First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 12/3/2021

Total Number of Holdings (excluding cash): 488

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
ENERGY TRANSFER LP 0%, due 12/06/2021 29277EZ64 40,000,000 $39,999,000.00 0.94%
MORGAN STANLEY Variable rate, due 01/20/2023 6174468K8 28,938,000 $28,967,246.77 0.68%
BANK OF NOVA SCOTIA N/C, Variable rate, due 04/15/2024 0641593W4 25,000,000 $25,040,400.00 0.59%
BPCE SA N/C, Variable rate, due 05/31/2022 05578DBD3 25,000,000 $25,089,343.00 0.59%
MET TOWER GLOBAL FUNDING N/C, Variable rate, due 01/17/2023 58989VAA2 25,000,000 $25,083,624.50 0.59%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/10/2023 64952WDM2 25,000,000 $25,058,377.50 0.59%
EXELON GENERATION CO LLC 3.40%, due 03/15/2022 30161MAR4 23,956,000 $24,062,953.24 0.57%
FREMF Mortgage Trust Series 2012-K17, Class B, Variable rate, due 12/25/2044 30263SAE7 23,047,000 $23,047,000.00 0.54%
CHARTER COMM OPT LLC/CAP 4.464%, due 07/23/2022 161175BB9 21,979,000 $22,350,126.84 0.53%
VIATRIS INC 1.125%, due 06/22/2022 92556VAA4 21,939,000 $21,973,536.60 0.52%
NATIONAL BANK OF CANADA 0.90%, due 08/15/2023 63307A2L8 21,542,000 $21,554,853.24 0.51%
BANK OF AMERICA CORP Variable rate, due 07/21/2023 06051GGQ6 20,696,000 $20,966,067.06 0.49%
CONSTELLATION BRANDS INC 0%, due 12/13/2021 21037CZD1 21,000,000 $20,999,101.62 0.49%
ZIMMER BIOMET HOLDINGS 3.15%, due 04/01/2022 98956PAL6 20,731,000 $20,810,111.77 0.49%
DAIMLER FINANCE NA LLC 2.55%, due 08/15/2022 233851DU5 20,303,000 $20,585,402.35 0.48%
PLAINS ALL AMER PIPELINE 3.65%, due 06/01/2022 72650RAZ5 20,268,000 $20,409,810.33 0.48%
RYDER SYSTEM INC 2.50%, due 09/01/2022 78355HKF5 20,227,000 $20,480,665.58 0.48%
American Credit Acceptance Receivables Trust Series 2020-4, Class B, 0.85%, due 12/13/2024 02530QAB3 20,000,000 $20,026,208.00 0.47%
AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 02665WDG3 20,000,000 $20,038,952.20 0.47%
ARROW ELECTRONICS INC 0%, due 12/08/2021 04273LZ81 20,000,000 $19,999,688.80 0.47%
ARROW ELECTRONICS INC 0%, due 12/13/2021 04273LZD0 20,000,000 $19,998,775.00 0.47%
BAT INTL FINANCE PLC 0%, due 12/14/2021 05531MZE1 20,000,000 $19,998,999.80 0.47%
BAXTER INTERNATIONAL 0%, due 01/13/2022 0718A3AD1 20,000,000 $19,994,509.00 0.47%
CITIGROUP INC N/C, 4.05%, due 07/30/2022 172967GK1 19,515,000 $19,961,376.54 0.47%
FLEX LTD 0%, due 12/08/2021 33939UZ86 20,000,000 $19,999,577.80 0.47%
FMC CORP 0%, due 12/30/2021 34410WZW5 20,000,000 $19,993,999.40 0.47%
HEALTHPEAK PROPERTIES 0%, due 12/14/2021 42250QZE4 20,000,000 $19,999,111.00 0.47%
Hyundai Auto Lease Securitization Trust Series 2019-B, Class B, 2.13%, due 11/15/2023 44935RAE8 20,000,000 $20,055,224.00 0.47%
INTERCONTINENTALEXCHANGE 0%, due 12/08/2021 45856WZ85 20,000,000 $19,999,788.80 0.47%
INTL FLAVORS & FRAGRANCES 0%, due 12/15/2021 4595A2ZF9 20,000,000 $19,998,499.40 0.47%
JABIL INC 0%, due 01/07/2022 46652MA70 20,000,000 $19,991,999.60 0.47%
ONEOK INC 0%, due 12/07/2021 68269EZ70 20,000,000 $19,999,888.80 0.47%
PARKER-HANNIFIN CORP 0%, due 01/20/2022 70109MAL8 20,000,000 $19,991,746.60 0.47%
PARKER-HANNIFIN CORP 0%, due 12/07/2021 70109LZ74 20,000,000 $19,999,866.60 0.47%
PUBLIC SVC ENTERPRISE GP 0%, due 01/18/2022 74457MAJ3 20,000,000 $19,994,025.20 0.47%
ROGERS COMMUNICATIONS 0%, due 01/27/2022 77511MAT8 20,000,000 $19,991,618.60 0.47%
WELLTOWER INC 0%, due 12/06/2021 95040WZ61 20,000,000 $20,000,000.00 0.47%
WILLIAMS COMPANIES INC 3.60%, due 03/15/2022 96949LAA3 20,019,000 $20,081,147.79 0.47%
ASTRAZENECA FINANCE LLC 0.70%, due 05/28/2024 04636NAC7 19,780,000 $19,621,312.77 0.46%
THE BOEING CO 2.70%, due 05/01/2022 097023CG8 19,500,000 $19,656,785.66 0.46%
ALTRIA GROUP INC N/C, 2.85%, due 08/09/2022 02209SAN3 19,036,000 $19,314,303.27 0.45%
