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    BNY Mellon Core Bond ETF (BKAG)

    • CUSIP 09661T602
    • NAV  $ 41.86 As of  03/27/24
    • CHG  $ 0.11 (0.26 %)
    • MKT PRICE  $41.90 As of  03/27/24
    • CHG  $0.13 (0.31 %)
    • TOT EXPENSE RATIO  0.00% 

    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
    $1,733,100,844  As of  03/27/24
    NUMBER OF SHARES OUTSTANDING
    41,400,000  As of  03/27/24
    MARKET PRICE 52-WEEK HIGH
    $43.10  As of  04/05/23
    MARKET PRICE 52-WEEK LOW
    $39.26  As of  10/19/23
    AVG EFFECTIVE DURATION
    6.23 yr(s). As of  02/29/24
    WEIGHTED AVG YIELD TO MATURITY
    4.91% As of  02/29/24
    WEIGHTED AVG MATURITY
    8.61 yr(s). As of  02/29/24
    DISTRIBUTION FREQUENCY
    Monthly
    Morningstar Category
    Intermediate Core Bond
    Morningstar Overall Rating
    Number of Holdings
    4998 As of  02/29/24
    SUB-ASSET CLASS
    Taxable
    BLOOMBERG INDEX TICKER
    LBUSTRUU
    EXCHANGE
    NYSE-Arca

    Morningstar Rating™ as of February 29, 2024. Overall rating for the Intermediate Core Bond category. Fund ratings are out of 5 Stars: Overall 3 Stars (426 funds rated); 3 Yrs. 3 Stars (426 funds rated).

    Yields and Expense Ratio

    30-DAY SEC YIELD
    as of 03/27/24
     SUBSIDIZED
    UNSUBSIDIZED CURRENT YIELD
    as of  03/27/24
    CONTRACTUAL
    FEE WAIVER END DATE
    PROSPECTUS FEE TABLE EXPENSE RATIO (%)
    as of  03/01/24
    NET
    GROSS
    4.61 4.61 4.21 - 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.

     

    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

      Nancy G. Rogers, CFA

      Portfolio Manager, Mellon Investments Corporation

      Managing Fund Since 2020

      Joined Firm in 1987

      Joined Industry in 1987

    • Gregg A.   Lee

      Gregg A. Lee, CFA

      Portfolio Manager, Mellon Investments Corporation

      Managing Fund Since 2020

      Joined Firm in 1989

      Joined Industry in 1989

    Daily Statistics

    As of  03/27/24 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% 78,351 87,541 0.08% -0.79%

    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 
    MARKET PRICE
    Average Annual
    As of 02/29/24
    Name 3 MO
    02/29/24
    YTD
    02/29/24
    1 YR 3 YRS 5 YRS 10 YRS Since Inception
    BNY Mellon Core Bond ETF
    BKAG
    1.97 -1.71 3.30 -3.17 - - -2.44
    Bloomberg U.S. Aggregate Bond Index
    2.08 -1.68 3.33 -3.16 0.56 1.43 -
    MARKET PRICE
    Average Annual
    As of 12/31/23
    Name 3 MO
    12/31/23
    YTD
    12/31/23
    1 YR 3 YRS 5 YRS 10 YRS Since Inception
    BNY Mellon Core Bond ETF
    BKAG
    6.70 5.67 5.67 -3.34 - - -2.09
    Bloomberg U.S. Aggregate Bond Index
    6.82 5.53 5.53 -3.31 1.10 1.81 -

    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

      Historical Premium/Discount

      Premium and Discount Summary Table

      As of  03/27/24 Calendar Year 2023
      Days Traded at Premium
      220
      Days Traded at Discount
      33

      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

      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 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

