|
|
 |
|
Holdings of the Fund as of 7/25/2024
Total Number of Holdings (excluding cash): 237
| US 5YR NOTE (CBT) Sep24 |
FVU4 |
|
12 |
$1,287,562.50 |
5.66% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052 |
|
01F032690 |
1,406,000 |
$1,258,559.41 |
5.53% |
| US 2YR NOTE (CBT) Sep24 |
TUU4 |
|
6 |
$1,230,000.00 |
5.40% |
| US 10YR NOTE (CBT)Sep24 |
TYU4 |
|
11 |
$1,218,765.63 |
5.35% |
| U.S. Treasury Note, 4.625%, due 09/15/2026 |
|
91282CHY0 |
850,000 |
$853,453.13 |
3.75% |
| GCAT Series 2019-RPL1, Class A1, Variable rate, due 10/25/2068 |
|
36167CAA4 |
677,057 |
$644,338.00 |
2.83% |
| Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2052 |
|
01F032682 |
701,000 |
$627,051.30 |
2.75% |
| U.S. Treasury Bond, 3%, due 02/15/2049 |
|
912810SF6 |
800,000 |
$609,906.25 |
2.68% |
| Freddie Mac FR SD7550, 3%, due 02/01/2052 |
|
3132DVL78 |
655,377 |
$575,219.89 |
2.53% |
| Freddie Mac Series 4745, Class CZ, 3.50%, due 01/15/2048 |
|
3137FDBN1 |
566,416 |
$501,710.81 |
2.20% |
| Freddie Mac Series 4499, Class CZ, 3.50%, due 08/15/2045 |
|
3137BKYF1 |
580,400 |
$493,962.10 |
2.17% |
| Onslow Bay Financial LLC Series 2021-NQM4, Class A1, Variable rate, due 10/25/2061 |
|
67115DAA0 |
586,218 |
$484,770.31 |
2.13% |
| Fannie Mae FN 310211, 3.50%, due 07/01/2048 |
|
31374CR81 |
502,701 |
$449,668.45 |
1.98% |
| Fannie Mae FN 310208, 3%, due 03/01/2048 |
|
31374CR57 |
516,746 |
$444,362.25 |
1.95% |
| Freddie Mac Series 4942, Class FA, Variable rate, due 01/25/2050 |
|
3137FQVN0 |
440,869 |
$435,217.05 |
1.91% |
| Credit Suisse Mortgage Trust Series 2021-RPL6, Class A1, Variable rate, due 10/25/2060 |
|
12657GAA3 |
455,392 |
$404,331.70 |
1.78% |
| Freddie Mac - SCRT 3%, due 02/25/2059 |
|
35563PML0 |
437,412 |
$397,678.58 |
1.75% |
| Freddie Mac - SLST Series 2019-2, Class A1C, 2.75%, due 09/25/2029 |
|
35564CCZ8 |
415,059 |
$384,176.07 |
1.69% |
| Fannie Mae FN FM9712, 3.50%, due 11/01/2050 |
|
3140XDYJ9 |
411,060 |
$374,325.44 |
1.64% |
| US Dollar |
$USD |
|
365,375 |
$365,375.23 |
1.61% |
| Freddie Mac FR ZS9776, 3.50%, due 08/01/2046 |
|
3132AA2H6 |
398,438 |
$364,515.27 |
1.60% |
| CoreVest American Finance Ltd Series 2021-2, Class A, 1.408%, due 07/15/2054 |
|
21873BAA3 |
358,554 |
$329,038.53 |
1.45% |
| Credit Suisse Mortgage Trust Series 2018-RPL9, Class A, Variable rate, due 09/25/2057 |
|
12654PAE8 |
335,430 |
$318,450.00 |
1.40% |
| U.S. Treasury Bond, 4.50%, due 08/15/2039 |
|
912810QC5 |
300,000 |
$303,257.81 |
1.33% |
| U.S. Treasury Bond, 4.375%, due 08/15/2043 |
|
912810TU2 |
300,000 |
$291,984.38 |
1.28% |
| Fanniemae-Aces Series 2024-M3, Class Z, Variable rate, due 04/25/2053 |
|
3136BRLB1 |
329,980 |
$279,559.69 |
1.23% |
| Colony American Finance Ltd Series 2020-1, Class A2, 2.296%, due 03/15/2050 |
|
21872UAC8 |
300,000 |
$276,628.56 |
1.22% |
| Fannie Mae FN BF0207, 4.50%, due 04/01/2047 |