ENTERGY CORP 4%, due 07/15/2022 29364GAH6 18,702,000 $18,975,207.97 0.45%
OSCAR US Funding Trust Series 2021-2A, Class A2, 0.39%, due 08/12/2024 68785BAB9 19,000,000 $18,958,770.00 0.45%
VMWARE INC 2.95%, due 08/21/2022 928563AB1 18,780,000 $19,038,662.94 0.45%
BAYER US FINANCE II LLC 3.875%, due 12/15/2023 07274NAE3 17,825,000 $18,765,522.40 0.44%
ROYAL BANK OF CANADA N/C, Variable rate, due 01/19/2024 78015K7M0 18,454,000 $18,479,676.71 0.44%
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD N/C, 3.80%, due 09/15/2022 225433AH4 17,901,000 $18,340,750.60 0.43%
CROWN CASTLE INTL CORP 0%, due 12/15/2021 22823PZF3 18,300,000 $18,298,764.75 0.43%
SKYWORKS SOLUTIONS INC 0.90%, due 06/01/2023 83088MAJ1 18,400,000 $18,338,996.64 0.43%
AT&T INC 3%, due 06/30/2022 00206RCM2 17,822,000 $17,996,814.75 0.42%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 03/17/2023 13607GKW3 17,625,000 $17,729,398.87 0.42%
MIZUHO FLOATER/RESIDUAL TRUST VARIOUS STATES TAXABLE, Variable rate, due 09/01/2026 60700HHY8 18,000,000 $18,000,000.00 0.42%
ORACLE CORP 2.50%, due 05/15/2022 68389XBB0 17,376,000 $17,473,236.78 0.41%
ALBEMARLE CORP 0%, due 01/19/2022 01265RAK4 17,183,000 $17,175,996.55 0.40%
INFOR INC 1.45%, due 07/15/2023 45674CAB9 16,712,000 $16,802,666.79 0.40%
INTERCONTINENTALEXCHANGE 0%, due 12/06/2021 45856WZ69 17,000,000 $17,000,000.00 0.40%
JABIL INC 0%, due 12/17/2021 46652LZH3 17,000,000 $16,997,818.22 0.40%
KINDER MORGAN ENER PART 4.15%, due 03/01/2022 494550BJ4 16,903,000 $17,047,813.94 0.40%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 539439AP4 16,570,000 $16,870,721.31 0.40%
NASDAQ INC 0.445%, due 12/21/2022 63111XAC5 17,047,000 $17,016,918.69 0.40%
WILLIAMS COMPANIES INC 3.35%, due 08/15/2022 96950FAJ3 16,770,000 $16,971,334.07 0.40%
ABBVIE INC 2.90%, due 11/06/2022 00287YAL3 16,188,000 $16,510,888.44 0.39%
CABOT CORP 0%, due 12/08/2021 12705WZ88 16,000,000 $15,999,822.24 0.38%
CENTERPOINT ENERGY INC 2.50%, due 09/01/2022 15189TAR8 16,020,000 $16,231,125.34 0.38%
CONOCOPHILLIPS COMPANY Variable rate, due 05/15/2022 20826FAH9 16,153,000 $16,209,293.85 0.38%
DISCOVER FINANCIAL SVS 5.20%, due 04/27/2022 254709AG3 15,592,000 $15,871,150.11 0.37%
GOLDMAN SACHS GROUP INC Variable rate, due 07/24/2023 38141GWM2 15,355,000 $15,547,566.90 0.37%
PERKINELMER INC 0.55%, due 09/15/2023 714046AK5 16,000,000 $15,879,741.92 0.37%
UBS GROUP AG N/C, Variable rate, due 02/01/2022 90351DAG2 15,681,000 $15,717,866.66 0.37%
FIDELITY NATL INFO SERV 0%, due 12/15/2021 31621YZF9 15,500,000 $15,499,147.50 0.36%
GLS Auto Receivables Trust Series 2021-3A, Class A, 0.42%, due 01/15/2025 36263LAA7 15,202,652 $15,199,089.91 0.36%
HARLEY-DAVIDSON FINL SER 0%, due 12/10/2021 41282JZA2 15,500,000 $15,499,552.21 0.36%
PUBLIC STORAGE Variable rate, due 04/23/2024 74460WAB3 15,190,000 $15,183,808.56 0.36%
ALBEMARLE CORP 0%, due 01/25/2022 01265RAR9 15,000,000 $14,993,332.20 0.35%
ALBEMARLE CORP 0%, due 12/13/2021 01265QZD5 15,000,000 $14,999,124.90 0.35%
BANK OF AMERICA CORP Variable rate, due 05/28/2024 06051GJX8 15,000,000 $15,007,500.00 0.35%
CIGNA CORP 0%, due 02/11/2022 12553YBB6 15,000,000 $14,993,015.40 0.35%
CNPC FINANCE HK LTD 0%, due 12/09/2021 12623KZ91 15,000,000 $14,999,624.85 0.35%
CNPC FINANCE HK LTD 0%, due 12/21/2021 12623KZM2 15,000,000 $14,998,187.25 0.35%
CONAGRA BRANDS INC 0%, due 01/21/2022 20600HAM6 15,000,000 $14,994,247.05 0.35%
CONAGRA BRANDS INC 0%, due 12/08/2021 20600GZ82 15,000,000 $14,999,808.30 0.35%
CREDIT SUISSE NEW YORK N/C, Variable rate, due 08/09/2023 22550UAD3 15,000,000 $14,993,704.50 0.35%
Drive Auto Receivables Trust Series 2021-3, Class A2, 0.52%, due 01/15/2025 262081AB8 15,000,000 $14,997,952.50 0.35%
