COMMUNIC 4.5 3/42	0.02
FR SB8512 2 5/1/36	0.02
NORDIC INVST B 0.375 9/25	0.02
FN FM3195 3.5 11/1/45	0.02
FNCL 4.5 10/24	0.02
FR SD8325 6 5/1/53	0.02
JPMORGAN CHASE 1.578 4/27	0.02
SUMITOMO MITSU 5.808 9/33	0.02
UNITEDHEALTH GRP 5.2 4/63	0.02
FR SD8300 5.5 2/1/53	0.02
G2 MA9016 5 7/20/53	0.02
HSBC HLDGS PLC 6.5 9/37	0.02
US TREASURY N 2.625 12/25	0.02
BECTON DICKINS 4.693 2/28	0.02
FED FARM CREDIT 2.02 4/31	0.02
G2 MA5875 3.5 4/20/49	0.02
HSBC HLDGS PLC 6.5 5/36	0.02
WABTEC MULTI 9/28	0.02
FIDELITY NATL I 1.65 3/28	0.02
FN FS2099 1.5 4/1/52	0.02
FN FS3499 3.5 8/1/52	0.02
FR QB8131 2 2/1/51	0.02
JPMORGAN CHASE 8 4/27	0.02
TORONTO DOM BANK 1.2 6/26	0.02
FR SD3913 5.5 9/1/53	0.02
MANULIFE FIN C 4.061 2/32	0.02
CITIGROUP INC 4.45 9/27	0.02
FR SD8331 5.5 6/1/53	0.02
G2 MA6865 2.5 9/20/50	0.02
G2 MA9302 4 11/20/53	0.02
TAPESTRY INC 7.85 11/33	0.02
FN FM9767 2.5 12/1/51	0.02
SUMITOMO MITSU 5.836 7/44	0.02
DOW CHEMICAL CO 5.15 2/34	0.02
FANNIE MAE 0.56 11/25	0.02
FN BT0240 2 9/1/51	0.02
FN MA4256 2.5 2/1/51	0.02
BANK OF AMER C 3.974 2/30	0.02
BRISTOL-MYERS 3.55 3/42	0.02
DIGITAL REALTY 3.7 8/27	0.02
FN FS5716 3.5 4/1/49	0.02
FR SD8214 3.5 5/1/52	0.02
IND MICH POWER 4.25 8/48	0.02
FN FM4457 3 7/1/35	0.02
G2 MA7883 3.5 2/20/52	0.02
LOWE'S COS INC 4.25 4/52	0.02
G2 MA7137 3 1/20/51	0.02
WELLS FARGO CO 4.897 7/33	0.02
AMERICAN EXPRES 2.55 3/27	0.02
CITIGROUP INC 5.174 2/30	0.02
FANNIE MAE 5.625 7/37	0.02
FN FM4969 2 12/1/50	0.02
FORD MOTOR CRED 6.8 5/28	0.02
FR SD1663 4 10/1/52	0.02
FR SD3302 2 10/1/51	0.02
G2 MA8724 4.5 3/20/53	0.02
HSBC HOLDINGS 6.161 3/29	0.02
LLOYDS BK GR P 5.871 3/29	0.02
M&T BANK CORP 6.082 3/32	0.02
ARTHUR J GALLAG 5.75 7/54	0.02
CAMPBELL SOUP CO 5.4 3/34	0.02
FN BH9277 3.5 2/1/48	0.02
FN MA2920 3 3/1/47	0.02
FR SD4717 2 8/1/52	0.02
QUEBEC PROVINCE 2.5 4/26	0.02
SOUTHERN CAL ED 4 4/47	0.02
VIRGINIA EL&PWR 3.8 9/47	0.02
FN FS6109 3 6/1/52	0.02
FR SD7562 5.5 4/1/53	0.02
ORACLE CORP 3.6 4/40	0.02
PECO ENERGY CO 3.9 3/48	0.02
US TREASURY N/ 2.75 11/42	0.02
BANCO SANTANDE 5.588 8/28	0.02
COMCAST CORP 5.1 6/29	0.02
COSTCO COMPANIES 3 5/27	0.02
FN CB1620 2 9/1/51	0.02
FN FS4270 2 3/1/52	0.02
FN FS4385 4 8/1/50	0.02
CAMPBELL SOUP CO 5.2 3/29	0.02
FN FM4749 3.5 7/1/35	0.02
WILLIAMS COS INC 6.3 4/40	0.02
JPMORGAN CHASE 5.571 4/28	0.02
NJ TPK-TXB-A-B 7.102 1/41	0.02
ENTERGY LA LLC 3.05 6/31	0.02
FN FS8274 2 4/1/52	0.02
FR RA3913 2.5 11/1/50	0.02
INTERAMER DEV 4.125 2/29	0.02
ASIAN INFRASTR 4.125 1/29	0.02
FN FM9113 3.5 7/1/50	0.02
FN FS6521 1.5 2/1/37	0.02
FR RA5576 2.5 7/1/51	0.02
NATWEST GROUP 4.964 8/30	0.02
FR SD8245 4.5 9/1/52	0.02
WESTLAKE CHEM 4.375 11/47	0.02
ING GROEP NV 6.114 9/34	0.02
FR RA5391 3 6/1/51	0.02
WESTPAC BANKIN 4.043 8/27	0.02
FN CA5700 2.5 5/1/50	0.02
FR RC1727 2 12/1/35	0.02
HONDA MOTOR CO 2.534 3/27	0.02
ORACLE CORP 3.85 4/60	0.02
AMERICAN EXPRESS 4.9 2/26	0.02
UNITED MEXICAN 4.125 1/26	0.02
CISCO SYSTEMS 5.9 2/39	0.02
FN FS2037 1.5 5/1/37	0.02
FR SD8363 6 9/1/53	0.02
GOLDMAN SACHS 6.75 10/37	0.02
IBM CORP 3.45 2/26	0.02
AMERICAN EXPRE 5.043 5/34	0.02
FN CA4128 3 9/1/49	0.02
FN FS6207 1.5 10/1/36	0.02
JOHNSON&JOHNSON 3.7 3/46	0.02
PACIFIC GAS&ELE 4.95 7/50	0.02
STATE STREET CRP 2.2 3/31	0.02
FN FM8161 2.5 8/1/51	0.02
UBSCM 2018-C12 A4 8/51	0.02
VERIZON COMM I 2.355 3/32	0.02
BANK OF AMER C 4.376 4/28	0.02
BANK OF AMER C 5.288 4/34	0.02
FR QN9521 1.5 2/1/37	0.02
MISSOURI HLTH 3.229 5/50	0.02
CHARTER COMM OP 4.4 12/61	0.02
CITIGROUP INC 2.976 11/30	0.02
DOWDUPONT 4.493 11/25	0.02
FN FM7913 2 4/1/36	0.02
FR SD8146 2 5/1/51	0.02
FR SD8299 5 2/1/53	0.02
BMARK 2020-B21 A5 12/53	0.02
FR SD4299 5.5 10/1/53	0.02
FR SD8141 2.5 4/1/51	0.02
GEN MOTORS FIN 5.8 6/28	0.02
JAPAN INT'L C 2.125 10/26	0.02
AMER INTL GROUP 4.8 7/45	0.02
G2 MA3735 3 6/20/46	0.02
G2 MA7255 2.5 3/20/51	0.02
G2 MA8148 3 7/20/52	0.02
INDONESIA (REP) 3.5 1/28	0.02
LOWE'S COS INC 1.7 9/28	0.02
BOSTON PROP LP 3.25 1/31	0.02
FN AS8498 3.5 1/1/47	0.02
INDONESIA (REP) 2.85 2/30	0.02
UNITED PARCEL 4.875 3/33	0.02
CHILE 3.1 5/41	0.02
DOMINION ENERGY 7 6/54	0.02
KFW 4.125 7/33	0.02
REP OF KOREA 4.125 6/44	0.02
BANCO SANTANDE 5.294 8/27	0.02
BANK OF AMER 2.572 10/32	0.02
BRDCOM CRP / FIN 3.5 1/28	0.02
FN CB1330 2.5 8/1/51	0.02
G2 MA7052 2.5 12/20/50	0.02
KFW 0.625 1/26	0.02
US TREASURY N/B 2.75 8/42	0.02
APPLE INC 3.85 5/43	0.02
BANK OF AMER C 4.25 10/26	0.02
FN MA5216 6 12/1/53	0.02
FR QD9881 3 3/1/52	0.02
INDONESIA (REP) 3.35 3/71	0.02
MITSUB UFJ FIN 5.133 7/33	0.02
APPLE INC 2.65 5/50	0.02
MICROSOFT CORP 2.525 6/50	0.02
PHILIP MORRIS 4.875 2/28	0.02
FN CB7133 6 9/1/53	0.02
FN MA4326 2.5 5/1/51	0.02
FR SD8362 5.5 9/1/53	0.02
INT BK RECON&DE 2.5 11/27	0.02
JAPAN BANK COO 2.25 11/26	0.02
PHILLIPS 66 3.9 3/28	0.02
FR SD8421 6 4/1/54	0.02
FR ZT0528 3.5 8/1/46	0.02
INTEL CORP 3.734 12/47	0.02
REP OF POLAND 5.5 4/53	0.02
AIR LEASE COR 3.125 12/30	0.02
BLUE OWL CREDIT 6.65 3/31	0.02
G2 MA4961 3 1/20/48	0.02
INT BK RECON&DEV 2.5 3/32	0.02
JPMORGAN CHASE 4.912 7/33	0.02
MARSH & MCLENNA 3.75 3/26	0.02
REPUBLIC OF PERU 3 1/34	0.02
CSX CORP 2.4 2/30	0.02
FN BQ9685 2 1/1/51	0.02
FN CA5224 3 2/1/50	0.02
FORD MOTOR CO 3.25 2/32	0.02
FR SD4173 6 11/1/53	0.02
METLIFE INC 3.6 11/25	0.02
TOYOTA MTR CRED 5.1 3/31	0.02
AT&T INC 4.1 2/28	0.02
FN FS5313 3.5 1/1/50	0.02
G2 MA8044 3.5 5/20/52	0.02
G2 MA8151 4.5 7/20/52	0.02
MORGAN STANLEY FRN 7/38	0.02
NATWEST GROUP 1.642 6/27	0.02
TAKEDA PHARM 3.025 7/40	0.02
UNIV CA-BABS 6.583 5/49	0.02
FNCL 4 10/24	0.02
FR SD7539 2 4/1/51	0.02
G2 MA7534 2.5 8/20/51	0.02
GOLDMAN SACHS G 5.95 1/27	0.02
MORGAN STANLEY 3.772 1/29	0.02
BANK OF AMER C 2.972 7/52	0.02
FN FS0176 2.5 1/1/52	0.02
WELLS FARGO CO 4.478 4/31	0.02
BARCLAYS PLC 7.437 11/33	0.02
FHMS K137 A2 11/31	0.02
FN CB1784 2.5 10/1/51	0.02
FR RA4206 2.5 12/1/50	0.02
TRAVELERS PPTY 6.375 3/33	0.02
US TREASURY N 1.625 11/26	0.02
WELLS FARGO BAN 5.45 8/26	0.02
WESTPAC BANKI 1.953 11/28	0.02
CATERPILLAR FINL 0.9 3/26	0.02
BBCMS 2021-C12 A5 11/54	0.02
FN CB2090 2.5 11/1/51	0.02
FR QC5848 2.5 8/1/51	0.02
FR RB5139 2.5 12/1/41	0.02
FR SD1087 3.5 6/1/52	0.02
JBS HLD/FD/LUX 7.25 11/53	0.02
PROCTER & GAMBL 1.2 10/30	0.02
SWEDISH EXP CR 4.125 6/28	0.02
BMARK 2024-V7 A3 5/56	0.02
CITIGROUP INC 4.6 3/26	0.02
M&T BANK CORP 4.553 8/28	0.02
RAYMOND JAMES 4.65 4/30	0.02
UBS GROUP 4.55 4/26	0.02
WELLS FARGO CO 5.606 1/44	0.02
G2 MA7651 3.5 10/20/51	0.02
KRAFT HEINZ FOOD 5.2 7/45	0.02
MEDTRONIC INC 4.375 3/35	0.02
QUEBEC PROVINCE 1.35 5/30	0.02
WELLS FARGO CO 4.15 1/29	0.02
FN CB2620 2.5 1/1/52	0.02
FR RA6071 2 10/1/51	0.02
G2 MA4068 3 11/20/46	0.02
G2 MA7705 2.5 11/20/51	0.02
NOMURA HOLDING 2.999 1/32	0.02
STATE STREET 3.031 11/34	0.02
UNITEDHEALTH GRP 3.5 8/39	0.02
BHP FINANCE USA 5.25 9/33	0.02
FN FM5301 2 12/1/50	0.02
LOWE'S COS INC 3.7 4/46	0.02
NORTHROP GRUMMA 4.95 3/53	0.02
FN FM8440 2.5 8/1/51	0.02
FN FS1104 2.5 11/1/51	0.02
FR SD8238 4.5 8/1/52	0.02
FR ZA4692 3.5 6/1/46	0.02
JPMORGAN CHASE 4.032 7/48	0.02
NETFLIX INC 5.875 11/28	0.02
BRISTOL-MYERS 5.65 2/64	0.02
COCA-COLA CO/TH 1.45 6/27	0.02
FN FS0042 3 9/1/48	0.02
FN FS5131 2 2/1/52	0.02
HARTFORD FINL 3.6 8/49	0.02
MA CONS LN-BA 5.456 12/39	0.02
FR SD8220 3 6/1/52	0.02
OCCIDENTAL PET 7.875 9/31	0.02
FN FS2009 3 5/1/52	0.02
FN FS5725 3.5 12/1/51	0.02
FR QE0764 3 4/1/52	0.02
REGAL REXNORD 6.05 4/28	0.02
UNIV OF CALIFO 3.006 5/50	0.02
BANK OF AMER 6.204 11/28	0.02
CVS HEALTH CORP 5.05 3/48	0.02
FIFTH THIRD BAN 2.25 2/27	0.02
FN MA4917 4.5 2/1/53	0.02
HCA INC 3.375 3/29	0.02
NATWEST GROUP 7.472 11/26	0.02
TOYOTA MTR CRE 5.45 11/27	0.02
US BANCORP 4.548 7/28	0.02
WELLS FARGO CO 3.35 3/33	0.02
FN MA4387 2 7/1/41	0.02
FR SD3576 3 1/1/52	0.02
FR SD8365 4.5 10/1/53	0.02
PECO ENERGY CO 5.95 10/36	0.02
CITIGROUP INC 3.057 1/33	0.02
FR SD5321 4 10/1/52	0.02
FR SD8373 6 11/1/53	0.02
HOME DEPOT INC 2.375 3/51	0.02
PHILIPPINES(REP) 9.5 2/30	0.02
US BANCORP 5.85 10/33	0.02
AMAZON.COM INC 3.15 8/27	0.02
CITIZENS FIN G 6.645 4/35	0.02
FN FS3954 3.5 8/1/52	0.02
G2 MA4962 3.5 1/20/48	0.02
PUBLIC SERVICE 1.9 8/31	0.02
SABINE PASS LIQU 5 3/27	0.02
AT&T INC 3.5 9/53	0.02
FN FS6512 2 9/1/36	0.02
MICROSOFT CORP 1.35 9/30	0.02
ONEOK INC 3.1 3/30	0.02
SOUTHERN CO 3.25 7/26	0.02
CONCENTRIX CORP 6.6 8/28	0.02
G2 MA6654 2 5/20/50	0.02
NATL RURAL UTI 3.25 11/25	0.02
ORACLE CORP 3.95 3/51	0.02
TENN VALLEY AUTH 4.7 7/33	0.02
BANK OF AMER CR 5.08 1/27	0.02
BANK OF AMERIC 5.526 8/26	0.02
FN FS5304 5.5 7/1/53	0.02
FR RA5286 2.5 5/1/51	0.02
FR SD8171 1.5 10/1/51	0.02
LLOYDS BK GR P 5.985 8/27	0.02
MORGAN STANLE 6.407 11/29	0.02
ONEOK INC 6.625 9/53	0.02
BMO 2024-C8 A5 3/57	0.02
FHMS K116 A2 7/30	0.02
FHMS K734 A2 2/26	0.02
FN MA2806 3 11/1/46	0.02
FN MA4414 2.5 9/1/51	0.02
KYNDRYL HOLDING 6.35 2/34	0.02
UNITED MEXICAN 4.75 3/44	0.02
CANADIAN PACIF 6.125 9/15	0.02
FHMS K-163 A2 3/34	0.02
FN FS6291 2 3/1/52	0.02
MITSUB UFJ FIN 3.751 7/39	0.02
US TREASURY N/ 2.625 1/26	0.02
ABBVIE INC 4.75 3/45	0.02
HSBC HOLDINGS 6.332 3/44	0.02
MITSUB UFJ FIN 5.406 4/34	0.02
MORGAN STANLE 6.342 10/33	0.02
VONTIER CORP 2.95 4/31	0.02
FR SD3234 2.5 12/1/51	0.02
INTERCONTINENT 5.25 6/31	0.02
AES CORP/THE 5.45 6/28	0.02
AVALONBAY COMMU 5.3 12/33	0.02
BAT CAPITAL CO 2.726 3/31	0.02
CENTENE CORP 2.625 8/31	0.02
CIGNA GROUP/THE 5.6 2/54	0.02
CITIGROUP INC 5.449 6/35	0.02
EQT CORP MULTI 2/30	0.02
FN MA4568 2.5 3/1/37	0.02
FR QD2129 2 11/1/51	0.02
GLAXOSMITHKLIN 6.375 5/38	0.02
ITALY GOV'T IN 3.875 5/51	0.02
MORGAN STANLEY 1.512 7/27	0.02
ONTARIO PROVINC 1.8 10/31	0.02
REPUBLIC SVCS 5.2 11/34	0.02
UNITEDHEALTH G 5.375 4/54	0.02
APPLE INC 1.65 5/30	0.02
CAN IMPERIAL BK 5.26 4/29	0.02
FN FS4059 1.5 8/1/37	0.02
FR RA6951 3.5 3/1/52	0.02
JOHN DEERE CAP 4.9 3/31	0.02
NORFOLK SOUTHER 3.05 5/50	0.02
ORACLE CORP 2.8 4/27	0.02
ROYALTY PHARMA 3.3 9/40	0.02
TEXAS INSTRUMEN 4.15 5/48	0.02
US TREASURY N 2.875 11/25	0.02
US TREASURY N/ 1.875 6/26	0.02
BEST BUY CO IN 4.45 10/28	0.02
DIAMONDBACK ENER 5.4 4/34	0.02
IBM CORP 3.3 1/27	0.02
INTERCONTINENT 4.35 6/29	0.02
NEXTERA ENERGY 2.25 6/30	0.02
PANAMA 3.16 1/30	0.02
PANAMA 3.87 7/60	0.02
ENBRIDGE INC 5.25 4/27	0.02
FN FS3391 2.5 8/1/51	0.02
FN MA3356 3.5 5/1/48	0.02
KILROY REALTY L 6.25 1/36	0.02
KINDER MORGAN E 6.95 1/38	0.02
MITSUB UFJ FIN 4.08 4/28	0.02
MORGAN STANLEY FRN 7/28	0.02
PROLOGIS LP 5.25 3/54	0.02
ASIAN DEV BANK 4.125 1/34	0.02
COMCAST CORP 5.35 11/27	0.02
ELI LILLY & CO 4.6 8/34	0.02
EUROPEAN INVT 4.125 2/34	0.02
G2 MA4261 3 2/20/47	0.02
US TREASURY N 3.125 11/41	0.02
VERIZON COMM IN 6.55 9/43	0.02
BRISTOL-MYERS 4.95 2/26	0.02
CISCO SYSTEMS 4.9 2/26	0.02
EUROPEAN INVT BK 4 2/29	0.02
FR RA2975 2.5 7/1/50	0.02
GOLDMAN SACHS 5.283 3/27	0.02
HART 2023-B A4 8/29	0.02
ING GROEP NV 6.083 9/27	0.02
STATE OF ISRAE 2.875 3/26	0.02
G2 MA8488 4 12/20/52	0.02
KROGER CO 4.7 8/26	0.02
MDC HOLDINGS INC 2.5 1/31	0.02
US TREASURY N/B 3.75 6/30	0.02
VERIZON COMM INC 2.1 3/28	0.02
ALPHABET INC 0.8 8/27	0.02
BANK OF AMER C 2.087 6/29	0.02
ELEVANCE HEALTH 4.55 3/48	0.02
FN CA6983 2 9/1/50	0.02
G2 MA6474 3 2/20/50	0.02
MASCO CORP 2 10/30	0.02
SEMPRA 6 10/39	0.02
SYNCHRONY BANK 5.625 8/27	0.02
DUKE ENERGY COR 2.65 9/26	0.02
FN CA6902 2 9/1/50	0.02
G2 MA7367 2.5 5/20/51	0.02
MGIC INVT CORP 5.25 8/28	0.02
SUMITOMO MITSU 5.716 9/28	0.02
US BANCORP 3.95 11/25	0.02
BANK OF AMER C 5.872 9/34	0.02
CHARTER COMM OPT 3.7 4/51	0.02
G2SF 2 10/24	0.02
HSBC HOLDINGS 8.113 11/33	0.02
INDIANA UNIV 3.97 11/48	0.02
VERIZON COMM 2.875 11/50	0.02
FED HOME LN BANK 3 3/27	0.02
GOLDMAN SACHS G 3.5 11/26	0.02
VERIZON COMM INC 3 11/60	0.02
BROADCOM INC 2.45 2/31	0.02
MITSUB UFJ FIN 5.354 9/28	0.02
PACIFIC GAS&ELEC 2.5 2/31	0.02
PNC BANK NA 4.2 11/25	0.02
TAPESTRY INC 7 11/26	0.02
FANNIE MAE 7.125 1/30	0.02
ORACLE CORP 4.3 7/34	0.02
S&P GLOBAL INC 3.25 12/49	0.02
STARBUCKS CORP 2.45 6/26	0.02
T-MOBILE USA I 4.375 4/40	0.02
CBS CORP 4.9 8/44	0.02
CON EDISON CO 2.4 6/31	0.02
CVS HEALTH CORP 3.25 8/29	0.02
FN MA4536 2 2/1/37	0.02
SUMITOMO MITSUI 5.52 1/28	0.02
CATERPILLAR INC 5.2 5/41	0.02
FN CB7344 6 10/1/53	0.02
FR SD3088 2 3/1/52	0.02
FR SD7549 2 1/1/52	0.02
G2 MA7706 3 11/20/51	0.02
G2 MA7935 2 3/20/52	0.02
JPMORGAN CHAS 1.045 11/26	0.02
MORGAN STANLEY 1.593 5/27	0.02
BAT INTL FINAN 5.931 2/29	0.02
FN FS6214 5.5 11/1/53	0.02
INTERCONTINENT 3 6/50	0.02
LOWE'S COS INC 3.75 4/32	0.02
MIZUHO FINANCI 2.564 9/31	0.02
MORGAN STANLE 2.511 10/32	0.02
WALT DISNEY CO 6.2 12/34	0.02
CENTENE CORP 4.25 12/27	0.02
CIGNA GROUP/TH 2.375 3/31	0.02
ENERGY TRANSFE 5.95 12/25	0.02
G2 MA5137 4 4/20/48	0.02
UNITEDHEALTH 3.875 12/28	0.02
URUGUAY 5.1 6/50	0.02
ALBERTA PROVINCE 1.3 7/30	0.02
AT&T INC 3.875 1/26	0.02
FN FM9138 4 3/1/50	0.02
FR SD3914 5.5 9/1/53	0.02
FRANCE TELECOM MULTI 3/31	0.02
G2 MA8268 4.5 9/20/52	0.02
HSBC HOLDINGS 5.887 8/27	0.02
LOCKHEED MARTIN 4.75 2/34	0.02
T-MOBILE USA IN 3.75 4/27	0.02
US BANCORP 5.775 6/29	0.02
WASTE MANAGEMEN 1.15 3/28	0.02
AMER ELEC PWR 5.625 3/33	0.02
AT&T INC 1.65 2/28	0.02
BANK NOVA SCOTIA 1.3 9/26	0.02
FR QC9156 2.5 10/1/51	0.02
JPMORGAN CHASE 5.299 7/29	0.02
REPUBLIC OF PER 6.55 3/37	0.02
AMGEN INC 4.2 3/33	0.01
APPLE INC 3.35 2/27	0.01
AT&T INC 4.5 5/35	0.01
DOW CHEMICAL 4.625 10/44	0.01
FN FS0355 2 9/1/51	0.01
FN MA5071 5 7/1/53	0.01
FR QC7473 2 9/1/51	0.01
FR SD2526 4 8/1/49	0.01
GENERAL MOTORS C 6.6 4/36	0.01
AFRICAN DEV BA 0.875 3/26	0.01
FN MA4785 5 10/1/52	0.01
PANAMA 8.875 9/27	0.01
RTX CORP 6.1 3/34	0.01
AMERICA MOVIL 4.375 7/42	0.01
FR RA6332 2 11/1/51	0.01
FR RA9070 6 5/1/53	0.01
FR SB8510 2 2/1/36	0.01
ORACLE CORP 4 11/47	0.01
QUALCOMM INC 4.8 5/45	0.01
UNITEDHEALTH GR 5.75 7/64	0.01
BANK OF AMER C 2.496 2/31	0.01
COMMONW BK AU 5.499 9/25	0.01
DEERE & CO 3.1 4/30	0.01
FR SD0659 3 7/1/51	0.01
G2 MA7366 2 5/20/51	0.01
HSBC HOLDINGS 6.254 3/34	0.01
MCDONALD'S CORP 4.7 12/35	0.01
NIKE INC 2.75 3/27	0.01
PROCTER & GAMBLE 3 3/30	0.01
VISA INC 4.15 12/35	0.01
WELLS FARGO CO 3.55 9/25	0.01
APPLE INC 1.65 2/31	0.01
FN CB4841 5.5 10/1/52	0.01
G2 MA4262 3.5 2/20/47	0.01
GLP CAP/FIN II 5.375 4/26	0.01
GOLDMAN SACHS G 5.15 5/45	0.01
TYSON FOODS INC 3.55 6/27	0.01
UNITEDHEALTH G 2.95 10/27	0.01
CITIGROUP INC 4.412 3/31	0.01
FN MA3148 3.5 10/1/47	0.01
FR SD1373 3 5/1/52	0.01
FR SD8290 6 1/1/53	0.01
GSK CONSUMER 3.375 3/29	0.01
SIMON PROP GP LP 3.5 9/25	0.01
TORONTO DOM BA 4.108 6/27	0.01
URUGUAY 4.975 4/55	0.01
AON CORP 4.5 12/28	0.01
BANK OF AMER C 2.651 3/32	0.01
BARCLAYS PLC 2.279 11/27	0.01
ENBRIDGE INC 4.25 12/26	0.01
FN FS2428 4 6/1/47	0.01
FN MA4211 3 12/1/50	0.01
KOREA DEV BAN 5.375 10/28	0.01
LYB INT FIN III 3.8 10/60	0.01
PILGRIM'S PRIDE 3.5 3/32	0.01
REALTY INCOME 5.05 1/26	0.01
SANTANDER HOL 3.244 10/26	0.01
WESTPAC BANKING 1.15 6/26	0.01
AERCAP IRELAND 6.15 9/30	0.01
AMER ELEC PWR 6.95 12/54	0.01
BMARK 2023-V2 A2 5/55	0.01
EQT CORP 5 1/29	0.01
FLORIDA POWER 2.875 12/51	0.01
FN FS6114 3.5 8/1/52	0.01
FR QE2352 2.5 5/1/52	0.01
FR SB0424 2 10/1/35	0.01
JOHNSON&JOHNSON 1.3 9/30	0.01
META PLATFORMS 5.4 8/54	0.01
US TREASURY N 3.375 11/48	0.01
AEP TEXAS 5.7 5/34	0.01
APPALACHIAN PWR 5.65 4/34	0.01
BROOKFIELD FIN 5.675 1/35	0.01
CHEVRON CORP 1.995 5/27	0.01
CIGNA GROUP/THE 5.4 3/33	0.01
DISCOVERY COMMU 3.95 3/28	0.01
DOMINION ENERG 6.875 2/55	0.01
FR SD8286 4 1/1/53	0.01
GE HEALTHCARE 5.857 3/30	0.01
INTEL CORP 4.875 2/28	0.01
METLIFE INC 5.3 12/34	0.01
MIZUHO FINANCI 5.579 5/35	0.01
MORGAN STANLEY 1.928 4/32	0.01
NATL RURAL UTIL 4.8 3/28	0.01
PARKER-HANNIFIN 4.5 9/29	0.01
PAYPAL HOLDING 5.5 6/54	0.01
WELLS FARGO CO 4.808 7/28	0.01
ABBVIE INC 4.7 5/45	0.01
BERRY GLOBAL INC 5.8 6/31	0.01
BROWN & BROWN 5.65 6/34	0.01
CF INDUSTRIES I 4.95 6/43	0.01
CITIGROUP INC 6.174 5/34	0.01
JOHN DEERE CAP 5.05 6/34	0.01
STRYKER CORP 3.375 11/25	0.01
TARGET CORP 4.8 1/53	0.01
UNITED MEXICAN 4.875 5/33	0.01
WARNERMEDIA HL 4.054 3/29	0.01
AMERICAN HOMES 4 5.5 7/34	0.01
BP CAP MKTS AM 4.97 10/29	0.01
CAPITAL ONE FI 5.817 2/34	0.01
CIGNA GROUP/THE 5.25 2/34	0.01
EOG RESOURCES I 4.15 1/26	0.01
EXELON GENERAT 6.25 10/39	0.01
FHMS K157 A2 5/33	0.01
FN FM7171 2 5/1/36	0.01
FR SD3980 4.5 5/1/53	0.01
FR ZS4651 3.5 3/1/46	0.01
GE HEALTHCARE 5.65 11/27	0.01
INT BK RECON&DEV 4 7/30	0.01
PROLOGIS LP 5.125 1/34	0.01
REPUBLIC SVCS 5 11/29	0.01
TYSON FOODS INC 4 3/26	0.01
APPLE INC 4.65 2/46	0.01
BGC GROUP INC 6.6 6/29	0.01
FR ZS4598 3 1/1/45	0.01
JOHN DEERE CAP 4.85 6/29	0.01
KINDER MORGAN 5.4 2/34	0.01
MORGAN STANLEY 5.297 4/37	0.01
UNITED MEXICAN 5 4/51	0.01
6297782 LLC 6.176 10/54	0.01
ASTRAZENECA FIN 4.8 2/27	0.01
EXELON CO 5.15 3/28	0.01
FHMS K-159 A2 7/33	0.01
FN FS6191 3.5 11/1/38	0.01
FR RA7554 4 6/1/52	0.01
FR SD3119 3.5 8/1/52	0.01
G2 MA7051 2 12/20/50	0.01
JPMORGAN CHASE 5.012 1/30	0.01
META PLATFORMS 4.55 8/31	0.01
META PLATFORMS 4.75 8/34	0.01
NATL RURAL UTIL 5 8/34	0.01
WESTERN DIGITAL 3.1 2/32	0.01
WEYERHAEUSER CO 4 11/29	0.01
AIR PROD & CHEM 4.85 2/34	0.01
AT&T INC 2.55 12/33	0.01
BANK OF AMER C 4.571 4/33	0.01
CENTENE CORP 2.45 7/28	0.01
CENTERPOINT ENE 5.25 3/28	0.01
COMMONW BK AU 5.316 3/26	0.01
CORP ANDINA FOM 2.25 2/27	0.01
FN CB4613 4.5 9/1/52	0.01
FN MA5475 5 9/1/39	0.01
FR SD5368 2.5 7/1/52	0.01
PG&E WILDFIRE 4.722 6/37	0.01
FN BP3507 2 6/1/36	0.01
FN MA4378 2 7/1/51	0.01
FR SD3631 3 7/1/52	0.01
MORGAN STANLEY 5.164 4/29	0.01
ORACLE CORP 4.125 5/45	0.01
AMAZON.COM INC 4.55 12/27	0.01
BERKSHIRE HATHA 3.25 4/28	0.01
COMCAST CORP 4.15 10/28	0.01
COUNCIL OF EURO 3.75 5/26	0.01
FHMS K-155 AM 4/33	0.01
FR SI2090 3 7/1/51	0.01
G2 MA7312 2.5 4/20/51	0.01
HCA INC 3.625 3/32	0.01
JOHNSON&JOHNSON 2.95 3/27	0.01
JPMORGAN CHASE 3.782 2/28	0.01
MORGAN STANLEY 5 11/25	0.01
NEVADA POWER CO 3.7 5/29	0.01
NISOURCE INC 5.95 6/41	0.01
VALERO ENERGY 4.35 6/28	0.01
VERIZON COMM IN 4.78 2/35	0.01
WYETH 5.95 4/37	0.01
AMGEN INC 4.05 8/29	0.01
AMGEN INC 5.15 3/28	0.01
BANK NOVA SCOTI 5.25 6/28	0.01
CVS HEALTH CORP 1.3 8/27	0.01
DEVON ENERGY 4.5 1/30	0.01
FLORIDA POWER & 4.4 5/28	0.01
FR RA7386 3.5 5/1/52	0.01
GOLDMAN SACHS 1.431 3/27	0.01
JOHNSON&JOHNSON 3.4 1/38	0.01
TARGA RES PRTN 4.875 2/31	0.01
US TREASURY N/B 1.25 5/50	0.01
WALT DISNEY CO 3.7 10/25	0.01
AMAZON.COM INC 4.05 8/47	0.01
BPCE 3.375 12/26	0.01
CHILE 2.55 1/32	0.01
COLGATE-PALM CO 3.1 8/27	0.01
COOPERATIEVE RA 3.75 7/26	0.01
CROWN CASTLE IN 2.25 1/31	0.01
FN MA4325 2 5/1/51	0.01
FR RA5258 2 5/1/51	0.01
FR SD3610 3 4/1/52	0.01
GMAC LLC 8 11/31	0.00
JPMORGAN CHASE 4.005 4/29	0.01
LOWE'S COS INC 3.1 5/27	0.01
NEXTERA ENERGY 3.8 3/82	0.01
NOMURA HOLDINGS 6.07 7/28	0.01
VERIZON COMM 4.016 12/29	0.01
BAKER HUGHES 3.337 12/27	0.01
BANK OF AMER CR 4.33 3/50	0.01
FR SB8108 2.5 6/1/36	0.01
FR SD2088 3.5 6/1/52	0.01
KEY BANK NA 3.4 5/26	0.01
MORGAN STANLEY 3.125 7/26	0.01
NJ TPK-F-TXB 7.414 1/40	0.01
ROYAL BK CANADA 5.2 8/28	0.01
SSM HEALTH CAR 4.894 6/28	0.01
WRKCO INC 4.65 3/26	0.01
AT&T INC 5.15 2/50	0.01
BANK NOVA SCOTI 1.95 2/27	0.01
FHMS K118 A2 9/30	0.01
FN CB7275 6.5 10/1/53	0.01
FN MA4119 2 9/1/50	0.01
FR QC5124 2 8/1/51	0.01
FR RJ0316 6.5 11/1/53	0.01
MERCK & CO INC 4.15 5/43	0.01
PNC FINANCIAL 2.55 1/30	0.01
ROGERS COMMUNIC 3.2 3/27	0.01
SIMON PROP GP LP 2.2 2/31	0.01
SOUTHERN CAL E 4.65 10/43	0.01
SOUTHERN CAL ED 2.5 6/31	0.01
FN CA6918 2.5 8/1/50	0.01
FN CB7346 6.5 10/1/53	0.01
FR RA6649 2 1/1/52	0.01
FR SD8166 2 9/1/51	0.01
KENVUE INC 5 3/30	0.01
NYC MUN WTR FI 5.724 6/42	0.01
SEMPRA 5.4 8/26	0.01
WFCM 2017-C41 A3 11/50	0.01
BANK OF AMER C 3.559 4/27	0.01
FN MA4121 3 9/1/50	0.01
FN MA5070 4.5 7/1/53	0.01
FN MA5190 5.5 11/1/53	0.01
FREDDIE MAC 0.625 11/25	0.01
MIDAMERICAN ENE 4.25 7/49	0.01
ONTARIO PROVINCE 1.6 2/31	0.01
ORACLE CORP 2.65 7/26	0.01
SUMITOMO MITSU 0.948 1/26	0.01
SUTTER HEALTH 3.695 8/28	0.01
UNION PAC CORP 2.973 9/62	0.01
BANK OF AMER C 2.972 2/33	0.01
CHILE 3.1 1/61	0.01
EXXON MOBIL CO 3.482 3/30	0.01
FN CB2969 2 3/1/37	0.01
FN MA5108 6 8/1/53	0.01
FR RA4175 2.5 12/1/50	0.01
FR ZS9813 3 9/1/46	0.01
G2 MA8267 4 9/20/52	0.01
GOLDMAN SACHS 1.948 10/27	0.01
