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First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 2/20/2024

Total Number of Holdings (excluding cash): 442

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 3.875%, due 04/30/2025 91282CGX3 76,000,000 $75,142,031.44 1.12%
U.S. Treasury Note, 4.625%, due 02/28/2025 91282CGN5 66,000,000 $65,778,944.88 0.98%
FMC CORP 0%, due 02/21/2024 34410WBM3 51,700,000 $51,700,000.00 0.77%
AUTONATION INC 0%, due 02/21/2024 05330LBM4 50,000,000 $50,000,000.00 0.75%
GLOBAL PAYMENTS INC 0%, due 02/21/2024 37961CBM3 50,000,000 $50,000,000.00 0.75%
T-Mobile US Trust Series 2022-1A, Class A, 4.91%, due 05/22/2028 87267WAA2 48,026,000 $47,868,954.98 0.71%
FHLMC Multifamily Structured Pass Through Certs. Series K041, Class A2, 3.171%, due 10/25/2024 3137BFE98 44,193,656 $43,516,330.46 0.65%
SPECTRA ENERGY PARTNERS 4.75%, due 03/15/2024 84756NAD1 43,047,000 $43,022,298.35 0.64%
ENTERPRISE PRODUCTS OPER 0%, due 02/21/2024 29380BBM5 40,000,000 $40,000,000.00 0.60%
MARSH & MCLENNAN COS INC 3.875%, due 03/15/2024 571748BF8 40,000,000 $39,958,779.61 0.60%
MCKESSON CORP 3.796%, due 03/15/2024 581557BE4 40,000,000 $39,955,674.00 0.60%
PLAINS ALL AMER PIPELINE 0%, due 02/21/2024 72650WBM2 40,000,000 $40,000,000.00 0.60%
SOUTHERN CALIF EDISON CO 0%, due 02/21/2024 8424C0BM1 40,000,000 $40,000,000.00 0.60%
Verizon Master Trust Series 2022-7, Class A1A, 5.23%, due 11/22/2027 92348KBC6 40,000,000 $39,958,288.00 0.60%
AON GLOBAL LTD 3.50%, due 06/14/2024 00185AAF1 40,000,000 $39,728,544.40 0.59%
ASTRAZENECA FINANCE LLC 0.70%, due 05/28/2024 04636NAC7 40,000,000 $39,486,198.40 0.59%
CONSTELLATION BRANDS INC 3.60%, due 05/09/2024 21036PBM9 40,000,000 $39,817,594.40 0.59%
STRYKER CORP 3.375%, due 05/15/2024 863667AF8 40,000,000 $39,799,820.80 0.59%
HCA INC 5%, due 03/15/2024 404119BN8 38,000,000 $37,985,422.06 0.57%
REPUBLIC SERVICES INC 2.50%, due 08/15/2024 760759AU4 38,630,000 $38,068,491.72 0.57%
DUKE ENERGY CORP 3.75%, due 04/15/2024 26441CAN5 36,703,000 $36,593,897.02 0.55%
CANADIAN NATL RESOURCES 3.80%, due 04/15/2024 136385AT8 36,036,000 $35,931,694.86 0.54%
Verizon Master Trust Series 2023-2, Class A, 5.42%, due 04/20/2028 92348KBL6 36,621,000 $36,440,081.27 0.54%
WILLIAMS COMPANIES INC 4.30%, due 03/04/2024 96950FAM6 35,988,000 $35,975,631.64 0.54%
CENTERPOINT ENERGY INC 2.50%, due 09/01/2024 15189TAW7 36,035,000 $35,433,035.68 0.53%
FHLMC Multifamily Structured Pass Through Certs. Series K043, Class A2, 3.062%, due 12/25/2024 3137BGK24 35,954,834 $35,260,682.98 0.53%
BECTON DICKINSON & CO 3.363%, due 06/06/2024 075887BV0 35,000,000 $34,762,710.85 0.52%
CENCORA INC 3.40%, due 05/15/2024 03073EAL9 35,000,000 $34,812,010.45 0.52%
JABIL INC 0%, due 02/23/2024 46652LBP1 35,000,000 $34,988,220.40 0.52%
SYSCO CORP 0%, due 02/27/2024 87183ABT9 35,000,000 $34,967,911.65 0.52%
ORACLE CORP 3.40%, due 07/08/2024 68389XAU9 34,555,000 $34,245,524.73 0.51%
NXP BV/NXP FUNDING LLC 4.875%, due 03/01/2024 62947QBA5 33,225,000 $33,220,876.45 0.50%
ABBVIE INC 3.85%, due 06/15/2024 00287YCV9 32,501,000 $32,331,023.66 0.48%
CONAGRA BRANDS INC 0%, due 02/21/2024 20600GBM7 31,950,000 $31,950,000.00 0.48%
BROWN & BROWN INC 4.20%, due 09/15/2024 115236AA9 32,052,000 $31,776,161.78 0.47%
ELEVANCE HEALTH INC 3.50%, due 08/15/2024 94973VBJ5 32,000,000 $31,700,520.00 0.47%
GLAXOSMITHKLINE CAPITAL 3%, due 06/01/2024 377373AG0 30,729,000 $30,506,876.65 0.46%
MARTIN MARIETTA MATERIALS 4.25%, due 07/02/2024 573284AN6 30,715,000 $30,564,959.99 0.46%
WEC ENERGY GROUP INC 0.80%, due 03/15/2024 92939UAF3 30,990,000 $30,896,611.01 0.46%
AMGEN INC 5.25%, due 03/02/2025 031162DM9 30,000,000 $29,998,608.29 0.45%
AUTOZONE INC 3.125%, due 04/18/2024 053332AX0 30,000,000 $29,881,674.00 0.45%
BANK OF AMERICA CORP N/C, 4%, due 04/01/2024 06051GFF1 30,000,000 $29,949,564.90 0.45%
BMW Vehicle Lease Trust Series 2024-1, Class A3, 5.20%, due 03/25/2027 05611UAD5 30,000,000 $29,903,604.00 0.45%
CENTERPOINT ENERGY INC 0%, due 02/21/2024 1518T2BM5 30,000,000 $30,000,000.00 0.45%
EXELON CORPORATION 0%, due 02/21/2024 3016A2BM8 30,000,000 $30,000,000.00 0.45%
GENERAL MOTORS FINL CO 0%, due 02/21/2024 37046TBM5 30,000,000 $30,000,000.00 0.45%
HALEON US CAPITAL LLC 3.024%, due 03/24/2024 36264FAH4 30,480,000 $30,406,502.66 0.45%
John Deere Owner Trust Series 2023-B, Class A2, 5.59%, due 06/15/2026 477920AB8 30,000,000 $30,001,041.00 0.45%
JPMORGAN CHASE & CO Variable rate, due 12/15/2025 46647PDM5 30,000,000 $29,995,736.70 0.45%
KEURIG DR PEPPER INC 0.75%, due 03/15/2024 49271VAL4 30,227,000 $30,136,709.23 0.45%
MORGAN STANLEY Series F, 3.875%, due 04/29/2024 61746BDQ6 30,000,000 $29,888,891.70 0.45%
THE CIGNA GROUP 3.50%, due 06/15/2024 125523BX7 30,358,000 $30,149,251.41 0.45%
Toyota Auto Receivables Owner Trust Series 2023-D, Class A2A, 5.80%, due 11/16/2026 89239FAB8 30,000,000 $30,131,280.00 0.45%
BANK OF MONTREAL 4.25%, due 09/14/2024 06368LAP1 30,000,000 $29,781,219.30 0.44%
FISERV INC 2.75%, due 07/01/2024 337738AS7 30,000,000 $29,696,374.20 0.44%
