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First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 2/8/2023

Total Number of Holdings (excluding cash): 590

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 2.50%, due 01/31/2024 9128285Z9 100,000,000 $97,699,934.00 1.25%
U.S. Treasury Note, 2.50%, due 08/15/2023 912828VS6 85,000,000 $83,976,139.30 1.07%
U.S. Treasury Note, 1.75%, due 05/15/2023 912828VB3 60,000,000 $59,536,712.40 0.76%
U.S. Treasury Note, 2.50%, due 03/31/2023 9128284D9 60,000,000 $59,819,739.60 0.76%
BAYER US FINANCE II LLC 3.875%, due 12/15/2023 07274NAE3 41,160,000 $40,720,996.08 0.52%
JOHNSON & JOHNSON 3.375%, due 12/05/2023 478160BH6 40,964,000 $40,666,753.34 0.52%
AMERICAN ELEC POWER CO 0%, due 02/09/2023 0255E3P93 40,000,000 $40,000,000.00 0.51%
AMERISOURCEBERGEN CORP 0%, due 02/09/2023 03077XP94 40,000,000 $40,000,000.00 0.51%
FHLMC Multifamily Structured Pass Through Certs. Series K032, Class A2, Variable rate, due 05/25/2023 3137B4GY6 40,507,477 $40,240,881.01 0.51%
FMC CORP 0%, due 02/09/2023 34410XP95 40,000,000 $40,000,000.00 0.51%
MCKESSON CORP 0%, due 02/10/2023 58155LPA6 40,250,000 $40,244,676.13 0.51%
MONDELEZ INTERNATIONAL 0%, due 02/09/2023 60920WP95 40,000,000 $40,000,000.00 0.51%
FHLMC Multifamily Structured Pass Through Certs. Series K034, Class A2, Variable rate, due 07/25/2023 3137B5JM6 39,727,511 $39,414,283.60 0.50%
TRANSCANADA PIPELINES 3.75%, due 10/16/2023 89352HAK5 36,500,000 $36,220,212.90 0.46%
WASTE MANAGEMENT INC 0%, due 02/16/2023 94107NPG3 35,000,000 $34,967,510.55 0.45%
ABBVIE INC 2.85%, due 05/14/2023 00287YAX7 34,847,000 $34,657,164.00 0.44%
ENTERPRISE PRODUCTS OPERATING LLC 3.35%, due 03/15/2023 29379VAZ6 34,670,000 $34,625,267.71 0.44%
MARTIN MARIETTA MATERIALS 0.65%, due 07/15/2023 573284AY2 35,060,000 $34,406,304.19 0.44%
ROPER TECHNOLOGIES INC 3.65%, due 09/15/2023 776743AE6 34,542,000 $34,242,127.42 0.44%
AETNA INC 2.80%, due 06/15/2023 00817YAV0 34,315,000 $34,059,163.49 0.43%
ORACLE CORP 2.625%, due 02/15/2023 68389XBR5 33,959,000 $33,948,590.22 0.43%
CABOT CORP 0%, due 02/09/2023 12705XP95 32,700,000 $32,700,000.00 0.42%
GILEAD SCIENCES INC 2.50%, due 09/01/2023 375558BL6 33,756,000 $33,280,302.35 0.42%
CITIGROUP INC Variable rate, due 06/01/2024 172967LZ2 31,969,000 $31,837,464.18 0.41%
FISERV INC 3.80%, due 10/01/2023 337738AQ1 32,712,000 $32,431,158.99 0.41%
HUMANA INC 0.65%, due 08/03/2023 444859BP6 33,000,000 $32,296,281.94 0.41%
NORTHROP GRUMMAN CORP 3.25%, due 08/01/2023 666807BG6 32,443,000 $32,183,929.67 0.41%
SEMPRA ENERGY 0%, due 02/14/2023 81686NPE4 32,000,000 $31,979,073.92 0.41%
VULCAN MATERIALS CO 0%, due 02/09/2023 92919UP95 31,911,000 $31,911,000.00 0.41%
CIGNA CORP 3.75%, due 07/15/2023 125523AF7 31,381,000 $31,200,196.49 0.40%
FHLMC Multifamily Structured Pass Through Certs. Series K036, Class A2, Variable rate, due 10/25/2023 3137B7MZ9 31,942,295 $31,589,345.86 0.40%
FIDELITY NATL INFO SERV 0.375%, due 03/01/2023 31620MBP0 31,545,000 $31,465,896.81 0.40%
HEINEKEN NV 2.75%, due 04/01/2023 423012AD5 31,632,000 $31,519,952.18 0.40%
NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 65339KBU3 31,686,000 $31,614,991.06 0.40%
REPUBLIC SERVICES INC 4.75%, due 05/15/2023 760759AM2 31,182,000 $31,164,359.10 0.40%
ASTRAZENECA PLC 0%, due 03/13/2023 04635RQD0 30,500,000 $30,372,479.81 0.39%
L3HARRIS TECH INC 3.85%, due 06/15/2023 502431AJ8 30,458,000 $30,325,762.94 0.39%
THERMO FISHER SCIENTIFIC 0.797%, due 10/18/2023 883556CP5 31,576,000 $30,666,490.27 0.39%
ALIMENTATION COUCHE-TARD 0%, due 03/16/2023 01626VQG1 30,000,000 $29,857,473.60 0.38%
BAXTER INTERNATIONAL 0%, due 02/23/2023 0718A3PP8 30,000,000 $29,943,997.50 0.38%
CANADIAN NATURAL RESOURCES 0%, due 02/24/2023 13638XPQ7 30,000,000 $29,935,166.10 0.38%
CONAGRA BRANDS INC 0%, due 02/09/2023 20600HP99 30,000,000 $30,000,000.00 0.38%
CONSTELLATION BRANDS INC 0%, due 02/24/2023 21037DPQ1 30,000,000 $29,936,020.50 0.38%
CONSTELLATION EN GEN LLC 0%, due 02/09/2023 21038QP99 30,000,000 $30,000,000.00 0.38%
EASTMAN CHEMICAL CO 0%, due 02/10/2023 27743KPA2 30,000,000 $29,996,015.70 0.38%
ENTERGY CORP 0%, due 02/09/2023 29366GP96 30,000,000 $30,000,000.00 0.38%
EXELON CORPORATION 0%, due 02/09/2023 3016A3P90 30,000,000 $30,000,000.00 0.38%
GENERAL DYNAMICS CORP 0%, due 03/29/2023 36955EQV3 30,000,000 $29,803,973.40 0.38%
JPMORGAN CHASE & CO Variable rate, due 07/23/2024 46647PAU0 30,157,000 $29,974,932.23 0.38%
MCCORMICK & COMPANY INC 0%, due 03/09/2023 57978DQ93 30,000,000 $29,888,000.10 0.38%
MCKESSON CORP 3.796%, due 03/15/2024 581557BE4 30,090,000 $29,679,191.46 0.38%
SHIRE ACQ INV IRELAND DA 2.875%, due 09/23/2023 82481LAC3 30,393,000 $29,959,602.50 0.38%
SOUTHERN CALIF EDISON CO 0%, due 02/09/2023 8424C1P93 30,000,000 $30,000,000.00 0.38%
WASTE MANAGEMENT INC 0%, due 02/09/2023 94107NP99 30,000,000 $30,000,000.00 0.38%
WEC ENERGY GROUP INC 0%, due 02/09/2023 92930WP96 30,000,000 $30,000,000.00 0.38%
AMERISOURCEBERGEN CORP 0.737%, due 03/15/2023 03073EAS4 29,271,000 $29,151,669.15 0.37%
CVS HEALTH CORPORATION 4%, due 12/05/2023 126650CC2 29,320,000 $29,140,725.20 0.37%
JPMORGAN CHASE & CO Variable rate, due 04/23/2024 46647PAP1 29,162,000 $29,052,928.88 0.37%
ROYALTY PHARMA PLC 0.75%, due 09/02/2023 78081BAG8 30,000,000 $29,227,417.50 0.37%
ILLUMINA INC 0.55%, due 03/23/2023 452327AL3 28,505,000 $28,353,874.77 0.36%
FHLMC Multifamily Structured Pass Through Certs. Series K035, Class A2, Variable rate, due 08/25/2023 3137B5KW2 27,275,976 $27,044,828.67 0.34%
NORFOLK SOUTHERN CORP 2.903%, due 02/15/2023 655844BL1 26,512,000 $26,501,502.58 0.34%
VW CREDIT INC 0%, due 03/14/2023 91842KQE9 26,850,000 $26,726,322.19 0.34%
WASTE MANAGEMENT INC 2.40%, due 05/15/2023 94106LBD0 26,631,000 $26,460,435.10 0.34%
BANK OF AMERICA CORP Variable rate, due 03/05/2024 06051GHF9 25,589,000 $25,566,403.64 0.33%
FISERV INC 0%, due 02/10/2023 33774LPA0 26,000,000 $25,996,647.04 0.33%
GEORGIA POWER CO 2.10%, due 07/30/2023 373334KM2 26,335,000 $25,968,579.02 0.33%
GOLDMAN SACHS GROUP INC 3%, due 03/15/2024 38141GZP2 26,844,000 $26,244,742.87 0.33%
KINDER MORGAN INC 5.625%, due 11/15/2023 49456BAB7 25,720,000 $25,729,902.20 0.33%
ORACLE CORP 3.40%, due 07/08/2024 68389XAU9 26,678,000 $26,067,674.32 0.33%
TAKEDA PHARMACEUTICAL 4.40%, due 11/26/2023 874060AT3 26,320,000 $26,131,737.77 0.33%
AT&T INC 0%, due 02/13/2023 0020A3PD6 25,000,000 $24,986,898.25 0.32%
BANK OF NOVA SCOTIA N/C, Variable rate, due 04/15/2024 0641593W4 25,000,000 $24,997,402.75 0.32%
CANADIAN NATURAL RESOURCES 0%, due 02/23/2023 13638XPP9 25,000,000 $24,949,573.50 0.32%