ENEL FINANCE AMERICA LLC 0%, due 03/21/2022 29279HCM5 15,000,000 $14,982,011.55 0.35%
FIDELITY NATL INFO SERV 0%, due 12/06/2021 31621YZ69 14,975,000 $14,975,000.00 0.35%
GENERAL MOTORS FINL CO N/C, Variable rate, due 03/08/2024 37045XDF0 15,000,000 $15,045,651.15 0.35%
GOLDMAN SACHS GROUP INC 0.481%, due 01/27/2023 38141GXP4 15,000,000 $14,945,757.60 0.35%
GOLDMAN SACHS GROUP INC Variable rate, due 03/08/2023 38141GXV1 15,000,000 $14,999,154.15 0.35%
HEALTHPEAK PROPERTIES 0%, due 12/15/2021 42250QZF1 15,000,000 $14,999,249.85 0.35%
HEINEKEN NV 3.40%, due 04/01/2022 423012AA1 14,861,000 $14,997,474.07 0.35%
HITACHI CAP AMER CORP 0%, due 12/10/2021 43357LZA3 15,000,000 $14,999,700.00 0.35%
HUMANA INC 0%, due 02/01/2022 44486JB16 15,000,000 $14,992,873.05 0.35%
INTL FLAVORS & FRAGRANCES 0%, due 03/29/2022 4595A3CV7 15,000,000 $14,974,101.45 0.35%
INTL FLAVORS & FRAGRANCES 0%, due 12/10/2021 4595A2ZA0 15,000,000 $14,999,499.75 0.35%
JOHN DEERE CAPITAL CORP N/C, Variable rate, due 06/13/2022 24422EUZ0 15,000,000 $15,031,772.25 0.35%
MORGAN STANLEY Variable rate, due 01/22/2025 61747YEB7 15,000,000 $14,858,049.90 0.35%
NATWEST MARKETS PLC Variable rate, due 08/12/2024 63906YAC2 14,885,000 $14,914,280.58 0.35%
NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 65339KBU3 15,040,000 $15,024,680.71 0.35%
OKLAHOMA G&E CO 0.553%, due 05/26/2023 678858BW0 15,000,000 $14,913,328.20 0.35%
PUBLIC SVC ENTERPRISE GP 0%, due 02/22/2022 74457MBN3 15,000,000 $14,991,548.10 0.35%
ROGERS COMMUNICATIONS 0%, due 12/16/2021 77511LZG1 15,000,000 $14,999,124.90 0.35%
SECURED FWD BN 2021-05 N/C, Variable rate, due 12/28/2021 81374JAA4 15,000,000 $15,001,650.00 0.35%
SINOPEC CENTURY AMERICA 0%, due 12/10/2021 82938AZA3 15,000,000 $14,999,616.60 0.35%
SINOPEC CENTURY AMERICA 0%, due 12/27/2021 82938AZT2 15,000,000 $14,997,899.85 0.35%
SOUTHERN CAL EDISON N/C, Variable rate, due 04/03/2023 842400HA4 15,000,000 $15,019,050.45 0.35%
SYNCHRONY FINANCIAL 2.85%, due 07/25/2022 87165BAQ6 14,639,000 $14,812,787.77 0.35%
VIATRIS INC 0%, due 02/11/2022 92557NBB8 15,000,000 $14,986,041.60 0.35%
Westlake Automobile Receivables Trust Series 2021-3A, Class A2, 0.57%, due 09/16/2024 96043JAC9 15,000,000 $14,997,463.50 0.35%
AMERICAN EXPRESS CO Variable rate, due 05/20/2022 025816CE7 14,495,000 $14,503,855.28 0.34%
HUMANA INC 0.65%, due 08/03/2023 444859BP6 14,500,000 $14,427,455.92 0.34%
NORDEA BANK ABP N/C, 4.25%, due 09/21/2022 65557FAD8 13,890,000 $14,269,353.81 0.34%
COOPERATIEVE RABOBANK UA N/C, 3.875%, due 09/26/2023 74977RDE1 13,425,000 $14,127,044.00 0.33%
ENBRIDGE US INC 0%, due 12/10/2021 29251UZA9 14,000,000 $13,999,688.78 0.33%
HYUNDAI CAPITAL AMERICA 3.95%, due 02/01/2022 44891AAY3 14,108,000 $14,176,702.15 0.33%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2012-HSBC, Class A, 3.0934%, due 07/05/2032 46637YAA7 13,734,120 $13,868,315.83 0.33%
UBS GROUP AG Variable rate, due 08/15/2023 90352JAE3 13,715,000 $13,907,175.53 0.33%
GENERAL MOTORS FINL CO 3.55%, due 07/08/2022 37045XCU8 13,200,000 $13,416,428.39 0.32%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/25/2022 606822AQ7 13,685,000 $13,739,301.12 0.32%
Westlake Automobile Receivables Trust Series 2021-2A, Class A2A, 0.32%, due 04/15/2025 96042RAB4 13,750,000 $13,741,956.25 0.32%
ALLY FINANCIAL INC N/C, 4.625%, due 05/19/2022 02005NBC3 12,899,000 $13,138,762.88 0.31%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 07/01/2022 04685A2F7 13,125,000 $13,200,795.96 0.31%
Flagship Credit Auto Trust Series 2020-4, Class A, 0.53%, due 04/15/2025 33845XAA5 13,218,368 $13,220,619.37 0.31%
PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 04/12/2024 74256LEM7 13,054,000 $13,096,844.92 0.31%
Santander Drive Auto Receivables Trust Series 2021-4, Class A2, 0.62%, due 08/15/2024 80285VAB5 13,000,000 $12,995,866.00 0.31%
