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{"sheet":"Fixed Income Output","index":0,"n_rows":299,"n_cols":12,"rows_kept":299,"flags":["formulas_cached_only"]}
[]
["Fund Name: ","BNYM Global Fixed Income ETF            "]
["Full Holdings (As of 2026-09-16)"]
[]
["Ticker","CUSIP","Asset Class","Security Description","Weight of Holdings ","Coupon Rate","Shares/Par ","Market Value","Effective Date","Maturity Date","Notional Value","Contract Size"]
[null,"CASH     ","CASH                                                                                                                                                            ","CASH                                                                                                                                                            ","59.22%","0",329876568,329876567.78,"","",0,1]
[null,"BXM2W19  ","FOREIGN BOND                                                                                                                                                    ","JAPAN (30 YEAR ISSUE) 4 6/20/2056                                                                                                                               ","4.21%","4.0",3700000000,23453331.61,"06/20/2026","06/20/2056",0,1]
[null,"BT5D7H2  ","FOREIGN BOND                                                                                                                                                    ","BUNDESOBLIGATION 2.9 10/08/2031                                                                                                                                 ","3.00%","2.9",14800000,16729637.63,"07/23/2026","10/08/2031",0,1]
[null,"912810UW6","TREASURY BOND                                                                                                                                                   ","US TREASURY N/B 5.125 8/15/2056                                                                                                                                 ","2.88%","5.13",16650000,16050339.93,"08/15/2026","08/15/2056",0,1]
[null,"91282CQX2","TREASURY NOTE                                                                                                                                                   ","US TREASURY N/B 4.125 6/30/2031                                                                                                                                 ","2.75%","4.13",15786500,15316605.04,"06/30/2026","06/30/2031",0,1]
["CNYB  ","BJK2893  ","MUTUAL FUND                                                                                                                                                     ","ISHARES CHINA CNY BOND USD-D                                                                                                                                    ","2.52%","0",2443433,14015531.69,"","",0,1]
[null,"BVSRQ67  ","FOREIGN BOND                                                                                                                                                    ","JAPAN (5 YEAR ISSUE) 2.2 6/20/2031                                                                                                                              ","2.30%","2.2",2000000000,12832403.86,"06/20/2026","06/20/2031",0,1]
[null,"BT5HH18  ","FOREIGN BOND                                                                                                                                                    ","BUNDESSCHATZANWEISUNGEN 2.5 06/14/2028                                                                                                                          ","1.94%","2.5",9500000,10828753.4,"04/23/2026","06/14/2028",0,1]
[null,"BN2S9S3  ","FOREIGN BOND                                                                                                                                                    ","BUNDESREPUB. DEUTSCHLAND 2.9 8/15/2056                                                                                                                          ","1.94%","2.9",11320000,10793950.27,"03/12/2025","08/15/2056",0,1]
[null,"BVP9967  ","FOREIGN BOND                                                                                                                                                    ","UNITED KINGDOM GILT 4.125 03/07/2031                                                                                                                            ","1.52%","4.13",6500000,8461613.71,"10/24/2025","03/07/2031",0,1]
[null,"BW9MY75  ","FOREIGN BOND                                                                                                                                                    ","BONOS Y OBLIG DEL ESTADO 3.4 10/31/2036                                                                                                                         ","1.32%","3.4",6700000,7350121.02,"06/03/2026","10/31/2036",0,1]
[null,"91282CRK9","TREASURY NOTE                                                                                                                                                   ","US TREASURY N/B 4.375 8/31/2031                                                                                                                                 ","1.23%","4.38",7000000,6860273.42,"08/31/2026","08/31/2031",0,1]
[null,"31418D2M3","FNMA                                                                                                                                                            ","FN MA4379 2.5 7/1/2051                                                                                                                                          ","1.02%","2.5",7009218,5660953.32,"06/01/2021","07/01/2051",0,1]
[null,"3140QKC48","FNMA                                                                                                                                                            ","FN CB0090 2 4/1/2051                                                                                                                                            ","1.01%","2.0",7316710,5645285.35,"03/01/2021","04/01/2051",0,1]
[null,"3140XQ7L5","FNMA                                                                                                                                                            ","FN FS8998 6.0 9/1/2054                                                                                                                                          ","1.01%","6.0",5629741,5638236.17,"09/01/2024","09/01/2054",0,1]
[null,"3140QEPQ9","FNMA                                                                                                                                                            ","FN CA6730 3 8/1/2050                                                                                                                                            ","1.01%","3.0",6563767,5619277.93,"07/01/2020","08/01/2050",0,1]
[null,"3140W63V2","FNMA                                                                                                                                                            ","FN FA6211 5.5 7/1/2056                                                                                                                                          ","1.01%","5.5",5748907,5613518.95,"06/01/2026","07/01/2056",0,1]
[null,"3132DUEE3","FHLMC                                                                                                                                                           ","FR SD6433 5.5 4/1/2054                                                                                                                                          ","1.00%","5.5",5702418,5595834.95,"09/01/2024","04/01/2054",0,1]
[null,"3133LAC73","FHLMC                                                                                                                                                           ","FR RC3694 5.5 7/1/2041                                                                                                                                          ","1.00%","5.5",5534918,5562518.52,"06/01/2026","07/01/2041",0,1]
[null,"3140W6ZX3","FNMA                                                                                                                                                            ","FN FA6157 5 12/1/2054                                                                                                                                           ","0.99%","5.0",5786832,5532240.56,"06/01/2026","12/01/2054",0,1]
[null,"3142GWN88","FHLMC                                                                                                                                                           ","FR RJ5814 4.5 1/1/2056                                                                                                                                          ","0.99%","4.5",5976574,5508734.2,"01/01/2026","01/01/2056",0,1]
[null,"3132DWER0","FHLMC                                                                                                                                                           ","FR SD8244 4 9/1/2052                                                                                                                                            ","0.98%","4.0",6086588,5477080.88,"08/01/2022","09/01/2052",0,1]
[null,"31418FR66","FNMA                                                                                                                                                            ","FN MA5908 4.5 12/1/2055                                                                                                                                         ","0.97%","4.5",5877540,5414711.78,"11/01/2025","12/01/2055",0,1]
[null,"48128BAU5","CORPORATE BOND                                                                                                                                                  ","JPMORGAN CHASE & CO 5.041 7/23/2032                                                                                                                             ","0.86%","5.04",4890000,4789502.43,"07/23/2026","07/23/2032",0,1]
[null,"BRWD2K9  ","FOREIGN BOND                                                                                                                                                    ","AUSTRALIAN GOVERNMENT 4.25 10/21/2036                                                                                                                           ","0.77%","4.25",6600000,4284495.41,"04/21/2025","10/21/2036",0,1]
[null,"3133KJMH2","FHLMC                                                                                                                                                           ","FR RA3060 3 7/1/2050                                                                                                                                            ","0.75%","3.0",4953920,4192200.88,"06/01/2020","07/01/2050",0,1]
[null,"3132DSTY8","FHLMC                                                                                                                                                           ","FR SD5067 5.5 3/1/2054                                                                                                                                          ","0.75%","5.5",4261851,4185786.76,"03/01/2024","03/01/2054",0,1]
[null,"61748UBB7","CORPORATE BOND                                                                                                                                                  ","MORGAN STANLEY 5.605 7/17/2037                                                                                                                                  ","0.65%","5.61",3730000,3622094.38,"07/17/2026","07/17/2037",0,1]
[null,"31427MKP5","FHLMC                                                                                                                                                           ","FR SL0301 5 1/1/2055                                                                                                                                            ","0.59%","5.0",3471380,3309827.24,"02/01/2025","01/01/2055",0,1]
[null,"BVPLP21  ","FOREIGN BOND                                                                                                                                                    ","BELGIUM KINGDOM 3.4 06/22/2036                                                                                                                                  ","0.58%","3.4",3000000,3253573.47,"01/14/2026","06/22/2036",0,1]
[null,"BRBNMV1  ","FOREIGN BOND                                                                                                                                                    ","HAMBURG COMMERCIAL BANK 3.25 02/03/2031                                                                                                                         ","0.51%","3.25",2540000,2816221.56,"02/03/2026","02/03/2031",0,1]
[null,"845743BY8","CORPORATE BOND                                                                                                                                                  ","SOUTHWESTERN PUBLIC SERV 5.3 5/15/2035                                                                                                                          ","0.50%","5.3",2910000,2809073.49,"05/02/2025","05/15/2035",0,1]
[null,"BPLPG11  ","FOREIGN BOND                                                                                                                                                    ","AAREAL BANK AG 5.625 12/12/2034                                                                                                                                 ","0.48%","5.63",2300000,2700834.35,"09/12/2024","12/12/2034",0,1]