      As of 03/28/24
      Holdings % Portfolio Weight
      DREYFUS INSTITUTIONAL PRE 2.57
      US TREASURY N/B 4.5 11/33 0.61
      US TREASURY N/ 3.875 8/33 0.48
      US TREASURY N/ 2.875 5/32 0.44
      US TREASURY N/ 0.375 1/26 0.43
      US TREASURY N/B 0.75 4/26 0.41
      US TREASURY N/B 1.5 11/28 0.41
      US TREASURY N/B 1.5 2/30 0.40
      US TREASURY N/B 2.75 4/27 0.40
      US TREASURY N 3.875 12/29 0.40
      US TREASURY N/ 0.625 8/30 0.39
      US TREASURY N 4.875 11/25 0.39
      US TREASURY N/ 1.875 2/32 0.39
      US TREASURY N/ 4.125 8/53 0.38
      US TREASURY N 1.375 11/31 0.38
      US TREASURY N/ 3.375 5/33 0.38
      US TREASURY N/B 3.5 1/30 0.37
      US TREASURY N/ 2.625 5/27 0.37
      US TREASURY N/ 0.625 5/30 0.36
      US TREASURY N/ 2.875 4/29 0.36
      US TREASURY N 4.375 11/28 0.36
      US TREASURY N/B 0.75 1/28 0.35
      US TREASURY N/B 3.5 2/33 0.35
      US TREASURY N/B 4 2/30 0.35
      US TREASURY N/B 1.25 8/31 0.35
      US TREASURY N/B 5 10/25 0.35
      US TREASURY N/ 3.625 3/28 0.34
      US TREASURY N 1.125 10/26 0.34
      US TREASURY N 0.875 11/30 0.34
      US TREASURY N 3.125 11/28 0.33
      US TREASURY N/ 3.875 4/25 0.33
      US TREASURY N/B 0.75 5/26 0.33
      US TREASURY N/ 3.875 1/26 0.32
      US TREASURY N/ 2.375 5/27 0.32
      US TREASURY N/ 3.125 8/29 0.32
      US TREASURY N/B 2.75 2/28 0.32
      US TREASURY N/ 0.625 7/26 0.31
      US TREASURY N/ 2.875 6/25 0.31
      US TREASURY N/ 2.125 5/25 0.31
      US TREASURY N/ 3.625 3/30 0.31
      US TREASURY N/ 4.375 8/26 0.31
      US TREASURY N/ 4.375 8/28 0.31
      US TREASURY N/ 3.625 5/53 0.31
      US TREASURY N/ 3.625 2/53 0.31
      US TREASURY N/B 4 11/42 0.31
      US TREASURY N/B 2.75 8/32 0.31
      US TREASURY N/ 4.125 7/28 0.31
      US TREASURY N/B 2.5 5/46 0.31
      US TREASURY N/ 1.625 2/26 0.31
      US TREASURY N/B 2.75 5/25 0.30
      US TREASURY N/ 4.625 6/25 0.30
      US TREASURY N/B 0.5 10/27 0.30
      US TREASURY N/B 2.75 7/27 0.30
      US TREASURY N/ 2.375 5/29 0.30
      US TREASURY N/B 1.25 5/28 0.30
      US TREASURY N/ 3.625 5/26 0.29
      US TREASURY N 2.375 11/49 0.29
      US TREASURY N/B 3.25 6/27 0.28
      FN MA4466 2.5 11/1/51 0.27
      US TREASURY N/ 3.875 2/43 0.27
      US TREASURY N/ 1.875 2/41 0.27
      US TREASURY N/ 1.125 2/28 0.27
      FN FS5444 2 11/1/51 0.27
      US TREASURY N/B 0.5 2/26 0.27
      US TREASURY N/ 3.375 8/42 0.27
      FR SD3345 2.5 4/1/52 0.26
      US TREASURY N/ 1.125 2/31 0.26
      US TREASURY N/B 1 7/28 0.26
      US TREASURY N/B 4 11/52 0.25
      US TREASURY N/ 2.375 2/42 0.25
      US TREASURY N 1.375 11/40 0.25
      US TREASURY N/B 0.75 3/26 0.24
      G2 MA7827 2.5 1/20/52 0.24
      FN FS5173 3 2/1/49 0.24
      US TREASURY N/B 1.5 1/27 0.24
      US TREASURY N/ 4.625 2/26 0.23
      US TREASURY N/B 4 1/29 0.23
      FN FS5180 5 9/1/52 0.23
      US TREASURY N 1.875 11/51 0.23
      US TREASURY N 4.625 10/26 0.23
      US TREASURY N/B 4.25 1/26 0.23
      US TREASURY N/B 1.75 3/25 0.23
      FR SD4398 2 2/1/51 0.22
      US TREASURY N/ 0.375 7/27 0.22
      US TREASURY N/ 1.125 5/40 0.22
      US TREASURY N/ 1.625 5/31 0.22
      FN FS6110 3 7/1/50 0.22
      G2 MA7766 2 12/20/51 0.22
      FN FS5390 2.5 5/1/51 0.22
      FN MA4916 4 2/1/53 0.22
      FR RA6913 2 2/1/52 0.22
      US TREASURY N/ 1.875 2/29 0.22
      US TREASURY N/ 1.875 2/51 0.22
      FN FS4650 4.5 7/1/52 0.22
      US TREASURY N/B 3.75 4/26 0.21
      US TREASURY N/B 4.25 5/25 0.21
      FN MA4237 2 1/1/51 0.21
      US TREASURY N 4.125 10/27 0.21
      US TREASURY N/ 4.25 12/25 0.21
      US TREASURY N/B 2.25 8/46 0.21
      US TREASURY N/ 2.625 4/25 0.21
      G2 MA7649 2.5 10/20/51 0.21
      US TREASURY N/ 1.75 11/29 0.21
      FN CB4800 4.5 10/1/52 0.20
      US TREASURY N/B 1.25 9/28 0.20
      US TREASURY N 4.125 11/32 0.20
      US TREASURY N/B 1.75 1/29 0.20
      US TREASURY N/ 4.125 2/27 0.20
      US TREASURY N/B 4 2/26 0.20
      US TREASURY N 1.375 10/28 0.20
      FN FS4660 3.5 8/1/49 0.20
      US TREASURY N/B 3.5 9/25 0.19
      US TREASURY N 1.375 12/28 0.19
      US TREASURY N/B 0.25 5/25 0.19
      US TREASURY N/ 1.375 8/50 0.19
      G2 MA6931 2.5 10/20/50 0.19
      FN FS5636 2 4/1/52 0.19
      FNCL 6.5 4/24 0.18
      FN FS5171 3 12/1/51 0.18
      US TREASURY N/B 2 8/25 0.18
      FN FS2040 2 2/1/52 0.18
      US TREASURY N/B 0.5 3/25 0.18
      FN FS4892 2 9/1/51 0.18
      US TREASURY N/ 1.25 11/26 0.17
      FNCL 6 4/24 0.17
      FN MA4437 2 10/1/51 0.17
      US TREASURY N/B 4 2/28 0.17
      G2 MA7135 2 1/20/51 0.17
      FN FS5806 2.5 2/1/52 0.17
      G2 MA5984 3 6/20/49 0.17
      FN FS5905 4 3/1/51 0.17
      QUEBEC PROVINCE 0.6 7/25 0.17
      US TREASURY N/ 3.375 5/44 0.16
      G2 MA8199 3.5 8/20/52 0.16
      US TREASURY N/ 3.75 12/30 0.16
      US TREASURY N/ 0.875 6/26 0.16
      G2 MA8647 5 2/20/53 0.16
      FN FS0496 4 6/1/49 0.16
      FR SD8121 2 1/1/51 0.16
      US TREASURY N/B 1.75 8/41 0.16
      US TREASURY N/B 3.5 1/28 0.16
      US TREASURY N/B 4.25 2/31 0.16
      US TREASURY N/B 4 2/34 0.15
      US TREASURY N 4.875 10/28 0.15
      G2 MA9306 6 11/20/53 0.15
      G2SF 6.5 4/24 0.15
      US TREASURY N 4.625 11/26 0.15
      FNCL 7 4/24 0.15
      US TREASURY N/B 0.5 6/27 0.15
      US TREASURY N/ 4.375 8/43 0.15
      US TREASURY N 4.375 12/26 0.15
      FR SD8264 3.5 11/1/52 0.14
      US TREASURY N/B 2 2/50 0.14
      US TREASURY N/B 1.25 6/28 0.14
      US TREASURY N/B 3 8/48 0.14
      US TREASURY N/B 2 8/51 0.14
      FNCL 2.5 4/24 0.14
      FN MA4306 2.5 4/1/51 0.14
      US TREASURY N 0.625 12/27 0.14
      FR ZS4704 3.5 2/1/47 0.14
      US TREASURY N 1.625 11/50 0.14
      G2 MA9241 5.5 10/20/53 0.14
      G2 MA6994 2 11/20/50 0.14
      FN CB2773 2 2/1/52 0.14
      FR RA5715 2 10/1/51 0.13
      US TREASURY N/B 3.5 4/30 0.13
      FNCL 5 4/24 0.13
      US TREASURY N 0.375 11/25 0.13
      US TREASURY N/B 4 1/27 0.13
      FN MA4333 2 5/1/41 0.13
      US TREASURY N/B 4 10/29 0.13
      US TREASURY N/B 0.75 8/26 0.13
      US TREASURY N/B 4.75 7/25 0.13
      CSAIL 2015-C3 A4 8/48 0.13
      US TREASURY N/B 2.25 2/52 0.13
      US TREASURY N/ 1.25 12/26 0.13
      US TREASURY N/ 0.625 3/27 0.12
      INT BK RECON& 1.625 11/31 0.12