JPMORGAN CHASE 2.947 2/28	0.01
REYNOLDS AMERIC 5.85 8/45	0.01
SANTANDER UK G 1.673 6/27	0.01
UBS AG LONDON 4.5 6/48	0.01
BERKSHIRE HATH 4.25 1/49	0.01
FN CB3909 4 6/1/52	0.01
FN CB7136 6.5 9/1/53	0.01
FR RA2897 2.5 6/1/50	0.01
FR RA3575 2 9/1/50	0.01
FR RA7402 3.5 5/1/52	0.01
FR SD1927 3 1/1/51	0.01
HALLIBURTON CO 7.45 9/39	0.01
PHILIPPINES(REP 7.75 1/31	0.01
UNITEDHEALTH GRP 4.2 5/32	0.01
ALTRIA GROUP IN 4.25 8/42	0.01
BRISTOL-MYERS 4.25 10/49	0.01
FN FS2463 3 2/1/52	0.01
FR RB5148 2 3/1/42	0.01
GEORGIA POWER 3.25 3/51	0.01
KEURIG DR PEPPE 3.95 4/29	0.01
ONTARIO PROVINC 1.05 4/26	0.01
SOUTHERN CAL E 5.95 11/32	0.01
UNION PAC CORP 4 4/47	0.01
ARIZONA PUB SERV 2.6 8/29	0.01
BANK OF AMER C 2.482 9/36	0.01
BARCLAYS PLC 5.501 8/28	0.01
BMARK 2022-B35 A5 5/55	0.01
BROADCOM INC 4.11 9/28	0.01
DUKE ENERGY COR 4.8 12/45	0.01
FN FM8745 2.5 9/1/51	0.01
FN MA4399 2.5 8/1/51	0.01
RYDER SYSTEM IN 5.25 6/28	0.01
WARNERMEDIA HL 5.391 3/62	0.01
ADOBE INC 2.15 2/27	0.01
AMGEN INC 5.75 3/63	0.01
FN AS8242 2.5 11/1/31	0.01
FN BV8055 4.5 9/1/52	0.01
FN FS1120 3 3/1/52	0.01
FNCI 5.5 10/24	0.01
FR RB5076 2 8/1/40	0.01
FR SB8505 2.5 10/1/35	0.01
G2 MA8799 4.5 4/20/53	0.01
G2 MA9168 4 9/20/53	0.01
GXO LOGISTICS 1.65 7/26	0.01
ITALY GOV'T INT 4 10/49	0.01
TENN VALLEY AUT 5.25 9/39	0.01
TSMC ARIZONA 2.5 10/31	0.01
US BANCORP 2.375 7/26	0.01
ANHEUSER-BUSCH 4.7 2/36	0.01
CARRIER GLOBAL 2.722 2/30	0.01
DEUTSCHE BANK 3.547 9/31	0.01
FN FS5881 4 6/1/43	0.01
FN MA5089 4 7/1/53	0.01
FR RA6767 2 2/1/52	0.01
G2 MA3033 3 8/20/45	0.01
JPMORGAN CHASE 4.26 2/48	0.01
KLA CORP 5.25 7/62	0.01
MASTERCARD INC 3.65 6/49	0.01
MORGAN STANLEY 2.699 1/31	0.01
NORTHROP GRUMMA 3.25 1/28	0.01
ORACLE CORP 5.55 2/53	0.01
ALLSTATE CORP 5.25 3/33	0.01
BP CAPITAL PLC 3.279 9/27	0.01
EXXON MOBIL CO 3.452 4/51	0.01
FLORIDA POWER & 3.3 5/27	0.01
FN CB1113 2 7/1/51	0.01
FN FM2512 3.5 6/1/45	0.01
FN MA5192 6.5 11/1/53	0.01
FORD MOTOR CRED 6.95 3/26	0.01
GENERAL MILLS IN 4.2 4/28	0.01
HCA INC 5.25 6/26	0.01
BP CAP MKTS AM 2.721 1/32	0.01
CHARTER COMM O 5.125 7/49	0.01
FR RA6665 3 2/1/52	0.01
G2 MA8569 5 1/20/53	0.01
G2 MA8944 3.5 6/20/53	0.01
GEN MOTORS FIN 4 10/26	0.01
HACKENSACK MERID 4.5 7/57	0.01
KENVUE INC 4.9 3/33	0.01
MICRON TECH 4.185 2/27	0.01
TRANSCANADA PL 5.1 3/49	0.01
AMCOR FIN USA 3.625 4/26	0.01
BANCO SANTAND 2.749 12/30	0.01
BANK OF AMER 2.884 10/30	0.01
EVERSOURCE ENER 5.45 3/28	0.01
FN MA4849 4.5 11/1/37	0.01
ING GROEP NV 4.55 10/28	0.01
INTERAMER DEV 1.125 1/31	0.01
JAPAN BANK COOP 1.25 1/31	0.01
JOHN DEERE CAP 4.7 6/30	0.01
LOCKHEED MARTIN 4.15 6/53	0.01
MORGAN STANLEY 3.625 1/27	0.01
REPUBLIC OF PE 2.783 1/31	0.01
WESTPAC BANKI 3.133 11/41	0.01
BANCO SANTANDE 6.921 8/33	0.01
BBCMS 2021-C9 A5 2/54	0.01
CANADIAN PACIFI 4.95 8/45	0.01
CELANESE US HL 6.55 11/30	0.01
FN FS0026 2.5 11/1/51	0.01
FN FS1237 3.5 12/1/51	0.01
FN MA4548 2.5 2/1/52	0.01
FN MA5138 5.5 9/1/53	0.01
GENERAL DYNAMIC 3.75 5/28	0.01
GOLDMAN SACHS G 2.64 2/28	0.01
KELLOGG CO 3.25 4/26	0.01
MCDONALD'S CORP 4.45 3/47	0.01
SUMITOMO MITSU 3.364 7/27	0.01
FN CB2801 2 2/1/52	0.01
HONEYWELL INTL 4.25 1/29	0.01
IBM CORP 4.5 2/28	0.01
JOHNSON&JOHNSON 2.1 9/40	0.01
METLIFE INC 5.7 6/35	0.01
PNC FINANCIAL 5.068 1/34	0.01
TARGET CORP 3.375 4/29	0.01
WACHOVIA CORP 5.5 8/35	0.01
BANK 2023-BNK46 A4 8/56	0.01
BRIT COLUMBIA 4.2 7/33	0.01
COREBRIDGE FIN 3.65 4/27	0.01
DIAGEO CAP PL 5.625 10/33	0.01
FNA 2022-M13 A2 6/32	0.01
FR SB8265 5 11/1/38	0.01
GLAXOSMITHKLIN 5.375 4/34	0.01
HSBC HOLDINGS 7.39 11/28	0.01
JPMORGAN CHASE 4.565 6/30	0.01
JPMORGAN CHASE 4.851 7/28	0.01
LYB INT FIN III 4.2 5/50	0.01
PACIFICORP 6 1/39	0.01
PFIZER INC 5.6 9/40	0.01
SYNCHRONY FIN 2.875 10/31	0.01
WELLS FARGO CO 4.9 11/45	0.01
ATHENE HOLDING 6.25 4/54	0.01
BMO 2024-5C4 A3 5/57	0.01
CISCO SYSTEMS 5.35 2/64	0.01
FR RA3528 2.5 9/1/50	0.01
FR RA6766 2.5 2/1/52	0.01
G2 MA7136 2.5 1/20/51	0.01
IBM CORP 2.95 5/50	0.01
META PLATFORMS 3.85 8/32	0.01
MORGAN STANLEY 5.25 4/34	0.01
PECO ENERGY CO 4.9 6/33	0.01
ROYAL BK CANADA 2.3 11/31	0.01
SUMITOMO MITSUI 5.8 7/28	0.01
UNITEDHEALTH GR 5.05 4/53	0.01
WARNERMEDIA HL 6.412 3/26	0.01
WELLTOWER INC 2.75 1/31	0.01
AMGEN INC 2 1/32	0.01
BARCLAYS PLC 6.49 9/29	0.01
ENERGY TRANSFER 5.5 6/27	0.01
ENTERGY LA LLC 5.7 3/54	0.01
FN MA4493 2.5 12/1/51	0.01
HONEYWELL INTL 2.5 11/26	0.01
HP INC 3 6/27	0.01
INTL FIN CORP 4.375 1/27	0.01
L3HARRIS TECH IN 5.6 7/53	0.01
SHELL INTL FI 3.875 11/28	0.01
SUNTRUST BANK 3.3 5/26	0.01
WARNERMEDIA HL 3.755 3/27	0.01
WASTE MANAGEMEN 4.15 4/32	0.01
AERCAP IRELAN 4.625 10/27	0.01
BANK OF AMER C 5.468 1/35	0.01
BANK OF MONTRE 5.717 9/28	0.01
BOEING CO 5.805 5/50	0.01
BRISTOL-MYERS 5.2 2/34	0.01
CITIGROUP INC 3.785 3/33	0.01
CUMMINS INC 5.15 2/34	0.01
FAIRFAX FINL HLD 6 12/33	0.01
FN CB1131 2.5 7/1/51	0.01
FN FM4517 2 10/1/35	0.01
FN MA3835 3.5 11/1/49	0.01
FN MA4417 1.5 9/1/36	0.01
FR RA4142 2.5 12/1/50	0.01
FR SD0728 2.5 10/1/51	0.01
G2 MA7767 2.5 12/20/51	0.01
G2 MA7986 2 4/20/52	0.01
G2 MA7988 3 4/20/52	0.01
G2 MA9017 5.5 7/20/53	0.01
GOLDMAN SACHS 3.102 2/33	0.01
LINCOLN NATL C 5.852 3/34	0.01
LLOYDS BK GR P 5.679 1/35	0.01
MARSH & MCLENNA 5.15 3/34	0.01
RENAISSANCERE F 3.45 7/27	0.01
ROYAL BK CANADA 6 11/27	0.01
TAKEDA PHARMACEU 5 11/28	0.01
AMER ELEC PWR 5.75 11/27	0.01
AMERICAN EXPRE 5.532 4/30	0.01
APPLE INC 2.7 8/51	0.01
BANCO SANTANDE 5.439 7/31	0.01
BIOGEN INC 4.05 9/25	0.01
BP CAP MKTS A 5.227 11/34	0.01
BRISTOL-MYERS 5.1 2/31	0.01
BROOKFIELD FIN 3.45 4/50	0.01
COMCAST CORP 4 3/48	0.01
DUKE ENERGY PROG 5.1 3/34	0.01
EASTMAN CHEMIC 5.625 2/34	0.01
EXXON MOBIL CO 2.275 8/26	0.01
FR SD8256 4 10/1/52	0.01
HCA INC 5.875 2/29	0.01
KEURIG DR PEPPER 5.3 3/34	0.01
NVIDIA CORP 2 6/31	0.01
PHILIPPINES(REP 3.95 1/40	0.01
PHILIPPINES(REP 5.25 5/34	0.01
VERIZON COMM IN 5.25 3/37	0.01
BANCO SANTANDE 5.538 3/30	0.01
BARCLAYS PLC 6.496 9/27	0.01
BRISTOL-MYERS 4.9 2/29	0.01
CENTERPOINT HOU 3.95 3/48	0.01
DARDEN RESTAURA 3.85 5/27	0.01
DIAMONDBACK ENER 5.9 4/64	0.01
DUKE ENERGY PRO 5.35 3/53	0.01
ELI LILLY & CO 5.1 2/64	0.01
ENBRIDGE INC 5.9 11/26	0.01
FN FM3004 4 1/1/46	0.01
FN FS8356 3.5 8/1/52	0.01
FN MA4607 2.5 5/1/42	0.01
FN MA4643 3 5/1/42	0.01
FR RA5040 2 4/1/51	0.01
G2 MA8347 4.5 10/20/52	0.01
GOLDMAN SACHS G 5.33 7/35	0.01
HONEYWELL INTL 4.95 2/28	0.01
HOST HOTELS 5.7 7/34	0.01
HSBC HOLDINGS 5.402 8/33	0.01
MORGAN STANLEY 4.3 1/45	0.01
NEXTERA ENERGY 2.44 1/32	0.01
WASTE CONNECT 5 3/34	0.01
AMGEN INC 5.25 3/30	0.01
BARCLAYS PLC 5.674 3/28	0.01
BOSTON PROP LP 2.55 4/32	0.01
CNA FINANCIAL 5.125 2/34	0.01
CVS HEALTH CORP 5.25 1/31	0.01
DIAGEO CAP PL 5.375 10/26	0.01
DUKE ENERGY COR 5 12/27	0.01
FN CA1191 3.5 11/1/47	0.01
FR SD0578 2.5 3/1/51	0.01
FR SD4710 4.5 1/1/53	0.01
HOME DEPOT INC 4.5 9/32	0.01
HSBC HOLDINGS 5.597 5/28	0.01
HUMANA INC 5.75 4/54	0.01
INDONESIA (REP) 4.85 1/33	0.01
JAPAN BANK COO 4.625 7/28	0.01
MIDAMERICAN ENE 3.65 4/29	0.01
ORACLE CORP 3.25 11/27	0.01
PANAMA 4.5 4/56	0.01
WEC ENERGY GRO 5.15 10/27	0.01
AMAZON.COM INC 3.875 8/37	0.01
BANCO SANTANDE 5.552 3/28	0.01
BANK OF AMER 4.183 11/27	0.01
BANK OF AMER C 2.592 4/31	0.01
BARCLAYS PLC 5.829 5/27	0.01
CHILE 4.85 1/29	0.01
ELEVANCE HEALT 4.101 3/28	0.01
ELI LILLY & CO 4.5 2/27	0.01
FN FM5308 2 12/1/50	0.01
FN FS1033 3.5 4/1/50	0.01
FR SD1581 2.5 9/1/52	0.01
JAPAN BANK COO 4.625 7/27	0.01
MORGAN STANLEY 4.457 4/39	0.01
ORACLE CORP 3.85 7/36	0.01
PROGRESSIVE CO 4.125 4/47	0.01
SANDS CHINA LT MULTI 8/28	0.01
TAOT 2024-A A4 4/29	0.01
TOYOTA MTR CRE 4.625 1/28	0.01
UNITED MEXICAN 6.4 5/54	0.01
WEC ENERGY GROU 4.75 1/28	0.01
WEIBO CORP 3.375 7/30	0.01
ABBVIE INC 4.25 11/28	0.01
BANCO BILBAO V 5.862 9/26	0.01
DEVON ENERGY 5.75 9/54	0.01
FN FM8152 2 7/1/51	0.01
FR SD8194 2.5 2/1/52	0.01
FREEPORT-MCMORA 4.25 3/30	0.01
GOLDMAN SACHS 4.482 8/28	0.01
NORTHROP GRUMMAN 4.4 5/30	0.01
OCCIDENTAL PETE 6.2 3/40	0.01
PNC FINANCIAL 4.758 1/27	0.01
SDART 2023-1 C 5/30	0.01
UNITED MEXICAN 6.338 5/53	0.01
WALT DISNEY CO 6.65 11/37	0.01
BANCO SANTANDER 4.25 4/27	0.01
BERKSHIRE HATH 5.75 1/40	0.01
CITIGROUP INC 4.3 11/26	0.01
EMERA US FINAN 2.639 6/31	0.01
ERP OPERATING 4.15 12/28	0.01
FN CA8132 2.5 12/1/50	0.01
FR RA5373 2 6/1/51	0.01
FR SD8211 2 5/1/52	0.01
G2 MA9724 5 6/20/54	0.01
HP ENTERPRISE MULTI 10/25	0.01
LLOYDS BK GR PL 4.65 3/26	0.01
OTIS WORLDWIDE 3.112 2/40	0.01
PACIFIC GAS&ELE 3.75 7/28	0.01
US TREASURY N/ 4.375 5/41	0.01
AIR LEASE CORP 3.75 6/26	0.01
BLUE OWL CAPITA 4.25 1/26	0.01
BRISTOL-MYERS 3.2 6/26	0.01
BROOKFIELD FIN 4.85 3/29	0.01
CAPITAL ONE FIN 3.75 3/27	0.01
CITIGROUP INC 3.4 5/26	0.01
CITIGROUP INC 4.65 7/45	0.01
ENTERPRISE PROD 4.25 2/48	0.01
EXXON MOBIL CO 3.043 3/26	0.01
FN FM6559 2 3/1/51	0.01
FN FS2231 3.5 9/1/47	0.01
FNA 2017-M13 A2 9/27	0.01
G2 MA2892 3.5 6/20/45	0.01
GENERAL DYNAMI 2.125 8/26	0.01
KILROY REALTY 4.375 10/25	0.01
KINDER MORGAN EN 5.5 3/44	0.01
KOREA DEV BANK 3.375 9/25	0.01
VIRGINIA EL&PWR 3.15 1/26	0.01
WALMART INC 2.65 9/51	0.01
AMERICAN EXPRESS 3.3 5/27	0.01
BAT CAPITAL COR 5.65 3/52	0.01
FN AL2921 3.5 8/1/42	0.01
FN CA9291 2.5 2/1/51	0.01
FN CB2633 2.5 1/1/52	0.01
FN CB4125 4 7/1/52	0.01
FORD MOTOR CR 3.375 11/25	0.01
FORD MOTOR CRE 4.125 8/27	0.01
FR SD8139 1.5 4/1/51	0.01
HESS CORP 6 1/40	0.01
MORGAN STANLEY 4.35 9/26	0.01
NY & NJ PORT A 3.139 2/51	0.01
OWENS CORNING 3.4 8/26	0.01
UNILEVER CAPIT 2.125 9/29	0.01
APPLE INC 2.45 8/26	0.01
BARCLAYS PLC 4.95 1/47	0.01
BARCLAYS PLC 6.224 5/34	0.01
CHILE 3.24 2/28	0.01
EATON VANCE CORP 3.5 4/27	0.01
EXP-IMP BK KOR 2.625 5/26	0.01
FR SD1907 3 8/1/50	0.01
FR SD4732 4.5 6/1/53	0.01
G2 MA9240 5 10/20/53	0.01
GOLDMAN SACHS 2.65 10/32	0.01
GOLDMAN SACHS GP 3.8 3/30	0.01
HSBC HOLDINGS 3.973 5/30	0.01
ONTARIO PROVINCE 2.3 6/26	0.01
SUMITOMO MITSU 3.01 10/26	0.01
SYSCO CORP 4.85 10/45	0.01
TELEDYNE TECH 2.75 4/31	0.01
TJX COS INC 2.25 9/26	0.01
TRANSCANADA PL 4.625 3/34	0.01
ABBVIE INC 4.85 6/44	0.01
AERCAP IRELAND 2.45 10/26	0.01
AHS HOSPITAL CO 2.78 7/51	0.01
ALABAMA POWER 3.45 10/49	0.01
AMERICAN WATER 3.45 5/50	0.01
APPLE INC 3.85 8/46	0.01
BANCO SANTANDE 1.849 3/26	0.01
CATERPILLAR FIN 1.15 9/26	0.01
CHARLES SCHWAB 0.9 3/26	0.01
CHILE 2.75 1/27	0.01
CITIGROUP INC 5.3 5/44	0.01
EXELON CORP 4.7 4/50	0.01
FN CB0858 3 6/1/51	0.01
FN FS0733 2 2/1/52	0.01
FN FS3932 4 8/1/50	0.01
FORD MOTOR CRED 2.7 8/26	0.01
FR RB5138 2 12/1/41	0.01
FR SD8350 6 8/1/53	0.01
G2 MA0781 2.5 2/20/43	0.01
G2 MA8200 4 8/20/52	0.01
IBM CORP 4.9 7/52	0.01
MARSH & MCLENNAN 5.7 9/53	0.01
MASTERCARD INC 2.95 6/29	0.01
MORGAN STANLEY 2.943 1/33	0.01
NASDAQ INC 5.55 2/34	0.01
ROYAL BK CANAD 0.875 1/26	0.01
TRANSCANADA PL 4.1 4/30	0.01
AIR LEASE CORP 1.875 8/26	0.01
ALTRIA GROUP IN 5.95 2/49	0.01
AMAZON.COM INC 1 5/26	0.01
ANALOG DEVICES 3.45 6/27	0.01
CITIGROUP INC 1.122 1/27	0.01
DEUTSCHE BANK 2.311 11/27	0.01
DEUTSCHE BANK 2.552 1/28	0.01
FANNIE MAE 0.64 12/25	0.01
FN FS0222 1.5 1/1/42	0.01
FN FS1743 2 12/1/50	0.01
FR RA6388 2.5 12/1/51	0.01
FREDDIE MAC 0.7 12/25	0.01
G2 MA9364 6.5 12/20/53	0.01
GOLDMAN SACHS 2.383 7/32	0.01
HALLIBURTON CO 2.92 3/30	0.01
HALLIBURTON CO 4.85 11/35	0.01
ILLINOIS TOOL WK 3.9 9/42	0.01
JPMORGAN CHASE 1.04 2/27	0.01
MICROSOFT CORP 4.25 2/47	0.01
MITSUB UFJ FIN 2.341 1/28	0.01
MIZUHO FINANCI 1.554 7/27	0.01
NOMURA HOLDING 2.329 1/27	0.01
OESTER KONTROL 4.125 1/26	0.01
SANTANDER UK G 2.469 1/28	0.01
VENTAS REALTY LP 4.4 1/29	0.01
WILLIS NORTH AM 4.65 6/27	0.01
BANCO SANTANDE 1.722 9/27	0.01
BERKSHIRE HATHAW 4.5 2/45	0.01
BRIT COLUMBIA 1.3 1/31	0.01
COMCAST CORP 2.35 1/27	0.01
FN MA4154 1.5 10/1/35	0.01
FR SD8288 5 1/1/53	0.01
G2 MA6930 2 10/20/50	0.01
G2 MA9015 4.5 7/20/53	0.01
MITSUB UFJ FIN 1.64 10/27	0.01
PUBLIC SERVICE 3.8 3/46	0.01
REVVITY INC 2.55 3/31	0.01
S&P GLOBAL INC 2.45 3/27	0.01
SIMON PROP GP 1.375 1/27	0.01
SUMITOMO MITSU 1.402 9/26	0.01
T-MOBILE USA INC 3.3 2/51	0.01
US BANCORP 4.653 2/29	0.01
CDW LLC/CDW F 3.276 12/28	0.01
FN BT7156 2 8/1/51	0.01
FNA 2020-M1 A2 10/29	0.01
FR SB0662 2.5 4/1/37	0.01
G2 MA6409 3 1/20/50	0.01
G2 MA7193 2.5 2/20/51	0.01
HONEYWELL INTL 1.1 3/27	0.01
QUALCOMM INC 4.3 5/47	0.01
UNITED PARCEL 2.5 9/29	0.01
ALLYA 2024-1 A3 12/28	0.01
BANK 2018-BN11 A2 3/61	0.01
BANK OF AMER C 5.819 9/29	0.01
COMM 2019-GC44 A5 8/57	0.01
FN BQ3023 2 10/1/50	0.01
FN FS2531 2 6/1/52	0.01
FN MA4918 5 2/1/53	0.01
G2 MA3521 3.5 3/20/46	0.01
G2 MA8801 5.5 4/20/53	0.01
JOHNSON&JOHNSON 2.9 1/28	0.01
JPMORGAN CHASE 6.4 5/38	0.01
MARSH & MCLEN 2.375 12/31	0.01
MIZUHO FINANCI 5.414 9/28	0.01
PRINCIPAL FINL 3.1 11/26	0.01
RTX CORP 4.35 4/47	0.01
SANDS CHINA LT MULTI 3/27	0.01
SOUTHERN CO 4.4 7/46	0.01
SUZANO AUSTRIA 5 1/30	0.01
TENN VALLEY AUT 4.25 9/65	0.01
TORONTO DOM BAN 1.25 9/26	0.01
UNIVERSAL HLTH 2.65 1/32	0.01
CITIGROUP INC 2.666 1/31	0.01
CON EDISON CO 4.5 12/45	0.01
FISERV INC 2.65 6/30	0.01
FN MA4360 2 6/1/36	0.01
FR RA5077 2.5 5/1/51	0.01
FR SD1012 4 9/1/50	0.01
FR SD1089 2 4/1/52	0.01
HOME DEPOT INC 4.25 4/46	0.01
IBM CORP 4.15 7/27	0.01
INTUIT INC 5.125 9/28	0.01
MICROSOFT CORP 2.921 3/52	0.01
PRAXAIR INC 3.2 1/26	0.01
TARGA RESOURCES 4.95 4/52	0.01
TELEFONICA EMI 4.895 3/48	0.01
VALERO ENERGY 2.8 12/31	0.01
WELLS FARGO CO 5.574 7/29	0.01
BOEING CO 5.15 5/30	0.01
CANADIAN PACI 2.875 11/29	0.01
CI FINANCIAL CO 3.2 12/30	0.01
CITIGROUP INC 4.91 5/33	0.01
CONN LIGHT & PWR 4.3 4/44	0.01
FISERV INC 3.5 7/29	0.01
FN CA5701 2.5 5/1/50	0.01
FN MA4239 3 1/1/51	0.01
FR SB8136 1.5 1/1/37	0.01
FR SD3165 5 8/1/52	0.01
G2 MA3244 3.5 11/20/45	0.01
MPLX LP 2.65 8/30	0.01
PLAINS ALL AMER 4.9 2/45	0.01
S&P GLOBAL INC 2.5 12/29	0.01
UNION PAC CORP 4.5 9/48	0.01
VMWARE LLC 2.2 8/31	0.01
ASTRAZENECA FI 4.875 3/28	0.01
CHAIT 2023-A1 A 9/28	0.01
CHARTER COMM OP 6.65 2/34	0.01
CHARTER COMM OPT 4.8 3/50	0.01
CONSTELLATION 5.25 11/48	0.01
DEUTSCHE BANK 3.729 1/32	0.01
DR PEPPER SNAPP 2.55 9/26	0.01
FHMS K110 A1 9/29	0.01
FN CB5704 6 2/1/53	0.01
FN FM7737 2.5 2/1/51	0.01
FN FS5598 1.5 8/1/37	0.01
FR RA5041 2 4/1/51	0.01
FR SD8149 1.5 6/1/51	0.01
GOLDMAN SACHS 4.223 5/29	0.01
JOHNSON CONTROLS 4.5 2/47	0.01
JPMORGAN CHASE 2.956 5/31	0.01
MORGAN STANLEY 7.25 4/32	0.01
PARKER-HANNIFIN 4 6/49	0.01
UNITED PARCEL 4.25 3/49	0.01
UNITEDHEALTH GR 4.75 5/52	0.01
US TREASURY N/ 2.125 5/26	0.01
VODAFONE GROUP 5.125 6/59	0.01
VODAFONE GROUP 5.625 2/53	0.01
ALPHABET INC 2.05 8/50	0.01
BLACKSTONE SEC 2.75 9/26	0.01
CHARLES SCHWAB 5.853 5/34	0.01
CHARTER COMM OPT 3.5 6/41	0.01
EQT CORP 3.9 10/27	0.01
EXXON MOBIL COR 2.44 8/29	0.01
FHMS K135 A2 10/31	0.01
FN CB5113 5.5 11/1/52	0.01
FNA 2020-M20 A2 10/29	0.01
FR RA3580 2 9/1/50	0.01
FR RA7558 4.5 6/1/52	0.01
FR SB8500 2.5 7/1/35	0.01
FR SD0748 2.5 11/1/51	0.01
INT BK RECON&D 1.125 9/28	0.01
MCDONALD'S COR 2.625 9/29	0.01
OCCIDENTAL PETE 8.5 7/27	0.01
SERVICENOW INC 1.4 9/30	0.01
SOUTHWEST AIR 5.125 6/27	0.01
VERIZON COMM I 4.522 9/48	0.01
BANK NOVA SCOTI 1.35 6/26	0.01
COCA-COLA CO/TH 1.65 6/30	0.01
DELL INT / EMC 5.3 10/29	0.01
FN AL9472 4 10/1/43	0.01
FN BM3111 3.5 10/1/47	0.01
FN FM9927 2 12/1/51	0.01
FN FS2141 3.5 6/1/52	0.01
FN MA4866 4 1/1/53	0.01
FR QC6452 2.5 9/1/51	0.01
FR SD1743 4 10/1/52	0.01
G2 MA2372 4 11/20/44	0.01
HSBC HOLDINGS 6.5 9/37	0.01
JPMORGAN CHASE 2.963 1/33	0.01
KINDER MORGAN E 7.75 3/32	0.01
NEXTERA ENERGY 5 7/32	0.01
NORFOLK SOUTHE 2.55 11/29	0.01
PNC FINANCIAL 2.6 7/26	0.01
PPL ELECTRIC UT 5.25 5/53	0.01
TENN VALLEY AU 7.125 5/30	0.01
VERIZON COMM INC 1.5 9/30	0.01
3M CO 2.375 8/29	0.01
APPLE INC 2.65 2/51	0.01
BANK OF AMER C 1.898 7/31	0.01
BANK OF AMER C 2.299 7/32	0.01
CROWN CASTLE INT 3.7 6/26	0.01
DEUTSCHE BANK 3.742 1/33	0.01
FHMS K123 A2 12/30	0.01
FN CA8850 2 2/1/51	0.01
FN FS1472 3.5 11/1/50	0.01
FN FS3440 6 12/1/52	0.01
FR SD7557 4.5 12/1/52	0.01
GSMS 2020-GC45 AAB 2/53	0.01
KRAFT HEINZ FO 4.375 6/46	0.01
MEXICAN UTD STS 7.5 4/33	0.01
NOMURA HOLDING 2.608 7/31	0.01
ROYALTY PHARMA 1.2 9/25	0.01
UNION PAC CORP 2.8 2/32	0.01
3M CO 2.875 10/27	0.01
AMAZON.COM INC 1.2 6/27	0.01
AMGEN INC 3 2/29	0.01
BROWN UNIVERSI 2.924 9/50	0.01
CITIGROUP INC 3.2 10/26	0.01
CONN LIGHT & PWR 3.2 3/27	0.01
CONSUMERS ENERGY 4.2 9/52	0.01
FHMS K052 A2 11/25	0.01
FHMS K055 A2 3/26	0.01
FLORIDA POWER & 3.99 3/49	0.01
FR QE7028 4.5 8/1/52	0.01
JPMORGAN CHASE 3.897 1/49	0.01
MOLSON COORS 3 7/26	0.01
T-MOBILE USA IN 5.75 1/34	0.01
AIR LEASE COR 3.625 12/27	0.01
AMAZON.COM INC 3.1 5/51	0.01
BOEING CO 2.6 10/25	0.01
BOEING CO 3.45 11/28	0.01
CANADIAN NATL R 2.95 7/30	0.01
COCA-COLA CO/THE 2.6 6/50	0.01
COMCAST CORP 2.8 1/51	0.01
ENTERPRISE PROD 3.95 2/27	0.01
EQUINIX INC 3 7/50	0.01
FN BO4657 2.5 11/1/49	0.01
FN CA4022 3.5 8/1/49	0.01
FN FM5010 4.5 9/1/50	0.01
FR ZT0779 3 9/1/47	0.01
IBM CORP 7.125 12/96	0.01
MORGAN STANLEY 2.802 1/52	0.01
NISOURCE INC 5 6/52	0.01
PANAMA 4.5 4/50	0.01
S&P GLOBAL INC 2.7 3/29	0.01
STARBUCKS CORP 4.8 2/33	0.01
UNITED TECH COR 4.05 5/47	0.01
UNTD AIR 23-1 A 5.8 1/36	0.01
VERIZON COMM IN 5.05 5/33	0.01
3M CO 3.625 10/47	0.01
ALTRIA GROUP INC 3.4 2/41	0.01
AMGEN INC 2.3 2/31	0.01
BMARK 2019-B14 B 12/62	0.01
BROADCOM INC 3.5 2/41	0.01
FN FS0410 3 2/1/47	0.01
FR RC2467 2 3/1/37	0.01
FR ZS4639 4 11/1/45	0.01
JBS HLD/FD/LUX 4.375 2/52	0.01
MERCK & CO INC 2.9 12/61	0.01
OMNICOM GROUP 2.6 8/31	0.01
PEPSICO INC 4.55 2/26	0.01
STRYKER CORP 4.375 5/44	0.01
TARGA RESOURCES 6.5 2/53	0.01
VISA INC 1.1 2/31	0.01
AMAZON.COM INC 4.1 4/62	0.01
BLACKROCK INC 3.2 3/27	0.01
CITIGROUP INC 8.125 7/39	0.01
EUROPEAN INVT 1.375 3/27	0.01
FN CB3601 3.5 5/1/52	0.01
FN FS6925 2.5 12/1/51	0.01
FR SD0625 2.5 5/1/51	0.01
JPMORGAN CHASE 3.328 4/52	0.01
JPMORGAN CHASE 5.5 10/40	0.01
NEXTERA ENERGY 1.875 1/27	0.01
ONTARIO PROVINCE 2 10/29	0.01
SHELL INTL FIN 3 11/51	0.01
SUTTER HEALTH 4.091 8/48	0.01
BOEING CO 3.95 8/59	0.01
BRIXMOR OPERATIN 2.5 8/31	0.01
EASTMAN CHEMIC 4.65 10/44	0.01
EXXON MOBIL CO 4.327 3/50	0.01
FN CB2806 2.5 2/1/52	0.01
FN FS2140 3.5 6/1/52	0.01
FR RA6819 2.5 2/1/52	0.01
FREDDIE MAC 0 11/38	0.01
FREDDIE MAC 0 12/29	0.01
MSC 2021-L5 A2 5/54	0.01
NATL RURAL UTIL 5.05 9/28	0.01
NEXTERA ENERGY 5.05 2/33	0.01
NIKE INC 2.85 3/30	0.01
NISOURCE INC 4.375 5/47	0.01
PACIFIC GAS&ELEC 3.5 8/50	0.01
PG&E WILDFIRE 5.212 12/47	0.01
AON CORP 3.75 5/29	0.01
APPLE INC 3.25 8/29	0.01
ARCELORMITTAL MULTI 3/41	0.01
ATHENE HOLDING 4.125 1/28	0.01
COMCAST CORP 5.65 6/54	0.01
ELI LILLY & CO 3.375 3/29	0.01
ENBRIDGE INC 4 11/49	0.01
FN FM7089 2.5 11/1/50	0.01
FN FM8961 5 9/1/49	0.01
FNA 2022-M11 A2 10/27	0.01
FR QD3500 2.5 12/1/51	0.01
FR RB5114 2 6/1/41	0.01
MORGAN STANLEY 4.889 7/33	0.01
MORGAN STANLEY 5.831 4/35	0.01
NORFOLK SOUTHER 5.05 8/30	0.01
NOVARTIS CAPITAL 4.4 5/44	0.01
NVIDIA CORP 1.55 6/28	0.01
STANLEY BLACK 4.25 11/28	0.01
WALT DISNEY CO 4.625 3/40	0.01
WELLS FARGO CO 2.393 6/28	0.01
ZIMMER BIOMET 3.05 1/26	0.01
AMAZON.COM INC 2.875 5/41	0.01
BAXTER INTL 1.915 2/27	0.01
BMARK 2020-B16 AM 2/53	0.01
BOSTON PROP LP 3.65 2/26	0.01
CHEVRON USA IN 3.25 10/29	0.01
CITIGROUP INC 6.625 6/32	0.01
ECOLAB INC 5.25 1/28	0.01
EXXON MOBIL CO 3.095 8/49	0.01
FR SB0399 2 8/1/35	0.01
G2 MA9238 4 10/20/53	0.01
G2SF 3 10/24	0.01
KINDER MORGAN 1.75 11/26	0.01
TAOT 2023-A A3 9/27	0.01
TRANSCANADA PL 4.25 5/28	0.01
UBS GROUP 4.875 5/45	0.01
APPLIED MATERIA 1.75 6/30	0.01
CONOCOPHIL CO 4.025 3/62	0.01
FN MA3305 3.5 3/1/48	0.01
FR RA6025 2 10/1/51	0.01
FR SD7501 4 7/1/49	0.01
JPMORGAN CHASE 5.717 9/33	0.01
NIKE INC 2.375 11/26	0.01
PARAMOUNT GLOB 5.85 9/43	0.01
REALTY INCOME 4.65 3/47	0.01
RIO TINTO FINA 5.125 3/53	0.01
SIMON PROP GP LP 3.3 1/26	0.01
VERIZON COMM I 3.875 2/29	0.01
WESTERN MIDSTRM 6.15 4/33	0.01
APPLE INC 3 6/27	0.01
ARIZONA PUB SER 2.2 12/31	0.01
BELL CANADA 4.3 7/49	0.01
CAPITAL ONE FIN 3.75 7/26	0.01
DEVON ENERGY 4.75 5/42	0.01
DUKE ENERGY PRO 5.25 3/33	0.01
FHMS K072 A2 12/27	0.01
FN CB3238 3.5 3/1/52	0.01
FN CB4393 4.5 8/1/52	0.01
G2 MA4003 3 10/20/46	0.01
HOME DEPOT INC 2.7 4/30	0.01
INVITATION HOME 2.3 11/28	0.01
JOHNSON&JOHNSON 2.45 3/26	0.01
ONEOK INC 3.95 3/50	0.01
