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First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 7/12/2024

Total Number of Holdings (excluding cash): 407

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Inflation Indexed Note, 0.125%, due 04/15/2025 912828ZJ2 80,700,000 $95,269,364.68 1.53%
U.S. Treasury Note, 3.875%, due 04/30/2025 91282CGX3 76,000,000 $75,316,461.32 1.21%
U.S. Treasury Note, 4.625%, due 02/28/2025 91282CGN5 66,000,000 $65,813,243.10 1.05%
FMC CORP 0%, due 07/15/2024 34410WGF3 53,425,000 $53,425,000.00 0.86%
AUTONATION INC 0%, due 07/15/2024 05330LGF4 50,000,000 $50,000,000.00 0.80%
JM SMUCKER CO 0%, due 07/15/2024 46642QGF0 50,000,000 $50,000,000.00 0.80%
TARGA RESOURCES CORP 0%, due 07/15/2024 87613EGF6 50,000,000 $50,000,000.00 0.80%
T-Mobile US Trust Series 2022-1A, Class A, 4.91%, due 05/22/2028 87267WAA2 48,026,000 $47,871,807.73 0.77%
FHLMC Multifamily Structured Pass Through Certs. Series K041, Class A2, 3.171%, due 10/25/2024 3137BFE98 42,382,727 $42,085,759.36 0.67%
JABIL INC 0%, due 07/15/2024 46652LGF8 42,000,000 $42,000,000.00 0.67%
Verizon Master Trust Series 2022-7, Class A1A, 5.23%, due 11/22/2027 92348KBC6 40,000,000 $39,953,004.01 0.64%
REPUBLIC SERVICES INC 2.50%, due 08/15/2024 760759AU4 38,630,000 $38,519,458.33 0.62%
Verizon Master Trust Series 2023-2, Class A, 5.42%, due 04/20/2028 92348KBL6 36,621,000 $36,503,695.61 0.59%
CENTERPOINT ENERGY INC 2.50%, due 09/01/2024 15189TAW7 36,035,000 $35,848,886.07 0.57%
FHLMC Multifamily Structured Pass Through Certs. Series K043, Class A2, 3.062%, due 12/25/2024 3137BGK24 35,643,885 $35,247,991.61 0.56%
JABIL INC 0%, due 07/19/2024 46652LGK7 35,100,000 $35,076,834.35 0.56%
MARATHON OIL CORP 0%, due 07/16/2024 56584TGG1 35,000,000 $34,994,355.55 0.56%
AMERICAN EXPRESS CO Variable rate, due 05/01/2026 025816DE6 33,735,000 $33,622,970.11 0.54%
VULCAN MATERIALS CO 4.50%, due 04/01/2025 929160AS8 32,515,000 $32,247,072.17 0.52%
BROWN & BROWN INC 4.20%, due 09/15/2024 115236AA9 32,052,000 $31,923,654.18 0.51%
ELEVANCE HEALTH INC 3.50%, due 08/15/2024 94973VBJ5 32,000,000 $31,937,277.12 0.51%
CRH AMERICA INC 3.875%, due 05/18/2025 12626PAM5 31,000,000 $30,554,786.69 0.49%
AMGEN INC 5.25%, due 03/02/2025 031162DM9 30,000,000 $29,959,282.80 0.48%
BANK OF MONTREAL 4.25%, due 09/14/2024 06368LAP1 30,000,000 $29,916,968.10 0.48%
BMW Vehicle Lease Trust Series 2024-1, Class A3, 5.20%, due 03/25/2027 05611UAD5 30,000,000 $29,981,727.00 0.48%
CONAGRA BRANDS INC 0%, due 07/15/2024 20600GGF7 30,000,000 $30,000,000.00 0.48%
GE HEALTHCARE TECH INC 5.55%, due 11/15/2024 36267VAB9 30,209,000 $30,188,384.17 0.48%
GENERAL MOTORS FINL CO 0%, due 07/15/2024 37046TGF5 30,000,000 $30,000,000.00 0.48%
JPMORGAN CHASE & CO Variable rate, due 12/15/2025 46647PDM5 30,000,000 $29,995,834.20 0.48%
MERCEDES-BENZ AUTO RECEIVABLES TRUST Series 2023-1, Class A3, 4.51%, due 11/15/2027 58770AAC7 30,000,000 $29,787,903.00 0.48%
NEXTERA ENERGY CAPITAL N/C, 4.255%, due 09/01/2024 65339KBL3 30,000,000 $29,926,597.51 0.48%
SOUTHERN CALIF EDISON CO 0%, due 07/17/2024 8424C0GH7 30,000,000 $29,990,742.90 0.48%
VMWARE LLC 4.50%, due 05/15/2025 928563AD7 30,000,000 $29,745,024.89 0.48%
ZOETIS INC 5.40%, due 11/14/2025 98978VAU7 30,000,000 $30,111,631.19 0.48%
FISERV INC 3.85%, due 06/01/2025 337738AP3 30,000,000 $29,590,777.50 0.47%
T-MOBILE USA INC 3.50%, due 04/15/2025 87264ABB0 30,000,000 $29,559,676.51 0.47%
ZIMMER BIOMET HOLDINGS 1.45%, due 11/22/2024 98956PAU6 30,000,000 $29,554,158.61 0.47%
ENTERPRISE PRODUCTS OPERATING LLC 3.75%, due 02/15/2025 29379VBE2 28,311,000 $28,038,564.37 0.45%
HCA INC 5.375%, due 02/01/2025 404119BR9 27,645,000 $27,607,080.18 0.44%
Honda Auto Receivables Owner Trust Series 2024-1, Class A3, 5.21%, due 08/15/2028 437918AC9 27,500,000 $27,659,016.00 0.44%
NASDAQ INC 5.65%, due 06/28/2025 63111XAG6 27,500,000 $27,544,713.08 0.44%
PLAINS ALL AMER PIPELINE 3.60%, due 11/01/2024 72650RBF8 27,877,000 $27,699,029.89 0.44%
Toyota Auto Receivables Owner Trust Series 2023-D, Class A2A, 5.80%, due 11/16/2026 89239FAB8 27,291,923 $27,339,132.81 0.44%
CONSTELLATION BRANDS INC 4.75%, due 11/15/2024 21036PAN8 27,106,000 $27,015,370.55 0.43%
HUNTINGTON NATIONAL BANK Variable rate, due 11/18/2025 44644MAH4 26,898,000 $26,887,651.27 0.43%
CAMPBELL SOUP CO 3.95%, due 03/15/2025 134429BF5 26,458,000 $26,179,176.07 0.42%
VERIZON COMMUNICATIONS 3.50%, due 11/01/2024 92343VCR3 26,200,000 $26,035,901.27 0.42%
PPG INDUSTRIES INC 2.40%, due 08/15/2024 693506BQ9 25,671,000 $25,596,757.41 0.41%
Verizon Master Trust Series 2022-6, Class A, 3.67%, due 01/22/2029 92348KAZ6 26,140,000 $25,738,620.30 0.41%