CONSOLIDATED EDISON CO 0%, due 03/03/2023 20911MQ34 25,000,000 $24,927,424.75 0.32%
DOMINION ENERGY INC 0%, due 02/13/2023 2574P1PD8 25,000,000 $24,986,626.25 0.32%
FIDELITY NATL INFO SERV 0%, due 02/10/2023 31622GPA9 25,000,000 $24,996,682.50 0.32%
FISERV INC 0%, due 02/16/2023 33774LPG7 25,000,000 $24,977,156.50 0.32%
GLENCORE FUNDING LLC 0%, due 03/10/2023 37790BQA2 25,000,000 $24,904,333.25 0.32%
MCCORMICK & COMPANY INC 0%, due 02/17/2023 57978DPH6 25,000,000 $24,973,964.25 0.32%
NISOURCE INC 0%, due 02/09/2023 65478KP96 25,000,000 $25,000,000.00 0.32%
NUTRIEN LTD 0%, due 03/07/2023 67077VQ76 25,000,000 $24,913,159.75 0.32%
PLAINS ALL AMER PIPELINE 0%, due 02/09/2023 72650XP94 25,000,000 $25,000,000.00 0.32%
PUBLIC SERVICE ENTERPRISE 0.841%, due 11/08/2023 744573AT3 25,570,000 $24,865,627.30 0.32%
SKYWORKS SOLUTIONS INC 0.90%, due 06/01/2023 83088MAJ1 25,108,000 $24,738,836.57 0.32%
SUNCOR ENERGY INC 0%, due 03/27/2023 86723BQT0 25,000,000 $24,843,152.00 0.32%
TARGA RESOURCES CORP 0%, due 02/09/2023 87613LP94 25,000,000 $25,000,000.00 0.32%
THERMO FISHER SCIENTIFIC 0%, due 02/27/2023 88355MPT8 25,000,000 $24,940,491.50 0.32%
VMWARE INC 0.60%, due 08/15/2023 928563AG0 25,567,000 $24,953,903.87 0.32%
CIGNA CORP 3%, due 07/15/2023 125523BV1 24,205,000 $23,976,017.57 0.31%
CONSTELLATION EN GEN LLC 0%, due 02/27/2023 21038QPT5 24,089,000 $24,028,718.96 0.31%
GOLDMAN SACHS GROUP INC 3.625%, due 02/20/2024 38141GXE9 25,000,000 $24,644,520.51 0.31%
RAYTHEON TECH CORP 0%, due 02/21/2023 75513GPM2 24,000,000 $23,961,589.68 0.31%
SOUTHERN COMPANY 0%, due 02/24/2023 84262MPQ5 24,000,000 $23,951,993.52 0.31%
SVENSKA HANDELSBANKEN AB 0%, due 07/24/2023 86960KUQ3 25,000,000 $24,441,995.00 0.31%
U.S. Treasury Note, 2.875%, due 10/31/2023 9128285K2 25,000,000 $24,639,537.25 0.31%
Verizon Master Trust Series 2022-7, Class A1A, 5.23%, due 11/22/2027 92348KBC6 24,000,000 $24,151,483.20 0.31%
CROWN CASTLE INC. 0%, due 02/14/2023 22823QPE5 23,500,000 $23,482,807.64 0.30%
PENSKE TRUCK LEASING CO 0%, due 03/08/2023 70962BQ80 24,000,000 $23,912,676.48 0.30%
BANK OF AMERICA CORP Variable rate, due 07/23/2024 06051GHL6 23,004,000 $22,851,030.54 0.29%
FHLMC Multifamily Structured Pass Through Certs. Series K030, Class A2, Variable rate, due 04/25/2023 3137B3NA2 22,703,490 $22,604,082.57 0.29%
SEMPRA ENERGY 0%, due 02/09/2023 81686NP95 23,000,000 $23,000,000.00 0.29%
BROADCOM CRP / CAYMN FI 3.625%, due 01/15/2024 11134LAF6 22,166,000 $21,822,580.61 0.28%
CANADIAN NATURAL RESOURCES 0%, due 02/16/2023 13638XPG9 21,600,000 $21,578,510.59 0.28%
FHLMC Multifamily Structured Pass Through Certs. Series K031, Class A2, Variable rate, due 04/25/2023 3137B3NX2 22,177,906 $22,066,193.37 0.28%
O'REILLY AUTOMOTIVE INC 3.85%, due 06/15/2023 67103HAD9 22,327,000 $22,261,385.41 0.28%
UNION PACIFIC CORP 3.50%, due 06/08/2023 907818EU8 22,265,000 $22,165,857.74 0.28%
CONSTELLATION BRANDS INC 0%, due 02/14/2023 21037DPE8 21,000,000 $20,985,296.85 0.27%
GILEAD SCIENCES INC 0.75%, due 09/29/2023 375558BW2 21,854,000 $21,275,101.52 0.27%
ABBVIE INC 3.85%, due 06/15/2024 00287YCV9 20,612,000 $20,310,346.88 0.26%
ALABAMA POWER CO 3.55%, due 12/01/2023 010392FK9 20,305,000 $20,087,804.93 0.26%
AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 02665WDG3 20,000,000 $20,005,409.80 0.26%
ENERGY TRANSFER LP 5.875%, due 01/15/2024 29278NAM5 20,014,000 $20,092,375.22 0.26%
MORGAN STANLEY Variable rate, due 04/24/2024 61744YAQ1 20,762,000 $20,692,307.15 0.26%
NEXTERA ENERGY CAP HLDGS 0%, due 02/09/2023 65339NP99 20,000,000 $20,000,000.00 0.26%
NEXTERA ENERGY CAP HLDGS 0%, due 02/17/2023 65339NPH1 20,600,000 $20,578,630.59 0.26%
SVENSKA HANDELSBANKEN AB Variable rate, due 03/01/2023 86960LDB3 20,000,000 $19,999,400.00 0.26%
Verizon Master Trust Series 2022-3, Class A, 3.25%, due 05/20/2027 92348KAP8 20,862,000 $20,518,580.19 0.26%
ARROW ELECTRONICS INC 0%, due 02/15/2023 04273MPF4 20,000,000 $19,982,796.40 0.25%
AT&T INC 0%, due 02/15/2023 0020A3PF1 20,000,000 $19,984,177.20 0.25%
AT&T INC 0%, due 02/22/2023 0020A3PN4 20,000,000 $19,965,079.20 0.25%
BANK OF MONTREAL 4.25%, due 09/14/2024 06368LAP1 20,000,000 $19,754,097.00 0.25%
BECTON DICKINSON & CO 0%, due 02/27/2023 07588MPT7 20,000,000 $19,952,606.60 0.25%
CENTERPOINT ENERGY INC 0%, due 03/02/2023 1518T3Q21 20,000,000 $19,944,224.40 0.25%
CONSOLIDATED EDISON CO 0%, due 02/21/2023 20911MPM3 20,000,000 $19,968,773.60 0.25%
CONSTELLATION EN GEN LLC 0%, due 02/17/2023 21038QPH1 20,000,000 $19,977,715.80 0.25%
DTE ELECTRIC CO 0%, due 02/21/2023 23336KPM8 20,000,000 $19,968,797.80 0.25%
DUKE ENERGY CORP 3.75%, due 04/15/2024 26441CAN5 20,000,000 $19,701,851.80 0.25%
DUKE ENERGY CORPORATION 0%, due 02/10/2023 26244JPA1 20,000,000 $19,997,440.80 0.25%
ENBRIDGE US INC 0%, due 02/24/2023 29251VPQ3 20,000,000 $19,959,010.40 0.25%
ERAC USA FINANCE LLC 0%, due 02/21/2023 26882SPM2 20,000,000 $19,967,579.40 0.25%
GSK CONSUMER HEALTHCARE 0%, due 02/22/2023 36265PPN2 20,000,000 $19,964,437.60 0.25%
John Deere Owner Trust Series 2022-C, Class A2, 4.98%, due 08/15/2025 47800BAB4 20,000,000 $19,969,446.00 0.25%
MERCEDES-BENZ FIN NA 0%, due 02/10/2023 58768KPA7 20,000,000 $19,997,406.20 0.25%
MERCEDES-BENZ FIN NA 1.75%, due 03/10/2023 233851DY7 19,610,000 $19,560,624.57 0.25%
METROPOLITAN EDISON CO 3.50%, due 03/15/2023 591894BY5 19,800,000 $19,779,844.59 0.25%
NORTHROP GRUMMAN CORP 0%, due 02/10/2023 66681MPA0 20,000,000 $19,997,319.80 0.25%
PUBLIC SERVICE COLORADO 0%, due 02/13/2023 74444RPD5 20,000,000 $19,989,542.00 0.25%
SUNCOR ENERGY INC 0%, due 03/03/2023 86723BQ37 20,000,000 $19,940,666.20 0.25%
VULCAN MATERIALS CO 0%, due 02/28/2023 92919UPU8 20,000,000 $19,949,238.60 0.25%
VW CREDIT INC 0%, due 02/22/2023 91842KPN0 20,000,000 $19,964,734.60 0.25%
ASTRAZENECA FINANCE LLC 0.70%, due 05/28/2024 04636NAC7 19,780,000 $18,736,667.90 0.24%
BALTIMORE GAS & ELECTRIC 3.35%, due 07/01/2023 059165EF3 18,860,000 $18,722,438.37 0.24%
INFOR INC 1.45%, due 07/15/2023 45674CAB9 19,467,000 $19,064,325.87 0.24%
NUTRIEN LTD 1.90%, due 05/13/2023 67077MAV0 18,939,000 $18,775,051.90 0.24%
ROYAL BANK OF CANADA N/C, Variable rate, due 01/19/2024 78015K7M0 18,454,000 $18,432,472.67 0.24%
SUNCOR ENERGY INC 0%, due 02/09/2023 86723BP95 18,500,000 $18,500,000.00 0.24%
ALEXANDRIA REAL ESTATE EQUITIES 0%, due 02/09/2023 01527MP98 18,000,000 $18,000,000.00 0.23%
AMERICAN HONDA FINANCE 0%, due 04/10/2023 02665KRA7 18,000,000 $17,851,049.46 0.23%
COOPERATIEVE RABOBANK UA N/C, 3.875%, due 09/26/2023 74977RDE1 18,275,000 $18,131,765.67 0.23%
GLOBAL PAYMENTS INC 3.75%, due 06/01/2023 891906AB5 18,443,000 $18,350,765.25 0.23%