      US TREASURY N/B 5 9/25 0.12
      US TREASURY N/ 2.875 5/43 0.12
      US TREASURY N/B 1.25 4/28 0.12
      FR QC3918 2.5 7/1/51 0.12
      FNCL 2 4/24 0.12
      US TREASURY N/ 2.625 2/29 0.12
      G2SF 6 4/24 0.12
      US TREASURY N/ 2.25 11/25 0.12
      US TREASURY N/B 4.25 2/29 0.12
      US TREASURY N/ 2.625 7/29 0.11
      G2 MA7590 3 9/20/51 0.11
      US TREASURY N/B 2.5 2/45 0.11
      US TREASURY N/B 3.25 6/29 0.11
      US TREASURY N/B 2.25 8/49 0.11
      G2 MA7826 2 1/20/52 0.11
      G2 MA9103 4 8/20/53 0.11
      G2SF 4.5 4/24 0.11
      US TREASURY N/ 0.375 9/27 0.11
      US TREASURY N/B 0.25 8/25 0.11
      US TREASURY N 0.625 11/27 0.11
      US TREASURY N/ 1.125 8/40 0.11
      US TREASURY N/B 3.5 4/28 0.11
      G2SF 5.5 4/24 0.10
      US TREASURY N/ 3.875 8/40 0.10
      US TREASURY N/B 4 1/31 0.10
      US TREASURY N/B 0.25 6/25 0.10
      US TREASURY N/ 4.625 3/26 0.10
      US TREASURY N/B 0.25 7/25 0.10
      FN MA4869 5.5 1/1/53 0.10
      US TREASURY N/ 0.875 9/26 0.10
      US TREASURY N/ 2.875 5/28 0.10
      US TREASURY N/B 2.25 5/41 0.10
      FN FM9192 5 6/1/50 0.10
      US TREASURY N 1.625 10/26 0.10
      US TREASURY N/B 2.25 8/27 0.09
      FREDDIE MAC 0.375 9/25 0.09
      US TREASURY N/B 0.5 8/27 0.09
      US TREASURY N/B 0.5 4/27 0.09
      FR SD2105 1.5 5/1/51 0.09
      FN MA4628 2.5 6/1/37 0.09
      MSC 2017-H1 A5 6/50 0.09
      FN FS4790 1.5 9/1/36 0.09
      US TREASURY N/B 4.25 2/54 0.09
      FED FARM CRED 4.125 12/25 0.09
      US TREASURY N/ 4.625 9/30 0.09
      US TREASURY N/ 4.125 9/27 0.09
      G2 MA6996 3 11/20/50 0.09
      FN FP0052 2 11/1/50 0.09
      US TREASURY N/ 3.625 5/28 0.09
      US TREASURY N/B 3 5/42 0.09
      US TREASURY N/ 0.25 10/25 0.09
      FN FS3265 1.5 4/1/36 0.09
      US TREASURY N/ 2.875 5/52 0.09
      INTERAMER DEV BK 4.5 5/26 0.09
      FN MA4254 1.5 2/1/51 0.09
      FN FS5380 2 5/1/51 0.09
      FR SD8279 6 11/1/52 0.09
      US TREASURY N 0.375 12/25 0.09
      FR SD8395 5.5 1/1/54 0.09
      US TREASURY N/B 2.5 2/26 0.09
      US TREASURY N/B 3 7/25 0.08
      US TREASURY N/B 0.5 5/27 0.08
      FN FS4056 2.5 7/1/36 0.08
      FN MA4624 3 6/1/52 0.08
      BANK 2019-BN18 A4 5/62 0.08
      FN MA3902 2.5 1/1/50 0.08
      G2SF 3.5 4/24 0.08
      US TREASURY N/B 0.25 9/25 0.08
      US TREASURY N/B 2.5 2/46 0.08
      US TREASURY N/ 1.625 9/26 0.08
      US TREASURY N 3.375 11/48 0.08
      G2 MA1996 4 6/20/44 0.08
      US TREASURY N/ 3.125 5/48 0.08
      FED HOME LN BANK 0.5 4/25 0.08
      G2 MA5763 4 2/20/49 0.08
      G2 MA6282 2.5 11/20/49 0.08
      US TREASURY N/B 1.25 5/50 0.08
      FN FS5871 2 7/1/51 0.08
      FN MA4520 2 1/1/42 0.08
      G2 MA5764 4.5 2/20/49 0.08
      G2 MA6038 3 7/20/49 0.08
      US TREASURY N 3.875 11/27 0.08
      US TREASURY N/ 2.875 5/25 0.08
      US TREASURY N/B 2.25 2/27 0.08
      US TREASURY N/ 1.125 8/28 0.08
      FN MA4181 1.5 11/1/50 0.07
      FN MA4236 1.5 1/1/51 0.07
      US TREASURY N/ 1.875 2/27 0.07
      US TREASURY N/ 2.375 5/51 0.07
      FANNIE MAE 0.875 8/30 0.07
      FN MA4473 1.5 11/1/41 0.07
      G2 MA5527 3.5 10/20/48 0.07
      US TREASURY N/B 6 2/26 0.07
      FR SD8361 5 9/1/53 0.07
      US TREASURY N/ 0.375 4/25 0.07
      FR QE1754 3 5/1/52 0.07
      G2SF 5 4/24 0.07
      FN FM9530 2.5 7/1/51 0.07
      US TREASURY N/B 1.25 3/28 0.07
      EURO BK RECON&DV 0.5 5/25 0.07
      FNCL 3 4/24 0.07
      G2 MA6767 3.5 7/20/50 0.07
      KFW 3.625 4/26 0.07
      FN MA5083 6.5 7/1/53 0.07
      US TREASURY N/ 2.875 8/28 0.07
      URUGUAY 4.375 10/27 0.07
      US TREASURY N/B 2 11/41 0.07
      G2 MA7937 3 3/20/52 0.07
      JPMORGAN CHAS 6.254 10/34 0.07
      FR SD8193 2 2/1/52 0.06
      US TREASURY N/ 4.25 10/25 0.06
      US TREASURY N/ 4.625 9/28 0.06
      FN MA4516 2 1/1/37 0.06
      FN FS6337 2 3/1/37 0.06
      HART 2022-C A4 10/28 0.06
      US TREASURY N/B 3.25 5/42 0.06
      US TREASURY N/B 1.5 8/26 0.06
      FN MA4511 2 1/1/52 0.06
      US TREASURY N/ 4.125 8/30 0.06
      G2SF 7 4/24 0.06
      US TREASURY N 4.875 10/30 0.06
      CANADA GOVT 2.875 4/25 0.06
      FHMS K124 A2 12/30 0.06
      FR RA6815 2.5 2/1/52 0.06
      INT BK RECON&D 3.125 6/27 0.06
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      WELLS FARGO BAN 5.55 8/25 0.02
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      FNCI 3 4/24 0.02
      ITALY GOV'T INT 4 10/49 0.02
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      FNCL 4 4/24 0.02
      US TREASURY N 1.625 11/26 0.02
      FN CB2620 2.5 1/1/52 0.02
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      FNCI 2 4/24 0.02
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      ONEOK INC 6.625 9/53 0.02
      PUBLIC SERVICE 1.9 8/31 0.02
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      WRKCO INC 4.65 3/26 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
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      RTX CORP 3.5 3/27 0.01
      AT&T INC 2.55 12/33 0.01
      COLGATE-PALM CO 3.1 8/27 0.01
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      MPLX LP 5.65 3/53 0.00
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      G2 MA5653 5 12/20/48 0.00
      GEN MOTORS FIN 2.35 1/31 0.00
      HERSHEY COMPA 3.125 11/49 0.00
      INTEL CORP 2.8 8/41 0.00
      JB HUNT TRANSP 3.875 3/26 0.00
      JBS USA LUX/F/L 6.75 3/34 0.00
      JUNIPER NETWORK 1.2 12/25 0.00
      KEYCORP 2.25 4/27 0.00
      MCCORMICK 0.9 2/26 0.00
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      OTIS WORLDWIDE 2.293 4/27 0.00
      OTIS WORLDWIDE 3.362 2/50 0.00
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      PACIFIC GAS&EL 3.95 12/47 0.00
      PACIFIC GAS&ELEC 4 12/46 0.00
      PACKAGING CORP 4.05 12/49 0.00
      PHILIP MORRIS 3.375 8/29 0.00
      PLAINS ALL AMER 5.15 6/42 0.00
      PROSPECT CAPI 3.364 11/26 0.00
      SMITH & NEPHE 2.032 10/30 0.00
      SOUTHERN CO GAS 4.4 5/47 0.00
      UNION ELECTRIC 4 4/48 0.00
      UNION PAC CORP 3.7 3/29 0.00
      UNION PAC CORP 3.75 2/70 0.00
      UNION PAC CORP 3.799 4/71 0.00
      VERIZON COMM IN 2.85 9/41 0.00
      WESTPAC BANKI 2.668 11/35 0.00
      3M CO 3.25 8/49 0.00
      ALEXANDRIA REAL 3.45 4/25 0.00
      ALEXANDRIA REAL 3.55 3/52 0.00