AUST & NZ BANKING GROUP Variable rate, due 12/17/2024 05253MVY7 25,000,000 $25,000,000.00 0.40%
BANK OF AMERICA NA N/C, 5.65%, due 08/18/2025 06428CAC8 25,000,000 $25,157,611.50 0.40%
CAMPBELL SOUP CO 5.20%, due 03/19/2027 134429BM0 25,000,000 $25,259,373.25 0.40%
COMMONWEALTH BK AUSTRALIA Variable rate, due 02/18/2025 20272A5K8 25,000,000 $24,999,379.75 0.40%
DELL INT LLC / EMC CORP 4%, due 07/15/2024 24703TAB2 24,986,000 $24,986,000.00 0.40%
DTE ENERGY CO N/C, Variable rate, due 11/01/2024 233331BD8 25,000,000 $24,877,500.26 0.40%
ELEVANCE HEALTH INC 3.35%, due 12/01/2024 036752AC7 25,000,000 $24,791,114.25 0.40%
ENBRIDGE US INC 0%, due 07/19/2024 29251UGK8 25,000,000 $24,984,645.00 0.40%
GLOBAL PAYMENTS INC 1.50%, due 11/15/2024 37940XAF9 25,000,000 $24,659,069.25 0.40%
Huntington Auto Trust Series 2024-1A, Class A2, 5.50%, due 03/15/2027 446144AC1 25,000,000 $25,005,457.50 0.40%
MACQUARIE BANK LIMITED Variable rate, due 03/18/2025 55607NWC0 25,000,000 $25,000,000.00 0.40%
MCCORMICK & CO 3.15%, due 08/15/2024 579780AM9 25,219,000 $25,163,511.90 0.40%
MONDELEZ INTL HLDINGS NLD 2.25%, due 09/19/2024 60920LAF1 25,080,000 $24,921,174.38 0.40%
NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 666807BM3 25,000,000 $24,676,199.25 0.40%
ORACLE CORP 2.95%, due 11/15/2024 68389XBS3 25,119,000 $24,908,781.35 0.40%
O'REILLY AUTOMOTIVE INC 0%, due 07/23/2024 67117GGP2 25,000,000 $24,969,500.00 0.40%
SKANDINAVISKA ENSKILDA BANKEN Variable rate, due 04/30/2025 83050WKV5 25,000,000 $25,000,000.00 0.40%
SOLVENTUM CORP 5.45%, due 02/25/2027 83444MAA9 25,000,000 $25,176,130.50 0.40%
SPECTRA ENERGY PARTNERS 3.50%, due 03/15/2025 84756NAF6 25,000,000 $24,664,161.25 0.40%
SVENSKA HANDELSBANKEN NY N/C, Variable rate, due 11/22/2024 86959TDL7 25,000,000 $25,009,283.25 0.40%
T-Mobile US Trust Series 2024-1A, Class A, 5.05%, due 09/20/2029 87267RAA3 24,675,000 $24,759,319.41 0.40%
TORONTO DOMINION BANK Variable rate, due 04/22/2025 89120DYZ6 25,000,000 $25,000,000.00 0.40%
WESTPAC BANKING CORP N/C, Variable rate, due 06/06/2025 96130AXF0 25,000,000 $24,947,000.00 0.40%
WILLIAMS COMPANIES INC 0%, due 07/23/2024 96946TGP0 25,000,000 $24,968,884.25 0.40%
AUST & NZ BANKING GROUP 0%, due 12/04/2024 05253AM49 25,000,000 $24,473,189.00 0.39%
INTERCONTINENTALEXCHANGE 3.65%, due 05/23/2025 45866FAT1 25,000,000 $24,629,925.00 0.39%
RECKITT BENCKISER TSY 0%, due 07/31/2024 7562E0GX8 24,300,000 $24,240,300.00 0.39%
Bank of America Auto Trust Series 2023-2A, Class A2, 5.85%, due 08/17/2026 06054YAB3 23,524,959 $23,556,028.47 0.38%
CANADIAN NATURAL RESOURCES 0%, due 07/25/2024 13638WGR7 24,000,000 $23,961,234.72 0.38%
TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 893045AE4 24,318,000 $23,939,190.49 0.38%
ORACLE CORP 2.95%, due 05/15/2025 68389XBC8 22,798,000 $22,337,984.69 0.36%
VIRGINIA POWER FUEL SECURITIZATION 5.088%, due 05/01/2027 92808VAA0 22,500,000 $22,509,329.40 0.36%
Volkswagen Auto Lease Trust Series 2024-A, Class A3, 5.58%, due 06/21/2027 92866EAD1 22,500,000 $22,595,125.50 0.36%
CVS HEALTH CORP 2.625%, due 08/15/2024 126650DE7 21,995,000 $21,934,674.97 0.35%
L3HARRIS TECHNOLOGIES INC 0%, due 07/22/2024 50248BGN6 22,000,000 $21,976,328.00 0.35%
MORGAN STANLEY BANK NA 5.479%, due 07/16/2025 61690U7U8 21,500,000 $21,577,814.10 0.35%
SHERWIN-WILLIAMS CO 0%, due 07/17/2024 82434TGH7 22,000,000 $21,993,268.44 0.35%
THERMO FISHER SCIENTIFIC 1.215%, due 10/18/2024 883556CS9 21,920,000 $21,674,081.93 0.35%
ZIMMER BIOMET HOLDINGS 3.55%, due 04/01/2025 98956PAF9 22,174,000 $21,852,196.94 0.35%
FHLMC Multifamily Structured Pass Through Certs. Series K046, Class A2, 3.205%, due 03/25/2025 3137BJP64 21,691,559 $21,371,404.51 0.34%
FIDELITY NATL INFO SERV N/C, 4.50%, due 07/15/2025 31620MBV7 21,210,000 $21,000,440.32 0.34%
HYATT HOTELS CORP 5.375%, due 04/23/2025 448579AH5 21,292,000 $21,236,827.75 0.34%
MERCEDES-BENZ AUTO RECEIVABLES TRUST Series 2023-2, Class A2, 5.92%, due 11/16/2026 58769FAB1 21,212,683 $21,253,311.45 0.34%
ZOETIS INC 4.50%, due 11/13/2025 98978VAK9 21,159,000 $20,991,763.50 0.34%
BACARDI LTD 4.45%, due 05/15/2025 067316AE9 20,650,000 $20,453,524.55 0.33%
CONAGRA BRANDS INC 5.30%, due 10/01/2026 205887CJ9 20,284,000 $20,398,995.88 0.33%
AGILENT TECHNOLOGIES INC 0%, due 07/23/2024 00851CGP2 20,000,000 $19,975,461.80 0.32%
AMERICAN HONDA FINANCE 0%, due 08/07/2024 02665JH78 20,000,000 $19,929,722.20 0.32%
AMERICAN HONDA FINANCE 0%, due 09/09/2024 02665JJ92 20,000,000 $19,826,396.60 0.32%
ARROW ELECTRONICS INC 0%, due 07/16/2024 04273LGG4 20,000,000 $19,996,813.60 0.32%
ARROW ELECTRONICS INC 0%, due 07/22/2024 04273LGN9 20,000,000 $19,977,699.00 0.32%
BANK OF AMERICA CORP Variable rate, due 01/20/2027 06051GLE7 20,000,000 $19,979,356.60 0.32%