MERCEDES-BENZ AUTO RECEIVABLES TRUST Series 2023-1, Class A3, 4.51%, due 11/15/2027 58770AAC7 30,000,000 $29,734,527.00 0.44%
NEXTERA ENERGY CAPITAL N/C, 4.255%, due 09/01/2024 65339KBL3 30,000,000 $29,801,679.30 0.44%
T-MOBILE USA INC 3.50%, due 04/15/2025 87264ABB0 30,000,000 $29,364,927.30 0.44%
VERISK ANALYTICS INC 4%, due 06/15/2025 92345YAD8 30,000,000 $29,486,382.30 0.44%
CONAGRA BRANDS INC 4.30%, due 05/01/2024 205887CA8 28,596,000 $28,517,998.98 0.43%
WILLIS NORTH AMERICA INC 3.60%, due 05/15/2024 970648AF8 28,905,000 $28,760,344.93 0.43%
ENTERPRISE PRODUCTS OPERATING LLC 3.75%, due 02/15/2025 29379VBE2 28,311,000 $27,918,988.05 0.42%
Honda Auto Receivables Owner Trust Series 2024-1, Class A3, 5.21%, due 08/15/2028 437918AC9 27,500,000 $27,526,562.25 0.41%
NASDAQ INC 5.65%, due 06/28/2025 63111XAG6 27,500,000 $27,640,254.68 0.41%
SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 785592AM8 27,308,000 $27,290,581.59 0.41%
CONSTELLATION BRANDS INC 4.75%, due 11/15/2024 21036PAN8 27,106,000 $26,968,848.52 0.40%
GOLDMAN SACHS GROUP INC 3%, due 03/15/2024 38141GZP2 26,844,000 $26,801,995.85 0.40%
TORONTO-DOMINION BANK N/C, 3.25%, due 03/11/2024 89114QCB2 26,662,000 $26,634,038.77 0.40%
APPLE INC 2.85%, due 05/11/2024 037833CU2 26,294,000 $26,138,019.26 0.39%
BANK OF AMERICA NA N/C, 5.65%, due 08/18/2025 06428CAC8 25,000,000 $25,191,131.25 0.38%
MERCEDES-BENZ AUTO RECEIVABLES TRUST Series 2023-2, Class A2, 5.92%, due 11/16/2026 58769FAB1 25,000,000 $25,123,047.50 0.38%
Verizon Master Trust Series 2022-6, Class A, 3.67%, due 01/22/2029 92348KAZ6 26,140,000 $25,607,444.55 0.38%
ALIMENTATION COUCHE-TARD 0%, due 02/27/2024 01626UBT1 25,000,000 $24,976,971.75 0.37%
AMERICAN ELEC POWER CO 0%, due 03/14/2024 0255E2CE8 25,000,000 $24,914,043.25 0.37%
ARROW ELECTRONICS INC 0%, due 02/22/2024 04273LBN4 25,000,000 $24,995,999.75 0.37%
Bank of America Auto Trust Series 2023-2A, Class A2, 5.85%, due 08/17/2026 06054YAB3 25,000,000 $25,097,765.00 0.37%
BANK OF NOVA SCOTIA N/C, Variable rate, due 04/15/2024 0641593W4 25,000,000 $25,010,514.00 0.37%
CAN PACIFIC RAILWAY 0%, due 03/07/2024 13645WC76 25,000,000 $24,942,803.75 0.37%
DOMINION ENERGY INC 0%, due 02/28/2024 2574P0BU7 25,000,000 $24,972,870.25 0.37%
DTE ENERGY CO N/C, Variable rate, due 11/01/2024 233331BD8 25,000,000 $24,756,937.00 0.37%
ELEVANCE HEALTH INC 3.35%, due 12/01/2024 036752AC7 25,000,000 $24,612,210.50 0.37%
HCA INC 5.375%, due 02/01/2025 404119BR9 25,000,000 $24,947,233.49 0.37%
HUMANA INC 0%, due 03/12/2024 44486HCC5 25,000,000 $24,923,052.50 0.37%
Huntington Auto Trust Series 2024-1A, Class A2, 5.50%, due 03/15/2027 446144AC1 25,000,000 $25,013,467.50 0.37%
INTERCONTINENTALEXCHANGE 3.65%, due 05/23/2025 45866FAT1 25,000,000 $24,531,650.00 0.37%
MCCORMICK & CO 3.15%, due 08/15/2024 579780AM9 25,219,000 $24,922,898.68 0.37%
MONDELEZ INTL HLDINGS NLD 2.25%, due 09/19/2024 60920LAF1 25,080,000 $24,602,842.97 0.37%
NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 666807BM3 25,000,000 $24,486,626.75 0.37%
NOVARTIS CAPITAL CORP 3.40%, due 05/06/2024 66989HAG3 25,000,000 $24,891,938.75 0.37%
ORACLE CORP 2.95%, due 11/15/2024 68389XBS3 25,119,000 $24,650,458.06 0.37%
PARKER-HANNIFIN CORP 3.65%, due 06/15/2024 701094AQ7 25,000,000 $24,839,248.02 0.37%
VICI PROPERTIES / NOTE 5.625%, due 05/01/2024 92564RAF2 25,000,000 $24,962,950.00 0.37%
VW CREDIT INC 0%, due 02/23/2024 91842JBP3 25,000,000 $24,992,223.00 0.37%
CRH AMERICA INC 3.875%, due 05/18/2025 12626PAM5 24,549,000 $24,034,734.52 0.36%
GLOBAL PAYMENTS INC 1.50%, due 11/15/2024 37940XAF9 25,000,000 $24,258,560.25 0.36%
Porsche Financial Auto Securitization Trust Series 2023-2A, Class A2A, 5.88%, due 11/23/2026 732916AB7 24,000,000 $24,075,784.80 0.36%
ZIMMER BIOMET HOLDINGS 1.45%, due 11/22/2024 98956PAU6 25,000,000 $24,250,592.49 0.36%
AMERICAN EXPRESS CO Variable rate, due 05/01/2026 025816DE6 23,735,000 $23,635,970.70 0.35%
ALEXANDRIA REAL ESTATE EQUITIES 0%, due 02/23/2024 01527LBP9 22,500,000 $22,493,118.60 0.34%
FHLMC Multifamily Structured Pass Through Certs. Series K040, Class A2, 3.241%, due 09/25/2024 3137BEVH4 23,036,000 $22,744,182.26 0.34%
GE HEALTHCARE TECH INC 5.55%, due 11/15/2024 36267VAB9 22,959,000 $22,943,849.81 0.34%
VIRGINIA POWER FUEL SECURITIZATION 5.088%, due 05/01/2027 92808VAA0 22,500,000 $22,446,593.33 0.34%
VMWARE LLC 4.50%, due 05/15/2025 928563AD7 22,930,000 $22,679,963.71 0.34%
HUMANA INC 4.50%, due 04/01/2025 444859BM3 22,600,000 $22,378,649.95 0.33%
T-Mobile US Trust Series 2024-1A, Class A, 5.05%, due 09/20/2029 87267RAA3 22,000,000 $22,045,177.00 0.33%
CVS HEALTH CORP 2.625%, due 08/15/2024 126650DE7 21,995,000 $21,691,811.68 0.32%
FHLMC Multifamily Structured Pass Through Certs. Series K046, Class A2, 3.205%, due 03/25/2025 3137BJP64 21,802,288 $21,341,736.47 0.32%
MORGAN STANLEY BANK NA 5.479%, due 07/16/2025 61690U7U8 21,500,000 $21,628,263.20 0.32%
THERMO FISHER SCIENTIFIC 1.215%, due 10/18/2024 883556CS9 21,920,000 $21,337,461.97 0.32%
FIDELITY NATL INFO SERV 0.60%, due 03/01/2024 31620MBQ8 21,033,000 $21,008,716.98 0.31%