[null,"BWTWQ24  ","FOREIGN BOND                                                                                                                                                    ","NETHERLANDS GOVERNMENT 2.75 07/15/2036                                                                                                                          ","0.46%","2.75",2400000,2577861.73,"03/05/2026","07/15/2036",0,1]
[null,"06279JAE9","FOREIGN BOND                                                                                                                                                    ","BANK OF IRELAND GROUP 4.997 11/12/2032                                                                                                                          ","0.46%","5.0",2620000,2543947.14,"05/12/2026","11/12/2032",0,1]
[null,"404280FT1","FOREIGN BOND                                                                                                                                                    ","HSBC HOLDINGS PLC 5.729 8/14/2037                                                                                                                               ","0.45%","5.73",2610000,2534069.49,"08/14/2026","08/14/2037",0,1]
[null,"3132DNS53","FHLMC                                                                                                                                                           ","FR SD1440 3.5 7/1/2052                                                                                                                                          ","0.44%","3.5",2822450,2473459.1,"08/01/2022","07/01/2052",0,1]
[null,"26874RAW8","FOREIGN BOND                                                                                                                                                    ","ENI SPA 5.25 5/18/2036                                                                                                                                          ","0.44%","5.25",2580000,2451520.95,"05/18/2026","05/18/2036",0,1]
[null,"3618N5ES4","GNMA2                                                                                                                                                           ","G2 MB0144 4 1/20/2055                                                                                                                                           ","0.41%","4.0",2580560,2286008.87,"01/01/2025","01/20/2055",0,1]
[null,"404280FQ7","FOREIGN BOND                                                                                                                                                    ","HSBC HOLDINGS PLC 5.208 5/12/2034                                                                                                                               ","0.40%","5.21",2340000,2253501.76,"05/12/2026","05/12/2034",0,1]
[null,"BX0ZCB0  ","FOREIGN BOND                                                                                                                                                    ","OTP BANK NYRT 4.625 12/24/2036                                                                                                                                  ","0.40%","4.63",1990000,2248032.48,"06/24/2026","12/24/2036",0,1]
[null,"BV5DPH2  ","FOREIGN BOND                                                                                                                                                    ","REPUBLIC OF AUSTRIA 3.2 02/20/2036                                                                                                                              ","0.40%","3.2",2000000,2210297.04,"01/28/2026","02/20/2036",0,1]
[null,"115236AM3","CORPORATE BOND                                                                                                                                                  ","BROWN & BROWN INC 5.55 6/23/2035                                                                                                                                ","0.37%","5.55",2163000,2076856.23,"06/23/2025","06/23/2035",0,1]
[null,"95758BCL1","CORPORATE BOND                                                                                                                                                  ","WESTERN ALLIANCE BANK 6.537 11/15/2035                                                                                                                          ","0.37%","6.54",2120000,2072867.33,"11/24/2025","11/15/2035",0,1]
[null,"37940XAY8","CORPORATE BOND                                                                                                                                                  ","GLOBAL PAYMENTS INC 5.55 11/15/2035                                                                                                                             ","0.37%","5.55",2210000,2071179.34,"11/14/2025","11/15/2035",0,1]
[null,"05571ABJ3","FOREIGN BOND                                                                                                                                                    ","BPCE SA 5.773 06/02/2037                                                                                                                                        ","0.36%","5.77",2100000,2003846.48,"06/02/2026","06/02/2037",0,1]
[null,"BT7J024  ","FOREIGN BOND                                                                                                                                                    ","UNITED KINGDOM GILT 5.375 1/31/2056                                                                                                                             ","0.36%","5.38",1600000,1988002.26,"05/21/2025","01/31/2056",0,1]
[null,"3140QTBF5","FNMA                                                                                                                                                            ","FN CB7237 5.5 10/1/2053                                                                                                                                         ","0.36%","5.5",2027015,1985369.2,"09/01/2023","10/01/2053",0,1]
[null,"06368MS70","FOREIGN BOND                                                                                                                                                    ","BANK OF MONTREAL 5.298 6/2/2037                                                                                                                                 ","0.35%","5.3",2060000,1972238.13,"06/02/2026","06/02/2037",0,1]
[null,"BM8BMF7  ","FOREIGN BOND                                                                                                                                                    ","NATIONWIDE BLDG SOCIETY 3.77 1/27/2036                                                                                                                          ","0.35%","3.77",1767000,1936594.5,"01/27/2025","01/27/2036",0,1]
[null,"05971KAS8","FOREIGN BOND                                                                                                                                                    ","BANCO SANTANDER SA 5.127 11/6/2035                                                                                                                              ","0.34%","5.13",2000000,1876749.34,"11/06/2025","11/06/2035",0,1]
[null,"06051GKP3","CORPORATE BOND                                                                                                                                                  ","BANK OF AMERICA CORP 4.376 4/27/2028                                                                                                                            ","0.32%","4.38",1796000,1791743.37,"04/27/2022","04/27/2028",0,1]
[null,"YN6819620","FOREIGN BOND                                                                                                                                                    ","RLGH FINANCE BERMUDA LTD 6.75 7/2/2035                                                                                                                          ","0.32%","6.75",1770000,1779363.23,"07/02/2025","07/02/2035",0,1]
[null,"BNNTHQ9  ","FOREIGN BOND                                                                                                                                                    ","SUEZ 5 11/3/2032                                                                                                                                                ","0.32%","5.0",1500000,1776325.72,"11/03/2022","11/03/2032",0,1]
[null,"606822DT8","FOREIGN BOND                                                                                                                                                    ","MITSUBISHI UFJ FIN GRP 5.057 1/14/2037                                                                                                                          ","0.31%","5.06",1870000,1754264.95,"01/14/2026","01/14/2037",0,1]
[null,"135087S70","FOREIGN BOND                                                                                                                                                    ","CANADIAN GOVERNMENT 3.5 12/1/2057                                                                                                                               ","0.31%","3.5",2819000,1752527.62,"01/24/2025","12/01/2057",0,1]
[null,"BNDM6Z0  ","FOREIGN BOND                                                                                                                                                    ","EUROPEAN UNION 0.25 04/22/2036                                                                                                                                  ","0.31%","25",2120000,1748331.27,"04/27/2021","04/22/2036",0,1]
[null,"BP5DSV5  ","FOREIGN BOND                                                                                                                                                    ","HAMBURG COMMERCIAL BANK 4.5 07/24/2028                                                                                                                          ","0.31%","4.5",1500000,1745474.17,"07/24/2024","07/24/2028",0,1]
[null,"BTZQCP4  ","FOREIGN BOND                                                                                                                                                    ","EUROPEAN UNION 3.75 10/12/2045                                                                                                                                  ","0.30%","3.75",1600000,1697464.15,"05/20/2025","10/12/2045",0,1]
[null,"06051GKJ7","CORPORATE BOND                                                                                                                                                  ","BANK OF AMERICA CORP 2.551 2/4/2028                                                                                                                             ","0.30%","2.55",1710000,1696306.99,"02/04/2022","02/04/2028",0,1]
[null,"26874RAN8","FOREIGN BOND                                                                                                                                                    ","ENI SPA 5.5 05/15/2034                                                                                                                                          ","0.30%","5.5",1720000,1694508.43,"05/15/2024","05/15/2034",0,1]
[null,"06051GGF0","CORPORATE BOND                                                                                                                                                  ","BANK OF AMERICA CORP 3.824 1/20/2028                                                                                                                            ","0.30%","3.82",1700000,1694695.64,"01/20/2017","01/20/2028",0,1]
[null,"BN12Q18  ","FOREIGN BOND                                                                                                                                                    ","HEATHROW FUNDING LTD 3.875 1/16/2036                                                                                                                            ","0.30%","3.88",1580000,1693996.01,"01/16/2025","01/16/2036",0,1]
[null,"06051GGL7","CORPORATE BOND                                                                                                                                                  ","BANK OF AMERICA CORP 3.705 4/24/2028                                                                                                                            ","0.30%","3.71",1700000,1688993.37,"04/24/2017","04/24/2028",0,1]
[null,"BLD97P4  ","FOREIGN BOND                                                                                                                                                    ","BLACKSTONE PP EUR HOLD 3.5 01/29/2031                                                                                                                           ","0.30%","3.5",1530000,1686887.61,"01/29/2026","01/29/2031",0,1]
[null,"BS5WJ43  ","FOREIGN BOND                                                                                                                                                    ","EUROPEAN UNION 3.375 10/04/2039                                                                                                                                 ","0.30%","3.38",1560000,1660212.02,"06/18/2024","10/04/2039",0,1]
[null,"BSY4TZ1  ","FOREIGN BOND                                                                                                                                                    ","VOLKSBANK WIEN AG 5.5 12/4/2035                                                                                                                                 ","0.29%","5.5",1400000,1627448.77,"09/04/2024","12/04/2035",0,1]
[null,"BPLZM57  ","FOREIGN BOND                                                                                                                                                    ","RLGH FINANCE BERMUDA LTD 8.25 7/17/2031                                                                                                                         ","0.28%","8.25",1470000,1583394.45,"07/17/2024","07/17/2031",0,1]