BECTON DICKINSON & CO 3.734%, due 12/15/2024 075887BF5 20,000,000 $19,846,195.40 0.32%
BELL CANADA 0%, due 07/26/2024 07787PGS1 20,000,000 $19,966,291.00 0.32%
CANADIAN NATURAL RESOURCES 0%, due 07/18/2024 13638WGJ5 20,000,000 $19,990,377.20 0.32%
CRH AMERICA FINANCE INC 0%, due 08/23/2024 12636CHP8 20,000,000 $19,879,855.80 0.32%
CROWN CASTLE INC. 0%, due 07/30/2024 22823PGW7 20,000,000 $19,951,518.20 0.32%
ENBRIDGE US INC 0%, due 07/15/2024 29251UGF9 20,000,000 $20,000,000.00 0.32%
ENERGY TRANSFER LP 4.05%, due 03/15/2025 29273RBD0 20,000,000 $19,823,744.60 0.32%
GLENCORE FUNDING LLC 0%, due 07/24/2024 37790AGQ0 20,000,000 $19,972,194.20 0.32%
GLENCORE FUNDING LLC 0%, due 08/14/2024 37790AHE6 20,000,000 $19,907,333.40 0.32%
GOLDMAN SACHS BANK USA Variable rate, due 03/18/2027 38151LAF7 20,000,000 $20,050,497.80 0.32%
HALEON UK CAPITAL PLC 3.125%, due 03/24/2025 36264NAB0 20,000,000 $19,659,782.40 0.32%
INTERCONTINENTALEXCHANGE 0%, due 07/24/2024 45856WGQ6 20,000,000 $19,972,318.60 0.32%
INTERCONTINENTALEXCHANGE 0%, due 08/01/2024 45856WH10 20,000,000 $19,947,737.20 0.32%
KEURIG DR PEPPER INC 0%, due 07/19/2024 49271JGK7 20,000,000 $19,987,732.80 0.32%
KINDER MORGAN INC 0%, due 07/15/2024 49455LGF1 20,000,000 $20,000,000.00 0.32%
MERCEDES-BENZ AUTO RECEIVABLES TRUST Series 2024-1, Class A3, 4.80%, due 04/16/2029 587918AD5 20,000,000 $20,003,660.00 0.32%
MONDELEZ INTERNATIONAL 0%, due 07/22/2024 60920VGN6 20,000,000 $19,978,545.60 0.32%
NORFOLK SOUTHERN CORP 0%, due 08/13/2024 65585JHD9 20,000,000 $19,910,823.40 0.32%
NUTRIEN LTD 0%, due 07/22/2024 67077UGN4 20,000,000 $19,978,372.40 0.32%
NUTRIEN LTD 5.90%, due 11/07/2024 67077MAZ1 20,000,000 $20,006,835.00 0.32%
PARKER-HANNIFIN CORP 0%, due 08/26/2024 70109LHS8 20,000,000 $19,872,293.40 0.32%
PEPSICO INC N/C, Variable rate, due 11/12/2024 713448FU7 20,000,000 $20,015,422.60 0.32%
PFIZER INVESTMENT ENTER 4.65%, due 05/19/2025 716973AA0 20,000,000 $19,902,522.60 0.32%
PNC FINANCIAL SERVICES Variable rate, due 10/28/2025 693475BH7 19,762,000 $19,766,876.07 0.32%
ROYAL BANK OF CANADA N/C, 4.95%, due 04/25/2025 78016FZY3 20,000,000 $19,939,993.60 0.32%
THE CIGNA GROUP 4.50%, due 02/25/2026 125523BZ2 20,020,000 $19,855,097.06 0.32%
UBS AG LONDON N/C, 5.80%, due 09/11/2025 902674ZV5 20,000,000 $20,139,599.01 0.32%
UBS AG LONDON Variable rate, due 01/13/2025 902674YT1 19,646,000 $19,659,051.62 0.32%
UBS GROUP AG Variable rate, due 08/05/2025 902613AR9 20,000,000 $19,980,730.39 0.32%
VMWARE LLC 1%, due 08/15/2024 928563AH8 20,178,000 $20,095,595.27 0.32%
VW CREDIT INC 0%, due 07/18/2024 91842JGJ2 20,000,000 $19,990,694.20 0.32%
WRKCO INC 4.65%, due 03/15/2026 92940PAB0 20,000,000 $19,823,135.00 0.32%
FHLMC Multifamily Structured Pass Through Certs. Series K732, Class A2, 3.70%, due 05/25/2025 3137FG7F6 19,669,882 $19,410,908.18 0.31%
FIFTH THIRD BANCORP 2.375%, due 01/28/2025 316773CY4 20,000,000 $19,651,845.59 0.31%
John Deere Owner Trust Series 2023-B, Class A2, 5.59%, due 06/15/2026 477920AB8 19,164,297 $19,167,474.38 0.31%
MCKESSON CORP 5.25%, due 02/15/2026 581557BS3 19,350,000 $19,351,191.96 0.31%
ORACLE CORP 2.65%, due 07/15/2026 68389XBM6 20,000,000 $19,135,694.00 0.31%
AT&T INC 0%, due 08/19/2024 0020A2HK1 19,000,000 $18,898,309.53 0.30%
GLOBAL PAYMENTS INC 0%, due 07/15/2024 37961CGF3 19,000,000 $19,000,000.00 0.30%
KEURIG DR PEPPER INC 2.55%, due 09/15/2026 26138EAU3 19,529,000 $18,566,128.32 0.30%
SYSCO CORPORATION 3.75%, due 10/01/2025 871829AZ0 18,725,000 $18,409,297.44 0.30%
COMCAST CORP 5.25%, due 11/07/2025 20030NDZ1 18,099,000 $18,168,848.02 0.29%
Dell Equipment Finance Trust Series 2023-3, Class A2, 6.10%, due 04/23/2029 24702EAB6 17,837,852 $17,872,454.17 0.29%
FHLMC Multifamily Structured Pass Through Certs. Series K040, Class A2, 3.241%, due 09/25/2024 3137BEVH4 18,147,998 $18,056,109.13 0.29%
FHLMC Multifamily Structured Pass Through Certs. Series K728, Class AM, Variable rate, due 08/25/2024 3137FBTB2 18,000,000 $17,907,948.00 0.29%
John Deere Owner Trust Series 2024-A, Class A3, 4.96%, due 11/15/2028 47800RAD5 18,000,000 $18,074,768.40 0.29%
STATE STREET CORP Variable rate, due 05/18/2026 857477CB7 18,000,000 $17,977,560.12 0.29%
THE CIGNA GROUP 3.25%, due 04/15/2025 125523AV2 18,128,000 $17,838,531.38 0.29%
WELLS FARGO BANK NA 5.55%, due 08/01/2025 94988J6B8 18,250,000 $18,311,669.49 0.29%
AUTOZONE INC 3.625%, due 04/15/2025 053332AY8 17,476,000 $17,239,430.53 0.28%
COOPERATIEVE RABOBANK UA/NY N/C, 1.375%, due 01/10/2025 21688AAS1 17,619,000 $17,268,179.46 0.28%
CSX CORP 3.40%, due 08/01/2024 126408HB2 17,620,000 $17,599,199.06 0.28%
ORACLE CORP 5.80%, due 11/10/2025 68389XCF0 17,000,000 $17,180,301.32 0.28%
