Dimensional Core Fixed Income ETF - Holdings

Etf holdings as of March 20, 2026Number of holdings: 1701

Full holdings list

Weight %	ISIN	Description	Coupon Rate	Shares Held
6.30%	US01F0606420	FNMA 30YR TBA APR 6%	6	589235000
5.85%	US01F0226427	FNMA 30YR TBA APR 2.5%	2.5	667370000
5.64%	US01F0206460	FNMA 30YR TBA APR 2%	2	672858000
3.69%	US91282CMX64	US T-NOTE VRN 04/30/27	3.8032452	350269000
3.51%	US91282CNQ05	US T-NOTE VRN 7/31/27	3.8022444	333355000
2.91%	US01F0626485	FNMA 30YR TBA APR 6.5%	6.5	267467000
2.83%	US91282CKM28	US T-NOTE VRN 04/30/26	3.7932444	269381000
2.71%	US21H0606481	GNMA 30YR TBA APR 6%	6	253901000
2.62%	US91282CMJ70	US T-NOTE VRN 01/31/27	3.741246	249390000
2.46%	US91282CLT61	US T-NOTE VRN 10/31/26	3.8482452	233323000
2.30%	US91282CPG05	US T-NOTE VRN 10/31/27	3.833244	218836000
2.19%	US91282CLA70	US T-NOTE VRN 07/31/26	3.8252448	208620000
1.76%	US01F0326417	FNMA 30YR TBA APR 3.5%	3.5	184677000
1.41%	US91282CPX38	US T-NOTE VRN 01/31/28	3.7422468	134362000
1.07%	US21H0526457	GNMA 30YR TBA APR 5.5%	5.5	101551000
1.07%	NZGOVDT530C2	NEW ZEALA 4.5% 05/15/30	4.5	171500000
1.07%	US91282CDY49	US T-NOTE 1.875% 02/15/32	1.875	115052000
1.03%	US91282CGM73	US T-NOTE 3.5% 02/15/33	3.5	101853000
0.89%	US91282CFF32	US T-NOTE 2.75% 08/15/32	2.75	91535000
0.89%	US91282CEP23	US T-NOTE 2.875% 05/15/32	2.875	90477000
0.85%	US912810UD80	US T-BOND 4.125% 08/15/44	4.125	90416000
0.84%	US91282CDJ71	US T-NOTE 1.375% 11/15/31	1.375	92740000
0.81%	US91282CFV81	US T-NOTE 4.125% 11/15/32	4.125	77543000
0.81%	US91282CCS89	US T-NOTE 1.25% 8/15/31	1.25	88908000
0.76%	US91282CJJ18	US T-NOTE 4.5% 11/15/33	4.5	71223000
0.76%	US91282CEV90	US T-NOTE 3.25% 06/30/29	3.25	73880700
0.70%	US912810UF39	US T-BOND 4.625% 11/15/44	4.625	69193000
0.66%	US91282CEE75	US T-NOTE 2.375% 03/31/29	2.375	65931000
0.66%	US91282CHC82	US T-NOTE 3.375% 05/15/33	3.375	66420000
0.65%	US91282CMK44	US T-NOTE 4.375% 01/31/32	4.375	61122000
0.64%	US91282CJM47	US T-NOTE 4.375% 11/30/30	4.375	60078000
0.61%	US91282CHT18	US T-NOTE 3.875% 08/15/33	3.875	59500000
0.61%	US91282CMR96	US T-NOTE 4.125% 02/29/32	4.125	57568000
0.59%	US912810EX29	US T-BOND 6.75% 08/15/26	6.75	55000000
0.56%	US912810UL07	US T-BOND 5% 05/15/45	5	52853000
0.54%	US91282CEM91	US T-NOTE 2.875% 04/30/29	2.875	53419000
0.49%	US91282CMT52	US T-NOTE 4.125% 03/31/32	4.125	47000000
0.48%	US91282CKN01	US T-NOTE 4.625% 04/30/31	4.625	44121000
0.46%	US822905AT26	SHELL FIN 6.375% 12/15/38	6.375	40300000
0.46%	US91282CKC46	US T-NOTE 4.25% 02/28/31	4.25	43536000
0.46%	US91282CNA52	US T-NOTE 4% 04/30/32	4	43810000
0.43%	US912810UJ50	US T-BOND 4.75% 02/15/45	4.75	42221000
0.42%	US91282CPF22	US T-NOTE 3.75% 10/31/32	3.75	41355000
0.42%	US912810UN62	US T-BOND 4.875% 08/15/45	4.875	40593000
0.40%	US91282CKF76	US T-NOTE 4.125% 03/31/31	4.125	38047000
0.37%	US912797TA59	US T-BILL DN 3/24/2026	0	35000000
0.35%	US91282CKQ32	US T-NOTE 4.375% 05/15/34	4.375	33052000
0.34%	US91282CGQ87	US T-NOTE 4% 02/28/30	4	31950000
0.32%	US59562VAM90	BERKSHIRE 6.125% 04/01/36	6.125	28915000
0.32%	US91282CLZ22	US T-NOTE 4.125% 11/30/31	4.125	30281000
0.31%	US91282CJG78	US T-NOTE 4.875% 10/31/30	4.875	28057000
0.30%	US91282CPQ86	US T-NOTE 3.875% 12/31/32	3.875	29161000
0.30%	US91282CPJ44	US T-NOTE 4% 11/15/35	4	29206000
0.29%	US91282CLU35	US T-NOTE 4.125% 10/31/31	4.125	28000000
0.29%	US912810SR05	US T-BOND 1.125% 05/15/40	1.125	45000000
0.29%	US02079KAY38	ALPHABET 4.7% 11/15/35	4.7	28110000
0.28%	US717081CY74	PFIZER IN 7.20% 03/15/39	7.2	23182000
0.28%	US91282CNW72	US T-NOTE 3.875% 08/31/32	3.875	26963000
0.28%	US03938LBF04	ARCELORMI 6.8% 11/29/32	6.8	24094000
0.28%	US91282CJZ59	US T-NOTE 4% 02/15/34	4	26677000
0.27%	US38141GGM06	GOLDMAN S 6.25% 02/01/41	6.25	24232000
0.25%	US912797TB33	US T-BILL DN 3/31/2026	0	24000000
0.25%	US822905AV71	SHELL FIN 5.5% 03/25/40	5.5	23940000
0.25%	US30231GBF81	EXXON MOB 4.227% 03/19/40	4.227	26610000
0.25%	US912797TU14	US T-BILL DN 6/2/2026	0	24000000
0.24%	US30303M8L96	META PLAT 4.6% 05/15/28	4.6	22818000
0.24%	US961214FS73	WESTPAC B VRN 04/16/26	4.3651008	22740000
0.23%	US91282CCB54	US T-NOTE 1.625% 05/15/31	1.625	25000000
0.23%	US125523AJ93	CIGNA COR 4.8% 08/15/38	4.8	23544000
0.23%	US912810FM54	US T-BOND 6.25% 05/15/30	6.25	20000000
0.23%	US10112RBJ23	BOSTON PR 5.75% 01/15/35	5.75	21861000
0.23%	US260543DP51	DOW CHEMI 5.65% 03/15/36	5.65	21757000
0.22%	US07274NAN30	BAYER US 4.625% 06/25/38	4.625	24002000
0.22%	US26442CAA27	DUKE ENER 6.1% 06/01/37	6.1	20151000
0.22%	XS2644969425	REALTY IN 4.875% 07/06/30	4.875	17500000
0.22%	US07274EAL74	BAYER US 6.5% 11/21/33	6.5	19614000
0.20%	US91282CHJ36	US T-NOTE 3.75% 06/30/30	3.75	19650000
0.20%	US172967EW71	CITIGROUP 8.125% 07/15/39	8.125	15768000
0.20%	US35137LAJ44	FOX CORP 5.476% 01/25/39	5.476	20060000
0.20%	US053807AV56	AVNET INC 5.5% 06/01/32	5.5	18912000
0.20%	US171239AK24	CHUBB INA 5.% 03/15/34	5	18556000
0.19%	US13607LWW98	CANADIAN 6.092% 10/03/33	6.092	17356000
0.19%	JP1051631PB2	JAPAN GOV .4% 09/20/28	0.4	3000000000
0.19%	US91282CKT70	US T-NOTE 4.5% 05/31/29	4.5	18000000
0.19%	JP1103531K10	JAPAN GOV .1% 12/20/28	0.1	3000000000
0.19%	US05526DBD66	BAT CAPIT 4.39% 08/15/37	4.39	20196000
0.19%	US91282CKG59	US T-NOTE 4.125% 3/31/29	4.125	18000000
0.19%	US91282CHW47	US T-NOTE 4.125% 08/31/30	4.125	18000000
0.19%	US09581JAT34	BLUE OWL 6.25% 04/18/34	6.25	18817000
0.18%	US912828ZQ64	US T-NOTE 0.625% 05/15/30	0.625	20000000
0.17%	US641062AL84	NESTLE HO 3.9% 09/24/38	3.9	18477000
0.17%	US91282CKX82	US T-NOTE 4.25% 06/30/29	4.25	16000000
0.17%	US25179MAN39	DEVON ENE 4.75% 05/15/42	4.75	18378000
0.17%	JP1470021Q71	JAPAN GOV .5% 06/20/29	0.5	2600000000
0.17%	US55608PBU75	MACQUARIE VRN 07/02/27	4.9390704	15724000
0.16%	US458140CH18	INTEL COR 5.625% 02/10/43	5.625	16686000
0.16%	US92343VDR24	VERIZON C 4.812% 03/15/39	4.812	16847000
0.16%	US641062AF17	NESTLE HO 3.625% 09/24/28	3.625	15747000
0.16%	US46625HHV50	JPMORGAN 5.5% 10/15/40	5.5	15190000
0.16%	US91282CHF14	US T-NOTE 3.75% 05/31/30	3.75	15447000
0.16%	US12570FAB76	CK HUTCHI 4.875% 04/21/33	4.875	15235000
0.16%	US76720AAT34	RIO TINTO 5.% 03/14/32	5	15000000
0.16%	US632525BQ39	NATIONAL VRN 06/11/27	4.3172712	15026000
0.16%	US91282CJX02	US T-NOTE 4% 01/31/31	4	14921000
0.16%	US00440KAC71	ACCENT 4.250% 10/04/2031	4.25	15000000
0.15%	US20030NCY58	COMCAST C 3.25% 11/01/39	3.25	19179000
0.15%	US488401AD23	KEMPER CO 3.8% 02/23/32	3.8	16140000
0.15%	US822905AD73	SHELL 4.55% 08/12/43	4.55	16721000
0.15%	US20030NDH17	COMCAST C 3.75% 04/01/40	3.75	17927000
0.15%	US06368L3M61	BANK OF M VRN 06/04/27	4.4789112	14355000
0.15%	US12621EAM57	CNO FINAN 6.45% 06/15/34	6.45	13963000
0.15%	US976826BQ93	WISCONSIN 3.95% 09/01/32	3.95	15000000
0.15%	AU3FN0074514	COMMONWEA VRN 01/13/28	4.89150005	20000000
0.14%	US06418GAG29	BANK OF N VRN 06/04/27	4.4989092	13711000
0.14%	US91282CPM72	US T-NOTE 3.75% 11/30/32	3.75	13988000
0.14%	US92343VGK44	VERIZON C 3.4% 03/22/41	3.4	17907000
0.14%	US58933YBS37	MERCK & C 4.95% 09/15/35	4.95	13612000
0.14%	US58933YBA29	MERCK & C 2.35% 06/24/40	2.35	19113000
0.14%	US205887CD22	CONAGRA B 5.3% 11/01/38	5.3	14562000
0.14%	US571676AV71	MARS INC 4.75% 04/20/33	4.75	13435000
0.14%	XS2887901598	BMW INTER 3.125% 08/27/30	3.125	11473000
0.14%	US57636QAZ72	MASTERCAR 4.875% 05/09/34	4.875	12955000
0.14%	US58769JAM99	MERCEDES- 5.05% 08/03/33	5.05	13006000
0.13%	US637071AK74	NOV INC 3.95% 12/01/42	3.95	16600000
0.13%	US66989HAV06	NOVARTIS 4.2% 09/18/34	4.2	13251000
0.13%	US87938WAC73	TELEFONIC 7.045% 06/20/36	7.045	11575000
0.13%	US17275RAD44	CISCO SYS 5.90% 02/15/39	5.9	11906000
0.13%	US110122CQ99	BRISTOL-M 4.125% 06/15/39	4.125	14216000
0.13%	US25179MAL72	DEVON ENE 5.6% 07/15/41	5.6	13001000
0.13%	US66989HAZ10	NOVARTIS 4.3% 11/05/32	4.3	12729000
0.13%	US29446MAP77	EQUINOR A 4.75% 11/14/35	4.75	12655000
0.13%	US912810SQ22	US T-BOND 1.125% 08/15/40	1.125	20000000
0.13%	US718547AR30	PHILLIPS 5.3% 06/30/33	5.3	12193000
0.13%	US86562MDR88	SUMITOMO VRN 04/15/30	5.0302116	12250000
0.13%	AU3FN0073896	NATIONAL VRN 11/25/27	5.19309955	17000000
0.13%	US036752AZ60	ELEVANCE 5.375% 06/15/34	5.375	11908000
0.12%	US09247XAT81	BLACKROCK 4.75% 05/25/33	4.75	11784000
0.12%	US23331ABU25	DR HORTON 5.5% 10/15/35	5.5	11550000
0.12%	US418056AS62	HASBRO IN 6.35% 03/15/40	6.35	11351000
0.12%	US927804FG41	VIRGINIA 8.875% 11/15/38	8.875	8994000
0.12%	US91282CDW82	US T-NOTE 1.75% 01/31/29	1.75	12372000
0.12%	US36186CBY84	ALLY FINA 8.% 11/01/31	8	10498000
0.12%	US63906YAL20	NATWEST M VRN 05/17/29	4.9273992	11466000
0.12%	US50249AAR41	LYB INTER 5.875% 01/15/36	5.875	11550000
0.12%	US91282CGJ45	US T-NOTE 3.5% 01/31/30	3.5	11565000
0.12%	US47233WEJ45	JEFFERIES 6.2% 04/14/2034	6.2	11313000
0.12%	US126650EE63	CVS HEALT 6.% 06/01/44	6	11689000
0.12%	US29446MAG78	EQUINOR A 3.625% 04/06/40	3.625	13753000
0.12%	US912810UB25	US T-BOND 4.625% 05/15/44	4.625	11714000
0.12%	US448579AT90	HYATT HOT 5.375% 12/15/31	5.375	11089000
0.12%	US480914AA80	JT INTERN 6.875% 10/24/32	6.875	10113000
0.12%	US37045VAF76	GENERAL M 6.25% 10/02/43	6.25	11375000
0.12%	US91324PBK75	UNITEDHEA 6.875% 02/15/38	6.875	9837000
0.12%	US002824BG43	ABBOTT LA 4.75% 11/30/36	4.75	11287000
0.12%	US912810RN00	US T-B 2.875% 08/15/45	2.875	15000000
0.11%	US828807CE50	SIMON PRO 6.75% 02/01/40	6.75	9782000
0.11%	US02209SBM44	ALTRIA GR 3.4% 02/04/41	3.4	14592000
0.11%	US534187BA67	LINCOLN N 7.% 06/15/40	7	10083000
0.11%	US94973VAY39	ANTHEM IN 4.625% 05/15/42	4.625	12549000
0.11%	US8426EPAH13	SOUTHERN 4.95% 09/15/34	4.95	11075000
0.11%	US4581X0EQ73	INTER-AME VRN 08/01/29	4.2350508	10800000
0.11%	US91282CHR51	US T-NOTE 4% 07/31/30	4	10819000
0.11%	US29379VAQ68	ENTERPRIS 6.45% 09/01/40	6.45	9965000
0.11%	US30303M8H84	META PLAT 3.85% 08/15/32	3.85	11223000
0.11%	US20030NCJ81	COMCAST C 3.9% 03/01/38	3.9	12540000
0.11%	US78016EYZ41	ROYAL BAN VRN 01/21/27	4.6376316	10629000
0.11%	US001192AH64	SOUTHERN 5.875% 03/15/41	5.875	10572000
0.11%	US94973VBB27	ELEVANCE 4.65% 01/15/43	4.65	12376000
0.11%	US854502AL57	STANLEY B 2.3% 03/15/30	2.3	11696000
0.11%	US04686JAG67	ATHENE HO 5.875% 01/15/34	5.875	10703000
0.11%	US057224AZ09	BAKER HUG 5.125% 09/15/40	5.125	11078000
0.11%	US882508CH56	TEXAS INS 4.85% 02/08/34	4.85	10400000
0.11%	US136385AL51	CANADIAN 6.25% 03/15/38	6.25	9949000
0.11%	US406216BJ98	HALLIBURT 4.85% 11/15/35	4.85	10708000
0.11%	US718546AH74	PHILLIPS 5.875% 05/01/42	5.875	10444000
0.11%	US771196CQ32	ROCHE HOL 4.592% 09/09/34	4.592	10511000
0.11%	US40428HA513	HSBC USA VRN 03/04/27	4.6788984	10177000
0.11%	US406216AW19	HALLIBURT 6.7% 09/15/38	6.7	9354000
0.11%	US56585AAF93	MARATHON 6.5% 03/01/41	6.5	9742000
0.11%	US72650RBC51	PLAINS AL 4.3% 01/31/43	4.3	12606000
0.11%	US61945CAB90	MOSAIC CO 4.875% 11/15/41	4.875	11510000
0.11%	US458140BL39	INTEL COR 4.6% 03/25/40	4.6	11581000
0.11%	US00206RJZ64	AT&T INC 3.5% 06/01/41	3.5	13130000
0.11%	US00973RAN35	AKER BP A 5.125% 10/01/34	5.125	10320000
0.11%	US09290DAJ00	BLACKROCK 4.9% 01/08/35	4.9	10000000
0.10%	US718172AM11	PHILIP MO 4.375% 11/15/41	4.375	11442000
0.10%	US11271LAM46	BROOKFIEL 5.675% 01/15/35	5.675	9715000
0.10%	US125523CD06	CIGNA COR 6.125% 11/15/41	6.125	9480000
0.10%	US375558AX11	GILEAD SC 4.8% 04/01/44	4.8	10849000
0.10%	US06675DCP50	BANQUE FE VRN 01/22/30	5.1375492	9532000
0.10%	US912810ST60	US T-BOND 1.375% 11/15/40	1.375	15000000
0.10%	US92343VFT61	VERIZON C 2.65% 11/20/40	2.65	13758000
0.10%	US12189LAA98	BURLINGTO 5.75% 05/01/40	5.75	9260000
0.10%	US036752BD40	ELEVANCE 5.2% 02/15/35	5.2	9580000
0.10%	US876030AL10	TAPESTRY 5.5% 03/11/35	5.5	9500000
0.10%	US06675DCL47	BANQUE FE VRN 02/16/28	4.8574008	9396000
0.10%	US469814AA50	JACOBS EN 5.9% 03/01/33	5.9	9099000
0.10%	US37940XAY85	GLOBAL PA 5.55% 11/15/35	5.55	9739000
0.10%	US91324PBE16	UNITEDHEA 6.625% 11/15/37	6.625	8499000
0.10%	US212015AQ46	CONTINENT 4.9% 06/01/44	4.9	11922000
0.10%	US85771PAC68	EQUINOR A 5.1% 08/17/40	5.1	9625000
0.10%	US29273RAP47	ENERGY TR 6.05% 06/01/41	6.05	9214000
0.10%	US89157XAD30	TOTALENER 4.724% 09/10/34	4.724	9150000
0.09%	US828807DU83	SIMON PRO 5.5% 03/08/33	5.5	8725000
0.09%	US559222AY07	MAGNA INT 5.5% 03/21/33	5.5	8723000