FIDELITY NATL INFO SERV N/C, 4.50%, due 07/15/2025 31620MBV7 21,210,000 $21,049,851.15 0.31%
KINDER MORGAN ENER PART 4.30%, due 05/01/2024 28370TAG4 21,139,000 $21,082,872.15 0.31%
ABBVIE INC 0%, due 02/27/2024 00287BBT5 20,000,000 $19,981,644.20 0.30%
ALBEMARLE CORP 0%, due 03/01/2024 01265QC16 20,000,000 $19,970,726.20 0.30%
ALIMENTATION COUCHE-TARD 0%, due 02/21/2024 01626UBM6 20,000,000 $20,000,000.00 0.30%
ALIMENTATION COUCHE-TARD 0%, due 03/11/2024 01626UCB9 20,000,000 $19,940,953.60 0.30%
AMERICAN HONDA FINANCE 0%, due 02/26/2024 02665JBS8 20,000,000 $19,984,924.00 0.30%
ANHEUSER-BUSCH INBEV WWD 0%, due 02/29/2024 03523KBV8 20,000,000 $19,975,476.80 0.30%
BACARDI-MARTINI BV 0%, due 03/13/2024 05634ECD2 20,000,000 $19,934,544.40 0.30%
CANADIAN NATURAL RESOURCES 0%, due 02/21/2024 13638WBM3 20,000,000 $20,000,000.00 0.30%
CENCORA INC 0%, due 02/27/2024 15137PBT4 20,000,000 $19,981,397.20 0.30%
CONSTELLATION EN GEN LLC 0%, due 03/12/2024 21038PCC8 20,000,000 $19,938,534.80 0.30%
CRH AMERICA FINANCE INC 0%, due 03/14/2024 12636CCE8 20,000,000 $19,932,202.80 0.30%
GLENCORE FUNDING LLC 0%, due 02/21/2024 37790ABM4 20,000,000 $20,000,000.00 0.30%
GLENCORE FUNDING LLC 0%, due 03/13/2024 37790ACD3 20,000,000 $19,936,777.80 0.30%
GLENCORE FUNDING LLC 4.125%, due 03/12/2024 378272AT5 20,000,000 $19,984,347.80 0.30%
JABIL INC 0%, due 02/21/2024 46652LBM8 20,000,000 $20,000,000.00 0.30%
KEURIG DR PEPPER INC 0%, due 03/01/2024 49271JC13 20,000,000 $19,972,700.40 0.30%
MARRIOTT INTERNATIONAL 0%, due 02/29/2024 57163TBV0 20,000,000 $19,975,016.00 0.30%
NEXTERA ENERGY CAP HLDGS 0%, due 02/28/2024 65339MBU9 20,000,000 $19,978,236.00 0.30%
NISOURCE INC 0%, due 02/21/2024 65478JBM5 20,000,000 $20,000,000.00 0.30%
NUTRIEN LTD 0%, due 02/27/2024 67077UBT6 20,000,000 $19,981,467.80 0.30%
NUTRIEN LTD 5.90%, due 11/07/2024 67077MAZ1 20,000,000 $20,052,713.20 0.30%
PEPSICO INC N/C, Variable rate, due 11/12/2024 713448FU7 20,000,000 $20,028,734.60 0.30%
PFIZER INVESTMENT ENTER 4.65%, due 05/19/2025 716973AA0 20,000,000 $19,909,075.40 0.30%
ROYAL BANK OF CANADA N/C, 4.95%, due 04/25/2025 78016FZY3 20,000,000 $19,958,260.40 0.30%
SEMPRA 0%, due 02/28/2024 81686MBU5 20,000,000 $19,978,776.60 0.30%
UBS AG LONDON N/C, 5.80%, due 09/11/2025 902674ZV5 20,000,000 $20,172,162.00 0.30%
UBS GROUP AG Variable rate, due 08/05/2025 902613AR9 20,000,000 $19,874,164.40 0.30%
ZIMMER BIOMET HOLDINGS 3.55%, due 04/01/2025 98956PAF9 20,374,000 $19,956,947.48 0.30%
ZOETIS INC 5.40%, due 11/14/2025 98978VAU7 20,000,000 $20,078,704.80 0.30%
BARCLAYS PLC Variable rate, due 05/07/2025 06738EBH7 19,744,000 $19,661,298.11 0.29%
BECTON DICKINSON & CO 3.734%, due 12/15/2024 075887BF5 20,000,000 $19,722,261.21 0.29%
Dell Equipment Finance Trust Series 2023-3, Class A2, 6.10%, due 04/23/2029 24702EAB6 19,000,000 $19,101,233.90 0.29%
FHLMC Multifamily Structured Pass Through Certs. Series K732, Class A2, 3.70%, due 05/25/2025 3137FG7F6 19,831,681 $19,490,435.16 0.29%
FIFTH THIRD BANCORP 2.375%, due 01/28/2025 316773CY4 20,000,000 $19,423,685.40 0.29%
HALEON UK CAPITAL PLC 3.125%, due 03/24/2025 36264NAB0 20,000,000 $19,538,034.40 0.29%
MCKESSON CORP 5.25%, due 02/15/2026 581557BS3 19,350,000 $19,348,833.97 0.29%
PLAINS ALL AMER PIPELINE 3.60%, due 11/01/2024 72650RBF8 20,000,000 $19,723,300.61 0.29%
PNC FINANCIAL SERVICES Variable rate, due 10/28/2025 693475BH7 19,762,000 $19,746,097.32 0.29%
UBS AG LONDON Variable rate, due 01/13/2025 902674YT1 19,646,000 $19,642,348.99 0.29%
VMWARE LLC 1%, due 08/15/2024 928563AH8 20,178,000 $19,726,767.05 0.29%
COMCAST CORP 3.70%, due 04/15/2024 20030NCR0 19,017,000 $18,965,952.87 0.28%
TRUIST BANK 3.20%, due 04/01/2024 86787EBC0 18,740,000 $18,689,957.83 0.28%
VULCAN MATERIALS CO 0%, due 02/22/2024 92919TBN2 18,610,000 $18,607,171.84 0.28%
COMCAST CORP 5.25%, due 11/07/2025 20030NDZ1 18,099,000 $18,206,136.67 0.27%
INTERCONTINENTALEXCHANGE 0%, due 03/12/2024 45856WCC1 17,980,000 $17,924,693.52 0.27%
STATE STREET CORP Variable rate, due 05/18/2026 857477CB7 18,000,000 $17,946,979.74 0.27%
WELLS FARGO BANK NA 5.55%, due 08/01/2025 94988J6B8 18,250,000 $18,365,644.77 0.27%
CSX CORP 3.40%, due 08/01/2024 126408HB2 17,620,000 $17,456,974.83 0.26%
FHLMC Multifamily Structured Pass Through Certs. Series K728, Class AM, Variable rate, due 08/25/2024 3137FBTB2 18,000,000 $17,739,966.60 0.26%
HUMANA INC 0%, due 03/07/2024 44486HC76 17,200,000 $17,160,481.45 0.26%
ORACLE CORP 5.80%, due 11/10/2025 68389XCF0 17,000,000 $17,177,452.80 0.26%
PPG INDUSTRIES INC 2.40%, due 08/15/2024 693506BQ9 17,471,000 $17,186,621.21 0.26%
AMERICAN WATER CAPITAL CORP 3.85%, due 03/01/2024 03040WAK1 16,425,000 $16,419,480.05 0.25%
COOPERATIEVE RABOBANK UA/NY N/C, 1.375%, due 01/10/2025 21688AAS1 17,619,000 $17,029,790.69 0.25%
ELEVANCE HEALTH INC 4.90%, due 02/08/2026 28622HAA9 16,667,000 $16,578,957.91 0.25%
HUMANA INC 3.85%, due 10/01/2024 444859BD3 17,042,000 $16,880,189.44 0.25%
BMW Vehicle Lease Trust Series 2023-2, Class A2, 5.95%, due 08/25/2025 055979AB4 16,000,000 $16,021,094.40 0.24%