      AMEREN CORP 3.65 2/26 0.00
      AMERICAN HONDA 5.125 7/28 0.00
      ARCELORMITTAL 4.55 3/26 0.00
      AT&T INC 3.65 9/59 0.00
      AT&T INC 3.8 2/27 0.00
      BHP FINANCE USA 4.9 2/33 0.00
      CALIFORNIA ST 2.719 11/52 0.00
      CDW LLC/CDW FI 4.125 5/25 0.00
      CHENIERE ENERGY 3.25 1/32 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
      EQUINIX INC 2.95 9/51 0.00
      EVEREST RE HL 3.125 10/52 0.00
      EVERGY METRO 2.25 6/30 0.00
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      JOHN DEERE CAP 4.9 3/28 0.00
      JPMORGAN CHAS 2.525 11/41 0.00
      KEYCORP 4.15 10/25 0.00
      LINCOLN NATL CR 4.35 3/48 0.00
      MARTIN MAR MTLS 3.2 7/51 0.00
      MCDONALD'S CORP 4.45 9/48 0.00
      MERCK & CO INC 3.7 2/45 0.00
      MID-AMER APT LP 4 11/25 0.00
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      NSTAR ELECTRIC 4.55 6/52 0.00
      ORACLE CORP 2.5 4/25 0.00
      STARBUCKS CORP 4.45 8/49 0.00
      TARGET CORP 2.35 2/30 0.00
      WP CAREY INC 4.25 10/26 0.00
      XCEL ENERGY INC 3.3 6/25 0.00
      XILINX INC 2.375 6/30 0.00
      ZIMMER HLDGS 3.55 4/25 0.00
      ZIMMER HLDGS 5.75 11/39 0.00
      ALLIED WORLD 4.35 10/25 0.00
      ALLSTATE CORP 0.75 12/25 0.00
      ALTRIA GROUP INC 4.5 5/43 0.00
      ANHEUSER-BUSCH 8.2 1/39 0.00
      ARCH CAPITAL G 3.635 6/50 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
      BOEING CO 6.625 2/38 0.00
      BP CAP MKTS AM 3.588 4/27 0.00
      CHILDREN'S HS/ 2.928 7/50 0.00
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      FEDERAL RLTY OP 4.5 12/44 0.00
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      G2 MA7853 2.5 12/20/37 0.00
      GATX CORP 3.1 6/51 0.00
      GENERAL MOTORS 6.75 4/46 0.00
      GOLDMAN SACHS 2.615 4/32 0.00
      GOLDMAN SACHS 6.561 10/34 0.00
      HACKENSACK MER 2.675 9/41 0.00
      HORMEL FOODS CRP 1.8 6/30 0.00
      ILLINOIS TOOL 2.65 11/26 0.00
      INT BK RECON&DE 2.5 11/27 0.00
      JOHN DEERE CAP 1.05 6/26 0.00
      LOWE'S COS INC 1.7 10/30 0.00
      MARSH & MCLENNA 2.9 12/51 0.00
      MYLAN NV 5.25 6/46 0.00
      NASDAQ INC 3.85 6/26 0.00
      NEWMONT GOLDCO 4.875 3/42 0.00
      NIKE INC 3.25 3/40 0.00
      NISOURCE INC 5.25 2/43 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
      ONCOR ELECTRIC 0.55 10/25 0.00
      PECO ENERGY CO 2.85 9/51 0.00
      PROCTER & GAMBLE 2.8 3/27 0.00
      PUBLIC SERVICE 3.85 5/49 0.00
      ROCKFEL FNDAT 2.492 10/50 0.00
      ROGERS COMMUNIC 2.9 11/26 0.00
      ROYAL BK CANAD 3.875 5/32 0.00
      ROYALTY PHARMA 2.2 9/30 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
      STEEL DYNAMICS 3.25 10/50 0.00
      TAKE-TWO INTERAC 3.7 4/27 0.00
      TEXAS INSTRUMEN 2.25 9/29 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
      VERISK ANALYTI 3.625 5/50 0.00
      VICI PROPERTIE 5.625 5/52 0.00
      WILLIS-KNIGHTO 3.065 3/51 0.00
      YALE UNIVERSIT 2.402 4/50 0.00
      3M CO 3.05 4/30 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
      AM AIRLN 17-1 A 3.65 2/29 0.00
      AMERICAN HONDA F 5 5/25 0.00
      ANHEUSER-BUSCH 8 11/39 0.00
      APPLE INC 2.55 8/60 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
      BLACKSTONE PR 2.625 12/26 0.00
      CALTECH 4.7 11/11 0.00
      CANADIAN NATL R 3.85 6/27 0.00
      CAPITAL ONE FI 6.312 6/29 0.00
      CAPITAL ONE FI 6.377 6/34 0.00
      CHEVRON CORP 2.236 5/30 0.00
      CUMMINS INC 2.6 9/50 0.00
      FHMS K106 A1 10/29 0.00
      FIFTH THIRD B 6.361 10/28 0.00
      FN AL7276 2 8/1/30 0.00
      FN FM1449 3.5 9/1/49 0.00
      FN FM1649 3 7/1/30 0.00
      FN FM7428 1.5 5/1/36 0.00
      FN MA4094 2.5 8/1/40 0.00
      FN MA4180 2.5 11/1/35 0.00
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      ID ENERGY RESO 2.861 9/46 0.00
      INTERCONTINENT 3 9/60 0.00
      JPMORGAN CHAS 2.739 10/30 0.00
      KINDER MORGAN EN 5 8/42 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
      NVIDIA CORP 3.5 4/50 0.00
      OCCIDENTAL PETE 6.45 9/36 0.00
      ONEOK INC 6.05 9/33 0.00
      PNC FINANCIAL 6.615 10/27 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
      SUN COMMUNITIES 4.2 4/32 0.00
      SUTTER HEALTH 3.161 8/40 0.00
      TRANSCANADA PL 5 10/43 0.00
      TRANSCONT GAS P 4.45 8/42 0.00
      UNITEDHEALTH GR 5.95 2/41 0.00
      VONTIER CORP 2.4 4/28 0.00
      WARNERMEDIA HL 4.279 3/32 0.00
      WELLPOINT INC 4.625 5/42 0.00
      AFRICAN DEV BA 3.375 7/25 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
      AMERICAN TOWER 2.7 4/31 0.00
      AON CORP/AON GLO 5 9/32 0.00
      ASSURANT INC 4.9 3/28 0.00
      AT&T INC 3.1 2/43 0.00
      BANK NOVA SCOTIA 1.3 6/25 0.00
      BAXALTA INC 4 6/25 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
      CHARLES SCHWAB 3.85 5/25 0.00
      CHARTER COMM OPT 4.2 3/28 0.00
      CLEVE ELEC ILL 5.95 12/36 0.00
      DUKE ENERGY CAR 5.4 1/54 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
      EXPEDIA GRP IN 4.625 8/27 0.00
      FEDEX CORP 4.9 1/34 0.00
      FLEX LTD 4.75 6/25 0.00
      FMC CORP 6.375 5/53 0.00
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      FN BP6715 2 9/1/50 0.00
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      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
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      GATX CORP 5.45 9/33 0.00
      HYDRO-QUEBEC 8.5 12/29 0.00
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      JETBLUE AIRWAYS 4 11/32 0.00
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      ORACLE CORP 5.8 11/25 0.00
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      RAYMOND JAMES 4.95 7/46 0.00
      RIO TINTO ALCAN 7.25 3/31 0.00
      SASKATCHEWAN CD 3.25 6/27 0.00
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      SNAP-ON INC 4.1 3/48 0.00
      SOUTHERN COPPE 3.875 4/25 0.00
      UNION PAC CORP 3.75 7/25 0.00
      UNITEDHEALTH GRP 2.3 5/31 0.00
      WESTPAC BANKI 2.963 11/40 0.00
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      AFRICAN DEV BA 0.875 7/26 0.00
      AHOLD FIN USA 6.875 5/29 0.00
      BAT INTL FINAN 1.668 3/26 0.00
      BOEING CO 5.93 5/60 0.00
      BURLINGTON NORT 6.15 5/37 0.00
      CANADIAN NATL R 6.25 8/34 0.00
      CHARTER COMM OPT 3.9 6/52 0.00
      CITIGROUP INC 4.65 7/48 0.00