[null,"BSLSHF2  ","FOREIGN BOND                                                                                                                                                    ","ATHORA HOLDING LTD 5.875 9/10/2034                                                                                                                              ","0.27%","5.88",1300000,1529859.72,"06/10/2024","09/10/2034",0,1]
[null,"BR4ZFY8  ","FOREIGN BOND                                                                                                                                                    ","BRITISH TELECOMMUNICATIO 3.875 1/20/2034                                                                                                                        ","0.27%","3.88",1376000,1528111.77,"06/20/2024","01/20/2034",0,1]
[null,"834423AF2","FOREIGN BOND                                                                                                                                                    ","SYENSQO FINANCE AMERICA 5.85 6/4/2034                                                                                                                           ","0.27%","5.85",1530000,1518410.54,"06/04/2024","06/04/2034",0,1]
[null,"BX58S72  ","FOREIGN BOND                                                                                                                                                    ","RENAULT SA 4.125 06/09/2031                                                                                                                                     ","0.26%","4.13",1300000,1456166.65,"06/09/2026","06/09/2031",0,1]
[null,"BS2CX22  ","FOREIGN BOND                                                                                                                                                    ","FIBERCOP SPA 5.375 4/15/2031                                                                                                                                    ","0.22%","5.38",1070000,1251139.05,"04/10/2026","04/15/2031",0,1]
[null,"826418BS3","CORPORATE BOND                                                                                                                                                  ","SIERRA PACIFIC POWER CO 6.375 9/15/2056                                                                                                                         ","0.22%","6.38",1266000,1245673.36,"03/09/2026","09/15/2056",0,1]
[null,"210385AR1","CORPORATE BOND                                                                                                                                                  ","CONSTELLATION EN GEN LLC 5.875 1/15/2066                                                                                                                        ","0.22%","5.88",1329000,1216616.44,"01/08/2026","01/15/2066",0,1]
[null,"036940AE4","CORPORATE BOND                                                                                                                                                  ","AON NA/AON GLOBAL 6.1 09/17/2038                                                                                                                                ","0.21%","6.1",1200000,1194003.71,"09/17/2026","09/17/2038",0,1]
[null,"BMH8MV5  ","FOREIGN BOND                                                                                                                                                    ","NORTHUMBRIAN WATER FIN 6.375 10/28/2034                                                                                                                         ","0.21%","6.38",887000,1184300.01,"10/28/2022","10/28/2034",0,1]
[null,"3132DWDC4","FHLMC                                                                                                                                                           ","FR SD8199 2 3/1/2052                                                                                                                                            ","0.21%","2.0",1502817,1159257.62,"02/01/2022","03/01/2052",0,1]
[null,"BR4ZX44  ","FOREIGN BOND                                                                                                                                                    ","P3 GROUP SARL 3.75 4/2/2033                                                                                                                                     ","0.21%","3.75",1070000,1156150.56,"10/06/2025","04/02/2033",0,1]
[null,"716973AF9","CORPORATE BOND                                                                                                                                                  ","PFIZER INVESTMENT ENTER 5.11 5/19/2043                                                                                                                          ","0.21%","5.11",1278000,1144975.55,"05/19/2023","05/19/2043",0,1]
[null,"91282CQQ7","TREASURY NOTE                                                                                                                                                   ","US TREASURY N/B 4.375 5/15/2036                                                                                                                                 ","0.21%","4.38",1200000,1143375,"05/15/2026","05/15/2036",0,1]
[null,"00287YES4","CORPORATE BOND                                                                                                                                                  ","ABBVIE INC 6 9/15/2056                                                                                                                                          ","0.20%","6.0",1160000,1134426.07,"08/18/2026","09/15/2056",0,1]
[null,"703481AE1","CORPORATE BOND                                                                                                                                                  ","PATTERSON-UTI ENERGY INC 6.05 5/15/2036                                                                                                                         ","0.20%","6.05",1160000,1133247.95,"05/19/2026","05/15/2036",0,1]
[null,"68333ZBF3","FOREIGN BOND                                                                                                                                                    ","ONTARIO (PROVINCE OF) 4.6 12/2/2055                                                                                                                             ","0.20%","4.6",1640000,1101939.07,"12/02/2023","12/02/2055",0,1]
[null,"3133KNBA0","FHLMC                                                                                                                                                           ","FR RA6333 2.0 11/1/2051                                                                                                                                         ","0.19%","2.0",1406564,1082789.28,"10/01/2021","11/01/2051",0,1]
[null,"115236AG6","CORPORATE BOND                                                                                                                                                  ","BROWN & BROWN INC 5.65 6/11/2034                                                                                                                                ","0.19%","5.65",1100000,1071012.2,"06/11/2024","06/11/2034",0,1]
[null,"BRRH206  ","FOREIGN BOND                                                                                                                                                    ","VOLKSBANK WIEN AG 5.75 6/21/2034                                                                                                                                ","0.19%","5.75",900000,1054235.61,"03/21/2024","06/21/2034",0,1]
[null,"BRV35L2  ","FOREIGN BOND                                                                                                                                                    ","LONDON POWER NETWORKS 3.837 06/11/2037                                                                                                                          ","0.18%","3.84",950000,1027220.74,"06/11/2025","06/11/2037",0,1]
[null,"76026AAC1","FOREIGN BOND                                                                                                                                                    ","REPSOL E&P CAP MARKETS 5.976 9/16/2035                                                                                                                          ","0.18%","5.98",1030000,1019387.11,"09/16/2025","09/16/2035",0,1]
[null,"91282CNN7","TREASURY NOTE                                                                                                                                                   ","US TREASURY N/B 3.875 7/31/2030                                                                                                                                 ","0.17%","3.88",1000000,967500,"07/31/2025","07/31/2030",0,1]
[null,"69331CAM0","CORPORATE BOND                                                                                                                                                  ","PG&E CORP 7.375 3/15/2055                                                                                                                                       ","0.17%","7.38",963000,944819.23,"09/11/2024","03/15/2055",0,1]
[null,"46647PEE2","CORPORATE BOND                                                                                                                                                  ","JPMORGAN CHASE & CO 5.571 4/22/2028                                                                                                                             ","0.16%","5.57",885000,888949.22,"04/22/2024","04/22/2028",0,1]
[null,"38141GC77","CORPORATE BOND                                                                                                                                                  ","GOLDMAN SACHS GROUP INC 4.937 4/23/2028                                                                                                                         ","0.16%","4.94",882000,882525.72,"04/23/2025","04/23/2028",0,1]
[null,"172967PZ8","CORPORATE BOND                                                                                                                                                  ","CITIGROUP INC 4.643 5/7/2028                                                                                                                                    ","0.16%","4.64",882000,880995.53,"05/07/2025","05/07/2028",0,1]
[null,"91282CQY0","TREASURY NOTE                                                                                                                                                   ","US TREASURY N/B 4.125 6/30/2028                                                                                                                                 ","0.16%","4.13",878000,870008.83,"06/30/2026","06/30/2028",0,1]
[null,"031162DY3","CORPORATE BOND                                                                                                                                                  ","AMGEN INC 5.65 2/19/2056                                                                                                                                        ","0.15%","5.65",930000,851540.55,"02/19/2026","02/19/2056",0,1]
[null,"BS80160  ","FOREIGN BOND                                                                                                                                                    ","DWR CYMRU FINANCING UK 6.25 9/8/2037                                                                                                                            ","0.15%","6.25",660000,848022.87,"09/08/2025","09/08/2037",0,1]
[null,"BTMRF95  ","FOREIGN BOND                                                                                                                                                    ","VIRIDIUM GROUP SARL 4.375 11/16/2035                                                                                                                            ","0.15%","4.38",800000,847528.93,"10/16/2025","11/16/2035",0,1]
[null,"BVBFG68  ","FOREIGN BOND                                                                                                                                                    ","IDS FINANCING PLC 4 10/1/2032                                                                                                                                   ","0.15%","4.0",750000,818607.01,"10/01/2025","10/01/2032",0,1]
[null,"61747YER2","CORPORATE BOND                                                                                                                                                  ","MORGAN STANLEY 4.21 4/20/2028                                                                                                                                   ","0.14%","4.21",810000,807027.09,"04/20/2022","04/20/2028",0,1]
[null,"912810UK2","TREASURY BOND                                                                                                                                                   ","US TREASURY N/B 4.75 5/15/2055                                                                                                                                  ","0.14%","4.75",881000,799318.23,"05/15/2025","05/15/2055",0,1]
[null,"172967LD1","CORPORATE BOND                                                                                                                                                  ","CITIGROUP INC 3.887 1/10/2028                                                                                                                                   ","0.14%","3.89",800000,797850.38,"01/10/2017","01/10/2028",0,1]