CRH AMERICA FINANCE INC 0%, due 03/05/2024 12636CC57 16,250,000 $16,217,469.78 0.24%
Dell Equipment Finance Trust Series 2023-2, Class A2, 5.84%, due 01/22/2029 24703GAB0 16,250,000 $16,271,869.25 0.24%
Honda Auto Receivables Owner Trust Series 2023-2, Class A2, 5.41%, due 04/15/2026 437927AB2 16,191,514 $16,183,632.00 0.24%
ABBVIE INC 2.60%, due 11/21/2024 00287YBZ1 15,425,000 $15,114,510.79 0.23%
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 46647PCL8 15,500,000 $15,506,088.71 0.23%
PNC FINANCIAL SERVICES Variable rate, due 06/12/2026 693475BQ7 15,325,000 $15,359,597.11 0.23%
PUBLIC STORAGE OP CO Variable rate, due 04/23/2024 74460WAB3 15,190,000 $15,192,011.16 0.23%
US BANK NA CINCINNATI 2.80%, due 01/27/2025 90331HMS9 15,552,000 $15,213,110.57 0.23%
AETNA INC 3.50%, due 11/15/2024 00817YAQ1 15,245,000 $15,024,926.83 0.22%
ALIMENTATION COUCHE-TARD 0%, due 02/29/2024 01626UBV6 15,000,000 $14,981,583.00 0.22%
AMERICAN EXPRESS CO 2.50%, due 07/30/2024 025816CG2 15,000,000 $14,804,236.05 0.22%
AMERICAN HONDA FINANCE 0%, due 02/21/2024 02665JBM1 15,000,000 $15,000,000.00 0.22%
AMGEN INC 3.625%, due 05/22/2024 031162BV1 15,000,000 $14,925,743.25 0.22%
AUTOZONE INC 3.625%, due 04/15/2025 053332AY8 15,034,000 $14,756,271.50 0.22%
BANK OF AMERICA CORP Variable rate, due 01/20/2027 06051GLE7 15,000,000 $14,950,661.85 0.22%
BARCLAYS US CCP 0%, due 04/10/2024 06741FDA2 15,000,000 $14,881,372.95 0.22%
BMW Vehicle Lease Trust Series 2023-1, Class A3, 5.16%, due 11/25/2025 05593AAC3 15,000,000 $14,971,578.00 0.22%
BMW Vehicle Owner Trust Series 2023-A, Class A2A, 5.72%, due 04/27/2026 05592XAB6 15,000,000 $15,012,753.00 0.22%
CITIGROUP INC N/C, 3.75%, due 06/16/2024 172967HT1 14,727,000 $14,641,510.94 0.22%
Citizens Auto Receivables Trust Series 2024-1, Class A2A, 5.43%, due 10/15/2026 17331QAB2 15,000,000 $15,016,393.50 0.22%
CONSTELLATION BRANDS INC 5%, due 02/02/2026 21036PBN7 15,000,000 $14,949,752.40 0.22%
CONSTELLATION EN GEN LLC 0%, due 02/22/2024 21038PBN5 14,800,000 $14,797,738.56 0.22%
CROWN CASTLE INC. 0%, due 03/13/2024 22823PCD3 15,000,000 $14,948,745.90 0.22%
CROWN CASTLE INC. 0%, due 03/14/2024 22823PCE1 15,000,000 $14,946,375.00 0.22%
DH EUROPE FINANCE II 2.20%, due 11/15/2024 23291KAG0 15,279,000 $14,942,635.88 0.22%
FHLMC Multifamily Structured Pass Through Certs. Series K045, Class A2, 3.023%, due 01/25/2025 3137BHXJ1 14,886,250 $14,575,347.71 0.22%
Ford Credit Auto Owner Trust Series 2023-C, Class A2A, 5.68%, due 09/15/2026 344940AB7 15,000,000 $15,045,690.00 0.22%
GENERAL MOTORS FINL CO N/C, Variable rate, due 03/08/2024 37045XDF0 15,000,000 $15,000,783.00 0.22%
GLENCORE FUNDING LLC 0%, due 03/04/2024 37790AC43 15,000,000 $14,971,377.30 0.22%
GOLDMAN SACHS GROUP INC N/C, 5.70%, due 11/01/2024 38141GZV9 15,000,000 $15,040,867.95 0.22%
HUMANA INC 5.70%, due 03/13/2026 444859BW1 14,800,000 $14,800,568.32 0.22%
John Deere Owner Trust Series 2023-C, Class A2, 5.76%, due 08/17/2026 47787CAB9 15,000,000 $15,030,237.00 0.22%
L3HARRIS TECHNOLOGIES INC 0%, due 03/04/2024 50248BC42 15,000,000 $14,972,194.20 0.22%
MARRIOTT INTERNATIONAL 0%, due 02/23/2024 57163TBP3 15,000,000 $14,995,342.95 0.22%
MORGAN STANLEY BANK NA Variable rate, due 01/14/2028 61690U8A1 15,000,000 $14,941,264.50 0.22%
MORGAN STANLEY Variable rate, due 01/22/2025 61747YEB7 15,000,000 $15,023,455.80 0.22%
NATIONAL AUSTRALIA BANK LTD 0%, due 03/04/2024 63254EC40 15,000,000 $14,971,365.45 0.22%
NATWEST MARKETS PLC Variable rate, due 08/12/2024 63906YAC2 14,885,000 $14,885,239.51 0.22%
NEXTERA ENERGY CAP HLDGS 0%, due 02/21/2024 65339MBM7 15,000,000 $15,000,000.00 0.22%
NEXTERA ENERGY CAP HLDGS 0%, due 02/26/2024 65339MBS4 15,000,000 $14,988,403.50 0.22%
NEXTERA ENERGY CAP HLDGS 0%, due 04/02/2024 65339MD29 15,000,000 $14,905,187.55 0.22%
ONCOR ELECTRIC DELIVERY 2.75%, due 06/01/2024 68233JBM5 15,000,000 $14,878,242.45 0.22%
ROYAL BANK OF CANADA N/C, 3.97%, due 07/26/2024 78016EZH3 15,000,000 $14,903,995.80 0.22%
SKANDINAVISKA ENSKILDA BANKEN 0%, due 04/10/2024 83050TDA6 15,000,000 $14,882,844.15 0.22%
SVENSKA HANDELSBANKEN AB 0%, due 04/10/2024 86960JDA0 15,000,000 $14,882,844.15 0.22%
SVENSKA HANDELSBANKEN AB Variable rate, due 03/21/2024 86960LGB0 15,000,000 $14,999,994.00 0.22%
TARGA RESOURCES CORP 0%, due 02/21/2024 87613EBM6 15,000,000 $15,000,000.00 0.22%
THE CIGNA GROUP 0%, due 03/19/2024 12553NCK9 15,000,000 $14,936,015.70 0.22%
TORONTO DOMINION BANK Variable rate, due 04/11/2024 89120DXN4 15,000,000 $15,000,000.00 0.22%
Toyota Auto Receivables Owner Trust Series 2023-C, Class A2A, 5.60%, due 08/17/2026 89231FAB6 15,000,000 $15,006,118.50 0.22%
Toyota Auto Receivables Owner Trust Series 2024-A, Class A3, 4.83%, due 10/16/2028 89238DAD0 15,000,000 $14,962,645.50 0.22%
TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 893045AE4 15,152,000 $14,835,349.11 0.22%
TRANSCANADA PIPELINES 0%, due 03/28/2024 89355PCU0 15,000,000 $14,917,248.60 0.22%
VERIZON COMMUNICATIONS 3.50%, due 11/01/2024 92343VCR3 15,000,000 $14,794,153.50 0.22%
VW CREDIT INC 0%, due 03/18/2024 91842JCJ6 15,000,000 $14,938,663.05 0.22%