PUBLIC SERVICE COLORADO 0%, due 02/17/2023 74444RPH6 18,000,000 $17,981,346.96 0.23%
WILLIAMS COMPANIES INC 4.50%, due 11/15/2023 96950FAL8 18,413,000 $18,349,573.29 0.23%
ALIMENTATION COUCHE-TARD 0%, due 02/14/2023 01626VPE7 17,000,000 $16,988,818.76 0.22%
AMGEN INC 2.25%, due 08/19/2023 031162CH1 17,796,000 $17,550,106.44 0.22%
CABOT CORP 0%, due 02/28/2023 12705XPU8 17,000,000 $16,957,061.40 0.22%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 03/17/2023 13607GKW3 17,625,000 $17,635,316.27 0.22%
CENTERPOINT ENERGY RES 0.70%, due 03/02/2023 15189WAM2 17,033,000 $16,991,497.22 0.22%
CONAGRA BRANDS INC 0%, due 02/28/2023 20600HPU2 17,000,000 $16,953,733.48 0.22%
CROWN CASTLE INC 3.15%, due 07/15/2023 22822VAJ0 17,074,000 $16,922,371.44 0.22%
ENBRIDGE INC 4%, due 10/01/2023 29250NAF2 17,142,000 $17,005,724.87 0.22%
ENERGY TRANSFER LP 0%, due 02/09/2023 29277FP96 17,000,000 $17,000,000.00 0.22%
HUMANA INC 0%, due 04/06/2023 44486JR68 17,060,000 $16,924,599.73 0.22%
TARGA RESOURCES CORP 0%, due 02/10/2023 87613LPA1 16,900,000 $16,897,534.80 0.22%
WEC ENERGY GROUP INC 0.80%, due 03/15/2024 92939UAF3 17,749,000 $16,938,411.16 0.22%
MICROCHIP TECHNOLOGY INC 4.333%, due 06/01/2023 595017AP9 16,156,000 $16,101,906.49 0.21%
ORACLE CORP 2.40%, due 09/15/2023 68389XBL8 16,849,000 $16,560,003.42 0.21%
BALTIMORE GAS & ELECTRIC 0%, due 02/23/2023 05916SPP9 16,000,000 $15,970,069.44 0.20%
BANK OF MONTREAL N/C, 3.30%, due 02/05/2024 06367WHH9 16,043,000 $15,768,946.42 0.20%
BARCLAYS PLC Variable rate, due 05/16/2024 06738EBB0 15,623,000 $15,566,863.28 0.20%
CABOT CORP 0%, due 02/15/2023 12705XPF1 16,000,000 $15,987,186.40 0.20%
CONAGRA BRANDS INC 0%, due 02/21/2023 20600HPM0 16,000,000 $15,973,006.08 0.20%
CONSTELLATION BRANDS INC 3.60%, due 05/09/2024 21036PBM9 15,898,000 $15,606,955.80 0.20%
CONSTELLATION EN GEN LLC 0%, due 02/16/2023 21038QPG3 16,000,000 $15,984,587.36 0.20%
ELEVANCE HEALTH INC 3.50%, due 08/15/2024 94973VBJ5 15,787,000 $15,418,992.56 0.20%
INTL FLAVORS & FRAGRANCES 0%, due 02/28/2023 4595A3PU5 16,000,000 $15,954,775.20 0.20%
MARSH & MCLENNAN COS INC 3.875%, due 03/15/2024 571748BF8 15,503,000 $15,310,393.05 0.20%
MITSUBISHI UFJ TR&BK NY 0%, due 07/28/2023 60682XUU8 16,000,000 $15,627,790.56 0.20%
MONDELEZ INTERNATIONAL 0%, due 03/02/2023 60920WQ29 16,000,000 $15,955,339.20 0.20%
MUFG BANK LTD/NY 0%, due 07/20/2023 62479MUL5 16,000,000 $15,647,223.52 0.20%
NUTRIEN LTD 0%, due 03/02/2023 67077VQ27 16,000,000 $15,955,403.20 0.20%
PERKINELMER INC 0.55%, due 09/15/2023 714046AK5 16,000,000 $15,552,312.00 0.20%
SKANDINAV ENSKILDA BANK Variable rate, due 08/25/2023 83050WFG4 16,000,000 $16,000,000.00 0.20%
VOLKSWAGEN GROUP AMERICA 3.125%, due 05/12/2023 928668BD3 15,676,000 $15,596,334.25 0.20%
ABBOTT LABORATORIES 3.40%, due 11/30/2023 002824BE9 15,000,000 $14,800,579.80 0.19%
ABBVIE INC 3.75%, due 11/14/2023 00287YBC2 15,000,000 $14,867,322.60 0.19%
ALIMENTATION COUCHE-TARD 0%, due 03/02/2023 01626VQ22 15,000,000 $14,957,774.10 0.19%
ALLSTATE CORP 3.15%, due 06/15/2023 020002AZ4 15,035,000 $14,938,243.32 0.19%
ANZ NEW ZEALAND INTL LTD Variable rate, due 11/02/2023 00182HJQ6 15,000,000 $15,000,000.00 0.19%
BANK OF AMERICA CORP Variable rate, due 05/28/2024 06051GJX8 15,000,000 $14,946,750.00 0.19%
BANK OF MONTREAL CHICAGO N/C, Variable rate, due 07/03/2023 06367CWA1 15,000,000 $15,024,148.95 0.19%
BARCLAYS US CCP 0%, due 05/24/2023 06744GZT2 15,000,000 $14,789,814.60 0.19%
BAT INTL FINANCE PLC 0%, due 07/17/2023 05531NUH7 15,000,000 $14,656,575.30 0.19%
BMW Vehicle Lease Trust Series 2023-1, Class A3, 5.16%, due 11/25/2025 05593AAC3 15,000,000 $14,995,723.50 0.19%
BP CAPITAL MARKETS PLC 0%, due 02/21/2023 05568UPM2 15,000,000 $14,975,556.30 0.19%
BP CAPITAL MARKETS PLC 0%, due 02/22/2023 05568UPN0 15,000,000 $14,973,954.75 0.19%
BRISTOL-MYERS SQUIBB CO 3.25%, due 11/01/2023 110122AW8 15,126,000 $14,951,716.11 0.19%
BROWN-FORMAN CORPORATION 0%, due 02/10/2023 11563WPA7 15,000,000 $14,998,027.20 0.19%
CENTERPOINT ENERGY RESOURCES 0%, due 02/16/2023 15200LPG8 15,000,000 $14,986,035.75 0.19%
COMMONWEALTH BK AUSTRALIA Variable rate, due 05/02/2023 20272A2L9 15,000,000 $15,000,000.00 0.19%
CONSTELLATION BRANDS INC 0%, due 02/27/2023 21037DPT5 15,000,000 $14,961,522.00 0.19%
CROWN CASTLE INC. 0%, due 02/28/2023 22823QPU9 15,000,000 $14,958,462.30 0.19%
CROWN CASTLE INC. 0%, due 03/08/2023 22823QQ87 15,000,000 $14,939,731.95 0.19%
CSX CORP 3.40%, due 08/01/2024 126408HB2 15,000,000 $14,669,437.35 0.19%
DOMINION ENERGY INC 0%, due 02/14/2023 2574P1PE6 15,000,000 $14,989,934.25 0.19%
EASTMAN CHEMICAL CO 0%, due 02/16/2023 27743KPG9 15,000,000 $14,986,085.70 0.19%
ELEVANCE HEALTH INC 0.45%, due 03/15/2023 036752AQ6 15,134,000 $15,064,945.52 0.19%
ENBRIDGE US INC 0%, due 02/22/2023 29251VPN0 15,000,000 $14,973,756.45 0.19%
ENTERGY CORP 0%, due 02/14/2023 29366GPE5 15,000,000 $14,990,163.45 0.19%
ENTERGY CORP 0%, due 02/16/2023 29366GPG0 15,000,000 $14,985,700.05 0.19%
ENTERGY CORP 0%, due 02/23/2023 29366GPP0 15,000,000 $14,971,431.15 0.19%
FREMF Mortgage Trust Series 2013-K29, Class B, Variable rate, due 05/25/2046 30291JAJ2 15,364,000 $15,264,639.48 0.19%
GENERAL MOTORS FINL CO N/C, Variable rate, due 03/08/2024 37045XDF0 15,000,000 $14,916,700.35 0.19%
GLENCORE FUNDING LLC 0%, due 02/28/2023 37790BPU9 15,000,000 $14,961,208.50 0.19%
GSK CONSUMER HEALTHCARE 0%, due 02/15/2023 36265PPF9 15,000,000 $14,988,151.65 0.19%
HUMANA INC 0%, due 02/09/2023 44486JP94 15,000,000 $15,000,000.00 0.19%
HUMANA INC 0%, due 02/16/2023 44486JPG8 15,000,000 $14,985,810.15 0.19%
JABIL INC 0%, due 02/13/2023 46652MPD1 15,000,000 $14,991,197.25 0.19%
JABIL INC 0%, due 02/16/2023 46652MPG4 15,000,000 $14,984,597.55 0.19%
JABIL INC 0%, due 02/27/2023 46652MPT6 15,000,000 $14,960,469.15 0.19%
MEDTRONIC GLOB HLDS SCA 0%, due 02/09/2023 58507BP96 15,000,000 $15,000,000.00 0.19%
NATWEST MARKETS PLC Variable rate, due 08/12/2024 63906YAC2 14,885,000 $14,788,744.53 0.19%
NEXTERA ENERGY CAP HLDGS 0%, due 02/28/2023 65339NPU2 15,000,000 $14,962,346.10 0.19%
OKLAHOMA G&E CO 0.553%, due 05/26/2023 678858BW0 15,000,000 $14,806,836.75 0.19%
ORACLE CORP 0%, due 02/17/2023 6840C3PH0 15,000,000 $14,983,557.30 0.19%
PARKER-HANNIFIN CORP 0%, due 02/21/2023 70109MPM0 15,000,000 $14,976,288.75 0.19%
PARKER-HANNIFIN CORP 0%, due 05/01/2023 70109MS13 15,000,000 $14,833,586.10 0.19%
PUBLIC STORAGE Variable rate, due 04/23/2024 74460WAB3 15,190,000 $15,159,683.34 0.19%
RECKITT BENCKISER TSY 0%, due 02/28/2023 7562E1PU2 15,000,000 $14,962,211.40 0.19%
REPUBLIC SERVICES INC 0%, due 02/21/2023 76076GPM9 15,000,000 $14,975,233.65 0.19%