0.09%	US29273RAR03	ENERGY TR 6.5% 02/01/42	6.5	8670000
0.09%	US718172AW92	PHILIP MO 4.125% 03/04/43	4.125	10733000
0.09%	US126650CY46	CVS HEALT 4.78% 03/25/38	4.78	9594000
0.09%	US718172AU37	PHILIP MO 3.875% 08/21/42	3.875	10953000
0.09%	US532457DE50	ELI LILLY 4.9% 10/15/35	4.9	8750000
0.09%	US78081BAL71	ROYALTY P 3.3% 09/02/40	3.3	11600000
0.09%	XS2191362859	DIGITAL D 1.25% 02/01/31	1.25	8400000
0.09%	US02209SBE28	ALTRIA GR 5.8% 02/14/39	5.8	8581000
0.09%	US459200KB68	INTERNATI 4.15% 05/15/39	4.15	9947000
0.09%	US91324PFK30	UNITEDHEA 5.5% 07/15/44	5.5	8920000
0.09%	US172062AE14	CINCINNAT 6.125% 11/01/34	6.125	8084000
0.09%	US05964HAZ82	BANCO SAN 6.938% 11/7/33	6.938	7600000
0.09%	US053807AU73	AVNET INC 3.% 05/15/31	3	9475000
0.09%	US71644EAJ10	SUNCOR EN 6.8% 05/15/38	6.8	7789000
0.09%	US02665WFW64	AMERICAN VRN 03/03/28	4.5440784	8428000
0.09%	US370425RZ53	ALLY FINA 8.% 11/01/31	8	7591000
0.09%	US459200GS40	INTERNATI 5.6% 11/30/39	5.6	8400000
0.09%	US37045VAK61	GENERAL M 6.6% 04/01/36	6.6	7857000
0.09%	US91324PDY51	UNITEDHEA 2.75% 05/15/40	2.75	11574000
0.09%	US10373QBU31	BP CAPITA 4.812% 02/13/33	4.812	8262000
0.09%	US449276AF17	IBM INTER 5.25% 02/05/44	5.25	9083000
0.09%	US406216AY74	HALLIBURT 7.45% 09/15/39	7.45	7103000
0.09%	US771196CL45	ROCHE HOL 4.985% 03/08/34	4.985	8150000
0.09%	US58933YBZ79	MERCK & C 4.75% 12/04/35	4.75	8351000
0.08%	US02665WEZ05	AMERICAN 4.9% 01/10/34	4.9	8242000
0.08%	US854502AA92	STANLEY B 5.2% 09/01/40	5.2	8594000
0.08%	US867229AC03	SUNCOR EN 7.15% 02/01/32	7.15	7137000
0.08%	US91282CNT44	US T-NOTE 4.25% 08/15/35	4.25	7928000
0.08%	AU3FN0073003	AUSTRALIA VRN 11/04/27	5.13410095	11000000
0.08%	US375558AS26	GILEAD SC 5.65% 12/01/41	5.65	7735000
0.08%	US94973VAN73	ANTHEM IN 6.375% 06/15/37	6.375	7304000
0.08%	FR001400HMF8	BANQUE FE 4.375% 05/02/30	4.375	6500000
0.08%	US03063UAB70	AMERICOLD 5.6% 05/15/32	5.6	7750000
0.08%	US756109BP80	REALTY IN 5.625% 10/13/32	5.625	7352000
0.08%	US928668BX96	VOLKSWAGE 5.9% 09/12/33	5.9	7446000
0.08%	US29379VAM54	ENTERPRIS 7.55% 04/15/38	7.55	6443000
0.08%	US20030NAV38	COMCAST C 6.95% 08/15/37	6.95	6828000
0.08%	US29379VBA08	ENTERPRIS 4.85% 03/15/44	4.85	8564000
0.08%	US17275RAF91	CISCO SYS 5.5% 01/15/40	5.5	7527000
0.08%	US50220PAE34	LSEGA FIN 3.2% 04/06/41	3.2	10264000
0.08%	US91282CNR87	US T-NOTE 4% 07/31/32	4	7646000
0.08%	US10112RBH66	BOSTON PR 6.5% 01/15/34	6.5	7255000
0.08%	US02665WGT27	AMERICAN 5.1% 01/08/36	5.1	7776000
0.08%	US06675DCQ34	BANQUE FE VRN 10/16/28	4.9350996	7459000
0.08%	US57636QBB95	MASTERCAR 4.35% 01/15/32	4.35	7565000
0.08%	US617482V925	MORGAN ST 6.375% 07/24/42	6.375	6940000
0.08%	US29278GBA58	ENEL FINA 7.5% 10/14/32	7.5	6519000
0.08%	US65339KDL17	NEXTERA E 5.45% 03/15/35	5.45	7200000
0.08%	US476556DF91	JERSEY 5.10% 01/15/35	5.1	7302000
0.08%	US20030NCL38	COMCAST C 4.6% 10/15/38	4.6	7953000
0.08%	US459200KK67	INTERNATI 2.85% 05/15/40	2.85	10062000
0.08%	US04273WAE12	ARROW ELE 5.875% 04/10/34	5.875	7035000
0.07%	US959802AH24	WESTERN U 6.2% 11/17/36	6.2	7021000
0.07%	US92343VHC19	VERIZON C 5.401% 07/02/37	5.401	7179000
0.07%	US00973RAM51	AKER BP A 6.% 06/13/33	6	6856000
0.07%	US15135UAF66	CENOVUS E 6.75% 11/15/39	6.75	6610000
0.07%	AU3FN0080396	COMMONWEA VRN 08/17/28	4.9141994	10000000
0.07%	US64105MAB72	NESTLE CA 4.75% 03/12/31	4.75	7000000
0.07%	AU3FN0090379	COMMONWEA VRN 08/22/29	4.8635009	10000000
0.07%	AU3FN0088985	AUSTRALIA VRN 06/18/29	5.1185994	10000000
0.07%	US91282CDP32	US T-NOTE 1.375% 12/31/28	1.375	7557000
0.07%	US45262BAH69	IMPERIAL 5.875% 07/01/34	5.875	6875000
0.07%	US961214GD95	WESTPAC B VRN 07/01/30	4.8407292	6956000
0.07%	US68268NAD57	ONEOK PAR 6.85% 10/15/37	6.85	6500000
0.07%	US89236TMA06	TOYOTA MO VRN 03/19/27	4.3392996	6950000
0.07%	US828807DW40	SIMON PRO 6.25% 01/15/34	6.25	6501000
0.07%	US29268BAF85	ENEL FINA 6.% 10/07/39	6	6906000
0.07%	US494550BU93	KINDER MO 5.5% 03/01/44	5.5	7398000
0.07%	US05565ECL74	BMW US CA VRN 04/02/26	4.5690588	6892000
0.07%	US50047JAP30	KOMMUNALB VRN 03/03/28	4.1505696	6805000
0.07%	US00287YCA55	ABBVIE IN 4.05% 11/21/39	4.05	7807000
0.07%	US02772AAA79	AMERICAN 6.144% 06/13/32	6.144	6635000
0.07%	US46817MAL19	JACKSON F 3.125% 11/23/31	3.125	7607000
0.07%	AU3FN0085551	SUNCORP-M VRN 03/19/29	5.24549895	9500000
0.07%	US91282CNF40	US T-NOTE 4.125% 05/31/32	4.125	6728000
0.07%	US42809HAD98	HESS CORP 5.6% 02/15/41	5.6	6674000
0.07%	US29874QEU40	EUROPEAN VRN 02/16/29	4.0874004	6705000
0.07%	US524901AR65	LEGG MASO 5.625% 01/15/44	5.625	6883000
0.07%	US854502AQ45	STANLEY B 3.% 05/15/32	3	7450000
0.07%	US571748BH49	MARSH & M 4.75% 03/15/39	4.75	7138000
0.07%	US86563VCC19	SUMITOMO VRN 09/11/28	4.46274	6644000
0.07%	US62954WAU99	NTT FINAN 5.171% 07/16/32	5.171	6622000
0.07%	US46625HHF01	JPMORGAN 6.4% 05/15/38	6.4	6070000
0.07%	US084664BV29	BERKSHIRE 4.3% 05/15/43	4.3	7668000
0.07%	US406216BE02	HALLIBURT 4.75% 08/01/43	4.75	7686000
0.07%	US47103MAB46	JANUS 5.45% 09/10/34	5.45	6701000
0.07%	US12621EAL74	CNO FINAN 5.25% 05/30/29	5.25	6525000
0.07%	US86562MDL19	SUMITOMO VRN 07/09/29	5.1784308	6467000
0.07%	US86563VCA52	SUMITOMO VRN 03/13/30	4.6910412	6450000
0.07%	US718172DE67	PHILIP MO 5.625% 09/07/33	5.625	6265000
0.07%	US898813AW06	TUCSON EL 5.2% 09/15/34	5.2	6474000
0.07%	US02665WFJ53	AMERICAN VRN 07/09/27	4.6933992	6465000
0.07%	US02665WGE57	AMERICAN VRN 07/09/27	4.8534012	6450000
0.07%	US91282CGB19	US T-NOTE 3.875% 12/31/29	3.875	6474000
0.07%	US50249AAP84	LYB INTER 6.15% 05/15/35	6.15	6250000
0.07%	US91282CEB37	US T-NOTE 1.875% 02/28/29	1.875	6692000
0.07%	US494550AW68	KINDER MO 6.95% 01/15/38	6.95	5644000
0.07%	US89115A3D29	TORONTO-D VRN 12/17/29	4.7204892	6232000
0.07%	US494550BD78	KINDER MO 6.5% 09/01/39	6.5	5866000
0.07%	US86562MEH97	SUMITOMO VRN 01/15/29	4.4262108	6200000
0.06%	US30303M8X35	META PLATFO 5.5% 11/15/45	5.5	6546000
0.06%	US42218SAL25	HEALTH CA 5.45% 06/15/34	5.45	6190000
0.06%	US718172AC39	PHILIP MO 6.375% 05/16/38	6.375	5672000
0.06%	US92826CAK80	VISA INC 2.7% 04/15/40	2.7	8141000
0.06%	US10373QBV14	BP CAPITA 4.893% 09/11/33	4.893	6050000
0.06%	US04505AAA79	ASHTEAD C 5.5% 08/11/32	5.5	5973000
0.06%	US10373QBR02	BP CAPITA 3.06% 06/17/41	3.06	8122000
0.06%	US10373QCA67	BP CAPITA 5.227% 11/17/34	5.227	5947000
0.06%	US78016HZR47	ROYAL BAN VRN 07/20/26	5.0147388	6000000
0.06%	US35137LAN55	FOX CORP 6.5% 10/13/33	6.5	5633000
0.06%	US224044CC99	COX COMMU 4.5% 06/30/43	4.5	7986000
0.06%	US28622HAB78	ELEVANCE 4.75% 02/15/33	4.75	6075000
0.06%	US44107TAY29	HOST HOTE 3.375% 12/15/29	3.375	6284000
0.06%	US756109BT03	REALTY IN 4.9% 07/15/33	4.9	5962000
0.06%	US378272BL13	GLENCORE 5.7% 05/08/33	5.7	5733000
0.06%	US29379VAG86	ENTERPRIS 6.125% 10/15/39	6.125	5587000
0.06%	US05565ECK91	BMW US CA 5.15% 04/02/34	5.15	5900000
0.06%	US303901BN18	FAIRFAX F 6.% 12/07/33	6	5650000
0.06%	US00084DBJ81	ABN AMRO VRN 07/07/28	4.7527704	5843000
0.06%	US754730AG43	RAYMOND J 4.65% 04/01/30	4.65	5797000
0.06%	US89115A2X91	TORONTO-D VRN 04/05/27	4.7406384	5818000
0.06%	US91529YAJ55	UNUM GROU 5.75% 08/15/42	5.75	6080000
0.06%	US46625HJB78	JPMORGAN 5.6% 07/15/41	5.6	5823000
0.06%	US292505AE49	OVINTIV I 6.625% 08/15/37	6.625	5500000
0.06%	US50249AAM53	LYB INTER 5.5% 03/01/34	5.5	5838000
0.06%	US125523CJ75	CIGNA COR 3.2% 03/15/40	3.2	7523000
0.06%	US337738BE73	FISERV IN 5.6% 03/02/33	5.6	5700000
0.06%	XS3032020136	SANTANDER 3.346% 03/25/30	3.346	5000000
0.06%	US21688ABJ07	COOPERATI VRN 10/17/29	4.8290616	5668000
0.06%	US33938XAA37	FLEX LTD 4.875% 06/15/29	4.875	5701000
0.06%	US96950FAF18	WILLIAMS 6.3% 04/15/40	6.3	5432000
0.06%	FR0014012BD1	BPCE SA 3.125% 09/05/30	3.125	5000000
0.06%	US15189WAD20	CENTERPOI 6.625% 11/01/37	6.625	5182000
0.06%	US02209SAM52	ALTRIA GR 4.25% 08/09/42	4.25	7035000
0.06%	XS3099010020	OP CORPOR 2.875% 06/18/30	2.875	5000000
0.06%	US91282CHZ77	UNITED ST 4.625% 09/30/30	4.625	5510000
0.06%	US94973VBF31	ELEVANCE 5.1% 01/15/44	5.1	6263000
0.06%	AU3FN0093910	RABOBANK VRN 05/26/28	4.742299	8000000
0.06%	US09290DAB73	BLACKROCK 5.% 03/14/34	5	5589000
0.06%	US47233JGT97	JEFFERIES 2.625% 10/15/31	2.625	6561000
0.06%	US2027A0KZ11	COMMONWEA VRN 10/01/30	4.9796964	5596000
0.06%	US20030NBT72	COMCAST C 3.2% 07/15/36	3.2	6731000
0.06%	US718547AY80	PHILLIPS 4.95% 03/15/35	4.95	5721000
0.06%	US35805BAB45	FRESENIUS 2.375% 02/16/31	2.375	6345000
0.06%	US136385AE19	CANADIAN 6.45% 06/30/33	6.45	5187000
0.06%	US458140AK64	INTEL COR 4.8% 10/01/41	4.8	6398000
0.06%	US89157XAA90	TOTALENER 5.15% 04/05/34	5.15	5436000
0.06%	US47233JBH05	JEFFERIES 4.15% 01/23/30	4.15	5766000
0.06%	US292505AG96	OVINTIV I 6.5% 02/01/38	6.5	5330000
0.06%	AU3FN0090007	UNITED OV VRN 08/08/28	4.6800008	7800000
0.06%	US125523CS74	CIGNA GRO 5.4% 03/15/33	5.4	5345000
0.06%	US57636QBC78	MASTERCAR 4.55% 01/15/35	4.55	5603000
0.06%	US478160CF96	JOHNSON & 3.625% 03/03/37	3.625	6131000
0.06%	US21688ABS06	COOPERATI VRN 01/14/28	4.086054	5450000
0.06%	US26874RAC25	ENI SPA 5.7% 10/01/40	5.7	5554000
0.06%	US45828RAA32	INTER-AME VRN10/05/28	4.3807716	5435000
0.06%	US126117AX87	CNA FINAN 5.5% 06/15/33	5.5	5380000
0.06%	US11271LAK89	BROOKFIEL 6.35% 01/05/34	6.35	5135000
0.06%	XS2164646304	APA INFRA 2.% 07/15/30	2	5000000
0.06%	US233853AX89	DAIMLER T VRN 09/25/27	4.64886	5371000
0.06%	US756109CC68	REALTY IN 3.4% 01/15/30	3.4	5609000
0.06%	US636180BR19	NATIONAL 2.95% 03/01/31	2.95	5881000
0.06%	US59523UAW71	MID-AMERI 5.3% 02/15/32	5.3	5164000
0.06%	US023135CU85	AMAZON.CO 4.35% 03/20/33	4.35	5450000
0.06%	US74464AAA97	PUBLIC ST VRN 04/16/27	4.6451016	5309000
0.06%	US91324PDT66	UNITEDHEA 3.5% 08/15/39	3.5	6611000
0.06%	US91324PEE88	UNITEDHEA 3.05% 05/15/41	3.05	7200000
0.06%	US02209SAQ66	ALTRIA GR 4.5% 05/02/43	4.5	6404000
0.06%	US91529YAU01	UNUM G 5.25% 12/15/35	5.25	5450000
0.05%	FR0014007Q96	CREDIT MU .75% 01/18/30	0.75	5000000
0.05%	US74340XCN93	PROLOGIS 5.% 01/31/35	5	5250000
0.05%	US05526DBX21	BAT CAPIT 7.75% 10/19/32	7.75	4539000
0.05%	US472319AC60	JEFFERIES 6.25% 01/15/36	6.25	5211000
0.05%	US641062BM58	NESTLE HO 5.% 09/12/30	5	5000000
0.05%	US759351AS87	REINSURAN 5.75% 09/15/34	5.75	5100000
0.05%	XS2121207828	SVENSKA H .5% 02/18/30	0.5	5000000
0.05%	US749983AA01	RWE FINAN 5.875% 04/16/34	5.875	5000000
0.05%	US06051GEN51	BANK OF A 5.875% 02/07/42	5.875	5027000
0.05%	US4581X0DU94	INTER-AME VRN 03/20/28	3.9605004	5126000
0.05%	US496902AT48	KINROSS G 6.25% 07/15/33	6.25	4822000
0.05%	US224044CU97	COX COMMU 5.45% 09/01/34	5.45	5350000
0.05%	US87612GAC50	TARGA RES 6.125% 03/15/33	6.125	4847000
0.05%	US816851AP42	SEMPRA EN 6.% 10/15/39	6	5034000
0.05%	US879385AD49	TELEFONIC 8.25% 09/15/30	8.25	4516000
0.05%	US771196CT70	ROCHE HOL 4.374% 12/02/32	4.374	5187000
0.05%	US06418GAJ67	BANK OF N VRN 08/01/29	4.92408	5055000
0.05%	US03040WBD65	AMERICAN 5.15% 03/01/34	5.15	5000000
0.05%	XS2384697830	PUBLIC ST .5% 09/09/30	0.5	5000000
0.05%	US458140AP51	INTEL COR 4.25% 12/15/42	4.25	6338000
0.05%	US010392GB89	ALABAMA P 5.85% 11/15/33	5.85	4750000
0.05%	US298785KD79	EUROPEAN VRN 08/14/29	4.1249916	5000000
0.05%	US44107TBC99	HOST HOTE 5.5% 04/15/35	5.5	5053000
0.05%	US91282CMZ13	US T-NOTE 3.875% 04/30/30	3.875	5000000
0.05%	US126117AY60	CNA FINAN 5.125% 02/15/34	5.125	5055000
0.05%	US70450YAP88	PAYPAL HO 5.15% 06/01/34	5.15	5000000
0.05%	US92343VGL27	VERIZON C 2.85% 09/03/41	2.85	7041000
0.05%	US717081EZ22	PFIZER IN 2.55% 05/28/40	2.55	6841000
0.05%	US166756AU09	CHEVRON U 5.25% 11/15/43	5.25	5004000
0.05%	US172967FX46	CITIGROUP 5.875% 01/30/42	5.875	4833000
0.05%	US045054AS24	ASHTEAD C 5.8% 04/15/34	5.8	4775000
0.05%	US65558RAF64	NORDEA BA VRN 03/19/27	4.4293104	4840000
0.05%	US86562MDJ62	SUMITOMO 5.808% 09/14/33	5.808	4646000
0.05%	US254687ER32	WALT DISN 6.15% 02/15/41	6.15	4533000
0.05%	US86562MDU18	SUMITOMO 5.632% 01/15/35	5.632	4650000
0.05%	US055451AV01	BHP BILLI 5.% 09/30/43	5	5211000
0.05%	US91324PBN15	UNITEDHEA 5.7% 10/15/40	5.7	4760000
0.05%	US001084AS13	AGCO CORP 5.8% 03/21/34	5.8	4660000
0.05%	US92343VCQ59	VERIZON C 4.4% 11/01/34	4.4	5018000
0.05%	US72650RBS04	PLAINS 5.60% 01/15/36	5.6	4750000
0.05%	US817826AF77	7-ELEVEN 2.5% 02/10/41	2.5	7078000
0.05%	US74340XCE94	PROLOGIS 4.75% 06/15/33	4.75	4746000