WELLS FARGO & COMPANY Variable rate, due 10/30/2025 95000U2H5 15,000,000 $14,672,140.65 0.22%
WELLS FARGO BANK NA 4.811%, due 01/15/2026 94988J6H5 15,000,000 $14,958,237.30 0.22%
AMERICAN ELEC POWER CO 0%, due 03/19/2024 0255E2CK4 13,800,000 $13,742,290.61 0.21%
REPUBLIC SERVICES INC 3.20%, due 03/15/2025 760759AQ3 14,547,000 $14,228,993.27 0.21%
VW CREDIT INC 0%, due 03/08/2024 91842JC80 14,000,000 $13,965,327.74 0.21%
ZOETIS INC 4.50%, due 11/13/2025 98978VAK9 14,159,000 $14,008,556.80 0.21%
ABBVIE INC 3.80%, due 03/15/2025 00287YCX5 13,689,000 $13,493,278.51 0.20%
BANK OF NEW YORK MELLON Variable rate, due 05/22/2026 06405LAD3 13,500,000 $13,479,906.60 0.20%
CONSTELLATION BRANDS INC 0%, due 02/23/2024 21037CBP0 13,500,000 $13,495,774.23 0.20%
FHLMC Multifamily Structured Pass Through Certs. Series K729, Class A2, 3.136%, due 10/25/2024 3137FCM43 13,800,000 $13,578,402.36 0.20%
THE CIGNA GROUP 4.50%, due 02/25/2026 125523BZ2 13,843,000 $13,682,711.07 0.20%
AMERICAN HONDA FINANCE 0%, due 04/08/2024 02665JD80 12,650,000 $12,557,976.06 0.19%
AMERICAN WATER CAPITAL CORP 3.40%, due 03/01/2025 03040WAL9 12,898,000 $12,650,744.57 0.19%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2024 38141GYF5 12,500,000 $12,505,604.00 0.19%
Mercedes-Benz Auto Lease Trust Series 2023-A, Class A2, 5.24%, due 11/17/2025 58768RAB6 12,888,832 $12,874,583.18 0.19%
Toyota Auto Receivables Owner Trust Series 2023-B, Class A2A, 5.28%, due 05/15/2026 891941AB2 13,043,559 $13,026,749.89 0.19%
AUTODESK INC 4.375%, due 06/15/2025 052769AD8 12,407,000 $12,291,529.54 0.18%
BANK OF AMERICA CORP Variable rate, due 04/22/2025 06051GJU4 12,263,000 $12,273,665.01 0.18%
BANK OF NY MELLON CORP Variable rate, due 07/24/2026 06406RBJ5 12,215,000 $12,065,202.94 0.18%
CADENCE DESIGN SYS INC 4.375%, due 10/15/2024 127387AL2 11,963,000 $11,868,930.98 0.18%
CCL INDUSTRIES INC 3.25%, due 10/01/2026 124900AB7 12,475,000 $11,757,947.60 0.18%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 12,000,000 $11,865,982.20 0.18%
FIRSTENERGY TRANSMISSION 4.35%, due 01/15/2025 33767BAB5 12,357,000 $12,224,564.22 0.18%
GILEAD SCIENCES INC 3.70%, due 04/01/2024 375558AW3 12,081,000 $12,060,099.39 0.18%
MORGAN STANLEY 3.70%, due 10/23/2024 61761JVL0 12,515,000 $12,368,889.13 0.18%
ROPER TECHNOLOGIES INC 2.35%, due 09/15/2024 776743AH9 11,996,000 $11,781,855.33 0.18%
SOUTHWESTERN PUBLIC SERVICE 3.30%, due 06/15/2024 845743BP7 12,468,000 $12,372,866.17 0.18%
TRUIST FINANCIAL CORP Variable rate, due 06/09/2025 89788MAF9 12,000,000 $11,965,037.28 0.18%
WASTE MANAGEMENT INC 3.125%, due 03/01/2025 94106LBA6 12,296,000 $12,047,613.54 0.18%
WEC ENERGY GROUP INC 5%, due 09/27/2025 92939UAH9 11,892,000 $11,865,100.06 0.18%
AMERICAN EXPRESS CO N/C, 3.375%, due 05/03/2024 025816CV9 11,165,000 $11,117,217.82 0.17%
CVS HEALTH CORP 3.375%, due 08/12/2024 126650CF5 11,450,000 $11,328,002.43 0.17%
ELEVANCE HEALTH INC 2.375%, due 01/15/2025 036752AJ2 11,669,000 $11,358,085.45 0.17%
HYATT HOTELS CORP 5.375%, due 04/23/2025 448579AH5 11,169,000 $11,152,031.05 0.17%
MONDELEZ INTERNATIONAL 2.125%, due 03/17/2024 609207AZ8 11,330,000 $11,303,363.63 0.17%
CRH AMERICA FINANCE INC 0%, due 03/07/2024 12636CC73 10,500,000 $10,475,845.70 0.16%
ENERGY TRANSFER LP 4.50%, due 04/15/2024 29278NAH6 10,679,000 $10,659,720.02 0.16%
JDE PEET'S NV 0.80%, due 09/24/2024 47216QAA1 11,000,000 $10,679,579.57 0.16%
MARRIOTT INTERNATIONAL 3.60%, due 04/15/2024 571900BB4 11,016,000 $10,986,259.78 0.16%
Mercedes-Benz Auto Lease Trust Series 2023-A, Class A3, 4.74%, due 01/15/2027 58768RAC4 10,500,000 $10,436,606.25 0.16%
NETFLIX INC 5.875%, due 02/15/2025 64110LAL0 10,366,000 $10,427,906.06 0.16%
ABBVIE INC 3.60%, due 05/14/2025 00287YAQ2 10,000,000 $9,813,361.30 0.15%
ALIMENTATION COUCHE-TARD 0%, due 03/08/2024 01626UC86 10,000,000 $9,975,462.90 0.15%
AMERICAN HONDA FINANCE 0%, due 03/12/2024 02665JCC2 10,000,000 $9,969,060.30 0.15%
AON CORP 0%, due 03/08/2024 03739NC82 10,000,000 $9,975,599.90 0.15%
ARROW ELECTRONICS INC 0%, due 03/01/2024 04273LC11 10,000,000 $9,985,486.00 0.15%
AT&T INC N/C, Variable rate, due 06/12/2024 00206RGD8 10,000,000 $10,029,272.80 0.15%
BACARDI LTD 4.45%, due 05/15/2025 067316AE9 10,000,000 $9,859,596.80 0.15%
BACARDI-MARTINI BV 0%, due 02/28/2024 05634EBU5 10,000,000 $9,989,186.70 0.15%
BANK OF MONTREAL N/C, Variable rate, due 07/09/2024 06367WYQ0 10,000,000 $10,004,490.80 0.15%
BAXTER INTERNATIONAL INC N/C, Variable rate, due 11/29/2024 071813DB2 10,000,000 $10,009,621.00 0.15%
BRISTOL-MYERS SQUIBB CO 2.90%, due 07/26/2024 110122CM8 10,066,000 $9,955,934.93 0.15%
CANADIAN NATURAL RESOURCES 0%, due 02/26/2024 13638WBS0 10,000,000 $9,991,989.60 0.15%
CENTERPOINT ENERGY INC 0%, due 03/05/2024 1518T2C51 10,000,000 $9,980,331.80 0.15%
CONAGRA BRANDS INC 4.60%, due 11/01/2025 205887CB6 10,000,000 $9,871,617.60 0.15%
CRH AMERICA FINANCE INC 0%, due 05/10/2024 12636CEA4 10,000,000 $9,878,217.00 0.15%
CROWN CASTLE INC. 0%, due 02/22/2024 22823PBN2 10,000,000 $9,998,375.00 0.15%
Dell Equipment Finance Trust Series 2023-1, Class A2, 5.65%, due 09/28/2028 24702HAC7 10,013,616 $10,017,951.69 0.15%