[null,"46625HRY8","CORPORATE BOND                                                                                                                                                  ","JPMORGAN CHASE & CO 3.782 2/1/2028                                                                                                                              ","0.14%","3.78",800000,797139.9,"02/01/2017","02/01/2028",0,1]
[null,"61747YFP5","CORPORATE BOND                                                                                                                                                  ","MORGAN STANLEY 5.652 4/13/2028                                                                                                                                  ","0.14%","5.65",790000,793766.47,"04/19/2024","04/13/2028",0,1]
[null,"46647PCW4","CORPORATE BOND                                                                                                                                                  ","JPMORGAN CHASE & CO 2.947 2/24/2028                                                                                                                             ","0.14%","2.95",800000,793808.26,"02/24/2022","02/24/2028",0,1]
[null,"46647PAF3","CORPORATE BOND                                                                                                                                                  ","JPMORGAN CHASE & CO 3.54 5/1/2028                                                                                                                               ","0.14%","3.54",800000,793684.7,"04/25/2017","05/01/2028",0,1]
[null,"38141GZK3","CORPORATE BOND                                                                                                                                                  ","GOLDMAN SACHS GROUP INC 2.64 2/24/2028                                                                                                                          ","0.14%","2.64",800000,792762.94,"01/24/2022","02/24/2028",0,1]
[null,"61744YAK4","CORPORATE BOND                                                                                                                                                  ","MORGAN STANLEY 3.591 7/22/2028                                                                                                                                  ","0.14%","3.59",800000,790780.79,"07/24/2017","07/22/2028",0,1]
[null,"38141GZR8","CORPORATE BOND                                                                                                                                                  ","GOLDMAN SACHS GROUP INC 3.615 3/15/2028                                                                                                                         ","0.14%","3.62",790000,785607.12,"03/15/2022","03/15/2028",0,1]
[null,"172967NG2","CORPORATE BOND                                                                                                                                                  ","CITIGROUP INC 3.07 2/24/2028                                                                                                                                    ","0.14%","3.07",790000,784270.37,"02/18/2022","02/24/2028",0,1]
[null,"13607PVP6","FOREIGN BOND                                                                                                                                                    ","CANADIAN IMPERIAL BANK 4.862 01/13/2028                                                                                                                         ","0.14%","4.86",780000,780351.56,"01/13/2025","01/13/2028",0,1]
[null,"BRBJFL0  ","FOREIGN BOND                                                                                                                                                    ","NORTHUMBRIAN WATER FIN 5.5 10/2/2037                                                                                                                            ","0.14%","5.5",630000,762974.95,"04/02/2024","10/02/2037",0,1]
[null,"BNYNGY1  ","FOREIGN BOND                                                                                                                                                    ","EUROPEAN UNION 0.4 2/4/2037                                                                                                                                     ","0.14%","4",930000,753116.6,"10/19/2021","02/04/2037",0,1]
[null,"BPSNBB3  ","FOREIGN BOND                                                                                                                                                    ","UNITED KINGDOM GILT 4.375 7/31/2054                                                                                                                             ","0.14%","4.38",710000,752240.86,"01/24/2024","07/31/2054",0,1]
[null,"BW7YN98  ","FOREIGN BOND                                                                                                                                                    ","FED REPUBLIC OF BRAZIL 5.5 4/23/2036                                                                                                                            ","0.13%","5.5",670000,748647.17,"04/23/2026","04/23/2036",0,1]
[null,"115236AL5","CORPORATE BOND                                                                                                                                                  ","BROWN & BROWN INC 5.25 6/23/2032                                                                                                                                ","0.13%","5.25",770000,746209.25,"06/23/2025","06/23/2032",0,1]
[null,"912810UR7","TREASURY BOND                                                                                                                                                   ","US TREASURY N/B 4.75 2/15/2056                                                                                                                                  ","0.13%","4.75",820000,744726.56,"02/15/2026","02/15/2056",0,1]
[null,"48241FAB0","FOREIGN BOND                                                                                                                                                    ","KBC GROUP NV 5.796 1/19/2029                                                                                                                                    ","0.13%","5.8",730000,736602.82,"01/19/2023","01/19/2029",0,1]
[null,"404280DF3","FOREIGN BOND                                                                                                                                                    ","HSBC HOLDINGS PLC 4.755 6/9/2028                                                                                                                                ","0.13%","4.76",730000,728916.45,"06/09/2022","06/09/2028",0,1]
[null,"882926AA6","CORPORATE BOND                                                                                                                                                  ","TEXAS INSTRUMENTS INC 5.05 5/18/2063                                                                                                                            ","0.13%","5.05",870000,723052.95,"05/18/2023","05/18/2063",0,1]
[null,"30161NBS9","CORPORATE BOND                                                                                                                                                  ","EXELON CORP 5.875 3/15/2055                                                                                                                                     ","0.11%","5.88",673000,623994.16,"02/21/2025","03/15/2055",0,1]
[null,"BMCG6G7  ","FOREIGN BOND                                                                                                                                                    ","JAPAN (30 YEAR ISSUE) 2.2 6/20/2054                                                                                                                             ","0.11%","2.2",140650000,617706.55,"06/20/2024","06/20/2054",0,1]
[null,"91282CPZ8","TREASURY NOTE                                                                                                                                                   ","US TREASURY N/B 4.125 2/15/2036                                                                                                                                 ","0.11%","4.13",660000,617357.81,"02/15/2026","02/15/2036",0,1]
[null,"745310AU6","CORPORATE BOND                                                                                                                                                  ","PUGET ENERGY INC 7.25 9/15/2056                                                                                                                                 ","0.11%","7.25",608000,602834.41,"03/27/2026","09/15/2056",0,1]
[null,"05964HBA2","FOREIGN BOND                                                                                                                                                    ","BANCO SANTANDER SA 5.552 3/14/2028                                                                                                                              ","0.11%","5.55",600000,601855.45,"03/14/2024","03/14/2028",0,1]
[null,"745310AS1","CORPORATE BOND                                                                                                                                                  ","PUGET ENERGY INC 7 9/15/2056                                                                                                                                    ","0.11%","7.0",605000,601092.57,"03/27/2026","09/15/2056",0,1]
[null,"05964HAQ8","FOREIGN BOND                                                                                                                                                    ","BANCO SANTANDER SA 4.175 3/24/2028                                                                                                                              ","0.11%","4.18",600000,597819.94,"03/24/2022","03/24/2028",0,1]
[null,"BTWR829  ","FOREIGN BOND                                                                                                                                                    ","ROMANIA 6.75 7/11/2039                                                                                                                                          ","0.11%","6.75",510000,593262.57,"04/02/2025","07/11/2039",0,1]
[null,"92343VHK3","CORPORATE BOND                                                                                                                                                  ","VERIZON COMMUNICATIONS 6 11/30/2065                                                                                                                             ","0.11%","6.0",656000,593073.36,"11/24/2025","11/30/2065",0,1]
[null,"694308LA3","CORPORATE BOND                                                                                                                                                  ","PACIFIC GAS & ELECTRIC 5.2 5/1/2036                                                                                                                             ","0.10%","5.2",630000,581663.95,"02/20/2026","05/01/2036",0,1]
[null,"91087BBR0","FOREIGN BOND                                                                                                                                                    ","UNITED MEXICAN STATES 6.125 2/9/2038                                                                                                                            ","0.10%","6.13",600000,567450,"01/09/2026","02/09/2038",0,1]
[null,"690742AG6","CORPORATE BOND                                                                                                                                                  ","OWENS CORNING 4.3 7/15/2047                                                                                                                                     ","0.10%","4.3",740000,567501.86,"06/26/2017","07/15/2047",0,1]
[null,"690742AH4","CORPORATE BOND                                                                                                                                                  ","OWENS CORNING 4.4 1/30/2048                                                                                                                                     ","0.10%","4.4",730000,567212.38,"01/25/2018","01/30/2048",0,1]
[null,"031162DT4","CORPORATE BOND                                                                                                                                                  ","AMGEN INC 5.65 3/2/2053                                                                                                                                         ","0.10%","5.65",620000,567217.86,"03/02/2023","03/02/2053",0,1]
[null,"00287YET2","CORPORATE BOND                                                                                                                                                  ","ABBVIE INC 6.1 9/15/2066                                                                                                                                        ","0.10%","6.1",580000,566825.47,"08/18/2026","09/15/2066",0,1]
[null,"50076QAE6","CORPORATE BOND                                                                                                                                                  ","KRAFT HEINZ FOODS CO 5 6/4/2042                                                                                                                                 ","0.10%","5.0",660000,564968.82,"12/04/2012","06/04/2042",0,1]
[null,"92857WCA6","FOREIGN BOND                                                                                                                                                    ","VODAFONE GROUP PLC 5.75 6/28/2054                                                                                                                               ","0.10%","5.75",630000,564192.24,"06/28/2024","06/28/2054",0,1]