0.05%	US17325FBD96	CITIBANK VRN 12/04/26	4.77891	4656000
0.05%	US63906YAK47	NATWEST M VRN 05/17/27	4.6874016	4650000
0.05%	US718172AP42	PHILIP MO 4.5% 03/20/42	4.5	5383000
0.05%	US06675DCU46	BANQUE FE 4.541% 01/15/31	4.541	4743000
0.05%	US254687FY73	WALT DISN 3.5% 05/13/40	3.5	5732000
0.05%	US071813CS61	BAXTER IN 2.539% 02/01/32	2.539	5487000
0.05%	US268789AB07	E.ON INTE 6.65% 04/30/38	6.65	4281000
0.05%	US20826FBC95	CONOCOPHI 3.758% 03/15/42	3.758	5803000
0.05%	US91324PFJ66	UNITEDHEA 5.15% 07/15/34	5.15	4600000
0.05%	US59156RBD98	METLIFE I 4.125% 08/13/42	4.125	5672000
0.05%	US09247XAS09	BLACKROCK 2.1% 02/25/32	2.1	5300000
0.05%	US209111EY58	CONSOLIDA 5.5% 12/01/39	5.5	4610000
0.05%	US404119AJ84	HCA INC 7.5% 11/06/33	7.5	4067000
0.05%	US92343VDU52	VERIZON C 5.25% 03/16/37	5.25	4659000
0.05%	US30040WAP32	EVERSOURC 3.375% 03/01/32	3.375	5000000
0.05%	US87162WAL46	TD SYNNEX 6.1% 04/12/34	6.1	4430000
0.05%	US438516BB13	HONEYWELL 5.375% 03/01/41	5.375	4500000
0.05%	US82620KBF93	SIEMENS F 2.875% 03/11/41	2.875	6129000
0.05%	US2027A0KW89	COMMONWEALTH VRN 03/14/28	4.3310196	4500000
0.05%	US86959LAR42	SVENSKA H VRN 05/28/27	4.4100684	4476000
0.05%	US42307TAH14	KRAFT HEI 7.125% 08/01/39	7.125	4128000
0.05%	US94988J6G76	WELLS FAR VRN 12/11/26	4.7672712	4442000
0.05%	US65558RAP47	NORDEA BA VRN 08/28/30	4.5795888	4450000
0.05%	US958667AJ69	WESTERN M 5.5% 12/15/35	5.5	4540000
0.05%	US06849RAG74	BARRICK N 5.7% 05/30/41	5.7	4468000
0.05%	US21688ABQ40	COOPERATI VRN 10/17/28	4.5290592	4400000
0.05%	US04621XAN84	ASSURANT 2.65% 01/15/32	2.65	5060000
0.05%	US05252ADL26	AUSTRALIA VRN 07/16/27	4.6251	4372000
0.05%	US58769JBH95	MERCEDES- 5.45% 04/01/35	5.45	4400000
0.05%	US052769AH94	AUTODESK 2.4% 12/15/31	2.4	5000000
0.05%	US494550BP09	KINDER MO 5.% 03/01/43	5	4931000
0.05%	US023135CA22	AMAZON.CO 2.875% 05/12/41	2.875	6000000
0.05%	US45866FBA12	INTERCONT 5.25% 06/15/31	5.25	4262000
0.05%	US55608PBY97	MACQUARIE VRN 06/12/28	4.4341308	4350000
0.05%	US133131BB72	CAMDEN PR 4.9% 01/15/34	4.9	4400000
0.05%	US42809HAC16	HESS CORP 6.% 01/15/40	6	4161000
0.05%	US761713AT36	REYNOLDS 7.25% 06/15/37	7.25	3820000
0.05%	US50076QAN60	KRAFT 6.5% 02/09/40	6.5	4179000
0.05%	US025676AQ00	AMERICAN 6.% 07/15/35	6	4479000
0.05%	US78016HZU75	ROYAL BAN VRN 01/19/27	4.8847392	4296000
0.05%	US92343VCV45	VERIZON C 4.272% 01/15/36	4.272	4681000
0.05%	US74340XCR08	PROLOGIS 5.25% 05/15/35	5.25	4250000
0.05%	US378272BQ00	GLENCORE 6.5% 10/06/33	6.5	3962000
0.04%	US91282CLR06	US T-NOTE 4.125% 10/31/29	4.125	4244000
0.04%	US65339KCJ79	NEXTERA E 5.% 07/15/32	5	4240000
0.04%	US084664DA63	BERKSHIRE 2.875% 03/15/32	2.875	4620000
0.04%	US459200HF10	INTERNATI 4.0% 06/20/42	4	5273000
0.04%	US911312BV78	UNITED PA 5.2% 04/01/40	5.2	4289000
0.04%	US98978VAX10	ZOETIS IN 5.% 08/17/35	5	4250000
0.04%	US654106AL77	NIKE INC 3.25% 03/27/40	3.25	5335000
0.04%	US8426EPAG30	SOUTHERN 5.75% 09/15/33	5.75	3991000
0.04%	US718172DB29	PHILIP MO 5.375% 02/15/33	5.375	4056000
0.04%	US020002BA86	ALLSTATE 4.5% 06/15/43	4.5	4912000
0.04%	US58769JAS69	MERCEDES- 5.% 01/11/34	5	4225000
0.04%	US60687YAD13	MIZUHO FI 3.477% 04/12/26	3.477	4127000
0.04%	US476556DH57	JERSEY CE 5.15% 01/15/36	5.15	4150000
0.04%	US34354PAF27	FLOWSERVE 3.5% 10/01/30	3.5	4356000
0.04%	US009158BK14	AIR PRODU 4.85% 02/08/34	4.85	4100000
0.04%	US808513BZ79	CHARLES S VRN 03/03/27	4.7740788	4043000
0.04%	US89115A2E11	TORONTO-D 4.456% 06/08/32	4.456	4141000
0.04%	US29379VAT08	ENTERPRIS 5.95% 02/01/41	5.95	3933000
0.04%	US743263AP08	PROGRESS 6.% 12/01/39	6	3935000
0.04%	AU3FN0081279	WESTPAC B VRN 09/19/28	5.19550125	5700000
0.04%	US092113AW94	BLACK HIL 6.15% 05/15/34	6.15	3838000
0.04%	US872652AA01	TPG OPERA 5.875% 03/05/34	5.875	4000000
0.04%	US828807DY06	SIMON PRO 4.75% 09/26/34	4.75	4112000
0.04%	US828807DM67	SIMON PRO 2.2% 02/01/31	2.2	4480000
0.04%	US92343VGN82	VERIZON C 2.355% 03/15/32	2.355	4579000
0.04%	US65339KCU25	NEXTERA E 5.25% 03/15/34	5.25	3951000
0.04%	US68389XBE40	ORACLE CO 3.9% 05/15/35	3.9	4673000
0.04%	US373334KT78	GEORGIA P 4.95% 05/17/33	4.95	3939000
0.04%	US30303M8U95	META PLAT 4.75% 08/15/34	4.75	3996000
0.04%	US88579YBN04	3M CO 3.05% 04/15/30	3.05	4176000
0.04%	US12572QAF28	CME GROUP 5.3% 09/15/43	5.3	4039000
0.04%	US37045XEV47	GENERAL M 5.95% 04/04/34	5.95	3827000
0.04%	US716973AF98	PFIZER IN 5.11% 05/19/43	5.11	4200000
0.04%	US775109AL51	ROGERS CO 7.5% 08/15/38	7.5	3469000
0.04%	US85771PAL67	EQUINOR A 3.95% 05/15/43	3.95	4788000
0.04%	US293791AT68	ENTERPRIS 5.75% 03/01/35	5.75	3777000
0.04%	US263534CR89	EIDP INC 4.8% 05/15/33	4.8	3950000
0.04%	US828807EA11	SIMON PRO 5.125% 10/01/35	5.125	3900000
0.04%	US10922NAG88	BRIGHTHOU 5.625% 05/15/30	5.625	3900000
0.04%	US054989AB41	BAT CAPIT 6.421% 08/02/33	6.421	3572000
0.04%	US26439XAH61	DCP MIDST 6.45% 11/03/36	6.45	3654000
0.04%	US23355LAM81	DXC TECHN 2.375% 09/15/28	2.375	4067000
0.04%	US06428CAB00	BANK OF A VRN 08/18/26	4.8035196	3788000
0.04%	US29736RAT77	ESTEE LAU 4.65% 05/15/33	4.65	3850000
0.04%	US29273RAJ86	ENERGY TR 7.5% 07/01/38	7.5	3332000
0.04%	US534187BK40	LINCOLN N 3.4% 01/15/31	3.4	4074000
0.04%	US14913UAM27	CATERPILL VRN 05/14/27	4.3099092	3760000
0.04%	US126650CD09	CVS HEALT 5.3% 12/05/43	5.3	4174000
0.04%	US58769JAX54	MERCEDES- 5.125% 08/01/34	5.125	3804000
0.04%	US20030NBE04	COMCAST C 4.65% 07/15/42	4.65	4400000
0.04%	US63906YAN85	NATWEST M VRN 03/21/28	4.6384704	3725000
0.04%	US91282CNJ61	US T-NOTE 4% 06/30/32	4	3767000
0.04%	US49447BAC72	KIMCO REA 5.3% 02/01/36	5.3	3696000
0.04%	US48126BAA17	JPMORGAN 5.4% 01/06/42	5.4	3782000
0.04%	US72650RAR30	PLAINS AL 6.65% 01/15/37	6.65	3461000
0.04%	US403949AS99	HF SINCLA 6.25% 01/15/35	6.25	3600000
0.04%	US718546AK04	PHILLIPS 4.65% 11/15/34	4.65	3817000
0.04%	US682680BE21	ONEOK INC 6.35% 01/15/31	6.35	3456000
0.04%	US28368EAD85	KINDER MO 7.8% 08/01/31	7.8	3210000
0.04%	US686329AB98	ORIX CORP 5.4% 02/25/35	5.4	3631000
0.04%	US437076AS19	HOME DEPO 5.875% 12/16/36	5.875	3450000
0.04%	US46115HBZ91	INTESA SA 6.625% 06/20/33	6.625	3370000
0.04%	US037833ED89	APPLE INC 1.65% 02/08/31	1.65	4092000
0.04%	AU3FN0076998	AUSTRALIA VRN 03/31/28	4.7975016	5117000
0.04%	US718172CX57	PHILIP MO 5.75% 11/17/32	5.75	3461000
0.04%	XS2764853425	P3 GROUP 4.625% 02/13/30	4.625	3050000
0.04%	US37045XFD30	GENERAL M VRN 01/07/30	5.2889004	3617000
0.04%	US927804GK44	VIRGINIA 5.% 04/01/33	5	3590000
0.04%	US28368EAE68	KINDER MO 7.75% 01/15/32	7.75	3122000
0.04%	US756109BZ62	REALTY IN 3.2% 01/15/27	3.2	3604000
0.04%	US233853AU41	DAIMLER T 5.5% 09/20/33	5.5	3512000
0.04%	US960413BB77	WESTLAKE 5.55% 11/15/35	5.55	3600000
0.04%	US06406RCK14	BANK OF N VRN 01/22/30	4.278654	3555000
0.04%	US22534PAJ21	CREDIT AG VRN 03/11/27	4.5672696	3535000
0.04%	US05252ADJ79	AUSTRALIA VRN 01/18/27	4.7447388	3532000
0.04%	US68389XAM74	ORACLE CO 5.375% 07/15/40	5.375	4021000
0.04%	US023135BF28	AMAZON.CO 3.875% 08/22/37	3.875	3969000
0.04%	US00774MAZ86	AERCAP IR 3.85% 10/29/41	3.85	4456000
0.04%	US64105MAC55	NESTLE CA 4.875% 03/12/34	4.875	3490000
0.04%	US595112CB74	MICRON TE 5.875% 09/15/33	5.875	3348000
0.04%	US686330AP65	ORIX CORP 4.% 04/13/32	4	3657000
0.04%	US11120VAH69	BRIXMOR O 4.125% 05/15/29	4.125	3547000
0.04%	US20030NAC56	COMCAST C 7.05% 03/15/33	7.05	3098000
0.04%	US010392FD54	ALABAMA P 5.5% 03/15/41	5.5	3500000
0.04%	US756109CB85	REALTY IN 4.% 07/15/29	4	3508000
0.04%	US74949LAG77	RELX CAPI 5.25% 03/27/35	5.25	3450000
0.04%	US337738BL17	FISERV IN 5.45% 03/15/34	5.45	3479000
0.04%	US58933YAV74	MERCK & C 3.9% 03/07/39	3.9	3947000
0.04%	US817826AE03	7-ELEVEN 1.8% 02/10/31	1.8	3953000
0.04%	US25179MBG78	DEVON ENE 5.2% 09/15/34	5.2	3435000
0.04%	BE6365319829	BELFIU 3.375% 05/28/30	3.375	3000000
0.04%	US378272BE79	GLENCORE 2.85% 04/27/31	2.85	3751000
0.04%	US882508BL77	TEXAS INS 1.9% 09/15/31	1.9	3896000
0.04%	US65339KBZ21	NEXTERA E 2.44% 01/15/32	2.44	3869000
0.04%	US458140BV11	INTEL COR 2.8% 08/12/41	2.8	4978000
0.04%	US33938XAB10	FLEX LTD 4.875% 05/12/30	4.875	3394000
0.04%	US72650RBA95	PLAINS AL 5.15% 06/01/42	5.15	3815000
0.03%	US045054AR41	ASHTEAD C 5.95% 10/15/33	5.95	3200000
0.03%	US459058KN26	INTERNATI VRN 01/12/27	4.3615404	3311000
0.03%	US26884TAW27	ERAC USA 4.9% 05/01/33	4.9	3306000
0.03%	US03076CAP14	AMERIPRIS 5.2% 04/15/35	5.2	3324000
0.03%	US437076CC49	HOME DEPO 3.3% 04/15/40	3.3	4167000
0.03%	US020002BK68	ALLSTATE 5.25% 03/30/33	5.25	3225000
0.03%	US036752AT01	ANTHEM IN 4.1% 05/15/32	4.1	3400000
0.03%	US404119CS65	HCA INC 4.375% 03/15/42	4.375	3900000
0.03%	US23311VAF40	DCP MIDST 5.6% 04/01/44	5.6	3420000
0.03%	US845011AE58	SOUTHWEST 4.05% 03/15/32	4.05	3392000
0.03%	US17325FBH01	CITIBANK VRN 08/06/26	4.5180936	3205000
0.03%	US29875BAK26	EUROPEAN VRN 02/20/28	4.1173992	3195000
0.03%	US212015AV31	CONTINENT 2.875% 04/01/32	2.875	3680000
0.03%	US254709AS70	DISCOVER 6.7% 11/29/32	6.7	2917000
0.03%	US37940XAQ51	GLOBAL PA 5.4% 08/15/32	5.4	3207000
0.03%	US428236BR31	HP INC 6.% 09/15/41	6	3206000
0.03%	US74251VAA08	PRINCIPAL 6.05% 10/15/36	6.05	2960000
0.03%	US20030NAM39	COMCAST C 6.45% 03/15/37	6.45	2900000
0.03%	US709629AS88	PENTAIR F 5.9% 07/15/32	5.9	3000000
0.03%	US59156RBG20	METLIFE I 4.875% 11/13/43	4.875	3500000
0.03%	NZHNZD0230L2	HOUSING N 2.183% 04/24/30	2.183	5800000
0.03%	US50212YAM66	LPL HOLDI 5.65% 03/15/35	5.65	3160000
0.03%	US686330AR22	ORIX CORP 5.2% 09/13/32	5.2	3046000
0.03%	DE000A3LWGF9	TRATON FI 3.75% 03/27/30	3.75	2700000
0.03%	US37045VAP58	GENERAL M 5.15% 04/01/38	5.15	3320000
0.03%	US89114TZV78	TORONTO-D 3.2% 03/10/32	3.2	3374000
0.03%	US767201AL06	RIO TINTO 5.2% 11/02/40	5.2	3168000
0.03%	US037833EE62	APPLE INC 2.375% 02/08/41	2.375	4350000
0.03%	US11135FCT66	BROADCOM 3.469% 04/15/34	3.469	3388000
0.03%	US05252ADV08	AUSTRALIA VRN 12/08/28	4.3026408	3021000
0.03%	US37045XED49	GENERAL M 6.4% 01/09/33	6.4	2843000
0.03%	US61690U4T48	MORGAN ST 4.754% 04/21/26	4.754	3000000
0.03%	US25746UBQ13	DOMINION 4.05% 09/15/42	4.05	3806000
0.03%	US872652AB83	TPG OPERA 5.375% 01/15/36	5.375	3100000
0.03%	US882508BF00	TEXAS INS 3.875% 03/15/39	3.875	3414000
0.03%	US125523CM05	CIGNA COR 2.375% 03/15/31	2.375	3300000
0.03%	US90351DAF42	UBS GROUP 4.125% 04/15/26	4.125	2934000
0.03%	US66989HBA59	NOVARTIS 4.6% 11/05/35	4.6	2994000
0.03%	US59156RCE62	METLIFE I 5.375% 07/15/33	5.375	2825000
0.03%	US437076AV48	HOME DEPO 5.95% 04/01/41	5.95	2779000
0.03%	US86562MCS70	SUMITOMO 5.766% 01/13/33	5.766	2776000
0.03%	US756109CT93	REALTY IN 5.125% 04/15/35	5.125	2894000
0.03%	US37045VAY65	GENERAL M 5.4% 10/15/29	5.4	2824000
0.03%	US29875BAM81	EUROPEAN VRN 07/22/30	4.3619508	2830000
0.03%	US718546AL86	PHILLIPS 4.875% 11/15/44	4.875	3300000
0.03%	US65339KCP30	NEXTERA E 5.05% 02/28/33	5.05	2810000
0.03%	AU3FN0092722	NATIONAL VRN 10/18/27	4.42670175	4000000
0.03%	US26884UAG40	EPR PROPE 3.6% 11/15/31	3.6	3087000
0.03%	US756109CD42	REALTY IN 3.2% 02/15/31	3.2	2998000
0.03%	US06418JAC53	BANK OF N 5.65% 02/01/34	5.65	2700000
0.03%	US65535HBQ11	NOMURA HO VRN 07/02/27	5.2959888	2750000
0.03%	US423452AG66	HELMERICH 2.9% 09/29/31	2.9	3100000
0.03%	US74340XBZ33	PROLOGIS 1.75% 07/01/30	1.75	3095000
0.03%	US02665WFS52	AMERICAN VRN 10/22/27	4.6275516	2750000
0.03%	US292505AD65	OVINTIV I 6.5% 08/15/34	6.5	2580000
0.03%	US94973VBK26	ELEVAN 4.65% 08/15/2044	4.65	3239000
0.03%	US00440KAD54	ACCENT 4.50% 10/04/2034	4.5	2850000
0.03%	US008252AS71	AFFILIATE 5.5% 02/15/36	5.5	2800000
0.03%	US69047QAC69	OVINTIV I 6.25% 07/15/33	6.25	2589000
0.03%	US23311RAA41	DCP MIDST 6.75% 09/15/37	6.75	2516000
0.03%	US25466AAR23	DISCOVER 2.7% 02/06/30	2.7	2907000
0.03%	US92343VEA89	VERIZON C 4.5% 08/10/33	4.5	2800000
0.03%	US59562VAP22	BERKSHIRE 5.95% 05/15/37	5.95	2570000
0.03%	US959802BA61	WESTERN U 2.75% 03/15/31	2.75	2993000
0.03%	US15189WAS98	CENTERPOI 5.4% 07/01/34	5.4	2643000
0.03%	US2027A1KV89	COMMONWEA VRN 11/27/26	4.2015096	2682000
0.03%	US38141GCU67	GOLDMAN S 6.125% 02/15/33	6.125	2487000
0.03%	US89114TZQ83	TORONTO-D 2.45% 01/12/32	2.45	3010000
0.03%	US418056BA46	HASBRO IN 6.05% 05/14/34	6.05	2550000
0.03%	US02665WGQ87	AMERICAN VRN 01/08/29	4.4455716	2650000
0.03%	US46115HBL06	INTESA SA 4.% 09/23/29	4	2707000
0.03%	US478160CL64	JOHNSON & 3.4% 01/15/38	3.4	3074000