CHEVRON CORP 2.411%, due 03/03/2022 166764AT7 12,796,000 $12,815,834.57 0.30%
CONAGRA BRANDS INC 0%, due 12/15/2021 20600GZF6 12,600,000 $12,599,275.37 0.30%
Dell Equipment Finance Trust Series 2020-2, Class A2, 0.47%, due 10/24/2022 24704GAB9 12,759,596 $12,767,265.44 0.30%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2024 38141GYF5 12,500,000 $12,529,517.00 0.30%
LLOYDS BANKING GROUP PLC Variable rate, due 03/17/2023 53944YAK9 12,749,000 $12,822,771.08 0.30%
PACIFIC GAS & ELECTRIC 1.75%, due 06/16/2022 694308JE8 12,626,000 $12,608,235.08 0.30%
WELLS FARGO & COMPANY 3.069%, due 01/24/2023 949746SK8 12,857,000 $12,896,283.14 0.30%
Avis Budget Rental Car Funding Series 2017-2A, Class A, 2.97%, due 03/20/2024 05377RCU6 12,000,000 $12,301,738.80 0.29%
BAT CAPITAL CORP Variable rate, due 08/15/2022 05526DAX3 12,452,000 $12,490,677.90 0.29%
CENTERPOINT ENERGY INC 0%, due 12/09/2021 1518T2Z98 12,500,000 $12,499,802.00 0.29%
JPMORGAN CHASE & CO 2.972%, due 01/15/2023 48128BAB7 12,322,000 $12,353,390.05 0.29%
TRUIST FINANCIAL CORP 3.05%, due 06/20/2022 05531FBG7 12,137,000 $12,278,099.30 0.29%
ABBVIE INC Variable rate, due 11/21/2022 00287YBP3 12,000,000 $12,054,555.60 0.28%
ANTHEM INC 3.125%, due 05/15/2022 94973VAX5 11,754,000 $11,890,289.41 0.28%
CHARTER COMM OPT LLC/CAP Variable rate, due 02/01/2024 161175BP8 11,612,000 $11,869,444.20 0.28%
CONSTELLATION BRANDS INC 0%, due 12/06/2021 21037CZ66 12,000,000 $12,000,000.00 0.28%
FISERV INC 0%, due 12/07/2021 33774KZ78 12,000,000 $11,999,943.36 0.28%
JPMORGAN CHASE & CO Variable rate, due 03/16/2024 46647PCA2 12,000,000 $12,055,299.36 0.28%
SUMITOMO MITSUI FINL GRP N/C, 2.784%, due 07/12/2022 86562MAQ3 11,743,000 $11,907,164.67 0.28%
TRUIST FINANCIAL CORP Variable rate, due 06/09/2025 89788MAF9 12,000,000 $11,992,155.96 0.28%
American Credit Acceptance Receivables Trust Series 2021-4, Class A, 0.66%, due 09/15/2025 02530TAA9 11,500,000 $11,494,292.55 0.27%
GLENCORE FINANCE CANADA 4.25%, due 10/25/2022 98417EAT7 11,264,000 $11,612,958.72 0.27%
THE BOEING CO 2.20%, due 10/30/2022 097023BN4 11,215,000 $11,338,096.40 0.27%
UBS AG LONDON 1.75%, due 04/21/2022 902674YA2 11,482,000 $11,529,682.36 0.27%
VERIZON COMMUNICATIONS Variable rate, due 03/22/2024 92343VGD0 11,421,000 $11,469,880.62 0.27%
BARCLAYS PLC Variable rate, due 02/15/2023 06738EBE4 11,102,000 $11,182,114.92 0.26%
Flagship Credit Auto Trust Series 2021-3, Class A, 0.36%, due 07/15/2027 33846QAA9 11,022,796 $10,954,947.50 0.26%
GILEAD SCIENCES INC 0.75%, due 09/29/2023 375558BW2 11,250,000 $11,204,704.46 0.26%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 03/02/2023 606822AS3 10,991,000 $11,062,923.34 0.26%
ALABAMA POWER CO 2.45%, due 03/30/2022 010392FQ6 10,410,000 $10,462,312.44 0.25%
JDE PEET'S NV 0.80%, due 09/24/2024 47216QAA1 11,000,000 $10,797,522.56 0.25%
Morgan Stanley Capital I Trust Series 2017-CLS, Class A, Variable rate, due 11/15/2034 61691LAA7 10,743,000 $10,728,920.23 0.25%
PHILLIPS 66 4.30%, due 04/01/2022 718546AC8 10,308,000 $10,421,233.70 0.25%
AT&T INC 0%, due 01/24/2022 0020A3AQ3 10,000,000 $9,996,596.80 0.24%
AT&T INC 0%, due 03/15/2022 0020A3CF5 10,000,000 $9,991,750.00 0.24%
AT&T INC N/C, Variable rate, due 06/12/2024 00206RGD8 10,000,000 $10,183,184.10 0.24%
BANK OF AMERICA CORP Variable rate, due 04/22/2025 06051GJU4 10,000,000 $10,044,256.60 0.24%
BANK OF MONTREAL N/C, Variable rate, due 07/09/2024 06367WYQ0 10,000,000 $9,982,999.20 0.24%
BAT CAPITAL CORP 2.764%, due 08/15/2022 05526DAV7 10,000,000 $10,128,735.30 0.24%
BAXTER INTERNATIONAL INC N/C, Variable rate, due 11/29/2024 071813CZ0 10,000,000 $10,001,105.90 0.24%
BAXTER INTERNATIONAL INC N/C, Variable rate, due 12/01/2023 071813CW7 10,000,000 $9,997,001.50 0.24%