      COMCAST CORP 2.65 8/62 0.00
      DELL INT / EMC 3.45 12/51 0.00
      EL PASO ELEC CO 6 5/35 0.00
      EMERSON ELECTRI 3.15 6/25 0.00
      ENTERGY MISSISS 2.85 6/28 0.00
      ENTERPRISE PROD 4.85 3/44 0.00
      EQUINIX INC 2.9 11/26 0.00
      EUROPEAN INVT 0.625 7/25 0.00
      EVERSOURCE ENERG 1.4 8/26 0.00
      FANNIE MAE 0.375 8/25 0.00
      FLORIDA POWER & 3.3 5/27 0.00
      FLORIDA PWR & L 5.96 4/39 0.00
      FN AL1095 6 4/1/40 0.00
      FN AL8271 3.5 4/1/31 0.00
      FN BM4791 4.5 6/1/46 0.00
      FN CA7057 3.5 9/1/50 0.00
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      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 MA6660 5 5/20/50 0.00
      GLOBAL PAY INC 2.15 1/27 0.00
      HESS CORP 7.3 8/31 0.00
      INGERSOLL-RND G 5.75 6/43 0.00
      INTL FIN CORP 0.375 7/25 0.00
      JEFFERIES GROUP 4.15 1/30 0.00
      JPMORGAN CHASE 3.702 5/30 0.00
      KEYCORP 4.789 6/33 0.00
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      MERCK & CO INC 1.7 6/27 0.00
      MONDELEZ INT I 2.625 3/27 0.00
      PACIFICORP 4.1 2/42 0.00
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      PUBLIC STORAGE 1.5 11/26 0.00
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      RENTENBANK 0.5 5/25 0.00
      RTX CORP 4.8 12/43 0.00
      SHELL INTL FIN 3.75 9/46 0.00
      SOUTHERN CAL GA 3.75 9/42 0.00
      STARBUCKS CORP 3.35 3/50 0.00
      TELUS CORP 2.8 2/27 0.00
      TEXAS EAST TRANS 7 7/32 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
      WEYERHAEUSER CO 4 3/52 0.00
      WYETH 6.5 2/34 0.00
      AIR PROD & CHEM 2.05 5/30 0.00
      AMERICAN HOMES 3.625 4/32 0.00
      ANHEUSER-BUSCH 5.45 1/39 0.00
      BANK OF MONTREA 5.92 9/25 0.00
      BAXTER INTL 2.272 12/28 0.00
      BLACKSTONE PRIV 3.25 3/27 0.00
      BROADCOM INC 1.95 2/28 0.00
      BROWN & BROWN 4.95 3/52 0.00
      CENOVUS ENERGY 5.25 6/37 0.00
      CHARLES SCHWAB 6.136 8/34 0.00
      CHENIERE ENERGY 5.95 6/33 0.00
      COMCAST CORP 5.65 6/35 0.00
      CON EDISON CO 4.625 12/54 0.00
      CVS HEALTH COR 5.875 6/53 0.00
      DISCOVERY COMMUN 5.2 9/47 0.00
      DOMINION ENER 5.375 11/32 0.00
      DOVER CORP 5.375 10/35 0.00
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      ELI LILLY 5.5 3/27 0.00
      ENBRIDGE ENER 5.875 10/25 0.00
      FEDEX CORP 4.55 4/46 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
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      FN FM3448 4 3/1/35 0.00
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      G2 MA7986 2 4/20/52 0.00
      G2 MA8097 2.5 6/20/52 0.00
      GOLDMAN SACHS G 6.45 5/36 0.00
      HUMANA INC 4.8 3/47 0.00
      INGERSOLL RAND 5.4 8/28 0.00
      INTUIT INC 5.2 9/33 0.00
      JPMORGAN CHASE 3.109 4/41 0.00
      KELLOGG CO 4.5 4/46 0.00
      KENTUCKY UTIL 5.45 4/33 0.00
      KEURIG DR PEPPER 3.2 5/30 0.00
      MERCK & CO INC 1.9 12/28 0.00
      MONTEFIORE OB 5.246 11/48 0.00
      MORGAN STANLEY 4.375 1/47 0.00
      OKLAHOMA GAS & E 5.4 1/33 0.00
      ONEOK INC 5.85 1/26 0.00
      PULTE HOMES INC 6 2/35 0.00
      REPUBLIC OF PE 8.75 11/33 0.00
      SALES TAX-B-RE 3.587 1/43 0.00
      SOUTHERN COPPE 5.875 4/45 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
      TOLEDO EDISON 6.15 5/37 0.00
      TOYOTA MTR COR 5.118 7/28 0.00
      TRANSCANADA PL 6.1 6/40 0.00
      TRAVELERS COS 5.35 11/40 0.00
      TYSON FOODS INC 5.15 8/44 0.00
      UNION PAC CORP 3.35 8/46 0.00
      UNTD AIR 2013-1 4.3 8/25 0.00
      VERALTO CORP 5.45 9/33 0.00
      AMCOR FIN USA 3.625 4/26 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
      ANHEUSER-BUSCH 4.95 1/42 0.00
      APPLE INC 3 11/27 0.00
      APPLE INC 3.2 5/27 0.00
      ARCHER-DANIELS 2.5 8/26 0.00
      ASCENSION HEA 4.847 11/53 0.00
      AUTOZONE INC 3.625 4/25 0.00
      BERKSHIRE HATH 4.4 5/42 0.00
      BOEING CO 2.196 2/26 0.00
      BP CAP MKTS AM 4.893 9/33 0.00
      BRISTOL-MYERS 4.55 2/48 0.00
      BROADSTONE NET L 2.6 9/31 0.00
      BURLINGTON NORT 4.55 9/44 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
      CHARTER COMM 6.384 10/35 0.00
      CIGNA GROUP/T 4.375 10/28 0.00
      CIGNA GROUP/THE 1.25 3/26 0.00
      CISCO SYSTEMS 2.95 2/26 0.00
      COMCAST CORP 5.35 5/53 0.00
      COMMONWEALTH EDI 3.7 8/28 0.00
      CROWN CASTLE IN 4.45 2/26 0.00
      CVS HEALTH COR 3.875 7/25 0.00
      DUKE ENERGY CA 2.95 12/26 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
      FAIRFAX FINL H 4.625 4/30 0.00
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      FN CA2166 4.5 8/1/48 0.00
      FN FM4401 2 9/1/50 0.00
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      FN MA1608 3.5 10/1/33 0.00
      FN MA3521 4 11/1/48 0.00
      FR SB8041 3 4/1/35 0.00
      FR SD8381 4.5 12/1/53 0.00
      G2 MA9303 4.5 11/20/53 0.00
      GEN MOTORS FIN 5.25 3/26 0.00
      GENERAL MILLS IN 3.2 2/27 0.00
      GENERAL MILLS IN 4.2 4/28 0.00
      GLOBAL PAY INC 4.95 8/27 0.00
      HOME DEPOT INC 3.35 9/25 0.00
      HUMANA INC 4.625 12/42 0.00
      HUNT INGALLS IND 4.2 5/30 0.00
      HYATT HOTELS 4.375 9/28 0.00
      INT BK RECON& 3.125 11/25 0.00
      INTERCONTINENT 4.6 3/33 0.00
      INTERCONTINENT 4.95 6/52 0.00
      KEYSPAN CORP 5.803 4/35 0.00
      KIMCO REALTY 2.8 10/26 0.00
      KROGER CO 2.65 10/26 0.00
      LEGG MASON INC 4.75 3/26 0.00
      MARKEL GROUP IN 4.15 9/50 0.00
      MARSH & MCLENNA 4.75 3/39 0.00
      MARTIN MAR MTLS 3.5 12/27 0.00
      MCDONALD'S CORP 3.8 4/28 0.00
      MERCK & CO INC 4.5 5/33 0.00
      MICROSOFT CORP 4.5 10/40 0.00
      MICROSOFT CORP 4.5 6/47 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
      PEPSICO INC 2.85 2/26 0.00
      PEPSICO INC 3.5 7/25 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
      REYNOLDS AMERIC 6.15 9/43 0.00
      ROYAL BK CANADA 5.2 7/26 0.00
      SNAP-ON INC 3.25 3/27 0.00
      SOUTH CAROL E&G 5.45 2/41 0.00
      SUMITOMO MITS 3.352 10/27 0.00
      SUMITOMO MITSU 3.944 7/28 0.00
      TECK RESOURCES 6 8/40 0.00
      TEXTRON INC 4 3/26 0.00
      TOYOTA MTR CRED 3.2 1/27 0.00
      UNITED TECH CORP 4.5 6/42 0.00
      UNITEDHEALTH GR 3.85 6/28 0.00
      UNITEDHEALTH GRP 3.7 5/27 0.00
      UNITEDHEALTH GRP 4.5 4/33 0.00
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      VERIZON COMM I 5.012 8/54 0.00