0.03%	US42225UAL89	HEALTHCAR 2.4% 03/15/30	2.4	2893000
0.03%	US46632FTV75	JPMORGAN VRN 04/29/26	4.4832096	2625000
0.03%	US89115A2T89	TORONTO-D VRN 07/17/26	5.0190588	2612000
0.03%	US91324PFB31	UNITEDHEA 5.% 04/15/34	5	2627000
0.03%	US50249AAH68	LYB INTER 3.375% 10/01/40	3.375	3656000
0.03%	US052769AJ50	AUTODESK 5.3% 06/15/35	5.3	2600000
0.03%	US231021BA37	CUMMINS I 5.3% 05/09/35	5.3	2550000
0.03%	FR0013457967	PRAEMIA H .875% 11/04/29	0.875	2500000
0.03%	US651587AG29	NEWMARKET 2.7% 03/18/31	2.7	2860000
0.03%	US50249AAL70	LYB INTER 5.625% 05/15/33	5.625	2559000
0.03%	US45866FAW41	INTERCONT 4.6% 03/15/33	4.6	2600000
0.03%	US2027A0KE81	COMMONWEA VRN 06/15/26	4.2110208	2550000
0.03%	US494550BF27	KINDER MO 6.55% 09/15/40	6.55	2392000
0.03%	US266233AJ47	DUQUESNE 2.775% 01/07/32	2.775	2850000
0.03%	US620076BU23	MOTOROLA 2.75% 05/24/31	2.75	2781000
0.03%	US717081DT70	PFIZER IN 5.6% 09/15/40	5.6	2495000
0.03%	US224044CF21	COX COMMU 4.8% 02/01/35	4.8	2773000
0.03%	US92660FAT12	VIDEOTRON 5.7% 01/15/35	5.7	2500000
0.03%	US209111FD03	CONSOLIDA 4.45% 03/15/44	4.45	2970000
0.03%	US125523CY43	CIGNA 4.875000% 09/15/32	4.875	2517000
0.03%	US45866FAK03	INTERCONT 2.1% 06/15/30	2.1	2764000
0.03%	US04517PBZ45	ASIAN DEV VRN 06/20/28	3.9904884	2480000
0.03%	US260543DJ91	DOW CHEMI 5.15% 02/15/34	5.15	2550000
0.03%	AU3FN0085742	NATIONAL VRN 03/22/29	4.6274992	3500000
0.03%	US08652BAA70	BEST BUY 4.45% 10/01/28	4.45	2477000
0.03%	US29250RAT32	ENBRIDGE 5.5% 09/15/40	5.5	2558000
0.03%	US4581X0EC87	INTER-AME VRN 02/15/29	4.1033988	2463000
0.03%	US06417XAP69	BANK OF N 4.85% 02/01/30	4.85	2430000
0.03%	US961214FU20	WESTPAC B VRN 04/16/29	4.7550996	2424000
0.03%	US91324PAX06	UNITEDHEA 6.5% 06/15/37	6.5	2250000
0.03%	US03076CAM82	AMERIPRIS 5.15% 05/15/33	5.15	2400000
0.03%	US12189TAZ75	BURLINGTO 6.15% 05/01/37	6.15	2255000
0.03%	US641062BF08	NESTLE HO 5.% 03/14/28	5	2400000
0.03%	US037389AU72	AON CORP 6.25% 09/30/40	6.25	2268000
0.03%	US00817YAG35	AETNA INC 6.75% 12/15/37	6.75	2258000
0.03%	US31428XDL73	FEDEX C 3.25% 05/15/41 WI	3.25	3246000
0.03%	US13607HR535	CANADIAN 3.6% 04/07/32	3.6	2569000
0.03%	US03063UAA97	AMERICOLD 5.409% 09/12/34	5.409	2528000
0.03%	US830505BA07	SKANDINAV VRN 03/05/27	4.6051992	2387000
0.03%	US04686JAF84	ATHENE HO 6.65% 02/01/33	6.65	2317000
0.03%	US89115KAA88	TORONTO-D VRN 06/02/28	4.6487484	2375000
0.03%	US2027A0KY46	COMMONWEA VRN 03/14/30	4.5010188	2360000
0.03%	US31847RAJ14	FIRST AME 5.45% 09/30/34	5.45	2421000
0.03%	US06368L3L88	BANK OF M 5.511% 06/04/31	5.511	2300000
0.03%	US00130HCM51	AES CORP/ 5.8% 03/15/32	5.8	2365000
0.02%	US278642AF09	EBAY INC 4.% 07/15/42	4	3000000
0.02%	US24702RAF82	DELL INC 6.5% 04/15/38	6.5	2244000
0.02%	US771196CH33	ROCHE HOL 5.593% 11/13/33	5.593	2252000
0.02%	US07274NBF96	BAYER US 4.4% 07/15/44	4.4	3030000
0.02%	US927804FB53	VIRGINIA 6.% 05/15/37	6	2255000
0.02%	US980236AR40	WOODSIDE 5.1% 09/12/34	5.1	2400000
0.02%	US49427RAT95	KILROY RE 5.875% 10/15/35	5.875	2460000
0.02%	US00774MAX39	AERCAP IR 3.3% 01/30/32	3.3	2600000
0.02%	USN82008BB38	SIEMENS F 2.875% 03/11/41	2.875	3174000
0.02%	US253393AF94	DICK'S SP 3.15% 01/15/32	3.15	2597000
0.02%	US911312AJ59	UNITED PA 6.2% 01/15/38	6.2	2161000
0.02%	US534187BJ76	LINCOLN N 3.05% 01/15/30	3.05	2467000
0.02%	US91324PAR38	UNITEDHEA 5.8% 03/15/36	5.8	2225000
0.02%	US444859CD21	HUMANA IN 5.55% 05/01/35	5.55	2350000
0.02%	US117043AU39	BRUNSWICK 4.4% 09/15/32	4.4	2458000
0.02%	US693475AZ80	PNC FINAN 2.55% 01/22/30	2.55	2478000
0.02%	US89352HAM16	TRANSCANA 4.625% 03/01/34	4.625	2391000
0.02%	US534187BQ10	LINCOLN N 3.4% 03/01/32	3.4	2557000
0.02%	US89236TME28	TOYOTA MO VRN 05/15/26	4.2374016	2297000
0.02%	US42225UAK07	HEALTHCAR 3.625% 01/15/28	3.625	2342000
0.02%	US00774MAW55	AERCAP IR 3.% 10/29/28	3	2386000
0.02%	US682680DC47	ONEOK INC 5.4% 10/15/35	5.4	2314000
0.02%	XS2465984107	MIZUHO FI 1.631% 04/08/27	1.631	2000000
0.02%	US136385AJ06	CANADIAN 6.5% 02/15/37	6.5	2149000
0.02%	US126408GW72	CSX CORP 4.75% 05/30/42	4.75	2508000
0.02%	US494550BH82	KINDER MO 6.375% 03/01/41	6.375	2177000
0.02%	FR001400F5F6	LA BANQUE 4.375% 01/17/30	4.375	1900000
0.02%	US00206RCP55	AT&T INC 4.5% 05/15/35	4.5	2400000
0.02%	US431282AS12	HIGHWOODS 3.05% 02/15/30	3.05	2450000
0.02%	US20825CAQ78	CONOCOPHI 6.5% 02/01/39	6.5	2050000
0.02%	US55336VAM28	MPLX LP 4.5% 04/15/38	4.5	2508000
0.02%	XS2561647368	LIBERTY M 4.625% 12/02/30	4.625	1860000
0.02%	US05329RAA14	AUTONATIO 3.85% 03/01/32	3.85	2414000
0.02%	US53079EBG89	LIBERTY M 4.569% 02/01/29	4.569	2249000
0.02%	XS2676883114	EUROFINS 4.75% 09/06/30	4.75	1850000
0.02%	US008252AR98	AFFILIATE 5.5% 08/20/34	5.5	2248000
0.02%	US494550AQ90	KINDER MO 7.3% 08/15/33	7.3	1972000
0.02%	US559222BD50	MAGNA INT 5.875% 06/01/35	5.875	2145000
0.02%	FR0014007PV3	BANQUE FE .625% 11/19/27	0.625	2000000
0.02%	US756109AX24	REALTY IN 3.25% 01/15/31	3.25	2359000
0.02%	US29379VAW37	ENTERPRIS 4.85% 08/15/42	4.85	2435000
0.02%	US85771PAQ54	EQUINOR A 4.8% 11/08/43	4.8	2424000
0.02%	US927804GV09	VIRGINIA 4.9% 09/15/35	4.9	2250000
0.02%	US03523TBU16	ANHEUSER- 5.45% 01/23/39	5.45	2173000
0.02%	US91324PER91	UNITEDHEA 5.35% 02/15/33	5.35	2128000
0.02%	US097023BY08	BOEING CO 3.55% 03/01/38	3.55	2650000
0.02%	DE000A3L69Y6	TRATON FI 3.75% 01/14/31	3.75	1900000
0.02%	US745867AM30	PULTEGROU 7.875% 06/15/32	7.875	1891000
0.02%	US4581X0EG91	INTER-AME VRN 10/04/27	4.3808004	2160000
0.02%	US11120VAJ26	BRIXMOR O 4.05% 07/01/30	4.05	2230000
0.02%	US66573RAA68	NORTHERN 6.125% 04/11/33	6.125	2080000
0.02%	US26884TAE29	ERAC USA 5.625% 03/15/42	5.625	2185000
0.02%	US59156RAY45	METLIFE I 5.875% 02/06/41	5.875	2111000
0.02%	XS2554489513	VOLKSWAGE 4.375% 05/15/30	4.375	1800000
0.02%	US023135CV68	AMAZON.CO 4.65% 11/20/35	4.65	2200000
0.02%	US29268BAC54	ENEL FINA 6.8% 09/15/37	6.8	1946000
0.02%	US032654AW53	ANALOG DE 2.8% 10/01/41	2.8	2966000
0.02%	US05526DBH70	BAT CAPIT 3.462% 09/06/29	3.462	2189000
0.02%	US83368RAW25	SOCIETE G 3.% 01/22/30	3	2250000
0.02%	XS3173575591	IHG FINAN 3.375% 09/10/30	3.375	1850000
0.02%	US761713BW55	REYNOLDS 7.% 08/04/41	7	1972000
0.02%	XS3277768605	SAGAX AB 3.375% 01/26/31	3.375	1860000
0.02%	US209111EM11	CONSOLIDA 6.2% 06/15/36	6.2	1944000
0.02%	US05526DBW48	BAT CAPIT 4.742% 03/16/32	4.742	2101000
0.02%	US459058KK86	INTERNATI VRN 09/23/26	3.9991896	2078000
0.02%	US205887CL48	CONAGR 5.750000% 08/01/35	5.75	2090000
0.02%	US60871RAD26	MOLSON CO 5.% 05/01/42	5	2341000
0.02%	US303901BJ06	FAIRFAX F 3.375% 03/03/31	3.375	2220000
0.02%	US00130HCG83	AES CORP/ 2.45% 01/15/31	2.45	2341000
0.02%	US02209SBJ15	ALTRIA GR 3.4% 05/06/30	3.4	2171000
0.02%	US097023AX34	BOEING CO 6.875% 03/15/39	6.875	1881000
0.02%	US21688ABL52	COOPERATI VRN 01/21/28	4.5276408	2051000
0.02%	US91282CFC01	US T-NOTE 2.625% 07/31/29	2.625	2134000
0.02%	US46817MAS61	JACKSON F 5.67% 06/08/32	5.67	2041000
0.02%	US12661PAD15	CSL FINAN 4.625% 04/27/42	4.625	2339000
0.02%	DE000A460EX0	AMPRION G 3.162% 01/15/31	3.162	1800000
0.02%	US882508CB86	TEXAS INS 4.9% 03/14/33	4.9	2002000
0.02%		CURRENCY CONTRACT-251096895 BUYUSD SELLNZD	1.711439449	62563196.66
0.02%	US828807DQ71	SIMON PRO 2.25% 01/15/32	2.25	2323000
0.02%	US63307A3B99	NATIONAL 4.5% 10/10/29	4.5	2025000
0.02%	US21685WCJ45	COOPERATI 5.25% 05/24/41	5.25	2073000
0.02%	US632525CC34	NATIONAL AUST VRN 1/14/30	4.7534112	2000000
0.02%	US756109AG90	REALTY IN 5.875% 03/15/35	5.875	1915000
0.02%	US224044BV89	COX COMMU 8.375% 03/01/39	8.375	1787000
0.02%	US459058LG65	INTERNATI VRN 05/15/28	4.1033484	2009000
0.02%	US05252ADS78	AUSTRALIA VRN 06/18/28	4.3091892	2000000
0.02%	US822905AC90	SHELL 4.125% 05/11/2035	4.125	2130000
0.02%	XS2199266268	BAYER AG 1.125% 01/06/30	1.125	1900000
0.02%	US86959LAN38	SVENSKA H VRN 06/15/26	4.9410216	2000000
0.02%	US101137AL15	BOSTON SC 7.375% 01/15/40	7.375	1704000
0.02%	US02665WGJ45	AMERICAN VRN 09/01/28	4.64634	2000000
0.02%	US91324PBU57	UNITEDHEA 4.625% 11/15/41	4.625	2279000
0.02%	US72650RBN17	PLAINS AL 3.8% 09/15/30	3.8	2086000
0.02%	US373334JW27	GEORGIA P 4.3% 03/15/42	4.3	2339000
0.02%	US055451BE76	BHP BILLI 5.25% 09/08/33	5.25	1966000
0.02%	US86562MBP41	SUMITOMO 3.04% 07/16/29	3.04	2106000
0.02%	US22534PAG81	CREDIT AG 5.514% 07/05/33	5.514	1945000
0.02%	US976826BS59	WISCONSIN 5.375% 03/30/34	5.375	1968000
0.02%	US126408GU17	CSX CORP 5.5% 04/15/41	5.5	2000000
0.02%	US03027XBM11	AMERICAN 2.7% 04/15/31	2.7	2189000
0.02%	US21688AAZ57	COOPERATI VRN 10/05/26	4.9106412	1973000
0.02%	US86765BAK52	ENERGY TR 6.1% 02/15/42	6.1	2009000
0.02%	US862121AD28	STORE CAP 2.7% 12/01/31	2.7	2250000
0.02%	US254687EP75	WALT DISN 6.9% 08/15/39	6.9	1750000
0.02%	US68389XBH70	ORACLE CO 3.85% 07/15/36	3.85	2364000
0.02%	US459058JF11	INTERNATI VRN 08/19/27	4.2211008	1945000
0.02%	XS3000561566	HARLEY-DA 4.% 03/12/30	4	1700000
0.02%	US30212PBL85	EXPEDIA G 5.4% 02/15/35	5.4	1976000
0.02%	US771196CU44	ROCHE HOL 4.666% 12/02/35	4.666	2000000
0.02%	US637639AP09	NATIONAL VRN 05/20/27	4.3398216	1940000
0.02%	US12503MAD02	CBOE GLOB 3.% 03/16/32	3	2136000
0.02%	US91282CNZ04	US T-NOTE 3.875% 09/30/32	3.875	1971000
0.02%	US12505BAG59	CBRE SERV 5.95% 08/15/34	5.95	1862000
0.02%	US92343VGZ13	VERIZON C 5.25% 04/02/35	5.25	1938000
0.02%	US02209SBL60	ALTRIA GR 2.45% 02/04/32	2.45	2211000
0.02%	US91913YAL48	VALERO EN 6.625% 06/15/37	6.625	1774000
0.02%	US65535HAQ20	NOMURA HO 3.103% 01/16/30	3.103	2045000
0.02%	US620076BW88	MOTOROLA 5.6% 06/01/32	5.6	1853000
0.02%	US46115HCD70	INTESA SA 7.2% 11/28/33	7.2	1708000
0.02%	US74340XCH26	PROLOGIS 5.125% 01/15/34	5.125	1900000
0.02%	US21688ABG67	COOPERATI VRN 08/28/26	4.36959	1905000
0.02%	US097023CN34	BOEING CO 2.95% 02/01/30	2.95	2027000
0.02%	US822582CK64	SHELL INT 2.875% 11/26/41	2.875	2655000
0.02%	US532457CX41	ELI LILLY 5.1% 02/12/35	5.1	1876000
0.02%	US166756AL00	CHEVRON U 1.018% 08/12/27	1.018	1981000
0.02%	FR00140007J7	BANQUE FE .625% 02/21/31	0.625	1900000
0.02%	US11135FBT75	BROADCOM 4.15% 04/15/32	4.15	1961000
0.02%	US502117AA29	L'OREAL S 5.% 05/20/35	5	1860000
0.02%	US92343VBT08	VERIZON C 6.55% 09/15/43	6.55	1774000
0.02%	US65558RAH21	NORDEA BA VRN 09/10/29	4.72104	1855000
0.02%	US50076QAR74	KRAFT HEI 6.875% 01/26/39	6.875	1734000
0.02%	US126650BR04	CVS HEALT 6.125% 09/15/39	6.125	1831000
0.02%	US756109BL76	REALTY IN 2.85% 12/15/32	2.85	2100000
0.02%	US02079KAE73	ALPHABET 1.9% 08/15/40	1.9	2807000
0.02%	US57636QAX25	MASTERCAR 4.85% 03/09/33	4.85	1829000
0.02%	US80282KAZ93	SANTANDER 3.244% 10/05/26	3.244	1850000
0.02%	US29446MAN20	EQUINOR A 5.125% 06/03/35	5.125	1812000
0.02%	US11135EAA29	BROADSTON 2.6% 09/15/31	2.6	2092000
0.02%	US91324PBW14	UNITEDHEA 4.375% 03/15/42	4.375	2145000
0.02%	US37045XDS27	GENERAL M 3.1% 01/12/32	3.1	2038000
0.02%	US45950KDN72	INTERNATI VRN 10/22/30	4.3546104	1805000
0.02%	US45950KDJ60	INTERNATI VRN 08/28/28	4.0700016	1808000
0.02%	US540424AR93	LOEWS COR 4.125% 05/15/43	4.125	2222000
0.02%	US870195AD63	SWEDBANK VRN 11/20/29	4.7998188	1788000
0.02%	US02079KAX54	ALPHABET 4.375% 11/15/32	4.375	1827000
0.02%	US29278GAF54	ENEL FINA 3.5% 04/06/28	3.5	1842000
0.02%	US172967EP21	CITIGROUP 6.875% 03/05/38	6.875	1600000
0.02%	US48125LRV61	JPMORGAN VRN 12/08/26	4.7126412	1787000
0.02%	US11135FBQ37	BROADCOM 3.187% 11/15/36	3.187	2158000
0.02%	US20825CAP95	CONOCOPHI 5.9% 05/15/38	5.9	1700000
0.02%	US4581X0ET13	INTER-AME VRN 03/13/30	4.09104	1775000
0.02%	US20030NBM20	COMCAST C 4.2% 08/15/34	4.2	1902000
0.02%	US446150AS35	HUNTINGTO 2.55% 02/04/30	2.55	1925000
0.02%	US002824BN93	ABBOTT LA 4.75% 04/15/43	4.75	1951000
0.02%	US65535HAS85	NOMURA HO 2.679% 07/16/30	2.679	1941000
0.02%	US86562MDD92	SUMITOMO 5.776% 07/13/33	5.776	1700000
0.02%	US431282AU67	HIGHWOODS 7.65% 02/01/34	7.65	1596000
0.02%	US72650RAM43	PLAINS AL 6.7% 05/15/36	6.7	1637000
0.02%	US31620RAJ41	FIDELITY 3.4% 06/15/30	3.4	1875000
0.02%	US927804GT52	VIRGINIA 5.15% 03/15/35	5.15	1771000
0.02%	US822905AA35	SHELL FIN 4.375% 05/11/45	4.375	2088000
0.02%	US166764BZ29	CHEVRON C 2.978% 05/11/40	2.978	2339000
0.02%	US260543CK73	DOW CHEMI 4.25% 10/01/34	4.25	1930000
0.02%	US620076BT59	MOTOROLA 2.3% 11/15/30	2.3	1937000
0.02%	US02665WFZ95	AMERICAN 5.2% 03/05/35	5.2	1765000
0.02%	US37045VAZ31	GENERAL M 5.6% 10/15/32	5.6	1696000