[null,"BT6BCG9  ","FOREIGN BOND                                                                                                                                                    ","ROMANIA 6.125 10/7/2037                                                                                                                                         ","0.10%","6.13",500000,562350.51,"10/07/2025","10/07/2037",0,1]
[null,"91087BBF6","FOREIGN BOND                                                                                                                                                    ","UNITED MEXICAN STATES 6.625 1/29/2038                                                                                                                           ","0.10%","6.63",570000,562020,"07/02/2025","01/29/2038",0,1]
[null,"683879AH3","FOREIGN BOND                                                                                                                                                    ","FIBERCOP SPA 7.721 6/4/2038                                                                                                                                     ","0.10%","7.72",550000,560666.35,"07/01/2024","06/04/2038",0,1]
[null,"036940AG9","CORPORATE BOND                                                                                                                                                  ","AON NA/AON GLOBAL 6.45 09/17/2056                                                                                                                               ","0.10%","6.45",560000,558294.51,"09/17/2026","09/17/2056",0,1]
[null,"95000U2V4","CORPORATE BOND                                                                                                                                                  ","WELLS FARGO & COMPANY 3.526 3/24/2028                                                                                                                           ","0.10%","3.53",560000,556372.66,"03/24/2022","03/24/2028",0,1]
[null,"036940AD6","CORPORATE BOND                                                                                                                                                  ","AON NA/AON GLOBAL 5.95 09/17/2036                                                                                                                               ","0.10%","5.95",560000,556547.92,"09/17/2026","09/17/2036",0,1]
[null,"95000U3L5","CORPORATE BOND                                                                                                                                                  ","WELLS FARGO & COMPANY 5.707 4/22/2028                                                                                                                           ","0.10%","5.71",550000,552807.79,"04/22/2024","04/22/2028",0,1]
[null,"251526CV9","FOREIGN BOND                                                                                                                                                    ","DEUTSCHE BANK NY 5.706 2/8/2028                                                                                                                                 ","0.10%","5.71",540000,542183.11,"02/08/2024","02/08/2028",0,1]
[null,"95000U3R2","CORPORATE BOND                                                                                                                                                  ","WELLS FARGO & COMPANY 4.9 1/24/2028                                                                                                                             ","0.10%","4.9",540000,540273.89,"01/24/2025","01/24/2028",0,1]
[null,"25160PAH0","FOREIGN BOND                                                                                                                                                    ","DEUTSCHE BANK NY 2.552 1/7/2028                                                                                                                                 ","0.10%","2.55",540000,535890.67,"01/07/2022","01/07/2028",0,1]
[null,"06418GAL1","FOREIGN BOND                                                                                                                                                    ","BANK OF NOVA SCOTIA 4.404 9/8/2028                                                                                                                              ","0.10%","4.4",538000,535382.44,"09/11/2024","09/08/2028",0,1]
[null,"13607QFD9","FOREIGN BOND                                                                                                                                                    ","CANADIAN IMPERIAL BANK 4.243 9/8/2028                                                                                                                           ","0.09%","4.24",526000,522607.85,"09/08/2025","09/08/2028",0,1]
[null,"06368MXU3","FOREIGN BOND                                                                                                                                                    ","BANK OF MONTREAL 4.062 9/22/2028                                                                                                                                ","0.09%","4.06",500000,495928,"09/22/2025","09/22/2028",0,1]
[null,"06368MC69","FOREIGN BOND                                                                                                                                                    ","BANK OF MONTREAL 4.1 12/15/2027                                                                                                                                 ","0.09%","4.1",490000,489258.26,"12/15/2025","12/15/2027",0,1]
[null,"06418GAU1","FOREIGN BOND                                                                                                                                                    ","BANK OF NOVA SCOTIA 4.043 9/15/2028                                                                                                                             ","0.09%","4.04",490000,485938.7,"09/15/2025","09/15/2028",0,1]
[null,"91282CQU8","TREASURY NOTE                                                                                                                                                   ","US TREASURY N/B 4.125 5/31/2031                                                                                                                                 ","0.09%","4.13",500000,485332.03,"05/31/2026","05/31/2031",0,1]
[null,"68389XDR3","CORPORATE BOND                                                                                                                                                  ","ORACLE CORP 5.95 9/26/2055                                                                                                                                      ","0.08%","5.95",590000,465427.64,"09/26/2025","09/26/2055",0,1]
[null,"BP38NN9  ","FOREIGN BOND                                                                                                                                                    ","EUROPEAN UNION 3 3/4/2053                                                                                                                                       ","0.08%","3.0",520000,462449.77,"11/22/2022","03/04/2053",0,1]
[null,"B3Y1TK2  ","FOREIGN BOND                                                                                                                                                    ","YORKSHIRE WATER FINANCE 6.6011 4/17/2031                                                                                                                        ","0.08%","6.6",310000,422799.43,"07/24/2009","04/17/2031",0,1]
[null,"91159HJF8","CORPORATE BOND                                                                                                                                                  ","US BANCORP 4.548 7/22/2028                                                                                                                                      ","0.07%","4.55",388000,386972.91,"07/22/2022","07/22/2028",0,1]
[null,"00287YEQ8","CORPORATE BOND                                                                                                                                                  ","ABBVIE INC 5.3 9/15/2036                                                                                                                                        ","0.07%","5.3",380000,368775.88,"08/18/2026","09/15/2036",0,1]
[null,"693475BT1","CORPORATE BOND                                                                                                                                                  ","PNC FINANCIAL SERVICES 6.615 10/20/2027                                                                                                                         ","0.06%","6.62",350000,350738.68,"10/20/2023","10/20/2027",0,1]
[null,"91159HJC5","CORPORATE BOND                                                                                                                                                  ","US BANCORP 2.215 1/27/2028                                                                                                                                      ","0.06%","2.22",350000,346870.69,"01/27/2022","01/27/2028",0,1]
[null,"693475BV6","CORPORATE BOND                                                                                                                                                  ","PNC FINANCIAL SERVICES 5.3 1/21/2028                                                                                                                            ","0.06%","5.3",340000,340856.48,"01/22/2024","01/21/2028",0,1]
[null,"874054AN9","CORPORATE BOND                                                                                                                                                  ","TAKE-TWO INTERACTIVE SOF 5.6 6/12/2034                                                                                                                          ","0.06%","5.6",319000,315418.22,"06/12/2024","06/12/2034",0,1]
[null,"50077LAB2","CORPORATE BOND                                                                                                                                                  ","KRAFT HEINZ FOODS CO 4.375 6/1/2046                                                                                                                             ","0.05%","4.38",370000,282938.1,"05/24/2016","06/01/2046",0,1]
[null,"BPRCNY8  ","FOREIGN BOND                                                                                                                                                    ","TITULOS DE TESORERIA 13.25 2/9/2033                                                                                                                             ","0.05%","3.25",850000000,279559.18,"02/09/2022","02/09/2033",0,1]
[null,"BRJQFJ1  ","FOREIGN BOND                                                                                                                                                    ","JAPAN (40 YEAR ISSUE) 2.2 3/20/2064                                                                                                                             ","0.05%","2.2",67500000,278544.94,"03/20/2024","03/20/2064",0,1]
[null,"69331CAN8","CORPORATE BOND                                                                                                                                                  ","PG&E CORP 6.85 9/15/2056                                                                                                                                        ","0.05%","6.85",280000,268783.17,"02/19/2026","09/15/2056",0,1]
[null,"BZ6V603  ","FOREIGN BOND                                                                                                                                                    ","JAPAN (20 YEAR ISSUE) 0.4 3/20/2036                                                                                                                             ","0.05%","4",52700000,268297.55,"03/20/2016","03/20/2036",0,1]
[null,"BN6R2V0  ","FOREIGN BOND                                                                                                                                                    ","BONOS Y OBLIG DEL ESTADO 3.45 10/31/2034                                                                                                                        ","0.05%","3.45",232000,260579.74,"06/05/2024","10/31/2034",0,1]
[null,"3140W2VW8","FNMA                                                                                                                                                            ","FN FA2428 5.5 8/1/2055                                                                                                                                          ","0.05%","5.5",260856,254858.48,"07/01/2025","08/01/2055",0,1]
[null,"IMCGSUSD ","CASH                                                                                                                                                            ","GS VM BALANCE USD                                                                                                                                               ","0.05%","0",251000,251000,"","",0,1]
[null,"3142JCBH2","FHLMC                                                                                                                                                           ","FR RR0039 5.5 11/1/2040                                                                                                                                         ","0.04%","5.5",237948,237427.51,"10/01/2025","11/01/2040",0,1]