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      AIR LEASE CORP 3.25 10/29 0.00
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      ATHENE HOLDING 3.95 5/51 0.00
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      CATERPILLAR INC 4.75 5/64 0.00
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      PACIFIC GAS&ELEC 6.4 6/33 0.00
      PEPSICO INC 3.6 8/42 0.00
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      PUBLIC SERVICE 3.8 3/46 0.00
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      VODAFONE GROUP 4.25 9/50 0.00
      WASHINGTON UNI 4.349 4/22 0.00
      WESTPAC BANKING 2.15 6/31 0.00
      WILLIAMS COS INC 5.3 8/28 0.00
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      DTE ENERGY CO 4.875 6/28 0.00
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      G2 MA6997 3.5 11/20/50 0.00
      HANOVER INSURANC 4.5 4/26 0.00
      HOME DEPOT INC 2.5 4/27 0.00
      HP INC 4.75 1/28 0.00
      HUNTINGTON BANCS 4 5/25 0.00
      IL ST TXB-PENSIO 5.1 6/33 0.00
      INTEGRIS BAPTI 3.875 8/50 0.00
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      MOUNT NITTANY 3.799 11/52 0.00
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      OKLAHOMA GAS & 3.85 8/47 0.00
      ORACLE CORP 2.95 4/30 0.00
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      PACIFICORP 5.5 5/54 0.00
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      PIEDMONT HLTH 2.864 1/52 0.00
      PUBLIC SERV COLO 3.6 9/42 0.00
      SOUTHERN POWER 5.25 7/43 0.00
      T-MOBILE USA INC 1.5 2/26 0.00
      TAMPA ELECTRIC 4.35 5/44 0.00
      UDR INC 2.1 8/32 0.00
      UNITEDHEALTH GR 3.45 1/27 0.00
      WALMART INC 4 4/26 0.00
      WELLS FARGO CO 4.15 1/29 0.00
      WEYERHAEUSER CO 4.75 5/26 0.00
      AMPHENOL CORP 2.8 2/30 0.00
      AVALONBAY COMMU 2.45 1/31 0.00
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      BOEING CO 3.625 3/48 0.00
      BON SECOURS HL 3.205 6/50 0.00
      CAN NATURAL RES 7.2 1/32 0.00
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      CHILE 2.45 1/31 0.00
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      DOLLAR TREE 3.375 12/51 0.00
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      JACKSON FIN INC 4 11/51 0.00
      KIMBERLY-CLARK 3.05 8/25 0.00
      LAM RESEARCH 2.875 6/50 0.00
      LEGGETT & PLATT 3.5 11/51 0.00
      MAGNA INTL INC 2.45 6/30 0.00
      MCDONALD'S CORP 5.7 2/39 0.00
      MERCK & CO INC 2.15 12/31 0.00
      MISS POWER CO 4.25 3/42 0.00
      MPLX LP 4.7 4/48 0.00
      N TX HWY-TXB-B 6.718 1/49 0.00
      NASDAQ INC 2.5 12/40 0.00
      NEVADA POWER C 3.125 8/50 0.00
      NNN REIT 3.5 4/51 0.00
      OCCIDENTAL PETE 7.5 5/31 0.00
      PEPSICO INC 3.5 3/40 0.00
      PFIZER INC 4.125 12/46 0.00
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      REVVITY INC 3.625 3/51 0.00
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      AMERICAN TOWER 5.8 11/28 0.00
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      APPLE INC 4.421 5/26 0.00
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      COMMONWEALTH EDI 4 3/49 0.00
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      DEVON ENERGY 5.25 10/27 0.00
      DOLLAR GENERAL 5.45 7/33 0.00
      EBAY INC 2.7 3/30 0.00
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      HCA INC 5.2 6/28 0.00
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      JM SMUCKER CO 6.5 11/43 0.00
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      O'REILLY AUTOMO 1.75 3/31 0.00
      ONEOK INC 5.65 11/28 0.00
      ONEOK PARTNERS 6.2 9/43 0.00
      PACIFIC GAS&ELEC 6.1 1/29 0.00
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      PILGRIM'S PRIDE 6.25 7/33 0.00
      PROLOGIS LP 4.875 6/28 0.00
      PUBLIC SERVIC 5.875 10/28 0.00
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      RENAISSANCERE 5.75 6/33 0.00
      S&P GLOBAL INC 5.25 9/33 0.00
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      UNITEDHEALTH 4.625 11/41 0.00
      VERALTO CORP 5.35 9/28 0.00
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      XCEL ENERGY INC 5.45 8/33 0.00
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      AMERICAN HOMES 3.375 7/51 0.00
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      BRISTOL-MYERS 2.35 11/40 0.00
      BURLINGTON NORTH 4.9 4/44 0.00
      CANADA GOVT 0.75 5/26 0.00
      CITIGROUP INC 4.75 5/46 0.00
      CME GROUP INC 3.75 6/28 0.00
      CVS HEALTH CORP 3.75 4/30 0.00
      DUKE ENERGY COR 4.3 3/28 0.00
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      FEDEX CORP 4.75 11/45 0.00
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      FR SD8129 2.5 2/1/51 0.00
      FR ZS4777 3.5 7/1/48 0.00
      FR ZS7891 3 10/1/32 0.00
      FR ZS7942 3 2/1/33 0.00
      G2 MA6869 4.5 9/20/50 0.00
      INDONESIA (REP) 3.05 3/51 0.00
      INTERAMER DEV BK 2 6/26 0.00
      KINDER MORGAN 3.6 2/51 0.00
      MARATHON OIL COR 4.4 7/27 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
      NEXTERA ENERGY 4.45 6/25 0.00
      NORTHROP GRUMMAN 3.2 2/27 0.00
      OMEGA HEALTHCARE 4.5 4/27 0.00
      PEACEHEALTH O 1.375 11/25 0.00
      PUBLIC SERV COLO 3.2 3/50 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 2.65 7/30 0.00
      SONOCO PRODUCTS 2.25 2/27 0.00
      SOUTHWEST GAS 4.15 6/49 0.00
      SYSCO CORP 3.3 2/50 0.00
      TARGA RESOURCES 4.2 2/33 0.00
      TARGET CORP 2.95 1/52 0.00
      TELUS CORP 3.7 9/27 0.00
      TEXAS INSTRUMEN 2.9 11/27 0.00
      TRANSCONT GAS P 3.25 5/30 0.00
      VENTAS REALTY LP 3 1/30 0.00
      VISA INC 2.05 4/30 0.00
      WALMART INC 3.9 4/28 0.00
      WELLS FARGO CO 2.188 4/26 0.00
      WEYERHAEUSER CO 4 4/30 0.00
      ZIMMER HLDGS 4.45 8/45 0.00
      ADVOCATE HEALT 2.211 6/30 0.00
      ALLINA HEALTH 3.887 4/49 0.00
      BAY AREA TOLL- 7.043 4/50 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 C91927 3 5/1/37 0.00
      FN 990906 5.5 10/1/35 0.00
      FN AS4783 3.5 4/1/45 0.00
      FN BH1130 3.5 4/1/32 0.00
      FN BQ5781 1.5 11/1/35 0.00
      FN FM4167 4.5 9/1/49 0.00
      FN FM4380 2 10/1/35 0.00
      FN FM6774 2.5 2/1/37 0.00
      FN FS0827 2.5 4/1/36 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 RB5078 2.5 10/1/40 0.00