0.02%	US00774MAY12	AERCAP IR 3.4% 10/29/33	3.4	1960000
0.02%	US927804FL36	VIRGINIA 4.% 01/15/43	4	2150000
0.02%	US34355JAB44	FLOWSERVE 2.8% 01/15/32	2.8	1958000
0.02%	US251799AA02	DEVON ENE 7.95% 04/15/32	7.95	1500000
0.02%	US86722TAB89	SUNCOR EN 6.85% 06/01/39	6.85	1583000
0.02%	US20030NAY76	COMCAST C 6.55% 07/01/39	6.55	1605000
0.02%	US17275RBY71	CISCO 4.950000% 02/24/32	4.95	1687000
0.02%	US89236TML60	TOYOTA MO VRN 08/07/26	4.5820692	1710000
0.02%	US92826CAE21	VISA INC 4.15% 12/14/35	4.15	1805000
0.02%	US927804GM00	VIRGINIA 5.3% 08/15/33	5.3	1675000
0.02%	US09581JAS50	BLUE OWL 4.375% 02/15/32	4.375	1940000
0.02%	US07274EAK91	BAYER US 6.375% 11/21/30	6.375	1621000
0.02%	US632525BN08	NATIONAL 4.951% 01/10/34	4.951	1683000
0.02%	US459058KD44	INTERNATI VRN 11/22/28	4.0665996	1689000
0.02%	US30251BAB45	FMR LLC 6.45% 11/15/39	6.45	1575000
0.02%	US89115A3G59	TORONTO-D 5.298% 01/30/32	5.298	1648000
0.02%	US13607L8D85	CANADIAN VRN 06/28/27	4.9859892	1665000
0.02%	US2027A0KV07	COMMONWEA VRN 11/27/26	4.2100704	1670000
0.02%	US30212PAR64	EXPEDIA G 3.25% 02/15/30	3.25	1772000
0.02%	US74460WAG24	PUBLIC ST 5.1% 08/01/33	5.1	1631000
0.02%	US68268NAG88	ONEOK PAR 6.125% 02/01/41	6.125	1643000
0.02%	US29273RAF64	ENERGY TR 6.625% 10/15/36	6.625	1538000
0.02%	US958667AE72	WESTERN M 6.15% 04/01/33	6.15	1585000
0.02%	US20030NBH35	COMCAST C 4.25% 01/15/33	4.25	1715000
0.02%	US678858BL42	OKLAHOMA 5.85% 06/01/40	5.85	1627000
0.02%	US927804GP31	VIRGINIA 5.% 01/15/34	5	1650000
0.02%	US29379VAY92	ENTERPRIS 4.45% 02/15/43	4.45	1912000
0.02%	US78016HZW32	ROYAL BAN 5.15% 02/01/34	5.15	1600000
0.02%	US20030NEJ63	COMCAST C 5.3% 06/01/34	5.3	1604000
0.02%	US632525CL33	NATIONAL VRN 06/13/28	4.3412112	1615000
0.02%	US04517PBK75	ASIAN DEV VRN 04/06/27	5.0230584	1605000
0.02%	US8935268Z94	TRANSCANA 7.625% 01/15/39	7.625	1390000
0.02%	US10112RBD52	BOSTON PR 3.25% 01/30/31	3.25	1751000
0.02%	US053807AS28	AVNET INC 4.625% 04/15/26	4.625	1607000
0.02%	US30231GAY89	EXXON MOB 2.995% 08/16/39	2.995	2049000
0.02%	US169905AF36	CHOICE HO 3.7% 12/01/29	3.7	1676000
0.02%	US037735CM71	APPALACHI 7.% 04/01/38	7	1451000
0.02%	US57636QAS30	MASTERCAR 1.9% 03/15/31	1.9	1805000
0.02%	US126408GS60	CSX CORP 6.22% 04/30/40	6.22	1500000
0.02%	US30161MAN39	CONSTELLA 5.6% 06/15/42	5.6	1644000
0.02%	US86562MDT45	SUMITOMO 5.454% 01/15/32	5.454	1551000
0.02%	US53079EAG98	LIBERTY M 6.5% 03/15/35	6.5	1510000
0.02%	US59523UAV98	MID-AMERI 5.% 03/15/34	5	1600000
0.02%	US718172DH98	PHILIP MO 5.125% 02/13/31	5.125	1550000
0.02%	US035240AG57	ANHEUSER- 4.95% 01/15/42	4.95	1706000
0.02%	US05526DBN49	BAT CAPIT 4.906% 04/02/30	4.906	1549000
0.02%	US86765BAP40	ENERGY TR 5.3% 04/01/44	5.3	1750000
0.02%	US68389XAE58	ORACLE CO 6.5% 04/15/38	6.5	1543000
0.02%	US00973RAQ65	AKER BP A 5.25% 10/30/35	5.25	1600000
0.02%	US05329WAT99	AUTONATIO 5.89% 03/15/35	5.89	1529000
0.02%	XS2475919663	ELECTR 2.5% 05/18/30	2.5	1400000
0.02%	US29250RAP10	ENBRIDGE 7.5% 04/15/38	7.5	1331000
0.02%	US449276AE42	IBM INTER 4.9% 02/05/34	4.9	1550000
0.02%	US969457BB59	WILLIAMS 7.5% 01/15/31	7.5	1361000
0.02%	US11135FCV13	BROADCOM 3.5% 02/15/41	3.5	1925000
0.02%	US31620RAK14	FIDELITY 2.45% 03/15/31	2.45	1732000
0.02%	US406216BA89	HALLIBURT 4.5% 11/15/41	4.5	1760000
0.02%	US94988J6F93	WELLS FAR 5.254% 12/11/26	5.254	1492000
0.02%	US63946BAJ98	NBCUNIVER 4.45% 01/15/43	4.45	1820000
0.02%	US756109CE25	REALTY IN 2.7% 02/15/32	2.7	1671000
0.02%	US37045XDE31	GENERAL M 2.35% 01/08/31	2.35	1667000
0.02%	US532457DD77	ELI LILLY 4.55% 10/15/32	4.55	1485000
0.02%	US494550BN50	KINDER MO 5.% 08/15/42	5	1632000
0.02%	US05329WAS17	AUTONATIO 2.4% 08/01/31	2.4	1679000
0.02%	US17325FBE79	CITIBANK VRN 04/30/26	4.4465112	1460000
0.02%	US58933YBE41	MERCK & C 2.15% 12/10/31	2.15	1656000
0.02%	US254687EH59	WALT DISN 6.65% 11/15/37	6.65	1305000
0.02%	US054989AC24	BAT CAPIT 7.079% 08/02/43	7.079	1335000
0.02%	US70109HAJ41	PARKER-HA 6.25% 05/15/38	6.25	1334000
0.02%	US096630AJ70	BOARDWALK 3.6% 09/01/32	3.6	1580000
0.02%	US166756BC91	CHEVRON U VRN 02/26/28	4.22325	1449000
0.02%	US05565ECZ60	BMW US CA 5.4% 03/21/35	5.4	1445000
0.02%	US532457CL03	ELI LILLY 4.7% 02/09/34	4.7	1454000
0.02%	US02665WFN65	AMERICAN VRN 10/05/26	4.7306412	1442000
0.02%	US649840CW32	NEW YORK 5.3% 08/15/34	5.3	1421000
0.02%	US038222AG04	APPLIED M 5.85% 06/15/41	5.85	1390000
0.02%	US816300AJ62	SELECTIVE 5.9% 04/15/35	5.9	1401000
0.02%	US637432CT02	NATIONAL 8.% 03/01/32	8	1238000
0.02%	US404119DA49	HCA INC 5.5% 03/01/32	5.5	1400000
0.01%	US59523UAY38	MID-AMERI 4.65% 01/15/33	4.65	1455000
0.01%	US00206RHK14	AT&T INC 4.85% 03/01/39	4.85	1542000
0.01%	US37045XDV55	GENERAL M 4.3% 04/06/29	4.3	1439000
0.01%	US126408HW63	CSX CORP 5.2% 11/15/33	5.2	1391000
0.01%	US05526DBS36	BAT CAPIT 2.726% 03/25/31	2.726	1560000
0.01%	US266233AH80	DUQUESNE 2.532% 10/01/30	2.532	1563000
0.01%	US24703DBF78	DELL INTE 3.375% 12/15/41	3.375	1921000
0.01%	US12527GAD51	CF INDUST 4.95% 06/01/43	4.95	1603000
0.01%	US828807CL93	SIMON 4.75% 3/15/42	4.75	1562000
0.01%	US718172DA46	PHILIP MO 5.125% 02/15/30	5.125	1374000
0.01%	US126650DK33	CVS HEALT 4.125% 04/01/40	4.125	1679000
0.01%	US521865BA22	LEAR CORP 4.25% 05/15/29	4.25	1404000
0.01%	US02209SBR31	ALTRIA GR 6.875% 11/01/33	6.875	1250000
0.01%	US00817YAF51	AETNA INC 6.625% 06/15/36	6.625	1281000
0.01%	US31847RAG74	FIRST AME 4.% 05/15/30	4	1442000
0.01%	US05369AAS06	AVIATION 5.125% 04/10/30	5.125	1364000
0.01%	US20030NBB64	COMCAST C 6.4% 03/01/40	6.4	1300000
0.01%	US29874QEN07	EUROPEAN VRN 04/14/26	4.15341	1355000
0.01%	US68389XBP96	ORACLE CO 3.8% 11/15/37	3.8	1703000
0.01%	US466313AJ20	JABIL INC 3.6% 01/15/30	3.6	1402000
0.01%	US205887AX04	CONAGRA B 8.25% 09/15/30	8.25	1195000
0.01%	US808513BQ70	CHARLES S VRN 05/13/26	4.3152912	1336000
0.01%	US62954WAT27	NTT FINAN VRN 07/16/30	5.2847784	1315000
0.01%	US370334BJ28	GENERAL M 5.4% 06/15/40	5.4	1400000
0.01%	US045054AQ67	ASHTEAD C 5.55% 05/30/33	5.55	1315000
0.01%	US958254AD64	WESTERN M 5.45% 04/01/44	5.45	1500000
0.01%	US37045XCY04	GENERAL M 3.6% 06/21/30	3.6	1393000
0.01%	US36262GAG64	GXO LOGIS 6.5% 05/06/34	6.5	1264000
0.01%	US86562MCB46	SUMITOMO 2.13% 07/08/30	2.13	1458000
0.01%	US37045XDL73	GENERAL M 2.7% 06/10/31	2.7	1464000
0.01%	US05565ECS28	BMW US CA 4.85% 08/13/31	4.85	1309000
0.01%	US036752BC66	ELEVANCE 4.95% 11/01/31	4.95	1300000
0.01%	US002819AC45	ABBOTT LA 6.15% 11/30/37	6.15	1196000
0.01%	US595112BT91	MICRON TE 3.366% 11/01/41	3.366	1719000
0.01%	US37045VBB53	GENERAL M 6.25% 04/15/35	6.25	1250000
0.01%	US437076AU64	HOME DEPO 5.4% 09/15/40	5.4	1294000
0.01%	US92343VGJ70	VERIZON C 2.55% 03/21/31	2.55	1427000
0.01%	US466313AK92	JABIL INC 3.% 01/15/31	3	1398000
0.01%	US126117AW05	CNA FINAN 2.05% 08/15/30	2.05	1445000
0.01%	US47233JDX37	JEFFERIES 2.75% 10/15/32	2.75	1531000
0.01%	US34964CAE66	FORTUNE B 3.25% 09/15/29	3.25	1343000
0.01%	US008252AP33	AFFILIATE 3.3% 06/15/30	3.3	1359000
0.01%	US37045XES18	GENERAL M VRN 05/08/27	5.1605784	1263000
0.01%	US63946BAG59	NBCUNIVER 5.95% 04/01/41	5.95	1281000
0.01%	US02665WFU09	AMERICAN 4.85% 10/23/31	4.85	1267000
0.01%	US50076QAE61	KRAFT HEI 5.% 06/04/42	5	1437000
0.01%	US125523CV04	CIGNA GRO 5.25% 02/15/34	5.25	1236000
0.01%	US79466LAK08	SALESFORC 2.7% 07/15/41	2.7	1852000
0.01%	US927804FA70	VIRGINIA 6.% 01/15/36	6	1186000
0.01%	US054989AA67	BAT CAPIT 6.343% 08/02/30	6.343	1167000
0.01%	US02665WGF23	AMERICAN 5.15% 07/09/32	5.15	1239000
0.01%	US478160AT19	JOHNSON & 5.85% 07/15/38	5.85	1150000
0.01%	US29273RAT68	ENERGY TR 5.15% 02/01/43	5.15	1410000
0.01%	US26884TAZ57	ERAC USA 5.2% 10/30/34	5.2	1224000
0.01%	US649840CX15	NEW YO 5.05% 08/15/35	5.05	1250000
0.01%	US17275RBT86	CISCO SYS 5.05% 02/26/34	5.05	1215000
0.01%	US91282CJQ50	US T-NOTE 3.75% 12/31/30	3.75	1237000
0.01%	US40434LAJ44	HP INC 2.65% 06/17/31	2.65	1376000
0.01%	US927804FR06	VIRGINIA 4.45% 02/15/44	4.45	1458000
0.01%	US11135FCU30	BROADCOM 3.419% 04/15/33	3.419	1335000
0.01%	US55336VBX73	MPLX LP 5.5% 06/01/34	5.5	1200000
0.01%	US78081BAR42	ROYALTY P 5.4% 09/02/34	5.4	1200000
0.01%	US962166BR41	WEYERHAEU 7.375% 03/15/32	7.375	1074000
0.01%	US521865BB05	LEAR CORP 3.5% 05/30/30	3.5	1252000
0.01%	US571903BU68	MARRIOTT 5.5% 04/15/37	5.5	1200000
0.01%	US534187BT58	LINCOLN N 5.852% 03/15/34	5.852	1175000
0.01%	US37940XAH52	GLOBAL 2.9% 11/15/31	2.9	1358000
0.01%	US458140CA64	INTEL COR 4.15% 08/05/32	4.15	1250000
0.01%	US09951LAC72	BOOZ ALLE 5.95% 08/04/33	5.95	1170000
0.01%	US571903BZ55	MARRIO 5.10% 05/01/38	5.1	1250000
0.01%	US013716AU93	RIO TINTO 6.125% 12/15/33	6.125	1100000
0.01%	US115236AC57	BROWN & B 2.375% 03/15/31	2.375	1340000
0.01%	US37045XEP78	GENERAL M 6.1% 01/07/34	6.1	1130000
0.01%	US670346AV71	NUCOR COR 3.125% 04/01/32	3.125	1275000
0.01%	US65535HAX70	NOMURA HO 2.608% 07/14/31	2.608	1311000
0.01%	US03040WBF14	AMERICAN 5.25% 03/01/35	5.25	1155000
0.01%	US65339KDH05	NEXTERA E VRN 02/04/28	4.6357884	1160000
0.01%	US743674BE29	PROTECTIV 3.4% 01/15/30	3.4	1225000
0.01%	US494550AV85	KINDER MO 6.5% 02/01/37	6.5	1077000
0.01%	US539830CM96	LOCKHEED 5.% 08/15/35	5	1155000
0.01%	US29379VCL53	ENTERPRIS 5.2% 01/15/36	5.2	1163000
0.01%	US931142FP35	WALMART I 4.9% 04/28/35	4.9	1150000
0.01%	US88579YBR18	3M CO 5.15% 03/15/35	5.15	1155000
0.01%	US375558BS17	GILEAD SC 2.6% 10/01/40	2.6	1610000
0.01%	US808513CA10	CHARLES S 2.9% 03/03/32	2.9	1270000
0.01%	US806851AP68	SCHLUMBER 4.85% 05/15/33	4.85	1150000
0.01%	US931142CY78	WALMART I 5.% 10/25/40	5	1150000
0.01%		CURRENCY CONTRACT-251096234 BUYUSD SELLEUR	0.866093212	70533272.75
0.01%	US75508XAA46	RAYONIER 2.75% 05/17/31	2.75	1261000
0.01%	US532457CR72	ELI LILLY 4.6% 08/14/34	4.6	1150000
0.01%	US59523UAX54	MID-AMERI 4.95% 03/01/35	4.95	1150000
0.01%	US10373QBT67	BP CAPITA 2.721% 01/12/32	2.721	1250000
0.01%	US56585ABL52	MARATHON 5.7% 03/01/35	5.7	1100000
0.01%	US03938LBC72	ARCELORMI 4.25% 07/16/29	4.25	1123000
0.01%	US87165BAR42	SYNCHRONY 2.875% 10/28/31	2.875	1285000
0.01%	US20030NEE76	COMCAST C 4.8% 05/15/33	4.8	1120000
0.01%	US14448CAR51	CARRIER G 3.377% 04/05/40	3.377	1420000
0.01%	US59156RAE80	METLIFE I 6.5% 12/15/32	6.5	1015000
0.01%	US303901BF83	FAIRFAX F 4.625% 04/29/30	4.625	1100000
0.01%	US20826FBF27	CONOCOPHI 5.05% 09/15/33	5.05	1075000
0.01%	US031162CR97	AMGEN INC 3.15% 02/21/40	3.15	1415000
0.01%	US29273VAU44	ENERGY TR 6.55% 12/01/33	6.55	1000000
0.01%	US65339KBR05	NEXTERA E 2.25% 06/01/30	2.25	1183000
0.01%	US682680AW38	ONEOK INC 4.35% 03/15/29	4.35	1078000
0.01%	US478160AV64	JOHNSON & 4.5% 09/01/40	4.5	1150000
0.01%	US002824AV29	ABBOTT LA 6.% 04/01/39	6	1000000
0.01%	US29736RAC43	ESTEE LAU 6.% 05/15/37	6	1009000
0.01%	US209111FB47	CONSOLIDA 4.2% 03/15/42	4.2	1269000
0.01%	US571676AD73	MARS INC 3.875% 04/01/39	3.875	1228000
0.01%	US86765BAH24	ENERGY TR 6.85% 02/15/40	6.85	1000000
0.01%	US26969PAB40	EAGLE MAT 2.5% 07/01/31	2.5	1179000
0.01%	US25179SAD27	DEVON ENE 7.875% 09/30/31	7.875	914000
0.01%	US224044CS42	COX COMMU 5.7% 06/15/33	5.7	1056000
0.01%	US636180BU48	NATIONAL 5.95% 03/15/35	5.95	1000000
0.01%	US958667AG21	WESTERN M 5.45% 11/15/34	5.45	1046000
0.01%	US41283LBA26	HARLEY-DA 3.05% 02/14/27	3.05	1044000
0.01%	US05964HBG92	BANCO SAN 5.439% 07/15/31	5.439	1000000
0.01%	US72650RBQ48	PLAINS AL 5.95% 06/15/35	5.95	1000000
0.01%	US89236TNB79	TOYOTA MO 5.35% 01/09/35	5.35	1000000
0.01%	US48203RAP91	JUNIPER N 2.% 12/10/30	2	1161000
0.01%	US001192AK93	SOUTHERN 4.4% 06/01/43	4.4	1220000
0.01%	US92343VBS25	VERIZON C 6.4% 09/15/33	6.4	935000
0.01%	US24703TAP12	DELL INTE 5.5% 04/01/35	5.5	1000000
0.01%	US86563VBW81	SUMITOMO VRN 09/10/27	4.6955412	1000000
0.01%	US260543CG61	DOW CHEMI 4.375% 11/15/42	4.375	1295000
0.01%	US20030NEP24	COMCAST C 5.3% 05/15/35	5.3	989000
0.01%	US05578AAN81	BPCE SA 2.7% 10/01/29	2.7	1070000
0.01%	US126650CM08	CVS HEALT 4.875% 07/20/35	4.875	1036000
0.01%	US303901BL51	FAIRFAX 5.625% 08/16/2032	5.625	971000
0.01%	US141781BZ62	CARGILL I 5.125% 10/11/32	5.125	972000
0.01%	US845011AC92	SOUTHWEST 2.2% 06/15/30	2.2	1091000
0.01%	US053484AG63	AVALONBAY 5.% 08/01/35	5	1000000
0.01%	US78016EZR16	ROYAL BAN VRN 04/27/26	4.4589996	986000
0.01%	US26867LAR15	EMD FINAN 5.% 10/15/35	5	1000000
0.01%	US617446HD43	MORGAN ST 7.25% 04/01/32	7.25	866000