[null,"BVV7SD5  ","FOREIGN BOND                                                                                                                                                    ","POLAND GOVERNMENT BOND 5.25 4/25/2036                                                                                                                           ","0.04%","5.25",900000,219982.06,"04/25/2026","04/25/2036",0,1]
[null,"3132CX3H3","FHLMC                                                                                                                                                           ","FR SB1700 5 11/1/2040                                                                                                                                           ","0.04%","5.0",213996,210345.26,"10/01/2025","11/01/2040",0,1]
[null,"3133KYTW9","FHLMC                                                                                                                                                           ","FR RB5065 2 7/1/2040                                                                                                                                            ","0.04%","2.0",246634,207407.86,"06/01/2020","07/01/2040",0,1]
[null,"06738ECD5","FOREIGN BOND                                                                                                                                                    ","BARCLAYS PLC 7.385 11/2/2028                                                                                                                                    ","0.04%","7.39",200000,204871.85,"11/02/2022","11/02/2028",0,1]
[null,"3142JCAL4","FHLMC                                                                                                                                                           ","FR RR0010 5.5 7/1/2040                                                                                                                                          ","0.04%","5.5",202772,202452.76,"06/01/2025","07/01/2040",0,1]
[null,"853254DB3","FOREIGN BOND                                                                                                                                                    ","STANDARD CHARTERED PLC 5.688 5/14/2028                                                                                                                          ","0.04%","5.69",200000,200883.39,"05/14/2024","05/14/2028",0,1]
[null,"23636ABC4","FOREIGN BOND                                                                                                                                                    ","DANSKE BANK A/S 4.298 4/1/2028                                                                                                                                  ","0.04%","4.3",200000,199454.49,"04/01/2022","04/01/2028",0,1]
[null,"780097BP5","FOREIGN BOND                                                                                                                                                    ","NATWEST GROUP PLC 3.073 5/22/2028                                                                                                                               ","0.04%","3.07",200000,197714.83,"05/22/2020","05/22/2028",0,1]
[null,"09659W2M5","FOREIGN BOND                                                                                                                                                    ","BNP PARIBAS 1.904 9/30/2028                                                                                                                                     ","0.03%","1.9",200000,193771.89,"09/30/2020","09/30/2028",0,1]
[null,"36179XBU9","GNMA2                                                                                                                                                           ","G2 MA8151 4.5 7/20/2052                                                                                                                                         ","0.03%","4.5",205649,191902.13,"07/01/2022","07/20/2052",0,1]
[null,"31418EJ76","FNMA                                                                                                                                                            ","FN MA4785 5 10/1/2052                                                                                                                                           ","0.03%","5.0",199865,191430.28,"09/01/2022","10/01/2052",0,1]
[null,"3140W5ZM9","FNMA                                                                                                                                                            ","FN FA5247 6 3/1/2056                                                                                                                                            ","0.03%","6.0",190084,190433.05,"04/01/2026","03/01/2056",0,1]
[null,"3142JCCX6","FHLMC                                                                                                                                                           ","FR RR0085 5.5 5/1/2041                                                                                                                                          ","0.03%","5.5",189158,188815.82,"04/01/2026","05/01/2041",0,1]
[null,"31427SML9","FHLMC                                                                                                                                                           ","FR SL4862 5 3/1/2056                                                                                                                                            ","0.03%","5.0",196893,186973.89,"04/01/2026","03/01/2056",0,1]
[null,"31418D3R1","FNMA                                                                                                                                                            ","FN MA4407 2 8/1/2041                                                                                                                                            ","0.03%","2.0",217761,183615.58,"07/01/2021","08/01/2041",0,1]
[null,"3132DVLY9","FHLMC                                                                                                                                                           ","FR SD7543 2.5 8/1/2051                                                                                                                                          ","0.03%","2.5",222167,181717.46,"07/01/2021","08/01/2051",0,1]
[null,"3140QF5E5","FNMA                                                                                                                                                            ","FN CA8044 2.5 12/1/2050                                                                                                                                         ","0.03%","2.5",216663,175531.6,"11/01/2020","12/01/2050",0,1]
[null,"BN7F1L6  ","FOREIGN BOND                                                                                                                                                    ","BONOS Y OBLIG DEL ESTADO 0.7 4/30/2032                                                                                                                          ","0.03%","7",173000,170700.57,"01/18/2022","04/30/2032",0,1]
[null,"3133KUMF1","FHLMC                                                                                                                                                           ","FR RB1258 5.5 8/1/2046                                                                                                                                          ","0.03%","5.5",169499,167549.5,"08/01/2026","08/01/2046",0,1]
[null,"31418FSE8","FNMA                                                                                                                                                            ","FN MA5916 5 12/1/2040                                                                                                                                           ","0.03%","5.0",165438,162442.91,"11/01/2025","12/01/2040",0,1]
[null,"DCS1BZDS ","CREDIT DEFAULT SWAP                                                                                                                                             ","ITRAXX EUROPE SERIES 45 6/20/2031                                                                                                                               ","0.03%","1.0",-7100000,161757.47,"06/22/2026","06/20/2031",0,1]
[null,"3142JCBG4","FHLMC                                                                                                                                                           ","FR RR0038 5 11/1/2040                                                                                                                                           ","0.03%","5.0",159944,157048.6,"10/01/2025","11/01/2040",0,1]
[null,"31427PDD3","FHLMC                                                                                                                                                           ","FR SL1899 3 4/1/2052                                                                                                                                            ","0.03%","3.0",174517,147090.64,"07/01/2025","04/01/2052",0,1]
[null,"3132DNCD3","FHLMC                                                                                                                                                           ","FR SD0968 3.5 4/1/2052                                                                                                                                          ","0.03%","3.5",167139,146867.14,"03/01/2022","04/01/2052",0,1]
[null,"BSSH3H6  ","FOREIGN BOND                                                                                                                                                    ","JT INTL FIN SERVICES BV 3.87 9/4/2055                                                                                                                           ","0.03%","3.87",129000,142590,"09/04/2025","09/04/2055",0,1]
[null,"BPLDN36  ","FOREIGN BOND                                                                                                                                                    ","REPUBLIC OF AUSTRIA 2.9 2/20/2034                                                                                                                               ","0.03%","2.9",126300,139054.4,"01/25/2024","02/20/2034",0,1]
[null,"BP6RCC5  ","FOREIGN BOND                                                                                                                                                    ","BUNDESREPUB. DEUTSCHLAND 2.6 5/15/2041                                                                                                                          ","0.02%","2.6",132000,132511.52,"04/12/2024","05/15/2041",0,1]
[null,"BRRGMF8  ","FOREIGN BOND                                                                                                                                                    ","NETHERLANDS GOVERNMENT 2.5 7/15/2034                                                                                                                            ","0.02%","2.5",122000,131140.73,"02/08/2024","07/15/2034",0,1]
[null,"X9USD02RR","MONEY MARKET                                                                                                                                                    ","DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT MONEY M                                                                                                              ","0.02%","3.62",130126,130125.54,"","",0,1]
[null,"30165BAF0","MORTGAGE RELATED                                                                                                                                                ","EART 2024-5A C 4.64 1/15/2030                                                                                                                                   ","0.02%","4.64",125000,124937.51,"09/30/2024","01/15/2030",0,1]
[null,"36275AAE9","MORTGAGE RELATED                                                                                                                                                ","GMALT 2026-2 A4 4.36 5/20/2030                                                                                                                                  ","0.02%","4.36",125000,123633.85,"05/14/2026","05/20/2030",0,1]
[null,"59170JBK3","MORTGAGE RELATED                                                                                                                                                ","MNET 2026-1A A2 5.273 4/20/2056                                                                                                                                 ","0.02%","5.27",125000,122155.96,"03/20/2026","04/20/2056",0,1]
[null,"BMXC0W8  ","FOREIGN BOND                                                                                                                                                    ","QUEENSLAND TREASURY CORP 2 8/22/2033                                                                                                                            ","0.02%","2.0",209000,117552.91,"08/22/2021","08/22/2033",0,1]
[null,"BP9PBD0  ","FOREIGN BOND                                                                                                                                                    ","TREASURY CORP VICTORIA 4.75 9/15/2036                                                                                                                           ","0.02%","4.75",180000,116137.44,"09/15/2022","09/15/2036",0,1]
[null,"BVBP9S1  ","FOREIGN BOND                                                                                                                                                    ","RENAULT SA 3.875 9/30/2030                                                                                                                                      ","0.02%","3.88",100000,112347.37,"09/30/2025","09/30/2030",0,1]