|
3140FXGR7 |
287,037 |
$278,055.77 |
1.22% |
| FHLMC Multifamily Structured Pass Through Certs. Series KG05, Class X1, Variable rate, due 01/25/2031 |
|
3137FFXM4 |
16,690,658 |
$277,804.32 |
1.22% |
| U.S. Treasury Bond, 4%, due 11/15/2042 |
|
912810TM0 |
300,000 |
$278,800.78 |
1.22% |
| U.S. Treasury Bond, 4%, due 11/15/2052 |
|
912810TL2 |
300,000 |
$275,074.22 |
1.21% |
| Ellington Financial Mortgage Trust Series 2019-2, Class M1, Variable rate, due 11/25/2059 |
|
31573TAD0 |
289,000 |
$265,360.38 |
1.17% |
| Vista Point Securitization Trust Series 2020-1, Class M1, Variable rate, due 03/25/2065 |
|
92838WAD6 |
270,000 |
$260,168.60 |
1.14% |
| PRP Advisors, LLC Series 2024-RPL2, Class A1, Variable rate, due 05/25/2054 |
|
69381DAA3 |
267,137 |
$254,619.67 |
1.12% |
| Freddie Mac - STACR Series 2024-HQA1, Class M2, Variable rate, due 03/25/2044 |
|
35564NCA9 |
250,000 |
$251,893.85 |
1.11% |
| BMO Mortgage Trust Series 2024-5C3, Class XA, Variable rate, due 02/15/2057 |
|
09660QAU8 |
5,824,000 |
$249,724.97 |
1.10% |
| Bank Series 2020-BN26, Class XA, Variable rate, due 03/15/2063 |
|
06540JBM3 |
4,947,937 |
$246,338.97 |
1.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series K097, Class X1, Variable rate, due 07/25/2029 |
|
3137FNX70 |
5,401,140 |
$243,735.09 |
1.07% |
| U.S. Treasury Note, 4.625%, due 04/30/2029 |
|
91282CKP5 |
225,000 |
$229,517.58 |
1.01% |
| New Residential Mortgage Loan Trust Series 2018-4A, Class A1S, Variable rate, due 01/25/2048 |
|
64828FCQ3 |
233,488 |
$228,519.94 |
1.00% |
| Colony American Finance Ltd Series 2020-3, Class A, 1.358%, due 08/15/2053 |
|
21873CAA1 |
220,464 |
$209,477.21 |
0.92% |
| Freddie Mac - SCRT Series 2019-2, Class MA, 3.50%, due 08/25/2058 |
|
35563PKG3 |
224,602 |
$210,064.28 |
0.92% |
| FHLMC Multifamily Structured Pass Through Certs. Series K115, Class X1, Variable rate, due 06/25/2030 |
|
3137FWG95 |
3,140,750 |
$196,787.48 |
0.86% |
| Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2053 |
|
01F042681 |
176,000 |
$167,507.38 |
0.74% |
| Freddie Mac - SLST Series 2019-3, Class A1C, 2.75%, due 11/25/2029 |
|
35564CEE3 |
179,424 |
$166,546.01 |
0.73% |
| Freddie Mac - SCRT Series 2018-4, Class MA, 3.50%, due 03/25/2058 |
|
35563PHF9 |
161,104 |
$151,226.73 |
0.66% |
| CROWDSTRIKE HOLDINGS INC 3%, due 02/15/2029 |
|
22788CAA3 |
150,000 |
$133,808.53 |
0.59% |
| COSTAR GROUP INC 2.80%, due 07/15/2030 |
|
22160NAA7 |
150,000 |
$129,005.62 |
0.57% |
| ATLASSIAN CORPORATION 5.50%, due 05/15/2034 |
|
049468AB7 |
125,000 |
$125,013.61 |
0.55% |
| BROWN & BROWN INC 5.65%, due 06/11/2034 |
|
115236AG6 |
125,000 |
$125,096.28 |
0.55% |
| Metlife Securitization Trust Series 2018-1A, Class A, Variable rate, due 03/25/2057 |
|
59166DAA5 |
118,901 |
$112,912.67 |
0.50% |
| U.S. Treasury Bond, 3.25%, due 05/15/2042 |
|
912810TH1 |
136,000 |