ROCKWELL AUTOMATION 0.35%, due 08/15/2023 773903AK5 15,000,000 $14,653,964.85 0.19%
ROYAL BANK OF CANADA NY N/C, Variable rate, due 03/16/2023 78012U6T7 15,000,000 $15,005,048.25 0.19%
ROYAL BANK OF CANADA Variable rate, due 03/24/2023 78014XHU4 15,000,000 $15,000,000.00 0.19%
SHERWIN-WILLIAMS CO 0%, due 02/22/2023 82434UPN1 15,000,000 $14,974,485.00 0.19%
SOUTHERN CAL EDISON N/C, Variable rate, due 04/03/2023 842400HA4 15,000,000 $15,004,523.10 0.19%
SUNCOR ENERGY INC 0%, due 02/17/2023 86723BPH7 15,188,000 $15,171,919.40 0.19%
THERMO FISHER SCIENTIFIC 0%, due 02/24/2023 88355MPQ4 15,000,000 $14,970,245.70 0.19%
TORONTO DOMINION BANK NY Variable rate, due 02/27/2023 89114WXW0 15,000,000 $15,002,667.60 0.19%
TRANSCANADA PIPELINES 0%, due 02/24/2023 89355QPQ3 15,000,000 $14,968,245.90 0.19%
TRUIST BANK 5.11%, due 10/31/2023 89788L6P4 15,000,000 $14,985,742.50 0.19%
TRUIST FINANCIAL CORP 3.75%, due 12/06/2023 05531FBF9 15,000,000 $14,855,614.80 0.19%
UBS AG LONDON Variable rate, due 04/20/2023 90276JQR0 15,000,000 $15,000,000.00 0.19%
VIRGINIA ELEC & POWER CO 3.45%, due 02/15/2024 927804FQ2 15,000,000 $14,742,282.60 0.19%
VULCAN MATERIALS CO 0%, due 02/13/2023 92919UPD6 15,000,000 $14,992,150.20 0.19%
World Omni Auto Receivables Trust Series 2022-C, Class A2, 4.21%, due 03/16/2026 98163TAB9 15,000,000 $14,832,697.50 0.19%
AMERISOURCEBERGEN CORP 3.40%, due 05/15/2024 03073EAL9 14,575,000 $14,258,882.24 0.18%
BAXTER INTERNATIONAL INC 0.868%, due 12/01/2023 071813CE7 15,000,000 $14,499,781.20 0.18%
BELL CANADA 0%, due 03/03/2023 07787QQ33 14,000,000 $13,959,312.78 0.18%
GLOBAL PAYMENTS INC 4%, due 06/01/2023 891906AE9 13,820,000 $13,757,151.33 0.18%
Honda Auto Receivables Owner Trust Series 2022-2, Class A2, 3.81%, due 03/18/2025 43815PAB5 14,100,000 $13,970,587.38 0.18%
MERCEDES-BENZ FIN NA 0%, due 03/02/2023 58768KQ24 14,000,000 $13,961,167.36 0.18%
MORGAN STANLEY Variable rate, due 01/22/2025 61747YEB7 15,000,000 $14,331,664.65 0.18%
NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 666807BM3 14,353,000 $13,842,967.72 0.18%
Verizon Master Trust Series 2022-5, Class A1A, Variable rate, due 07/20/2027 92348KAV5 14,000,000 $13,807,159.80 0.18%
VMWARE INC 1%, due 08/15/2024 928563AH8 15,178,000 $14,231,822.15 0.18%
ARROW ELECTRONICS INC 0%, due 02/17/2023 04273MPH0 13,000,000 $12,985,249.94 0.17%
Chase Auto Owner Trust Series 2022-AA, Class A2, 4.21%, due 10/27/2025 16144JAB7 13,200,000 $13,100,630.40 0.17%
COMM Mortgage Trust Series 2013-LC13, Class A5, 4.205%, due 08/10/2046 12626GAF0 13,473,249 $13,345,367.52 0.17%
COOPERATIEVE RABOBANK UA 0%, due 07/31/2023 21687BUX7 14,000,000 $13,674,888.08 0.17%
CROWN CASTLE INC. 0%, due 03/09/2023 22823QQ95 13,000,000 $12,945,833.16 0.17%
DOMINION ENERGY INC Variable rate, due 09/15/2023 25746UDH9 13,573,000 $13,578,803.95 0.17%
ENBRIDGE US INC 0%, due 03/10/2023 29251VQA7 13,000,000 $12,948,853.97 0.17%
PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 04/12/2024 74256LEM7 13,054,000 $13,026,755.78 0.17%
ROYAL BANK OF CANADA NY Variable rate, due 08/08/2023 78015M6J4 13,408,000 $13,439,693.96 0.17%
World Omni Auto Receivables Trust Series 2022-B, Class A2A, 2.77%, due 10/15/2025 98163QAB5 13,817,642 $13,651,371.93 0.17%
ASTRAZENECA PLC 0.30%, due 05/26/2023 046353AY4 12,436,000 $12,273,867.14 0.16%
BMW Vehicle Owner Trust Series 2022-A, Class A2A, 2.98%, due 12/26/2024 05602RAB7 12,277,495 $12,157,034.52 0.16%
CONSOLIDATED EDISON CO 0%, due 02/13/2023 20911MPD3 12,200,000 $12,193,558.52 0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K038, Class A2, 3.389%, due 03/25/2024 3137BBBD1 12,978,869 $12,723,218.92 0.16%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2024 38141GYF5 12,500,000 $12,470,259.00 0.16%
HYUNDAI CAPITAL AMERICA 2.375%, due 02/10/2023 44891ABE6 12,600,000 $12,600,000.00 0.16%
THERMO FISHER SCIENTIFIC 1.215%, due 10/18/2024 883556CS9 13,170,000 $12,403,496.91 0.16%
WESTPAC BANKING CORP 0%, due 01/26/2024 9612C0AS8 13,000,000 $12,375,707.50 0.16%
ASTRAZENECA PLC 3.50%, due 08/17/2023 046353AR9 12,000,000 $11,914,721.88 0.15%
BECTON DICKINSON & CO 0%, due 02/21/2023 07588MPM2 12,000,000 $11,981,148.36 0.15%
BPCE 0%, due 08/01/2023 05571CV16 12,000,000 $11,714,813.64 0.15%
CHARTER COMM OPT LLC/CAP Variable rate, due 02/01/2024 161175BP8 11,612,000 $11,683,043.84 0.15%
COOPERATIEVE RABOBANK UA 0%, due 10/20/2023 21687BXL0 11,920,000 $11,508,625.66 0.15%
ENTERGY CORP 0%, due 04/13/2023 29366GRD5 12,000,000 $11,896,791.00 0.15%
FHLMC Multifamily Structured Pass Through Certs. Series K041, Class A2, 3.171%, due 10/25/2024 3137BFE98 12,000,000 $11,672,438.40 0.15%
GENERAL DYNAMICS CORP 0%, due 03/15/2023 36955EQF8 12,000,000 $11,945,366.04 0.15%
GILEAD SCIENCES INC 3.70%, due 04/01/2024 375558AW3 11,976,000 $11,787,397.64 0.15%
HUMANA INC 0%, due 02/15/2023 44486JPF0 12,000,000 $11,990,272.44 0.15%
JPMORGAN CHASE & CO Variable rate, due 03/16/2024 46647PCA2 12,000,000 $12,003,912.12 0.15%
LOWE'S COMPANIES INC 0%, due 02/22/2023 54866MPN5 12,000,000 $11,979,327.24 0.15%
LOWE'S COS INC 3.875%, due 09/15/2023 548661CZ8 11,880,000 $11,802,689.12 0.15%
MARRIOTT INTERNATIONAL 0%, due 02/09/2023 57163UP91 12,000,000 $12,000,000.00 0.15%
MARSH & MCLENNAN COS INC 4.05%, due 10/15/2023 571748AU6 11,587,000 $11,471,984.08 0.15%
MORGAN STANLEY 3.70%, due 10/23/2024 61761JVL0 12,000,000 $11,751,080.76 0.15%
NATIONAL BANK OF CANADA 0%, due 08/01/2023 63307MV14 12,000,000 $11,716,547.40 0.15%
NORTHERN STATES PWR-MINN 2.60%, due 05/15/2023 665772CK3 11,950,000 $11,853,243.96 0.15%
ORACLE CORP 0%, due 02/10/2023 6840C3PA5 12,000,000 $11,998,444.56 0.15%
STRYKER CORP 0.60%, due 12/01/2023 863667BB6 11,962,000 $11,543,546.39 0.15%
TORONTO DOMINION BANK 0%, due 11/01/2023 89119BY18 12,000,000 $11,561,424.96 0.15%
TRUIST FINANCIAL CORP Variable rate, due 06/09/2025 89788MAF9 12,000,000 $11,914,620.72 0.15%
UNION PACIFIC CORP 3.646%, due 02/15/2024 907818DR6 12,323,000 $12,133,676.95 0.15%
VERIZON COMMUNICATIONS Variable rate, due 03/22/2024 92343VGD0 11,421,000 $11,416,592.06 0.15%
VIRGINIA ELEC & POWER CO 2.75%, due 03/15/2023 927804FN9 11,723,000 $11,707,677.57 0.15%
VULCAN MATERIALS CO 0%, due 02/21/2023 92919UPM6 12,000,000 $11,980,792.32 0.15%
AMERICAN ELEC POWER CO 0%, due 03/08/2023 0255E3Q84 11,000,000 $10,959,971.33 0.14%
CIGNA CORP 3.50%, due 06/15/2024 125523BX7 11,258,000 $11,042,199.45 0.14%
CONSOLIDATED EDISON CO 0%, due 03/06/2023 20911MQ67 11,000,000 $10,963,447.33 0.14%
CONSTELLATION BRANDS INC 0%, due 02/23/2023 21037DPP3 11,000,000 $10,978,397.65 0.14%
FISERV INC 2.75%, due 07/01/2024 337738AS7 11,708,000 $11,321,495.86 0.14%