BMW Vehicle Lease Trust Series 2023-1, Class A3, 5.16%, due 11/25/2025 05593AAC3 17,127,176 $17,104,806.28 0.27%
CoreVest American Finance Ltd Series 2020-2, Class A, 3.376%, due 05/15/2052 21872VAA0 17,195,651 $16,848,939.92 0.27%
CRH AMERICA FINANCE INC 0%, due 07/18/2024 12636CGJ3 17,000,000 $16,992,149.91 0.27%
ELEVANCE HEALTH INC 4.90%, due 02/08/2026 28622HAA9 16,667,000 $16,615,516.64 0.27%
HUMANA INC 3.85%, due 10/01/2024 444859BD3 17,042,000 $16,984,024.13 0.27%
WRKCO INC 3.75%, due 03/15/2025 96145DAF2 17,257,000 $17,047,266.53 0.27%
AMERICAN EXPRESS CO Variable rate, due 04/23/2027 025816DT3 16,000,000 $16,162,969.44 0.26%
CONAGRA BRANDS INC 0%, due 07/23/2024 20600GGP5 16,100,000 $16,079,593.73 0.26%
CONSTELLATION BRANDS INC 0%, due 08/06/2024 21037CH66 16,000,000 $15,944,801.44 0.26%
Porsche Financial Auto Securitization Trust Series 2023-2A, Class A2A, 5.88%, due 11/23/2026 732916AB7 16,345,686 $16,366,585.66 0.26%
VERISK ANALYTICS INC 4%, due 06/15/2025 92345YAD8 16,381,000 $16,137,079.38 0.26%
BofA Auto Trust Series 2024-1A, Class A3, 5.35%, due 11/15/2028 09709AAC6 15,700,000 $15,843,144.75 0.25%
CANADIAN NATL RAILWAY 0%, due 07/22/2024 13639CGN9 15,500,000 $15,483,428.49 0.25%
HCA INC 5.875%, due 02/15/2026 404119BS7 15,492,000 $15,569,437.08 0.25%
PNC FINANCIAL SERVICES Variable rate, due 06/12/2026 693475BQ7 15,325,000 $15,385,666.01 0.25%
US BANK NA CINCINNATI 2.80%, due 01/27/2025 90331HMS9 15,552,000 $15,332,163.77 0.25%
ABBVIE INC 2.60%, due 11/21/2024 00287YBZ1 15,425,000 $15,270,334.44 0.24%
AETNA INC 3.50%, due 11/15/2024 00817YAQ1 15,245,000 $15,138,570.83 0.24%
ALIMENTATION COUCHE-TARD 0%, due 07/16/2024 01626UGG4 15,000,000 $14,997,692.85 0.24%
AT&T INC 0%, due 08/28/2024 0020A2HU9 15,000,000 $14,899,074.15 0.24%
BANK OF NY MELLON CORP Variable rate, due 07/24/2026 06406RBJ5 15,000,000 $14,887,447.50 0.24%
BARCLAYS PLC N/C, 3.65%, due 03/16/2025 06738EAE5 15,000,000 $14,804,603.25 0.24%
BMW Vehicle Owner Trust Series 2024-A, Class A3, 5.18%, due 02/26/2029 096919AD7 15,000,000 $15,114,040.50 0.24%
CANADIAN NATL RAILWAY 0%, due 07/18/2024 13639CGJ8 15,000,000 $14,993,156.70 0.24%
CANADIAN NATL RESOURCES 3.90%, due 02/01/2025 136385AV3 15,000,000 $14,858,023.35 0.24%
Citizens Auto Receivables Trust Series 2024-1, Class A2A, 5.43%, due 10/15/2026 17331QAB2 15,000,000 $14,993,169.00 0.24%
CONSTELLATION BRANDS INC 0%, due 07/15/2024 21037CGF7 15,000,000 $15,000,000.00 0.24%
CONSTELLATION BRANDS INC 5%, due 02/02/2026 21036PBN7 15,000,000 $15,000,244.20 0.24%
DH EUROPE FINANCE II 2.20%, due 11/15/2024 23291KAG0 15,279,000 $15,108,199.88 0.24%
GLENCORE FUNDING LLC 0%, due 07/16/2024 37790AGG2 15,000,000 $14,997,686.70 0.24%
GOLDMAN SACHS GROUP INC N/C, 5.70%, due 11/01/2024 38141GZV9 15,000,000 $15,002,471.70 0.24%
HUMANA INC 5.70%, due 03/13/2026 444859BW1 14,800,000 $14,799,510.56 0.24%
JPMORGAN CHASE & CO Variable rate, due 04/22/2028 46647PEE2 15,000,000 $15,251,006.40 0.24%
KEURIG DR PEPPER INC 0%, due 07/25/2024 49271JGR2 15,000,000 $14,976,984.90 0.24%
L3HARRIS TECHNOLOGIES INC 0%, due 08/05/2024 50248BH54 15,000,000 $14,951,743.20 0.24%
MARATHON OIL CORP 0%, due 07/19/2024 56584TGK2 15,000,000 $14,990,311.95 0.24%
MARRIOTT INTERNATIONAL 0%, due 07/29/2024 57163TGV5 15,000,000 $14,967,636.30 0.24%
MORGAN STANLEY BANK NA Variable rate, due 01/14/2028 61690U8A1 15,000,000 $15,004,282.05 0.24%
MORGAN STANLEY Variable rate, due 01/22/2025 61747YEB7 15,000,000 $15,012,546.60 0.24%
NATWEST MARKETS PLC Variable rate, due 08/12/2024 63906YAC2 14,885,000 $14,888,563.47 0.24%
ROYAL BANK OF CANADA N/C, 3.97%, due 07/26/2024 78016EZH3 15,000,000 $14,992,666.50 0.24%
ROYAL BANK OF CANADA Variable rate, due 03/03/2025 78014XMT1 15,000,000 $15,000,000.00 0.24%
SOUTHERN CALIF EDISON CO 0%, due 07/15/2024 8424C0GF1 15,000,000 $15,000,000.00 0.24%
SVENSKA HANDELSBANKEN AB Variable rate, due 11/04/2024 86960LHY9 15,000,000 $15,000,000.00 0.24%
TORONTO DOMINION BANK Variable rate, due 02/13/2025 89120DZ85 15,000,000 $15,000,000.00 0.24%
TORONTO DOMINION BANK Variable rate, due 03/12/2025 89120DZF9 15,000,000 $15,000,000.00 0.24%
Toyota Auto Receivables Owner Trust Series 2024-A, Class A3, 4.83%, due 10/16/2028 89238DAD0 15,000,000 $14,988,742.50 0.24%
TRANSCANADA PIPELINES 0%, due 08/27/2024 89355PHT8 15,000,000 $14,900,943.75 0.24%
UNITEDHEALTH GROUP INC 4.60%, due 04/15/2027 91324PEY4 15,000,000 $14,994,684.90 0.24%
VW CREDIT INC 0%, due 07/23/2024 91842JGP8 15,000,000 $14,981,449.80 0.24%
VW CREDIT INC 0%, due 08/02/2024 91842JH28 15,000,000 $14,958,237.90 0.24%
WELLS FARGO & COMPANY Variable rate, due 04/22/2028 95000U3L5 15,000,000 $15,249,205.95 0.24%