      FR SB0093 2.5 12/1/31 0.00
      FR SB0301 2.5 4/1/35 0.00
      G2 4923 4.5 1/20/41 0.00
      G2 MA6658 4 5/20/50 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
      UNION PAC CORP 4.1 9/67 0.00
      UNITEDHEALTH G 3.875 8/59 0.00
      UNUM GROUP 4.5 12/49 0.00
      VENTAS REALTY 4.375 2/45 0.00
      WALMART INC 3.05 7/26 0.00
      WASTE MANAGEMEN 2.5 11/50 0.00
      WASTE MANAGEMEN 4.15 7/49 0.00
      WHIRLPOOL CORP 4.7 5/32 0.00
      XYLEM INC 3.25 11/26 0.00
      ALABAMA POWER 3.125 7/51 0.00
      ALTRIA GROUP INC 4.4 2/26 0.00
      AMERICAN TOWER 3.65 3/27 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 5.05 7/26 0.00
      AUTOZONE INC 6.25 11/28 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
      BLUE OWL CREDIT 7.95 6/28 0.00
      BROOKFIELD CAP 6.087 6/33 0.00
      CALIFORNIA ST 2.975 11/51 0.00
      CAMPBELL SOUP 3.125 4/50 0.00
      CENTERPOINT ENE 5.25 8/26 0.00
      CENTERPOINT HOU 5.2 10/28 0.00
      CNH INDUSTRIAL 4.55 4/28 0.00
      CNH INDUSTRIAL 5.5 1/29 0.00
      COMMONSPIRIT 6.073 11/27 0.00
      CONAGRA BRANDS 5.3 10/26 0.00
      CONSUMERS ENERGY 4.9 2/29 0.00
      COUNCIL OF EUR 3.625 1/28 0.00
      CROWN CASTLE INC 4.8 9/28 0.00
      CSX CORP 5.2 11/33 0.00
      CVS HEALTH CORP 3 8/26 0.00
      DARDEN RESTAURA 6.3 10/33 0.00
      DEERE & CO 2.75 4/25 0.00
      DOLLAR GENERAL 5.2 7/28 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
      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
      ENERGY TRANS 6.1 12/28 0.00
      EQUIFAX INC 5.1 6/28 0.00
      ESSENTIAL UTIL 3.351 4/50 0.00
      ESTEE LAUDER CO 4.65 5/33 0.00
      EXTRA SPACE STOR 5.5 7/30 0.00
      FEDEX CORP 4.25 5/30 0.00
      FLORIDA POWER 4.625 5/30 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 CA1560 4.5 4/1/48 0.00
      FN FM7141 4 2/1/47 0.00
      FR SD8083 2.5 8/1/50 0.00
      FREEPORT-MCMORAN 5 9/27 0.00
      G2 MA5330 4 7/20/48 0.00
      G2 MA5466 4 9/20/48 0.00
      G2 MA7054 3.5 12/20/50 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
      HOME DEPOT INC 3.9 12/28 0.00
      HP ENTERPRISE 5.25 7/28 0.00
      HUNTSMAN INT LLC 4.5 5/29 0.00
      INGERSOLL-RAND 3.75 8/28 0.00
      INT BK RECON&D 0.625 4/25 0.00
      INVITATION HOME 5.45 8/30 0.00
      JACOBS ENGIN GR 6.35 8/28 0.00
      JOHN DEERE CAP 4.75 6/26 0.00
      JOHN DEERE CAP 4.95 6/25 0.00
      JOHN DEERE CAP 5.15 9/26 0.00
      KIMCO REALTY 6.4 3/34 0.00
      LASMO (USA) INC 7.3 11/27 0.00
      LAZARD GROUP LLC 4.5 9/28 0.00
      LYB INT FIN II 5.625 5/33 0.00
      MARATHON PETRO 6.5 3/41 0.00
      MARRIOTT INTL 5.45 9/26 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
      MCDONALD'S CORP 4.8 8/28 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
      NUCOR CORP 4.3 5/27 0.00
      OCCIDENTAL PET 6.375 9/28 0.00
      OCCIDENTAL PETE 5.5 12/25 0.00
      ONCOR ELECTRIC D 4.3 5/28 0.00
      OVINTIV INC 5.65 5/28 0.00
      OVINTIV INC 6.25 7/33 0.00
      PATTERSON-UTI 7.15 10/33 0.00
      PHILIP MORRIS 3.375 8/25 0.00
      PHILIP MORRIS I 5.25 9/28 0.00
      PRUDENTIAL FIN 4.6 5/44 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
      RPM INTL INC 3.75 3/27 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
      SYNOVUS FINL 5.2 8/25 0.00
      TOYOTA MTR COR 5.275 7/26 0.00
      TOYOTA MTR CRED 5.6 9/25 0.00
      TYSON FOODS IN 4.875 8/34 0.00
      UNION PAC CORP 3.85 2/72 0.00
      UNION PAC CORP 4.95 5/53 0.00
      UPMC 5.035 5/33 0.00
      VERIZON COMM IN 3.55 3/51 0.00
      VIRGINIA EL&PWR 5.3 8/33 0.00
      WALT DISNEY CO 6.4 12/35 0.00
      WASHINGTON GAS 3.796 9/46 0.00
      WEC ENERGY GROUP 5.6 9/26 0.00
      WELLPOINT INC 6.375 6/37 0.00
      WILLIAMS COS IN 5.65 3/33 0.00
      AMEREN ILLINOI 1.55 11/30 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
      BRIT COLUMBIA 2.25 6/26 0.00
      CELANESE US HLDS 1.4 8/26 0.00
      CHARLES SCHWAB 2 3/28 0.00
      CNA FINANCIAL 3.45 8/27 0.00
      COREBRIDGE FIN 4.35 4/42 0.00
      DTE ELECTRIC CO 1.9 4/28 0.00
      ECOLAB INC 3.95 12/47 0.00
      EMERSON ELECTRI 1.8 10/27 0.00
      ENTERGY LA LLC 1.6 12/30 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 FM1564 5 7/1/49 0.00
      FR ZK4452 2.5 9/1/27 0.00
      G2 5199 3.5 10/20/26 0.00
      G2 MA4777 3 10/20/47 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
      INTUIT INC 1.35 7/27 0.00
      JABIL INC 3.95 1/28 0.00
      JBS USA/FOOD/F 3.75 12/31 0.00
      JBS USA/FOOD/FIN 3 2/29 0.00
      LYONDELLBASELL 4.625 2/55 0.00
      MASTERCARD INC 3.85 3/50 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
      OHIO ST UNIV-A-T 4.8 6/11 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
      PUBLIC SERVICE 0.8 8/25 0.00
      REALTY INCOME 3.2 2/31 0.00
      REGENCY CENTERS 3.7 6/30 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
      TX ST PRIV AC 3.922 12/49 0.00
      UNITEDHEALTH G 4.45 12/48 0.00
      US TREASURY N/B 3 2/47 0.00
      VENTAS REALTY 4.875 4/49 0.00
      VF CORP 2.8 4/27 0.00
      VODAFONE GROUP 5.25 5/48 0.00
      WALMART INC 3.95 6/38 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
      AMAZON.COM INC 2.7 6/60 0.00
      AMERICAN TOWER 3.7 10/49 0.00
      APPLE INC 2.8 2/61 0.00
      APPLIED MATERIA 2.75 6/50 0.00
      ARTHUR J GALLAGH 3.5 5/51 0.00
      CHILDREN'S HOS 2.704 7/50 0.00
      ENTERPRISE PROD 3.95 1/60 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 CA3514 4.5 5/1/49 0.00
      FN FM3098 3.5 8/1/30 0.00
      FN FM3387 3.5 3/1/35 0.00
      FN MA4016 2.5 5/1/40 0.00
      FNA 2018-M13 A2 9/30 0.00
      FR ZA2372 3.5 3/1/35 0.00
      FR ZS4613 3 5/1/45 0.00
      FR ZS4642 3.5 12/1/45 0.00
      G2 MA4002 2.5 10/20/46 0.00
      INTEL CORP 4.1 5/46 0.00
      UNITEDHEALTH GR 3.05 5/41 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
      ENBRIDGE INC 5.5 12/46 0.00
      EUROPEAN INVT 0.375 12/25 0.00
      FED HOME LN BANK 1 3/26 0.00
      FN AJ7715 3 12/1/26 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 ZS8682 3 1/1/33 0.00
      FR ZT1998 4 7/1/29 0.00
      KAISER FOUN HO 3.002 6/51 0.00
      WALMART INC 2.375 9/29 0.00
      CENOVUS ENERGY 6.75 11/39 0.00
      EBAY INC 3.65 5/51 0.00
      SECLEND 0.00
      Net Current Assets -1.39