[null,"3140QPH59","FNMA                                                                                                                                                            ","FN CB3851 4 6/1/2052                                                                                                                                            ","0.02%","4.0",122946,111185.82,"05/01/2022","06/01/2052",0,1]
[null,"BT6BGQ7  ","FOREIGN BOND                                                                                                                                                    ","ARKEMA 3.5 9/9/2033                                                                                                                                             ","0.02%","3.5",100000,108308,"09/09/2025","09/09/2033",0,1]
[null,"B0ZSLD8  ","FOREIGN BOND                                                                                                                                                    ","SWITZERLAND 2.5 3/8/2036                                                                                                                                        ","0.02%","2.5",74000,106573.56,"03/08/2006","03/08/2036",0,1]
[null,"BLH23Q2  ","FOREIGN BOND                                                                                                                                                    ","CELLNEX FINANCE CO SA 2 2/15/2033                                                                                                                               ","0.02%","2.0",100000,99757.37,"02/15/2021","02/15/2033",0,1]
[null,"EUR      ","CURRENCY SECURITY                                                                                                                                               ","EURO                                                                                                                                                            ","0.02%","0",83614,96498.06,"","",0,1]
[null,"BSLTZK6  ","FOREIGN BOND                                                                                                                                                    ","TITULOS DE TESORERIA 11.75 1/24/2035                                                                                                                            ","0.02%","1.75",300000000,92012.86,"01/24/2025","01/24/2035",0,1]
[null,"BKT1058  ","FOREIGN BOND                                                                                                                                                    ","NEW S WALES TREASURY CRP 2 3/8/2033                                                                                                                             ","0.01%","2.0",144000,82690.91,"03/08/2020","03/08/2033",0,1]
[null,"BTJZN87  ","FOREIGN BOND                                                                                                                                                    ","MEX BONOS DESARR FIX RT 8 2/21/2036                                                                                                                             ","0.01%","8.0",1400000,73907.59,"03/06/2025","02/21/2036",0,1]
[null,"RXZ6 COM ","FUTURE                                                                                                                                                          ","EURO-BUND FUTURE DEC26                                                                                                                                          ","0.01%","0",-413,64392.51,"","12/08/2026",-57316095.01,1000]
[null,"BR4S9J0  ","FOREIGN BOND                                                                                                                                                    ","BELGIUM KINGDOM 3.1 6/22/2035                                                                                                                                   ","0.01%","3.1",56023,60132.97,"01/14/2025","06/22/2035",0,1]
[null,"BRK4B18  ","FOREIGN BOND                                                                                                                                                    ","ROMANIA 5.25 5/30/2032                                                                                                                                          ","0.01%","5.25",41000,46885.26,"05/30/2024","05/30/2032",0,1]
[null,"BRXGNJ3  ","FOREIGN BOND                                                                                                                                                    ","OBRIGACOES DO TESOURO 2.875 10/20/2034                                                                                                                          ","0.01%","2.88",43000,46694.2,"01/11/2024","10/20/2034",0,1]
[null,"47214BAD0","CORPORATE BOND                                                                                                                                                  ","JBS NV/USA FOODS/FOOD CO 7.25 11/15/2053                                                                                                                        ","0.01%","7.25",40000,41178.84,"11/15/2024","11/15/2053",0,1]
[null,"B9L2YV6  ","FOREIGN BOND                                                                                                                                                    ","SINGAPORE GOVERNMENT 3.375 9/1/2033                                                                                                                             ","0.01%","3.38",45000,37572.64,"09/02/2013","09/01/2033",0,1]
[null,"BPX3BH4  ","FOREIGN BOND                                                                                                                                                    ","NEW ZEALAND GOVERNMENT 4.25 5/15/2034                                                                                                                           ","0.01%","4.25",63000,34835.01,"11/15/2022","05/15/2034",0,1]
[null,"GSMARUSD ","CASH                                                                                                                                                            ","GS VM BALANCE USD                                                                                                                                               ","0.01%","0",34627,34627.13,"","",0,1]
[null,"WNZ6 COM ","FUTURE                                                                                                                                                          ","US ULTRA BOND CBT DEC26                                                                                                                                         ","0.01%","0",-27,33508.53,"","12/21/2026",-2917687.5,1000]
[null,"DSW2ZIGS1","INTEREST RATE SWAPS                                                                                                                                             ","PAYB IRSOIS-GBP-22819592                                                                                                                                        ","0.01%","4.57",-740000,27642.7,"07/27/2026","07/27/2036",0,1]
[null,"BMTXWR4  ","FOREIGN BOND                                                                                                                                                    ","BELGIUM KINGDOM 3.3 6/22/2054                                                                                                                                   ","0.00%","3.3",29871,26391.55,"02/22/2023","06/22/2054",0,1]
[null,"DSW2ZIKS1","INTEREST RATE SWAPS                                                                                                                                             ","PAYB IRSVAN-EUR-22819996                                                                                                                                        ","0.00%","3.25",-552000,24191.44,"07/29/2026","07/29/2056",0,1]
[null,"694308LB1","CORPORATE BOND                                                                                                                                                  ","PACIFIC GAS & ELECTRIC 6 5/1/2056                                                                                                                               ","0.00%","6.0",26000,23261.89,"02/20/2026","05/01/2056",0,1]
[null,"SEK      ","CURRENCY SECURITY                                                                                                                                               ","SWEDISH KRONA                                                                                                                                                   ","0.00%","0",206252,21084.77,"","",0,1]
[null,"DSW2ZIIS1","INTEREST RATE SWAPS                                                                                                                                             ","PAYB IRSVAN-SEK-22819605                                                                                                                                        ","0.00%","3.06",-6670000,18373.5,"07/29/2026","07/29/2036",0,1]
[null,"GBP      ","CURRENCY SECURITY                                                                                                                                               ","GREAT BRITISH POUND                                                                                                                                             ","0.00%","0",13402,18058.37,"","",0,1]
[null,"DRS1HOUS1","INTEREST RATE SWAPS                                                                                                                                             ","PAYB IRSCPI-USD-22819828                                                                                                                                        ","0.00%","0",-1113000,8849.94,"07/29/2026","07/29/2056",0,1]
[null,"TUZ6 COM ","FUTURE                                                                                                                                                          ","US 2YR NOTE (CBT) DEC26                                                                                                                                         ","0.00%","0",260,5781.88,"","12/31/2026",53056250,2000]
[null,"AUD      ","CURRENCY SECURITY                                                                                                                                               ","AUSTRALIAN DOLLAR                                                                                                                                               ","0.00%","0",5717,4077.06,"","",0,1]
[null,"MXN      ","CURRENCY SECURITY                                                                                                                                               ","MEXICAN PESO                                                                                                                                                    ","0.00%","0",57416,3347.38,"","",0,1]
[null,"BWRQ5M1  ","FOREIGN BOND                                                                                                                                                    ","NOTA DO TESOURO NACIONAL 10 1/1/2037                                                                                                                            ","0.00%","0",10000,1505.98,"01/01/2026","01/01/2037",0,1]
[null,"DCS1C23S ","CREDIT DEFAULT SWAP                                                                                                                                             ","ITRAXX EUROPE SERIES 45 6/20/2036                                                                                                                               ","0.00%","1.0",-543000,1658.78,"06/22/2026","06/20/2036",0,1]
[null,"DCS1C4VS ","CREDIT DEFAULT SWAP                                                                                                                                             ","ITRAXX EUROPE SERIES 45 6/20/2036                                                                                                                               ","0.00%","1.0",-554000,1692.38,"06/22/2026","06/20/2036",0,1]
[null,"DCS1CBOS ","CREDIT DEFAULT SWAP                                                                                                                                             ","ITRAXX EUROPE SERIES 45 6/20/2036                                                                                                                               ","0.00%","1.0",-553000,1689.33,"06/22/2026","06/20/2036",0,1]
[null,"FVZ6 COM ","FUTURE                                                                                                                                                          ","US 5YR NOTE (CBT) DEC26                                                                                                                                         ","0.00%","0",-18,1239.08,"","12/31/2026",-1878609.38,1000]
[null,"SGD      ","CURRENCY SECURITY                                                                                                                                               ","SINGAPORE DOLLAR                                                                                                                                                ","0.00%","0",1108,870.69,"","",0,1]
[null,"NZD      ","CURRENCY SECURITY                                                                                                                                               ","NEW ZEALAND DOLLAR                                                                                                                                              ","0.00%","0",925,532.58,"","",0,1]