WELLS FARGO & COMPANY Variable rate, due 10/30/2025 95000U2H5 15,000,000 $14,861,290.50 0.24%
WELLS FARGO BANK NA 4.811%, due 01/15/2026 94988J6H5 15,000,000 $14,968,993.05 0.24%
WESTPAC BANKING CORP Variable rate, due 03/07/2025 9612C45K3 15,000,000 $15,000,000.00 0.24%
WILLIAMS COMPANIES INC 0%, due 07/22/2024 96946TGN5 15,000,000 $14,983,664.25 0.24%
AUTODESK INC 4.375%, due 06/15/2025 052769AD8 14,795,000 $14,644,822.02 0.23%
CVS HEALTH CORP 3.375%, due 08/12/2024 126650CF5 14,220,000 $14,191,909.95 0.23%
FHLMC Multifamily Structured Pass Through Certs. Series K045, Class A2, 3.023%, due 01/25/2025 3137BHXJ1 14,748,198 $14,545,229.33 0.23%
Ford Credit Auto Owner Trust Series 2023-C, Class A2A, 5.68%, due 09/15/2026 344940AB7 14,125,764 $14,137,892.87 0.23%
INTERCONTINENTALEXCHANGE 0%, due 07/25/2024 45856WGR4 14,250,000 $14,228,118.84 0.23%
REPUBLIC SERVICES INC 3.20%, due 03/15/2025 760759AQ3 14,547,000 $14,340,653.85 0.23%
ABBVIE INC 3.80%, due 03/15/2025 00287YCX5 13,689,000 $13,547,353.07 0.22%
AUTODESK INC 3.50%, due 06/15/2027 052769AE6 14,267,000 $13,790,938.17 0.22%
BANK OF NEW YORK MELLON Variable rate, due 05/22/2026 06405LAD3 13,500,000 $13,516,650.77 0.22%
BELL CANADA 0%, due 07/16/2024 07787PGG7 13,520,000 $13,517,925.63 0.22%
CONSTELLATION BRANDS INC 0%, due 08/09/2024 21037CH90 13,500,000 $13,446,989.69 0.22%
ICON INVESTMENTS SIX DAC 5.809%, due 05/08/2027 45115AAA2 13,000,000 $13,233,515.36 0.21%
JM SMUCKER CO 3.50%, due 03/15/2025 832696AK4 13,215,000 $13,033,051.12 0.21%
AMERICAN WATER CAPITAL CORP 3.40%, due 03/01/2025 03040WAL9 12,898,000 $12,733,587.78 0.20%
FIRSTENERGY TRANSMISSION 4.35%, due 01/15/2025 33767BAB5 12,357,000 $12,259,494.62 0.20%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2024 38141GYF5 12,500,000 $12,503,143.00 0.20%
John Deere Owner Trust Series 2023-C, Class A2, 5.76%, due 08/17/2026 47787CAB9 12,190,161 $12,203,047.95 0.20%
MORGAN STANLEY 3.70%, due 10/23/2024 61761JVL0 12,515,000 $12,448,346.99 0.20%
STRYKER CORP 1.15%, due 06/15/2025 863667BA8 13,245,000 $12,746,349.06 0.20%
AMERICAN HONDA FINANCE 0%, due 08/19/2024 02665JHK9 12,000,000 $11,935,557.72 0.19%
CADENCE DESIGN SYS INC 4.375%, due 10/15/2024 127387AL2 11,963,000 $11,910,427.52 0.19%
CCL INDUSTRIES INC 3.25%, due 10/01/2026 124900AB7 12,475,000 $11,900,485.71 0.19%
ROPER TECHNOLOGIES INC 2.35%, due 09/15/2024 776743AH9 11,996,000 $11,926,824.72 0.19%
WASTE MANAGEMENT INC 3.125%, due 03/01/2025 94106LBA6 12,296,000 $12,127,780.39 0.19%
WEC ENERGY GROUP INC 5%, due 09/27/2025 92939UAH9 11,892,000 $11,863,498.57 0.19%
Chase Auto Owner Trust Series 2024-3A, Class A2, 5.90%, due 09/27/2027 16144LAB2 11,500,000 $11,532,349.50 0.18%
CONSTELLATION BRANDS INC 0%, due 07/16/2024 21037CGG5 11,000,000 $10,998,261.01 0.18%
ELEVANCE HEALTH INC 2.375%, due 01/15/2025 036752AJ2 11,669,000 $11,481,586.41 0.18%
ENERGY TRANSFER LP 2.90%, due 05/15/2025 29278NAP8 11,362,000 $11,116,048.60 0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K729, Class A2, 3.136%, due 10/25/2024 3137FCM43 11,207,023 $11,118,046.14 0.18%
Honda Auto Receivables Owner Trust Series 2023-2, Class A2, 5.41%, due 04/15/2026 437927AB2 11,124,016 $11,114,730.72 0.18%
ARROW ELECTRONICS INC 0%, due 07/25/2024 04273LGR0 10,835,000 $10,817,776.14 0.17%
BANK OF AMERICA CORP Variable rate, due 04/23/2027 06051GHT9 10,716,000 $10,419,513.25 0.17%
CLEVELAND ELECTRIC ILLUMINATING CO 5.50%, due 08/15/2024 186108CJ3 10,674,000 $10,654,078.58 0.17%
CRH AMERICA FINANCE INC 0%, due 08/20/2024 12636CHL7 10,900,000 $10,839,600.48 0.17%
Dell Equipment Finance Trust Series 2023-2, Class A2, 5.84%, due 01/22/2029 24703GAB0 10,838,082 $10,845,083.82 0.17%
JDE PEET'S NV 0.80%, due 09/24/2024 47216QAA1 11,000,000 $10,892,554.09 0.17%
Mercedes-Benz Auto Lease Trust Series 2023-A, Class A3, 4.74%, due 01/15/2027 58768RAC4 10,500,000 $10,449,433.05 0.17%
NETFLIX INC 5.875%, due 02/15/2025 64110LAL0 10,366,000 $10,402,667.65 0.17%
SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 785592AM8 10,922,000 $10,912,625.65 0.17%
THOMSON REUTERS CORP 3.35%, due 05/15/2026 884903BV6 10,627,000 $10,312,215.93 0.17%
Toyota Auto Receivables Owner Trust Series 2023-C, Class A2A, 5.60%, due 08/17/2026 89231FAB6 10,565,292 $10,568,623.12 0.17%
ABBVIE INC 3.60%, due 05/14/2025 00287YAQ2 10,000,000 $9,862,954.90 0.16%
AMSR Trust Series 2020-SFR1, Class A, 1.819%, due 04/17/2037 00180AAA7 9,950,452 $9,684,244.05 0.16%
ASHTEAD CAPITAL INC 4.375%, due 08/15/2027 045054AF0 10,000,000 $9,719,182.70 0.16%
BACARDI-MARTINI BV 0%, due 07/30/2024 05634EGW6 10,000,000 $9,976,022.50 0.16%