CENTERPOINT ENERGY RES Variable rate, due 03/02/2023 15189WAN0 10,200,000 $10,190,672.61 0.24%
CIGNA CORP 0%, due 02/16/2022 12553YBG5 10,300,000 $10,293,819.69 0.24%
CITIGROUP INC Variable rate, due 04/25/2022 172967LH2 9,959,000 $9,983,379.03 0.24%
CONAGRA BRANDS INC 0%, due 01/10/2022 20600HAA2 10,000,000 $9,996,888.80 0.24%
DEUTSCHE BANK NY N/C, Variable rate, due 11/08/2023 251526CL1 10,000,000 $9,982,352.00 0.24%
ENBRIDGE US INC 0%, due 12/20/2021 29251UZL5 10,000,000 $9,999,144.30 0.24%
ENERGY TRANSFER LP 0%, due 01/14/2022 29277FAE1 10,000,000 $9,994,041.40 0.24%
ENRGY TRANS LP/REG FIN 5%, due 10/01/2022 75886AAQ1 9,800,000 $10,027,009.16 0.24%
FIDELITY NATL INFO SERV 0%, due 12/16/2021 31621YZG7 10,000,000 $9,999,388.90 0.24%
GENERAL MOTORS FINL CO 0%, due 01/19/2022 37046UAK7 10,000,000 $9,995,600.00 0.24%
GLENCORE FUNDING LLC 0%, due 01/12/2022 37790BAC5 10,000,000 $9,997,327.30 0.24%
GLENCORE FUNDING LLC 0%, due 01/13/2022 37790BAD3 10,000,000 $9,997,360.10 0.24%
GLENCORE FUNDING LLC 0%, due 01/18/2022 37790BAJ0 10,000,000 $9,997,013.50 0.24%
GLENCORE FUNDING LLC 0%, due 12/08/2021 37790AZ89 10,000,000 $9,999,866.60 0.24%
HARLEY-DAVIDSON FINL SER 0%, due 01/06/2022 41282KA65 10,000,000 $9,997,244.50 0.24%
HARLEY-DAVIDSON FINL SER 0%, due 01/13/2022 41282KAD0 10,000,000 $9,996,622.10 0.24%
HARLEY-DAVIDSON FINL SER 0%, due 12/13/2021 41282JZD6 10,000,000 $9,999,494.40 0.24%
HARLEY-DAVIDSON FINL SER 0%, due 12/14/2021 41282JZE4 10,000,000 $9,999,422.10 0.24%
HUMANA INC 0%, due 01/10/2022 44486JAA7 10,000,000 $9,997,569.00 0.24%
INTEL CORP N/C, Variable rate, due 05/11/2022 458140BC3 10,000,000 $10,009,238.60 0.24%
JABIL INC 0%, due 12/06/2021 46652LZ67 10,000,000 $10,000,000.00 0.24%
JABIL INC 0%, due 12/13/2021 46652LZD2 10,000,000 $9,999,183.30 0.24%
JPMORGAN CHASE & CO Variable rate, due 06/01/2025 46647PCG9 10,000,000 $9,998,790.50 0.24%
MACQUARIE GROUP LTD Variable rate, due 11/28/2023 55608JAH1 10,000,000 $10,218,054.70 0.24%
NEXTERA ENERGY CAPITAL Variable rate, due 11/03/2023 65339KBX7 10,000,000 $9,991,546.60 0.24%
OVINTIV INC 0%, due 12/17/2021 69047JZH4 10,000,000 $9,998,624.90 0.24%
PARKER-HANNIFIN CORP 0%, due 01/10/2022 70109MAA2 10,000,000 $9,997,277.20 0.24%
SOUTHERN CALIF EDISON CO 0%, due 01/14/2022 8424C1AE8 10,000,000 $9,996,208.20 0.24%
Starwood Mortgage Residential Trust Series 2020-1, Class A1, Variable rate, due 02/25/2050 85573AAA3 10,065,906 $10,119,222.26 0.24%
SUMITOMO MITSUI TRUST BANK LTD N/C, Variable rate, due 09/16/2024 86563VAX7 10,000,000 $10,006,890.80 0.24%
THERMO FISHER SCIENTIFIC 0%, due 04/01/2022 88355MD12 10,000,000 $9,987,110.70 0.24%
THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2023 883556CR1 10,000,000 $10,004,315.10 0.24%
TOYOTA MOTOR CREDIT CORP N/C, 1.15%, due 05/26/2022 89236TGZ2 10,000,000 $10,032,447.20 0.24%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/13/2024 89236TJP1 10,000,000 $9,994,184.70 0.24%
TRUIST BANK Variable rate, due 05/17/2022 86787EBD8 10,000,000 $10,018,524.90 0.24%
VIATRIS INC 0%, due 02/07/2022 92557NB77 10,000,000 $9,992,999.60 0.24%
WELLS FARGO & COMPANY N/C, 3.50%, due 03/08/2022 94974BFC9 10,030,000 $10,109,284.34 0.24%
AT&T INC Variable rate, due 03/25/2024 00206RMH2 9,936,000 $9,943,263.31 0.23%
CONAGRA BRANDS INC 0.50%, due 08/11/2023 205887CG5 10,000,000 $9,931,369.30 0.23%
COOPERATIEVE RABOBANK UA/NY N/C, Variable rate, due 01/10/2022 21688AAK8 9,816,000 $9,822,757.53 0.23%
DEUTSCHE BANK NY N/C, 5%, due 02/14/2022 251526CA5 9,621,000 $9,700,427.80 0.23%
DT Auto Owner Trust Series 2021-4A, Class A, 0.56%, due 09/15/2025 26253WAA6 9,800,000 $9,800,084.28 0.23%
Exeter Automobile Receivables Trust Series 2021-3A, Class A2, 0.34%, due 01/16/2024 30166AAB0 9,587,428 $9,583,722.55 0.23%