0.01%	US912810FJ26	US T-BOND 6.125% 08/15/29	6.125	912000
0.01%	US00817YAJ73	AETNA INC 4.5% 05/15/42	4.5	1180000
0.01%	US29273RBC25	ENERGY TR 8.25% 11/15/29	8.25	869000
0.01%	US37940XAB82	GLOBAL PA 3.2% 08/15/29	3.2	1026000
0.01%	US404280AM17	HSBC HOLD 6.1% 01/14/42	6.1	917000
0.01%	US86562MCG33	SUMITOMO 1.902% 09/17/28	1.902	1026000
0.01%	US92343VBG86	VERIZON C 3.85% 11/01/42	3.85	1222000
0.01%		CURRENCY CONTRACT-251096856 BUYUSD SELLNZD	1.711634453	28440810.03
0.01%	US260543DG52	DOW CHEMI 6.3% 03/15/33	6.3	920000
0.01%	XS2100664114	DIGITAL D 1.5% 03/15/30	1.5	900000
0.01%	US70450YAR45	PAYPAL HO VRN 03/06/28	4.3827408	950000
0.01%	US05971KAF66	BANCO SAN 3.49% 05/28/30	3.49	1000000
0.01%	US092113AT65	BLACK HIL 2.5% 06/15/30	2.5	1036000
0.01%	US110122DH81	BRISTOL-M 4.625% 05/15/44	4.625	1090000
0.01%	US959802AM19	WESTERN U 6.2% 06/21/40	6.2	943000
0.01%	US828807DT11	SIMON PRO 2.65% 02/01/32	2.65	1052000
0.01%	US00287YDU01	ABBVIE IN 5.05% 03/15/34	5.05	925000
0.01%	US29364GAL77	ENTERGY C 2.8% 06/15/30	2.8	1000000
0.01%	US049560AZ81	ATMOS ENE 5.9% 11/15/33	5.9	870000
0.01%	US29278NAD57	ENERGY TR 5.8% 06/15/38	5.8	921000
0.01%	US040555DD31	ARIZONA P 2.2% 12/15/31	2.2	1064000
0.01%	US29278NAG88	ENERGY TR 5.25% 04/15/29	5.25	900000
0.01%	US902674ZZ69	UBS AG/LO 1.25% 06/01/26	1.25	916000
0.01%	US605417BZ68	MISSISSIP 4.25% 03/15/42	4.25	1085000
0.01%	US166756BN56	CHEVRON VRN 10/15/30	4.7782008	900000
0.01%	US862123AB28	STORE 5.40% 04/30/30	5.4	900000
0.01%	US74432QBQ73	PRUDENTIA 6.2% 11/15/40	6.2	868000
0.01%	US15189WAP59	CENTERPOI 4.4% 07/01/32	4.4	924000
0.01%	US632525BW07	NATIONAL VRN 10/26/27	4.4889984	900000
0.01%	US423012AE38	HEINEKEN 4.% 10/01/42	4	1100000
0.01%	US94973VAH06	ANTHEM IN 5.95% 12/15/34	5.95	858000
0.01%	US444859BV38	HUMANA IN 5.875% 03/01/33	5.875	882000
0.01%	US927804GR96	VIRGINIA 5.05% 08/15/34	5.05	900000
0.01%	US866677AH07	SUN COMMU 4.2% 04/15/32	4.2	934000
0.01%	US92857WAQ33	VODAFONE 6.15% 02/27/37	6.15	834000
0.01%	US01748TAC53	ALLEGION 5.411% 07/01/32	5.411	875000
0.01%	US92344GAX43	VERIZON C 5.85% 09/15/35	5.85	850000
0.01%	US87612GAA94	TARGA RES 4.2% 02/01/33	4.2	937000
0.01%	US31847RAH57	FIRST AME 2.4% 08/15/31	2.4	1029000
0.01%	US531546AB51	LIBERTY U 2.05% 09/15/30	2.05	986000
0.01%	US89352HAD17	TRANSCANA 6.2% 10/15/37	6.2	839000
0.01%	US354613AL54	FRANKLIN 1.6% 10/30/30	1.6	1000000
0.01%	US98389BAH33	XCEL ENER 6.5% 07/01/36	6.5	822000
0.01%	US34964CAF32	FORTUNE B 4.% 03/25/32	4	933000
0.01%	US05578AAY47	BPCE SA 5.125% 01/18/28	5.125	864000
0.01%	US459200LS84	INTERNATI 4.6% 02/03/33	4.6	891000
0.01%	US743263AE50	PROGRESS 7.75% 03/01/31	7.75	776000
0.01%	US172967JU60	CITIGROUP 4.65% 07/30/45	4.65	1000000
0.01%	US745867AT82	PULTEGROU 6.% 02/15/35	6	829000
0.01%	US06849RAC60	BARRICK N 7.5% 09/15/38	7.5	750000
0.01%	US09659W2F00	BNP PARIB 4.4% 08/14/28	4.4	865000
0.01%	US94973VAL18	ANTHEM IN 5.85% 01/15/36	5.85	830000
0.01%	US44107TBA34	HOST HOTE 2.9% 12/15/31	2.9	964000
0.01%	US38141GXG45	GOLDMAN S 2.6% 02/07/30	2.6	921000
0.01%	US913017BT50	RAYTHEON 4.5% 06/01/42	4.5	956000
0.01%	US373298BU13	GEORGIA-P 8.875% 05/15/31	8.875	708000
0.01%	US375558CC55	GILEAD SC 5.1% 06/15/35	5.1	836000
0.01%	US4581X0ED60	INTER-AME VRN 04/12/27	4.2715008	840000
0.01%	US56585AAH59	MARATHON 4.75% 09/15/44	4.75	1000000
0.01%	US68389XBW48	ORACLE CO 3.6% 04/01/40	3.6	1160000
0.01%	US12661PAC32	CSL FINAN 4.25% 04/27/32	4.25	866000
0.01%	US11120VAL71	BRIXMOR O 2.5% 08/16/31	2.5	942000
0.01%	US72650RBE18	PLAINS AL 4.7% 06/15/44	4.7	1000000
0.01%	US448579AW20	HYATT HOT 5.4% 12/15/35	5.4	854000
0.01%	US20030NEB38	COMCAST C 5.5% 11/15/32	5.5	800000
0.01%	US461070AU86	INTERSTAT 5.7% 10/15/33	5.7	798000
0.01%	US595112BS19	MICRON TE 2.703% 04/15/32	2.703	923000
0.01%	US30303MAD48	META PLAT 4.875% 11/15/35	4.875	846000
0.01%	US02209SBD45	ALTRIA GR 4.8% 02/14/29	4.8	821000
0.01%	US037735CG04	APPALACHI 6.375% 04/01/36	6.375	777000
0.01%	US38141GXH28	GOLDMAN S 3.8% 03/15/30	3.8	851000
0.01%	US081437AT26	AMCOR FLE 2.63% 06/19/30	2.63	894000
0.01%	US91282CGZ86	US T-NOTE 3.5% 04/30/30	3.5	836000
0.01%	US03027XBW92	AMERICAN 4.05% 03/15/32	4.05	859000
0.01%	US927804FP40	VIRGINIA 4.65% 08/15/43	4.65	950000
0.01%	US86562MDP23	SUMITOMO 5.558% 07/09/34	5.558	800000
0.01%	US718547AU68	PHILLIPS 5.25% 06/15/31	5.25	800000
0.01%	US30161MAG87	EXELON GE 6.25% 10/01/39	6.25	779000
0.01%	US020002AQ48	ALLSTATE 5.35% 06/01/33	5.35	800000
0.01%	US928668CR10	VOLKSWAGE 5.65% 03/25/32	5.65	804000
0.01%	US11135FAQ46	BROADCOM 4.15% 11/15/30	4.15	822000
0.01%	US17325FBQ00	CITIBANK VRN 05/29/27	4.5193716	800000
0.01%	US718172DP15	PHILIP MO 4.75% 11/01/31	4.75	800000
0.01%	US040555CZ51	ARIZONA P 2.6% 08/15/29	2.6	856000
0.01%	US816851BH17	SEMPRA EN 3.8% 02/01/38	3.8	954000
0.01%	US20030NAX93	COMCAST C 6.4% 05/15/38	6.4	756000
0.01%	US74340XCJ81	PROLOGIS 5.% 03/15/34	5	800000
0.01%	US743315AL75	PROGRESSI 6.25% 12/01/32	6.25	737000
0.01%	US494550BK12	KINDER MO 5.625% 09/01/41	5.625	828000
0.01%	US63906YAQ17	NATWEST M VRN 03/21/30	4.8784716	785000
0.01%	US478160CR35	JOHNSON & 2.1% 09/01/40	2.1	1150000
0.01%	US378272AY43	GLENCORE 2.5% 09/01/30	2.5	874000
0.01%	US29379VCG68	ENTERPRIS 4.95% 02/15/35	4.95	800000
0.01%	US28370TAF66	KINDER MO 4.7% 11/01/42	4.7	908000
0.01%	US91324PEJ75	UNITEDHEA 4.2% 05/15/32	4.2	800000
0.01%	US61945CAD56	MOSAIC CO 5.45% 11/15/33	5.45	770000
0.01%	US494550AT30	KINDER MO 5.8% 03/15/35	5.8	746000
0.01%	US036752AW30	ELEVANCE 5.5% 10/15/32	5.5	750000
0.01%	US86562MBW91	SUMITOMO 2.75% 01/15/30	2.75	818000
0.01%	US69371RS983	PACCAR FI 5.% 03/22/34	5	759000
0.01%	US29379VAV53	ENTERPRIS 5.7% 02/15/42	5.7	772000
0.01%	US761713AZ95	REYNOLDS 6.15% 09/15/43	6.15	766000
0.01%	US22822VAX91	CROWN CAS 2.9% 04/01/41	2.9	1080000
0.01%	US126117AV22	CNA FINAN 3.9% 05/01/29	3.9	779000
0.01%	US02665WFL00	AMERICAN 5.05% 07/10/31	5.05	750000
0.01%	US87031CAF05	SVENSK EX VRN 08/03/26	4.8632112	750000
0.01%	US65558RAM16	NORDEA BA VRN 03/17/28	4.3904916	750000
0.01%	US91324PFE79	UNITEDHEA VRN 07/15/26	4.4581896	743000
0.01%	US70450YAT01	PAYPAL HO 5.1% 04/01/35	5.1	750000
0.01%	US438127AF94	HONDA MOT 5.337% 07/08/35	5.337	750000
0.01%	US91324PCA84	UNITEDHEA 3.95% 10/15/42	3.95	926000
0.01%	US04621WAD20	ASSURED G 3.15% 06/15/31	3.15	800000
0.01%	US10112RBC79	BOSTON PR 2.9% 03/15/30	2.9	795000
0.01%	US745867AP60	PULTEGROU 6.375% 05/15/33	6.375	688000
0.01%	US46115HBB24	INTESA SA 3.875% 07/14/27	3.875	734000
0.01%	US456837AM56	ING GROEP 4.55% 10/02/28	4.55	725000
0.01%	US68389XAH89	ORACLE CO 6.125% 07/08/39	6.125	761000
0.01%	US49427RAR30	KILROY RE 2.65% 11/15/33	2.65	915000
0.01%	US31428XDN30	FEDEX COR 4.1% 04/15/43	4.1	904000
0.01%	US459058KH57	INTERNATI VRN 01/24/29	4.2276312	710000
0.01%	US74432QBD60	PRUDENTIA 6.625% 12/01/37	6.625	648000
0.01%	US670346BA26	NUCOR COR 5.1% 06/01/35	5.1	709000
0.01%	US606822BM52	MITSUBISH 3.195% 07/18/29	3.195	741000
0.01%	US378272AV04	GLENCORE 4.875% 03/12/29	4.875	705000
0.01%	US74762EAF97	QUANTA SE 2.9% 10/01/30	2.9	762000
0.01%	US976826BE63	WISCONSIN 6.375% 08/15/37	6.375	655000
0.01%	US373334KW08	GEORGIA P 5.25% 03/15/34	5.25	691000
0.01%	US68389XCE31	ORACLE CO 2.875% 03/25/31	2.875	777000
0.01%	US756109BA12	REALTY IN 1.8% 03/15/33	1.8	838000
0.01%	US209111FA63	CONSOLIDA 5.7% 06/15/40	5.7	681000
0.01%	US501889AF63	LKQ CORP 6.25% 06/15/33	6.25	671000
0.01%	US87264ABL89	T-MOBILE 3.% 02/15/41	3	946000
0.01%	US898813AU40	TUCSON EL 3.25% 05/15/32	3.25	750000
0.01%	US808513BS37	CHARLES S 2.3% 05/13/31	2.3	763000
0.01%	US29379VBC63	ENTERPRIS 5.1% 02/15/45	5.1	750000
0.01%	US30217AAB98	EXPERIAN 4.25% 02/01/29	4.25	688000
0.01%	US682680AY93	ONEOK INC 3.4% 09/01/29	3.4	704000
0.01%	US37045XDH61	GENERAL M 2.4% 04/10/28	2.4	703000
0.01%	US29278GBE70	ENEL FINA 5.5% 06/26/34	5.5	665000
0.01%	US714046AH29	PERKINELM 2.55% 03/15/31	2.55	747000
0.01%	US136385AG66	CANADIAN 5.85% 02/01/35	5.85	643000
0.01%	US606822BU78	MITSUBISH 2.048% 07/17/30	2.048	736000
0.01%	US459058LH49	INTERNATI VRN 06/15/27	3.9704508	657000
0.01%	US29273RAZ29	ENERGY TR 5.95% 10/01/43	5.95	682000
0.01%	US718172DJ54	PHILIP MO 5.25% 02/13/34	5.25	643000
0.01%	US29103DAT37	EMERA US 2.639% 06/15/31	2.639	734000
0.01%	US68389XAV73	ORACLE CO 4.3% 07/08/34	4.3	730000
0.01%	US431282AT94	HIGHWOODS 2.6% 02/01/31	2.6	730000
0.01%	US361448BM41	GATX CORP 6.05% 03/15/34	6.05	613000
0.01%	AU3FN0089694	COOPERATI VRN 07/17/29	4.63670085	900000
0.01%	US001055AF96	AFLAC INC 6.45% 08/15/40	6.45	589000
0.01%	USL2967VED30	ENEL FINA 6.% 10/07/39	6	625000
0.01%	US86562MCJ71	SUMITOMO 2.222% 09/17/31	2.222	719000
0.01%	US00287YAM12	ABBVIE IN 4.4% 11/06/42	4.4	723000
0.01%	US822582AT91	SHELL INT 3.625% 08/21/42	3.625	805000
0.01%	US237194AN56	DARDEN 6.3% 10/10/2033	6.3	585000
0.01%	US37045XFK72	GENERAL M 6.15% 07/15/35	6.15	603000
0.01%	US756109CA03	REALTY IN 2.1% 03/15/28	2.1	650000
0.01%	US37045VAH33	GENERAL M 5.% 04/01/35	5	644000
0.01%	US278642BB85	EBAY INC 6.3% 11/22/32	6.3	575000
0.01%	US91282CFL00	US T-NOTE 3.875% 09/30/29	3.875	617000
0.01%	US65535HBC25	NOMURA HO 5.605% 07/06/29	5.605	600000
0.01%	US459200KY61	INTERNATI 4.75% 02/06/33	4.75	620000
0.01%	US42225UAG94	HEALTHCAR 3.1% 02/15/30	3.1	653000
0.01%	US110122DV75	BRISTOL-M 3.55% 03/15/42	3.55	777000
0.01%	US931142CM31	WALMART I 6.2% 04/15/38	6.2	550000
0.01%	US494550AL04	KINDER MO 7.75% 03/15/32	7.75	530000
0.01%	US12189LAN10	BURLINGTO 4.45% 03/15/43	4.45	700000
0.01%	US378272BG28	GLENCORE 2.625% 09/23/31	2.625	680000
0.01%	US13607LWU33	CANADIAN VRN 10/02/26	5.2390692	600000
0.01%	US83192PAA66	SMITH & N 2.032% 10/14/30	2.032	675000
0.01%	US466313AL75	JABIL INC 1.7% 04/15/26	1.7	600000
0.01%	US89352HAE99	TRANSCANA 7.25% 08/15/38	7.25	527000
0.01%	US07274NBE22	BAYER US 4.65% 11/15/43	4.65	750000
0.01%	US25746UBM09	DOMINION 4.9% 08/01/41	4.9	666000
0.01%	US759351AP49	REINSURAN 3.15% 06/15/30	3.15	631000
0.01%	US74432QBN43	PRUDENTIA 6.625% 06/21/40	6.625	537000
0.01%	US03040WAD74	AMERICAN 6.593% 10/15/37	6.593	523000
0.01%	XS2553798443	SKANDINAV 4.% 11/09/26	4	500000
0.01%	US00206RAG74	AT&T INC 6.3% 01/15/38	6.3	550000
0.01%	US34964CAH97	FORTUNE B 5.875% 06/01/33	5.875	556000
0.01%	US19828AAC18	COLUMBIA 5.681% 01/15/34	5.681	555000
0.01%	US03040WBA27	AMERICAN 4.45% 06/01/32	4.45	576000
0.01%	US756109CG72	REALTY IN 5.125% 02/15/34	5.125	550000
0.01%	US337738BH05	FISERV IN 5.625% 08/21/33	5.625	550000
0.01%	US42217KAX46	WELLTOWER 6.5% 03/15/41	6.5	510000
0.01%	US52107QAK13	LAZARD GR 4.375% 03/11/29	4.375	559000
0.01%	US649840CV58	NEW YORK 5.85% 08/15/33	5.85	528000
0.01%	US74164MAB46	PRIMERICA 2.8% 11/19/31	2.8	613000
0.01%	US670346AH87	NUCOR COR 6.4% 12/01/37	6.4	500000
0.01%	US693475AW59	PNC FINAN 3.45% 04/23/29	3.45	559000
0.01%	AU3CB0299428	INTER-AME 3.85% 01/24/29	3.85	800000
0.01%	US29446MAF95	EQUINOR A 3.125% 04/06/30	3.125	570000
0.01%	US05565EDE23	BMW US CA VRN 08/11/27	4.5133596	539000
0.01%	US418056AU19	HASBRO IN 5.1% 05/15/44	5.1	600000
0.01%	US74251VAS16	PRINCIPAL 2.125% 06/15/30	2.125	596000
0.01%	US031162BK53	AMGEN INC 5.15% 11/15/41	5.15	568000
0.01%	US806851AN11	SCHLUMBER 5.% 06/01/34	5	529000
0.01%	US472319AM43	JEFFERIES 6.5% 01/20/43	6.5	550000
0.01%	US209111EU37	CONSOLIDA 6.75% 04/01/38	6.75	470000
0.01%	US00287YAV11	ABBVIE IN 4.3% 05/14/36	4.3	560000
0.01%	US00206RDG48	AT&T INC 6.375% 03/01/41	6.375	500000
0.01%	US92826CAM47	VISA INC 2.05% 04/15/30	2.05	570000
0.01%	US759351AR05	REINSURAN 6.% 09/15/33	6	500000
0.01%	US40434LAS43	HP INC 6.1% 04/25/35	6.1	500000
0.01%	US136385AC52	CANADIAN 7.2% 01/15/32	7.2	466000
0.01%	US74432QCJ22	PRUDENTIA 3.% 03/10/40	3	692000
0.01%	US37940XAD49	GLOBAL PA 2.9% 05/15/30	2.9	564000
0.01%	US82620KBE29	SIEMENS F 2.15% 03/11/31	2.15	570000
0.01%	US053484AE16	AVALONBAY 5.3% 12/07/33	5.3	500000
0.01%	US03743QAR92	APA CORP 6.1% 02/15/35	6.1	500000
0.01%	US459200KU40	INTERNATI 4.4% 07/27/32	4.4	525000
0.01%	US06406RBA41	BANK OF N 2.05% 01/26/27	2.05	520000
0.01%	US437076DD13	HOME DEPO 4.85% 06/25/31	4.85	500000
0.01%	US65535HBA68	NOMURA HO 2.999% 01/22/32	2.999	567000
0.01%	US33938XAE58	FLEX LTD 6.% 01/15/28	6	499000