BAXTER INTERNATIONAL INC N/C, Variable rate, due 11/29/2024 071813DB2 10,000,000 $9,994,793.80 0.16%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 10,067,000 $9,949,850.33 0.16%
BRISTOL-MYERS SQUIBB CO 2.90%, due 07/26/2024 110122CM8 10,066,000 $10,057,055.15 0.16%
CAMPBELL SOUP COMPANY 0%, due 08/14/2024 13443CHE4 10,000,000 $9,953,831.60 0.16%
Citizens Auto Receivables Trust Series 2024-2, Class A3, 5.33%, due 08/15/2028 17331XAD3 10,000,000 $10,064,560.00 0.16%
CONAGRA BRANDS INC 4.60%, due 11/01/2025 205887CB6 10,000,000 $9,924,911.20 0.16%
COOPERATIEVE RABOBANK UA/NY N/C, 5.041%, due 03/05/2027 21688ABD3 10,000,000 $10,067,707.10 0.16%
CRH AMERICA FINANCE INC 0%, due 07/29/2024 12636CGV6 10,000,000 $9,978,362.30 0.16%
CROWN CASTLE INC. 0%, due 08/01/2024 22823PH14 10,000,000 $9,972,422.20 0.16%
ELEVANCE HEALTH INC 5.35%, due 10/15/2025 036752AV5 10,000,000 $10,024,547.70 0.16%
Ford Credit Auto Owner Trust Series 2024-A, Class A3, 5.38%, due 12/15/2028 34535EAD4 10,000,000 $10,046,838.00 0.16%
GE HEALTHCARE TECH INC 5.60%, due 11/15/2025 36267VAD5 10,000,000 $10,044,415.20 0.16%
GLENCORE FUNDING LLC 0%, due 08/07/2024 37790AH71 10,000,000 $9,964,500.10 0.16%
HCA INC 5.375%, due 09/01/2026 404121AH8 10,000,000 $10,028,430.00 0.16%
INTERCONTINENTALEXCHANGE 0%, due 08/08/2024 45856WH85 10,000,000 $9,963,349.50 0.16%
JABIL INC 0%, due 07/25/2024 46652LGR2 10,000,000 $9,983,592.30 0.16%
JPMORGAN CHASE & CO Variable rate, due 01/23/2028 46647PEA0 10,000,000 $10,021,471.50 0.16%
MARRIOTT INTERNATIONAL 0%, due 08/07/2024 57163TH77 10,000,000 $9,964,538.70 0.16%
MONDELEZ INTL HLDINGS NLD 4.25%, due 09/15/2025 60920LAS3 9,955,000 $9,858,603.45 0.16%
MORGAN STANLEY Variable rate, due 04/13/2028 61747YFP5 10,000,000 $10,175,932.10 0.16%
NORTHERN STATES PWR-MINN N/C, 7.125%, due 07/01/2025 665772BN8 10,000,000 $10,159,994.10 0.16%
PARKER-HANNIFIN CORP 0%, due 08/20/2024 70109LHL3 10,000,000 $9,945,285.80 0.16%
ROYAL BANK OF CANADA N/C, 5.66%, due 10/25/2024 78016FZR8 10,000,000 $10,001,764.40 0.16%
SHERWIN-WILLIAMS CO 0%, due 07/22/2024 82434TGN4 10,000,000 $9,989,321.80 0.16%
SKANDINAVISKA ENSKILDA BANKEN Variable rate, due 03/06/2025 83050WLQ5 10,000,000 $10,000,000.00 0.16%
SUMITOMO MITSUI TRUST BANK LTD N/C, Variable rate, due 09/16/2024 86563VAX7 10,000,000 $10,003,917.50 0.16%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/13/2024 89236TJP1 10,000,000 $10,002,241.30 0.16%
TRANSCANADA PIPELINES 0%, due 07/24/2024 89355PGQ5 10,000,000 $9,986,063.70 0.16%
TRANSCANADA PIPELINES 0%, due 08/09/2024 89355PH92 10,000,000 $9,961,682.20 0.16%
VERIZON COMMUNICATIONS 3.376%, due 02/15/2025 92343VEN0 10,000,000 $9,878,715.70 0.16%
VMWARE LLC 4.65%, due 05/15/2027 928563AE5 10,000,000 $9,926,239.10 0.16%
VULCAN MATERIALS CO 0%, due 07/19/2024 92919TGK3 10,000,000 $9,993,859.00 0.16%
VW CREDIT INC 0%, due 08/13/2024 91842JHD4 10,000,000 $9,955,049.10 0.16%
VW CREDIT INC 0%, due 08/14/2024 91842JHE2 10,000,000 $9,953,874.20 0.16%
WELLS FARGO & COMPANY 3.30%, due 09/09/2024 94974BGA2 10,160,000 $10,121,732.77 0.16%
WRKCO INC 0%, due 07/17/2024 92940XGH4 10,000,000 $9,996,921.50 0.16%
WRKCO INC 0%, due 07/26/2024 92940XGS0 10,000,000 $9,983,102.20 0.16%
WRKCO INC 3%, due 09/15/2024 96145DAB1 9,750,000 $9,699,210.69 0.16%
BANK OF NEW YORK MELLON Variable rate, due 11/21/2025 06405LAC5 9,612,000 $9,606,655.44 0.15%
BMW Vehicle Lease Trust Series 2023-2, Class A2, 5.95%, due 08/25/2025 055979AB4 9,312,706 $9,322,078.76 0.15%
FIDELITY NATL INFO SERV 1.15%, due 03/01/2026 31620MBR6 10,000,000 $9,394,005.40 0.15%
FIFTH THIRD BANK Variable rate, due 10/27/2025 31677QBT5 9,210,000 $9,211,704.41 0.15%
MOLSON COORS BEVERAGE CO 3%, due 07/15/2026 60871RAG5 10,000,000 $9,629,653.80 0.15%
MONDELEZ INTL HLDINGS NLD 1.25%, due 09/24/2026 60920LAR5 10,000,000 $9,224,426.51 0.15%
US BANCORP Variable rate, due 01/27/2028 91159HJC5 10,000,000 $9,330,482.40 0.15%
VERIZON COMMUNICATIONS 2.625%, due 08/15/2026 92343VDD3 10,000,000 $9,562,676.90 0.15%
WILLIAMS COMPANIES INC 0%, due 07/15/2024 96946TGF2 9,600,000 $9,600,000.00 0.15%
BANK OF AMERICA CORP Variable rate, due 10/01/2025 06051GGT0 8,964,000 $8,916,887.19 0.14%
BANK OF NY MELLON CORP Variable rate, due 04/26/2027 06406RBQ9 8,833,000 $8,844,039.40 0.14%
BAXTER INTERNATIONAL INC 1.322%, due 11/29/2024 071813CH0 9,177,000 $9,030,142.67 0.14%
BMW Vehicle Owner Trust Series 2023-A, Class A2A, 5.72%, due 04/27/2026 05592XAB6 8,992,211 $8,994,721.36 0.14%
MERCEDES-BENZ AUTO RECEIVABLES TRUST Series 2022-1, Class A3, 5.21%, due 08/16/2027 58768PAC8 8,450,000 $8,440,636.56 0.14%
Toyota Auto Receivables Owner Trust Series 2023-B, Class A2A, 5.28%, due 05/15/2026 891941AB2 8,830,801 $8,822,799.85 0.14%
VIRGINIA ELEC & POWER CO 3.10%, due 05/15/2025 927804FS8 8,775,000 $8,614,546.05 0.14%