$114,077.97 |
0.50% |
| Fannie Mae or Freddie Mac TBA, 3%, due 03/01/2052 |
|
01F030686 |
131,000 |
$112,606.62 |
0.49% |
| OPEN TEXT CORP 6.90%, due 12/01/2027 |
|
683715AF3 |
105,000 |
$108,936.66 |
0.48% |
| JPMORGAN CHASE & CO Variable rate, due 06/14/2030 |
|
46647PDF0 |
110,000 |
$107,688.53 |
0.47% |
| MSCI INC 3.875%, due 02/15/2031 |
|
55354GAL4 |
110,000 |
$100,195.03 |
0.44% |
| GARTNER INC 4.50%, due 07/01/2028 |
|
366651AC1 |
100,000 |
$97,144.68 |
0.43% |
| UNITED RENTALS (NORTH AMERICA) 6%, due 12/15/2029 |
|
911365BQ6 |
95,000 |
$96,246.27 |
0.42% |
| CoreVest American Finance Ltd Series 2020-2, Class A, 3.376%, due 05/15/2052 |
|
21872VAA0 |
94,999 |
$93,047.26 |
0.41% |
| CENTENE CORP 4.25%, due 12/15/2027 |
|
15135BAR2 |
90,000 |
$86,846.40 |
0.38% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F040685 |
94,000 |
$86,926.49 |
0.38% |
| ARTHUR J GALLAGHER & CO 6.75%, due 02/15/2054 |
|
04316JAG4 |
70,000 |
$77,769.39 |
0.34% |
| Freddie Mac - SCRT Series 2018-3, Class MA, Variable rate, due 08/25/2057 |
|
35563PGG8 |
82,583 |
$78,254.52 |
0.34% |
| ICON INVESTMENTS SIX DAC 6%, due 05/08/2034 |
|
45115AAC8 |
75,000 |
$77,202.93 |
0.34% |
| IQVIA INC 5.70%, due 05/15/2028 |
|
46266TAC2 |
75,000 |
$76,524.75 |
0.34% |
| ARTHUR J GALLAGHER & CO 6.50%, due 02/15/2034 |
|
04316JAF6 |
70,000 |
$74,913.33 |
0.33% |
| BANK OF AMERICA CORP Variable rate, due 01/20/2027 |
|
06051GLE7 |
75,000 |
$74,873.64 |
0.33% |
| CAMPBELL SOUP CO 5.40%, due 03/21/2034 |
|
134429BP3 |
75,000 |
$75,392.42 |
0.33% |
| CROWN CASTLE INC 4.45%, due 02/15/2026 |
|
22822VAB7 |
75,000 |
$74,085.18 |
0.33% |
| MORGAN STANLEY Variable rate, due 07/17/2026 |
|
61747YET8 |
75,000 |
$74,412.94 |
0.33% |
| SABINE PASS LIQUEFACTION 5.875%, due 06/30/2026 |
|
785592AV8 |
75,000 |
$75,576.21 |
0.33% |
| WELLS FARGO & COMPANY Variable rate, due 08/15/2026 |
|
95000U3C5 |
75,000 |
$74,265.85 |
0.33% |
| INFOR INC 1.75%, due 07/15/2025 |
|
45674CAA1 |
75,000 |
$72,105.90 |
0.32% |
| BANK OF AMERICA CORP Variable rate, due 02/07/2030 |
|
06051GHQ5 |
75,000 |
$71,633.75 |
0.31% |
| CCL INDUSTRIES INC 3.25%, due 10/01/2026 |
|
124900AB7 |
75,000 |
$71,544.51 |
0.31% |
| IQVIA INC 5.70%, due 05/15/2028 |
|
46266TAB4 |
65,000 |
$66,321.45 |
0.29% |
| VMWARE LLC 4.70%, due 05/15/2030 |
|
928563AF2 |
65,000 |
$63,660.59 |
0.28% |
| BROWN & BROWN INC 4.20%, due 03/17/2032 |
|
115236AE1 |
65,000 |
$59,845.24 |
0.26% |
| ASHTEAD CAPITAL INC 4%, due 05/01/2028 |
|
045054AJ2 |
60,000 |
$57,157.77 |
0.25% |
| CRH AMERICA FINANCE INC 3.95%, due 04/04/2028 |
|
12636YAC6 |
60,000 |
$57,941.39 |
0.25% |
| HOWMET AEROSPACE INC 6.75%, due 01/15/2028 |
|
022249AU0 |
50,000 |
$52,629.64 |
0.23% |
| AON CORP/AON GLOBAL HOLDINGS 5.35%, due 02/28/2033 |
|
03740LAG7 |
50,000 |
$50,217.58 |
0.22% |
| BERRY GLOBAL INC 5.65%, due 01/15/2034 |
|