HYUNDAI CAPITAL AMERICA 1.15%, due 11/10/2022 44891ABQ9 9,617,000 $9,651,503.88 0.23%
MITSUBISHI UFJ FIN GRP N/C, 2.665%, due 07/25/2022 606822AP9 9,446,000 $9,577,943.43 0.23%
ROCKWELL AUTOMATION 0.35%, due 08/15/2023 773903AK5 10,000,000 $9,944,150.40 0.23%
SOUTHERN NATURAL GAS 0.625%, due 04/28/2023 84346LAC4 9,700,000 $9,650,418.45 0.23%
THERMO FISHER SCIENTIFIC 0.797%, due 10/18/2023 883556CP5 10,000,000 $9,975,260.50 0.23%
BARCLAYS PLC 3.684%, due 01/10/2023 06738EAS4 9,446,000 $9,471,434.48 0.22%
BP CAP MARKETS AMERICA Variable rate, due 09/19/2022 10373QBD1 9,169,000 $9,207,253.98 0.22%
DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 233851DV3 9,180,000 $9,193,856.02 0.22%
DOMINION ENERGY INC 2.75%, due 01/15/2022 25746UCR8 9,529,000 $9,533,971.85 0.22%
ING GROEP NV N/C, 3.15%, due 03/29/2022 456837AG8 9,135,000 $9,210,012.32 0.22%
SIEMENS FINANCIERINGSMAATSCHAPPIJ Variable rate, due 03/16/2022 82620KAQ6 9,200,000 $9,212,221.46 0.22%
SOUTHWEST AIRLINES CO 2.75%, due 11/16/2022 844741BD9 9,244,000 $9,396,223.54 0.22%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A1, Variable rate, due 02/25/2049 10569TAA6 8,706,301 $8,715,397.75 0.21%
Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 12596XAA0 8,636,045 $8,740,744.53 0.21%
DUKE ENERGY CORP 3.05%, due 08/15/2022 26441CAJ4 8,626,000 $8,724,961.08 0.21%
GLS Auto Receivables Trust Series 2021-2A, Class A, 0.54%, due 11/15/2024 36261XAA3 8,890,627 $8,877,790.64 0.21%
ROYAL BANK OF CANADA N/C, Variable rate, due 04/29/2022 78013X6E3 9,000,000 $9,013,160.70 0.21%
Santander Consumer Auto Receivables Trust Series 2020-BA, Class A3, 1.09%, due 08/15/2024 802830AG4 8,912,528 $8,914,986.99 0.21%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 06/22/2023 13607HVD1 8,500,000 $8,510,846.09 0.20%
Carvana Auto Receivables Trust Series 2021-P2, Class A2, 0.30%, due 07/10/2024 14687TAB3 8,599,943 $8,599,656.20 0.20%
Credit Suisse Mortgage Trust Series 2020-NQM1, Class A1, Variable rate, due 05/25/2065 126401AA6 8,457,694 $8,446,048.09 0.20%
ENERGY TRANSFER LP 0%, due 12/09/2021 29277EZ98 8,500,000 $8,499,716.61 0.20%
Foursight Capital Automobile Receivabkes Trust Series 2021-2, Class A2, 0.40%, due 04/15/2025 35105UAB9 8,500,000 $8,474,012.10 0.20%
ROPER TECHNOLOGIES INC 0.45%, due 08/15/2022 776743AK2 8,287,000 $8,285,323.29 0.20%
Tricolor Auto Securitization Trust Series 2021-1A, Class A, 1.10%, due 04/15/2024 89615BAA3 8,380,580 $8,376,579.54 0.20%
VOLKSWAGEN GROUP AMERICA 2.90%, due 05/13/2022 928668BC5 8,259,000 $8,340,654.58 0.20%
BANK OF NOVA SCOTIA N/C, Variable rate, due 07/31/2024 0641596F8 8,000,000 $7,990,402.08 0.19%
BAXTER INTERNATIONAL INC 0.868%, due 12/01/2023 071813CC1 8,000,000 $7,963,213.28 0.19%
CABOT CORP 0%, due 12/17/2021 12705WZH8 8,200,000 $8,199,473.81 0.19%
CAPITAL ONE FINANCIAL CO Variable rate, due 12/06/2024 14040HCL7 8,000,000 $8,005,209.68 0.19%
Drive Auto Receivables Trust Series 2021-2, Class A2, 0.55%, due 05/15/2024 262104AB8 8,000,000 $7,995,808.00 0.19%
MIZUHO FLOATER/RESIDUAL TRUST VARIOUS STATES TAXABLE, Variable rate, due 09/01/2027 60700HEC9 8,000,000 $8,000,000.00 0.19%
ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2024 78016EZV2 8,000,000 $8,016,180.00 0.19%
Santander Drive Auto Receivables Trust Series 2020-4, Class A3, 0.73%, due 07/15/2024 80286WAD8 8,021,121 $8,024,316.99 0.19%
Santander Retail Auto Lease Trust Series 2021-B, Class A2, 0.53%, due 01/22/2024 80286DAB4 8,133,507 $8,123,793.11 0.19%
American Credit Acceptance Receivables Trust Series 2021-3, Class A, 0.73%, due 06/13/2025 025286AA3 7,782,947 $7,771,554.57 0.18%
CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 12557LBK0 7,573,179 $7,584,024.15 0.18%