[null,"DRS1HOVS1","INTEREST RATE SWAPS                                                                                                                                             ","PAYB IRSCPI-GBP-22819829                                                                                                                                        ","0.00%","0",-401000,0,"","07/29/2056",0,1]
[null,"PLN      ","CURRENCY SECURITY                                                                                                                                               ","POLISH ZLOTY                                                                                                                                                    ","0.00%","0",482,128.1,"","",0,1]
[null,"DCO09QTSE","OPTION                                                                                                                                                          ","ITX45/CDS000F2031-196689762 C0.525 09/17/2026                                                                                                                   ","0.00%","0",-1800000,-26.84,"","09/17/2026",0,0]
[null,"JPY      ","CURRENCY SECURITY                                                                                                                                               ","JAPANESE YEN                                                                                                                                                    ","0.00%","0",717,4.62,"","",0,1]
[null,"DRS1HOWS1","INTEREST RATE SWAPS                                                                                                                                             ","PAYB IRSCPI-EUR-22819830                                                                                                                                        ","0.00%","0",-356000,0,"","07/29/2056",0,1]
[null,"CHF      ","CURRENCY SECURITY                                                                                                                                               ","SWISS FRANC                                                                                                                                                     ","0.00%","0",110,133.81,"","",0,1]
[null,"DSW2ZIHS1","INTEREST RATE SWAPS                                                                                                                                             ","PAYB IRSVAN-EUR-22819604                                                                                                                                        ","0.00%","0",-610000,0,"","07/29/2036",0,1]
[null,"DSW2ZILS1","INTEREST RATE SWAPS                                                                                                                                             ","PAYB IRSVAN-EUR-22819997                                                                                                                                        ","0.00%","0",-1219000,0,"","07/29/2036",0,1]
[null,"DSW2ZM4S1","INTEREST RATE SWAPS                                                                                                                                             ","PAYB IRSVAN-KRW-22856164                                                                                                                                        ","0.00%","0",-1400000000,0,"","08/10/2036",0,1]
[null,"DCO09SNS ","OPTION                                                                                                                                                          ","CDX46/IGCDS000F2031-196689382 P0.525 09/17/2026                                                                                                                 ","0.00%","0",-2450000,-371.56,"","09/17/2026",0,0]
[null,"DCO09THS ","OPTION                                                                                                                                                          ","CDX46/IGCDS000F2031-196688038 C0.525 09/17/2026                                                                                                                 ","0.00%","0",-2450000,-540.28,"","09/17/2026",0,0]
[null,"G Z6 COM ","FUTURE                                                                                                                                                          ","LONG GILT FUTURE DEC26                                                                                                                                          ","0.00%","0",53,-1488.91,"","12/29/2026",6003153.04,1000]
[null,"UXYZ6 COM","FUTURE                                                                                                                                                          ","US 10YR ULTRA FUT DEC26                                                                                                                                         ","0.00%","0",-23,-1438.86,"","12/21/2026",-2471421.88,1000]
[null,"TYZ6 COM ","FUTURE                                                                                                                                                          ","US 10YR NOTE (CBT)DEC26                                                                                                                                         ","0.00%","0",91,-1900.73,"","12/21/2026",9640312.5,1000]
[null,"DCO09QSSE","OPTION                                                                                                                                                          ","ITX45/CDS000F2031-196689578 P0.525 09/17/2026                                                                                                                   ","0.00%","0",-1800000,-2234.47,"","09/17/2026",0,0]
[null,"CNZ6 COM ","FUTURE                                                                                                                                                          ","CAN 10YR BOND FUT DEC26                                                                                                                                         ","0.00%","0",98,-6794.85,"","12/18/2026",8131225.75,1000]
[null,"JBZ6 COM ","FUTURE                                                                                                                                                          ","JPN 10Y BOND(OSE) DEC26                                                                                                                                         ","0.00%","0",19,-8174.56,"","12/14/2026",15290158.28,1000000]
[null,"GSMARGBP ","CASH                                                                                                                                                            ","GS VM BALANCE GBP                                                                                                                                               ","0.00%","0",-7199,-9700.43,"","",0,1]
[null,"DUZ6 COM ","FUTURE                                                                                                                                                          ","EURO-SCHATZ FUT DEC26                                                                                                                                           ","0.00%","0",209,-9198.53,"","12/08/2026",25221684.28,1000]
[null,"OEZ6 COM ","FUTURE                                                                                                                                                          ","EURO-BOBL FUTURE DEC26                                                                                                                                          ","0.00%","0",7,-10874.27,"","12/08/2026",905537.35,1000]
[null,"IKZ6 COM ","FUTURE                                                                                                                                                          ","EURO-BTP FUTURE DEC26                                                                                                                                           ","0.00%","0",96,-12395.25,"","12/08/2026",12405502.73,1000]
[null,"UBZ6 COM ","FUTURE                                                                                                                                                          ","EURO-BUXL 30Y BND DEC26                                                                                                                                         ","0.00%","0",6,-12217.98,"","12/08/2026",699935.38,1000]
[null,"USZ6 COM ","FUTURE                                                                                                                                                          ","US LONG BOND(CBT) DEC26                                                                                                                                         ","0.00%","0",64,-14484.54,"","12/21/2026",6822000,1000]
[null,"GSMARSEK ","CASH                                                                                                                                                            ","GS VM BALANCE SEK                                                                                                                                               ","0.00%","0",-155876,-15934.86,"","",0,1]
[null,"OATZ6 COM","FUTURE                                                                                                                                                          ","EURO-OAT FUTURE DEC26                                                                                                                                           ","0.00%","0",113,-16138.84,"","12/08/2026",14595789.86,1000]
[null,"XMZ6 COM ","FUTURE                                                                                                                                                          ","AUST 10Y BOND FUT Dec26                                                                                                                                         ","0.00%","0",20,-24297.01,"","12/15/2026",1486723.86,1000]
[null,"DCS1CBYS ","CREDIT DEFAULT SWAP                                                                                                                                             ","ITRAXX EUROPE CROSSOVER SERIES 45 6/20/2031                                                                                                                     ","0.00%","5.0",251000,-27479.31,"06/22/2026","06/20/2031",0,1]
[null,"DCS1C19S ","CREDIT DEFAULT SWAP                                                                                                                                             ","ITRAXX EUROPE CROSSOVER SERIES 45 6/20/2031                                                                                                                     ","0.00%","5.0",247000,-27041.39,"06/22/2026","06/20/2031",0,1]
[null,"DCS1C6RS ","CREDIT DEFAULT SWAP                                                                                                                                             ","ITRAXX EUROPE CROSSOVER SERIES 45 6/20/2031                                                                                                                     ","-0.01%","5.0",252000,-27588.78,"06/22/2026","06/20/2031",0,1]
[null,"GSMAREUR ","CASH                                                                                                                                                            ","GS VM BALANCE EUR                                                                                                                                               ","-0.01%","0",-27214,-31408.01,"","",0,1]
[null,"DCS1BZES ","CREDIT DEFAULT SWAP                                                                                                                                             ","ITRAXX EUROPE SENIOR FINANCIALS ERIES 45 6/20/2031                                                                                                              ","-0.02%","1.0",6250000,-134413.22,"06/22/2026","06/20/2031",0,1]
[null,"CAD      ","CURRENCY SECURITY                                                                                                                                               ","CANADIAN DOLLAR                                                                                                                                                 ","-0.20%","0",-1555643,-1117719.87,"","",0,1]
[null,"NCA      ","NET CASH                                                                                                                                                        ","Net Current Assets                                                                                                                                              ","-29.02%","0",-161675004,-161675004.39,null,null,0,0]
[]
["Notional Value: Notional Value is the face value of the derivative contract. It is the total value of the security's underlying asset at its spot price. "]
[]
["Portfolio holdings, allocations and weightings are as of the date indicated, are subject to change and should not be considered a recommendation to buy or sell individual securities. For most recent information visit www.im.bnymellon.com."]
[]
["Market Value is calculated using the closing market price of each security from the prior business day."]
[]
["Important Risk Information"]
["ETFs trade like stocks, are subject to investment risk, including possible loss of principal."]
[]
["This analysis or any portion thereof may not be revised or changed in any way, reprinted, sold or redistributed without the written consent of BNY Mellon Investment Management. "]
[]
["INVESTMENT PRODUCTS: NOT FDIC INSURED | NO BANK GUARANTEE | MAY LOSE VALUE"]
[]
["BNY Mellon Securities Corporation, Distributor"]
[]
[]
[]
[]
["MARK-102042-2020-02-13"]