08576PAP6 |
50,000 |
$49,514.94 |
0.22% |
| SMURFIT KAPPA TREASURY 5.20%, due 01/15/2030 |
|
83272GAA9 |
50,000 |
$50,426.24 |
0.22% |
| SMURFIT KAPPA TREASURY 5.438%, due 04/03/2034 |
|
83272GAC5 |
50,000 |
$50,202.04 |
0.22% |
| SOLVENTUM CORP 5.60%, due 03/23/2034 |
|
83444MAG6 |
50,000 |
$49,527.14 |
0.22% |
| THE CIGNA GROUP 5.40%, due 03/15/2033 |
|
125523CS7 |
50,000 |
$50,597.85 |
0.22% |
| BANK OF NY MELLON CORP Variable rate, due 10/25/2029 |
|
06406RBT3 |
45,000 |
$47,367.74 |
0.21% |
| Fannie Mae or Freddie Mac TBA, 4%, due 05/01/2052 |
|
01F040693 |
52,000 |
$48,121.52 |
0.21% |
| LOCKHEED MARTIN CORP 5.70%, due 11/15/2054 |
|
539830BX6 |
45,000 |
$46,767.34 |
0.21% |
| ROPER TECHNOLOGIES INC 3.80%, due 12/15/2026 |
|
776743AD8 |
50,000 |
$48,759.58 |
0.21% |
| SOLVENTUM CORP 5.90%, due 04/30/2054 |
|
83444MAJ0 |
50,000 |
$48,163.76 |
0.21% |
| VERISK ANALYTICS INC 5.50%, due 06/15/2045 |
|
92345YAE6 |
50,000 |
$48,607.23 |
0.21% |
| BERRY GLOBAL INC 5.50%, due 04/15/2028 |
|
08576PAK7 |
45,000 |
$45,286.00 |
0.20% |
| JPMORGAN CHASE & CO Variable rate, due 07/25/2028 |
|
46647PDG8 |
45,000 |
$44,821.61 |
0.20% |
| NASDAQ INC 5.55%, due 02/15/2034 |
|
63111XAJ0 |
45,000 |
$45,527.66 |
0.20% |
| TRANSCONT GAS PIPE LINE 7.85%, due 02/01/2026 |
|
893574AH6 |
45,000 |
$46,390.40 |
0.20% |
| UBS AG LONDON N/C, 5.65%, due 09/11/2028 |
|
902674ZW3 |
45,000 |
$46,262.33 |
0.20% |
| UNITEDHEALTH GROUP INC 5.875%, due 02/15/2053 |
|
91324PES7 |
45,000 |
$46,632.90 |
0.20% |
| WELLS FARGO & COMPANY Variable rate, due 07/25/2028 |
|
95000U3A9 |
45,000 |
$44,636.15 |
0.20% |
| BROWN & BROWN INC 4.95%, due 03/17/2052 |
|
115236AF8 |
50,000 |
$42,978.36 |
0.19% |
| GOLDMAN SACHS GROUP INC Variable rate, due 08/23/2028 |
|
38141GZU1 |
45,000 |
$44,237.54 |
0.19% |
| WORKDAY INC 3.70%, due 04/01/2029 |
|
98138HAH4 |
45,000 |
$42,672.51 |
0.19% |
| ELEVANCE HEALTH INC 5.125%, due 02/15/2053 |
|
28622HAC5 |
45,000 |
$41,462.71 |
0.18% |
| WORKDAY INC 3.80%, due 04/01/2032 |
|
98138HAJ0 |
45,000 |
$41,024.03 |
0.18% |
| GOLDMAN SACHS GROUP INC 3.50%, due 11/16/2026 |
|
38145GAH3 |
40,000 |
$38,680.93 |
0.17% |
| QUEST DIAGNOSTICS INC 6.40%, due 11/30/2033 |
|
74834LBD1 |
35,000 |
$37,731.81 |
0.17% |
| TORONTO-DOMINION BANK 4.693%, due 09/15/2027 |
|
89115A2H4 |
40,000 |
$39,753.75 |
0.17% |
| AMERICAN EXPRESS CO Variable rate, due 10/30/2026 |
|
025816DL0 |
35,000 |
$35,438.25 |
0.16% |
| CONSTELLATION SOFTWARE 5.461%, due 02/16/2034 |
|
21037XAD2 |
35,000 |
$35,412.03 |
0.16% |
| HUMANA INC 5.75%, due 03/01/2028 |
|
444859BU5 |
35,000 |
$35,852.74 |
0.16% |
| HUMANA INC 5.875%, due 03/01/2033 |
|
444859BV3 |
35,000 |
$35,968.41 |
0.16% |
| HYATT HOTELS CORP 5.75%, due 01/30/2027 |
|
448579AQ5 |
35,000 |
$35,495.48 |
0.16% |
| NASDAQ INC 5.95%, due 08/15/2053 |
|
63111XAK7 |
35,000 |
$35,620.73 |
0.16% |