SUNCOR INC 6.5 6/38	0.01
UNILEVER CAPITAL 2.9 5/27	0.01
VERIZON COMM IN 2.55 3/31	0.01
AERCAP IRELAND 6.1 1/27	0.01
ANHEUSER-BUSCH 3.5 6/30	0.01
AT&T INC 3.85 6/60	0.01
CATERPILLAR IN 3.803 8/42	0.01
CIGNA GROUP/T 4.125 11/25	0.01
CUMMINS INC 4.9 2/29	0.01
FED FARM CREDIT 1.79 6/35	0.01
FN AS6328 3.5 12/1/45	0.01
FN BH7058 3.5 12/1/47	0.01
FN BU8226 2.5 2/1/52	0.01
FN BY0545 5 5/1/53	0.01
FN CB1802 2 10/1/51	0.01
FN CB3411 3.5 4/1/52	0.01
FNCI 6 10/24	0.01
FR RA3606 2 10/1/50	0.01
FR SB8074 2 11/1/35	0.01
FR SB8115 2 8/1/36	0.01
G2 MA3936 3 9/20/46	0.01
G2 MA4653 4 8/20/47	0.01
G2 MA8043 3 5/20/52	0.01
KEURIG DR PEPPER 4.5 4/52	0.01
MASTERCARD INC 4.875 5/34	0.01
MCDONALD'S CORP 6.3 3/38	0.01
STARBUCKS CORP 3.5 11/50	0.01
WILLIAMS COS INC 2.6 3/31	0.01
AMERICAN EXPRE 5.645 4/27	0.01
AMGEN INC 3.375 2/50	0.01
BANK OF AMER C 3.483 3/52	0.01
BANK OF AMER C 4.271 7/29	0.01
BLACKSTONE PRIV 7.05 9/25	0.01
BROADRIDGE FINAN 3.4 6/26	0.01
EATON CORP 4.15 3/33	0.01
ENTERGY LA LLC 4 3/33	0.01
FN FS1144 3 3/1/52	0.01
G2 MA7194 3 2/20/51	0.01
G2 MA7768 3 12/20/51	0.01
MICRON TECH 6.75 11/29	0.01
OTIS WORLDWIDE 5.25 8/28	0.01
SABINE PASS LI 5.875 6/26	0.01
SOUTHERN CAL GA 2.95 4/27	0.01
TOLEDO HOSPITA 5.75 11/38	0.01
UNITEDHEALTH G 3.75 10/47	0.01
ASIAN DEV BANK 4.25 1/26	0.01
AT&T INC 4.25 3/27	0.01
BRISTOL-MYERS 3.7 3/52	0.01
CITIGROUP INC 3.52 10/28	0.01
COMCAST CORP 2.987 11/63	0.01
ENBRIDGE INC 1.6 10/26	0.01
EUROPEAN INVT B 1.25 2/31	0.01
FN CA7051 3 9/1/50	0.01
FN CB8681 5.5 6/1/54	0.01
FN FM8988 2 9/1/36	0.01
FN MA4328 1.5 5/1/36	0.01
FS KKR CAPITAL 3.25 7/27	0.01
G2 MA6154 3.5 9/20/49	0.01
GENERAL MOTOR 6.125 10/25	0.01
HONEYWELL INTL 5.7 3/37	0.01
IBM CORP 4.7 2/46	0.01
INT BK RECON&DEV 4.5 6/28	0.01
LENNAR CORP 4.75 11/27	0.01
MASS INSTIT TE 3.067 4/52	0.01
MCDONALD'S CORP 4.2 4/50	0.01
ORACLE CORP 3.8 11/37	0.01
UNION PAC CORP 2.4 2/30	0.01
US BANCORP 3 7/29	0.01
US TREASURY N 3.875 11/29	0.01
US TREASURY N/B 3.75 8/41	0.01
VERIZON COMM INC 3.4 3/41	0.01
AMAZON.COM INC 4.65 12/29	0.01
AMGEN INC 5.507 3/26	0.01
BHP FINANCE USA 5.5 9/53	0.01
COMCAST CORP 1.95 1/31	0.01
CON EDISON CO 3.6 6/61	0.01
EBAY INC 4 7/42	0.01
FN CA9148 2.5 2/1/36	0.01
FN FM6683 2.5 3/1/36	0.01
FN FS5759 3.5 2/1/51	0.01
Fiserv Inc 4.2 10/28	0.01
HESS CORP 4.3 4/27	0.01
HUMANA INC 5.95 3/34	0.01
PACIFIC GAS&ELEC 2.1 8/27	0.01
RENTENBANK 1.75 7/26	0.01
TORONTO DOM BA 4.693 9/27	0.01
AMAZON.COM INC 3.3 4/27	0.01
AMERICAN HONDA 5.85 10/30	0.01
APPLE INC 3.35 8/32	0.01
ASSURANT INC 3.7 2/30	0.01
ASTRAZENECA FIN 1.75 5/28	0.01
ASTRAZENECA PLC 6.45 9/37	0.01
BANK OF AMER C 3.593 7/28	0.01
BOARDWALK PIPEL 5.95 6/26	0.01
CANADA GOVT 0.75 5/26	0.01
CHARLES SCHWAB 2.75 10/29	0.01
CITIZENS FIN G 5.641 5/37	0.01
ENTERGY MISSISS 2.85 6/28	0.01
FHMS K069 A2 9/27	0.01
FIFTH THIRD BA 4.055 4/28	0.01
G2 MA2223 3.5 9/20/44	0.01
G2 MA5079 4.5 3/20/48	0.01
HCA INC 4.125 6/29	0.01
HUNTINGTON BAN 6.208 8/29	0.01
JPMORGAN CHASE 5.35 6/34	0.01
KROGER CO 1.7 1/31	0.01
LYB INT FIN I 3.375 10/40	0.01
MPLX LP 4 3/28	0.01
NOVARTIS CAPITAL 3.1 5/27	0.01
ONCOR ELECTRIC D 3.1 9/49	0.01
TOLL BR FIN C 4.875 11/25	0.01
UNITEDHEALTH G 4.625 7/35	0.01
UPJOHN INC 3.85 6/40	0.01
WABTEC 3.45 11/26	0.01
ALTRIA GROUP IN 4.45 5/50	0.01
AMAZON.COM INC 4.6 12/25	0.01
BRIT COLUMBIA 2.25 6/26	0.01
COMCAST CORP 4.2 8/34	0.01
CROWN CASTLE IN 3.1 11/29	0.01
EUROPEAN INVT 2.375 5/27	0.01
FN FM3266 3 4/1/48	0.01
FN FS3563 3.5 6/1/38	0.01
FR RA6622 2.5 1/1/52	0.01
FR RB5110 1.5 5/1/41	0.01
FR SD1266 3 6/1/52	0.01
G2 MA8100 4 6/20/52	0.01
GEORGIA POWER 5.125 5/52	0.01
MASTERCARD INC 2.95 11/26	0.01
MOODY'S CORP 3.25 1/28	0.01
MSBAM 2016-C29 A4 5/49	0.01
PROCTER & GAMBL 2.85 8/27	0.01
REINSURANCE GRP 3.9 5/29	0.01
SALES TAX SECUR 3.82 1/48	0.01
SHELL INTL FIN 4.375 5/45	0.01
SUZANO AUSTRIA 3.125 1/32	0.01
VIRGINIA EL&PW 2.45 12/50	0.01
VISA INC 3.65 9/47	0.01
WESTAR ENERGY 4.25 12/45	0.01
WFCM 2019-C50 A5 5/52	0.01
WHIRLPOOL CORP 4.75 2/29	0.01
AT&T INC 1.7 3/26	0.01
AT&T INC 3.3 2/52	0.01
BP CAP MKTS AM 3.937 9/28	0.01
BURLINGTON NORT 4.45 1/53	0.01
DEVON ENERGY 5.6 7/41	0.01
FN BR4094 2 1/1/51	0.01
FN CA5740 3.5 5/1/50	0.01
FR RA2643 2.5 6/1/50	0.01
FR SD3453 5 12/1/52	0.01
G2 MA8098 3 6/20/52	0.01
GEORGETOWN UNI 2.943 4/50	0.01
GOLDMAN SACHS 3.436 2/43	0.01
INTEL CORP 3.9 3/30	0.01
JPMORGAN CHASE 3.96 1/27	0.01
ORIX CORP 4 4/32	0.01
PHILLIPS 66 CO 4.95 12/27	0.01
PRUDENTIAL FI 3.935 12/49	0.01
REALTY INCOME 3.25 6/29	0.01
RELX CAPITAL INC 4 3/29	0.01
SAN DIEGO G & E 3.75 6/47	0.01
ALTRIA GROUP INC 3.4 5/30	0.01
AM AIRLN 17-2 3.35 10/29	0.01
AMGEN INC 2.77 9/53	0.01
AMGEN INC 5.65 3/53	0.01
ASTRAZENECA PLC 0.7 4/26	0.01
BANK OF AMER C 3.194 7/30	0.01
BP CAP MKTS AM 3.379 2/61	0.01
BP CAP MKTS AME 3.06 6/41	0.01
BURLINGTON NORTH 3.9 8/46	0.01
CITIGROUP INC 3.98 3/30	0.01
CVS HEALTH CORP 5.25 2/33	0.01
DUKE ENERGY IND 3.75 5/46	0.01
FHMS K-1510 A2 1/31	0.01
FIFTH THIRD B 6.361 10/28	0.01
FN BC4714 3 10/1/46	0.01
FN FM7409 2.5 5/1/51	0.01
FORD MOTOR CO 7.45 7/31	0.01
FR QE9161 4.5 9/1/52	0.01
FR SB0623 2.5 3/1/37	0.01
FR SD8381 4.5 12/1/53	0.01
G2 MA7471 2 7/20/51	0.01
HP INC 1.45 6/26	0.01
INTERAMER DEV 3.875 10/41	0.01
KFW 0 4/36	0.01
KRAFT HEINZ FOO 4.25 3/31	0.01
KROGER CO 3.95 1/50	0.01
MYLAN NV 3.95 6/26	0.01
OKLAHOMA GAS & 3.25 4/30	0.01
ORACLE CORP 3.6 4/50	0.01
QUEBEC PROVINCE 2.75 4/27	0.01
UNITED PARCEL 3.05 11/27	0.01
ABBVIE INC 4.05 11/39	0.01
APPLE INC 2.2 9/29	0.01
BANK OF AMER C 3.705 4/28	0.01
BANK OF AMER C 4.083 3/51	0.01
BHP FINANCE US 4.125 2/42	0.01
FLORIDA POWER & 4.45 5/26	0.01
FN CB1787 2 10/1/51	0.01
FN FM3978 4 7/1/50	0.01
FN FM6148 2 10/1/35	0.01
FN FS0232 3 12/1/51	0.01
FN FS1621 2 7/1/51	0.01
FN MA4962 4 3/1/53	0.01
FR RA5802 2.5 9/1/51	0.01
FR SD3495 5 7/1/53	0.01
FR SD8113 2 12/1/50	0.01
FR SD8340 4.5 7/1/53	0.01
FR SD8348 5 8/1/53	0.01
FR ZS4536 3.5 10/1/43	0.01
G2 MA6218 3 10/20/49	0.01
INTEL CORP 2.45 11/29	0.01
MICROSOFT CORP 4 2/55	0.01
PORT AUTH-174 4.458 10/62	0.01
SANTANDER HOLD 6.499 3/29	0.01
SEMPRA 3.8 2/38	0.01
UNITED PARCEL 5.3 4/50	0.01
VERIZON COMM 2.987 10/56	0.01
WALMART INC 2.95 9/49	0.01
ABBVIE INC 3.2 11/29	0.01
AON CORP/AON GLO 5 9/32	0.01
ASIAN DEV BANK 1.75 9/29	0.01
AT&T INC 5.15 3/42	0.01
BRISTOL-MYERS 1.125 11/27	0.01
CELANESE US HLD 6.33 7/29	0.01
CITIGROUP INC 3.887 1/28	0.01
CITIZENS FIN GR 3.25 4/30	0.01
CITY OF HOPE/ 5.623 11/43	0.01
COMCAST CORP 3.55 5/28	0.01
CROWN CASTLE INT 4.3 2/29	0.01
EMERSON ELECTRI 2.8 12/51	0.01
EUROPEAN INVT B 1.75 3/29	0.01
FED HOME LN BA 3.125 9/25	0.01
FN CA5968 2.5 6/1/50	0.01
FN CB5693 5.5 2/1/53	0.01
FN FS0946 5 11/1/49	0.01
FR RA7790 5 8/1/52	0.01
FR SB8140 1.5 2/1/37	0.01
G2 MA6155 4 9/20/49	0.01
HSBC HOLDINGS 6.1 1/42	0.01
INTERAMER DEV BK 3.5 9/29	0.01
MARRIOTT INTL 3.5 10/32	0.01
MERCK & CO INC 5 5/53	0.01
T-MOBILE USA IN 2.55 2/31	0.01
TELEFONICA EMI 7.045 6/36	0.01
US BANCORP 3.9 4/28	0.01
US BANCORP 5.836 6/34	0.01
AMERICAN WATE 6.593 10/37	0.01
BANK OF AMER C 2.676 6/41	0.01
CISCO SYSTEMS 5.5 1/40	0.01
DIAMOND 1 FIN/D 8.35 7/46	0.01
EQUINOR ASA 3.25 11/49	0.01
FN FM9019 2 10/1/51	0.01
FN FS6388 5.5 11/1/38	0.01
FR RC1598 2 10/1/35	0.01
HEXCEL CORP MULTI 2/27	0.01
HONEYWELL INT 3.812 11/47	0.01
JOHN DEERE CAP 4.15 9/27	0.01
JPMORGAN CHASE 2.522 4/31	0.01
LENNAR CORP 5 6/27	0.01
ONCOR ELECTRIC 4.95 9/52	0.01
PG&E WILDFIRE 4.263 6/36	0.01
PROLOGIS LP 2.875 11/29	0.01
T-MOBILE USA I 2.875 2/31	0.01
TEXAS INSTRUMEN 5.05 5/63	0.01
US TREASURY N/ 2.375 4/26	0.01
WALT DISNEY CO 2.65 1/31	0.01
AMER ELEC PWR 2.3 3/30	0.01
AON CORP/AON GLO 2.9 8/51	0.01
BANK OF AMER C 5.202 4/29	0.01
CARMX 2021-4 A4 4/27	0.01
CSX CORP 3.35 9/49	0.01
DAIMLERCHRYS NA 8.5 1/31	0.01
DALLAS-FORT W 2.843 11/46	0.01
DISCOVER FIN SVS 4.1 2/27	0.01
ENTERPRISE PROD 5.95 2/41	0.01
FEDEX CORP 4.9 1/34	0.01
FN FP0069 2.5 1/1/52	0.01
FR RA4524 1.5 2/1/51	0.01
FR SD2731 4.5 12/1/52	0.01
FR SD8332 6 6/1/53	0.01
FREEPORT-MCMORA 5.25 9/29	0.01
GLP CAP/FIN II 4 1/30	0.01
JEFFERIES GROUP 6.45 6/27	0.01
PROCTER & GAMBL 1.95 4/31	0.01
ROGERS COMMUNIC 4.3 2/48	0.01
SAN FRANCISCO 6.95 11/50	0.01
STERIS PLC 2.7 3/31	0.01
THERMO FISHER 4.1 8/47	0.01
WILLIS NORTH AM 5.05 9/48	0.01
AVERY DENNISO 4.875 12/28	0.01
BECTON DICKINSON 3.7 6/27	0.01
BERKSHIRE HATHA 4.45 1/49	0.01
BMARK 2022-B32 A5 1/55	0.01
CBS CORP 5.9 10/40	0.01
CHARTER COMM OP 5.75 4/48	0.01
COMCAST CORP 2.937 11/56	0.01
FN CB4563 5 9/1/52	0.01
FN FM3173 3.5 7/1/47	0.01
FN FS7526 3 10/1/53	0.01
FN MA4805 4.5 11/1/52	0.01
G2 MA8198 3 8/20/52	0.01
LOWE'S COS INC 3.35 4/27	0.01
MASTERCARD INC 3.5 2/28	0.01
META PLATFORMS 4.65 8/62	0.01
MICROSOFT CORP 3.041 3/62	0.01
PACIFICORP 2.9 6/52	0.01
PFIZER INC 4 12/36	0.01
PROCTER & GAMBLE 2.8 3/27	0.01
REPUBLIC OF P 1.862 12/32	0.01
WFCM 2021-C61 A4 11/54	0.01
BARRICK PD AU 5.95 10/39	0.01
CANADIAN NATL RR 6.2 6/36	0.01
CHEVRON CORP 3.078 5/50	0.01
CLOROX CO 3.1 10/27	0.01
COMMONWEALTH ED 2.55 6/26	0.01
DOMINION RES 7 6/38	0.01
EXPEDIA GRP INC 3.8 2/28	0.01
FN AT2016 3 4/1/43	0.01
FN BR4435 2 4/1/51	0.01
FN CB2408 2.5 12/1/51	0.01
FN CB4100 4.5 7/1/52	0.01
FN FS1648 2.5 1/1/52	0.01
FN MA4176 2 11/1/40	0.01
FR SB0786 1.5 2/1/37	0.01
HCA INC 4.5 2/27	0.01
ILLUMINA INC 2.55 3/31	0.01
TAKE-TWO INTERA 4.95 3/28	0.01
TIME WARNER CABL 5.5 9/41	0.01
TYCO ELECTRONI 3.125 8/27	0.01
AXA EQUITABLE HO 5 4/48	0.01
BANK 2021-BN31 A4 2/54	0.01
BP CAP MKTS AM 4.893 9/33	0.01
CAN IMPERIAL B 5.001 4/28	0.01
CONSTELLATION B 2.25 8/31	0.01
CROWN CASTLE INC 5.1 5/33	0.01
DEUTSCHE TEL FI 9.25 6/32	0.01
EQUINIX INC 1.45 5/26	0.01
FED FARM CREDIT 1.15 8/30	0.01
FHMS K087 A2 12/28	0.01
FN CB0711 1.5 6/1/51	0.01
FN FM1885 3.5 10/1/48	0.01
FN FM7126 4.5 8/1/48	0.01
FR RA3077 2.5 7/1/50	0.01
FR RB5048 2.5 5/1/40	0.01
FR SD8204 2 4/1/52	0.01
GENERAL DYNAMIC 4.25 4/50	0.01
INTEL CORP 4.75 3/50	0.01
MERCK & CO INC 1.45 6/30	0.01
MT SINAI HOSP 3.737 7/49	0.01
OKLAHOMA GAS & E 3.8 8/28	0.01
PARTNERRE FIN B 3.7 7/29	0.01
PFIZER INC 3.6 9/28	0.01
TELEFONICA EMIS 5.52 3/49	0.01
AGREE LP 2 6/28	0.01
ALLYA 2022-3 A4 10/28	0.01
ASIAN DEV BANK 0.75 10/30	0.01
CANADIAN NATL R 2.75 3/26	0.01
EUROPEAN INVT 3.875 3/28	0.01
EXP-IMP BK KOREA 2.5 6/41	0.01
FED FARM CREDIT 1.38 1/31	0.01
FN CA6801 2.5 8/1/50	0.01
FN FM2548 2.5 3/1/35	0.01
FN FS1340 2.5 3/1/52	0.01
FN FS5959 4 3/1/38	0.01
FR SD4712 4.5 12/1/52	0.01
FR ZS4693 3 12/1/46	0.01
G2 MA5019 3.5 2/20/48	0.01
GEN MOTORS FIN 6 1/28	0.01
HART 2023-C A3 10/28	0.01
JPMORGAN CHASE 5.625 8/43	0.01
KAISER FOUN HOS 4.15 5/47	0.01
MCDONALD'S CO 4.875 12/45	0.01
PACIFIC GAS&ELE 6.75 1/53	0.01
PEPSICO INC 7 3/29	0.01
PHILIP MORRIS 4.375 11/41	0.01
SPECTRA PARTNERS 4.5 3/45	0.01
TOYOTA MTR CRED 3.05 3/27	0.01
AMDOCS LTD 2.538 6/30	0.01
AMERICAN TOWER 1.6 4/26	0.01
AMGEN INC 3.35 2/32	0.01
AMGEN INC 4.563 6/48	0.01
BANK NOVA SCOTI 4.85 2/30	0.01
CBRE SERVICES 4.875 3/26	0.01
CGCMT 2016-C3 A4 11/49	0.01
FIDELITY NATL FI 3.4 6/30	0.01
FISERV INC 3.2 7/26	0.01
FN AE5463 4 10/1/40	0.01
FN CA8494 2 1/1/51	0.01
FN FM6643 4 6/1/49	0.01
FN MA2871 3 1/1/32	0.01
FN MA4496 1.5 12/1/36	0.01
FNCI 4 10/24	0.01
FORDO 2023-A A3 2/28	0.01
FR QA8967 3 4/1/50	0.01
FR SB8088 1.5 2/1/36	0.01
HOME DEPOT INC 2.875 4/27	0.01
INTEL CORP 5.9 2/63	0.01
JEFFERIES GROU 5.875 7/28	0.01
JOHNSON&JOHNSO 3.625 3/37	0.01
JOHNSON&JOHNSON 3.55 3/36	0.01
KENVUE INC 5.05 3/28	0.01
LOCKHEED MARTIN 4.5 5/36	0.01
LOCKHEED MARTIN 5.1 11/27	0.01
MORGAN STANLEY 4.431 1/30	0.01
PEPSICO INC 2.75 10/51	0.01
UNITEDHEALTH GR 3.85 6/28	0.01
UNIVERSAL HLTH 1.65 9/26	0.01
WALMART INC 4.5 9/52	0.01
AMERICAN EXPRE 4.05 12/42	0.01
AMGEN INC 2.6 8/26	0.01
BROADCOM INC 3.15 11/25	0.01
CAN IMPERIAL BK 3.45 4/27	0.01
CHARTER COMM OPT 5.5 4/63	0.01
CONAGRA BRANDS 5.4 11/48	0.01
DCP MIDSTREAM 5.625 7/27	0.01
EXTRA SPACE STOR 4 6/29	0.01
FN AL0065 4.5 4/1/41	0.01
FN CB3369 3.5 4/1/52	0.01
FN FS0193 2.5 1/1/52	0.01
FN MA4517 2.5 1/1/37	0.01
FR ZT1703 4 1/1/49	0.01
G2 MA8270 5.5 9/20/52	0.01
JPMORGAN CHASE 5.4 1/42	0.01
KRAFT HEINZ FOOD 3 6/26	0.01
KROGER CO 3.7 8/27	0.01
MERRILL LYNCH 6.11 1/37	0.01
MORGAN STANLEY 3.95 4/27	0.01
T-MOBILE USA IN 4.95 3/28	0.01
TYSON FOODS INC 4.35 3/29	0.01
AMAZON.COM INC 3.6 4/32	0.01
AMERICAN HONDA 2.25 1/29	0.01
BARCLAYS PLC 5.25 8/45	0.01
BIOGEN INC 3.15 5/50	0.01
CGCMT 2017-C4 A4 10/50	0.01
CIGNA GROUP/T 3.875 10/47	0.01
CITIGROUP INC 4.125 7/28	0.01
CROWN CASTLE INT 4 11/49	0.01
DOWDUPONT 5.419 11/48	0.01
EXXON MOBIL CO 4.227 3/40	0.01
FACTSET RESEARCH 2.9 3/27	0.01
FHMS K057 A2 7/26	0.01
FHMS K121 A2 10/30	0.01
FIDELITY NATL F 2.45 3/31	0.01
FN CA8118 2 12/1/50	0.01
FN FM7510 3 6/1/51	0.01
FN FS0392 2.5 1/1/52	0.01
FN MA3776 4 9/1/49	0.01
FR SD3839 5.5 9/1/53	0.01
FR SD5007 5 9/1/53	0.01
GOLDMAN SACHS GP 4.8 7/44	0.01
HOME DEPOT INC 3.625 4/52	0.01
MCDONALD'S CORP 5.45 8/53	0.01
MYLAN INC 5.2 4/48	0.01
NORFOLK SOUTHER 4.05 8/52	0.01
PUGET ENERGY 4.224 3/32	0.01
S&P GLOBAL INC 4.25 5/29	0.01
TARGET CORP 4 7/42	0.01
UNITED MEXICAN 4.5 1/50	0.01
WELLS FARGO CO 5.557 7/34	0.01
APPLE INC 1.25 8/30	0.01
APPLE INC 4.15 5/30	0.01
ARCH CAPITAL GR 7.35 5/34	0.01
BLACK HILLS COR 6.15 5/34	0.01
CIGNA GROUP/THE 2.4 3/30	0.01
COMCAST CORP 6.95 8/37	0.01
CONSTELLATION B 4.4 11/25	0.01
DELL INT / EMC 6.2 7/30	0.01
DIAMONDBACK EN 3.25 12/26	0.01
DOLLAR GENERAL 4.125 4/50	0.01
DUKE ENERGY FLA 2.4 12/31	0.01
FED FARM CREDIT 1.1 8/29	0.01
FLORIDA POWER & 5.05 4/28	0.01
FN CB2640 2.5 1/1/52	0.01
G2 MA5191 3.5 5/20/48	0.01
G2 MA5193 4.5 5/20/48	0.01
GLOBAL PAY INC 3.2 8/29	0.01
HAROT 2023-4 A4 2/30	0.01
HOME DEPOT INC 2.95 6/29	0.01
HOSPITAL SPE 2.667 10/50	0.01
LEGGETT & PLATT 3.5 11/27	0.01
MORGAN STANLEY 3.622 4/31	0.01
OCCIDENTAL PET 6.625 9/30	0.01
ONEOK INC 5.8 11/30	0.01
PNC FINANCIAL 5.354 12/28	0.01
SOUTHWESTN EL P 1.65 3/26	0.01
STARBUCKS CORP 3.75 12/47	0.01
STATE STREET 1.684 11/27	0.01
UNITED TECH C 4.125 11/28	0.01
VERIZON COMM I 1.68 10/30	0.01
VISA INC 1.9 4/27	0.01
WALT DISNEY CO 4.125 6/44	0.01
ALPHABET INC 1.1 8/30	0.01
AMAZON.COM INC 3.25 5/61	0.01
AMAZON.COM INC 3.95 4/52	0.01
BERKSHIRE HATH 4.2 8/48	0.01
CAPITAL ONE FIN 3.65 5/27	0.01
CITIGROUP INC 2.52 11/32	0.01
COMCAST CORP 3.3 2/27	0.01
COMMONSPIRIT 3.91 10/50	0.01
CON EDISON CO 4.65 12/48	0.01
FN BM5822 3 11/1/48	0.01
FN FM6345 3.5 4/1/48	0.01
FN FS7752 4 5/1/53	0.01
FR QB4050 2 10/1/50	0.01
INT BK RECON&DE 4.75 2/35	0.01
MARRIOTT INTL 3.125 6/26	0.01
NVIDIA CORP 2.85 4/30	0.01
ORACLE CORP 2.3 3/28	0.01
REALTY INCOME 4 7/29	0.01
SHERWIN-WILLIAM 2.95 8/29	0.01
STATE OF ISRAE 3.875 7/50	0.01
STEWART INFO SR 3.6 11/31	0.01
UNITED PARCEL 5.05 3/53	0.01
US TREASURY N 2.875 11/46	0.01
US TREASURY N/ 3.125 2/43	0.01
WALT DISNEY CO 4.7 3/50	0.01
AT&T INC 3.65 6/51	0.01
BANK5 2023-5YR1 A3 4/56	0.01
BERKLEY (WR) 4 5/50	0.01
BON SECOURS HL 3.464 6/30	0.01
EVERSOURCE ENER 4.75 5/26	0.01
FISERV INC 4.4 7/49	0.01
FN FM8363 2 11/1/35	0.01
G2 MA4125 2.5 12/20/46	0.01
G2 MA8152 5 7/20/52	0.01
ILLUMINA INC 5.8 12/25	0.01
INTEL CORP 4.875 2/26	0.01
MICRON TECH 3.366 11/41	0.01
MPLX LP 4.95 9/32	0.01
PACIFIC GAS&ELEC 5.9 6/32	0.01
PANAMA 9.375 4/29	0.01
SOUTHWEST GAS 2.2 6/30	0.01
T-MOBILE USA INC 1.5 2/26	0.01
THERMO FISHER 1.75 10/28	0.01
TIME WARNER CABL 7.3 7/38	0.01
YALE-NEW HAVEN 2.496 7/50	0.01
ABBOTT LABS 1.15 1/28	0.01
ALPHABET INC 1.9 8/40	0.01
AT&T INC 3.55 9/55	0.01
BANK OF MONTRE 0.949 1/27	0.01
BHP FINANCE USA 5.1 9/28	0.01
CGCMT 2016-P4 AS 7/49	0.01
CHARLES SCHWAB 2.45 3/27	0.01
CHOICE HOTELS 3.7 12/29	0.01
CITIGROUP INC 2.904 11/42	0.01
CON EDISON CO 6.15 11/52	0.01
DIGNITY HEALTH 4.5 11/42	0.01
ENERGY TRANSFER 5 5/50	0.01
FEDEX CORP 3.1 8/29	0.01
FN CB1394 2.5 8/1/51	0.01
FN CB5906 5.5 3/1/53	0.01
FN FS2924 3 1/1/52	0.01
FN MA4598 2.5 5/1/52	0.01
FN MA5057 6 6/1/38	0.01
FR SD8403 6.5 2/1/54	0.01
GATX CORP 6.9 5/34	0.01
GENERAL MOTORS 4.2 10/27	0.01
GLP CAP/FIN II 3.25 1/32	0.01
HEICO CORP 5.35 8/33	0.01
MCDONALD'S CORP 3.6 7/30	0.01
MERCK & CO INC 2.45 6/50	0.01
METLIFE INC 6.375 6/34	0.01
STARBUCKS CORP 2 3/27	0.01
UNITED TECH COR 4.15 5/45	0.01
WELLS FARGO CO 2.572 2/31	0.01
BP CAP MKTS AM 3.017 1/27	0.01
BROADCOM INC 4.15 4/32	0.01
CARRIER GLOBAL 3.377 4/40	0.01
CHICAGO TRANS 6.899 12/40	0.01
CONOCOPHIL CO 5.55 3/54	0.01
ELEVANCE HEALTH 2.25 5/30	0.01
EOG RESOURCES I 4.95 4/50	0.01
FHMS K117 A2 8/30	0.01
FHMS K134 A2 10/31	0.01
FR RB5115 2.5 6/1/41	0.01
FR SD7525 2.5 10/1/50	0.01
G2 MA9603 4.5 4/20/54	0.01
GENERAL MOTORS 5.95 4/49	0.01
GEORGIA POWER 4.65 5/28	0.01
HONEYWELL INTL 1.95 6/30	0.01
LOUISVILLE G & 4.25 4/49	0.01
MEAG TXB-PLT V 6.637 4/57	0.01
MICROSOFT CORP 3.95 8/56	0.01
NVIDIA CORP 3.5 4/40	0.01
RIO TINTO ALC 6.125 12/33	0.01
SOUTHERN CAL ED 2.85 8/29	0.01
STORE CAPITA 4.625 3/29	0.01
TAOT 2023-C A3 4/28	0.01
UNION PAC CORP 3.55 8/39	0.01
UNITEDHEALTH GRP 5.8 3/36	0.01
ALEXANDRIA REAL 3.55 3/52	0.01
BMARK 2021-B30 A5 11/54	0.01
BOEING CO 6.125 2/33	0.01
CITIGROUP INC 1.462 6/27	0.01
CONOCOPHIL CO 3.8 3/52	0.01
COREBRIDGE FIN 6.05 9/33	0.01
DH EUROPE 3.25 11/39	0.01
FEMSA 3.5 1/50	0.01
FN BC9003 3 11/1/46	0.01
FN CA8955 2.5 2/1/51	0.01
FN FS6976 4 2/1/53	0.01
FN MA4501 2 12/1/41	0.01
FOX CORP 3.5 4/30	0.01
FR RB5121 2 8/1/41	0.01
FR SD1175 3 5/1/52	0.01
FR SD8267 5 11/1/52	0.01
GLOBAL PAY INC 1.2 3/26	0.01
LOWE'S COS INC 4.45 4/62	0.01
MERCK & CO INC 3.9 3/39	0.01
NORFOLK SOUTHER 4.45 3/33	0.01
ORLANDO HEALT 4.089 10/48	0.01
OVINTIV INC 5.375 1/26	0.01
PNC FINANCIAL 3.15 5/27	0.01
SANTANDER UK G 2.896 3/32	0.01
UNION PAC CORP 3.5 2/53	0.01
UNITEDHEALTH GRP 4 5/29	0.01
URUGUAY 4.375 1/31	0.01
AMERICAN EXPRE 1.65 11/26	0.01
ARES CAPITAL C 3.875 1/26	0.01
BAXTER INTL 2.539 2/32	0.01
BBCMS 2022-C18 A5 12/55	0.01
BUNGE LTD FIN C 3.75 9/27	0.01
CAPITAL ONE F 1.878 11/27	0.01
CGI INC 1.45 9/26	0.01
CINCINNATI FINL 6.92 5/28	0.01
COLGATE-PALM CO 3.7 8/47	0.01
COMCAST CORP 2.887 11/51	0.01
EQUINIX INC 2.5 5/31	0.01
FED FARM CREDI 0.75 12/26	0.01
FN FM1969 3 11/1/49	0.01
FN FM3904 4 3/1/49	0.01
FN MA3896 2.5 1/1/35	0.01
FR SB1008 4 4/1/38	0.01
G2 MA7417 2 6/20/51	0.01
G2 MA8346 4 10/20/52	0.01
G2 MA8947 5 6/20/53	0.01
HUMANA INC 3.125 8/29	0.01
KENVUE INC 5.05 3/53	0.01
KRAFT HEINZ FO 3.875 5/27	0.01
OMEGA HEALTHC 3.625 10/29	0.01
ONEOK INC 6.35 1/31	0.01
UNION PAC CORP 4.05 3/46	0.01
ALABAMA POWER C 3.94 9/32	0.01
BANK NOVA SCOT 2.951 3/27	0.01
BROADCOM INC 3.187 11/36	0.01
BURLINGTON NORT 4.45 3/43	0.01
CALIFORNIA ST- 5.125 9/29	0.01
CHUBB INA HLDG 1.375 9/30	0.01
ELEVANCE HEALTH 5.65 6/54	0.01
EQUINOR ASA 1.75 1/26	0.01
EURO BK RECON&D 0.5 11/25	0.01
FED HOME LN BA 1.875 9/26	0.01
FHMS K-162 A2 12/33	0.01
FHMS K136 A2 11/31	0.01
FN AS6520 3.5 1/1/46	0.01
FN CA5269 2.5 2/1/35	0.01
FN FM6606 2 3/1/36	0.01
G2 MA7880 2 2/20/52	0.01
HOME DEPOT INC 1.375 3/31	0.01
INTL PAPER CO 4.8 6/44	0.01
JOHN DEERE CAP 1.45 1/31	0.01
LOCKHEED MARTIN 5.25 1/33	0.01
ONCOR ELECTRIC 0.55 10/25	0.01
REGAL REXNORD 6.3 2/30	0.01
ROPER TECHNOLOG 1.75 2/31	0.01
UNITEDHEALTH GRP 3.1 3/26	0.01
VERIZON COMM INC 3.7 3/61	0.01
WALMART INC 4 4/30	0.01
AFLAC INC 4.75 1/49	0.01
BERKSHIRE HATHA 1.65 5/31	0.01
BON SECOURS HL 2.095 6/31	0.01
CHENIERE ENERGY 3.25 1/32	0.01
DUKE ENERGY CAR 2.85 3/32	0.01
DUKE ENERGY CAR 5.35 1/53	0.01
EDISON INTL 4.125 3/28	0.01
ELEVANCE HEALTH 3.6 3/51	0.01
FHMS K520 A2 3/29	0.01
FN FM4868 2 11/1/50	0.01
FN FM6300 5.5 5/1/44	0.01
FN FM9928 2 12/1/51	0.01
FN MA4580 3.5 4/1/52	0.01
FORD MOTOR CO 6.1 8/32	0.01
FR SD0792 2 12/1/51	0.01
G2 MA7311 2 4/20/51	0.01
HCA INC 5.625 9/28	0.01
INGERSOLL RAND 5.314 6/31	0.01
L A MET TRANSN 5.735 6/39	0.01
LABORATORY CORP 1.55 6/26	0.01
MCDONALD'S CORP 4.95 8/33	0.01
REALTY INCOME 3.4 1/30	0.01
REP OF POLAND 5.5 11/27	0.01
ROYAL BK CANADA 1.2 4/26	0.01
SIXTH STREET 2.5 8/26	0.01
TCI COMMUN INC 7.875 2/26	0.01
THERMO FISHER 4.95 11/32	0.01
TORONTO DOM BANK 3.2 3/32	0.01
TRUIST FINANCI 1.267 3/27	0.01
UNILEVER CAPITAL 5 12/33	0.01