BANK OF NOVA SCOTIA N/C, Variable rate, due 07/31/2024 0641596F8 8,000,000 $8,000,676.48 0.13%
ERAC USA FINANCE LLC 3.85%, due 11/15/2024 26884TAL6 8,255,000 $8,204,547.17 0.13%
PNC FINANCIAL SERVICES Variable rate, due 01/21/2028 693475BV6 8,000,000 $8,053,616.48 0.13%
ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2024 78016EZV2 8,000,000 $8,000,654.32 0.13%
AMERICAN EXPRESS CO Variable rate, due 02/16/2028 025816DP1 7,222,000 $7,248,931.99 0.12%
Verizon Master Trust Series 2024-1, Class A1A, 5.04%, due 12/20/2028 92348KCL5 7,500,000 $7,494,405.00 0.12%
AMERICAN EXPRESS CO Variable rate, due 10/30/2026 025816DL0 6,956,000 $7,052,216.71 0.11%
AMGEN INC 5.507%, due 03/02/2026 031162DN7 7,000,000 $6,999,756.12 0.11%
HYUNDAI CAPITAL AMERICA 1%, due 09/17/2024 44891ABY2 7,000,000 $6,941,075.89 0.11%
INFOR INC 1.75%, due 07/15/2025 45674CAA1 6,993,000 $6,705,804.13 0.11%
Kubota Credit Owner Trust Series 2024-1A, Class A2, 5.39%, due 01/15/2027 50117BAB6 7,000,000 $7,009,635.50 0.11%
MARSH & MCLENNAN COS INC 3.50%, due 03/10/2025 571748AX0 6,642,000 $6,567,245.15 0.11%
Mercedes-Benz Auto Lease Trust Series 2023-A, Class A2, 5.24%, due 11/17/2025 58768RAB6 6,989,540 $6,986,246.44 0.11%
MET LIFE GLOBAL FUNDING I N/C, Variable rate, due 09/27/2024 59217GEQ8 7,000,000 $7,002,002.07 0.11%
Toyota Auto Receivables Owner Trust Series 2023-D, Class A3, 5.54%, due 08/15/2028 89239FAD4 6,500,000 $6,580,400.45 0.11%
BANK OF AMERICA CORP Variable rate, due 01/23/2026 06051GGZ6 6,004,000 $5,932,691.93 0.10%
PARKER-HANNIFIN CORP 3.30%, due 11/21/2024 70109HAL9 6,376,000 $6,331,128.26 0.10%
SOUTHERN CALIF EDISON CO 0%, due 07/16/2024 8424C0GG9 6,500,000 $6,498,996.99 0.10%
John Deere Owner Trust Series 2023-A, Class A2, 5.28%, due 03/16/2026 47800CAB2 5,884,445 $5,880,194.87 0.09%
MICROCHIP TECHNOLOGY INC 0.983%, due 09/01/2024 595017BC7 5,820,000 $5,781,319.64 0.09%
ABBVIE INC 4.80%, due 03/15/2027 00287YDR7 5,000,000 $5,021,528.45 0.08%
BANQUE FEDERATIVE DU CREDIT MUTUEL N/C, Variable rate, due 02/04/2025 06675FAW7 5,000,000 $5,002,047.55 0.08%
CANADIAN PACIFIC RAILWAY 1.35%, due 12/02/2024 13645RBD5 5,000,000 $4,922,240.45 0.08%
DANSKE BANK A/S 0.976%, due 09/10/2025 23636ABA8 5,000,000 $4,963,340.40 0.08%
GLOBAL PAYMENTS INC 4.80%, due 04/01/2026 891906AC3 5,010,000 $4,974,776.40 0.08%
JPMORGAN CHASE & CO N/C, 3.875%, due 09/10/2024 46625HJY7 4,900,000 $4,886,194.74 0.08%
JPMORGAN CHASE & CO Variable rate, due 04/26/2026 46647PCZ7 5,000,000 $4,948,812.25 0.08%
MACQUARIE GROUP LTD Variable rate, due 10/14/2025 55608JBB3 5,000,000 $5,001,923.90 0.08%
NATIONAL BANK OF CANADA N/C, Variable rate, due 08/06/2024 63307A2Q7 5,000,000 $5,000,790.05 0.08%
PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 08/23/2024 74256LER6 5,000,000 $5,001,131.45 0.08%
STRYKER CORP 3.375%, due 11/01/2025 863667AH4 5,143,000 $5,032,732.85 0.08%
THE CIGNA GROUP 5.685%, due 03/15/2026 125523CR9 5,257,000 $5,257,341.97 0.08%
UBS AG LONDON N/C, Variable rate, due 08/09/2024 902674YL8 5,000,000 $5,000,970.55 0.08%
VOLKSWAGEN GROUP AMERICA 5.80%, due 09/12/2025 928668BU5 5,000,000 $5,027,357.25 0.08%
BANK OF AMERICA CORP Variable rate, due 07/22/2026 06051GLA5 4,300,000 $4,272,786.81 0.07%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A1, Variable rate, due 02/25/2049 10569TAA6 4,591,121 $4,125,765.74 0.07%
Dell Equipment Finance Trust Series 2023-1, Class A2, 5.65%, due 09/28/2028 24702HAC7 4,525,267 $4,525,917.88 0.07%
Ford Credit Auto Owner Trust Series 2023-A, Class A2A, 5.78%, due 03/15/2026 344928AB2 4,492,177 $4,488,107.11 0.07%
Ford Credit Auto Owner Trust Series 2023-A, Class A3, 4.65%, due 02/15/2028 344928AD8 4,465,000 $4,439,439.22 0.07%
HUMANA INC 4.50%, due 04/01/2025 444859BM3 4,600,000 $4,571,943.59 0.07%
MARRIOTT INTERNATIONAL 0%, due 07/25/2024 57163TGR4 4,500,000 $4,493,088.05 0.07%
MERCEDES-BENZ FIN NA 3.25%, due 08/01/2024 233851BJ2 4,383,000 $4,377,459.54 0.07%
OWENS CORNING 5.50%, due 06/15/2027 690742AN1 4,000,000 $4,065,430.88 0.07%
AMSR Trust Series 2020-SFR2, Class A, 1.632%, due 07/17/2037 00178UAA7 3,906,377 $3,759,151.08 0.06%
CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 12557LBK0 4,203,604 $3,990,612.35 0.06%
Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 12596XAA0 3,746,770 $3,552,691.07 0.06%
Credit Suisse Mortgage Trust Series 2020-NQM1, Class A1, Variable rate, due 05/25/2065 126401AA6 3,805,103 $3,501,002.02 0.06%
ENERGY TRANSFER LP 5.75%, due 04/01/2025 226373AP3 3,588,000 $3,586,153.97 0.06%
GM Financial Automobile Leasing Trust Series 2023-2, Class A2A, 5.44%, due 10/20/2025 362548AB5 3,993,365 $3,992,318.14 0.06%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYQ1 4,000,000 $4,001,339.12 0.06%