| PNC FINANCIAL SERVICES Variable rate, due 10/20/2027 |
|
693475BT1 |
35,000 |
$36,093.30 |
0.16% |
| REPUBLIC SERVICES INC 6.20%, due 03/01/2040 |
|
760759AK6 |
35,000 |
$37,460.64 |
0.16% |
| ALIMENTATION COUCHE-TARD 5.267%, due 02/12/2034 |
|
01626PAU0 |
35,000 |
$34,889.08 |
0.15% |
| AMGEN INC 5.65%, due 03/02/2053 |
|
031162DT4 |
35,000 |
$34,571.66 |
0.15% |
| ARTHUR J GALLAGHER & CO 5.75%, due 07/15/2054 |
|
04316JAJ8 |
35,000 |
$34,287.02 |
0.15% |
| ASHTEAD CAPITAL INC 5.80%, due 04/15/2034 |
|
045054AS2 |
35,000 |
$35,138.46 |
0.15% |
| AT&T INC 3.65%, due 09/15/2059 |
|
00206RLV2 |
50,000 |
$33,752.91 |
0.15% |
| BACARDI LTD / MARTINI BV 5.25%, due 01/15/2029 |
|
05635JAA8 |
35,000 |
$34,978.29 |
0.15% |
| BANK OF AMERICA CORP Variable rate, due 04/27/2033 |
|
06051GKQ1 |
35,000 |
$33,399.69 |
0.15% |
| BARCLAYS PLC Variable rate, due 05/16/2029 |
|
06738EBD6 |
35,000 |
$34,626.50 |
0.15% |
| BECTON DICKINSON & CO 5.11%, due 02/08/2034 |
|
075887CS6 |
35,000 |
$34,648.08 |
0.15% |
| CISCO SYSTEMS INC 5.30%, due 02/26/2054 |
|
17275RBU5 |
35,000 |
$34,446.37 |
0.15% |
| COMCAST CORP 5.35%, due 05/15/2053 |
|
20030NEF4 |
35,000 |
$33,510.19 |
0.15% |
| CONAGRA BRANDS INC 5.30%, due 11/01/2038 |
|
205887CD2 |
35,000 |
$33,567.89 |
0.15% |
| CONSTELLATION BRANDS INC 4.35%, due 05/09/2027 |
|
21036PBK3 |
35,000 |
$34,450.63 |
0.15% |
| CSX CORP 5.50%, due 04/15/2041 |
|
126408GU1 |
35,000 |
$35,176.17 |
0.15% |
| HCA INC 5.375%, due 09/01/2026 |
|
404121AH8 |
35,000 |
$35,062.12 |
0.15% |
| INTERCONTINENTALEXCHANGE 3.625%, due 09/01/2028 |
|
45866FAZ7 |
35,000 |
$33,220.32 |
0.15% |
| MARRIOTT INTERNATIONAL 4.625%, due 06/15/2030 |
|
571903BE2 |
35,000 |
$34,295.18 |
0.15% |
| MORGAN STANLEY Variable rate, due 01/23/2030 |
|
6174468G7 |
35,000 |
$34,093.89 |
0.15% |
| STATE STREET CORP Variable rate, due 05/18/2026 |
|
857477CB7 |
35,000 |
$34,943.33 |
0.15% |
| T-MOBILE USA INC 5.65%, due 01/15/2053 |
|
87264ACW3 |
35,000 |
$34,638.94 |
0.15% |
| VERIZON COMMUNICATIONS 4.50%, due 08/10/2033 |
|
92343VEA8 |
35,000 |
$33,191.60 |
0.15% |
| VICI PROPERTIES LP 4.95%, due 02/15/2030 |
|
925650AC7 |
35,000 |
$34,124.02 |
0.15% |
| WILLIS NORTH AMERICA INC 4.65%, due 06/15/2027 |
|
970648AL5 |
35,000 |
$34,631.51 |
0.15% |
| ANHEUSER-BUSCH CO/INBEV 4.90%, due 02/01/2046 |
|
03522AAJ9 |
35,000 |
$32,407.23 |
0.14% |
| AON GLOBAL LTD 4.75%, due 05/15/2045 |
|
00185AAH7 |
35,000 |
$30,811.56 |
0.14% |
| CCL INDUSTRIES INC 3.05%, due 06/01/2030 |
|
124900AD3 |
35,000 |
$31,323.31 |
0.14% |
| MARSH & MCLENNAN COS INC 4.90%, due 03/15/2049 |
|
571748BJ0 |
35,000 |
$31,725.24 |
0.14% |
| MCDONALD'S CORP 4.875%, due 12/09/2045 |
|
58013MFA7 |
35,000 |
$31,563.99 |
0.14% |
| PNC FINANCIAL SERVICES 3.45%, due 04/23/2029 |
|
693475AW5 |
35,000 |
$32,772.14 |
0.14% |
| KEURIG DR PEPPER INC 4.50%, due 04/15/2052 |
|