US TREASURY N/ 3.875 5/43	0.01
VIRGINIA EL&PWR 4.45 2/44	0.01
WELLS FARGO CO 4.1 6/26	0.01
AIR PROD & CHEM 4.6 2/29	0.01
ALTRIA GROUP IN 2.45 2/32	0.01
AMAZON.COM INC 1.5 6/30	0.01
AMAZON.COM INC 2.5 6/50	0.01
AT&T INC 5.25 3/37	0.01
BANK OF AMER C 4.948 7/28	0.01
BECTON DICKINS 1.957 2/31	0.01
BMARK 2021-B27 A5 7/54	0.01
CA ST-BABS 7.3 10/39	0.01
CATERPILLAR FINL 2.4 8/26	0.01
CIGNA GROUP/THE 3.4 3/27	0.01
COMMONWEALTH EDI 5.3 2/53	0.01
CSAIL 2015-C4 C 11/48	0.01
DOW CHEMICAL CO 6.9 5/53	0.01
DUKE ENERGY CAR 4.95 1/33	0.01
ELI LILLY & CO 4.7 2/34	0.01
ELI LILLY & CO 5 2/54	0.01
FHMS K508 A2 8/28	0.01
FN FM1130 3 10/1/44	0.01
G2 MA3737 4 6/20/46	0.01
G2 MA8881 6.5 5/20/53	0.01
GMALT 2024-2 A3 7/27	0.01
HEALTHPEAK OP 5.25 12/32	0.01
INTEL CORP 3.1 2/60	0.01
LOCKHEED MARTIN 5.7 11/54	0.01
MICROSOFT CORP 3.7 8/46	0.01
MORGAN STANLEY 5.652 4/28	0.01
MORGAN STANLEY 6.25 8/26	0.01
MOTOROLA SOLUTIO 5.6 6/32	0.01
NASDAQ INC 3.25 4/50	0.01
NISOURCE INC 3.49 5/27	0.01
NORTHWESTERN 3.662 12/57	0.01
PNC FINANCIAL 5.939 8/34	0.01
PUB SVC OKLAHOM 5.25 1/33	0.01
PUBLIC SERVICE 4.9 12/32	0.01
PUBLIC STORAGE 3.385 5/29	0.01
RALPH LAUREN 2.95 6/30	0.01
REPUBLIC SVCS 4.875 4/29	0.01
REPUBLIC SVCS 5 4/34	0.01
ROCKWELL AUTOMAT 2.8 8/61	0.01
T-MOBILE USA IN 5.05 7/33	0.01
THERMO FISHER 4.8 11/27	0.01
UNILEVER CAPIT 4.875 9/28	0.01
WARNERMEDIA HL 5.141 3/52	0.01
WASHINGTON UNI 3.524 4/54	0.01
WASTE MANAGEME 4.875 2/29	0.01
WOART 2024-B A3 9/29	0.01
ABBVIE INC 4.5 5/35	0.01
ALEXANDRIA REAL 3 5/51	0.01
AMERICAN HONDA F 4.6 4/30	0.01
AMERICAN WATER 4.45 6/32	0.01
ARROW ELECTRONI 2.95 2/32	0.01
BANK OF MONTREA 2.65 3/27	0.01
BOEING CO 3.625 2/31	0.01
CARE CAPITAL 5.125 8/26	0.01
CARMX 2023-3 A3 5/28	0.01
CNH 2023-A A4 10/30	0.01
DCENT 2022-A4 A 10/27	0.01
DELL INT / EMC 4.9 10/26	0.01
DOLLAR GENERA 4.625 11/27	0.01
DROCK 2023-1 A 2/29	0.01
DUKE ENERGY COR 0.9 9/25	0.01
ECOLAB INC 1.3 1/31	0.01
ENERGY TRANSFER 5.4 10/47	0.01
FHMS K-157 A2 5/33	0.01
FIDELITY NATL IN 5.1 7/32	0.01
FN FS0601 2.5 8/1/51	0.01
FN FS1327 1.5 6/1/36	0.01
FN MA4497 2 12/1/36	0.01
FN MA5422 6.5 7/1/54	0.01
FNCI 5 10/24	0.01
FOX CORP 5.476 1/39	0.01
FR SB1048 3 7/1/38	0.01
GE HEALTHCARE 5.6 11/25	0.01
HARRIS CORP 4.4 6/28	0.01
HARRIS CORP 4.854 4/35	0.01
JBS HLD/FD/LUX 5.5 1/30	0.01
KFW 3.75 2/28	0.01
L3HARRIS TECH IN 4.4 6/28	0.01
LEAR CORP 3.5 5/30	0.01
MCDONALD'S CORP 5.15 9/52	0.01
MPLX LP 5 3/33	0.01
NORFOLK SOUTHER 4.55 6/53	0.01
PACIFIC GAS&ELE 4.65 8/28	0.01
PORT AUTH NY & 4.96 8/46	0.01
PUB SVC NEW HAM 5.15 1/53	0.01
ROPER TECHNOLOGI 4.2 9/28	0.01
ROYAL BK CANADA 4.24 8/27	0.01
SOUTHERN POWER 5.15 9/41	0.01
ST JOSEPH HLT 2.532 10/29	0.01
TARGET CORP 4.5 9/32	0.01
THERMO FISHER 5.404 8/43	0.01
TYSON FOODS INC 5.1 9/48	0.01
VALET 2023-1 A3 6/28	0.01
WESTERN UNION C 1.35 3/26	0.01
WOART 2024-A A3 3/29	0.01
AMERICAN EXPRE 3.125 5/26	0.01
AMERICAN HOMES 3.375 7/51	0.01
AMERICAN TOWER 5.55 7/33	0.01
ATMOS ENERGY 4.125 3/49	0.01
AXA EQUITABLE H 4.35 4/28	0.01
BAKER HUGHES 3.138 11/29	0.01
BANK OF AMER C 2.687 4/32	0.01
BOEING CO 5.93 5/60	0.01
BRISTOL-MYERS 3.9 2/28	0.01
CAPITAL ONE FIN 4.2 10/25	0.01
CARDINAL HEALTH 4.5 11/44	0.01
CGCMT 2015-GC35 A4 11/48	0.01
CSX CORP 4.1 11/32	0.01
CSX CORP 4.1 3/44	0.01
DOLLAR TREE 4.2 5/28	0.01
ENEL CHILE SA 4.875 6/28	0.01
ENERGY TRANSFER 5.8 6/38	0.01
EUROPEAN INVT B 3.75 2/33	0.01
EVERSOURCE ENER 4.25 4/29	0.01
EXELON CORP 3.4 4/26	0.01
FN BO1846 3.5 8/1/49	0.01
FN CA6427 3 7/1/50	0.01
FN FS1330 2 3/1/37	0.01
FN FS5191 2 8/1/42	0.01
FN MA4354 1.5 6/1/51	0.01
FN MA4407 2 8/1/41	0.01
FR QB3677 2 9/1/50	0.01
FR RA3603 2.5 10/1/50	0.01
FR RA5560 2.5 7/1/51	0.01
FR SD0656 1.5 8/1/51	0.01
FREEPORT-MCMOR 4.375 8/28	0.01
G2 MA9361 5 12/20/53	0.01
G2 MA9542 6 3/20/54	0.01
G2 MA9604 5 4/20/54	0.01
KENVUE INC 5.1 3/43	0.01
LA LOCAL GOVT 4.475 8/39	0.01
LLOYDS BK GR PL 5.3 12/45	0.01
LOWE'S COS INC 2.625 4/31	0.01
MARRIOTT INTL 3.75 10/25	0.01
MASTERCARD INC 4.875 3/28	0.01
MIDAMERICAN ENER 2.7 8/52	0.01
MOODY'S CORP 4.25 8/32	0.01
OCCIDENTAL PETE 6.6 3/46	0.01
ONCOR ELECTRIC 3.7 11/28	0.01
PACIFICORP 5.35 12/53	0.01
REPUBLIC OF PE 4.125 8/27	0.01
SABINE PASS LIQU 4.2 3/28	0.01
SIERRA PAC POWER 5.9 3/54	0.01
STARBUCKS CORP 3.55 8/29	0.01
SUN COMMUNITIES 5.7 1/33	0.01
T-MOBILE USA INC 6 6/54	0.01
THERMO FISHER 4.977 8/30	0.01
TIME WARNER CAB 6.55 5/37	0.01
TRUIST FINANCI 4.916 7/33	0.01
UNITED TECH C 4.625 11/48	0.01
US BANCORP 4.967 7/33	0.01
VZMT 2022-6 A 1/29	0.01
WALT DISNEY CO 3 7/46	0.01
WALT DISNEY CO 3.8 3/30	0.01
WILLIAMS COS IN 4.65 8/32	0.01
WILLIAMS COS INC 5.3 8/28	0.01
WILLIAMS COS INC 5.3 8/52	0.01
AMERICAN WATER 2.95 9/27	0.01
ANHEUSER-BUSCH 4.5 6/50	0.01
APACHE CORP 4.375 10/28	0.01
APPLE INC 1.4 8/28	0.01
BANK OF AMER 3.248 10/27	0.01
BOEING CO 3.825 3/59	0.01
BP CAP MKTS AM 1.749 8/30	0.01
CHARTER COMM OPT 2.3 2/32	0.01
CHENIERE CORP 5.125 6/27	0.01
CUBESMART LP 3.125 9/26	0.01
ENERGY TRANSFER 4.9 3/35	0.01
FN BM1959 3.5 10/1/47	0.01
FN CB0671 2.5 6/1/51	0.01
FN FS6778 6.5 1/1/54	0.01
FN FS7129 5 2/1/54	0.01
FR SD1931 3.5 11/1/51	0.01
FR SD8242 3 9/1/52	0.01
FR ZS4631 4 9/1/45	0.01
GEN MOTORS FIN 5 4/27	0.01
GENERAL MOTORS 5.15 4/38	0.01
GSMS 2016-GS2 A4 5/49	0.01
HCA INC 5.875 2/26	0.01
IBM CORP 4 6/42	0.01
ING GROEP NV 4.252 3/33	0.01
JPMBB 2015-C32 A5 11/48	0.01
JPMCC 2017-JP6 A4 7/50	0.01
KINDER MORGAN EN 5.4 9/44	0.01
LAZARD GROUP L 3.625 3/27	0.01
MARATHON OIL CO 6.6 10/37	0.01
META PLATFORMS 4.45 8/52	0.01
MEXICAN UTD STS 6.75 9/34	0.01
MICROSOFT CORP 3.5 2/35	0.01
OSHKOSH CORP 3.1 3/30	0.01
PACKAGING CORP 3 12/29	0.01
PEPSICO INC 4.65 2/53	0.01
PHILIP MORRIS 4.875 11/43	0.01
PUGET SOUND ENR 3.25 9/49	0.01
TORONTO DOM BANK 2.8 3/27	0.01
TRUIST FINANC 6.123 10/33	0.01
UNILEVER CAPITAL 2 7/26	0.01
WOART 2021-C A4 9/27	0.01
ZOETIS INC 3 9/27	0.01
ABBOTT LABS 3.75 11/26	0.01
AMERICAN EXPRES 4.42 8/33	0.01
BALTIMORE GAS 3.5 8/46	0.01
CONN LIGHT & PW 2.05 7/31	0.01
CONSTELLATION BR 4.5 5/47	0.01
DIGITAL REALTY 4.45 7/28	0.01
DOWDUPONT 5.319 11/38	0.01
ENERGY TRANSFER 5.3 4/44	0.01
ENTERPRISE PRODU 3.7 1/51	0.01
FEDEX CORP 3.25 5/41	0.01
FN CB2092 2.5 11/1/51	0.01
FN CB7122 6 9/1/53	0.01
FN FM7084 2 4/1/51	0.01
FN FS5053 5.5 6/1/53	0.01
FN FS5654 5 8/1/53	0.01
FN MA3897 3 1/1/35	0.01
FN MA5136 4.5 9/1/53	0.01
FN MA5328 6 4/1/54	0.01
FN MA5385 4 6/1/54	0.01
FR RA3053 2 7/1/50	0.01
FR SB8182 3 10/1/37	0.01
FR SC0510 6 5/1/44	0.01
FR SD8370 4.5 11/1/53	0.01
G2 MA4451 3.5 5/20/47	0.01
HCA INC 5.5 6/47	0.01
INTERAMER DEV BK 1.5 1/27	0.01
MCKESSON CORP 0.9 12/25	0.01
MORGAN STANLEY 6.375 7/42	0.01
MPLX LP 5.2 12/47	0.01
NORTHERN ST PR-M 5.1 5/53	0.01
NORTHERN TRST CO 4 5/27	0.01
NOVARTIS CAPITAL 2.2 8/30	0.01
T-MOBILE USA INC 2.7 3/32	0.01
TARGA RESOURCES 6.5 3/34	0.01
TRAVELERS COS 4 5/47	0.01
UNION PAC CORP 3.95 9/28	0.01
WFCM 2016-C34 AS 6/49	0.01
WILLIAMS COS INC 5.1 9/45	0.01
ZOETIS INC 4.7 2/43	0.01
AEP TEXAS 5.25 5/52	0.01
AGILENT TECH IN 2.75 9/29	0.01
AMERICAN WATER 2.8 5/30	0.01
BIO-RAD LABS 3.7 3/32	0.01
CANADIAN NATL R 4.45 1/49	0.01
CROWN CASTLE IN 3.25 1/51	0.01
CSX CORP 4.5 11/52	0.01
DUKE ENERGY COR 6.1 9/53	0.01
ENTERPRISE PRODU 5.1 2/45	0.01
EVERGY INC 2.9 9/29	0.01
FLORIDA ST BRD 1.705 7/27	0.01
FN FS3202 2 7/1/51	0.01
FN MA4587 2.5 4/1/42	0.01
FNA 2019-M12 A2 6/29	0.01
FR QD6057 3 2/1/52	0.01
FR SB8062 2.5 9/1/35	0.01
FR SD8169 3.5 9/1/51	0.01
FR ZT1951 3.5 5/1/49	0.01
IBM CORP 4.15 5/39	0.01
JUNIPER NETWORKS 2 12/30	0.01
KINDER MORGAN EN 5 3/43	0.01
META PLATFORMS 4.8 5/30	0.01
NISOURCE INC 4.8 2/44	0.01
NUTRIEN LTD 4.125 3/35	0.01
PAYPAL HOLDING 2.85 10/29	0.01
PFIZER INC 2.55 5/40	0.01
PHILIP MORRIS 5.125 11/27	0.01
PIEDMONT NAT GA 3.35 6/50	0.01
PROGRESSIVE CORP 4.2 3/48	0.01
SUMITOMO MITSU 2.296 1/41	0.01
TORONTO DOM BA 5.523 7/28	0.01
TOTAL CAP INTL 2.829 1/30	0.01
UNION PAC CORP 3.2 5/41	0.01
UPJOHN INC 4 6/50	0.01
VISA INC 4.3 12/45	0.01
WESTPAC BANKING 2.85 5/26	0.01
XCEL ENERGY INC 3.5 12/49	0.01
ASIAN DEV BANK 0.375 9/25	0.00
AT&T INC 2.3 6/27	0.00
BANK 2018-BN10 A5 2/61	0.00
BAPTIST HEALTH 3.54 8/50	0.00
BMARK 2022-B34 A5 4/55	0.00
BRISTOL-MYERS 2.95 3/32	0.00
CIGNA GROUP/THE 3.4 3/51	0.00
COCA-COLA CO/THE 2.5 6/40	0.00
COMMONSPIRIT 2.782 10/30	0.00
DUKE ENERGY PR 4.375 3/44	0.00
ESSENTIAL UTIL 2.704 4/30	0.00
FN FM5214 2 12/1/50	0.00
FN FS1172 3 11/1/51	0.00
FN FS2098 3 12/1/50	0.00
FN MA3686 3.5 6/1/49	0.00
FN MA4577 2 4/1/52	0.00
FR QA8965 3 4/1/50	0.00
GEN MOTORS FIN 2.7 6/31	0.00
GEORGIA POWER 4.3 3/42	0.00
INTUIT INC 5.5 9/53	0.00
JM SMUCKER CO 5.9 11/28	0.00
JPMORGAN CHAS 4.452 12/29	0.00
MPLX LP 4.95 3/52	0.00
MSC 2020-L4 A3 2/53	0.00
NATIONAL OILWEL 3.6 12/29	0.00
NEXTERA ENERGY 5.25 2/53	0.00
SAN DIEGO G & E 3 3/32	0.00
SIMON PROP GP L 2.45 9/29	0.00
T-MOBILE USA INC 2.4 3/29	0.00
TIME WARNER C 5.875 11/40	0.00
TIME WARNER CAB 6.75 6/39	0.00
VENTAS REALTY 3.25 10/26	0.00
VICI PROPERTIE 4.95 2/30	0.00
WFCM 2020-C55 A5 2/53	0.00
BANK 2022-BNK42 A5 6/55	0.00
BOEING CO 3.85 11/48	0.00
BRISTOL-MYERS 4.35 11/47	0.00
CA TXB-VAR PURP 7.5 4/34	0.00
CHARLES SCHWAB 4 2/29	0.00
CIGNA GROUP/THE 3.4 3/50	0.00
COCA-COLA CO/THE 2.5 3/51	0.00
CORP ANDINA FO 1.625 9/25	0.00
DALLAS-FORT W 4.087 11/51	0.00
ESTEE LAUDER C 4.375 6/45	0.00
EVERSOURCE ENER 3.45 1/50	0.00
FN CB0397 3 5/1/51	0.00
FN CB0456 2.5 5/1/51	0.00
FN FM9537 2 11/1/36	0.00
FN MA4979 5.5 4/1/53	0.00
FR QC5830 2.5 8/1/51	0.00
FR RB5094 1.5 1/1/41	0.00
FR SD1969 4 10/1/52	0.00
G2 MA4197 4 1/20/47	0.00
G2 MA8798 4 4/20/53	0.00
INTERCONTINENT 3.75 12/25	0.00
JPMORGAN CHASE 1.953 2/32	0.00
ONEOK INC 5.65 11/28	0.00
PACIFIC GAS&ELEC 4.5 7/40	0.00
PHILIP MORRIS IN 2.1 5/30	0.00
PIONEER NATURAL 2.15 1/31	0.00
PUBLIC STORAGE 0.875 2/26	0.00
QUALCOMM INC 2.15 5/30	0.00
REPUBLIC OF PE 8.75 11/33	0.00
TAMPA ELECTRIC 3.625 6/50	0.00
UNITEDHEALTH G 3.125 5/60	0.00
WALT DISNEY C 4.125 12/41	0.00
WEC ENERGY GROUP 5 9/25	0.00
ALLEGION US HL 3.55 10/27	0.00
APPLE INC 4.85 5/53	0.00
ASTRAZENECA PL 3.125 6/27	0.00
BRISTOL-MYERS 3.9 3/62	0.00
COMCAST CORP 4.95 10/58	0.00
DUKE ENERGY FLA 1.75 6/30	0.00
ECOLAB INC 3.25 12/27	0.00
ENTERGY LA LLC 2.35 6/32	0.00
EQUIFAX INC 2.35 9/31	0.00
EXXON MOBIL CO 2.61 10/30	0.00
FG G06492 4.5 5/1/41	0.00
FHMS K058 AM 8/26	0.00
FMC CORP 3.2 10/26	0.00
FN BO2256 3 10/1/49	0.00
FN FM9679 4.5 9/1/46	0.00
FR SB0302 3 4/1/35	0.00
FR SB8128 2 11/1/36	0.00
FR SB8137 2 1/1/37	0.00
FR SB8144 1.5 3/1/37	0.00
FR SD8098 2 10/1/50	0.00
HUMANA INC 2.15 2/32	0.00
INTERNATIONAL FL 5 9/48	0.00
LOCKHEED MARTIN 4.09 9/52	0.00
LOWE'S COS INC 4.05 5/47	0.00
MANULIFE FIN C 5.375 3/46	0.00
MEDTRONIC INC 4.625 3/45	0.00
METLIFE INC 5.25 1/54	0.00
NORTHROP GRUMM 4.03 10/47	0.00
PACIFIC GAS&ELEC 4.6 6/43	0.00
PFIZER INVSTMNT 4.75 5/33	0.00
PIONEER NATURAL 1.9 8/30	0.00
RTX CORP 2.82 9/51	0.00
SONOCO PRODUCTS 2.85 2/32	0.00
SOUTHWESTN EL 2.75 10/26	0.00
TELEFONICA EURO 8.25 9/30	0.00
TEXAS INSTRUMENT 4.1 8/52	0.00
WALMART INC 4.05 6/48	0.00
WALMART INC 4.5 4/53	0.00
AHS HOSPITAL C 5.024 7/45	0.00
ASIAN INFRASTRUC 4 1/28	0.00
BANK 2021-BN37 A4 11/64	0.00
BROADCOM INC 3.419 4/33	0.00
DIAMONDBACK ENER 4.4 3/51	0.00
DUKE ENERGY COR 2.45 6/30	0.00
ENTERGY TEXAS 5.8 9/53	0.00
ENTERPRISE PROD 3.95 1/60	0.00
EVERSOURCE ENER 1.65 8/30	0.00
FEDEX CORP 2.4 5/31	0.00
FN AL9885 3.5 6/1/43	0.00
FN BM5108 3 2/1/33	0.00
FN FM1789 3 11/1/49	0.00
FN FM9081 2 10/1/51	0.00
FN FS7514 2 6/1/37	0.00
FN MA4732 4 9/1/52	0.00
FN MA4733 4.5 9/1/52	0.00
FNA 2022-M3 A2 11/31	0.00
FR QE5462 4 7/1/52	0.00
G2 MA3522 4 3/20/46	0.00
G2 MA4126 3 12/20/46	0.00
G2 MA5709 3.5 1/20/49	0.00
GEN MOTORS FIN 6.05 10/25	0.00
GILEAD SCIENCE 5.55 10/53	0.00
INTEL CORP 4.6 3/40	0.00
JOHNSON&JOHNSON 5.95 8/37	0.00
JPMORGAN CHAS 1.764 11/31	0.00
KOREA DEV BANK 2 10/31	0.00
MARATHON PETRO 3.8 4/28	0.00
METLIFE INC 4.125 8/42	0.00
MONDELEZ INT I 2.625 9/50	0.00
NVENT FINANCE 2.75 11/31	0.00
PHILIP MORRIS 3.875 8/42	0.00
TARGET CORP 2.95 1/52	0.00
TJX COS INC 1.6 5/31	0.00
TOYOTA MTR CRED 1.65 1/31	0.00
VIACOMCBS INC 4.95 5/50	0.00
AIR PROD & CHEM 2.8 5/50	0.00
AUTODESK INC 2.85 1/30	0.00
BBCMS 2018-C2 A4 12/51	0.00
BP CAP MKTS AM 3.119 5/26	0.00
CARDINAL HEALTH 4.9 9/45	0.00
CENTERPOINT EN 1.75 10/30	0.00
ENERGY TRANSFER 3.9 7/26	0.00
FN CB3619 4 5/1/52	0.00
FN CB4380 4 8/1/52	0.00
FN MA3237 3 1/1/48	0.00
FN MA4209 1.5 12/1/50	0.00
FN MA4600 3.5 5/1/52	0.00
FN MA5249 7 1/1/54	0.00
FOX CORP 5.576 1/49	0.00
FR SB0514 1.5 4/1/36	0.00
G2 MA7314 3.5 4/20/51	0.00
G2 MA8266 3.5 9/20/52	0.00
GILEAD SCIENCES 3.65 3/26	0.00
MCDONALD'S COR 3.625 9/49	0.00
MICHIGAN ST UN 4.165 8/22	0.00
ONTARIO PROVIN 2.125 1/32	0.00
PACIFICORP 4.125 1/49	0.00
PEPSICO INC 3 10/27	0.00
PRUDENTIAL FI 3.905 12/47	0.00
PRUDENTIAL FIN 3.7 3/51	0.00
T-MOBILE USA INC 4.5 4/50	0.00
TOYOTA MTR CRED 5.25 9/28	0.00
US BANCORP 2.677 1/33	0.00
VISA INC 2.7 4/40	0.00
WALT DISNEY CO 3.6 1/51	0.00
WELLPOINT INC 4.65 8/44	0.00
AMAZON.COM INC 4.25 8/57	0.00
BANK 2019-BN16 A4 2/52	0.00
CAPITAL ONE FI 2.359 7/32	0.00
CBOE GLOBAL M 1.625 12/30	0.00
COMMONWEALTH ED 3.75 8/47	0.00
COMMONWEALTH EDI 3.7 3/45	0.00
COREBRIDGE FIN 4.4 4/52	0.00
CVS HEALTH CORP 4.25 4/50	0.00
DOMINION ENERGY 1.45 4/26	0.00
EQUINOR ASA 3.7 4/50	0.00
FHMS K105 A2 1/30	0.00
FN BM5261 4 1/1/48	0.00
FN CB2856 2.5 2/1/52	0.00
FN FM6372 5 3/1/50	0.00
FN FS5387 2.5 5/1/52	0.00
FR SB8152 1.5 5/1/37	0.00
G2 MA8149 3.5 7/20/52	0.00
GOLDMAN SACHS 1.093 12/26	0.00
HUNTINGTON BAN 2.487 8/36	0.00
JM SMUCKER CO 2.75 9/41	0.00
JOHN DEERE CAP 2.25 9/26	0.00
KEYSIGHT TECHNOL 3 10/29	0.00
KIMBERLY-CLARK 3.9 5/47	0.00
MERCK & CO INC 2.75 12/51	0.00
NATIONAL HEALTH 3 2/31	0.00
NEXTERA ENERGY 3.5 4/29	0.00
NEXTERA ENERGY 5 2/30	0.00
NUCOR CORP 2.979 12/55	0.00
OK ST DEV FIN 3.877 5/37	0.00
ONEOK INC 4.2 10/47	0.00
OVINTIV INC 5.65 5/28	0.00
PUBLIC SERVICE 3.2 8/49	0.00
SOUTHERN CAL ED 3.65 2/50	0.00
ST JOSEPH HLT 3.744 10/47	0.00
TEXTRON INC 3.375 3/28	0.00
TORONTO DOM BA 5.156 1/28	0.00
TORONTO DOM BANK 2 9/31	0.00
TRUIST FINANCI 6.047 6/27	0.00
UNITEDHEALTH G 6.875 2/38	0.00
ALEXANDRIA REA 1.875 2/33	0.00
BLUE OWL CAP C 3.125 4/27	0.00
BRISTOL-MYERS 2.55 11/50	0.00
CHENIERE ENERGY 5.95 6/33	0.00
COMET 2023-A1 A 5/28	0.00
CONSUMERS ENERGY 3.5 8/51	0.00
DOW CHEMICAL 7.375 11/29	0.00
FEDEX CORP 4.05 2/48	0.00
FLORIDA POWER & 3.95 3/48	0.00
FN AL8174 3.5 2/1/46	0.00
FN FS1309 2.5 7/1/35	0.00
FN MA4851 5 11/1/42	0.00
FR SB8123 2 10/1/36	0.00
FR SD7541 2 5/1/51	0.00
G2 MA5596 4.5 11/20/48	0.00
GMALT 2024-1 A4 2/28	0.00
GOLDMAN SACHS G 3.21 4/42	0.00
INTUIT INC 1.65 7/30	0.00
JM SMUCKER CO 2.375 3/30	0.00
KILROY REALTY L 2.5 11/32	0.00
KRAFT HEINZ F 4.875 10/49	0.00
LAM RESEARCH 3.125 6/60	0.00
NORTHROP GRUMMA 5.25 5/50	0.00
PEACEHEALTH O 4.787 11/48	0.00
S&P GLOBAL INC 3.9 3/62	0.00
SHELL INTL FI 3.125 11/49	0.00
WALMART INC 5.875 4/27	0.00
WASTE MANAGEME 0.75 11/25	0.00
WW GRAINGER INC 4.2 5/47	0.00
AEP TEXAS 2.1 7/30	0.00
AEP TRANSMISSIO 4.25 9/48	0.00
ALTRIA GROUP INC 5.8 2/39	0.00
AMERICAN HONDA 5.65 11/28	0.00
ANHEUSER-BUSCH 4.9 1/31	0.00
BANK 2018-BN12 A3 5/61	0.00
BECTON DICKINS 4.669 6/47	0.00
BURLINGTON NOR 4.15 12/48	0.00
CENTERPOINT HOUS 2.9 7/50	0.00
CSX CORP 3.8 4/50	0.00
FN BP6565 2.5 8/1/40	0.00
FN CB3050 2.5 3/1/52	0.00
FN FS1774 3.5 5/1/37	0.00
FN MA4205 1.5 12/1/35	0.00
FR SC0407 4.5 2/1/43	0.00
FR SD0968 3.5 4/1/52	0.00
G2 MA7474 3.5 7/20/51	0.00
HYATT HOTELS MULTI 4/30	0.00
LOCKHEED MARTIN 3.8 3/45	0.00
LOWE'S COS INC 3.375 9/25	0.00
PHILIP MORRIS 4.125 3/43	0.00
ROYAL BK CANAD 3.625 5/27	0.00
SAN DIEGO G & E 3.32 4/50	0.00
SUNCOR ENERGY 6.8 5/38	0.00
TANGER PROP LP 2.75 9/31	0.00
TARGET CORP 2.5 4/26	0.00
TOTAL CAP INTL 2.986 6/41	0.00
TRANSCANADA PL 4.75 5/38	0.00
VIRGINIA EL&PWR 3.75 5/27	0.00
VODAFONE GROUP 4.875 6/49	0.00
WELLS FARGO C 6.491 10/34	0.00
WILLIAMS COS IN 4.85 3/48	0.00
AMAZON.COM INC 2.1 5/31	0.00
AMERICA MOVIL 6.125 3/40	0.00
AMGEN INC 4.2 2/52	0.00
BACCT 2023-A1 A1 5/28	0.00
BOSTON SCIENTIFC 4.7 3/49	0.00
BURLINGTON NORT 5.75 5/40	0.00
CLOROX CO 4.6 5/32	0.00
COCA-COLA CO/TH 2.25 1/32	0.00
COMCAST CORP 3.25 11/39	0.00
ENTERGY LA LLC 4.95 1/45	0.00
EQUINIX INC 1 9/25	0.00
ESTEE LAUDER CO 5.15 5/53	0.00
FN AS5696 3.5 8/1/45	0.00
FN CB3169 3 3/1/52	0.00
FN FM5660 4.5 8/1/49	0.00
FN FS2805 2.5 9/1/52	0.00
FR RB5157 2.5 5/1/42	0.00
GEN MOTORS FIN 2.35 2/27	0.00
GSMS 2017-GS8 A3 11/50	0.00
JBS HLD/FD/LUX 5.75 4/33	0.00
JPMORGAN CHASE 3.109 4/41	0.00
KELLOGG CO 4.3 5/28	0.00
KRAFT FOODS GR 6.875 1/39	0.00
MANULIFE FIN CO 4.15 3/26	0.00
MARATHON PETRO 4.5 4/48	0.00
MERCK & CO INC 4.3 5/30	0.00
MERCK & CO INC 4.5 5/33	0.00
OCHSNER LSU HLT 2.51 5/31	0.00
ST JOSEPH HLT 2.746 10/26	0.00
WALMART INC 5.25 9/35	0.00
ABBVIE INC 3.2 5/26	0.00
AEP TRANSMISSION 5.4 3/53	0.00
AMEREN ILLINOIS 2.9 6/51	0.00
ANALOG DEVICES 2.95 10/51	0.00
ARCELORMITTAL 4.25 7/29	0.00
ATMOS ENERGY CO 2.85 2/52	0.00
BOEING CO 5.04 5/27	0.00
BOSTON PROP LP 4.5 12/28	0.00
BROADCOM INC 4.3 11/32	0.00
CITIGROUP INC 5.5 9/25	0.00
COUNCIL OF EUR 3.625 1/28	0.00
EBAY INC 3.6 6/27	0.00
EMERSON ELECT 0.875 10/26	0.00
ENERGY TRANSFER 4.2 4/27	0.00
FIDELITY NATL FI 4.5 8/28	0.00
FN BM3611 4 1/1/45	0.00
FN CB8323 5.5 4/1/54	0.00
FN FM5465 2 12/1/35	0.00
FN FM7905 1.5 7/1/36	0.00
FN MA4617 3 4/1/42	0.00
FNCI 4.5 10/24	0.00
G2 MA5265 4.5 6/20/48	0.00
HCA INC 4.625 3/52	0.00
INT BK RECON&D 4.75 11/33	0.00
INTERCONTINENT 2.65 9/40	0.00
JPMORGAN CHAS 4.125 12/26	0.00
JPMORGAN CHASE 3.109 4/51	0.00
JPMORGAN CHASE 4.25 10/27	0.00
KIMCO REALTY 3.7 10/49	0.00
KINDER MORGAN 5.55 6/45	0.00
MAIN STREET CAPI 3 7/26	0.00
MIZUHO FINANCI 4.254 9/29	0.00
NATIONAL FUEL G 2.95 3/31	0.00
NORTHERN TRST 3.95 10/25	0.00
NOVANT HEALTH 2.637 11/36	0.00
NYU HOSPITALS 3.38 7/55	0.00
NYU HOSPITALS 4.784 7/44	0.00
SALESFORCE.COM 2.7 7/41	0.00
SANTANDER HOLD 2.49 1/28	0.00
TRUIST FINANCI 5.867 6/34	0.00
UNITEDHEALTH GR 6.05 2/63	0.00
WALMART INC 2.5 9/41	0.00
XCEL ENERGY INC 4 6/28	0.00
AUTOZONE INC 4 4/30	0.00
BP CAP MKTS AM 2.939 6/51	0.00
BRIGHTHOUSE FI 5.625 5/30	0.00
FN CB2857 2.5 2/1/52	0.00
FN CB8140 5.5 3/1/54	0.00
FN FM8508 4 9/1/49	0.00
FN FS4327 1.5 4/1/52	0.00
FN FS6625 3 9/1/38	0.00
FN MA4123 2 9/1/35	0.00
FN MA4665 2.5 7/1/37	0.00
FR RB5038 3 3/1/40	0.00
FR SB8154 2.5 5/1/37	0.00
GEN MOTORS FIN 2.4 10/28	0.00
HONEYWELL INTL 5.7 3/36	0.00
HUMANA INC 3.7 3/29	0.00
INTEL CORP 2.6 5/26	0.00
JPMORGAN CHASE 3.509 1/29	0.00
MONTEFIORE OBL 4.287 9/50	0.00
MOODY'S CORP 4.875 12/48	0.00
PFIZER INVSTMNT 5.34 5/63	0.00
PUGET ENERGY 4.1 6/30	0.00
UBSCM 2019-C16 A4 4/52	0.00
UNITEDHEALTH GR 5.25 2/28	0.00
APPLIED MATERIA 4.35 4/47	0.00
ASTRAZENECA FIN 1.2 5/26	0.00
ASTRAZENECA P 4.375 11/45	0.00
BOEING CO 3.75 2/50	0.00
CF INDUSTRIES I 5.15 3/34	0.00
CLOROX CO 1.8 5/30	0.00
CVS HEALTH COR 2.875 6/26	0.00
DEVON ENERGY 5.85 12/25	0.00
EATON CORP 4.15 11/42	0.00
ELI LILLY & CO 4.875 2/53	0.00
ENTERGY CORP 2.95 9/26	0.00
ENTERPRISE PRO 4.15 10/28	0.00
EXTRA SPACE STOR 3.5 7/26	0.00
FEDERAL RLTY OP 3.2 6/29	0.00
FLOWSERVE CORP 3.5 10/30	0.00
FN BM5785 3.5 9/1/46	0.00
FN BR0948 2 4/1/51	0.00
FN BU8868 2 3/1/37	0.00
FN CB1980 2 10/1/36	0.00
FN CB2868 2.5 2/1/52	0.00
FN FM9543 2.5 12/1/51	0.00
FN FS6644 5.5 1/1/44	0.00
FN MA4604 3 5/1/37	0.00
G2 MA4069 3.5 11/20/46	0.00
G2 MA5817 4 3/20/49	0.00
G2 MA6822 4 8/20/50	0.00
G2 MA8946 4.5 6/20/53	0.00
GRUPO TELEVISA 6.625 1/40	0.00
INGERSOLL-RAND 4.3 2/48	0.00
JOHNSON&JOHNSON 3.5 1/48	0.00
META PLATFORMS 4.6 5/28	0.00
ONEOK INC 5.2 7/48	0.00
PHILIP MORRIS 0.875 5/26	0.00
RTX CORP 3.03 3/52	0.00
SYSCO CORP 3.15 12/51	0.00
TORONTO DOM BA 5.103 1/26	0.00
TOYOTA MTR CRED 4.45 6/29	0.00
TRANSCANADA PL 4.875 1/26	0.00
TRANSCANADA PL 4.875 5/48	0.00
WALMART INC 1.8 9/31	0.00
AMERICAN TOWER 2.9 1/30	0.00
AON CORP/AON GL 2.05 8/31	0.00
APPLE INC 2.85 8/61	0.00
CENCORA INC 2.8 5/30	0.00
CIGNA GROUP/THE 4.5 2/26	0.00
CON EDISON CO 3.7 11/59	0.00
CSX CORP 3.35 11/25	0.00