JPMORGAN CHASE & CO Variable rate, due 01/23/2028 46647PEA0 10,000,000 $9,993,437.01 0.15%
JPMORGAN CHASE & CO Variable rate, due 06/01/2025 46647PCG9 10,000,000 $10,004,383.00 0.15%
KEURIG DR PEPPER INC 0%, due 03/07/2024 49271JC70 10,000,000 $9,976,890.90 0.15%
L3HARRIS TECHNOLOGIES INC 0%, due 03/11/2024 50248BCB6 10,000,000 $9,970,685.70 0.15%
L3HARRIS TECHNOLOGIES INC 0%, due 03/12/2024 50248BCC4 10,000,000 $9,968,777.80 0.15%
MARRIOTT INTERNATIONAL 0%, due 04/18/2024 57163TDJ5 10,000,000 $9,912,600.00 0.15%
MONDELEZ INTL HLDINGS NLD 4.25%, due 09/15/2025 60920LAS3 9,955,000 $9,805,112.65 0.15%
NUTRIEN LTD 0%, due 02/28/2024 67077UBU3 10,000,000 $9,989,164.90 0.15%
PPG INDUSTRIES INC 0%, due 03/05/2024 69350AC55 10,000,000 $9,979,969.00 0.15%
ROYAL BANK OF CANADA N/C, 5.66%, due 10/25/2024 78016FZR8 10,000,000 $10,017,133.00 0.15%
SUMITOMO MITSUI TRUST BANK LTD N/C, Variable rate, due 09/16/2024 86563VAX7 10,000,000 $10,004,217.30 0.15%
SUNCOR ENERGY INC 0%, due 02/22/2024 86723ABN1 10,000,000 $9,998,438.10 0.15%
TARGA RESOURCES CORP 0%, due 03/01/2024 87613EC11 10,000,000 $9,984,572.30 0.15%
TORONTO-DOMINION BANK N/C, Variable rate, due 03/08/2024 89114TZS4 10,000,000 $10,002,697.00 0.15%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/13/2024 89236TJP1 10,000,000 $10,005,794.40 0.15%
VERIZON COMMUNICATIONS 3.376%, due 02/15/2025 92343VEN0 10,000,000 $9,811,550.29 0.15%
VW CREDIT INC 0%, due 03/22/2024 91842JCN7 10,000,000 $9,953,992.90 0.15%
WELLS FARGO & COMPANY 3.30%, due 09/09/2024 94974BGA2 10,160,000 $10,051,265.44 0.15%
WESTERN MIDSTREAM OPERATING 0%, due 03/04/2024 95866WC42 10,000,000 $9,979,500.30 0.15%
AMSR Trust Series 2020-SFR1, Class A, 1.819%, due 04/17/2037 00180AAA7 9,750,644 $9,349,946.35 0.14%
BANK OF NEW YORK MELLON Variable rate, due 11/21/2025 06405LAC5 9,612,000 $9,605,481.81 0.14%
Citigroup Commercial Mortgage Trust Series 2014-GC23, Class A3, 3.356%, due 07/10/2047 17322VAS5 9,632,589 $9,553,497.89 0.14%
FIFTH THIRD BANK Variable rate, due 10/27/2025 31677QBT5 9,210,000 $9,199,622.73 0.14%
HCA INC 5.875%, due 02/15/2026 404119BS7 9,000,000 $9,056,097.81 0.14%
John Deere Owner Trust Series 2023-A, Class A2, 5.28%, due 03/16/2026 47800CAB2 9,149,746 $9,133,839.51 0.14%
MONDELEZ INTL HLDINGS NLD 1.25%, due 09/24/2026 60920LAR5 10,000,000 $9,068,197.10 0.14%
ORACLE CORP 2.65%, due 07/15/2026 68389XBM6 10,000,000 $9,456,009.00 0.14%
US BANCORP Variable rate, due 01/27/2028 91159HJC5 10,000,000 $9,184,433.60 0.14%
VERIZON COMMUNICATIONS 2.625%, due 08/15/2026 92343VDD3 10,000,000 $9,463,999.90 0.14%
BANK OF AMERICA CORP Variable rate, due 10/01/2025 06051GGT0 8,964,000 $8,819,085.65 0.13%
BAXTER INTERNATIONAL INC 1.322%, due 11/29/2024 071813CH0 9,177,000 $8,879,547.00 0.13%
MERCEDES-BENZ AUTO RECEIVABLES TRUST Series 2022-1, Class A3, 5.21%, due 08/16/2027 58768PAC8 8,450,000 $8,458,688.29 0.13%
VIRGINIA ELEC & POWER CO 3.10%, due 05/15/2025 927804FS8 8,775,000 $8,548,282.61 0.13%
BANK OF NOVA SCOTIA N/C, Variable rate, due 07/31/2024 0641596F8 8,000,000 $8,006,418.96 0.12%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 8,000,000 $7,818,408.81 0.12%
DELL INT LLC / EMC CORP 4%, due 07/15/2024 24703TAB2 8,388,000 $8,328,601.63 0.12%
ENBRIDGE INC 3.50%, due 06/10/2024 29250NAH8 8,092,000 $8,036,613.74 0.12%
INTERCONTINENTALEXCHANGE 0%, due 02/27/2024 45856WBT5 8,000,000 $7,992,595.12 0.12%
PNC FINANCIAL SERVICES Variable rate, due 01/21/2028 693475BV6 8,000,000 $8,015,128.56 0.12%
ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2024 78016EZV2 8,000,000 $8,006,403.68 0.12%
AMERICAN EXPRESS CO Variable rate, due 02/16/2028 025816DP1 7,222,000 $7,230,831.35 0.11%
AMERICAN EXPRESS CO Variable rate, due 10/30/2026 025816DL0 6,956,000 $7,075,542.96 0.11%
Ford Credit Auto Owner Trust Series 2023-A, Class A2A, 5.78%, due 03/15/2026 344928AB2 7,698,441 $7,680,381.19 0.11%
GM Financial Automobile Leasing Trust Series 2023-2, Class A2A, 5.44%, due 10/20/2025 362548AB5 7,046,449 $7,039,620.73 0.11%
GS Mortgage Securities Trust Series 2014-GC24, Class A4, 3.666%, due 09/10/2047 36253GAD4 7,418,986 $7,338,410.96 0.11%
THOMSON REUTERS CORP 3.35%, due 05/15/2026 884903BV6 7,717,000 $7,411,944.06 0.11%
Verizon Master Trust Series 2024-1, Class A1A, 5.04%, due 12/20/2028 92348KCL5 7,500,000 $7,491,699.00 0.11%
AMGEN INC 5.507%, due 03/02/2026 031162DN7 7,000,000 $6,999,972.91 0.10%
HYUNDAI CAPITAL AMERICA 1%, due 09/17/2024 44891ABY2 7,000,000 $6,814,230.43 0.10%
JABIL INC 0%, due 02/22/2024 46652LBN6 6,700,000 $6,698,883.31 0.10%
John Deere Owner Trust Series 2022-C, Class A2, 4.98%, due 08/15/2025 47800BAB4 6,712,391 $6,703,981.28 0.10%
Kubota Credit Owner Trust Series 2024-1A, Class A2, 5.39%, due 01/15/2027 50117BAB6 7,000,000 $7,001,442.70 0.10%
MARSH & MCLENNAN COS INC 3.50%, due 03/10/2025 571748AX0 6,642,000 $6,527,390.56 0.10%
MET LIFE GLOBAL FUNDING I N/C, Variable rate, due 09/27/2024 59217GEQ8 7,000,000 $7,004,840.43 0.10%
ROCHE HOLDINGS INC 0.45%, due 03/05/2024 771196BQ4 6,600,000 $6,588,835.77 0.10%