49271VAR1 |
35,000 |
$29,282.75 |
0.13% |
| STRYKER CORP 4.10%, due 04/01/2043 |
|
863667AE1 |
35,000 |
$29,214.15 |
0.13% |
| UNIVERSAL HEALTH SVCS 2.65%, due 10/15/2030 |
|
913903AW0 |
35,000 |
$30,248.70 |
0.13% |
| WASTE MANAGEMENT INC 4.15%, due 07/15/2049 |
|
94106LBK4 |
35,000 |
$29,390.68 |
0.13% |
| ZOETIS INC 4.45%, due 08/20/2048 |
|
98978VAP8 |
35,000 |
$29,906.45 |
0.13% |
| ASTRAZENECA PLC 6.45%, due 09/15/2037 |
|
046353AD0 |
25,000 |
$28,040.07 |
0.12% |
| BECTON DICKINSON & CO 4.298%, due 08/22/2032 |
|
075887CP2 |
30,000 |
$28,381.61 |
0.12% |
| CANADIAN NATL RAILWAY 6.125%, due 11/01/2053 |
|
136375DJ8 |
25,000 |
$27,951.12 |
0.12% |
| CONSTELLATION BRANDS INC 5.25%, due 11/15/2048 |
|
21036PBD9 |
30,000 |
$28,217.57 |
0.12% |
| KRAFT HEINZ FOODS CO N/C, 6.875%, due 01/26/2039 |
|
50076QAR7 |
25,000 |
$28,099.31 |
0.12% |
| MOLSON COORS BEVERAGE CO 4.20%, due 07/15/2046 |
|
60871RAH3 |
35,000 |
$28,229.28 |
0.12% |
| MORGAN STANLEY Variable rate, due 10/18/2033 |
|
61747YEY7 |
25,000 |
$26,747.85 |
0.12% |
| SYSCO CORPORATION 6.60%, due 04/01/2050 |
|
871829BN6 |
25,000 |
$27,833.15 |
0.12% |
| WASTE CONNECTIONS INC 4.20%, due 01/15/2033 |
|
94106BAF8 |
30,000 |
$28,239.88 |
0.12% |
| AEP TRANSMISSION CO LLC 3.10%, due 12/01/2026 |
|
00115AAE9 |
25,000 |
$24,026.02 |
0.11% |
| AMERICAN WATER CAPITAL CORP 5.15%, due 03/01/2034 |
|
03040WBD6 |
25,000 |
$25,047.36 |
0.11% |
| CONAGRA BRANDS INC 5.30%, due 10/01/2026 |
|
205887CJ9 |
25,000 |
$25,129.80 |
0.11% |
| CONSTELLATION BRANDS INC 4.75%, due 05/09/2032 |
|
21036PBL1 |
25,000 |
$24,320.06 |
0.11% |
| CVS HEALTH CORP 5%, due 02/20/2026 |
|
126650DS6 |
25,000 |
$24,916.45 |
0.11% |
| ELEVANCE HEALTH INC 4.75%, due 02/15/2033 |
|
28622HAB7 |
25,000 |
$24,340.64 |
0.11% |
| ELEVANCE HEALTH INC 5.35%, due 10/15/2025 |
|
036752AV5 |
25,000 |
$25,035.66 |
0.11% |
| ENBRIDGE INC 4.25%, due 12/01/2026 |
|
29250NAL9 |
25,000 |
$24,563.47 |
0.11% |
| ENERGY TRANSFER LP 4.75%, due 01/15/2026 |
|
29273RBG3 |
25,000 |
$24,837.66 |
0.11% |
| FIDELITY NATL INFO SERV 5.10%, due 07/15/2032 |
|
31620MBY1 |
25,000 |
$24,929.40 |
0.11% |
| FLORIDA POWER & LIGHT CO 5.30%, due 04/01/2053 |
|
341081GM3 |
25,000 |
$24,407.47 |
0.11% |
| FMC CORP 5.15%, due 05/18/2026 |
|
302491AW5 |
25,000 |
$24,956.50 |
0.11% |
| HALEON US CAPITAL LLC 3.375%, due 03/24/2027 |
|
36264FAK7 |
25,000 |
$24,063.59 |
0.11% |
| HCA INC 4.625%, due 03/15/2052 |
|
404119CL1 |
30,000 |
$24,292.47 |
0.11% |
| HOWMET AEROSPACE INC 5.95%, due 02/01/2037 |
|
013817AK7 |
25,000 |
$26,002.15 |
0.11% |
| INTERCONTINENTALEXCHANGE 4.60%, due 03/15/2033 |
|
45866FAW4 |
25,000 |
$24,165.50 |
0.11% |
| JPMORGAN CHASE & CO Variable rate, due 07/25/2033 |
|
46647PDH6 |
25,000 |
$24,489.27 |
0.11% |
| LPL HOLDINGS INC 4.625%, due 11/15/2027 |
|
50212YAC8 |
25,000 |
$24,165.55 |
0.11% |