DIGNITY HEALT 5.267 11/64	0.00
DOW CHEMICAL C 5.25 11/41	0.00
EQUIFAX INC 2.6 12/25	0.00
FHMS K743 A2 5/28	0.00
FN CA5226 3 2/1/50	0.00
FN CB1556 2.5 9/1/51	0.00
FN CB1856 2 10/1/51	0.00
FN FS1170 3 10/1/50	0.00
FN FS5396 5 7/1/53	0.00
FN MA3238 3.5 1/1/48	0.00
FN MA4124 2.5 9/1/35	0.00
FN MA4475 2.5 11/1/41	0.00
FN MA5009 5 5/1/53	0.00
FN MA5037 4.5 6/1/53	0.00
FN MA5039 5.5 6/1/53	0.00
FR RA6397 2.5 11/1/51	0.00
FR SD8172 2 10/1/51	0.00
FRANCE TELECOM 5.375 1/42	0.00
G2 MA1157 3.5 7/20/43	0.00
G2 MA6600 3.5 4/20/50	0.00
G2 MA8879 5.5 5/20/53	0.00
G2 MA8945 4 6/20/53	0.00
GATX CORP 3.5 6/32	0.00
INTEL CORP 5.7 2/53	0.00
KAISER FOUN HOS 3.15 5/27	0.00
LOCKHEED MARTI 4.07 12/42	0.00
META PLATFORMS 3.5 8/27	0.00
MPLX LP 5.5 2/49	0.00
NEXTERA ENERGY 2.75 11/29	0.00
OLD REPUB INTL 3.875 8/26	0.00
PNC BANK NA 2.7 10/29	0.00
PRICELINE GROUP 3.6 6/26	0.00
QUALCOMM INC 6 5/53	0.00
SOUTHERN CAL ED 4.5 9/40	0.00
T-MOBILE USA IN 3.6 11/60	0.00
UNITED MEXICAN 3.25 4/30	0.00
UNIV OF VIRGI 2.584 11/51	0.00
AMERICAN TOWER 3.1 6/50	0.00
AMERICAN TOWER 5.25 7/28	0.00
AMGEN INC 4.4 5/45	0.00
APPLE INC 3.95 8/52	0.00
AT&T INC 4.5 3/48	0.00
BAT CAPITAL COR 4.54 8/47	0.00
BIOGEN INC 2.25 5/30	0.00
CON EDISON CO 4.5 5/58	0.00
DIAMONDBACK ENE 3.5 12/29	0.00
DOMINION ENERG 3.375 4/30	0.00
EMERSON ELECTR 1.95 10/30	0.00
EXXON MOBIL CO 4.114 3/46	0.00
FISERV INC 5.375 8/28	0.00
FN CA6324 2.5 7/1/50	0.00
FN CB4307 5 8/1/52	0.00
FN CB6065 5 4/1/53	0.00
FN FM9039 2.5 9/1/36	0.00
FN FM9980 2 12/1/36	0.00
FN FS5012 4 3/1/53	0.00
FN MA4397 1.5 8/1/51	0.00
FN MA4447 2.5 10/1/41	0.00
FNA 2021-M13 2A1 11/32	0.00
FR SB8127 1.5 11/1/36	0.00
FR SB8177 3.5 9/1/37	0.00
FR SD8385 6.5 12/1/53	0.00
FR ZT0474 4.5 8/1/48	0.00
G2 MA4195 3 1/20/47	0.00
G2 MA6221 4.5 10/20/49	0.00
G2 MA9301 3.5 11/20/53	0.00
HASBRO INC 3.9 11/29	0.00
INTL FIN CORP 0.75 8/30	0.00
MCKESSON CORP 1.3 8/26	0.00
NIKE INC 3.375 3/50	0.00
OWENS CORNING 3.875 6/30	0.00
PARTNERS HEALT 3.192 7/49	0.00
PEPSICO INC 4.2 7/52	0.00
ROGERS COMMUNIC 4.35 5/49	0.00
ROPER TECHNOLOGI 1 9/25	0.00
RTX CORP 2.375 3/32	0.00
SOUTHWEST AIR 2.625 2/30	0.00
STANLEY BLACK 2.3 3/30	0.00
TORONTO DOM BAN 1.95 1/27	0.00
UNITEDHEALTH G 5.875 2/53	0.00
UNTD AIR 18-1 AA 3.5 3/30	0.00
VERIZON COMM IN 1.75 1/31	0.00
WASTE MANAGEMENT 2 6/29	0.00
WELLS FARGO CO 5.389 4/34	0.00
APACHE CORP 5.35 7/49	0.00
AT&T INC 2.25 2/32	0.00
BERKLEY (WR) 4.75 8/44	0.00
BRIGHTHOUSE FI 3.85 12/51	0.00
CALI ENDOWMENT 2.498 4/51	0.00
CANADIAN NATL R 2.45 5/50	0.00
CONSUMERS ENERG 3.75 2/50	0.00
CORNING INC 5.45 11/79	0.00
COSTCO COMPANI 1.375 6/27	0.00
CVS HEALTH CORP 4.3 3/28	0.00
DANAHER CORP 2.8 12/51	0.00
DICK'S SPORTING 4.1 1/52	0.00
ERP OPERATING LP 4.5 7/44	0.00
FN BM3799 3 8/1/47	0.00
FN BR2176 2 7/1/36	0.00
FN CB1126 2.5 7/1/51	0.00
FN FS3746 5.5 12/1/52	0.00
FR SD1822 5 11/1/52	0.00
FR SD3107 4 3/1/53	0.00
FR ZA2307 3 7/1/33	0.00
G2 MA3736 3.5 6/20/46	0.00
G2 MA9102 3.5 8/20/53	0.00
GOLDMAN SACHS 6.484 10/29	0.00
IBM CORP 5.1 2/53	0.00
INTEL CORP 5.05 8/62	0.00
L3HARRIS TECH I 2.9 12/29	0.00
MARSH & MCLENN 5.75 11/32	0.00
NUTRIEN LTD 2.95 5/30	0.00
PEPSICO INC 3.6 2/28	0.00
SEMPRA 3.25 6/27	0.00
SIMON PROP GP L 4.75 3/42	0.00
SPRINT CAP CO 6.875 11/28	0.00
STATOIL ASA 4.25 11/41	0.00
SUTTER HEALTH 3.361 8/50	0.00
T-MOBILE USA INC 3 2/41	0.00
TAKE-TWO INTERAC 5 3/26	0.00
TEXAS INSTRUMENT 5 3/53	0.00
TRANSCANADA PL 6.203 3/26	0.00
UNION PAC CORP 3 4/27	0.00
UNION PAC CORP 3.95 8/59	0.00
UNIV OF SOUTH 3.841 10/47	0.00
VIRGINIA EL&PWR 5.7 8/53	0.00
XCEL ENERGY INC 1.75 3/27	0.00
AFFIL MANAGERS 3.3 6/30	0.00
AMGEN INC 4.4 2/62	0.00
AON CORP/AON GL 5.35 2/33	0.00
BAIN CAPITAL SP 2.95 3/26	0.00
BAKER HUGHES 4.08 12/47	0.00
CONSTL ENRGY GE 6.5 10/53	0.00
DANAHER CORP 2.6 10/50	0.00
DUKE ENERGY CA 3.875 3/46	0.00
ELI LILLY & CO 3.1 5/27	0.00
EVEREST RE HL 3.125 10/52	0.00
FEDEX CORP 3.875 8/42	0.00
FHMS K072 A1 11/27	0.00
FN FM8343 2.5 5/1/32	0.00
FN FM9646 2 11/1/51	0.00
FR QE7412 4 8/1/52	0.00
FR ZS8645 2.5 3/1/32	0.00
FRANKLIN RES IN 1.6 10/30	0.00
G2 MA5266 5 6/20/48	0.00
G2 MA6337 2.5 12/20/49	0.00
G2 MA8493 6.5 12/20/52	0.00
GATX CORP 3.85 3/27	0.00
HONEYWELL INTL 1.75 9/31	0.00
INT BK RECON&DE 0.75 8/30	0.00
KELLOGG CO 5.25 3/33	0.00
KIRBY CORP 4.2 3/28	0.00
KRAFT FOODS GROU 5 6/42	0.00
MARKEL GROUP IN 4.3 11/47	0.00
NORTHWESTERN 4.643 12/44	0.00
OKLAHOMA GAS & E 5.6 4/53	0.00
PACIFIC GAS&ELE 3.25 6/31	0.00
PACIFIC GAS&ELEC 4.2 6/41	0.00
PPL CAPITAL FDG 3.1 5/26	0.00
QUEBEC PROVINCE 7.5 9/29	0.00
QUEST DIAGNOSTI 3.45 6/26	0.00
RTX CORP 1.9 9/31	0.00
SALESFORCE.COM 1.5 7/28	0.00
SOUTHERN CAL E 5.85 11/27	0.00
SUMITOMO MITSU 3.446 1/27	0.00
SUNCOR ENERGY 4 11/47	0.00
SYNCHRONY FINA 3.95 12/27	0.00
T-MOBILE USA I 2.625 4/26	0.00
US BANCORP 4.839 2/34	0.00
WALT DISNEY CO 2 9/29	0.00
WALT DISNEY CO 3.5 5/40	0.00
WELLS FARGO C 6.303 10/29	0.00
ADVENT HEALTH S 3.63 3/49	0.00
BANK OF MONTREA 1.25 9/26	0.00
CHARTER COMM OP 3.85 4/61	0.00
DUKE ENERGY CAR 3.75 6/45	0.00
FN AL9869 2.5 10/1/31	0.00
FN AS8185 3 10/1/46	0.00
FN BH7620 3.5 8/1/47	0.00
FN BK2717 2 7/1/35	0.00
FN CB2681 3.5 1/1/52	0.00
FN CB3845 3.5 6/1/52	0.00
FN FM4142 2.5 8/1/50	0.00
FORTINET INC 1 3/26	0.00
GOLDMAN SACHS 4.25 10/25	0.00
INTEL CORP 4.9 8/52	0.00
KLA CORP 3.3 3/50	0.00
MAYO CLINIC 4.128 11/52	0.00
METLIFE INC 4.05 3/45	0.00
NORTHERN TRST C 3.15 5/29	0.00
PACIFIC GAS&ELE 5.25 3/52	0.00
PARKER-HANNIFIN 4.1 3/47	0.00
PFIZER INC 1.7 5/30	0.00
REALTY INCOME 4.9 7/33	0.00
SHERWIN-WILLIAM 3.95 1/26	0.00
TIME WARNER EN 8.375 7/33	0.00
WALMART INC 1.05 9/26	0.00
WESTERN UNION C 2.75 3/31	0.00
AMGEN INC 4.663 6/51	0.00
APPLE INC 2.9 9/27	0.00
BROADCOM INC 2.6 2/33	0.00
CENOVUS ENERGY 3.75 2/52	0.00
CF INDUSTRIES 5.375 3/44	0.00
CITIGROUP INC 5.875 1/42	0.00
CSX CORP 4.25 11/66	0.00
CVS HEALTH COR 1.875 2/31	0.00
DEUTSCHE TEL F MULTI 6/30	0.00
DISCOVERY COMMU 4.65 5/50	0.00
DOLLAR GENERAL 4.15 11/25	0.00
DR PEPPER SNAPP 3.4 11/25	0.00
EXTRA SPACE STO 2.35 3/32	0.00
FN CA8222 1.5 12/1/50	0.00
FN MA3277 4 2/1/48	0.00
FNCL 1.5 10/24	0.00
FR RA4454 2 2/1/51	0.00
FR SB8148 2 4/1/37	0.00
FR SB8233 4.5 6/1/38	0.00
FR SD1464 3 5/1/52	0.00
FR SD5758 3.5 8/1/53	0.00
G2 MA4263 4 2/20/47	0.00
G2 MA7191 1.5 2/20/51	0.00
GE HEALTHCARE 6.377 11/52	0.00
HP ENTERPRISE MULTI 10/45	0.00
INTEL CORP 4.1 5/46	0.00
INTERAMER DEV 0.625 9/27	0.00
MYLAN INC 4.55 4/28	0.00
ONTARIO PROVINC 1.05 5/27	0.00
PAYPAL HOLDING 4.4 6/32	0.00
PLAINS ALL AMER 4.5 12/26	0.00
REALTY INCOME 3.95 8/27	0.00
REPUBLIC OF PER 3.23 7/21	0.00
RTX CORP 6.4 3/54	0.00
SIMON PROP GP L 6.65 1/54	0.00
SYNCHRONY FINANC 3.7 8/26	0.00
TORONTO DOM BA 4.456 6/32	0.00
TOSCO CORP 8.125 2/30	0.00
TSMC ARIZONA 3.25 10/51	0.00
UNION ELECTRIC 3.25 10/49	0.00
UNITEDHEALTH GR 4.25 1/29	0.00
WEC ENERGY GROU 2.2 12/28	0.00
AMGEN INC 2.2 2/27	0.00
BERKSHIRE HATHA 2.85 5/51	0.00
BHP FINANCE USA 5.25 9/30	0.00
BURLINGTON NORTH 5.2 4/54	0.00
CAN IMPERIAL 5.986 10/28	0.00
COMMONSPIRIT 3.347 10/29	0.00
CUMMINS INC 0.75 9/25	0.00
DIGITAL REALTY 3.6 7/29	0.00
DUKE ENERGY FLA 6.2 11/53	0.00
FEDEX CORP 5.1 1/44	0.00
FG G08654 3.5 7/1/45	0.00
FIFTH THIRD BA 4.337 4/33	0.00
FN AS7860 3 9/1/46	0.00
FN CA4122 3.5 9/1/49	0.00
FN CA8795 2.5 1/1/36	0.00
FN FM4585 2 10/1/50	0.00
FN FM6130 1.5 2/1/51	0.00
FN MA4797 4 11/1/37	0.00
FR SB8078 1.5 12/1/35	0.00
FR SB8122 1.5 10/1/36	0.00
FREDDIE MAC 6.75 9/29	0.00
G2 4541 5 9/20/39	0.00
HIGHWOODS REAL 4.125 3/28	0.00
HIGHWOODS REALT 7.65 2/34	0.00
HUNT INGALLS 3.483 12/27	0.00
JOHN DEERE CAP 1.7 1/27	0.00
LOWE'S COS INC 3 10/50	0.00
MORGAN STANLE 6.296 10/28	0.00
NORTHERN TRST 3.375 5/32	0.00
PEPSICO INC 1.4 2/31	0.00
PNC FINANCIAL 6.875 10/34	0.00
PROSPECT CAPI 3.437 10/28	0.00
REGENCY CENTERS 4.65 3/49	0.00
REPUBLIC OF PERU 3.6 1/72	0.00
RIO TINTO FINANC 5 3/33	0.00
SOUTHERN CAL E 4.875 3/49	0.00
SPRINT CORP 7.625 3/26	0.00
TOYOTA MTR CRED 1.9 9/31	0.00
UNITED MEXICAN 4.75 4/32	0.00
VALERO ENERGY 3.65 12/51	0.00
WESTLAKE CHEM 3.6 8/26	0.00
WESTPAC BANKING 3.4 1/28	0.00
WILLIAMS COS IN 3.5 10/51	0.00
AETNA INC 6.625 6/36	0.00
ALLEGHANY CORP 3.625 5/30	0.00
APOLLO GLOBAL 6.375 11/33	0.00
BANK OF AMER 1.922 10/31	0.00
BAT CAPITAL CO 4.758 9/49	0.00
ELI LILLY & CO 2.5 9/60	0.00
ENERGY TRANSFER 5.35 5/45	0.00
EXELON GENERATIO 5.6 6/42	0.00
FEDEX CORP 5.25 5/50	0.00
FIFTH THIRD BA 4.772 7/30	0.00
FLOWERS FOODS 2.4 3/31	0.00
FN BM1257 2.5 4/1/37	0.00
FN FM4992 4.5 3/1/50	0.00
FR RC1880 1.5 3/1/36	0.00
FR SB8248 5.5 8/1/38	0.00
FR ZS4741 4.5 10/1/47	0.00
FR ZT0247 4.5 10/1/45	0.00
G2 MA4450 3 5/20/47	0.00
G2 MA6657 3.5 5/20/50	0.00
GLP CAP/FIN II 6.75 12/33	0.00
GOLDMAN SACHS GP 2.6 2/30	0.00
HUMANA INC 5.5 3/53	0.00
MARATHON OIL COR 6.8 3/32	0.00
MARTIN MAR MTL 4.25 12/47	0.00
MICROSOFT CORP 4.45 11/45	0.00
NASDAQ INC 6.1 6/63	0.00
NXP BV/NXP FDG 3.25 11/51	0.00
ORACLE CORP 6.125 7/39	0.00
OVINTIV INC 7.2 11/31	0.00
PNC FINANCIAL 3.45 4/29	0.00
PUBLIC SERV COLO 3.2 3/50	0.00
RAYONIER LP 2.75 5/31	0.00
REGENERON PHARM 1.75 9/30	0.00
REGENERON PHARM 2.8 9/50	0.00
SAN DIEGO G & E 4.95 8/28	0.00
SANTANDER HOLD 7.66 11/31	0.00
SHERWIN-WILLIAMS 3.3 5/50	0.00
SIMON PROP GP L 6.25 1/34	0.00
SOUTHERN CAL GAS 4.3 1/49	0.00
SOUTHERN CO 4.85 6/28	0.00
UNION PAC CORP 3.25 2/50	0.00
UNITED TECH CO 3.125 5/27	0.00
UNITEDHEALTH GR 3.25 5/51	0.00
UNITEDHEALTH GR 4.75 7/45	0.00
VODAFONE GROUP 5.75 2/63	0.00
WALMART INC 1.5 9/28	0.00
WESTERN MIDSTR MULTI 2/50	0.00
WESTPAC BANKIN 6.82 11/33	0.00
AMERICAN WATER 3.75 9/28	0.00
AMERICAN WATER 3.75 9/47	0.00
APTIV PLC 4.15 5/52	0.00
ARES MGMT COR 6.375 11/28	0.00
AT&T INC 2.75 6/31	0.00
BANK NOVA SCOTI 5.65 2/34	0.00
BANKUNITED IN 4.875 11/25	0.00
BBCMS 2020-C6 A4 2/53	0.00
BLACKSTONE PRIV 7.3 11/28	0.00
BLUE OWL CREDI 3.125 9/26	0.00
CHARLES SCHWA 6.196 11/29	0.00
COTERRA ENERGY 3.9 5/27	0.00
DIAMONDBACK ENE 4.25 3/52	0.00
ELEVANCE HEALTH 5.5 10/32	0.00
EQUINOR ASA 3 4/27	0.00
FN BM2003 4 10/1/47	0.00
FN CA6951 2.5 9/1/50	0.00
FN FM1727 5 9/1/49	0.00
FN FM7815 2 5/1/36	0.00
FN FM9042 4 11/1/48	0.00
FN MA2579 3 4/1/36	0.00
FN MA4586 2 4/1/42	0.00
FR QB0211 2.5 6/1/50	0.00
FR SB0641 3 6/1/35	0.00
FR SB1093 3 7/1/38	0.00
FR SB8178 4 9/1/37	0.00
FR SD8275 4.5 12/1/52	0.00
FR ZA5433 3.5 6/1/48	0.00
G2 MA8875 3.5 5/20/53	0.00
GLOBAL PAY INC 4.15 8/49	0.00
HASBRO INC 6.35 3/40	0.00
HIGHWOODS REAL 3.875 3/27	0.00
HP ENTERPRISE MULTI 10/35	0.00
IDAHO POWER CO 5.8 4/54	0.00
JEFFERIES GROUP 6.25 1/36	0.00
JONES LANG LA 6.875 12/28	0.00
JPMORGAN CHAS 6.087 10/29	0.00
KINDER MORGAN 6.375 3/41	0.00
LOCKHEED MARTIN 3.55 1/26	0.00
LPL HOLDINGS I 6.75 11/28	0.00
MIDAMERICAN ENE 5.8 10/36	0.00
OAKTREE STRATEG 8.4 11/28	0.00
ONCOR ELECTRIC 5.65 11/33	0.00
PAYPAL HOLDING 2.65 10/26	0.00
PHARMACIA COR MULTI 12/28	0.00
POLARIS INC 6.95 3/29	0.00
RTX CORP 6 3/31	0.00
SAN DIEGO G & E 2.5 5/26	0.00
STATE STREET 6.123 11/34	0.00
SYSCO CORP 5.95 4/30	0.00
SYSCO CORP 6 1/34	0.00
T-MOBILE USA IN 2.25 2/26	0.00
TARGA RESOURCES 6.15 3/29	0.00
TEXTRON INC 6.1 11/33	0.00
TOYOTA MTR CRE 5.55 11/30	0.00
UNION PAC CORP 4.3 3/49	0.00
US TREASURY N/ 3.625 8/43	0.00
VULCAN MATERIALS 3.9 4/27	0.00
AMAZON.COM INC 4.8 12/34	0.00
AMEREN CORP 5.7 12/26	0.00
AMERICAN INTER 5.125 3/33	0.00
AMERICAN TOWER 1.3 9/25	0.00
AMERICAN TOWER 5.5 3/28	0.00
AMERIPRISE FINL 5.7 12/28	0.00
BAIN CAPITAL S 2.55 10/26	0.00
BLUE OWL CAPIT 8.45 11/26	0.00
BMO 2023-C4 A5 2/56	0.00
BP CAP MKTS AM 3.001 3/52	0.00
CAMDEN PROP TR 5.85 11/26	0.00
CDW LLC/CDW FI 2.67 12/26	0.00
CONSTELLATION B 3.75 5/50	0.00
DEERE & CO 5.375 10/29	0.00
DISCOVERY COMM 3.625 5/30	0.00
DOMINION RES IN 5.25 8/33	0.00
DOW CHEMICAL 4.375 11/42	0.00
DUKE ENERGY CAR 5.3 2/40	0.00
EQUINIX INC 2.9 11/26	0.00
EUROPEAN INVT 0.625 10/27	0.00
EVERSOURCE ENER 5.95 2/29	0.00
FMC CORP 5.65 5/33	0.00
FN FM2075 3 12/1/49	0.00
FN FS0316 1.5 11/1/41	0.00
FN MA4342 1.5 5/1/41	0.00
FNA 2021-M1G A2 11/30	0.00
FR SD8090 2 9/1/50	0.00
FR ZA4209 3 4/1/43	0.00
G2 783755 3 4/20/43	0.00
GOLDMAN SACHS 4.75 10/45	0.00
HALLIBURTON CO 4.75 8/43	0.00
HUMANA INC 5.75 12/28	0.00
INTEL CORP 3.15 5/27	0.00
INTL FIN CORP 4.5 7/28	0.00
JACOBS ENGIN GRP 5.9 3/33	0.00
JOHNSON&JOHNS 4.375 12/33	0.00
KFW 4.75 10/30	0.00
LYB INT FIN III 4.2 10/49	0.00
MICRON TECH 5.875 2/33	0.00
NISOURCE INC 5.65 2/45	0.00
NORFOLK SOUTHER 5.35 8/54	0.00
NOVARTIS CAPITAL 2 2/27	0.00
O'REILLY AUTOM 5.75 11/26	0.00
ORACLE CORP 6.25 11/32	0.00
PEPSICO INC 5.125 11/26	0.00
PG&E WILDFIRE 3.594 6/30	0.00
PHILLIPS 66 3.3 3/52	0.00
ROYAL BK CANADA 5 2/33	0.00
RTX CORP 5.375 2/53	0.00
RTX CORP 5.75 1/29	0.00
SALESFORCE.COM 2.9 7/51	0.00
SIMON PROP GP L 3.25 9/49	0.00
STATE STREET 5.684 11/29	0.00
STATE STREET C 5.159 5/34	0.00
STRYKER CORP 4.625 3/46	0.00
SYSCO CORP 5.75 1/29	0.00
TAMPA ELECTRIC 2.4 3/31	0.00
TELUS CORP 4.6 11/48	0.00
TNG23 2023-1 5.169 4/41	0.00
TOYOTA MTR CRED 5.4 11/26	0.00
TRANSCANADA PL 5.85 3/36	0.00
TRANSCONT GAS PL 4 3/28	0.00
TUCSON ELEC PWR 5.5 4/53	0.00
UNION ELECTRIC 5.45 3/53	0.00
WESTPAC BANKI 5.535 11/28	0.00
ADVOCATE HEALT 3.829 8/28	0.00
AON CORP 2.8 5/30	0.00
AVALONBAY COMMUN 5 2/33	0.00
BANK 2020-BN30 A4 12/53	0.00
BANK OF AMER CR 4.45 3/26	0.00
BP CAP MKTS AM 4.812 2/33	0.00
BROADCOM INC 4.926 5/37	0.00
BROWN & BROWN 4.5 3/29	0.00
CATERPILLAR FINL 3.6 8/27	0.00
CHOICE HOTELS 3.7 1/31	0.00
COLGATE-PALM CO 4.6 3/28	0.00
COMCAST CORP 4.65 2/33	0.00
CONAGRA BRANDS 4.6 11/25	0.00
CONSTELLATION 4.65 11/28	0.00
CONSUMERS ENER 4.625 5/33	0.00
CORNING INC 5.35 11/48	0.00
COTERRA ENERGY 4.375 3/29	0.00
CVS HEALTH COR 5.125 2/30	0.00
CVS HEALTH COR 5.125 7/45	0.00
DCP MIDSTREAM OP 5.6 4/44	0.00
DIAMONDBACK ENE 6.25 3/33	0.00
ENTERGY ARKANSAS 3.5 4/26	0.00
ENTERGY LA LLC 4.2 9/48	0.00
EQUINIX INC 3.4 2/52	0.00
EXPORT DEV CAN 3.875 2/28	0.00
FG G67700 3.5 8/1/46	0.00
FHMS K077 A2 5/28	0.00
FHMS K081 AM 8/28	0.00
FN 890440 4.5 5/1/42	0.00
FN AE0967 3.5 6/1/39	0.00
FN CB8878 6.5 7/1/54	0.00
FN FM3152 4 2/1/45	0.00
FN FM5770 4 6/1/49	0.00
FN FS7835 5.5 10/1/53	0.00
FN MA1141 3 8/1/32	0.00
FN MA4093 2 8/1/40	0.00
FN MA4469 1.5 11/1/36	0.00
FN MA5453 5.5 8/1/44	0.00
FOX CORP 4.709 1/29	0.00
FR SD4901 5.5 2/1/54	0.00
FR SD8167 2.5 9/1/51	0.00
G2 MA9726 6 6/20/54	0.00
G2 MA9727 6.5 6/20/54	0.00
GENERAL MILLS I 4.95 3/33	0.00
GLAXOSMITHKLIN 3.875 5/28	0.00
GLP CAP/FIN II 5.3 1/29	0.00
GOLDMAN SACHS 2.908 7/42	0.00
HONDA MOTOR CO 2.967 3/32	0.00
HYATT HOTELS 4.85 3/26	0.00
INDIANA FIN AU 3.051 1/51	0.00
ING US INC 5.7 7/43	0.00
INTEL CORP 5.125 2/30	0.00
INTEL CORP 5.625 2/43	0.00
JABIL INC 4.25 5/27	0.00
JOHN DEERE CAP 4.95 7/28	0.00
JPMORGAN CHASE 4.203 7/29	0.00
JPMORGAN CHASE 4.85 2/44	0.00
KEURIG DR PEPP 4.597 5/28	0.00
KINDER MORGAN 4.8 2/33	0.00
KLA CORP 4.1 3/29	0.00
LOWE'S COS INC 5 4/40	0.00
MARRIOTT INTL 4.65 12/28	0.00
MICROSOFT CORP 4.2 11/35	0.00
MORGAN STANLE 6.627 11/34	0.00
MPLX LP 5.65 3/53	0.00
NATL RURAL UTIL 4.45 3/26	0.00
NORTHERN TRST 6.125 11/32	0.00
OGLETHORPE PO 5.375 11/40	0.00
OH UNIV-TXB-C-B 4.91 6/40	0.00
PACCAR FINL COR 5.2 11/26	0.00
PEPSICO INC 5.25 11/25	0.00
PFIZER INVSTMNT 5.11 5/43	0.00
PRUDENTIAL FIN 3.878 3/28	0.00
PUBLIC SERVICE 1.6 8/30	0.00
QUALCOMM INC 4.65 5/35	0.00
RADIAN GROUP I 4.875 3/27	0.00
RALPH LAUREN 3.75 9/25	0.00
REGAL REXNORD 6.05 2/26	0.00
ROPER TECHNOLO 3.85 12/25	0.00
ROYALTY PHARMA 3.55 9/50	0.00
RUTGERS NJ ST U 3.27 5/43	0.00
SANTANDER HOLD 4.4 7/27	0.00
SPIRE MISSOURI 4.8 2/33	0.00
TAPESTRY INC 7.05 11/25	0.00
TRUIST FINANCI 4.123 6/28	0.00
UNITEDHEALTH GRP 3.7 5/27	0.00
VERISK ANALYTICS 5.5 6/45	0.00
WALMART INC 3.7 6/28	0.00
WASTE CONNECTIO 3.05 4/50	0.00
WESTPAC BANKI 5.512 11/25	0.00
WISCONSIN P&L 4.95 4/33	0.00
ZOETIS INC 3.95 9/47	0.00
ABBVIE INC 5.35 3/44	0.00
ALEXANDRIA REAL 3.95 1/27	0.00
AMERICAN TOWER 3.8 8/29	0.00
ARIZONA PUB SER 3.5 12/49	0.00
ASIAN DEV BANK 2.75 1/28	0.00
ASIAN INFRASTRUC 0.5 1/26	0.00
AT&T INC 2.95 7/26	0.00
AVISTA CORP 4 4/52	0.00
BLUE OWL CREDIT 4.7 2/27	0.00
BMARK 2018-B2 A4 2/51	0.00
BOEING CO 3.25 2/35	0.00
BOSTON PROP LP 3.4 6/29	0.00
BROADCOM INC 4 4/29	0.00
CANADIAN PACIFIC 4.8 8/45	0.00
CENCORA INC 3.45 12/27	0.00
CIGNA GROUP/TH 3.05 10/27	0.00
CITIGROUP INC 6.27 11/33	0.00
COMCAST CORP 4.25 1/33	0.00
COMM 2015-LC23 A4 10/48	0.00
CON EDISON CO 3.35 4/30	0.00
CONSTL ENRGY G 6.125 1/34	0.00
CSAIL 2018-CX11 A4 4/51	0.00
ENEL AMERICAS SA 4 10/26	0.00
EPR PROPERTIES 4.5 6/27	0.00
EQUINIX INC 3.9 4/32	0.00
FEDEX CORP 3.25 4/26	0.00
FHMS K736 A2 7/26	0.00
FN AS8597 2.5 1/1/32	0.00
FN BD5046 3.5 2/1/47	0.00
FN CA6416 3 7/1/50	0.00
FN MA4386 1.5 7/1/41	0.00
FR SB8121 1 10/1/36	0.00
FR SD8382 5 12/1/53	0.00
G2 MA9362 5.5 12/20/53	0.00
G2SF 4 10/24	0.00
GEORGIA POWER 3.25 4/26	0.00
GILEAD SCIENCES 2.95 3/27	0.00
HASBRO INC 3.55 11/26	0.00
HUBBELL INC 3.15 8/27	0.00
INT BK RECON& 3.125 11/25	0.00
JOHN DEERE CAP 2.35 3/27	0.00
KEYCORP 4.1 4/28	0.00
MERCK & CO INC 3.4 3/29	0.00
MICRON TECH 4.663 2/30	0.00
MID-AMER APT LP 3.6 6/27	0.00
MPLX LP 5.2 3/47	0.00
MSC 2016-UBS9 A4 3/49	0.00
NORFOLK SOUTH 4.837 10/41	0.00
O'REILLY AUTOMOT 3.6 9/27	0.00
ORACLE CORP 1.65 3/26	0.00
PHILIP MORRIS I 2.75 2/26	0.00
PHILLIPS 66 4.65 11/34	0.00
PNC FINANCIAL 4.626 6/33	0.00
PPG INDUSTRIES 1.2 3/26	0.00
PUBLIC STORAGE 5.1 8/33	0.00
REALTY INCOME 3 1/27	0.00
REALTY INCOME 3.4 1/28	0.00
SAN DIEGO CO T 5.911 4/48	0.00
SOUTH CAROL E&G 5.1 6/65	0.00
STATE STREET C 4.164 8/33	0.00
SUMITOMO MITSU 2.632 7/26	0.00
T-MOBILE USA IN 5.75 1/54	0.00
TUCSON ELEC PWR 4 6/50	0.00
UBSCM 2017-C7 A3 12/50	0.00
UDR INC 3.5 1/28	0.00
UNITED MEXICAN 4.5 4/29	0.00
VERIZON COMM I 4.862 8/46	0.00
VERIZON COMM INC 4.5 8/33	0.00
VIRGINIA EL&PWR 3.8 4/28	0.00
WALT DISNEY CO 4.75 9/44	0.00
WELLTOWER INC 3.1 1/30	0.00
WESTERN MIDSTR MULTI 2/30	0.00
WESTPAC BANKING 4.11 7/34	0.00
WFCM 2016-NXS5 A5 1/59	0.00
WRKCO INC 4 3/28	0.00
ALLSTATE CORP 4.5 6/43	0.00
AMEREN CORP 1.75 3/28	0.00
AMERICAN EXPRE 5.625 7/34	0.00
BANK 2019-BN21 A5 10/52	0.00
BANK OF AMER C 4.078 4/40	0.00
BAT CAPITAL CO 5.282 4/50	0.00
BAT CAPITAL CO 7.081 8/53	0.00
BLACKROCK INC 2.4 4/30	0.00
BLUE OWL TECHNOL 2.5 1/27	0.00
CARRIER GLOBAL 3.577 4/50	0.00
CENTERPOINT HO 4.85 10/52	0.00
COCA-COLA CO/T 1.375 3/31	0.00
COCA-COLA FEMSA 2.75 1/30	0.00
COMMUNITY HEAL 3.099 5/50	0.00
COPT DEFENSE LP 2 1/29	0.00
DENTSPLY SIRONA 3.25 6/30	0.00
DOLLAR GENERAL 3.5 4/30	0.00
DUKE ENERGY COR 3.5 6/51	0.00
ENTERPRISE PRODU 2.8 1/30	0.00
FHMS K153 A3 10/31	0.00
FN AB4937 3.5 4/1/42	0.00
FN AS6515 4 1/1/46	0.00
FN BM1285 4.5 5/1/47	0.00
FN CB6480 5.5 6/1/53	0.00
FN CB6599 5 4/1/53	0.00
FN FM6579 1.5 3/1/51	0.00
FN MA3181 3.5 11/1/37	0.00
FN MA5341 4 4/1/54	0.00
FR RA2788 2.5 6/1/50	0.00
FR SB8176 3 9/1/37	0.00
FR SD0093 5 10/1/49	0.00
FR SD1401 1.5 1/1/51	0.00
FR SD3338 5.5 6/1/53	0.00
FR SD8147 2.5 5/1/51	0.00
FR ZS9495 3.5 10/1/45	0.00
G2 MA6766 3 7/20/50	0.00
GEN MOTORS FIN 3.6 6/30	0.00
IBM CORP 1.7 5/27	0.00
INTERPUBLIC GR 3.375 3/41	0.00
JOHN DEERE CAP 2.8 7/29	0.00
JPMORGAN CHASE 6.07 10/27	0.00
KYNDRYL HOLDING 2.7 10/28	0.00
LABORATORY COR 2.95 12/29	0.00
LAFARGE SA 7.125 7/36	0.00
MARKEL GROUP INC 5 4/46	0.00
MASTERCARD INC 3.35 3/30	0.00
MID-AMER APT LP 1.1 9/26	0.00
MONDELEZ INT IN 2.75 4/30	0.00
MORGAN STANLEY 2.239 7/32	0.00
MORGAN STANLEY 5.449 7/29	0.00
NASDAQ INC 1.65 1/31	0.00
NEXTERA ENERGY 3 1/52	0.00
NNN REIT 3 4/52	0.00
NY & PRES HOSP 3.954 8/19	0.00
PFIZER INC 2.625 4/30	0.00
PNC FINANCIAL 5.582 6/29	0.00
PRIVATE EXPT FDG 1.4 7/28	0.00
PUGET ENERGY 2.379 6/28	0.00
REPUBLIC OF PERU 3.3 3/41	0.00
REVVITY INC 3.3 9/29	0.00
RYDER SYSTEM IN 5.65 3/28	0.00
SABRA HEALTH CA 3.9 10/29	0.00
SIMON PROP GP 3.375 6/27	0.00
SOUTH CAROL E&G 4.6 6/43	0.00
TC PIPELINES LP 3.9 5/27	0.00
TEXAS INSTRUMENT 4.6 2/28	0.00
THERMO FISHER 4.953 8/26	0.00
TOYOTA MTR CRED 5 8/26	0.00
TRUIST FINANCI 1.125 8/27	0.00
UNION ELECTRIC 2.95 3/30	0.00
US BANCORP 1.375 7/30	0.00
VERIZON COMM IN 3.15 3/30	0.00