0.01%	US50077LAX47	KRAFT HEI 4.625% 10/01/39	4.625	582000
0.01%	US03027XAW02	AMERICAN 3.8% 08/15/29	3.8	521000
0.01%	US29266MAF68	IBERDROLA 6.75% 07/15/36	6.75	450000
0.01%	US882508CM42	TEXAS 5.1% 05/23/35	5.1	500000
0.01%	US096630AG32	BOARDWALK 4.8% 05/03/29	4.8	502000
0.01%	US10112RBE36	BOSTON PR 2.55% 04/01/32	2.55	587000
0.01%	US58769JAY38	MERCEDES- VRN 11/15/27	4.6374012	500000
0.01%	US50047JAR95	KOMMUNALB VRN 04/09/29	4.4184204	500000
0.01%	US06675DCG51	BANQUE FE VRN 07/13/26	5.3727516	500000
0.01%	US07274NAL73	BAYER US 4.375% 12/15/28	4.375	508000
0.01%	US87264ACY91	T-MOBILE 5.05% 07/15/33	5.05	500000
0.01%	US0641598M19	BANK OF N VRN 09/15/26	4.3010208	500000
0.01%	US961214ES82	WESTPAC B VRN 06/03/26	4.2440796	500000
0.01%	US709599BV54	PENSKE TR 6.2% 06/15/30	6.2	475000
0.01%	US682680CE12	ONEOK INC 5.05% 11/01/34	5.05	511000
0.01%	US37045XEW20	GENERAL M VRN 07/15/27	5.0081904	495000
0.01%	US835495AJ18	SONOCO PR 5.75% 11/01/40	5.75	500000
0.01%	US55336VCC28	MPLX LP 5.4% 09/15/35	5.4	500000
0.01%	US750236AY71	RADIAN GR 6.2% 05/15/29	6.2	480000
0.01%	US04621XAQ16	ASSURA 5.550000% 02/15/36	5.55	500000
0.01%		CURRENCY CONTRACT-251096243 BUYUSD SELLJPY	159.225983398	53256524.8
0.01%	US096630AL27	BOARDWALK 5.375% 02/15/36	5.375	500000
0.01%	US91913YBG44	VALERO EN 5.15% 03/10/36	5.15	500000
0.01%	US33938XAG07	FLEX LTD 5.375% 11/13/35	5.375	500000
0.01%	US970648AQ44	WILLIS NO 5.15% 03/15/36	5.15	500000
0.01%	US015271BC21	ALEXANDRI 5.25% 05/15/36	5.25	500000
0.01%	US780641AH94	KONINKLIJ 8.375% 10/01/30	8.375	420000
0.01%	US29452EAC57	EQUITABLE 5.594% 01/11/33	5.594	475000
0.01%	US95040QAM69	WELLTOWER 2.8% 06/01/31	2.8	529000
0.01%	US337738BQ04	FISERV IN 5.25% 08/11/35	5.25	500000
0.01%	US46982LAB45	JACOBS SO 5.375% 03/03/36	5.375	500000
0.01%	US05565ECX13	BMW US CA VRN 03/21/28	4.6084716	480000
0.01%	US534187BZ19	LINCOLN N 5.35% 11/15/35	5.35	500000
0.01%	US10112RBF01	BOSTON PR 2.45% 10/01/33	2.45	598000
0.01%	US15135UAP49	CENOVUS E 5.25% 06/15/37	5.25	500000
0.01%	US404119CU12	HCA INC 5.6% 04/01/34	5.6	470000
0.01%	US92343EAM49	VERISIGN 2.7% 06/15/31	2.7	536000
0.00%	US11135FAS02	BROADCOM 4.3% 11/15/32	4.3	489000
0.00%	US036752AP88	ANTHEM IN 2.55% 03/15/31	2.55	525000
0.00%	US06417XAE13	BANK OF N 2.45% 02/02/32	2.45	530000
0.00%	US875484AL13	TANGER PR 2.75% 09/01/31	2.75	521000
0.00%	US26874RAE80	ENI SPA 4.75% 09/12/28	4.75	461000
0.00%	US91913YAE05	VALERO EN 7.5% 04/15/32	7.5	410000
0.00%	US452327AM11	ILLUMINA 2.55% 03/23/31	2.55	517000
0.00%	US111021AL54	BRITISH T 5.125% 12/04/28	5.125	452000
0.00%	US20826FBK12	CONOCOPHI 4.85% 01/15/32	4.85	450000
0.00%	US02342TAE91	AMDOCS LT 2.538% 06/15/30	2.538	504000
0.00%	US571748BZ47	MARSH & M VRN 11/08/27	4.5105804	449000
0.00%	US12201PAB22	BURLINGTO 7.2% 08/15/31	7.2	400000
0.00%	US11135FBV22	BROADCOM 4.926% 05/15/37	4.926	462000
0.00%	USU37818AX65	GLENCORE 2.5% 09/01/30	2.5	490000
0.00%	US042735BF63	ARROW ELE 3.875% 01/12/28	3.875	449000
0.00%	US58769JBF30	MERCEDES- VRN 03/31/28	4.9587804	438000
0.00%	US931142CV30	WALMART I 4.875% 07/08/40	4.875	454000
0.00%	US05565ECB92	BMW US CA 3.7% 04/01/32	3.7	461000
0.00%	US03027XBC39	AMERICAN 2.1% 06/15/30	2.1	478000
0.00%	US460146CH42	INTERNATI 6.% 11/15/41	6	435000
0.00%	US24702RAM34	DELL INC 5.4% 09/10/40	5.4	450000
0.00%	US85771PAE25	EQUINOR A 4.25% 11/23/41	4.25	496000
0.00%	US68389XCJ28	ORACLE CO 6.25% 11/09/32	6.25	414000
0.00%	US11120VAK98	BRIXMOR O 2.25% 04/01/28	2.25	444000
0.00%	US438516AT30	HONEYWELL 5.7% 03/15/37	5.7	400000
0.00%	US37045XDQ60	GENERAL M VRN 02/26/27	4.7932488	423000
0.00%	US74251VAR33	PRINCIPAL 3.7% 05/15/29	3.7	434000
0.00%	US58933YAJ47	MERCK & C 4.15% 05/18/43	4.15	505000
0.00%	US110122DZ89	BRISTOL-M 5.9% 11/15/33	5.9	394000
0.00%	US097023AU94	BOEING CO 6.125% 02/15/33	6.125	395000
0.00%	US867229AD85	SUNCOR EN 5.95% 12/01/34	5.95	400000
0.00%	US125896BL30	CMS ENERG 4.7% 03/31/43	4.7	494000
0.00%	US682680BG78	ONEOK INC 6.1% 11/15/32	6.1	395000
0.00%	US651639AV85	NEWMONT C 5.45% 06/09/44	5.45	434000
0.00%	US24703DBL47	DELL INTE 5.75% 02/01/33	5.75	400000
0.00%	US682680AN39	ONEOK INC 6.% 06/15/35	6	400000
0.00%	US209111GF42	CONSOLIDA 5.5% 03/15/34	5.5	400000
0.00%	US22535EAG26	CREDIT AG 5.514% 07/05/33	5.514	400000
0.00%	US527288BF07	JEFFERIES 6.625% 10/23/43	6.625	424000
0.00%	US59156RAM07	METLIFE I 5.7% 06/15/35	5.7	395000
0.00%	US637417AS53	NNN REIT 5.6% 10/15/33	5.6	400000
0.00%	US86562MDN74	SUMITOMO 5.424% 07/09/31	5.424	400000
0.00%	US053484AD33	AVALONBAY 5.% 02/15/33	5	408000
0.00%	US209111GH08	CONSOLIDA 5.375% 05/15/34	5.375	400000
0.00%	US037735DB08	APPALACHI 5.65% 04/01/34	5.65	400000
0.00%	US209111GE76	CONSOLIDA 5.2% 03/01/33	5.2	400000
0.00%	US65339KDK34	NEXTERA E 5.3% 03/15/32	5.3	400000
0.00%	US37045XFG60	GENERAL M 5.625% 04/04/32	5.625	400000
0.00%	US00206RMT67	AT&T INC 5.4% 02/15/34	5.4	400000
0.00%	US22535EAK38	CREDIT AG 5.365% 03/11/34	5.365	400000
0.00%	US35805BAE83	FRESENIUS 3.% 12/01/31	3	457000
0.00%	US50212YAK01	LPL HOLDI 6.% 05/20/34	6	400000
0.00%	US438516CS39	HONEYWELL 5.% 03/01/35	5	400000
0.00%	US67077MBD92	NUTRIEN L 5.4% 06/21/34	5.4	400000
0.00%	US91324PBQ46	UNITEDHEA 5.95% 02/15/41	5.95	395000
0.00%	US099724AQ98	BORGWARNE 5.4% 08/15/34	5.4	400000
0.00%	US115236AG61	BROWN & B 5.65% 06/11/34	5.65	400000
0.00%	US45950KDL17	INTERNATI VRN 08/28/29	4.12488	400000
0.00%	US10373QBW96	BP CAPITA 4.989% 04/10/34	4.989	400000
0.00%	US05565ECF07	BMW US CA 5.15% 08/11/33	5.15	400000
0.00%	US29736RAV24	ESTEE LAU 5.% 02/14/34	5	400000
0.00%	US928668CS92	VOLKSWAGE 5.8% 03/27/35	5.8	400000
0.00%	US976826BR76	WISCONSIN 4.95% 04/01/33	4.95	400000
0.00%	US88339WAC01	WILLIAMS 5.15% 03/15/34	5.15	400000
0.00%	US29379VCF85	ENTERPRIS 4.85% 01/31/34	4.85	400000
0.00%	US097023CJ22	BOEING CO 3.6% 05/01/34	3.6	444000
0.00%	US89236TLM52	TOYOTA MO 4.8% 01/05/34	4.8	400000
0.00%	US74340XBT72	PROLOGIS 4.625% 01/15/33	4.625	400000
0.00%	US00774MAR60	AERCAP IR 4.625% 10/15/27	4.625	394000
0.00%	US096630AH15	BOARDWALK 3.4% 02/15/31	3.4	420000
0.00%	US68235PAM05	ONE GAS I 4.25% 09/01/32	4.25	400000
0.00%	US26884ABP75	ERP OPERA 4.65% 09/15/34	4.65	400000
0.00%	US754730AJ81	RAYMOND J 4.9% 09/11/35	4.9	400000
0.00%	US66989HAH12	NOVARTIS 4.4% 05/06/44	4.4	450000
0.00%	US254687ET97	WALT DISN 5.4% 10/01/43	5.4	400000
0.00%	US68389XBZ78	ORACLE CO 3.65% 03/25/41	3.65	545000
0.00%	US00130HCC79	AES CORP/ 3.95% 07/15/30	3.95	406000
0.00%	US42225UAH77	HEALTHCAR 2.% 03/15/31	2	445000
0.00%	US141781BW32	CARGILL I 4.% 06/22/32	4	400000
0.00%	US37045XER35	GENERAL M 5.75% 02/08/31	5.75	371000
0.00%	US12189LAC54	BURLINGTO 5.05% 03/01/41	5.05	400000
0.00%	US04650NAB01	AT&T INC 5.35% 09/01/40	5.35	400000
0.00%	US260543CL56	DOW CH 4.625000% 10/01/44	4.625	483000
0.00%	US92343VGY48	VERIZON C 4.78% 02/15/35	4.78	390000
0.00%	US040555CN22	ARIZONA P 4.5% 04/01/42	4.5	440000
0.00%	US927804FE92	VIRGINIA 6.35% 11/30/37	6.35	350000
0.00%	US743674BD46	PROTECTIV 4.3% 09/30/28	4.3	372000
0.00%	US74251VAT98	PRINCIPAL 5.375% 03/15/33	5.375	360000
0.00%	US361448BJ12	GATX CORP 3.5% 06/01/32	3.5	400000
0.00%	US07274NAZ69	BAYER US 4.2% 07/15/34	4.2	400000
0.00%	US12189LAE11	BURLINGTO 5.4% 06/01/41	5.4	365000
0.00%	US459058LD35	INTERNATI VRN 02/23/27	4.0535388	360000
0.00%	US11135FCR01	BROADCOM 2.6% 02/15/33	2.6	415000
0.00%	US11102AAE10	BRITISH T 3.25% 11/08/29	3.25	376000
0.00%	US571676AC90	MARS INC 3.6% 04/01/34	3.6	396000
0.00%	US893526DJ90	TRANSCANA 6.1% 06/01/40	6.1	344000
0.00%	US254687EV44	WALT DISN 4.75% 09/15/44	4.75	400000
0.00%	US09062XAH61	BIOGEN IN 2.25% 05/01/30	2.25	388000
0.00%	US0641594B99	BANK OF N 2.15% 08/01/31	2.15	400000
0.00%	US84756NAE94	SPECTRA E 5.95% 09/25/43	5.95	357000
0.00%	US233853AH30	DAIMLER T 2.5% 12/14/31	2.5	400000
0.00%	US28370TAD19	KINDER MO 7.5% 11/15/40	7.5	305000
0.00%	US927804GG32	VIRGINIA 2.4% 03/30/32	2.4	400000
0.00%	US136385BA87	CANADIAN 2.95% 07/15/30	2.95	375000
0.00%	US74340XCB55	PROLOGIS 2.25% 01/15/32	2.25	400000
0.00%	US03027XBG43	AMERICAN 1.875% 10/15/30	1.875	396000
0.00%	XS2615183501	EUROGRID 3.722% 04/27/30	3.722	300000
0.00%	US30161MAJ27	EXELON GE 5.75% 10/01/41	5.75	348000
0.00%	DK0030523030	NYKREDIT 3.625% 07/24/30	3.625	300000
0.00%	US717081EU35	PFIZER IN 3.9% 03/15/39	3.9	400000
0.00%	US539830AR02	LOCKHEED 6.15% 09/01/36	6.15	316000
0.00%	US30225VAG23	EXTRA SPA 2.35% 03/15/32	2.35	400000
0.00%	XS3076318065	KONINKLIJ 3.25% 05/23/30	3.25	300000
0.00%	US582839AG14	MEAD JOHN 4.6% 06/01/44	4.6	400000
0.00%	US03027XBA72	AMERICAN 2.9% 01/15/30	2.9	364000
0.00%	XS3121029436	BANCO BIL 3.125% 07/15/30	3.125	300000
0.00%	US292480AM22	ENABLE MI 4.15% 09/15/29	4.15	343000
0.00%	US260543CE14	DOW CHEMI 5.25% 11/15/41	5.25	385000
0.00%	US38141EC311	GOLDMAN S 4.8% 07/08/44	4.8	381000
0.00%	US857477DB68	STATE STR 4.834% 04/24/30	4.834	329000
0.00%	US92940PAF18	WRKCO INC 4.2% 06/01/32	4.2	344000
0.00%	US293791AP47	ENTERPRIS 6.65% 10/15/34	6.65	296000
0.00%	US521865BC87	LEAR CORP 2.6% 01/15/32	2.6	370000
0.00%	US46188BAD47	INVITATIO 4.15% 04/15/32	4.15	346000
0.00%	US845437BL54	SOUTHWEST 6.2% 03/15/40	6.2	314000
0.00%	US928668BF80	VOLKSWAGE 3.75% 05/13/30	3.75	340000
0.00%	US046353AD01	ASTRAZENE 6.45% 09/15/37	6.45	288000
0.00%	US913017BP39	RAYTHEON 6.125% 07/15/38	6.125	299000
0.00%	US37045XCS36	GENERAL M 5.65% 01/17/29	5.65	311000
0.00%	US678858BM25	OKLAHOMA 5.25% 05/15/41	5.25	332000
0.00%	US00216LAE39	ASB BANK 2.375% 10/22/31	2.375	355000
0.00%	US78081BAN38	ROYALTY P 2.15% 09/02/31	2.15	362000
0.00%	US466313AM58	JABIL INC 4.25% 05/15/27	4.25	315000
0.00%	US896239AE08	TRIMBLE I 6.1% 03/15/33	6.1	300000
0.00%	US294429AT25	EQUIFAX I 2.35% 09/15/31	2.35	355000
0.00%	US595112BZ51	MICRON TE 5.875% 02/09/33	5.875	295000
0.00%	US63946BAF76	NBCUNIVER 6.4% 04/30/40	6.4	295000
0.00%	US88579EAC93	3M CO 5.7% 03/15/37	5.7	301000
0.00%	US31429KAL70	FEDERATIO 5.25% 04/26/29	5.25	300000
0.00%	US125523CU21	CIGNA GRO 5.125% 05/15/31	5.125	300000
0.00%	US969457BD16	WILLIAMS 7.75% 06/15/31	7.75	270000
0.00%	US010392FF03	ALABAMA P 5.2% 06/01/41	5.2	316000
0.00%	US05252ADN81	AUSTRALIA VRN 12/16/29	4.5409896	300000
0.00%	US231021AW65	CUMMINS I 5.15% 02/20/34	5.15	298000
0.00%	US87612EBV74	TARGET CO 5.25% 02/15/36	5.25	300000
0.00%	US17275RBZ47	CISCO 5.100000% 02/24/35	5.1	300000
0.00%	US63743HFQ02	NATIONAL VRN 02/05/27	4.6207404	300000
0.00%	US857477CQ47	STATE STR VRN 10/22/27	4.5475488	300000
0.00%	US89115KAF75	TORONTO-D VRN 10/13/28	4.7227464	300000
0.00%	US05565ECN31	BMW US CA VRN 08/13/26	4.5952884	300000
0.00%	US830505BL61	SKANDINAV VRN 09/03/30	4.7840832	300000
0.00%	US24422EWY12	JOHN DEER VRN 06/08/26	4.5137304	300000
0.00%	US260543DL48	DOW CH 5.350000% 03/15/35	5.35	307000
0.00%	US00206RFW79	AT&T INC 4.9% 08/15/37	4.9	315000
0.00%	US92277GAB32	VENTAS RE 5.7% 09/30/43	5.7	302000
0.00%	US025537AN10	AMERICAN 2.3% 03/01/30	2.3	320000
0.00%	US06407EAF25	BANK OF N 2.87% 01/27/32	2.87	322000
0.00%	US589331AS67	MERCK & C 3.6% 09/15/42	3.6	371000
0.00%	US29273VAQ32	ENERGY TR 5.75% 02/15/33	5.75	277000
0.00%	US30217AAC71	EXPERIAN 2.75% 03/08/30	2.75	302000
0.00%	US887389AL89	TIMKEN CO 4.125% 04/01/32	4.125	295000
0.00%	US174610AS45	CITIZENS 2.5% 02/06/30	2.5	300000
0.00%	US65473QBB86	NISOURCE 5.25% 02/15/43	5.25	300000
0.00%	US110122DR63	BRISTOL-M 2.35% 11/13/40	2.35	400000
0.00%	US606822BK96	MITSUBISH 3.751% 07/18/39	3.751	328000
0.00%	US00973RAF01	AKER BP A 3.75% 01/15/30	3.75	286000
0.00%	US045054AP84	ASHTEAD C 2.45% 08/12/31	2.45	310000
0.00%	US690742AK72	OWENS COR 3.875% 06/01/30	3.875	281000
0.00%	US47233WBM01	JEFFERIES 5.875% 07/21/28	5.875	268000
0.00%	US031162AW01	AMGEN INC 6.375% 06/01/37	6.375	246000
0.00%	US606822AJ33	MITSUBISH 2.757% 09/13/26	2.757	266000
0.00%	US74762EAJ10	QUANTA SE 3.05% 10/01/41	3.05	365000
0.00%	US416515AS38	HARTFORD 5.95% 10/15/36	5.95	250000
0.00%	US3130AEB254	FHLB 3.25% 06/09/28	3.25	265000
0.00%	US092113AX77	BLACK HIL 6.% 01/15/35	6	252000
0.00%	US20030NAF87	COMCAST C 5.65% 06/15/35	5.65	253000
0.00%	US880591EH15	TENNESSEE 5.25% 09/15/39	5.25	250000
0.00%	US822905AP04	SHELL FIN VRN 11/06/30	4.5959112	256000
0.00%	US21871XAK54	COREBRIDG 4.35% 04/05/42	4.35	320000
0.00%	US303901BX99	FAIRFA 5.750% 05/20/35	5.75	250000