MORGAN STANLEY N/C, 2.75%, due 05/19/2022 61744YAH1 7,378,000 $7,451,657.00 0.18%
NATWEST GROUP PLC Variable rate, due 05/15/2023 780097BF7 7,600,000 $7,636,539.51 0.18%
Santander Retail Auto Lease Trust Series 2019-C, Class A4, 1.93%, due 11/20/2023 80284NAE8 7,630,000 $7,696,725.11 0.18%
SOUTHERN CO Variable rate, due 05/10/2023 842587DK0 7,550,000 $7,548,380.07 0.18%
SYNCHRONY BANK 3%, due 06/15/2022 87166FAA1 7,555,000 $7,627,473.31 0.18%
VOLKSWAGEN GROUP AMERICA 2.70%, due 09/26/2022 928668AZ5 7,430,000 $7,551,040.06 0.18%
AIG GLOBAL FUNDING N/C, 2.30%, due 07/01/2022 00138CAK4 7,070,000 $7,142,504.56 0.17%
BMW US CAPITAL LLC N/C, Variable rate, due 08/12/2024 05565EBV6 7,000,000 $7,017,547.74 0.17%
BOSTON SCIENTIFIC CORP 3.375%, due 05/15/2022 101137AQ0 7,232,000 $7,318,369.32 0.17%
CENTERPOINT ENERGY INC Variable rate, due 05/13/2024 15189TAZ0 7,070,000 $7,069,649.54 0.17%
COMMONWEALTH BANK AUST N/C, Variable rate, due 03/10/2022 2027A0JL4 7,000,000 $7,011,466.14 0.17%
ENTERPRISE PRODUCTS OPER 3.35%, due 03/15/2023 29379VAZ6 7,000,000 $7,185,326.61 0.17%
Exeter Automobile Receivables Trust Series 2020-3A, Class C, 1.32%, due 07/15/2025 30166NAE6 7,165,000 $7,205,957.29 0.17%
First Investors Auto Owner Trust Series 2021-1A, Class A, 0.45%, due 03/16/2026 32059FAA7 7,418,513 $7,413,933.18 0.17%
Ford Credit Auto Lease Trust Series 2020-A, Class A3, 1.85%, due 03/15/2023 34531MAD0 7,115,892 $7,131,974.10 0.17%
GCAT Series 2020-NQM1, Class A1, Variable rate, due 01/25/2060 36167FAA7 7,181,923 $7,201,289.32 0.17%
GENERAL MOTORS FINL CO 3.25%, due 01/05/2023 37045XCF1 7,000,000 $7,171,983.35 0.17%
HYATT HOTELS CORP Variable rate, due 10/01/2023 448579AM4 7,000,000 $7,008,425.55 0.17%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2012-C8, Class A3, 2.8291%, due 10/15/2045 46638UAC0 7,277,965 $7,349,955.89 0.17%
MICROCHIP TECHNOLOGY INC 4.333%, due 06/01/2023 595017AP9 7,000,000 $7,328,341.37 0.17%
NEXTERA ENERGY CAPITAL 2.90%, due 04/01/2022 65339KBF6 7,302,000 $7,353,292.61 0.17%
UBS GROUP AG 3.491%, due 05/23/2023 90352JAA1 7,332,000 $7,423,413.25 0.17%
WESTPAC BANKING CORP N/C, Variable rate, due 01/13/2023 961214EK5 7,000,000 $7,026,471.20 0.17%
AUTONATION INC 0%, due 12/08/2021 05330LZ89 7,000,000 $6,999,891.08 0.16%
CENTERPOINT ENERGY RES 0.70%, due 03/02/2023 15189WAM2 7,000,000 $6,978,576.57 0.16%
CVS HEALTH CORP 3.50%, due 07/20/2022 126650CK4 6,609,000 $6,696,648.04 0.16%
DOMINION ENERGY INC Variable rate, due 09/15/2023 25746UDH9 7,000,000 $7,004,811.03 0.16%
HYUNDAI CAPITAL AMERICA 1%, due 09/17/2024 44891ABY2 7,000,000 $6,904,169.51 0.16%
HYUNDAI CAPITAL AMERICA 2.375%, due 02/10/2023 44891ABE6 6,885,000 $7,003,541.80 0.16%
JPMORGAN CHASE & CO Variable rate, due 04/25/2023 46647PAE6 6,935,000 $6,992,237.05 0.16%
MET LIFE GLOBAL FUNDING I N/C, Variable rate, due 09/27/2024 59217GEQ8 7,000,000 $6,978,696.48 0.16%
VMWARE INC 0.60%, due 08/15/2023 928563AG0 7,000,000 $6,957,276.48 0.16%
WELLTOWER INC 0%, due 12/09/2021 95040WZ95 7,000,000 $6,999,877.50 0.16%
BAT INTL FINANCE PLC 3.25%, due 06/07/2022 05530QAF7 6,248,000 $6,324,112.07 0.15%
BMW US CAPITAL LLC Variable rate, due 04/01/2024 05565EBN4 6,159,000 $6,207,668.54 0.15%
COLT Funding LLC Series 2020-2R, Class A1, Variable rate, due 10/26/2065 12656GAA4 6,209,974 $6,217,672.34 0.15%
ENTERPRISE PRODUCTS OPER 3.50%, due 02/01/2022 29379VBS1 6,442,000 $6,471,939.01 0.15%
ENTERPRISE PRODUCTS OPER 4.05%, due 02/15/2022 29379VAU7 6,185,000 $6,223,632.69 0.15%
FED CAISSES DESJARDINS Variable rate, due 05/21/2024 31429KAF0 6,200,000 $6,193,062.82 0.15%
JPMORGAN CHASE & CO N/C, 3.375%, due 05/01/2023 46625HJJ0 6,000,000 $6,210,010.08 0.15%
MIZUHO FINANCIAL GROUP Variable rate, due 07/16/2023 60687YAV1 6,295,000 $6,365,770.03 0.15%