      % 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

          Performance Metrics

          Overall Morningstar Rating


          MORNINGSTAR CATEGORY Intermediate Core Bond


          Morningstar Rating™ as of 02/29/24. Overall rating for the Intermediate Core Bond. Fund ratings are out of 5 Stars: Overall 3 Stars (426 funds rated); 3 Yrs. 3 Stars (426 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
            302 out of 514
          • 3 Year
            234 out of 480

          LIPPER CLASSIFICATION Core Bond Funds


          Lipper Category returns and rankings as of 02/29/24, 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  02/29/24  3-Year Trailing Standard Deviation Alpha Beta R-Squared Sharpe Ratio
          BKAG
          7.23 -0.06 1.00 99.99 -0.81

          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.

          Dividend Schedule

          Declared
          Monthly
          Distributed
          Monthly
          Paid
          Monthly
          Fiscal Year End
          Oct 31

          Distributions History

          (Values Listed In $)EX DATE RECORD DATE PAYABLE DATE DIVIDEND INCOME SHORT-TERM 
          CAPITAL GAIN
          LONG-TERM 
          CAPITAL GAIN
          RETURN OF CAPITAL TOTAL DISTRIBUTION
          03/01/24 03/04/24 03/07/24 0.1387 0.0000 0.0000 0.0000 0.1387
          (Values Listed In $)EX DATE RECORD DATE PAYABLE DATE DIVIDEND INCOME SHORT-TERM 
          CAPITAL GAIN
          LONG-TERM 
          CAPITAL GAIN
          RETURN OF CAPITAL TOTAL DISTRIBUTION
          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
          BNY Mellon ETF Profile Sheet Download
          Index ETF Quarterly Performance Update Download

          Prospectus and Reports

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

          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.