JPMORGAN CHASE & CO N/C, 3.375%, due 05/01/2023 46625HJJ0 11,000,000 $10,955,925.20 0.14%
LLOYDS BANKING GROUP PLC N/C, 4.05%, due 08/16/2023 539439AS8 11,282,000 $11,221,961.48 0.14%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 03/02/2023 606822AS3 10,991,000 $10,992,763.94 0.14%
NASDAQ INC 0%, due 02/15/2023 63111FPF1 11,000,000 $10,991,358.51 0.14%
SPECTRA ENERGY PARTNERS 4.75%, due 03/15/2024 84756NAD1 10,958,000 $10,914,538.82 0.14%
UNION CARBIDE CORP N/C, 7.875%, due 04/01/2023 905572AD5 10,730,000 $10,774,387.65 0.14%
VW CREDIT INC 0%, due 03/09/2023 91842KQ90 11,181,000 $11,139,174.00 0.14%
ALIMENTATION COUCHE-TARD 0%, due 03/31/2023 01626VQX4 10,000,000 $9,931,155.30 0.13%
AMERICAN ELEC POWER CO 0%, due 02/14/2023 0255E3PE2 10,000,000 $9,993,239.50 0.13%
AMERICAN ELEC POWER CO 0%, due 03/14/2023 0255E3QE1 10,000,000 $9,955,772.40 0.13%
AMERICAN ELEC POWER CO 0%, due 03/15/2023 0255E3QF8 10,000,000 $9,953,583.20 0.13%
AMERICAN ELEC POWER CO 0%, due 03/27/2023 0255E3QT8 10,000,000 $9,935,843.80 0.13%
AMERICAN HONDA FINANCE 0%, due 04/05/2023 02665KR58 10,000,000 $9,924,515.20 0.13%
AMERICAN HONDA FINANCE 0%, due 04/12/2023 02665KRC3 10,000,000 $9,915,415.40 0.13%
AMGEN INC 3.625%, due 05/22/2024 031162BV1 10,000,000 $9,822,277.90 0.13%
AON GLOBAL LTD 4%, due 11/27/2023 00185AAD6 10,553,000 $10,490,207.12 0.13%
AT&T INC 0%, due 02/14/2023 0020A3PE4 10,000,000 $9,993,453.40 0.13%
AT&T INC N/C, Variable rate, due 06/12/2024 00206RGD8 10,000,000 $10,127,008.80 0.13%
AT&T INC Variable rate, due 03/25/2024 00206RMH2 9,936,000 $9,928,966.12 0.13%
AUST & NZ BANKING GROUP Variable rate, due 06/06/2023 05253MRE6 10,000,000 $10,000,000.00 0.13%
BANK OF AMERICA CORP Variable rate, due 04/22/2025 06051GJU4 10,000,000 $9,957,388.60 0.13%
BANK OF MONTREAL CHICAGO N/C, Variable rate, due 03/03/2023 06367CSY4 10,000,000 $10,002,582.20 0.13%
BANK OF MONTREAL N/C, Variable rate, due 07/09/2024 06367WYQ0 10,000,000 $9,973,547.00 0.13%
BAXTER INTERNATIONAL INC N/C, Variable rate, due 11/29/2024 071813DB2 10,000,000 $9,899,779.40 0.13%
BAXTER INTERNATIONAL INC N/C, Variable rate, due 12/01/2023 071813CY3 10,000,000 $9,942,713.80 0.13%
BECTON DICKINSON & CO 0%, due 03/03/2023 07588MQ33 10,000,000 $9,971,037.40 0.13%
BELL CANADA 0%, due 02/22/2023 07787QPN0 10,000,000 $9,982,872.20 0.13%
BROWN-FORMAN CORPORATION 0%, due 02/13/2023 11563WPD1 10,000,000 $9,994,775.90 0.13%
CENTERPOINT ENERGY INC 0%, due 02/09/2023 1518T3P97 10,000,000 $10,000,000.00 0.13%
CITIGROUP GLOBAL MARKETS Variable rate, due 06/16/2023 1730QPAJ6 10,000,000 $10,000,000.00 0.13%
CONAGRA BRANDS INC 0%, due 02/14/2023 20600HPE8 10,000,000 $9,993,040.10 0.13%
CONSOLIDATED EDISON CO 0%, due 02/23/2023 20911MPP6 10,000,000 $9,981,711.10 0.13%
CONSTELLATION BRANDS INC 0%, due 02/13/2023 21037DPD0 10,000,000 $9,994,388.40 0.13%
CREDIT SUISSE NEW YORK N/C, Variable rate, due 08/09/2023 22550UAD3 10,000,000 $9,905,740.20 0.13%
CROWN CASTLE INC. 0%, due 02/16/2023 22823QPG0 10,000,000 $9,989,688.00 0.13%
DELMARVA PWR & LIGHT CO 3.50%, due 11/15/2023 247109BS9 10,537,000 $10,398,466.69 0.13%
DEUTSCHE BANK NY N/C, Variable rate, due 11/08/2023 251526CL1 10,000,000 $9,965,208.30 0.13%
ENBRIDGE US INC 0%, due 02/28/2023 29251VPU4 10,000,000 $9,974,333.60 0.13%
FIDELITY NATL INFO SERV 0%, due 02/09/2023 31622GP92 10,000,000 $10,000,000.00 0.13%
FIDELITY NATL INFO SERV 0%, due 02/17/2023 31622GPH4 10,000,000 $9,989,370.40 0.13%
FIFTH THIRD BANCORP 1.625%, due 05/05/2023 316773CZ1 10,588,000 $10,511,158.44 0.13%
GLENCORE FUNDING LLC 0%, due 02/16/2023 37790BPG0 10,000,000 $9,990,490.70 0.13%
HUMANA INC 0%, due 03/09/2023 44486JQ93 10,000,000 $9,962,918.60 0.13%
JABIL INC 0%, due 02/09/2023 46652MP90 10,000,000 $10,000,000.00 0.13%
JABIL INC 0%, due 02/22/2023 46652MPN9 10,500,000 $10,479,521.96 0.13%
JABIL INC 0%, due 02/24/2023 46652MPQ2 10,000,000 $9,977,890.60 0.13%
JDE PEET'S NV 0.80%, due 09/24/2024 47216QAA1 11,000,000 $10,160,960.59 0.13%
JPMBB Commercial Mortgage Securities Trust Series 2013-C14, Class A4, Variable rate, due 08/15/2046 46640LAD4 10,195,813 $10,130,080.50 0.13%
JPMORGAN CHASE & CO Variable rate, due 06/01/2025 46647PCG9 10,000,000 $9,964,352.80 0.13%
MACQUARIE BANK LIMITED Variable rate, due 03/02/2023 55607NLB4 10,000,000 $10,000,000.00 0.13%
MARVELL TECHNOLOGY INC 4.20%, due 06/22/2023 573874AL8 9,955,000 $9,908,286.07 0.13%
MERCEDES-BENZ FIN NA 0%, due 02/15/2023 58768KPF6 10,200,000 $10,191,985.96 0.13%
NASDAQ INC 0%, due 03/15/2023 63111FQF0 10,000,000 $9,954,569.80 0.13%
NEXTERA ENERGY CAP HLDGS 0%, due 02/15/2023 65339NPF5 10,000,000 $9,992,222.90 0.13%
NEXTERA ENERGY CAPITAL N/C, 4.255%, due 09/01/2024 65339KBL3 10,488,000 $10,365,663.35 0.13%
NEXTERA ENERGY CAPITAL Variable rate, due 11/03/2023 65339KBX7 10,000,000 $9,994,328.20 0.13%
NUTRIEN LTD 0%, due 02/14/2023 67077VPE2 10,000,000 $9,993,143.10 0.13%
NUTRIEN LTD 0%, due 03/01/2023 67077VQ19 10,000,000 $9,973,447.20 0.13%
ORACLE CORP 0%, due 02/09/2023 6840C3P98 10,000,000 $10,000,000.00 0.13%
ORACLE CORP 0%, due 02/13/2023 6840C3PD9 10,000,000 $9,994,518.30 0.13%
ORACLE CORP 0%, due 02/23/2023 6840C3PP2 10,000,000 $9,981,688.80 0.13%
PACIFIC GAS & ELECTRIC 4.25%, due 08/01/2023 694308JB4 10,000,000 $9,959,043.10 0.13%
PARKER-HANNIFIN CORP 0%, due 02/09/2023 70109MP99 10,000,000 $10,000,000.00 0.13%
PHILIP MORRIS INTL INC 0%, due 10/24/2023 71838MXQ8 10,400,000 $10,028,468.22 0.13%
PROCTER & GAMBLE CO 0%, due 02/17/2023 74271UPH7 10,000,000 $9,990,199.50 0.13%
PROCTER & GAMBLE CO 0%, due 02/27/2023 74271UPT1 10,000,000 $9,977,951.60 0.13%
REPUBLIC SERVICES INC 2.50%, due 08/15/2024 760759AU4 10,495,000 $10,101,573.73 0.13%
ROYAL BANK OF CANADA NY N/C, 3.91%, due 07/19/2023 78015J5J2 10,000,000 $10,000,000.00 0.13%
SUMITOMO MITSUI TRUST BANK LTD N/C, Variable rate, due 09/16/2024 86563VAX7 10,000,000 $9,963,707.50 0.13%
SUNCOR ENERGY INC 0%, due 03/14/2023 86723BQE3 10,000,000 $9,949,042.00 0.13%
SUNCOR ENERGY INC 0%, due 04/10/2023 86723BRA0 10,000,000 $9,914,637.20 0.13%
THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2023 883556CR1 10,000,000 $9,997,551.50 0.13%
TORONTO DOMINION BANK NY 3.95%, due 07/19/2023 89115BAE0 10,000,000 $10,000,000.00 0.13%
TORONTO DOMINION BANK Variable rate, due 03/06/2023 89120DUU1 10,000,000 $10,000,000.00 0.13%
TORONTO-DOMINION BANK N/C, Variable rate, due 03/08/2024 89114TZS4 10,000,000 $10,047,782.70 0.13%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/13/2024 89236TJP1 10,000,000 $9,985,679.50 0.13%
TRANSCANADA PIPELINES 0%, due 02/10/2023 89355QPA8 10,000,000 $9,998,619.40 0.13%