VMWARE LLC 1.4 8/26	0.00
VMWARE LLC 4.7 5/30	0.00
VULCAN MATERIALS 4.7 3/48	0.00
WESTERN GAS PART 5.5 8/48	0.00
WILLIAMS COS INC 4.9 1/45	0.00
AERCAP IRELAND 3.4 10/33	0.00
AETNA INC 3.875 8/47	0.00
AID-ISRAEL 5.5 9/33	0.00
AMER FINL GROUP 4.5 6/47	0.00
AMERICAN TOWER 2.95 1/51	0.00
APPLE INC 2.375 2/41	0.00
ASTRAZENECA PLC 4 9/42	0.00
AT&T INC 4.55 3/49	0.00
BANK 2017-BNK6 A4 7/60	0.00
BANK OF AMER CRP 3.5 4/26	0.00
BIOGEN INC 5.2 9/45	0.00
BOSTON PROP LP 2.9 3/30	0.00
BURLINGTON NORT 4.55 9/44	0.00
CARRIER GLOBAL 2.7 2/31	0.00
CENCORA INC 4.3 12/47	0.00
CHARLES SCHWAB 2.3 5/31	0.00
CNA FINANCIAL 2.05 8/30	0.00
CONOCOPHIL CO 4.3 11/44	0.00
CROWN CASTLE IN 1.05 7/26	0.00
CSX CORP 6 10/36	0.00
DICK'S SPORTING 3.15 1/32	0.00
DUKE ENERGY COR 2.55 6/31	0.00
EMERA US FINANC 4.75 6/46	0.00
FED FARM CREDIT 1.12 9/28	0.00
FHMS K126 A2 1/31	0.00
FLORIDA POWER 4.05 10/44	0.00
FN AP9633 2.5 10/1/42	0.00
FN BM3752 3.5 8/1/32	0.00
FN BQ8341 2 12/1/50	0.00
FN CA6313 3 7/1/50	0.00
FN CA7109 2 9/1/40	0.00
FN CB4573 5 9/1/52	0.00
FN FM0077 3 3/1/50	0.00
FN FM1090 4 5/1/49	0.00
FN FM2109 3.5 12/1/49	0.00
FN MA3991 3 4/1/50	0.00
FN MA4940 5 3/1/53	0.00
FR SD2428 5 1/1/53	0.00
FR SD5727 3 6/1/52	0.00
FR ZJ0720 4 11/1/40	0.00
G2 MA5931 4 5/20/49	0.00
G2 MA7258 4 3/20/51	0.00
GILEAD SCIENCES 2.8 10/50	0.00
HIGHWOODS REALT 3.05 2/30	0.00
HUNTINGTON BAN 5.023 5/33	0.00
INTERSTATE POWE 6.25 7/39	0.00
LINCOLN NATL CRP 3.4 3/32	0.00
MARATHON PETRO 4.75 9/44	0.00
MARSH & MCLENN 2.25 11/30	0.00
MEMORIAL SLOAN 4.2 7/55	0.00
MIZUHO FINANCI 2.591 5/31	0.00
NXP BV/NXP FDG 3.875 6/26	0.00
O'REILLY AUTOMOT 3.9 6/29	0.00
PACKAGING CORP 3.4 12/27	0.00
PARAMOUNT GLOB 7.875 7/30	0.00
QUEBEC PROVINCE 1.9 4/31	0.00
REPUBLIC SVCS 2.3 3/30	0.00
S&P GLOBAL INC 2.9 3/32	0.00
STANLEY BLACK 3.4 3/26	0.00
UDR INC 3 8/31	0.00
UNILEVER CAPIT 2.625 8/51	0.00
UNION PAC CORP 3.6 9/37	0.00
UNITEDHEALTH G 3.95 10/42	0.00
UNITEDHEALTH GRP 4.2 1/47	0.00
UNIV OF CHICA 4.003 10/53	0.00
UNIV OF MICHIG 4.454 4/22	0.00
VERISIGN INC 4.75 7/27	0.00
VOYA FINANCIAL 4.8 6/46	0.00
WELLS FARGO CO 3.196 6/27	0.00
WELLTOWER INC 4.25 4/28	0.00
AEP TEXAS 3.8 10/47	0.00
AES CORP/THE 2.45 1/31	0.00
APACHE CORP 4.25 1/30	0.00
APPLE INC 1.7 8/31	0.00
ARCELORMITTAL 6.55 11/27	0.00
ARIZONA PUB SER 4.25 3/49	0.00
BARCLAYS PLC 2.667 3/32	0.00
BP CAP MKTS A 2.772 11/50	0.00
BROWN & BROWN 2.375 3/31	0.00
CITIGROUP INC 5.875 2/33	0.00
COMCAST CORP 1.5 2/31	0.00
COMCAST CORP 3.969 11/47	0.00
CONN LIGHT & PW 5.25 1/53	0.00
DELMARVA PR & L 4.15 5/45	0.00
DR PEPPER SNAPP 4.5 11/45	0.00
DXC TECH CO 1.8 9/26	0.00
EBAY INC 1.4 5/26	0.00
ELEVANCE HEAL 4.375 12/47	0.00
ENSTAR GROUP LTD 3.1 9/31	0.00
ENTERPRISE PRODU 4.2 1/50	0.00
ESTEE LAUDER 3.125 12/49	0.00
FLORIDA PWR & L 3.8 12/42	0.00
FN AS8301 3 11/1/46	0.00
FN CA0853 3.5 12/1/47	0.00
FN CA5225 3 2/1/50	0.00
FN FM6297 3.5 12/1/36	0.00
FN FM7313 4.5 4/1/49	0.00
FN FS2122 3 3/1/52	0.00
FN FS5349 4 10/1/52	0.00
FR RB5072 2.5 9/1/40	0.00
FR SB0036 3 4/1/33	0.00
FR SD2987 3.5 3/1/53	0.00
FR SD7512 3 2/1/50	0.00
FR SD8259 5.5 10/1/52	0.00
FR ZL5076 3.5 2/1/43	0.00
FR ZS4622 3.5 7/1/45	0.00
G2 4853 4 11/20/40	0.00
G2 MA8426 4 11/20/52	0.00
GLOBE LIFE INC 2.15 8/30	0.00
GXO LOGISTICS 2.65 7/31	0.00
HUNTSMAN INTERN 2.95 6/31	0.00
INT BK RECON&DE 1.25 2/31	0.00
INTEL CORP 4.95 3/60	0.00
INTERAMER DEV 2.375 7/27	0.00
INTERCONTINENT 3.1 9/27	0.00
LEAR CORP 5.25 5/49	0.00
LOWE'S COS INC 5.8 9/62	0.00
NATL RURAL UTIL 1 6/26	0.00
NETFLIX INC 6.375 5/29	0.00
NIKE INC 3.875 11/45	0.00
NORFOLK SOUTHER 4.15 2/48	0.00
NORTHWELL HEAL 4.26 11/47	0.00
PACIFIC GAS&ELEC 3 6/28	0.00
PIEDMONT HLTH 2.044 1/32	0.00
PILGRIM'S PRIDE 4.25 4/31	0.00
PRAXAIR INC 1.1 8/30	0.00
PRIMERICA INC 2.8 11/31	0.00
PROCTER & GAMBL 3.5 10/47	0.00
REGIONS FINL 1.8 8/28	0.00
SABINE PASS LIQU 5.9 9/37	0.00
SOUTHERN CAL ED 3.9 3/43	0.00
SPRINT CAP CORP 8.75 3/32	0.00
STANFORD UNIV 3.647 5/48	0.00
STARBUCKS CORP 4 11/28	0.00
TELEDYNE TECH 1.6 4/26	0.00
TEXAS INSTRUMENT 1.9 9/31	0.00
TORONTO DOM BAN 2.45 1/32	0.00
TUCSON ELEC PWR 1.5 8/30	0.00
UNION ELECTRIC 3.9 9/42	0.00
UNITED MEXICAN 2.659 5/31	0.00
US TREASURY N 4.375 11/30	0.00
VERIZON COMM INC 5.5 3/47	0.00
VF CORP 2.95 4/30	0.00
WASHINGTON GAS 3.65 9/49	0.00
WESTPAC BANKIN 3.02 11/36	0.00
WISCONSIN P&L 1.95 9/31	0.00
AGILENT TECH INC 2.3 3/31	0.00
AIR LEASE CORP 3 2/30	0.00
ALABAMA POWER C 3.75 3/45	0.00
AMERICAN EXPRE 5.282 7/29	0.00
AMERICAN TOWER 5.9 11/33	0.00
ASCENSION HEA 2.532 11/29	0.00
AUTONATION INC 1.95 8/28	0.00
CATERPILLAR FIN 4.35 5/26	0.00
CHARTER COMM 6.834 10/55	0.00
CHENIERE CORP 2.742 12/39	0.00
CON EDISON CO 4 11/57	0.00
CORNING INC 3.9 11/49	0.00
ERP OPERATING LP 4 8/47	0.00
FN BV7959 5 8/1/52	0.00
FN CB3597 3.5 5/1/52	0.00
FN FM1251 3 4/1/45	0.00
FN FM2881 2.5 4/1/50	0.00
FN FS3562 3 4/1/38	0.00
FN MA4661 3.5 7/1/42	0.00
FR QN9730 1.5 4/1/37	0.00
FR SB0968 2 1/1/37	0.00
FR SB1014 1.5 4/1/37	0.00
FR SD8159 1.5 8/1/51	0.00
FR ZM2089 3 11/1/46	0.00
G2 MA0317 3 8/20/42	0.00
G2 MA8644 3.5 2/20/53	0.00
GLOBAL PAY INC 5.4 8/32	0.00
GLP CAP/FIN II 5.75 6/28	0.00
INTERCONTINENT 5.2 6/62	0.00
KEMPER 3.8 2/32	0.00
KEURIG DR PEPPER 3.8 5/50	0.00
KIMBERLY-CLARK 1.05 9/27	0.00
LABORATORY CORP 4.7 2/45	0.00
MCKESSON CORP 4.9 7/28	0.00
MERCK & CO INC 4.05 5/28	0.00
MIDAMERICAN ENE 3.65 8/48	0.00
NASDAQ INC 3.95 3/52	0.00
NEXTERA ENERGY 5.749 9/25	0.00
NORTHWELL HEA 3.809 11/49	0.00
NXP BV/NXP FUN 5.55 12/28	0.00
OCCIDENTAL PETE 5.55 3/26	0.00
ONCOR ELECTRIC D 3.8 9/47	0.00
ONE GAS INC 4.5 11/48	0.00
ONEOK INC 4.25 9/46	0.00
OVINTIV INC 7.1 7/53	0.00
PEPSICO INC 3.45 10/46	0.00
SCHLUMBERGER IN 2.65 6/30	0.00
STATOIL ASA 5.1 8/40	0.00
TRANSCONT GAS P 7.85 2/26	0.00
TRINITY HEALT 4.125 12/45	0.00
TRUIST FINANCIA 5.9 10/26	0.00
UNITED MEXICAN 6.05 1/40	0.00
UNITEDHEALTH GRP 3.7 8/49	0.00
UNIV OF CHICAG 2.761 4/45	0.00
UNIV OF MICHIG 2.437 4/40	0.00
VMWARE LLC 1.8 8/28	0.00
WP CAREY INC 2.25 4/33	0.00
AIR PROD & CHEM 2.7 5/40	0.00
BAT CAPITAL CO 3.215 9/26	0.00
BURLINGTON NORTH 4.7 9/45	0.00
CAMDEN PROP TRS 4.1 10/28	0.00
COMET 2019-A3 A3 8/28	0.00
CONSTELLATION 4.75 12/25	0.00
CSX CORP 3.25 6/27	0.00
DISCOVER FIN SV 6.7 11/32	0.00
DTE ENERGY CO 2.85 10/26	0.00
DUKE ENERGY CAR 3.7 12/47	0.00
DUKE ENERGY OHIO 3.7 6/46	0.00
DUKE ENERGY PROG 3.6 9/47	0.00
ECOLAB INC 2.75 8/55	0.00
ENERGY TRANS 6.55 12/33	0.00
FIDELITY NATL IN 3.1 3/41	0.00
FN AU6682 3 9/1/28	0.00
FN FS4090 3 5/1/42	0.00
FN FS4794 2 8/1/37	0.00
FN MA2055 4 10/1/34	0.00
FN MA4660 3 7/1/42	0.00
FR SD5498 5.5 5/1/54	0.00
FR ZS4079 4 2/1/45	0.00
FR ZS9916 3 1/1/47	0.00
G2 MA8796 3 4/20/53	0.00
GEN MOTORS FIN 2.35 1/31	0.00
GENERAL DYNAMICS 3.5 4/27	0.00
INDONESIA (REP) 3.4 9/29	0.00
INTERPUBLIC GRP 5.4 10/48	0.00
JPMORGAN CHASE 4.323 4/28	0.00
JUNIPER NETWORK 3.75 8/29	0.00
KITE REALTY GRP 4 10/26	0.00
KROGER CO 3.5 2/26	0.00
MASSACHUSETTS C 4.11 7/31	0.00
MEMORIAL HEAL 3.447 11/49	0.00
MOLSON COORS 5 5/42	0.00
MOTOROLA SOLUTI 2.3 11/30	0.00
OHIOHEALTH 2.834 11/41	0.00
PACIFIC GAS&EL 3.95 12/47	0.00
PACIFIC GAS&ELEC 4 12/46	0.00
PEPSICO INC 2.625 3/27	0.00
PHILIP MORRIS 3.125 3/28	0.00
PHILIP MORRIS 3.375 8/29	0.00
PLAINS ALL AME 4.65 10/25	0.00
SAFEHOLD GL HLD 2.8 6/31	0.00
SMITH & NEPHE 2.032 10/30	0.00
SOUTHERN CO GAS 4.4 5/47	0.00
SOUTHERN POWER 5.25 7/43	0.00
SUMITOMO MITSU 2.142 9/30	0.00
TEXTRON INC 3.65 3/27	0.00
UDR INC 2.95 9/26	0.00
UNION ELECTRIC 4 4/48	0.00
UNION PAC CORP 3.75 2/70	0.00
UNION PAC CORP 3.799 4/71	0.00
VENTAS REALTY L 3.85 4/27	0.00
WESTPAC BANKI 2.668 11/35	0.00
3M CO 3.25 8/49	0.00
ALEXANDRIA REA 3.375 8/31	0.00
ALTRIA GROUP INC 4 2/61	0.00
AM AIRLN 16-2 AA 3.2 6/28	0.00
ASSURED GUARANTY 3.6 9/51	0.00
AT&T INC 3.65 9/59	0.00
ATMOS ENERGY 3.375 9/49	0.00
BMARK 2020-IG1 AS 9/43	0.00
DALLAS-FORT W 4.507 11/51	0.00
DELL INT / EM 3.375 12/41	0.00
EASTERN GAS TRA 4.8 11/43	0.00
ENTERPRISE PROD 4.45 2/43	0.00
EQUINIX INC 2.95 9/51	0.00
EURO BK RECON&DV 0.5 1/26	0.00
FG G08620 3.5 12/1/44	0.00
FHMS K099 A2 9/29	0.00
FN AL6839 5 4/1/42	0.00
FN AS6752 3.5 2/1/46	0.00
FN FS1270 3.5 3/1/52	0.00
FN FS1572 2.5 11/1/41	0.00
FN FS2990 2 11/1/36	0.00
FN FS3117 2.5 5/1/37	0.00
FN MA4725 3.5 9/1/37	0.00
FN MA4761 5 9/1/52	0.00
FNA 2019-M5 A2 2/29	0.00
FR RB5153 2 4/1/42	0.00
G2 MA6339 3.5 12/20/49	0.00
GOLDMAN SACHS 3.691 6/28	0.00
HERSHEY COMPA 3.125 11/49	0.00
HOWMET AEROSPACE 3 1/29	0.00
JB HUNT TRANSP 3.875 3/26	0.00
JBS HLD/FD/LUX 6.75 3/34	0.00
JPMORGAN CHAS 2.525 11/41	0.00
JUNIPER NETWORK 1.2 12/25	0.00
KEYCORP 2.25 4/27	0.00
LINCOLN NATL CR 4.35 3/48	0.00
MCCORMICK 0.9 2/26	0.00
MERCK & CO INC 3.7 2/45	0.00
MIDAMERICAN ENE 3.15 4/50	0.00
NSTAR ELECTRIC 4.55 6/52	0.00
OCCIDENTAL PET 6.125 1/31	0.00
OTIS WORLDWIDE 2.293 4/27	0.00
OTIS WORLDWIDE 3.362 2/50	0.00
PACCAR FINL CORP 1.1 5/26	0.00
PACKAGING CORP 4.05 12/49	0.00
PLAINS ALL AMER 5.15 6/42	0.00
PROSPECT CAPI 3.364 11/26	0.00
TARGET CORP 2.35 2/30	0.00
UNION PAC CORP 3.7 3/29	0.00
VERIZON COMM IN 2.85 9/41	0.00
XILINX INC 2.375 6/30	0.00
ZIMMER HLDGS 5.75 11/39	0.00
ALTRIA GROUP INC 4.5 5/43	0.00
AMEREN CORP 3.65 2/26	0.00
AMERICAN HONDA 5.125 7/28	0.00
AT&T INC 3.8 2/27	0.00
BANK OF AMER 2.831 10/51	0.00
BAYLOR SCOTT 2.839 11/50	0.00
BHP FINANCE USA 4.9 2/33	0.00
BP CAP MKTS AM 3.588 4/27	0.00
CALIFORNIA ST 2.719 11/52	0.00
CELANESE US HL 6.165 7/27	0.00
CHILDREN'S HS/ 2.928 7/50	0.00
COCA-COLA CO/THE 2 3/31	0.00
COLGATE-PALM CO 4.6 3/33	0.00
COMCAST CORP 4.55 1/29	0.00
DOWDUPONT 4.725 11/28	0.00
ECOLAB INC 4.8 3/30	0.00
EVERGY METRO 2.25 6/30	0.00
FEDERAL RLTY OP 4.5 12/44	0.00
FG C04420 3 1/1/43	0.00
FN AS9585 4 5/1/47	0.00
FN BP6714 2 9/1/50	0.00
FN CA1182 3.5 2/1/48	0.00
FN CA3866 3.5 7/1/49	0.00
FN FM4413 2.5 9/1/35	0.00
FN FM6753 4 10/1/50	0.00
FN FS1838 3 12/1/51	0.00
FN MA4581 1.5 4/1/37	0.00
FR RB5144 1.5 2/1/42	0.00
FR SD0145 3 8/1/47	0.00
G2 MA3310 3.5 12/20/45	0.00
G2 MA5653 5 12/20/48	0.00
G2 MA8348 5 10/20/52	0.00
GENERAL MOTORS 6.75 4/46	0.00
GOLDMAN SACHS 2.615 4/32	0.00
HORMEL FOODS CRP 1.8 6/30	0.00
IND MICH POWER 3.25 5/51	0.00
INTEL CORP 2.8 8/41	0.00
INVESCO FIN PLC 3.75 1/26	0.00
JOHN DEERE CAP 4.9 3/28	0.00
KEYCORP 4.15 10/25	0.00
MARTIN MAR MTLS 3.2 7/51	0.00
MCDONALD'S CORP 4.45 9/48	0.00
MID-AMER APT LP 4 11/25	0.00
MYLAN NV 5.25 6/46	0.00
NEWMONT GOLDCO 4.875 3/42	0.00
NISOURCE INC 5.25 2/43	0.00
ROYAL BK CANAD 3.875 5/32	0.00
ROYALTY PHARMA 2.2 9/30	0.00
STARBUCKS CORP 4.45 8/49	0.00
TEXAS INSTRUMEN 2.25 9/29	0.00
VERISK ANALYTI 3.625 5/50	0.00
WILLIS-KNIGHTO 3.065 3/51	0.00
WP CAREY INC 4.25 10/26	0.00
3M CO 3.05 4/30	0.00
ANHEUSER-BUSCH 4.6 4/48	0.00
ANHEUSER-BUSCH 8 11/39	0.00
ANHEUSER-BUSCH 8.2 1/39	0.00
AT&T INC 4.85 3/39	0.00
ATHENE HOLDING 3.45 5/52	0.00
BAKER HUGHES 5.125 9/40	0.00
BLACKSTONE PR 2.625 12/26	0.00
BOEING CO 6.625 2/38	0.00
CALTECH 4.7 11/11	0.00
CUMMINS INC 2.6 9/50	0.00
FG G08775 4 8/1/47	0.00
FN CA3321 3.5 4/1/49	0.00
FN CA4950 3.5 1/1/50	0.00
FN FM4317 3 9/1/50	0.00
FN FM9314 1.5 10/1/36	0.00
FN MA3214 3 12/1/37	0.00
FN MA3737 2.5 8/1/34	0.00
FN MA4056 4 6/1/50	0.00
FN MA4334 2.5 5/1/41	0.00
FN MA4421 1.5 9/1/41	0.00
FN MA4441 1.5 10/1/36	0.00
FN MA4464 1.5 11/1/51	0.00
FN MA4782 3.5 10/1/52	0.00
FNA 2019-M22 A2 8/29	0.00
FOX CORP 6.5 10/33	0.00
FR RA1460 3 10/1/49	0.00
FR SB8183 3.5 10/1/37	0.00
G2 MA0783 3.5 2/20/43	0.00
G2 MA9666 4.5 5/20/54	0.00
GATX CORP 3.1 6/51	0.00
GOLDMAN SACHS 6.561 10/34	0.00
HACKENSACK MER 2.675 9/41	0.00
HESS CORP 7.875 10/29	0.00
ID ENERGY RESO 2.861 9/46	0.00
ILLINOIS TOOL 2.65 11/26	0.00
INTERCONTINENT 3 9/60	0.00
JOHN DEERE CAP 1.05 6/26	0.00
KINDER MORGAN EN 5 8/42	0.00
LOWE'S COS INC 1.7 10/30	0.00
MARSH & MCLENNA 2.9 12/51	0.00
NASDAQ INC 3.85 6/26	0.00
NIKE INC 3.25 3/40	0.00
NORFOLK SOUTHERN 2.9 8/51	0.00
NORTHERN ST PR-M 4 8/45	0.00
NORTHROP GRUMMA 4.75 6/43	0.00
NVIDIA CORP 3.5 4/50	0.00
PECO ENERGY CO 2.85 9/51	0.00
PUBLIC SERVICE 3.85 5/49	0.00
REXFORD INDUS R 2.15 9/31	0.00
ROCKFEL FNDAT 2.492 10/50	0.00
SHERWIN-WILLIAMS 4 12/42	0.00
SIMON PROP GP 3.25 11/26	0.00
STANFORD HEAL 3.795 11/48	0.00
STANFORD UNIV 2.413 6/50	0.00
STEEL DYNAMICS 3.25 1/31	0.00
SUN COMMUNITIES 4.2 4/32	0.00
TRANSCANADA PL 5 10/43	0.00
TRINITY HEALT 2.632 12/40	0.00
UNITEDHEALTH GR 4.25 6/48	0.00
UNITEDHEALTH GR 4.95 5/62	0.00
UNITEDHEALTH GR 5.95 2/41	0.00
VICI PROPERTIE 5.625 5/52	0.00
YALE UNIVERSIT 2.402 4/50	0.00
AETNA INC 4.75 3/44	0.00
ALBEMARLE CORP 5.65 6/52	0.00
ALLY FINANCIAL 6.848 1/30	0.00
AMERICAN TOWER 2.7 4/31	0.00
APPLIED MATERIA 5.1 10/35	0.00
BANK OF AMER C 5.933 9/27	0.00
BGC GROUP INC 8 5/28	0.00
CANADIAN NATL R 3.85 6/27	0.00
CAPITAL ONE FI 6.377 6/34	0.00
CHEVRON CORP 2.236 5/30	0.00
CLEVE ELEC ILL 5.95 12/36	0.00
DUKE ENERGY COR 3.75 9/46	0.00
ESSEX PORTFOLIO 2.65 9/50	0.00
EXELON GENERAT 5.75 10/41	0.00
FHMS K106 A1 10/29	0.00
FHMS K152 A1 5/30	0.00
FN FM1449 3.5 9/1/49	0.00
FN FS2420 3.5 7/1/52	0.00
FN MA4094 2.5 8/1/40	0.00
FNA 2018-M1 A2 12/27	0.00
FR SB8050 3 6/1/35	0.00
FR SB8118 1.5 9/1/36	0.00
FR ZA2277 3 9/1/32	0.00
G2 MA3596 3 4/20/46	0.00
G2 MA5595 4 11/20/48	0.00
G2 MA7853 2.5 12/20/37	0.00
G2 MA8876 4 5/20/53	0.00
GATX CORP 5.45 9/33	0.00
GILEAD SCIENCES 4.5 2/45	0.00
INTEL CORP 3.2 8/61	0.00
JPMORGAN CHAS 2.739 10/30	0.00
MAGNA INTL INC 5.98 3/26	0.00
META PLATFORMS 4.95 5/33	0.00
MORGAN STANLEY 3.217 4/42	0.00
ONEOK INC 6.05 9/33	0.00
PNC FINANCIAL 6.615 10/27	0.00
PROGRESSIVE CORP 4 3/29	0.00
RAYMOND JAMES 4.95 7/46	0.00
SHERWIN-WILLIAMS 2.3 5/30	0.00
SIMON PROP GP LP 5.5 3/33	0.00
SOUTHWESTN EL PR 3.9 4/45	0.00
TARGET CORP 3.9 11/47	0.00
THOMAS J UNIV 3.847 11/57	0.00
TRANSCONT GAS P 4.45 8/42	0.00
UNITEDHEALTH GRP 2.3 5/31	0.00
VONTIER CORP 2.4 4/28	0.00
WARNERMEDIA HL 4.279 3/32	0.00
WESTPAC BANKI 2.963 11/40	0.00
ABBOTT LABS 6 4/39	0.00
AFRICAN DEV BA 4.375 3/28	0.00
ALLY FINANCIAL 4.75 6/27	0.00
ALTRIA GROUP I 2.625 9/26	0.00
AM AIRLN 17-1 A 3.65 2/29	0.00
ASSURANT INC 4.9 3/28	0.00
AT&T INC 3.1 2/43	0.00
BHP FINANCE USA 5 9/43	0.00
CAPITAL ONE FI 5.268 5/33	0.00
CARMX 2023-2 A3 1/28	0.00
CHARTER COMM OPT 3.9 6/52	0.00
COMCAST CORP 2.65 8/62	0.00
DELL INT / EMC 3.45 12/51	0.00
DUKE ENERGY CAR 5.4 1/54	0.00
EL PASO ELEC CO 6 5/35	0.00
EVERSOURCE ENERG 1.4 8/26	0.00
EXPEDIA GRP IN 4.625 8/27	0.00
FN BN7753 3 9/1/49	0.00
FN BP6715 2 9/1/50	0.00
FN FM5910 3 1/1/36	0.00
FN FM7428 1.5 5/1/36	0.00
FN MA4180 2.5 11/1/35	0.00
FN MA4232 2 1/1/41	0.00
FR SB1027 3 10/1/35	0.00
G2 MA5765 5 2/20/49	0.00
GATX CORP 4.7 4/29	0.00
HYDRO-QUEBEC 8.5 12/29	0.00
INTEL CORP 4 12/32	0.00
JEFFERIES GROUP 4.15 1/30	0.00
JETBLUE AIRWAYS 4 11/32	0.00
JPMORGAN CHASE 3.702 5/30	0.00
JPMORGAN CHASE 4.493 3/31	0.00
KEYCORP 4.789 6/33	0.00
KINDER MORGAN 5.45 8/52	0.00
MICROSOFT CORP 3.4 9/26	0.00
MONDELEZ INT I 2.625 3/27	0.00
MONTEFIORE OB 5.246 11/48	0.00
ORACLE CORP 5.8 11/25	0.00
PACIFICORP 4.1 2/42	0.00
RIO TINTO ALCAN 7.25 3/31	0.00
RTX CORP 4.8 12/43	0.00
SASKATCHEWAN CD 3.25 6/27	0.00
SHARP HEALTHCAR 2.68 8/50	0.00
SNAP-ON INC 4.1 3/48	0.00
SOUTHERN CAL GA 3.75 9/42	0.00
STARBUCKS CORP 3.35 3/50	0.00
TEXAS INSTRUME 1.125 9/26	0.00
VALERO ENERGY 6.625 6/37	0.00
VIRGINIA EL&PW 2.95 11/26	0.00
WASTE MANAGEME 3.15 11/27	0.00
AFRICAN DEV BA 0.875 7/26	0.00
AHOLD FIN USA 6.875 5/29	0.00
AIR PROD & CHEM 2.05 5/30	0.00
BAT INTL FINAN 1.668 3/26	0.00
BAXTER INTL 2.272 12/28	0.00
BROADCOM INC 1.95 2/28	0.00
BROWN & BROWN 4.95 3/52	0.00
BURLINGTON NORT 6.15 5/37	0.00
CANADIAN NATL R 6.25 8/34	0.00
CHARLES SCHWAB 6.136 8/34	0.00
CON EDISON CO 4.625 12/54	0.00
DOMINION RESOURC 6.3 3/33	0.00
DUKE ENERGY CA 4.25 12/41	0.00
ENTERPRISE PROD 4.85 3/44	0.00
FEDEX CORP 4.55 4/46	0.00
FLORIDA PWR & L 5.96 4/39	0.00
FN AL1095 6 4/1/40	0.00
FN AL7276 2 8/1/30	0.00
FN CA7057 3.5 9/1/50	0.00
FN FM1695 2.5 3/1/31	0.00
FN FM6026 4 4/1/50	0.00
FN FS4047 3.5 12/1/42	0.00
FN MA3283 3 2/1/33	0.00
FN MA4403 2 8/1/36	0.00
FR QA7550 3 3/1/50	0.00
FR RA1340 3 9/1/49	0.00
FR SB8045 2.5 5/1/35	0.00
FR SB8085 2.5 1/1/36	0.00
FR SD8037 2.5 1/1/50	0.00
FR SD8100 3 10/1/50	0.00
G2 MA4721 4.5 9/20/47	0.00
G2 MA6089 3 8/20/49	0.00
G2 MA8424 3 11/20/52	0.00
GLOBAL PAY INC 2.15 1/27	0.00
GOLDMAN SACHS G 6.45 5/36	0.00
HESS CORP 7.3 8/31	0.00
HUNT INGALLS I 2.043 8/28	0.00
INGERSOLL-RND G 5.75 6/43	0.00
KELLOGG CO 4.5 4/46	0.00
MERCK & CO INC 1.7 6/27	0.00
MERCK & CO INC 1.9 12/28	0.00
OKLAHOMA GAS & E 5.4 1/33	0.00
PUBLIC STORAGE 1.5 11/26	0.00
PUGET SOUND EN 5.795 3/40	0.00
SHELL INTL FIN 3.75 9/46	0.00
TEXAS EAST TRANS 7 7/32	0.00
TOLEDO EDISON 6.15 5/37	0.00
TRANSCANADA PL 6.1 6/40	0.00
TYSON FOODS INC 5.15 8/44	0.00
UNION PAC CORP 3.35 8/46	0.00
WEYERHAEUSER CO 4 3/52	0.00
WYETH 6.5 2/34	0.00
AMERICAN HOMES 3.625 4/32	0.00
ANHEUSER-BUSCH 4.95 1/42	0.00
ANHEUSER-BUSCH 5.45 1/39	0.00
BANK OF MONTREA 5.92 9/25	0.00
BRISTOL-MYERS 4.55 2/48	0.00
CAMDEN PROP TR 3.35 11/49	0.00
CAMPBELL SOUP 2.375 4/30	0.00
CATERPILLAR FINL 4.8 1/26	0.00
CENOVUS ENERGY 5.25 6/37	0.00
CHARTER COMM 6.384 10/35	0.00
CIGNA GROUP/THE 1.25 3/26	0.00
COMCAST CORP 5.35 5/53	0.00
COMCAST CORP 5.65 6/35	0.00
CVS HEALTH COR 5.875 6/53	0.00
DOMINION ENER 5.375 11/32	0.00
DOVER CORP 5.375 10/35	0.00
EMERSON ELECTRI 2.2 12/31	0.00
ENERGY TRANSFE 5.95 10/43	0.00
ENERGY TRANSFER 4.95 6/28	0.00
EOG RESOURCES 4.375 4/30	0.00
FHMS K142 A2 3/32	0.00
FISERV INC 5.45 3/28	0.00
FISERV INC 5.625 8/33	0.00
FN BM3818 3 5/1/38	0.00
FN BM4791 4.5 6/1/46	0.00
FN FM1649 3 7/1/30	0.00
FN FM4641 2 10/1/35	0.00
G2 MA0852 3.5 3/20/43	0.00
G2 MA2601 3.5 2/20/45	0.00
G2 MA6410 3.5 1/20/50	0.00
G2 MA6660 5 5/20/50	0.00
G2 MA8097 2.5 6/20/52	0.00
G2 MA9781 6.5 7/20/54	0.00
GLOBAL PAY INC 4.95 8/27	0.00
INGERSOLL RAND 5.4 8/28	0.00
INTERCONTINENT 4.6 3/33	0.00
INTUIT INC 5.2 9/33	0.00
KENTUCKY UTIL 5.45 4/33	0.00
KEURIG DR PEPPER 3.2 5/30	0.00
KEYSPAN CORP 5.803 4/35	0.00
MICROSOFT CORP 4.5 10/40	0.00
MORGAN STANLEY 4.375 1/47	0.00
PULTE HOMES INC 6 2/35	0.00
REYNOLDS AMERIC 6.15 9/43	0.00
ROYAL BK CANADA 5.2 7/26	0.00
SALES TAX-B-RE 3.587 1/43	0.00
SOUTH CAROL E&G 5.45 2/41	0.00
STATE STREET C 5.272 8/26	0.00
SUNCOR ENERGY 3.75 3/51	0.00
SUZANO AUSTRIA 6 1/29	0.00
T-MOBILE USA INC 5.8 9/62	0.00
TOYOTA MTR COR 5.118 7/28	0.00
TRAVELERS COS 5.35 11/40	0.00
UNITED TECH CORP 4.5 6/42	0.00
UNIV OF NOTRE 3.438 2/45	0.00
VERALTO CORP 5.45 9/33	0.00
VERALTO CORP 5.5 9/26	0.00
WESTPAC BANKIN 5.405 8/33	0.00
AEP TRANSMISSION 3.8 6/49	0.00
AIR LEASE CORP 2.2 1/27	0.00
AIR LEASE CORP 3.25 10/29	0.00
ALBEMARLE CORP 5.45 12/44	0.00
AMER INTL GROUP 3.4 6/30	0.00
AMER INTL GROUP 4.2 4/28	0.00
AMERICAN EXPRES 4.2 11/25	0.00
AMERICAN TOWE 3.375 10/26	0.00
AMERICAN WATER 3.45 6/29	0.00
APPLE INC 3 11/27	0.00
APPLE INC 3.2 5/27	0.00
ASCENSION HEA 4.847 11/53	0.00
BERKSHIRE HATH 4.4 5/42	0.00
BERRY GLOBAL IN 1.65 1/27	0.00
BOEING CO 2.196 2/26	0.00
CHARLES SCHWAB 1.15 5/26	0.00
CHARLES SCHWAB 3.3 4/27	0.00
CIGNA GROUP/T 4.375 10/28	0.00
CISCO SYSTEMS 2.95 2/26	0.00
COMCAST CORP 4.6 10/38	0.00
COMMONWEALTH EDI 3.7 8/28	0.00
CONSTELLATION B 3.15 8/29	0.00
CROWN CASTLE IN 4.45 2/26	0.00
DISCOVERY COMMUN 5.2 9/47	0.00
DOMINION RES 4.9 8/41	0.00
DUKE ENERGY CA 2.95 12/26	0.00
ENTERPRISE PROD 4.85 8/42	0.00
FAIRFAX FINL H 4.625 4/30	0.00
FIRST AMERICAN 4 5/30	0.00
FLEX LTD 3.75 2/26	0.00
FN AL8271 3.5 4/1/31	0.00
FN FM3448 4 3/1/35	0.00
FN FM5497 2 12/1/35	0.00
FN MA3521 4 11/1/48	0.00
FNCI 3 10/24	0.00
FNCI 3.5 10/24	0.00
FR SD5297 6 4/1/54	0.00
FR SD8347 4.5 8/1/53	0.00
FR SD8448 6.5 7/1/54	0.00
G2 4636 4.5 2/20/40	0.00
G2 MA6284 3.5 11/20/49	0.00
G2 MA6820 3 8/20/50	0.00
G2 MA9422 5 1/20/54	0.00
GEN MOTORS FIN 5.25 3/26	0.00
GENERAL MILLS IN 3.2 2/27	0.00
GOLDMAN SACHS 4.411 4/39	0.00
GSMS 2017-GS8 A4 11/50	0.00
HUMANA INC 4.625 12/42	0.00
HYATT HOTELS 5.75 1/27	0.00
INT BK RECON&DEV 3.5 7/28	0.00
INTERCONTINENT 4.95 6/52	0.00
JBS HLD/FD/LUX 2.5 1/27	0.00
JM SMUCKER CO 6.5 11/53	0.00