| NORTHROP GRUMMAN CORP 4.70%, due 03/15/2033 |
|
666807CH3 |
25,000 |
$24,394.91 |
0.11% |
| NORTHROP GRUMMAN CORP 5.15%, due 05/01/2040 |
|
666807BT8 |
25,000 |
$23,938.47 |
0.11% |
| ORACLE CORP 5.80%, due 11/10/2025 |
|
68389XCF0 |
25,000 |
$25,222.61 |
0.11% |
| REPUBLIC SERVICES INC 5%, due 04/01/2034 |
|
760759BC3 |
25,000 |
$24,769.94 |
0.11% |
| THERMO FISHER SCIENTIFIC 5.404%, due 08/10/2043 |
|
883556CY6 |
25,000 |
$25,120.16 |
0.11% |
| THOMSON REUTERS CORP 5.85%, due 04/15/2040 |
|
884903BH7 |
25,000 |
$25,659.06 |
0.11% |
| TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 |
|
893045AE4 |
25,000 |
$24,624.71 |
0.11% |
| US BANCORP Variable rate, due 10/26/2027 |
|
91159HJP6 |
25,000 |
$25,882.58 |
0.11% |
| VERALTO CORP 5.45%, due 09/18/2033 |
|
92338CAE3 |
25,000 |
$25,202.70 |
0.11% |
| WASTE CONNECTIONS INC 5%, due 03/01/2034 |
|
94106BAG6 |
25,000 |
$24,782.54 |
0.11% |
| ZIMMER BIOMET HOLDINGS 5.35%, due 12/01/2028 |
|
98956PAX0 |
25,000 |
$25,366.80 |
0.11% |
| ZOETIS INC 5.60%, due 11/16/2032 |
|
98978VAV5 |
25,000 |
$25,801.59 |
0.11% |
| ABBVIE INC 4.40%, due 11/06/2042 |
|
00287YAM1 |
25,000 |
$22,095.39 |
0.10% |
| CVS HEALTH CORP 5.625%, due 02/21/2053 |
|
126650DV9 |
25,000 |
$23,337.77 |
0.10% |
| INTERCONTINENTALEXCHANGE 4.95%, due 06/15/2052 |
|
45866FAX2 |
25,000 |
$23,000.48 |
0.10% |
| MSCI INC 4%, due 11/15/2029 |
|
55354GAH3 |
25,000 |
$23,451.78 |
0.10% |
| THE CIGNA GROUP 4.50%, due 02/25/2026 |
|
125523BZ2 |
23,000 |
$22,802.14 |
0.10% |
| ALIMENTATION COUCHE-TARD 5.617%, due 02/12/2054 |
|
01626PAV8 |
20,000 |
$19,851.61 |
0.09% |
| AMERICAN WATER CAPITAL CORP 4.30%, due 12/01/2042 |
|
03040WAJ4 |
25,000 |
$21,383.93 |
0.09% |
| BERRY GLOBAL INC 5.50%, due 04/15/2028 |
|
08576PAL5 |
20,000 |
$20,127.11 |
0.09% |
| CROWN CASTLE INC 2.90%, due 04/01/2041 |
|
22822VAX9 |
30,000 |
$20,975.75 |
0.09% |
| DUKE ENERGY CAROLINAS 5.30%, due 02/15/2040 |
|
26442CAH7 |
20,000 |
$19,731.71 |
0.09% |
| FIFTH THIRD BANCORP Variable rate, due 07/28/2030 |
|
316773DG2 |
20,000 |
$19,465.40 |
0.09% |
| GEORGIA POWER CO 4.30%, due 03/15/2042 |
|
373334JW2 |
25,000 |
$21,415.03 |
0.09% |
| PECO ENERGY CO 4.60%, due 05/15/2052 |
|
693304BD8 |
25,000 |
$21,589.43 |
0.09% |
| TRUIST FINANCIAL CORP Variable rate, due 01/26/2029 |
|
89788MAL6 |
20,000 |
$19,790.05 |
0.09% |
| WASTE CONNECTIONS INC 2.95%, due 01/15/2052 |
|
94106BAD3 |
30,000 |
$19,398.38 |
0.09% |
| HCA INC 4.125%, due 06/15/2029 |
|
404119BX6 |
20,000 |
$19,131.91 |
0.08% |
| HCA INC 5.125%, due 06/15/2039 |
|
404119BY4 |
20,000 |
$18,807.50 |
0.08% |
| MONDELEZ INTERNATIONAL 2.625%, due 09/04/2050 |
|
609207AW5 |
30,000 |
$18,230.97 |
0.08% |
| S&P GLOBAL INC 3.70%, due 03/01/2052 |
|
78409VBL7 |
25,000 |
$19,048.41 |
0.08% |
| UNION PACIFIC CORP 3.20%, due 05/20/2041 |
|
907818FT0 |
25,000 |
$19,132.83 |
0.08% |