0.00%	US444859BY76	HUMANA IN 5.95% 03/15/34	5.95	250000
0.00%	US641062BH63	NESTLE HO 4.85% 03/14/33	4.85	250000
0.00%	US113004AA39	BROOKFIEL 5.795% 04/24/35	5.795	250000
0.00%	US87612GAQ47	TARGA RES 5.65% 02/15/36	5.65	250000
0.00%	US29446MAK80	EQUINOR A 2.375% 05/22/30	2.375	271000
0.00%	US89153VAX73	TOTALENER 2.986% 06/29/41	2.986	339000
0.00%	US456837AQ60	ING GROEP 4.05% 04/09/29	4.05	252000
0.00%	US58933YBK01	MERCK & C 4.5% 05/17/33	4.5	250000
0.00%	US05578AE465	BPCE SA 4.75% 07/19/27	4.75	246000
0.00%	US15135UBB44	CENOVUS E 5.4% 03/20/36	5.4	250000
0.00%	US00928QAY70	AIRCASTLE 5.95% 02/15/29	5.95	240000
0.00%	US87612GAS03	TARGA 5.40% 07/30/36	5.4	250000
0.00%	US816851BX66	SEMPRA 5.25% 03/15/36	5.25	250000
0.00%	US040555DK73	ARIZONA P 5.1% 03/15/36	5.1	250000
0.00%	US00108WAV28	AEP TEXAS 5.2% 04/15/36	5.2	250000
0.00%	US55336VCE83	MPLX LP 5.3% 04/01/36	5.3	250000
0.00%	US92343VHG23	VERIZON C 5.% 01/15/36	5	250000
0.00%	US92277GBC06	VENTAS RE 5.% 02/15/36	5	250000
0.00%	US126117AZ36	CNA FI 5.200000% 08/15/35	5.2	250000
0.00%	US337738BN72	FISERV IN 5.15% 08/12/34	5.15	250000
0.00%	US929089AH39	VOYA FINA 5.% 09/20/34	5	250000
0.00%	US113004AC94	BROOKFIEL 5.298% 01/15/36	5.298	250000
0.00%	US87162WAN02	TD SYNNEX 5.3% 10/10/35	5.3	250000
0.00%	US30161NBV29	EXELON CO 4.95% 03/15/36	4.95	250000
0.00%	US26441CBH79	DUKE ENER 2.45% 06/01/30	2.45	262000
0.00%	US681919BX31	OMNICOM G 5.3% 06/02/36	5.3	250000
0.00%	US929089AK67	VOYA FINA 5.05% 03/02/36	5.05	250000
0.00%	US65535HBB42	NOMURA HO 2.71% 01/22/29	2.71	251000
0.00%	US30251BAE83	FMR LLC 5.15% 02/01/43	5.15	256000
0.00%	US11135FCQ28	BROADCOM 2.45% 02/15/31	2.45	260000
0.00%	US74460DAJ81	PUBLIC ST 2.25% 11/09/31	2.25	264000
0.00%		AUSTRALIAN DOLLAR	0	327223.94
0.00%	US097023BA22	BOEING CO 5.875% 02/15/40	5.875	230000
0.00%	US534187AR02	LINCOLN N 6.15% 04/07/36	6.15	234000
0.00%	US05530QAP54	BAT INTER 4.448% 03/16/28	4.448	229000
0.00%	US42218SAF56	HEALTH CA 2.2% 06/01/30	2.2	253000
0.00%	US874060AY21	TAKEDA PH 3.025% 07/09/40	3.025	305000
0.00%	US023551AM66	HESS CORP 7.125% 03/15/33	7.125	200000
0.00%	US3135G0K368	FNMA 2.125% 04/24/26	2.125	227000
0.00%	US606822BR40	MITSUBISH 2.559% 02/25/30	2.559	244000
0.00%	US22003BAM81	CORPORATE 2.75% 04/15/31	2.75	250000
0.00%	US05723KAG58	BAKER HUG 3.138% 11/07/29	3.138	230000
0.00%	US25468PCP99	TWDC ENTE 4.375% 08/16/41	4.375	250000
0.00%	US571748BU59	MARSH & M 5.4% 09/15/33	5.4	213000
0.00%	US040555DE14	ARIZONA P 6.35% 12/15/32	6.35	204000
0.00%	US02665WGA36	AMERICAN VRN 12/11/26	4.31928	217000
0.00%	US055451BA54	BHP BILLI 4.9% 02/28/33	4.9	215000
0.00%	US476556DD44	JERSEY CE 2.75% 03/01/32	2.75	241000
0.00%	US023551AJ38	HESS CORP 7.3% 08/15/31	7.3	190000
0.00%	US690742AJ00	OWENS COR 3.95% 08/15/29	3.95	215000
0.00%	US461070AG92	INTERSTAT 6.25% 07/15/39	6.25	200000
0.00%	US806851AH43	SCHLUMBER 4.3% 05/01/29	4.3	212000
0.00%	US65535HBP38	NOMURA HO 6.087% 07/12/33	6.087	200000
0.00%	US00510RAD52	ACUITY BR 2.15% 12/15/30	2.15	236000
0.00%	US86562MCW82	SUMITOMO 5.71% 01/13/30	5.71	200000
0.00%	US65535HBM07	NOMURA HO 6.07% 07/12/28	6.07	200000
0.00%	US913017BJ78	RAYTHEON 5.4% 05/01/35	5.4	200000
0.00%	US74251VAF94	PRINCIPAL 4.625% 09/15/42	4.625	233000
0.00%	US78081BAK98	ROYALTY P 2.2% 09/02/30	2.2	225000
0.00%	US743263AG09	PROGRESS 7.% 10/30/31	7	183000
0.00%	US05971KAT60	BANCO SAN VRN 11/06/30	4.9623588	200000
0.00%	US817826AD20	7-ELEVEN 1.3% 02/10/28	1.3	212000
0.00%	US74432QCK94	PRUDENTIA 5.2% 03/14/35	5.2	200000
0.00%	US05964HAJ41	BANCO SAN 4.379% 04/12/28	4.379	200000
0.00%	US125523CZ18	CIGNA 5.250000% 01/15/36	5.25	200000
0.00%	US032095AR24	AMPHENOL 5.% 01/15/35	5	200000
0.00%	US266233AG08	DUQUESNE 3.616% 08/01/27	3.616	200000
0.00%	US49446RAW97	KIMCO REA 2.7% 10/01/30	2.7	213000
0.00%	US00182EBJ73	ANZ NEW Z 3.45% 01/21/28	3.45	200000
0.00%	US29444UBU97	EQUINIX I 3.9% 04/15/32	3.9	209000
0.00%	US12189LAJ08	BURLINGTO 4.4% 03/15/42	4.4	226000
0.00%	US461070AV69	INTERSTAT 4.95% 09/30/34	4.95	200000
0.00%	US423452AN18	HELMER 5.5% 12/01/34	5.5	200000
0.00%	US375558BG78	GILEAD SC 4.6% 09/01/35	4.6	200000
0.00%	US05971KAC36	BANCO SAN 3.306% 06/27/29	3.306	202000
0.00%	US20030NES62	COMCAST C 5.168% 01/15/37	5.168	200000
0.00%	US42824CBV00	HEWLETT P 5.% 10/15/34	5	200000
0.00%	US68389XBD66	ORACLE CO 3.25% 05/15/30	3.25	206000
0.00%	US36962G3A02	GENERAL E 6.15% 08/07/37	6.15	174000
0.00%	US11271LAH50	BROOKFIEL 2.724% 04/15/31	2.724	205000
0.00%	US29444UBH86	EQUINIX I 2.15% 07/15/30	2.15	205000
0.00%	US931142EB57	WALMART I 3.95% 06/28/38	3.95	200000
0.00%	US097023CD51	BOEING CO 3.2% 03/01/29	3.2	189000
0.00%	US120568BC39	BUNGE LTD 2.75% 05/14/31	2.75	200000
0.00%	US92940PAG90	WRKCO INC 3.% 06/15/33	3	207000
0.00%	US24422EXS35	JOHN DEER VRN 06/11/27	4.3127388	178000
0.00%	US03027XBS80	AMERICAN 2.3% 09/15/31	2.3	202000
0.00%	US039483BE15	ARCHER-DA 4.535% 03/26/42	4.535	200000
0.00%	US26874RAJ77	ENI SPA 4.25% 05/09/29	4.25	178000
0.00%	US05526DBT19	BAT CAPIT 3.734% 09/25/40	3.734	223000
0.00%	US29250NBR52	ENBRIDGE 5.7% 03/08/33	5.7	170000
0.00%	US709599BH60	PENSKE TR 3.35% 11/01/29	3.35	184000
0.00%	US224044CL98	COX COMMU 1.8% 10/01/30	1.8	200000
0.00%	US35671DBC83	FREEPORT- 5.45% 03/15/43	5.45	180000
0.00%	US74762EAH53	QUANTA SE 2.35% 01/15/32	2.35	194000
0.00%	US95040QAJ31	WELLTOWER 3.1% 01/15/30	3.1	178000
0.00%	US969457BY52	WILLIAMS 2.6% 03/15/31	2.6	186000
0.00%	US37045XFN12	GENERAL M 5.45% 01/08/36	5.45	170000
0.00%	US302508AQ98	FMR LLC 7.57% 06/15/29	7.57	152000
0.00%	US377372AE71	GLAXOSMIT 6.375% 05/15/38	6.375	150000
0.00%	US67066GAG91	NVIDIA CO 3.5% 04/01/40	3.5	200000
0.00%	US68389XBV64	ORACLE CO 2.95% 04/01/30	2.95	177000
0.00%	US01748TAB70	ALLEGION 3.5% 10/01/29	3.5	168000
0.00%		CURRENCY CONTRACT-251096237 BUYUSD SELLNZD	1.712349861	19295188.42
0.00%	US50077LAL09	KRAFT HEI 5.% 07/15/35	5	167000
0.00%	US58013MEC47	MCDONALD' 6.3% 10/15/37	6.3	147000
0.00%	US720198AE09	PIEDMONT 3.15% 08/15/30	3.15	175000
0.00%	US29444GAJ67	EQUITABLE 7.% 04/01/28	7	150000
0.00%	US37045VAN01	GENERAL M 4.2% 10/01/27	4.2	157000
0.00%	US15189WAH34	CENTERPOI 5.85% 01/15/41	5.85	150000
0.00%	US010392FM53	ALABAMA P 3.75% 03/01/45	3.75	200000
0.00%	US256677AP01	DOLLAR GE 5.45% 07/05/33	5.45	150000
0.00%	US14913UAW09	CATERPILL VRN 01/07/27	4.3780392	150000
0.00%	US33938XAF24	FLEX LTD 5.25% 01/15/32	5.25	150000
0.00%	US89417EAH27	TRAVELERS 5.35% 11/01/40	5.35	150000
0.00%	US49326EEJ82	KEYCORP 2.55% 10/01/29	2.55	156000
0.00%	US883556CM25	THERMO FI 2.8% 10/15/41	2.8	200000
0.00%	US686330AQ49	ORIX CORP 5.00% 09/13/27	5	142000
0.00%	US571676AN55	MARS INC 2.375% 07/16/40	2.375	200000
0.00%	US20825VAB80	BURLINGTO 5.95% 10/15/36	5.95	130000
0.00%	US58933YBL83	MERCK & C 4.9% 05/17/44	4.9	150000
0.00%	US87973RBB50	TEMASEK F 2.375% 08/02/41	2.375	185000
0.00%	US11120VAE39	BRIXMOR O 3.9% 03/15/27	3.9	134000
0.00%	US11271LAD47	BROOKFIEL 4.85% 03/29/29	4.85	133000
0.00%	US13607LWV16	CANADIAN 5.986% 10/03/28	5.986	128000
0.00%	US74460WAE75	PUBLIC ST 2.3% 05/01/31	2.3	145000
0.00%	US92936UAG40	WP CAREY 2.4% 02/01/31	2.4	144000
0.00%	US845437BU53	SOUTHWEST 5.3% 04/01/33	5.3	127000
0.00%	US86562MBC38	SUMITOMO 3.944% 07/19/28	3.944	128000
0.00%	US880591DM19	TENNESSEE 7.125% 05/01/30	7.125	110000
0.00%	US66989HAU23	NOVARTIS 4.% 09/18/31	4	125000
0.00%		CURRENCY CONTRACT-251098320 BUYUSD SELLAUD	1.422509933	21357781.68
0.00%	US681919BM75	OMNICO 3.375% 03/01/41	3.375	158000
0.00%	US822905AQ86	SHELL FIN 4.75% 01/06/36	4.75	118000
0.00%	US26439XAC74	DCP MIDST 8.125% 08/16/30	8.125	100000
0.00%	XS1605365193	CREDIT AG 1.375% 05/03/27	1.375	100000
0.00%	US91282CFJ53	US T-NOTE 3.125% 08/31/29	3.125	116000
0.00%	US949746JM44	WELLS FAR 5.375% 02/07/35	5.375	110000
0.00%	US95040QAL86	WELLTOWER 2.75% 01/15/31	2.75	121000
0.00%	US87612EAR71	TARGET CO 6.5% 10/15/37	6.5	100000
0.00%	US171232AS07	CHUBB COR 6.5% 05/15/38	6.5	100000
0.00%	US459200KA85	INTERNATI 3.5% 05/15/29	3.5	113000
0.00%	US254687DZ66	WALT DISN 6.2% 12/15/34	6.2	100000
0.00%	US87264AAX37	T-MOBILE 4.375% 04/15/40	4.375	125000
0.00%	US093662AJ37	BLOCK FIN 2.5% 07/15/28	2.5	115000
0.00%	US166756AT36	CHEVRON U 6.% 03/01/41	6	100000
0.00%	US931142CS01	WALMART I 5.625% 04/01/40	5.625	100000
0.00%	US12189LAG68	BURLINGTO 4.95% 09/15/41	4.95	110000
0.00%	FR0013534500	TEREGA SA .875% 09/17/30	0.875	100000
0.00%	US03743QBB32	APA CORP 5.1% 09/01/40	5.1	113000
0.00%	US037389BE22	AON CORP 2.8% 05/15/30	2.8	107000
0.00%	US459058LP64	INTERNATI VRN 11/18/27	4.0764888	99000
0.00%	US816851BP33	SEMPRA EN 3.7% 04/01/29	3.7	100000
0.00%	US548661DV65	LOWE'S CO 5.% 04/15/40	5	100000
0.00%	US49446RAY53	KIMCO REA 2.25% 12/01/31	2.25	106000
0.00%	US913017CW70	RAYTHEON 4.45% 11/16/38	4.45	100000
0.00%	US90265EAR18	UDR INC 3.% 08/15/31	3	100000
0.00%		CURRENCY CONTRACT-251098704 BUYUSD SELLEUR	0.865486181	37235123.38
0.00%	US416515AP98	HARTFORD 6.1% 10/01/41	6.1	86000
0.00%	US25243YAV11	DIAGEO CA 3.875% 04/29/43	3.875	110000
0.00%	US86765BAM19	ENERGY TR 4.95% 01/15/43	4.95	100000
0.00%	US055451AR98	BHP BILLI 4.125% 02/24/42	4.125	102000
0.00%	US22003BAP13	CORPORATE 2.9% 12/01/33	2.9	100000
0.00%	US3130AFFX04	FHLB 3.25% 11/16/28	3.25	85000
0.00%	US02343UAG04	AMCOR FIN 3.625% 04/28/26	3.625	82000
0.00%	US04273WAC55	ARROW ELE 2.95% 02/15/32	2.95	86000
0.00%	US31620MBU99	FIDELITY 3.1% 03/01/41	3.1	102000
0.00%	US912810TC27	US T-BOND 2% 11/15/41	2	106000
0.00%	US3128X75U40	FHLMC DN 11/15/2038	0	130000
0.00%	US22822VAT89	CROWN CAS 2.25% 01/15/31	2.25	71000
0.00%	US11120VAC72	BRIXMOR O 4.125% 06/15/26	4.125	58000
0.00%	US893574AF07	TRANSCONT 4.45% 08/01/42	4.45	68000
0.00%	US25466AAJ07	DISCOVER 3.45% 07/27/26	3.45	55000
0.00%	US045054AN37	ASHTEAD C 1.5% 08/12/26	1.5	55000
0.00%	US68268NAC74	ONEOK PAR 6.65% 10/01/36	6.65	50000
0.00%	US04517PBE16	ASIAN DEV VRN 06/16/26	4.6972692	53000
0.00%	US89115A3F76	TORONTO-D VRN 01/31/28	4.6710684	52000
0.00%	US531542AB48	LIBERTY U 5.869% 01/31/34	5.869	50000
0.00%	US86959LAP85	SVENSKA H 5.5% 06/15/28	5.5	50000
0.00%	US62954WAC91	NTT FINAN 1.162% 04/03/26	1.162	51000
0.00%	US60687YAG44	MIZUHO FI 2.839% 09/13/26	2.839	51000
0.00%	US25243YBH18	DIAGEO CA 5.5% 01/24/33	5.5	49000
0.00%	US00774MAV72	AERCAP IR 2.45% 10/29/26	2.45	51000
0.00%	US86562MCH16	SUMITOMO 1.402% 09/17/26	1.402	51000
0.00%	US86562MCM01	SUMITOMO 2.174% 01/14/27	2.174	51000
0.00%	US05348EAX76	AVALONBAY 2.95% 05/11/26	2.95	50000
0.00%	US05578BAJ52	BPCE SA 3.25% 01/11/28	3.25	51000
0.00%	US233853AM25	DAIMLER T 3.65% 04/07/27	3.65	48000
0.00%		CURRENCY CONTRACT-251099650 BUYUSD SELLEUR	0.865486181	23186256.98
0.00%	US60687YAK55	MIZUHO FI 3.663% 02/28/27	3.663	45000
0.00%	US42225UAM62	HEALTHCAR 2.05% 03/15/31	2.05	51000
0.00%	US678858BP55	OKLAHOMA 4.55% 03/15/44	4.55	50000
0.00%	US37045XFA90	GENERAL M 5.45% 09/06/34	5.45	42000
0.00%	US084664BU46	BERKSHIRE 4.4% 05/15/42	4.4	47000
0.00%	US25160PAM95	DEUTSCHE 5.371% 09/09/27	5.371	40000
0.00%	US31620RAH84	FIDELITY 4.5% 08/15/28	4.5	40000
0.00%	US501044CK58	KROGER CO 6.9% 04/15/38	6.9	35000
0.00%	US780097BA81	NATWEST G 4.8% 04/05/26	4.8	39000
0.00%	US60687YAM12	MIZUHO FI 3.17% 09/11/27	3.17	39000
0.00%		JAPANESE YEN	0	5950684.81
0.00%	US960413AY89	WESTLAKE 2.875% 08/15/41	2.875	48000
0.00%		CURRENCY CONTRACT-251097858 BUYUSD SELLNZD	1.71234986	1161288.8
0.00%		EURO	0	10669.04
0.00%	US224044BY29	COX COMMU 4.7% 12/15/42	4.7	2000
0.00%	US035240AS95	ANHEUSER- 4.35% 06/01/40	4.35	1000
0.00%	US91282CCF68	US T-NOTE 0.75% 05/31/26	0.75	100
0.00%		NEW ZEALAND DOLLAR	0	0.98
0.00%		GREAT BRITISH POUND	0	0.01
0.00%		CURRENCY CONTRACT-251099653 BUYEUR SELLUSD	0.866179998	423291
0.00%		CURRENCY CONTRACT-251099521 BUYUSD SELLEUR	0.862728745	7945671.45
0.00%		CURRENCY CONTRACT-251098748 BUYNZD SELLUSD	1.711439444	2477677
0.00%		CURRENCY CONTRACT-251099647 BUYEUR SELLUSD	0.86618	20048253.94
0.00%		CURRENCY CONTRACT-251096483 BUYEUR SELLUSD	0.866093213	1294605
-0.01%		CURRENCY CONTRACT-251096802 BUYUSD SELLAUD	1.421995287	65833303.58
-25.54%		CASH AND CASH EQUIVALENTS	0	-2428418195.03

Dimensional Core Fixed Income ETF - Holdings

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