KIMCO REALTY 2.8 10/26	0.00
KINDER MORGAN 5.05 2/46	0.00
KROGER CO 2.65 10/26	0.00
LEGG MASON INC 4.75 3/26	0.00
MARATHON OIL COR 5.2 6/45	0.00
MARKEL GROUP IN 4.15 9/50	0.00
MARSH & MCLENNA 4.75 3/39	0.00
MARSH & MCLENNAN 4.9 3/49	0.00
MARTIN MAR MTLS 3.5 12/27	0.00
MASS INSTIT TE 3.959 7/38	0.00
MATTEL INC 5.45 11/41	0.00
MCDONALD'S CORP 3.8 4/28	0.00
MICROSOFT CORP 4.5 6/47	0.00
MITSUB UFJ FIN 3.961 3/28	0.00
NORTHERN ST PR-M 2.9 3/50	0.00
O'REILLY AUTOMO 3.55 3/26	0.00
OMEGA HEALTHCAR 4.75 1/28	0.00
ONEOK INC 4 7/27	0.00
ONEOK INC 4.35 3/29	0.00
PARKER-HANNIFIN 3.25 6/29	0.00
PEPSICO INC 2.85 2/26	0.00
PFIZER INC 3.45 3/29	0.00
PHYSICIANS REAL 3.95 1/28	0.00
PRICELINE GROUP 3.55 3/28	0.00
PUBLIC SERV COL 4.05 9/49	0.00
REALTY INCOME 4.625 11/25	0.00
REGENCY CENTERS 2.95 9/29	0.00
SNAP-ON INC 3.25 3/27	0.00
STORE CAPITA 2.7 12/31	0.00
SUMITOMO MITS 3.352 10/27	0.00
SUMITOMO MITSU 3.944 7/28	0.00
SYSCO CORP 6.6 4/50	0.00
TEXTRON INC 4 3/26	0.00
TOYOTA MTR CRED 3.2 1/27	0.00
UBSCM 2018-C8 A3 2/51	0.00
UNITEDHEALTH G 2.875 8/29	0.00
UNITEDHEALTH GRP 4.5 4/33	0.00
VERIZON COMM I 3.875 3/52	0.00
VERIZON COMM I 5.012 8/54	0.00
VISA INC 3.15 12/25	0.00
WEC ENERGY GROU 4.75 1/26	0.00
WELLTOWER INC 4.25 4/26	0.00
WESTLAKE CHEM 5 8/46	0.00
WP CAREY INC 3.85 7/29	0.00
XLIT LTD 5.25 12/43	0.00
AIR LEASE CORP 2.1 9/28	0.00
AMERICAN TOWE 1.875 10/30	0.00
AMERICAN TOWER 2.1 6/30	0.00
AMERICAN TOWER 2.3 9/31	0.00
APACHE CORP 5.1 9/40	0.00
ASCENSION HEA 3.945 11/46	0.00
AUTOZONE INC 6.25 11/28	0.00
BAT CAPITAL CO 2.259 3/28	0.00
BBCMS 2019-C4 A5 8/52	0.00
BECTON DICKINS 3.794 5/50	0.00
BOSTON SCIENTIF 2.65 6/30	0.00
CARDINAL HEALTH 4.6 3/43	0.00
CATERPILLAR INC 4.75 5/64	0.00
CELANESE US HLD 6.7 11/33	0.00
CENTENE CORP 3 10/30	0.00
CHEVRON USA IN 1.018 8/27	0.00
COCA-COLA CO/THE 3 3/51	0.00
CON EDISON CO 4.3 12/56	0.00
CSX CORP 6.22 4/40	0.00
EBAY INC 3.65 5/51	0.00
ELECTRONIC ARTS 1.85 2/31	0.00
ENERGY TRANS 6.4 12/30	0.00
FED FARM CREDIT 1.23 7/30	0.00
FLIR SYSTEMS 2.5 8/30	0.00
FN AH5583 4.5 2/1/41	0.00
FN AL4244 4 7/1/42	0.00
FN AS3703 4 11/1/44	0.00
FN AS6102 3.5 11/1/45	0.00
FN AT0682 3 4/1/43	0.00
FN BQ6485 1.5 9/1/36	0.00
FN CA2166 4.5 8/1/48	0.00
FN CA6423 3 7/1/50	0.00
FN CA7023 2 9/1/50	0.00
FN CA7224 2 10/1/50	0.00
FN CB3627 4 5/1/52	0.00
FN CB5703 6 2/1/53	0.00
FN CB6738 5 7/1/53	0.00
FN CB7867 6.5 1/1/54	0.00
FN FM4401 2 9/1/50	0.00
FN FS5692 4.5 6/1/53	0.00
FN MA1608 3.5 10/1/33	0.00
FN MA2017 4 9/1/44	0.00
FN MA4804 4 11/1/52	0.00
FORTIVE CORP 4.3 6/46	0.00
FR SB8041 3 4/1/35	0.00
FR SD1618 5 9/1/52	0.00
FR SD1998 5 12/1/52	0.00
FR SD2927 4 9/1/52	0.00
FR SD8277 5.5 12/1/52	0.00
FR SD8287 4.5 1/1/53	0.00
FR SD8306 4.5 3/1/53	0.00
FR SD8313 4 4/1/53	0.00
FR SD8397 6.5 1/1/54	0.00
G2 5175 4.5 9/20/41	0.00
G2 MA2523 4.5 1/20/45	0.00
GEORGIA POWER 4.3 3/43	0.00
GILEAD SCIENCE 1.65 10/30	0.00
GOLDMAN SACHS 6.125 2/33	0.00
HALLIBURTON CO 4.5 11/41	0.00
HANOVER INSURANC 2.5 9/30	0.00
HESS CORP 7.125 3/33	0.00
HEWLETT-PACK CO 6 9/41	0.00
IDEX CORP 2.625 6/31	0.00
INOVA HEALTH S 4.068 5/52	0.00
JM SMUCKER CO 6.2 11/33	0.00
JOHN DEERE CAP 2.45 1/30	0.00
KAISER FOUN HO 3.002 6/51	0.00
KELLOGG CO 2.1 6/30	0.00
KEMPER 2.4 9/30	0.00
LOWE'S COS INC 3.5 4/51	0.00
LYB INT FIN II 1.25 10/25	0.00
MDC HOLDINGS I 3.966 8/61	0.00
MEAD JOHNSON NU 5.9 11/39	0.00
MIDAMERICAN ENE 5.85 9/54	0.00
MOTOROLA SOLUTIO 5.5 9/44	0.00
NEWMARKET CORP 2.7 3/31	0.00
NORFOLK SOUTHER 4.45 6/45	0.00
NORTHERN TRST C 1.95 5/30	0.00
NXP BV/NXP FDG 2.65 2/32	0.00
OHIOHEALTH 3.042 11/50	0.00
OLD REPUB INTL 3.85 6/51	0.00
ORACLE CORP 4.5 7/44	0.00
PACIFIC GAS&ELEC 3.3 8/40	0.00
PACIFIC GAS&ELEC 6.4 6/33	0.00
PIEDMONT NAT GAS 2.5 3/31	0.00
REALTY INCOME 2.7 2/32	0.00
REGENCY CENTERS 4.4 2/47	0.00
REPUBLIC SVCS 3.375 11/27	0.00
SHERWIN-WILLIAMS 4.5 6/47	0.00
STERIS PLC 3.75 3/51	0.00
WASHINGTON UNI 4.349 4/22	0.00
WASTE MANAGEMENT 4.1 3/45	0.00
WESTPAC BANKING 2.15 6/31	0.00
XYLEM INC 4.375 11/46	0.00
ZOETIS INC 4.45 8/48	0.00
AIR LEASE CORP 2.875 1/32	0.00
ALEXANDRIA REAL 4.9 12/30	0.00
AMERICAN HONDA 5.8 10/25	0.00
AMERICAN UNIV 3.672 4/49	0.00
AMERICAN WATER 4 12/46	0.00
ARCHER-DANIELS 3.75 9/47	0.00
AT&T INC 3.5 6/41	0.00
BANK NOVA SCOTI 4.5 12/25	0.00
BAT CAPITAL CORP 4.7 4/27	0.00
BELL CANADA 4.464 4/48	0.00
BHP FINANCE USA 5.25 9/26	0.00
BLOCK FINANCIA 5.25 10/25	0.00
BURLINGTON NORTH 7 12/25	0.00
CELANESE US HL 6.35 11/28	0.00
CHARLES SCHWAB 5.643 5/29	0.00
CHARLES SCHWAB 5.875 8/26	0.00
CONOCOPHIL CO 5.05 9/33	0.00
DTE ENERGY CO 4.875 6/28	0.00
DUKE ENERGY COR 5 12/25	0.00
DUKE ENERGY FLA 3.8 7/28	0.00
EATON CORP 4.35 5/28	0.00
ENERGY TRANS 6.05 12/26	0.00
FG G08867 4.5 3/1/49	0.00
FHMS K064 A2 3/27	0.00
FN AL0079 4.5 2/1/40	0.00
FN AS8405 2 11/1/31	0.00
FN BU8723 3.5 6/1/52	0.00
FN BW1502 4.5 7/1/52	0.00
FN CB4818 4 10/1/52	0.00
FN MA3496 4.5 10/1/48	0.00
FN MA4080 3.5 7/1/50	0.00
FN MA4632 3 6/1/42	0.00
FN MA4737 5 8/1/52	0.00
FN MA4779 4 10/1/42	0.00
FN MA4786 5.5 10/1/52	0.00
FN MA5041 4 6/1/38	0.00
FN MA5202 6 11/1/38	0.00
FNA 2019-M1 A2 9/28	0.00
FORTUNE BRANDS H 4.5 3/52	0.00
FR QE2363 3.5 5/1/52	0.00
FR RB5162 3 6/1/42	0.00
FR RB5166 3 7/1/42	0.00
FR RB5182 4 9/1/42	0.00
FR SB8229 4.5 5/1/38	0.00
FR SC0393 5 6/1/43	0.00
FR SD8309 6 3/1/53	0.00
FREEPORT-MC C&G 5.45 3/43	0.00
G2 4835 5 10/20/40	0.00
G2 MA5711 4.5 1/20/49	0.00
GILEAD SCIENCE 5.25 10/33	0.00
HANOVER INSURANC 4.5 4/26	0.00
HCA INC 5.5 6/33	0.00
HP INC 4.75 1/28	0.00
IDAHO POWER CO 4.2 3/48	0.00
INGERSOLL RAND 5.7 8/33	0.00
INTEGRIS BAPTI 3.875 8/50	0.00
INTERPUBLIC GRP 4.75 3/30	0.00
JBS HLD/FD/LUX 5.125 2/28	0.00
JOHN DEERE CAP 5.15 9/33	0.00
KINDER MORGAN 3.25 8/50	0.00
LENNOX INTL INC 5.5 9/28	0.00
METLIFE INC 5.375 7/33	0.00
MICROSOFT COR 3.125 11/25	0.00
MOHAWK INDUST 5.85 9/28	0.00
MOTOROLA SOLUTIO 4.6 2/28	0.00
NATIONAL FUEL G 3.95 9/27	0.00
NORTHERN ST PR-M 3.4 8/42	0.00
NORTHWELL HEA 3.979 11/46	0.00
NUTRIEN LTD 4.2 4/29	0.00
NXP BV/NXP FDG 4.3 6/29	0.00
ORACLE CORP 2.95 4/30	0.00
PACIFICORP 5.5 5/54	0.00
PEPSICO INC 3.6 8/42	0.00
PHILLIPS 66 CO 3.55 10/26	0.00
PIEDMONT HLTH 2.864 1/52	0.00
PUBLIC SERV COLO 3.6 9/42	0.00
PUBLIC SERVICE 3.65 9/42	0.00
ST JOSEPH HLTH 3.93 10/48	0.00
STEEL DYNAMICS 3.25 10/50	0.00
T-MOBILE USA I 3.875 4/30	0.00
TAMPA ELECTRIC 4.35 5/44	0.00
THERMO FISHER 5.086 8/33	0.00
UDR INC 2.1 8/32	0.00
UNITEDHEALTH GR 3.45 1/27	0.00
US BANCORP 6.787 10/27	0.00
US TREASURY N/ 4.375 5/40	0.00
VODAFONE GROUP 4.25 9/50	0.00
WEYERHAEUSER CO 4.75 5/26	0.00
AMEREN ILLINOIS 3.85 9/32	0.00
AMPHENOL CORP 2.8 2/30	0.00
AON CORP/AON GL 2.85 5/27	0.00
AUTOZONE INC 4.5 2/28	0.00
AVALONBAY COMMU 2.45 1/31	0.00
BAT CAPITAL COR 4.39 8/37	0.00
BECTON DICKINS 2.823 5/30	0.00
BOEING CO 3.1 5/26	0.00
BON SECOURS HL 3.205 6/50	0.00
CALIFORNIA BABS 7.6 11/40	0.00
CARDINAL HEALTH 3.75 9/25	0.00
CATERPILLAR FINL 1.7 1/27	0.00
CHARTER COMM O 5.375 4/38	0.00
CHILE 2.45 1/31	0.00
COREBRIDGE FIN 3.9 4/32	0.00
COTTAGE HEALT 3.304 11/49	0.00
DOMINION ENERGY 3.3 4/41	0.00
DUKE ENERGY IN 3.25 10/49	0.00
ELEVANCE HEALTH 2.55 3/31	0.00
ENTERGY CORP 2.8 6/30	0.00
FHMS K077 A1 3/28	0.00
FLORIDA POWER 3.15 10/49	0.00
FN AL6613 2.5 6/1/28	0.00
FN FM3860 4 6/1/50	0.00
FN FS1513 2 2/1/42	0.00
FN FS2535 2.5 8/1/52	0.00
FN FS2994 2.5 9/1/42	0.00
FN MA1165 3 9/1/32	0.00
FN MA3364 3.5 5/1/33	0.00
FN MA4075 2.5 7/1/35	0.00
FR QC6925 2 9/1/51	0.00
FR RA6973 2 3/1/52	0.00
FR SB0821 3 5/1/37	0.00
FR SB8070 2.5 10/1/35	0.00
FR SC0111 3 6/1/38	0.00
FR SD8219 2.5 6/1/52	0.00
FR ZT1956 4 4/1/34	0.00
G2 MA5816 3.5 3/20/49	0.00
G2 MA6997 3.5 11/20/50	0.00
GEORGE WASHINGTO 4.3 9/44	0.00
GEORGETOWN UNI 4.315 4/49	0.00
HOME DEPOT INC 2.5 4/27	0.00
IL ST TXB-PENSIO 5.1 6/33	0.00
JACKSON FIN INC 4 11/51	0.00
MAGNA INTL INC 2.45 6/30	0.00
MCDONALD'S CORP 5.7 2/39	0.00
N TX HWY-TXB-B 6.718 1/49	0.00
NASDAQ INC 2.5 12/40	0.00
NNN REIT 3.5 4/51	0.00
NXP BV/NXP FDG 3.25 5/41	0.00
PACIFIC GAS&ELE 4.55 7/30	0.00
PFIZER INC 4.125 12/46	0.00
PFIZER INC 4.3 6/43	0.00
PG&E ENERGY RE 2.822 7/46	0.00
PRUDENTIAL FIN 4.418 3/48	0.00
REGAL REXNORD 6.4 4/33	0.00
REPUBLIC SVCS 3.05 3/50	0.00
REVVITY INC 3.625 3/51	0.00
T-MOBILE USA IN 3.4 10/52	0.00
URUGUAY 4.125 11/45	0.00
VIRGINIA EL&PWR 4.6 12/48	0.00
ADVOCATE HEALT 2.211 6/30	0.00
BAXTER INTL 3.132 12/51	0.00
BOEING CO 3.625 3/48	0.00
BOOZ ALLEN & HA 5.95 8/33	0.00
BOSTON PROP LP 6.5 1/34	0.00
CAN NATURAL RES 7.2 1/32	0.00
CBRE SERVICES I 5.95 8/34	0.00
CENTENE CORP 2.5 3/31	0.00
COMMONWEALTH EDI 4 3/48	0.00
COMMONWEALTH EDI 4 3/49	0.00
CONOCOPHIL CO 5.7 9/63	0.00
CORNING INC 5.85 11/68	0.00
CVS HEALTH COR 4.125 4/40	0.00
DARDEN RESTAURA 4.55 2/48	0.00
DOLLAR TREE 3.375 12/51	0.00
DUKE UNIVERSI 2.832 10/55	0.00
ECOLAB INC 2.125 2/32	0.00
ENERGY TRANSFER 6.25 4/49	0.00
FHMS K-1513 A3 8/34	0.00
FN AA7681 4.5 6/1/39	0.00
FN AB4044 3.5 12/1/41	0.00
FN BM5968 4.5 5/1/49	0.00
FN BR2231 2 8/1/51	0.00
FN BU8781 2 4/1/37	0.00
FN FM4272 3 9/1/35	0.00
FN MA2018 3.5 9/1/34	0.00
FN MA4363 1.5 6/1/41	0.00
FN MA4561 1.5 3/1/52	0.00
FN MA4566 1.5 3/1/37	0.00
FN MA4640 3.5 6/1/37	0.00
FR QC6815 2 9/1/51	0.00
FR SB0199 3 4/1/33	0.00
FR SB8132 2 12/1/36	0.00
FR SD8047 4.5 2/1/50	0.00
FR SD8165 1.5 9/1/51	0.00
FR ZA2457 3 5/1/37	0.00
FR ZS4594 4 12/1/44	0.00
FR ZS8598 3 2/1/31	0.00
FR ZS8687 3.5 2/1/33	0.00
G2 4833 4 10/20/40	0.00
G2 MA0153 3 6/20/42	0.00
G2 MA6823 4.5 8/20/50	0.00
G2 MA7472 2.5 7/20/51	0.00
GENUINE PARTS C 2.75 2/32	0.00
HACKENSACK MER 2.875 9/50	0.00
JBS HLD/FD/LUX 3 5/32	0.00
JM SMUCKER CO 6.5 11/43	0.00
JOHNS HOPKINS 2.813 1/60	0.00
LAM RESEARCH 2.875 6/50	0.00
MERCK & CO INC 2.15 12/31	0.00
MICRON TECH 5.875 9/33	0.00
MISS POWER CO 4.25 3/42	0.00
MPLX LP 4.7 4/48	0.00
NATL GRID PLC 5.809 6/33	0.00
NEVADA POWER C 3.125 8/50	0.00
O'REILLY AUTOMO 1.75 3/31	0.00
ONEOK PARTNERS 6.2 9/43	0.00
PEPSICO INC 3.5 3/40	0.00
PHILLIPS 66 2.15 12/30	0.00
PILGRIM'S PRIDE 6.25 7/33	0.00
PUGET SOUND EN 2.893 9/51	0.00
PULTEGROUP INC 5 1/27	0.00
QUEST DIAGNOSTIC 4.2 6/29	0.00
S&P GLOBAL INC 5.25 9/33	0.00
SEATTLE CHLD 2.719 10/50	0.00
SOUTHERN CAL GA 3.95 2/50	0.00
SOUTHERN CO 5.7 3/34	0.00
SOUTHERN GAS 3.15 9/51	0.00
STATE STREET C 2.623 2/33	0.00
STORE CAPITA 2.75 11/30	0.00
SWEDISH EXP CRED 0 5/37	0.00
WELLS FARGO CO 7.95 11/29	0.00
ABBOTT LABS 3.875 9/25	0.00
AMERICAN HONDA 5.25 7/26	0.00
AMERICAN HONDA F 4.7 1/28	0.00
AMERICAN TOWER 5.8 11/28	0.00
APPLE INC 4.3 5/33	0.00
APPLE INC 4.421 5/26	0.00
AVANGRID INC 3.8 6/29	0.00
AXIS SPECLTY FIN 3.9 7/29	0.00
AXIS SPECLTY FIN 4 12/27	0.00
BIO-RAD LABS 3.3 3/27	0.00
BLACK HILLS COR 3.15 1/27	0.00
BOEING CO 2.8 3/27	0.00
BRISTOL-MYERS 2.35 11/40	0.00
BURLINGTON NORTH 4.9 4/44	0.00
CENTERPOINT ENER 3.7 9/49	0.00
CHUBB INA HLDGS 3.35 5/26	0.00
CITIGROUP INC 4.75 5/46	0.00
CME GROUP INC 3.75 6/28	0.00
COMCAST CORP 4.8 5/33	0.00
CONCENTRIX CORP 6.65 8/26	0.00
CVS HEALTH CORP 3.75 4/30	0.00
DEVON ENERGY 5.25 10/27	0.00
DOLLAR GENERAL 5.45 7/33	0.00
DUKE ENERGY COR 4.3 3/28	0.00
EBAY INC 2.7 3/30	0.00
ESTEE LAUDER C 4.375 5/28	0.00
ESTEE LAUDER CO 3.15 3/27	0.00
EVERSOURCE ENE 5.125 5/33	0.00
FEDEX CORP 4.75 11/45	0.00
FIDELITY NATION 1.15 3/26	0.00
FLORIDA POWER & 4.8 5/33	0.00
FN AB5369 3.5 6/1/42	0.00
FN AJ7717 3 12/1/26	0.00
FN AS4992 3.5 5/1/45	0.00
FN AS9403 3.5 4/1/47	0.00
FN CB0313 1.5 4/1/36	0.00
FN FM3123 2.5 3/1/38	0.00
FN FM9043 4 2/1/49	0.00
FNA 2019-M7 A2 4/29	0.00
FNA 2020-M1 A1 10/29	0.00
FR ZS4735 3.5 9/1/47	0.00
FR ZS4777 3.5 7/1/48	0.00
G2 5233 4 11/20/41	0.00
G2 MA6869 4.5 9/20/50	0.00
GEN MOTORS FIN 5.85 4/30	0.00
HCA INC 5.2 6/28	0.00
INTERAMER DEV BK 2 6/26	0.00
INTUIT INC 5.25 9/26	0.00
KENVUE INC 5.35 3/26	0.00
KINDER MORGAN 3.6 2/51	0.00
KRAFT HEINZ FOOD 5.5 6/50	0.00
MARATHON OIL COR 4.4 7/27	0.00
MARRIOTT INTL 5.55 10/28	0.00
MASTERCARD INC 3.3 3/27	0.00
MERCK & CO INC 4.9 5/44	0.00
MPLX LP 1.75 3/26	0.00
MT SINAI HOSP 3.981 7/48	0.00
NORTHROP GRUMMAN 3.2 2/27	0.00
OMEGA HEALTHCARE 4.5 4/27	0.00
PACIFIC GAS&ELEC 6.1 1/29	0.00
PEACEHEALTH O 1.375 11/25	0.00
PEPSICO INC 2.375 10/26	0.00
PROLOGIS LP 4.875 6/28	0.00
PUBLIC SERVIC 5.875 10/28	0.00
RENAISSANCERE 5.75 6/33	0.00
ROPER TECHNOLOG 3.8 12/26	0.00
ROSS STORES IN 0.875 4/26	0.00
SCHLUMBERGER 1.4 9/25	0.00
SIMON PROP GP 3.375 12/27	0.00
SIMON PROP GP L 1.75 2/28	0.00
SONOCO PRODUCTS 2.25 2/27	0.00
SOUTHERN CO 5.2 6/33	0.00
SYSCO CORP 3.3 2/50	0.00
TARGA RES PRTNRS 6.5 7/27	0.00
TARGA RESOURCES 4.2 2/33	0.00
TOYOTA MTR CRED 4.45 5/26	0.00
TRACTOR SUPPLY 5.25 5/33	0.00
VERALTO CORP 5.35 9/28	0.00
VISA INC 2.05 4/30	0.00
WALMART INC 3.9 4/28	0.00
WEYERHAEUSER CO 4 4/30	0.00
WILLIS NORTH AM 5.35 5/33	0.00
XCEL ENERGY INC 5.45 8/33	0.00
ZIMMER HLDGS 4.45 8/45	0.00
BAT CAPITAL CO 3.557 8/27	0.00
BAY AREA TOLL- 7.043 4/50	0.00
BOARDWALK PIPELI 3.4 2/31	0.00
BROADSTONE NET L 2.6 9/31	0.00
CAN IMPERIAL B 5.615 7/26	0.00
CANADIAN PACIFIC 4 6/28	0.00
CON EDISON CO 3 12/60	0.00
CROWN CASTLE IN 4.15 7/50	0.00
CSX CORP 4.75 11/48	0.00
EMORY UNIVERSI 2.143 9/30	0.00
FG C09019 3 12/1/42	0.00
FG C91927 3 5/1/37	0.00
FN AS4783 3.5 4/1/45	0.00
FN AS7712 3 8/1/31	0.00
FN BM4798 5.5 7/1/41	0.00
FN BQ5781 1.5 11/1/35	0.00
FN FM3592 2.5 1/1/33	0.00
FN FM5993 2.5 2/1/51	0.00
FN FM6774 2.5 2/1/37	0.00
FN FM8672 4 11/1/46	0.00
FN MA2873 3.5 1/1/37	0.00
FR RB5078 2.5 10/1/40	0.00
FR SB8002 3 8/1/34	0.00
FR SD8129 2.5 2/1/51	0.00
FR ZS7891 3 10/1/32	0.00
GLOBAL PAY INC 5.3 8/29	0.00
INTERSTATE P&L 2.3 6/30	0.00
MCCORMICK 1.85 2/31	0.00
NUCOR CORP 3.95 5/28	0.00
PUBLIC STORAGE 2.25 11/31	0.00
RICE UNIVERSIT 3.574 5/45	0.00
SIMON PROP GP L 2.65 7/30	0.00
SOUTHWEST GAS 4.15 6/49	0.00
TELUS CORP 3.7 9/27	0.00
TEXAS INSTRUMEN 2.9 11/27	0.00
UNION PAC CORP 4.1 9/67	0.00
UNUM GROUP 4.5 12/49	0.00
VENTAS REALTY 4.375 2/45	0.00
VENTAS REALTY LP 3 1/30	0.00
WASHINGTON GAS 3.796 9/46	0.00
WASTE MANAGEMEN 2.5 11/50	0.00
WASTE MANAGEMEN 4.15 7/49	0.00
ALABAMA POWER 3.125 7/51	0.00
APACHE CORP 6 1/37	0.00
ATMOS ENERGY CO 5.9 11/33	0.00
ATMOS ENERGY CO 6.2 11/53	0.00
AUTOZONE INC 6.55 11/33	0.00
BALTIMORE GAS 5.4 6/53	0.00
BANK OF MONTRE 5.203 2/28	0.00
BROOKFIELD CAP 6.087 6/33	0.00
CALIFORNIA ST 2.975 11/51	0.00
CNH INDUSTRIAL 5.5 1/29	0.00
COMMONSPIRIT 6.073 11/27	0.00
CSX CORP 5.2 11/33	0.00
DARDEN RESTAURA 6.3 10/33	0.00
DOMINION ENERG 6.25 10/53	0.00
DUKE ENERGY COR 5.75 9/33	0.00
EBAY INC 6.3 11/32	0.00
ENERGY TRANS 6.1 12/28	0.00
ESSENTIAL UTIL 3.351 4/50	0.00
EXTRA SPACE STOR 5.5 7/30	0.00
FLORIDA POWER 4.625 5/30	0.00
FN 990906 5.5 10/1/35	0.00
FN AL9867 3 2/1/32	0.00
FN BH1130 3.5 4/1/32	0.00
FN FM4167 4.5 9/1/49	0.00
FN FM4380 2 10/1/35	0.00
FN FM7141 4 2/1/47	0.00
FN MA0949 3.5 1/1/32	0.00
FN MA1044 3 4/1/42	0.00
FN MA3880 4 11/1/39	0.00
FN MA4021 3.5 5/1/50	0.00
FR SB0093 2.5 12/1/31	0.00
FR SB0301 2.5 4/1/35	0.00
FR SD8083 2.5 8/1/50	0.00
FR ZS7942 3 2/1/33	0.00
G2 4923 4.5 1/20/41	0.00
G2 MA5330 4 7/20/48	0.00
G2 MA5466 4 9/20/48	0.00
G2 MA6658 4 5/20/50	0.00
GENERAL MILLS I 5.5 10/28	0.00
HEICO CORP 5.25 8/28	0.00
HOME DEPOT INC 3.5 9/56	0.00
HP ENTERPRISE 5.25 7/28	0.00
INVITATION HOME 5.45 8/30	0.00
JACOBS ENGIN GR 6.35 8/28	0.00
KIMCO REALTY 6.4 3/34	0.00
LASMO (USA) INC 7.3 11/27	0.00
LYB INT FIN II 5.625 5/33	0.00
MARATHON PETRO 6.5 3/41	0.00
MARSH & MCLENNAN 5.4 9/33	0.00
MARVELL TECH IN 5.75 2/29	0.00
MARVELL TECH IN 5.95 9/33	0.00
MCCORMICK 4.95 4/33	0.00
MCKESSON CORP 5.1 7/33	0.00
MICRON TECH 5.375 4/28	0.00
NATL GRID PLC 5.602 6/28	0.00
NEVADA POWER CO 6 3/54	0.00
NISOURCE INC 5.25 3/28	0.00
NNN REIT 5.6 10/33	0.00
NORDSON CORP 5.8 9/33	0.00
OCCIDENTAL PET 6.375 9/28	0.00
OVINTIV INC 6.25 7/33	0.00
PATTERSON-UTI 7.15 10/33	0.00
PHILIP MORRIS I 5.25 9/28	0.00
PUBLIC SERV COL 6.25 9/37	0.00
PUBLIC SERVIC 6.125 10/33	0.00
PUBLIC SERVICE 5.2 8/33	0.00
PUBLIC SERVICE 5.45 8/53	0.00
SANTANDER HOLD 6.565 6/29	0.00
SCHLUMBERGER IN 4.85 5/33	0.00
SEMPRA 5.5 8/33	0.00
SOUTHERN CAL 5.875 12/53	0.00
SOUTHERN CAL GAS 5.2 6/33	0.00
SOUTHERN CO 5.5 3/29	0.00
SOUTHERN GAS 5.75 9/33	0.00
TARGA RESOURCE 6.125 3/33	0.00
UNION PAC CORP 3.85 2/72	0.00
UNITEDHEALTH G 3.875 8/59	0.00
VERIZON COMM IN 3.55 3/51	0.00
VIRGINIA EL&PWR 5.3 8/33	0.00
WALMART INC 3.05 7/26	0.00
WALT DISNEY CO 6.4 12/35	0.00
WILLIAMS COS IN 5.65 3/33	0.00
XYLEM INC 3.25 11/26	0.00
ALTRIA GROUP INC 4.4 2/26	0.00
AMEREN ILLINOI 1.55 11/30	0.00
AMERICAN TOWER 3.65 3/27	0.00
AUTOZONE INC 5.05 7/26	0.00
AVALONBAY COMMUN 2.3 3/30	0.00
BOEING CO 2.95 2/30	0.00
BP CAP MKTS AM 3.633 4/30	0.00
BRISTOL-MYERS 1.45 11/30	0.00
CELANESE US HLDS 1.4 8/26	0.00
CENTERPOINT ENE 5.25 8/26	0.00
CHARLES SCHWAB 2 3/28	0.00
CNA FINANCIAL 3.45 8/27	0.00
CNH INDUSTRIAL 4.55 4/28	0.00
CONAGRA BRANDS 5.3 10/26	0.00
COREBRIDGE FIN 4.35 4/42	0.00
CROWN CASTLE INC 4.8 9/28	0.00
CVS HEALTH CORP 3 8/26	0.00
DOLLAR GENERAL 5.2 7/28	0.00
ECOLAB INC 3.95 12/47	0.00
EDISON INTL 5.25 11/28	0.00
EIDP 4.5 5/26	0.00
EIDP 4.8 5/33	0.00
EMERA US FINANC 3.55 6/26	0.00
EMERSON ELECTRI 1.8 10/27	0.00
ENTERGY LA LLC 1.6 12/30	0.00
EQUIFAX INC 5.1 6/28	0.00
FEDEX CORP 4.25 5/30	0.00
FEDEX CORP 4.4 1/47	0.00
FHMS K101 A2 10/29	0.00
FN BM3364 2.5 1/1/32	0.00
FN BN7664 4 7/1/49	0.00
FN CA1560 4.5 4/1/48	0.00
FN FS0827 2.5 4/1/36	0.00
FREEPORT-MCMORAN 5 9/27	0.00
G2 MA7054 3.5 12/20/50	0.00
GENERAL DYNAMIC 4.25 4/40	0.00
GENERAL MILLS 2.875 4/30	0.00
GOLDMAN SACHS 3.814 4/29	0.00
HALLIBURTON CO 5 11/45	0.00
HCA INC 4.375 3/42	0.00
INTERCONTINENT 4.25 9/48	0.00
JABIL INC 3.95 1/28	0.00
JBS HLD/FD/LUX 3 2/29	0.00
JOHN DEERE CAP 4.75 6/26	0.00
JOHN DEERE CAP 5.15 9/26	0.00
LAZARD GROUP LLC 4.5 9/28	0.00
LYONDELLBASELL 4.625 2/55	0.00
MARRIOTT INTL 5.45 9/26	0.00
MASTERCARD INC 3.85 3/50	0.00
MCDONALD'S CORP 4.8 8/28	0.00
MOHAWK INDUST 3.625 5/30	0.00
MOSAIC CO 4.875 11/41	0.00
MPLX LP 4.9 4/58	0.00
NOVARTIS CAPITAL 3.7 9/42	0.00
NUCOR CORP 4.3 5/27	0.00
NY & PRES HOSP 4.024 8/45	0.00
OCCIDENTAL PETE 5.5 12/25	0.00
OHIO ST UNIV-A-T 4.8 6/11	0.00
ONCOR ELECTRIC D 4.3 5/28	0.00
ORACLE CORP 2.875 3/31	0.00
PACCAR FINL CORP 2 2/27	0.00
PATTERSON-UTI 3.95 2/28	0.00
PEACEHEALTH O 3.218 11/50	0.00
PHILLIPS 66 4.9 10/46	0.00
PROLOGIS LP 1.75 2/31	0.00
REALTY INCOME 3.2 2/31	0.00
RPM INTL INC 3.75 3/27	0.00
S&P GLOBAL INC 1.25 8/30	0.00
SAN DIEGO G & E 4.1 6/49	0.00
SOUTHERN CO 3.7 4/30	0.00
TJX COS INC 1.15 5/28	0.00
TOTAL CAP INTL 3.455 2/29	0.00
TOYOTA MTR COR 5.275 7/26	0.00
TOYOTA MTR CRED 5.6 9/25	0.00
TRANE TECH GLOB 3.75 8/28	0.00
TX ST PRIV AC 3.922 12/49	0.00
TYSON FOODS IN 4.875 8/34	0.00
UNION PAC CORP 4.95 5/53	0.00
UPMC 5.035 5/33	0.00
VENTAS REALTY 4.875 4/49	0.00
VODAFONE GROUP 5.25 5/48	0.00
WALMART INC 3.95 6/38	0.00
WEC ENERGY GROUP 5.6 9/26	0.00
WELLS FARGO CO 3 10/26	0.00
WFCM 2017-C41 A4 11/50	0.00
XCEL ENERGY INC 2.6 12/29	0.00
AMERICAN TOWER 3.7 10/49	0.00
FN AJ5335 3 11/1/26	0.00
FN AL3802 3 2/1/28	0.00
FN BM1231 3.5 11/1/31	0.00
FN CA3514 4.5 5/1/49	0.00
FN FM1564 5 7/1/49	0.00
FN MA4016 2.5 5/1/40	0.00
FNA 2018-M13 A2 9/30	0.00
FR ZS4613 3 5/1/45	0.00
G2 5199 3.5 10/20/26	0.00
G2 MA4002 2.5 10/20/46	0.00
G2 MA4777 3 10/20/47	0.00
UNITEDHEALTH GR 3.05 5/41	0.00
US TREASURY N/B 3 2/47	0.00
ALPHABET INC 2.25 8/60	0.00
AM AIRLN 14-1 A 3.7 10/26	0.00
AM AIRLN 15-1 3.375 5/27	0.00
AMAZON.COM INC 2.7 6/60	0.00
ENBRIDGE INC 5.5 12/46	0.00
EUROPEAN INVT 0.375 12/25	0.00
FN 890698 2 10/1/30	0.00
FN 890884 4 4/1/34	0.00
FN AB4086 3 12/1/26	0.00
FN AL1869 3 6/1/27	0.00
FN FM3098 3.5 8/1/30	0.00
FN FM3387 3.5 3/1/35	0.00
FN MA3851 4.5 11/1/49	0.00
FN MA3931 3 2/1/35	0.00
FR RB5043 2.5 4/1/40	0.00
FR ZA2372 3.5 3/1/35	0.00
FR ZK4452 2.5 9/1/27	0.00
FR ZS4642 3.5 12/1/45	0.00
SHIRE ACQ INV IE 3.2 9/26	0.00
FED HOME LN BANK 1 3/26	0.00
FN AJ7715 3 12/1/26	0.00
FR ZS8682 3 1/1/33	0.00
MEMORIAL SLOAN 4.125 7/52	0.00
CENOVUS ENERGY 6.75 11/39	0.00
FR ZT1998 4 7/1/29	0.00
SECLEND	0.00
FNCL 3 10/24	-0.00
FNCL 2.5 10/24	-0.01
Net Current Assets	-1.43