Toyota Auto Receivables Owner Trust Series 2023-D, Class A3, 5.54%, due 08/15/2028 89239FAD4 6,500,000 $6,583,483.40 0.10%
UNITEDHEALTH GROUP INC 0.55%, due 05/15/2024 91324PEB4 6,591,000 $6,517,259.63 0.10%
BANK OF AMERICA CORP Variable rate, due 01/23/2026 06051GGZ6 6,004,000 $5,884,759.90 0.09%
BMW US CAPITAL LLC Variable rate, due 04/01/2024 05565EBN4 6,159,000 $6,162,163.08 0.09%
FED CAISSES DESJARDINS Variable rate, due 05/21/2024 31429KAF0 6,200,000 $6,203,157.10 0.09%
KEURIG DR PEPPER INC 0%, due 03/05/2024 49271JC54 5,800,000 $5,788,541.64 0.09%
MARSH & MCLENNAN COS INC 3.50%, due 06/03/2024 571748AV4 5,906,000 $5,871,966.14 0.09%
PARKER-HANNIFIN CORP 3.30%, due 11/21/2024 70109HAL9 6,376,000 $6,267,005.98 0.09%
AT&T INC 0.90%, due 03/25/2024 00206RMJ8 5,520,000 $5,496,961.73 0.08%
CARRIER GLOBAL CORP 5.80%, due 11/30/2025 14448CAT1 5,000,000 $5,040,163.25 0.08%
GE HEALTHCARE TECH INC 5.60%, due 11/15/2025 36267VAD5 5,000,000 $5,023,538.95 0.08%
MICROCHIP TECHNOLOGY INC 0.983%, due 09/01/2024 595017BC7 5,820,000 $5,681,212.90 0.08%
MOLSON COORS BEVERAGE CO 3%, due 07/15/2026 60871RAG5 5,346,000 $5,105,765.62 0.08%
THE CIGNA GROUP 3.25%, due 04/15/2025 125523AV2 5,574,000 $5,442,956.26 0.08%
THE CIGNA GROUP 5.685%, due 03/15/2026 125523CR9 5,257,000 $5,255,933.09 0.08%
VOLKSWAGEN GROUP AMERICA 5.80%, due 09/12/2025 928668BU5 5,000,000 $5,026,899.10 0.08%
WASTE MANAGEMENT INC 3.50%, due 05/15/2024 94106LAZ2 5,412,000 $5,384,019.37 0.08%
AMSR Trust Series 2020-SFR2, Class A, 1.632%, due 07/17/2037 00178UAA7 4,825,000 $4,575,434.60 0.07%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 5,000,000 $5,004,047.80 0.07%
BANK OF NY MELLON CORP Variable rate, due 04/26/2027 06406RBQ9 5,000,000 $4,983,992.25 0.07%
BANQUE FEDERATIVE DU CREDIT MUTUEL N/C, Variable rate, due 02/04/2025 06675FAW7 5,000,000 $5,000,188.15 0.07%
BOSTON SCIENTIFIC CORP 3.45%, due 03/01/2024 101137AV9 4,974,000 $4,971,924.65 0.07%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A1, Variable rate, due 02/25/2049 10569TAA6 5,121,991 $4,550,856.44 0.07%
CANADIAN PACIFIC RAILWAY 1.35%, due 12/02/2024 13645RBD5 5,000,000 $4,841,847.20 0.07%
DANSKE BANK A/S 0.976%, due 09/10/2025 23636ABA8 5,000,000 $4,860,133.90 0.07%
INFOR INC 1.75%, due 07/15/2025 45674CAA1 5,000,000 $4,724,949.70 0.07%
JPMORGAN CHASE & CO N/C, 3.875%, due 09/10/2024 46625HJY7 4,900,000 $4,853,431.38 0.07%
JPMORGAN CHASE & CO Variable rate, due 04/26/2026 46647PCZ7 5,000,000 $4,920,453.45 0.07%
MACQUARIE GROUP LTD Variable rate, due 10/14/2025 55608JBB3 5,000,000 $4,988,428.10 0.07%
NATIONAL BANK OF CANADA N/C, Variable rate, due 08/06/2024 63307A2Q7 5,000,000 $5,004,973.95 0.07%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 06/06/2024 64953BAX6 5,000,000 $5,003,457.65 0.07%
PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 08/23/2024 74256LER6 5,000,000 $5,001,619.55 0.07%
RYDER SYSTEM INC 0%, due 02/23/2024 78355ABP8 5,000,000 $4,998,455.65 0.07%
SPECTRA ENERGY PARTNERS 3.50%, due 03/15/2025 84756NAF6 4,476,000 $4,385,057.57 0.07%
STRYKER CORP 3.375%, due 11/01/2025 863667AH4 5,143,000 $5,005,117.51 0.07%
UBS AG LONDON N/C, Variable rate, due 08/09/2024 902674YL8 5,000,000 $5,006,606.05 0.07%
World Omni Auto Receivables Trust Series 2022-C, Class A2, 4.21%, due 03/16/2026 98163TAB9 4,797,035 $4,773,574.58 0.07%
BANK OF AMERICA CORP Variable rate, due 07/22/2026 06051GLA5 4,300,000 $4,271,342.78 0.06%
CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 12557LBK0 4,407,992 $4,190,794.82 0.06%
CONAGRA BRANDS INC 5.30%, due 10/01/2026 205887CJ9 4,000,000 $4,015,147.84 0.06%
Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 12596XAA0 3,979,436 $3,691,156.01 0.06%
Credit Suisse Mortgage Trust Series 2020-NQM1, Class A1, Variable rate, due 05/25/2065 126401AA6 4,070,158 $3,716,013.71 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K038, Class A2, 3.389%, due 03/25/2024 3137BBBD1 4,018,375 $4,001,102.07 0.06%
FISERV INC 3.85%, due 06/01/2025 337738AP3 4,000,000 $3,922,096.52 0.06%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYQ1 4,000,000 $4,000,979.44 0.06%
HOWMET AEROSPACE INC 6.875%, due 05/01/2025 443201AA6 4,000,000 $4,048,960.00 0.06%
SABINE PASS LIQUEFACTION 5.75%, due 05/15/2024 785592AJ5 4,100,000 $4,098,090.10 0.06%
CENTERPOINT ENERGY INC Variable rate, due 05/13/2024 15189TAZ0 3,534,000 $3,534,300.81 0.05%
Ford Credit Auto Owner Trust Series 2022-C, Class A3, 4.48%, due 12/15/2026 34535AAD2 3,700,000 $3,673,628.99 0.05%
GM Financial Securitized Term Auto Receivables Tr Series 2023-2, Class A3, 4.47%, due 02/16/2028 362583AD8 3,315,000 $3,282,703.94 0.05%
HUNTINGTON NATIONAL BANK Variable rate, due 11/18/2025 44644MAH4 3,165,000 $3,141,349.89 0.05%
JP Morgan Mortgage Trust Series 2020-2, Class A11, Variable rate, due 07/25/2050 46591TBB9 3,311,273 $3,210,118.37 0.05%
TORONTO-DOMINION BANK 2.35%, due 03/08/2024 89114TZR6 3,374,000 $3,369,599.66 0.05%
Toyota Auto Receivables Owner Trust Series 2023-B, Class A3, 4.71%, due 02/15/2028 891941AD8 3,212,000 $3,190,648.87 0.05%