TRANSCANADA PIPELINES 0%, due 02/13/2023 89355QPD2 10,000,000 $9,994,457.30 0.13%
U.S. Treasury Note, 2.75%, due 04/30/2023 9128284L1 10,000,000 $9,957,197.60 0.13%
WILLIAMS COMPANIES INC 4.30%, due 03/04/2024 96950FAM6 10,000,000 $9,913,791.40 0.13%
ABBVIE INC 2.60%, due 11/21/2024 00287YBZ1 9,816,000 $9,425,119.23 0.12%
BECTON DICKINSON AND CO 3.363%, due 06/06/2024 075887BV0 10,000,000 $9,796,229.10 0.12%
BROWN-FORMAN CORPORATION 0%, due 02/22/2023 11563WPN9 9,819,000 $9,802,041.31 0.12%
CONAGRA BRANDS INC 0.50%, due 08/11/2023 205887CG5 10,000,000 $9,766,237.90 0.12%
GENERAL DYNAMICS CORP 3.375%, due 05/15/2023 369550BD9 9,443,000 $9,406,493.08 0.12%
GM Financial Securitized Term Auto Receivables Tr Series 2022-2, Class A2, 2.52%, due 05/16/2025 362585AB7 9,753,641 $9,648,532.38 0.12%
JOHN DEERE CAPITAL CORP N/C, 0.40%, due 10/10/2023 24422EVJ5 9,500,000 $9,218,516.99 0.12%
MERCEDES-BENZ FINANCE NA LLC 3.35%, due 02/22/2023 233851DD3 9,773,000 $9,768,235.66 0.12%
MORGAN STANLEY Variable rate, due 01/25/2024 6174468W2 9,507,000 $9,503,850.14 0.12%
PEPSICO INC 0.40%, due 10/07/2023 713448FB9 10,000,000 $9,701,388.40 0.12%
TELEDYNE TECHNOLOGIES INC 0.65%, due 04/01/2023 879360AA3 9,100,000 $9,038,781.21 0.12%
BAXTER INTERNATIONAL INC 1.322%, due 11/29/2024 071813CH0 9,177,000 $8,585,228.59 0.11%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 06/22/2023 13607HVD1 8,500,000 $8,502,074.68 0.11%
CANADIAN PACIFIC RAILWAY 4.45%, due 03/15/2023 13645RAK0 8,916,000 $8,915,371.78 0.11%
GLAXOSMITHKLINE CAPITAL 0.534%, due 10/01/2023 377373AL9 8,860,000 $8,614,576.23 0.11%
MICROSOFT CORP 3.625%, due 12/15/2023 594918AW4 8,979,000 $8,899,026.02 0.11%
TRANSCANADA PIPELINES 0%, due 02/21/2023 89355QPM2 8,846,000 $8,831,155.62 0.11%
BANK OF NOVA SCOTIA N/C, Variable rate, due 07/31/2024 0641596F8 8,000,000 $7,990,455.84 0.10%
CAPITAL ONE FINANCIAL CORP Variable rate, due 12/06/2024 14040HCL7 8,000,000 $7,929,290.96 0.10%
CONAGRA BRANDS INC 4.30%, due 05/01/2024 205887CA8 7,956,000 $7,866,136.82 0.10%
HONEYWELL INTERNATIONAL 0%, due 02/23/2023 43851UPP2 8,000,000 $7,986,449.04 0.10%
HYATT HOTELS CORP 1.30%, due 10/01/2023 448579AL6 8,000,000 $7,795,842.00 0.10%
NATWEST GROUP PLC Variable rate, due 05/22/2024 780097BN0 7,615,000 $7,538,280.25 0.10%
ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2024 78016EZV2 8,000,000 $7,986,045.76 0.10%
SOUTHERN CO Variable rate, due 05/10/2023 842587DK0 7,550,000 $7,546,501.33 0.10%
SUNTRUST BANK Variable rate, due 08/02/2024 86787EAY3 7,645,000 $7,590,643.97 0.10%
THERMO FISHER SCIENTIFIC Variable rate, due 04/18/2023 883556CN0 7,681,000 $7,681,571.77 0.10%
AMERICAN ELECTRIC POWER Variable rate, due 11/01/2023 025537AS0 7,224,000 $7,196,970.61 0.09%
AMERICAN EXPRESS CO 3.70%, due 08/03/2023 025816BW8 7,280,000 $7,237,407.27 0.09%
CADENCE DESIGN SYS INC 4.375%, due 10/15/2024 127387AL2 7,349,000 $7,295,220.75 0.09%
CENTERPOINT ENERGY INC Variable rate, due 05/13/2024 15189TAZ0 7,070,000 $7,017,967.91 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K045, Class A2, 3.023%, due 01/25/2025 3137BHXJ1 7,288,063 $7,056,978.78 0.09%
GOLDMAN SACHS GROUP INC 1.217%, due 12/06/2023 38141GZE7 7,000,000 $6,793,175.48 0.09%
HONEYWELL INTERNATIONAL 0%, due 02/14/2023 43851UPE7 7,000,000 $6,995,813.16 0.09%
MET LIFE GLOBAL FUNDING I N/C, Variable rate, due 09/27/2024 59217GEQ8 7,000,000 $6,972,203.42 0.09%
OSCAR US Funding Trust Series 2022-1A, Class A2, 1.60%, due 03/10/2025 68784HAB7 7,038,025 $6,834,137.57 0.09%
PARKER-HANNIFIN CORP 3.65%, due 06/15/2024 701094AQ7 7,346,000 $7,203,607.41 0.09%
Toyota Auto Receivables Owner Trust Series 2022-C, Class A2A, 4.19%, due 08/15/2025 89231CAB3 7,500,000 $7,432,204.50 0.09%
TRANSCANADA PIPELINES 0%, due 05/09/2023 89355QS98 7,500,000 $7,407,090.00 0.09%
AETNA INC 3.50%, due 11/15/2024 00817YAQ1 6,223,000 $6,063,537.74 0.08%
Avis Budget Rental Car Funding Series 2017-2A, Class A, 2.97%, due 03/20/2024 05377RCU6 6,518,333 $6,507,977.69 0.08%
BMW US CAPITAL LLC Variable rate, due 04/01/2024 05565EBN4 6,159,000 $6,143,575.84 0.08%
FED CAISSES DESJARDINS Variable rate, due 05/21/2024 31429KAF0 6,200,000 $6,186,130.04 0.08%
HYUNDAI CAPITAL AMERICA 1%, due 09/17/2024 44891ABY2 7,000,000 $6,537,354.67 0.08%
ING GROEP NV N/C, Variable rate, due 10/02/2023 456837AL7 6,000,000 $6,018,959.35 0.08%
INTL FLAVORS & FRAGRANCES 3.20%, due 05/01/2023 459506AC5 6,140,000 $6,112,831.05 0.08%
ROCHE HOLDINGS INC 0.45%, due 03/05/2024 771196BQ4 6,600,000 $6,291,534.88 0.08%
THE DOW CHEMICAL CO N/C, 7.375%, due 03/01/2023 260543BE2 6,650,000 $6,659,223.02 0.08%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A1, Variable rate, due 02/25/2049 10569TAA6 6,297,764 $5,570,220.83 0.07%
CENTERPOINT ENERGY RES Variable rate, due 03/02/2023 15189WAN0 5,864,000 $5,865,219.54 0.07%
CVS HEALTH CORP 3.375%, due 08/12/2024 126650CF5 6,000,000 $5,854,954.14 0.07%
ENBRIDGE INC 0.55%, due 10/04/2023 29250NBG9 5,442,000 $5,295,993.15 0.07%
ENTERPRISE PRODUCTS OPERATING LLC 3.90%, due 02/15/2024 29379VBB8 5,218,000 $5,159,810.85 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K041, Class A1, 2.72%, due 08/25/2024 3137BFE80 5,267,519 $5,222,360.68 0.07%
FIFTH THIRD BANCORP 3.65%, due 01/25/2024 316773CX6 5,341,000 $5,277,915.85 0.07%
MARRIOTT INTERNATIONAL 0%, due 02/13/2023 57163UPD2 5,720,000 $5,716,981.96 0.07%
MICROCHIP TECHNOLOGY INC 0.983%, due 09/01/2024 595017BC7 5,820,000 $5,445,832.84 0.07%
NEXTERA ENERGY CAPITAL N/C, Variable rate, due 03/01/2023 65339KBV1 5,260,000 $5,256,825.11 0.07%
OSCAR US Funding Trust Series 2021-2A, Class A2, 0.39%, due 08/12/2024 68785BAB9 5,303,470 $5,248,457.42 0.07%
PUB SVC ELEC & GAS 2.375%, due 05/15/2023 74456QBC9 5,637,000 $5,600,934.14 0.07%
SANOFI 3.375%, due 06/19/2023 801060AC8 5,275,000 $5,244,183.24 0.07%
Westlake Automobile Receivables Trust Series 2022-1A, Class A3, 2.30%, due 07/15/2025 96042WAD9 6,000,000 $5,862,798.00 0.07%
ANHEUSER-BUSCH INBEV WORLDWIDE N/C, Variable rate, due 01/12/2024 035240AK6 5,000,000 $5,008,582.05 0.06%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 5,000,000 $4,963,937.05 0.06%
BANQUE FEDERATIVE DU CREDIT MUTUEL N/C, Variable rate, due 02/04/2025 06675FAW7 5,000,000 $4,942,947.20 0.06%
CANADIAN PACIFIC RAILWAY 1.35%, due 12/02/2024 13645RBD5 5,000,000 $4,695,275.50 0.06%
CHEVRON CORP 1.141%, due 05/11/2023 166764BV1 5,000,000 $4,954,872.60 0.06%
CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 12557LBK0 4,955,324 $4,720,081.55 0.06%
COOPERATIEVE RABOBANK UA Variable rate, due 03/29/2023 21687CDA4 4,500,000 $4,501,426.95 0.06%
Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 12596XAA0 4,679,004 $4,398,431.22 0.06%
Credit Suisse Mortgage Trust Series 2020-NQM1, Class A1, Variable rate, due 05/25/2065 126401AA6 5,106,618 $4,680,946.60 0.06%
CREDIT SUISSE NEW YORK N/C, 0.52%, due 08/09/2023 22550L2F7 5,000,000 $4,850,584.30 0.06%
CVS HEALTH CORP 2.625%, due 08/15/2024 126650DE7 4,954,000 $4,790,477.17 0.06%
DAIMLER TRUCKS FINANCE NA N/C, Variable rate, due 12/14/2023 233853AC4 5,000,000 $4,995,989.15 0.06%
DANSKE BANK A/S 0.976%, due 09/10/2025 23636ABA8 5,000,000 $4,625,357.30 0.06%
DEUTSCHE BANK NY N/C, 3.95%, due 02/27/2023 251526BR9 4,992,000 $4,989,375.00 0.06%
DT Auto Owner Trust Series 2022-1A, Class A, 1.58%, due 04/15/2026 23345YAA9 4,954,827 $4,873,192.62 0.06%
ENBRIDGE INC 2.15%, due 02/16/2024 29250NBK0 5,000,000 $4,851,394.90 0.06%
ENRGY TRANS LP/REG FIN 4.50%, due 11/01/2023 75886AAJ7 4,423,000 $4,398,700.08 0.06%
Flagship Credit Auto Trust Series 2021-3, Class A, 0.36%, due 07/15/2027 33846QAA9 4,717,538 $4,579,596.47 0.06%
Ford Credit Auto Owner Trust Series 2022-B, Class A2A, 3.44%, due 02/15/2025 34534LAB3 5,043,156 $5,006,003.89 0.06%
Freddie Mac Series 4671, Class CA, 3.50%, due 08/15/2043 3137BW2C7 4,686,313 $4,590,972.85 0.06%
GOLDMAN SACHS GROUP INC N/C, 5.70%, due 11/01/2024 38141GZV9 5,000,000 $5,057,995.60 0.06%
JABIL INC 0%, due 02/10/2023 46652MPA7 5,000,000 $4,999,266.35 0.06%
MACQUARIE GROUP LTD Variable rate, due 10/14/2025 55608JBB3 5,000,000 $4,949,092.75 0.06%
MORGAN STANLEY N/C, 4.10%, due 05/22/2023 61747YDU6 5,000,000 $4,988,619.45 0.06%
NATIONAL BANK OF CANADA N/C, Variable rate, due 08/06/2024 63307A2Q7 5,000,000 $4,985,444.75 0.06%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 06/06/2024 64953BAX6 5,000,000 $5,004,720.45 0.06%
PACIFIC GAS & ELECTRIC 3.85%, due 11/15/2023 694308HE0 5,000,000 $4,940,306.45 0.06%
PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 08/23/2024 74256LER6 5,000,000 $4,947,572.40 0.06%
PROCTER & GAMBLE CO 0%, due 03/01/2023 74271UQ11 5,000,000 $4,987,752.40 0.06%
SOUTHERN CALIF GAS CO Variable rate, due 09/14/2023 842434CV2 5,000,000 $4,991,719.40 0.06%
UBS AG LONDON N/C, Variable rate, due 08/09/2024 902674YL8 5,000,000 $4,993,334.00 0.06%
UNITEDHEALTH GROUP INC 3.50%, due 06/15/2023 91324PDJ8 4,799,000 $4,777,736.54 0.06%
WASTE MANAGEMENT INC 3.50%, due 05/15/2024 94106LAZ2 4,937,000 $4,841,031.24 0.06%
Wells Fargo Commercial Mortgage Trust Series 2013-LC12, Class A3FL, Variable rate, due 07/15/2046 94988QBG5 4,436,000 $4,433,309.76 0.06%
AMERICAN EXPRESS CO N/C, 3.375%, due 05/03/2024 025816CV9 3,766,000 $3,694,548.47 0.05%
BMW US CAPITAL LLC 3.80%, due 04/06/2023 05565EBM6 4,000,000 $3,993,439.48 0.05%
CITIGROUP INC Variable rate, due 05/15/2024 172967MR9 4,136,000 $4,096,291.29 0.05%
DAIMLER TRUCKS FINANCE NA 1.125%, due 12/14/2023 233853AB6 4,000,000 $3,866,430.12 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K046, Class A1, 2.697%, due 01/25/2025 3137BJP56 4,009,609 $3,939,869.74 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series KJ12, Class A2, 3.035%, due 08/25/2024 3137BVYN0 3,673,993 $3,633,836.00 0.05%
GENERAL MOTORS FINL CO 4.15%, due 06/19/2023 37045XCL8 3,900,000 $3,888,624.25 0.05%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYQ1 4,000,000 $3,988,283.24 0.05%
Hyundai Auto Receivables Trust Series 2022-A, Class A2A, 1.81%, due 02/18/2025 448977AB4 4,152,852 $4,104,042.63 0.05%
JOHN DEERE CAPITAL CORP N/C, Variable rate, due 06/07/2023 24422EUG2 3,955,000 $3,959,198.79 0.05%
KNDL Mortgage Trust Series 2019-KNSQ, Class A, Variable rate, due 05/15/2036 482598AA7 4,100,000 $4,080,833.32 0.05%
PPL ELECTRIC UTILITIES CORP Variable rate, due 06/24/2024 69351UAY9 4,200,000 $4,177,316.81 0.05%
Sierra Receivables Funding Co LLC Series 2018-2A, Class A, 3.50%, due 06/20/2035 82653DAA7 3,796,333 $3,730,438.06 0.05%
SOUTHERN CAL EDISON 0.70%, due 08/01/2023 842400HH9 4,000,000 $3,916,639.76 0.05%
UNILEVER CAPITAL CORP 3.125%, due 03/22/2023 904764BA4 4,000,000 $3,993,106.60 0.05%
AMERICAN WATER CAPITAL CORP 3.85%, due 03/01/2024 03040WAK1 3,138,000 $3,092,383.87 0.04%
AUTOZONE INC 3.125%, due 07/15/2023 053332AP7 3,000,000 $2,976,482.79 0.04%
BRIGHTHSE FIN GLBL FUND N/C, Variable rate, due 04/12/2024 10921U2B3 3,000,000 $2,992,135.32 0.04%
COLT Funding LLC Series 2020-2R, Class A1, Variable rate, due 10/26/2065 12656GAA4 3,346,328 $3,028,316.79 0.04%
DT Auto Owner Trust Series 2021-4A, Class A, 0.56%, due 09/15/2025 26253WAA6 2,812,539 $2,778,849.41 0.04%
DUKE ENERGY CORP Variable rate, due 06/10/2023 26441CBK0 3,000,000 $2,997,427.05 0.04%
ENBRIDGE INC N/C, Variable rate, due 02/16/2024 29250NBM6 3,000,000 $2,992,250.67 0.04%
Exeter Automobile Receivables Trust Series 2020-3A, Class C, 1.32%, due 07/15/2025 30166NAE6 3,102,834 $3,075,474.00 0.04%
Fannie Mae Series 2017-18, Class VB, 3%, due 05/25/2040 3136AVPW3 3,016,235 $2,965,267.11 0.04%
FREMF Mortgage Trust Series 2013-K29, Class C, Variable rate, due 05/25/2046 30291JAL7 3,495,000 $3,467,481.77 0.04%
GLOBAL PAYMENTS INC 1.50%, due 11/15/2024 37940XAF9 3,049,000 $2,853,853.27 0.04%
GLS Auto Receivables Trust Series 2021-4A, Class A, 0.92%, due 07/15/2025 36263DAA5 2,921,899 $2,883,549.22 0.04%
GOLDMAN SACHS GROUP INC 0.523%, due 03/08/2023 38141GXY5 3,000,000 $2,989,499.10 0.04%
JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 46651GAL3 3,262,539 $3,123,846.88 0.04%
JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 46591DBF5 2,899,284 $2,818,448.87 0.04%
JP Morgan Mortgage Trust Series 2020-2, Class A11, Variable rate, due 07/25/2050 46591TBB9 3,785,728 $3,482,004.50 0.04%
KINDER MORGAN ENER PART 3.45%, due 02/15/2023 494550BM7 2,989,000 $2,988,231.98 0.04%
MIZUHO FINANCIAL GROUP Variable rate, due 09/08/2024 60687YBJ7 3,306,000 $3,214,989.46 0.04%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 03/08/2024 654740BR9 3,000,000 $2,981,824.74 0.04%
PAYPAL HOLDINGS INC 1.35%, due 06/01/2023 70450YAF0 3,200,000 $3,164,480.71 0.04%
TORONTO-DOMINION BANK 2.35%, due 03/08/2024 89114TZR6 3,000,000 $2,915,456.37 0.04%
TRUIST BANK Variable rate, due 03/09/2023 89788JAC3 3,000,000 $3,000,984.06 0.04%
UNION PACIFIC CORP 2.75%, due 04/15/2023 907818DN5 3,254,000 $3,240,442.83 0.04%
UNITED PARCEL SERVICE 2.50%, due 04/01/2023 911312BK1 3,000,000 $2,989,862.34 0.04%
Verizon Master Trust Series 2022-1, Class A, Variable rate, due 01/20/2027 92348KAL7 3,000,000 $2,945,701.20 0.04%
WELLS FARGO & COMPANY 3.75%, due 01/24/2024 95000U2C6 3,197,000 $3,158,424.05 0.04%
Westlake Automobile Receivables Trust Series 2021-2A, Class A2A, 0.32%, due 04/15/2025 96042RAB4 2,955,629 $2,932,096.96 0.04%