HOWMET AEROSPACE INC 6.875%, due 05/01/2025 443201AA6 4,000,000 $4,037,416.00 0.06%
AON NORTH AMERICA INC 5.125%, due 03/01/2027 03740MAA8 3,000,000 $3,022,114.44 0.05%
BACARDI-MARTINI BV 0%, due 07/18/2024 05634EGJ5 3,150,000 $3,148,493.99 0.05%
Ford Credit Auto Owner Trust Series 2022-C, Class A3, 4.48%, due 12/15/2026 34535AAD2 3,123,648 $3,106,724.57 0.05%
GM Financial Securitized Term Auto Receivables Tr Series 2023-2, Class A3, 4.47%, due 02/16/2028 362583AD8 3,315,000 $3,287,508.04 0.05%
JP Morgan Mortgage Trust Series 2020-2, Class A11, Variable rate, due 07/25/2050 46591TBB9 3,171,880 $3,062,520.39 0.05%
Toyota Auto Receivables Owner Trust Series 2023-B, Class A3, 4.71%, due 02/15/2028 891941AD8 3,212,000 $3,195,697.82 0.05%
VERALTO CORP 5.50%, due 09/18/2026 92338CAA1 2,856,000 $2,870,733.82 0.05%
WESTLAKE CORP 0.875%, due 08/15/2024 960413AX0 3,140,000 $3,126,720.69 0.05%
WILLIAMS COMPANIES INC 4%, due 09/15/2025 96949LAB1 2,970,000 $2,927,313.82 0.05%
ALCON FINANCE CORP 2.75%, due 09/23/2026 01400EAA1 2,788,000 $2,657,407.49 0.04%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 2,766,000 $2,743,364.99 0.04%
COLT Funding LLC Series 2020-2R, Class A1, Variable rate, due 10/26/2065 12656GAA4 2,875,114 $2,591,008.08 0.04%
JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 46651GAL3 2,702,336 $2,554,057.41 0.04%
Freddie Mac Series 4671, Class CA, 3.50%, due 08/15/2043 3137BW2C7 1,734,285 $1,715,429.79 0.03%
GCAT Series 2020-NQM1, Class A1, Variable rate, due 01/25/2060 36167FAA7 2,181,045 $2,096,499.74 0.03%
JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 46591DBF5 2,041,061 $1,974,620.57 0.03%
QORVO INC 1.75%, due 12/15/2024 74739DAB0 1,727,000 $1,696,889.67 0.03%
World Omni Auto Receivables Trust Series 2022-C, Class A2, 4.21%, due 03/16/2026 98163TAB9 1,864,874 $1,863,217.95 0.03%
Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 3136AJSW7 1,417,631 $1,371,686.11 0.02%
Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 3136ANVJ3 1,019,043 $985,854.05 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KL1E, Class A1E, 2.835%, due 02/25/2027 3137BYLB4 1,395,183 $1,350,164.29 0.02%
John Deere Owner Trust Series 2022-C, Class A2, 4.98%, due 08/15/2025 47800BAB4 1,443,484 $1,443,161.95 0.02%
Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 67113CAL0 1,593,830 $1,504,076.06 0.02%
CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 12555DAB1 907,324 $888,155.40 0.01%
CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 12554TAL5 530,350 $513,690.11 0.01%
GEORGIA POWER CO 5.004%, due 02/23/2027 373334KV2 435,000 $438,049.57 0.01%
Starwood Mortgage Residential Trust Series 2020-1, Class A1, Variable rate, due 02/25/2050 85573AAA3 858,156 $811,018.07 0.01%
STATE STREET CORP Variable rate, due 01/26/2026 857477BZ5 566,000 $564,550.36 0.01%
Verus Securitization Trust Series 2019-4, Class A2, Variable rate, due 11/25/2059 92537KAB0 848,164 $827,631.84 0.01%
Verus Securitization Trust Series 2020-4, Class A2, Variable rate, due 05/25/2065 92538LAB7 614,843 $589,960.77 0.01%
Fannie Mae FN AE0812, 5%, due 07/01/2025 31419A3W5 1,699 $1,698.03 0.00%
Fannie Mae FN AL5764, 5%, due 09/01/2025 3138ENMN6 351 $350.59 0.00%
Fannie Mae FN AL6212, 4.50%, due 01/01/2027 3138EN3W7 176 $174.46 0.00%
Fannie Mae FN AL6798, 5%, due 09/01/2025 3138EPRU0 427 $426.75 0.00%
Fannie Mae FN BM1299, 5%, due 03/01/2027 3140J5NR6 3,388 $3,387.25 0.00%
Fannie Mae Series 2017-18, Class VB, 3%, due 05/25/2040 3136AVPW3 308,565 $306,436.37 0.00%
Freddie Mac FG G15435, 5%, due 11/01/2024 3128MEHL8 15 $14.60 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 28 $27.65 0.00%
Freddie Mac FG G15874, 5%, due 06/01/2026 3128MEXB2 170 $170.62 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 46 $46.25 0.00%
JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 46591KAZ6 167,258 $158,728.83 0.00%
JP Morgan Mortgage Trust Series 2019-LTV3, Class A, Variable rate, due 03/25/2050 46651HBC0 172,019 $170,726.18 0.00%
JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 46591NBC0 226,181 $224,728.88 0.00%
Residential Mortgage Loan Trust Series 2019-3, Class A2, Variable rate, due 09/25/2059 76119NAB3 97,818 $96,319.56 0.00%
Toyota Auto Receivables Owner Trust Series 2022-C, Class A2A, 4.19%, due 08/15/2025 89231CAB3 307,955 $307,913.34 0.00%
Verus Securitization Trust Series 2019-INV2, Class A2, Variable rate, due 07/25/2059 92537HAB7 310,641 $306,009.47 0.00%
US Dollar $USD -27,563,528 ($27,563,528.02) -0.44%
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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