WESTLAKE CORP 0.875%, due 08/15/2024 960413AX0 3,140,000 $3,067,036.07 0.05%
BRIGHTHSE FIN GLBL FUND N/C, Variable rate, due 04/12/2024 10921U2B3 3,000,000 $3,002,354.64 0.04%
COLT Funding LLC Series 2020-2R, Class A1, Variable rate, due 10/26/2065 12656GAA4 2,938,504 $2,635,444.41 0.04%
ELEVANCE HEALTH INC 5.35%, due 10/15/2025 036752AV5 2,455,000 $2,461,436.55 0.04%
Ford Credit Auto Owner Trust Series 2023-A, Class A3, 4.65%, due 02/15/2028 344928AD8 2,375,000 $2,355,782.45 0.04%
Freddie Mac Series 4671, Class CA, 3.50%, due 08/15/2043 3137BW2C7 2,556,770 $2,512,137.57 0.04%
Honda Auto Receivables Owner Trust Series 2022-2, Class A2, 3.81%, due 03/18/2025 43815PAB5 2,401,081 $2,395,126.98 0.04%
JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 46651GAL3 2,835,770 $2,695,868.67 0.04%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 03/08/2024 654740BR9 3,000,000 $3,000,167.19 0.04%
Chase Auto Owner Trust Series 2022-AA, Class A2, 4.21%, due 10/27/2025 16144JAB7 2,243,115 $2,240,093.32 0.03%
FLORIDA POWER & LIGHT CO 3.25%, due 06/01/2024 341081FK8 2,000,000 $1,986,617.90 0.03%
GCAT Series 2020-NQM1, Class A1, Variable rate, due 01/25/2060 36167FAA7 2,445,126 $2,330,704.67 0.03%
JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 46591DBF5 2,331,633 $2,260,722.76 0.03%
Toyota Auto Receivables Owner Trust Series 2022-C, Class A2A, 4.19%, due 08/15/2025 89231CAB3 2,050,763 $2,043,531.51 0.03%
World Omni Auto Receivables Trust Series 2022-B, Class A2A, 2.77%, due 10/15/2025 98163QAB5 1,719,727 $1,714,031.14 0.03%
Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 3136AJSW7 1,620,443 $1,559,685.16 0.02%
Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 3136ANVJ3 1,233,858 $1,186,236.63 0.02%
Fannie Mae Series 2017-18, Class VB, 3%, due 05/25/2040 3136AVPW3 1,081,794 $1,069,313.93 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KL1E, Class A1E, 2.835%, due 02/25/2027 3137BYLB4 1,600,058 $1,539,575.67 0.02%
Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 67113CAL0 1,645,256 $1,557,792.57 0.02%
QORVO INC 1.75%, due 12/15/2024 74739DAB0 1,727,000 $1,674,090.56 0.02%
UNION PACIFIC CORP 3.75%, due 03/15/2024 907818DV7 1,539,000 $1,537,175.48 0.02%
CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 12555DAB1 1,018,663 $986,966.55 0.01%
CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 12554TAL5 574,969 $558,274.91 0.01%
FHLMC Multifamily Structured Pass Through Certs. Series K046, Class A1, 2.697%, due 01/25/2025 3137BJP56 649,244 $645,942.85 0.01%
Flagship Credit Auto Trust Series 2021-3, Class A, 0.36%, due 07/15/2027 33846QAA9 910,773 $902,515.73 0.01%
GEORGIA POWER CO 5.004%, due 02/23/2027 373334KV2 435,000 $435,000.00 0.01%
MVW Owner Trust Series 2018-1A, Class A, 3.45%, due 01/21/2036 62848BAA9 989,010 $978,240.60 0.01%
NETFLIX INC 5.75%, due 03/01/2024 64110LAG1 1,000,000 $1,000,090.54 0.01%
Starwood Mortgage Residential Trust Series 2020-1, Class A1, Variable rate, due 02/25/2050 85573AAA3 898,299 $844,352.04 0.01%
STATE STREET CORP Variable rate, due 01/26/2026 857477BZ5 566,000 $563,224.68 0.01%
TOYOTA MOTOR CREDIT CORP N/C, 2.50%, due 03/22/2024 89236TJX4 1,000,000 $997,596.33 0.01%
Verus Securitization Trust Series 2019-4, Class A2, Variable rate, due 11/25/2059 92537KAB0 1,021,416 $993,182.67 0.01%
Verus Securitization Trust Series 2019-INV2, Class A2, Variable rate, due 07/25/2059 92537HAB7 484,711 $465,480.97 0.01%
Verus Securitization Trust Series 2020-4, Class A2, Variable rate, due 05/25/2065 92538LAB7 733,432 $693,739.10 0.01%
Westlake Automobile Receivables Trust Series 2022-1A, Class A3, 2.30%, due 07/15/2025 96042WAD9 429,105 $428,139.80 0.01%
Fannie Mae FN AE0812, 5%, due 07/01/2025 31419A3W5 2,325 $2,303.52 0.00%
Fannie Mae FN AL5764, 5%, due 09/01/2025 3138ENMN6 1,210 $1,198.68 0.00%
Fannie Mae FN AL5812, 5.50%, due 05/01/2025 3138ENN62 1 $1.13 0.00%
Fannie Mae FN AL6212, 4.50%, due 01/01/2027 3138EN3W7 346 $343.45 0.00%
Fannie Mae FN AL6798, 5%, due 09/01/2025 3138EPRU0 1,488 $1,474.50 0.00%
Fannie Mae FN BM1299, 5%, due 03/01/2027 3140J5NR6 14,446 $14,310.59 0.00%
Freddie Mac FG G15435, 5%, due 11/01/2024 3128MEHL8 122 $121.07 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 176 $174.32 0.00%
Freddie Mac FG G15874, 5%, due 06/01/2026 3128MEXB2 453 $448.84 0.00%
GM Financial Securitized Term Auto Receivables Tr Series 2022-2, Class A2, 2.52%, due 05/16/2025 362585AB7 211,197 $211,196.70 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 281 $279.39 0.00%
JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 46591KAZ6 182,302 $173,300.08 0.00%
JP Morgan Mortgage Trust Series 2019-LTV3, Class A, Variable rate, due 03/25/2050 46651HBC0 195,903 $194,642.91 0.00%
JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 46591NBC0 308,042 $305,361.38 0.00%
Residential Mortgage Loan Trust Series 2019-3, Class A2, Variable rate, due 09/25/2059 76119NAB3 165,533 $161,733.87 0.00%
US Dollar $USD -133,577,896 ($133,577,896.31) -1.99%
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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