Westlake Automobile Receivables Trust Series 2021-3A, Class A2, 0.57%, due 09/16/2024 96043JAC9 3,528,816 $3,511,042.88 0.04%
WESTLAKE CORP 0.875%, due 08/15/2024 960413AX0 3,140,000 $2,940,857.43 0.04%
American Credit Acceptance Receivables Trust Series 2022-1, Class A, 0.99%, due 12/15/2025 02530WAA2 2,159,053 $2,147,865.42 0.03%
AMERICAN EXPRESS CO N/C, Variable rate, due 08/03/2023 025816BX6 2,292,000 $2,295,739.40 0.03%
CHARTER COMM OPT LLC/CAP 4.50%, due 02/01/2024 161175BQ6 2,200,000 $2,184,570.32 0.03%
ENBRIDGE INC Variable rate, due 02/17/2023 29250NBD6 2,000,000 $1,999,968.26 0.03%
Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 3136AJSW7 2,155,756 $2,073,002.33 0.03%
FLEX LTD 0%, due 02/09/2023 33939TP98 2,050,000 $2,050,000.00 0.03%
GCAT Series 2020-NQM1, Class A1, Variable rate, due 01/25/2060 36167FAA7 2,753,439 $2,615,109.41 0.03%
GLS Auto Receivables Trust Series 2022-1A, Class A, 1.98%, due 08/15/2025 36263XAA1 2,479,527 $2,449,956.78 0.03%
MORGAN STANLEY Variable rate, due 04/05/2024 61772BAA1 2,000,000 $1,984,457.34 0.03%
THE BOEING CO 4.508%, due 05/01/2023 097023CS2 2,361,000 $2,358,330.15 0.03%
UBS GROUP AG Variable rate, due 07/30/2024 902613AB4 2,315,000 $2,266,245.45 0.03%
WELLS FARGO & COMPANY Variable rate, due 06/02/2024 95000U2R3 2,401,000 $2,374,328.50 0.03%
CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 12555DAB1 1,341,081 $1,296,408.30 0.02%
CONSTELLATION BRANDS INC 5%, due 02/02/2026 21036PBN7 1,579,000 $1,576,610.53 0.02%
ELEVANCE HEALTH INC 4.90%, due 02/08/2026 28622HAA9 1,667,000 $1,664,619.72 0.02%
Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 3136ANVJ3 1,847,747 $1,765,715.94 0.02%
First Investors Auto Owner Trust Series 2021-1A, Class A, 0.45%, due 03/16/2026 32059FAA7 1,354,877 $1,343,008.04 0.02%
Foursight Capital Automobile Receivables Trust Series 2022-1, Class A2, 0%, due 09/15/2025 35105JAB4 1,966,510 $1,937,810.72 0.02%
GLS Auto Receivables Trust Series 2021-3A, Class A, 0.42%, due 01/15/2025 36263LAA7 1,632,981 $1,627,872.34 0.02%
GM Financial Automobile Leasing Trust Series 2022-3, Class A2A, 4.01%, due 10/21/2024 380130AB0 1,428,778 $1,418,255.51 0.02%
MVW Owner Trust Series 2018-1A, Class A, 3.45%, due 01/21/2036 62848BAA9 1,532,742 $1,490,761.26 0.02%
Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 67113CAL0 1,889,597 $1,746,094.73 0.02%
QORVO INC 1.75%, due 12/15/2024 74739DAA2 1,727,000 $1,618,907.07 0.02%
TIME WARNER CABLE ENTRMN N/C, 8.375%, due 03/15/2023 88731EAF7 1,295,000 $1,299,566.13 0.02%
UNION PACIFIC CORP 3.75%, due 03/15/2024 907818DV7 1,539,000 $1,518,960.20 0.02%
Verus Securitization Trust Series 2019-4, Class A2, Variable rate, due 11/25/2059 92537KAB0 1,316,685 $1,260,016.81 0.02%
BANK OF AMERICA CORP Variable rate, due 03/05/2024 06051GHE2 1,000,000 $1,000,417.10 0.01%
CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 12554TAL5 677,243 $662,757.72 0.01%
COMM Mortgage Trust Series 2013-CR9, Class ASB, 3.834%, due 07/10/2045 12625UBA0 789,328 $787,807.32 0.01%
JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 46591NBC0 513,889 $507,614.11 0.01%
ORACLE CORP 3.625%, due 07/15/2023 68389XAS4 825,000 $821,013.37 0.01%
OSCAR US Funding Trust Series 2018-2A, Class A4, 3.63%, due 09/10/2025 68784XAE6 913,064 $910,067.62 0.01%
ROPER TECHNOLOGIES INC 2.35%, due 09/15/2024 776743AH9 996,000 $953,845.96 0.01%
Starwood Mortgage Residential Trust Series 2020-1, Class A1, Variable rate, due 02/25/2050 85573AAA3 1,101,905 $1,053,458.25 0.01%
STATE STREET CORP Variable rate, due 01/26/2026 857477BZ5 516,000 $516,049.79 0.01%
THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2024 883556CQ3 1,000,000 $997,571.06 0.01%
TOYOTA MOTOR CREDIT CORP N/C, 2.50%, due 03/22/2024 89236TJX4 1,000,000 $972,793.57 0.01%
Verus Securitization Trust Series 2019-INV2, Class A2, Variable rate, due 07/25/2059 92537HAB7 798,387 $775,043.95 0.01%
Verus Securitization Trust Series 2020-4, Class A2, Variable rate, due 05/25/2065 92538LAB7 938,088 $872,681.13 0.01%
American Credit Acceptance Receivables Trust Series 2021-4, Class A, 0.66%, due 09/15/2025 02530TAA9 102,395 $102,330.87 0.00%
Fannie Mae FN 962078, 4.50%, due 03/01/2023 31414CJX7 819 $824.35 0.00%
Fannie Mae FN AE0237, 5.50%, due 11/01/2023 31419AHP5 7 $7.37 0.00%
Fannie Mae FN AE0812, 5%, due 07/01/2025 31419A3W5 3,772 $3,817.04 0.00%
Fannie Mae FN AL5764, 5%, due 09/01/2025 3138ENMN6 5,461 $5,525.69 0.00%
Fannie Mae FN AL5812, 5.50%, due 05/01/2025 3138ENN62 259 $258.10 0.00%
Fannie Mae FN AL6212, 4.50%, due 01/01/2027 3138EN3W7 1,605 $1,615.29 0.00%
Fannie Mae FN AL6798, 5%, due 09/01/2025 3138EPRU0 6,231 $6,304.55 0.00%
Fannie Mae FN AL8539, 4.50%, due 01/01/2027 3138ETPZ3 1 $0.91 0.00%
Fannie Mae FN BM1299, 5%, due 03/01/2027 3140J5NR6 57,843 $58,523.98 0.00%
FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 31397NHX6 154 $153.45 0.00%
FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 31397QXH6 1 $0.90 0.00%
Fannie Mae Series 2013-74, Class EL, 3%, due 04/25/2041 3136AE6R3 74,236 $73,838.46 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series KSMC, Class A1, 1.954%, due 01/25/2023 3137B04X9 240,367 $244,920.69 0.00%
Freddie Mac FG G15435, 5%, due 11/01/2024 3128MEHL8 1,267 $1,282.81 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 1,330 $1,347.09 0.00%
Freddie Mac FG G15874, 5%, due 06/01/2026 3128MEXB2 3,282 $3,324.24 0.00%
FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 31394MU65 56,552 $56,368.02 0.00%
FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 31394X5K8 155,443 $154,764.02 0.00%
Freddie Mac Series 4387, Class DE, 2%, due 01/15/2032 3137BDYB6 94,002 $93,166.25 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 2,693 $2,733.87 0.00%
JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 46591KAZ6 202,051 $187,271.27 0.00%
JP Morgan Mortgage Trust Series 2019-LTV2, Class A11, Variable rate, due 12/25/2049 46651AAL6 232,033 $231,816.09 0.00%
JP Morgan Mortgage Trust Series 2019-LTV3, Class A, Variable rate, due 03/25/2050 46651HBC0 271,103 $270,020.38 0.00%
OSCAR US Funding Trust Series 2018-1A, Class A4, 3.50%, due 05/12/2025 68784CAE2 112,027 $111,702.95 0.00%
Residential Mortgage Loan Trust Series 2019-3, Class A2, Variable rate, due 09/25/2059 76119NAB3 342,053 $336,025.28 0.00%
Santander Retail Auto Lease Trust Series 2021-B, Class A2, 0.53%, due 01/22/2024 80286DAB4 214,191 $213,874.46 0.00%
US Dollar $USD -137,488,885 ($137,488,884.64) -1.75%
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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