% Portfolio Weight is calculated using the closing market price of each security from the prior business day.

Holdings are subject to change. The holdings listed should not be considered recommendations to buy or sell a security.

Asset Allocation

Stats & Risks

Performance Metrics

Overall Morningstar Rating

MORNINGSTAR CATEGORY Intermediate Core Bond

Morningstar Rating™ as of 08/31/24. Overall rating for the Intermediate Core Bond. Fund ratings are out of 5 Stars: Overall 3 Stars (413 funds rated); 3 Yrs. 3 Stars (413 funds rated).
The Morningstar Rating™ for funds, or "star rating", is calculated for managed products with at least a 3-year history. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. Managed products; including open-end mutual funds, closed-end funds and exchange-traded funds; are considered a single population for comparative purposes. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its 3-, 5-,and 10-year (if applicable) Morningstar Rating metrics. © Morningstar, Inc. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete, or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.

Lipper Rankings

1 Year
366 out of 521
3 Year
234 out of 482

LIPPER CLASSIFICATION Core Bond Funds

Lipper Category returns and rankings as of 08/31/24, are calculated by Lipper Inc., a Reuters Company, which is a nationally recognized organization that compares the performance of mutual funds with similar investment objectives. The Category returns represent the average performance of included funds, while rankings compare an individual fund's returns to those of the other funds in its category. Both are based on total return performance, with capital gains and dividends reinvested, with annual operating expenses deducted, but without including front or back-end sales charges. Rankings begin with the actual share class inception. Rankings are relative to a peer group and do not necessarily mean that the fund had high total returns. Rankings do not reflect sales loads

Main Risks

ETFs trade like stocks, are subject to investment risk, including possible loss of principal.
Bonds are subject to interest-rate, credit, liquidity, call and market risks, to varying degrees. Generally, all other factors being equal, bond prices are inversely related to interest-rate changes and rate increases can cause price declines.
Mortgage-backed securities: Ginnie Maes and other securities backed by the full faith and credit of the United States are guaranteed only as to the timely payment of interest and principal when held to maturity. The market prices for such securities are not guaranteed and will fluctuate. Privately issued mortgage related securities also are subject to credit risks associated with the underlying mortgage properties. These securities may be more volatile and less liquid than more traditional, government backed debt securities.
High yield bonds involve increased credit and liquidity risk than higher rated bonds and are considered speculative in terms of the issuer's ability to pay interest and repay principal on a timely basis.
Investing in foreign denominated and/or domiciled securities involves special risks, including changes in currency exchange rates, political, economic, and social instability, limited company information, differing auditing and legal standards, and less market liquidity. These risks generally are greater with emerging market countries.
The fund may, but is not required to, use derivative instruments, such as options, futures, options on futures, forward contracts, swap agreements and other credit derivatives. A small investment in derivatives could have a potentially large impact on the fund's performance. The use of derivatives involves risks different from, or possibly greater than, the risks associated with investing directly in the underlying assets.
Please refer to the prospectus for a more complete discussion of the fund's main risks.
The BNY Mellon ETFs are not sponsored, endorsed, sold or promoted by Morningstar, Inc. or Bloomberg Index Services Limited (together the index provider) and have been licensed for use for certain purposes by BNY Mellon. The index provider makes no representation regarding the advisability of investing in BNY Mellon ETFs. The index provider determines the composition of the index and relative weightings of the securities in the index, which is subject to change by the index provider.

Risk Metrics

As of 08/31/24 3-Year Trailing	Standard Deviation	Alpha	Beta	R-Squared	Sharpe Ratio
BKAG	7.59	-0.07	1.00	99.99	-0.75

All risk metrics are provided by Morningstar. The index used in the calculations are determined by Morningstar which may not be the funds primary benchmark. The index Morningstar used for this analysis is Bloomberg U.S. Aggregate Bond Index.

Standard Deviation - Standard deviation is a statistical measure of the degree to which an individual portfolio return tends to vary from the mean, based on the entire population. The greater the degree of dispersion, the greater the degree of risk. In mutual funds, the standard deviation tells us how much the return on the fund is deviating from the expected normal returns.

Alpha - Alpha is a measure of a security's or portfolio's excess return.

Beta - Beta is a measure of a security’s or portfolio’s volatility, or systematic risk.

R-Squared - R-squared is a statistical measure that represents the percentage of a fund’s or security’s movements that are explained by movements in a benchmark index.

Sharpe Ratio - Sharpe ratio is a risk-adjusted measure that measures reward per unit of risk. The higher the Sharpe ratio, the better.

Distributions

Dividend Schedule

Declared

Monthly

Distributed

Monthly

Paid

Monthly

Fiscal Year End

Oct 31

(Values Listed In $)EX DATE	RECORD DATE	PAYABLE DATE	DIVIDEND INCOME	SHORT-TERM CAPITAL GAIN	LONG-TERM CAPITAL GAIN	RETURN OF CAPITAL	TOTAL DISTRIBUTION
09/03/24	09/03/24	09/06/24	0.1537	0.0000	0.0000	0.0000	0.1537

(Values Listed In $)EX DATE	RECORD DATE	PAYABLE DATE	DIVIDEND INCOME	SHORT-TERM CAPITAL GAIN	LONG-TERM CAPITAL GAIN	RETURN OF CAPITAL	TOTAL DISTRIBUTION
08/01/24	08/01/24	08/06/24	0.1546	0.0000	0.0000	0.0000	0.1546
07/01/24	07/01/24	07/05/24	0.1357	0.0000	0.0000	0.0000	0.1357
06/03/24	06/03/24	06/06/24	0.1510	0.0000	0.0000	0.0000	0.1510
05/01/24	05/02/24	05/07/24	0.1448	0.0000	0.0000	0.0000	0.1448
04/01/24	04/02/24	04/05/24	0.1479	0.0000	0.0000	0.0000	0.1479
03/01/24	03/04/24	03/07/24	0.1387	0.0000	0.0000	0.0000	0.1387
02/01/24	02/02/24	02/07/24	0.1458	0.0000	0.0000	0.0000	0.1458
12/27/23	12/28/23	01/03/24	0.0878	0.0000	0.0000	0.0000	0.0878
12/01/23	12/04/23	12/07/23	0.1311	0.0000	0.0000	0.0000	0.1311
11/01/23	11/02/23	11/07/23	0.1370	0.0000	0.0000	0.0000	0.1370
10/02/23	10/03/23	10/06/23	0.1189	0.0000	0.0000	0.0000	0.1189
09/01/23	09/05/23	09/08/23	0.1257	0.0000	0.0000	0.0000	0.1257
08/01/23	08/02/23	08/07/23	0.1189	0.0000	0.0000	0.0000	0.1189
07/03/23	07/05/23	07/10/23	0.1180	0.0000	0.0000	0.0000	0.1180
06/01/23	06/02/23	06/07/23	0.1295	0.0000	0.0000	0.0000	0.1295
05/01/23	05/02/23	05/05/23	0.1066	0.0000	0.0000	0.0000	0.1066
04/03/23	04/04/23	04/10/23	0.1171	0.0000	0.0000	0.0000	0.1171
03/01/23	03/02/23	03/07/23	0.1102	0.0000	0.0000	0.0000	0.1102
02/01/23	02/02/23	02/07/23	0.1147	0.0000	0.0000	0.0000	0.1147
12/28/22	12/29/22	01/04/23	0.1093	0.0000	0.0000	0.0000	0.1093
12/01/22	12/02/22	12/07/22	0.1031	0.0000	0.0000	0.0000	0.1031
11/01/22	11/02/22	11/07/22	0.1019	0.0000	0.0000	0.0000	0.1019
10/03/22	10/04/22	10/07/22	0.0967	0.0000	0.0000	0.0000	0.0967
09/01/22	09/02/22	09/08/22	0.0941	0.0000	0.0000	0.0000	0.0941
08/01/22	08/02/22	08/05/22	0.0834	0.0000	0.0000	0.0000	0.0834
07/01/22	07/05/22	07/08/22	0.0845	0.0000	0.0000	0.0000	0.0845
06/01/22	06/02/22	06/07/22	0.0862	0.0000	0.0000	0.0000	0.0862
05/02/22	05/03/22	05/06/22	0.0742	0.0000	0.0000	0.0000	0.0742
04/01/22	04/04/22	04/07/22	0.0695	0.0000	0.0000	0.0000	0.0695
03/01/22	03/02/22	03/07/22	0.0631	0.0000	0.0000	0.0000	0.0631
02/01/22	02/02/22	02/07/22	0.0697	0.0000	0.0000	0.0000	0.0697
12/29/21	12/30/21	01/04/22	0.0637	0.0000	0.0000	0.0000	0.0637
12/01/21	12/02/21	12/07/21	0.0717	0.0000	0.0000	0.0000	0.0717
11/01/21	11/02/21	11/05/21	0.0608	0.0000	0.0000	0.0000	0.0608
10/01/21	10/04/21	10/07/21	0.0611	0.0000	0.0000	0.0000	0.0611
09/01/21	09/02/21	09/08/21	0.0605	0.0000	0.0000	0.0000	0.0605
08/02/21	08/03/21	08/06/21	0.0549	0.0000	0.0000	0.0000	0.0549
07/01/21	07/02/21	07/08/21	0.0639	0.0000	0.0000	0.0000	0.0639
06/01/21	06/02/21	06/07/21	0.0599	0.0000	0.0000	0.0000	0.0599
05/03/21	05/04/21	05/07/21	0.0562	0.0000	0.0000	0.0000	0.0562
04/01/21	04/05/21	04/08/21	0.0767	0.0000	0.0000	0.0000	0.0767
03/01/21	03/02/21	03/05/21	0.0652	0.0000	0.0000	0.0000	0.0652
02/01/21	02/02/21	02/05/21	0.0654	0.0000	0.0000	0.0000	0.0654
12/29/20	12/30/20	01/05/21	0.0705	0.0000	0.0000	0.0000	0.0705
12/01/20	12/02/20	12/07/20	0.0707	0.0000	0.0000	0.0000	0.0707
11/02/20	11/03/20	11/06/20	0.0661	0.0000	0.0000	0.0000	0.0661
10/01/20	10/02/20	10/07/20	0.0632	0.0000	0.0000	0.0000	0.0632
09/01/20	09/02/20	09/08/20	0.0766	0.0000	0.0000	0.0000	0.0766
08/03/20	08/04/20	08/07/20	0.0740	0.0000	0.0000	0.0000	0.0740
07/01/20	07/02/20	07/08/20	0.0807	0.0000	0.0000	0.0000	0.0807
06/01/20	06/02/20	06/05/20	0.0860	0.0000	0.0000	0.0000	0.0860
See all rows...

Literature

PRODUCT INFORMATION

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BNY MELLON EXCHANGE-TRADED FUNDS PRESENTATION	Download	Share
BNY Mellon ETF Profile Sheet	Download	Share

Prospectus and Reports

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Factsheet	Download	Share
Prospectus	Download	Share
Summary Prospectus	Download	Share
SAI	Download	Share
Annual Report	Download	Share
Semi Annual Report	Download	Share
1Q Fiscal Holdings	Download	Share
3Q Fiscal Holdings	Download	Share

INDEX FACTSHEET

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BLOOMBERG BARCLAYS US AGGREGATE TOTAL RETURN INDEX FACTSHEET

Investors should consider the investment objectives, risks, charges, and expenses of the fund carefully before investing. Download a prospectus, or summary prospectus, if available, that contains that and other information about the fund, and read it carefully before investing.

ETF shares are listed on an exchange, and shares are generally purchased and sold in the secondary market at market price. At times, the market price may be a premium or discount to the ETF's per share NAV. In addition, ETFs are subject to the risk that an active trading market for an ETF's shares may not develop or be maintained. Buying or selling ETF shares on an exchange may require the payment of brokerage commissions. Any applicable brokerage commissions will reduce returns.

ETFs trade like stocks, are subject to investment risk, including possible loss of principal. The risks of investing in this ETF typically reflect the risks associated with the types of instruments in which the ETF invests. Diversification cannot assure a profit or protect against loss.

The fund will issue (or redeem) fund shares to certain institutional investors known as “Authorized Participants” (typically market makers or other broker-dealers) only in large blocks of fund shares known as “Creation Units.” BNY Mellon Securities Corporation (“BNYMSC”), a subsidiary of the BNY Mellon, serves as distributor of the fund. BNYMSC does not distribute fund shares in less than Creation Units, nor does it maintain a secondary market in fund shares. BNYMSC may enter into selected agreements with Authorized Participants for the sale of Creation Units of Creation Units of fund shares.

Index returns are for illustrative purposes only. Index performance returns do not reflect any management fees, transaction costs or expenses. Indexes are unmanaged and one cannot invest directly in an index. Past performance does not guarantee future results.

This material has been distributed for informational purposes only and should not be considered as investment advice or a recommendation of any particular investment, strategy, investment manager or account arrangement and should not serve as a primary basis for investment decisions.

Please consult a legal, tax or investment professional in order to determine whether an investment product or service is appropriate for a particular situation.

Solutions for

Account Access

BNY Mellon Core Bond ETF (BKAG)

Why invest in this Fund?

Yields and Expense Ratio

Portfolio Managers

Nancy G. Rogers, CFA

Gregg A. Lee, CFA

Daily Statistics

Total Returns

Month End

Quarter End

Growth of $10,000 Investment

Historical NAV and Market Price

Historical Premium/Discount

Premium and Discount Summary Table

Premium/Discount

Prospectus Fee Table Expense Ratios

Portfolio Manager/Sub-Investment Adviser

Top Holdings

Asset Allocation

Performance Metrics

Overall Morningstar Rating

MORNINGSTAR CATEGORY Intermediate Core Bond

Lipper Rankings

LIPPER CLASSIFICATION Core Bond Funds

Main Risks

Risk Metrics

Dividend Schedule

Distributions History

Literature

PRODUCT INFORMATION

Prospectus and Reports

INDEX FACTSHEET

Solutions for

Account Access

The BNY Mellon Brokerage Account

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The quarterly economic and markets outlook from the Global Economics and Investment Analysis (GEIA) team.

BNY Mellon Core Bond ETF (BKAG)

Why invest in this Fund?

Yields and Expense Ratio

Glossary of Terms (click to view)

Portfolio Managers

Nancy G. Rogers, CFA

Gregg A. Lee, CFA

Daily Statistics

Total Returns

Month End

Quarter End

Growth of $10,000 Investment

Historical NAV and Market Price

Historical Premium/Discount

Premium and Discount Summary Table

Premium/Discount

Prospectus Fee Table Expense Ratios

Portfolio Manager/Sub-Investment Adviser

Top Holdings

Asset Allocation

Performance Metrics

Overall Morningstar Rating

MORNINGSTAR CATEGORY Intermediate Core Bond

Lipper Rankings

LIPPER CLASSIFICATION Core Bond Funds

Main Risks

Risk Metrics

Dividend Schedule

Literature

PRODUCT INFORMATION

Prospectus and Reports

INDEX FACTSHEET