| VERIZON COMMUNICATIONS 4.862%, due 08/21/2046 |
|
92343VCK8 |
20,000 |
$18,289.71 |
0.08% |
| ALCON FINANCE CORP 5.75%, due 12/06/2052 |
|
01400EAF0 |
15,000 |
$15,183.91 |
0.07% |
| ORACLE CORP 6.125%, due 07/08/2039 |
|
68389XAH8 |
15,000 |
$15,666.17 |
0.07% |
| ORACLE CORP 6.25%, due 11/09/2032 |
|
68389XCJ2 |
15,000 |
$16,006.10 |
0.07% |
| CENTERPOINT ENER HOUSTON 3.35%, due 04/01/2051 |
|
15189XAW8 |
20,000 |
$13,883.59 |
0.06% |
| ELEVANCE HEALTH INC 4.65%, due 01/15/2043 |
|
94973VBB2 |
15,000 |
$13,241.57 |
0.06% |
| ORACLE CORP 5.55%, due 02/06/2053 |
|
68389XCQ6 |
15,000 |
$14,302.68 |
0.06% |
| ALCON FINANCE CORP 5.375%, due 12/06/2032 |
|
01400EAE3 |
10,000 |
$10,129.64 |
0.04% |
| CVS HEALTH CORP 4.78%, due 03/25/2038 |
|
126650CY4 |
10,000 |
$9,007.98 |
0.04% |
| CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 |
|
161175AY0 |
6,000 |
$5,954.28 |
0.03% |
| 2024-08-23 US 10YR NOTE (CBT)Sep24 C 112 |
|
|
1 |
$343.75 |
0.00% |
| 2024-08-23 US 5YR NOTE (CBT) Sep24 P 106 |
|
|
-1 |
($101.56) |
0.00% |
| 2024-08-23 US LONG BOND(CBT) Sep24 C 122 |
|
|
1 |
$453.13 |
0.00% |
| 2024-08-23 US LONG BOND(CBT) Sep24 C 124 |
|
|
1 |
$203.13 |
0.00% |
| 2024-08-23 US LONG BOND(CBT) Sep24 C 126 |
|
|
-2 |
($187.50) |
0.00% |
| 2024-08-23 US LONG BOND(CBT) Sep24 P 112 |
|
|
-1 |
($125.00) |
0.00% |
| 2024-08-23 US LONG BOND(CBT) Sep24 P 113 |
|
|
-1 |
($187.50) |
0.00% |
| 2024-08-23 US ULTRA BOND CBT Sep24 C 128 |
|
|
-1 |
($1,015.63) |
0.00% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 P 106 |
|
|
-1 |
($234.38) |
0.00% |
| 2024-11-22 US 5YR NOTE (CBT) Dec24 P 105 |
|
|
-3 |
($656.25) |
0.00% |
| 2024-11-22 US LONG BOND(CBT) Dec24 C 128 |
|
|
-1 |
($656.25) |
0.00% |
| 2024-11-22 US LONG BOND(CBT) Dec24 P 106 |
|
|
-1 |
($281.25) |
0.00% |
| 2024-11-22 US 10YR NOTE (CBT)Dec24 C 114 |
|
|
-2 |
($1,343.75) |
-0.01% |
| 2024-11-22 US 5YR NOTE (CBT) Dec24 C 108.50 |
|
|
-4 |
($3,156.25) |
-0.01% |
| Fannie Mae or Freddie Mac TBA, 6%, due 03/01/2054 |
|
01F060683 |
-2,000 |
($2,017.50) |
-0.01% |
| 2024-11-22 US LONG BOND(CBT) Dec24 C 126 |
|
|
-4 |
($3,812.51) |
-0.02% |
| 2024-11-22 US LONG BOND(CBT) Dec24 C 122 |
|
|
-4 |
($7,812.51) |
-0.03% |
| 2024-11-22 US LONG BOND(CBT) Dec24 C 124 |
|
|
-8 |
($11,000.00) |
-0.05% |
| 2024-11-22 US LONG BOND(CBT) Dec24 P 113 |
|
|
-20 |
($25,312.58) |
-0.11% |
| Fannie Mae or Freddie Mac TBA, 5%, due 03/01/2054 |
|
01F050684 |
-69,000 |
($67,314.88) |
-0.30% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2054 |
|
01F052698 |
-85,000 |
($84,497.42) |
-0.37% |
| Fannie Mae or Freddie Mac TBA, 5.50%, due 03/01/2054 |
|
01F052680 |
-167,000 |
($166,006.06) |
-0.73% |
Holdings are subject to change.
The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
|
|
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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