NISSAN MOTOR ACCEPTANCE 2.80%, due 01/13/2022 654740AV1 6,150,000 $6,161,919.44 0.15%
Sierra Receivables Funding Co LLC Series 2018-2A, Class A, 3.50%, due 06/20/2035 82653DAA7 6,413,117 $6,580,962.22 0.15%
AMERICAN TRANSMISSION SYSTEMS 5.25%, due 01/15/2022 030288AA2 5,804,000 $5,830,503.32 0.14%
BRISTOL-MYERS SQUIBB CO N/C, Variable rate, due 05/16/2022 110122CJ5 6,000,000 $6,007,992.42 0.14%
DAIMLER FINANCE NA LLC 2.85%, due 01/06/2022 233851CS1 5,934,000 $5,944,460.34 0.14%
DNB BANK ASA N/C, Variable rate, due 12/02/2022 23329PAD2 6,000,000 $6,026,613.12 0.14%
DUKE ENERGY CORP N/C, Variable rate, due 03/11/2022 26441CBD6 5,900,000 $5,906,755.62 0.14%
ING GROEP NV N/C, Variable rate, due 10/02/2023 456837AL7 6,000,000 $6,080,623.56 0.14%
JP Morgan Mortgage Trust Series 2020-2, Class A11, Variable rate, due 07/25/2050 46591TBB9 5,832,137 $5,840,094.68 0.14%
MICROCHIP TECHNOLOGY INC 0.983%, due 09/01/2024 595017AX2 5,820,000 $5,737,717.83 0.14%
NISOURCE INC 0%, due 01/18/2022 65478KAJ0 5,950,000 $5,948,223.21 0.14%
ONEOK PARTNERS LP 3.375%, due 10/01/2022 68268NAJ2 5,650,000 $5,751,776.67 0.14%
PERNOD RICARD SA 4.25%, due 07/15/2022 714264AH1 5,955,000 $6,090,004.61 0.14%
SIEMENS FINANCIERINGSMAATSCHAPPIJ Variable rate, due 03/11/2024 82620KBB8 6,000,000 $6,020,699.22 0.14%
THERMO FISHER SCIENTIFIC Variable rate, due 04/18/2023 883556CN0 6,000,000 $5,999,184.66 0.14%
WELLS FARGO & COMPANY N/C, 3.45%, due 02/13/2023 94974BFJ4 5,775,000 $5,954,883.34 0.14%
ATHENE GLOBAL FUNDING N/C, 3%, due 07/01/2022 04685A2E0 5,246,000 $5,315,463.60 0.13%
AUTOZONE INC 3.70%, due 04/15/2022 053332AM4 5,682,000 $5,702,018.02 0.13%
BMW FINANCE NV N/C, Variable rate, due 08/12/2022 05600LAD8 5,500,000 $5,527,659.28 0.13%
CAPITAL ONE NA Variable rate, due 08/08/2022 14042RHB0 5,385,000 $5,401,892.64 0.13%
CITIGROUP INC Variable rate, due 07/24/2023 172967LM1 5,500,000 $5,573,106.28 0.13%
ENBRIDGE INC 0.55%, due 10/04/2023 29250NBG9 5,442,000 $5,402,957.95 0.13%
JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 46591DBF5 5,284,559 $5,314,524.72 0.13%
LLOYDS BANK PLC N/C, 2.25%, due 08/14/2022 53944VAS8 5,259,000 $5,323,318.84 0.13%
NATWEST MARKETS PLC N/C, 3.625%, due 09/29/2022 63906AAA8 5,440,000 $5,577,838.93 0.13%
NUTRIEN LTD 1.90%, due 05/13/2023 67077MAV0 5,575,000 $5,651,040.71 0.13%
AMGEN INC 2.65%, due 05/11/2022 031162CP3 5,155,000 $5,192,803.31 0.12%
ANALOG DEVICES INC N/C, Variable rate, due 10/01/2024 032654AT2 5,000,000 $4,994,631.10 0.12%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 5,000,000 $5,014,263.10 0.12%
BANK OF AMERICA CORP Variable rate, due 03/05/2024 06051GHF9 5,000,000 $5,158,498.20 0.12%
BANQUE FEDERATIVE DU CREDIT MUTUEL N/C, Variable rate, due 02/04/2025 06675FAW7 5,000,000 $4,994,383.80 0.12%
CANADIAN PACIFIC RAILWAY 1.35%, due 12/02/2024 13645RBD5 5,000,000 $4,998,984.75 0.12%
CREDIT SUISSE GROUP AG Variable rate, due 12/14/2023 225401AD0 5,000,000 $5,091,975.20 0.12%
CREDIT SUISSE NEW YORK N/C, 0.52%, due 08/09/2023 22550L2F7 5,000,000 $4,971,660.50 0.12%
DAIMLER TRUCKS FINAN NA N/C, Variable rate, due 12/14/2023 233853AC4 5,000,000 $5,008,575.20 0.12%
DANSKE BANK A/S 0.976%, due 09/10/2025 23636ABA8 5,000,000 $4,926,570.25 0.12%
DEUTSCHE BANK NY N/C, 3.95%, due 02/27/2023 251526BR9 4,992,000 $5,165,049.13 0.12%
Exeter Automobile Receivables Trust Series 2021-4A, Class A2, 0.47%, due 04/15/2024 30165JAB2 5,000,000 $4,999,379.00 0.12%
FIFTH THIRD BANCORP 2.60%, due 06/15/2022 316773CU2 5,000,000 $5,048,496.10 0.12%
GENERAL MOTORS FINL CO 0%, due 01/26/2022 37046UAS0 5,000,000 $4,997,024.80 0.12%
JABIL INC 0%, due 01/11/2022 46652MAB1 5,000,000 $4,997,749.90 0.12%
JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 46651GAL3 5,049,484 $5,061,039.17 0.12%
MACQUARIE GROUP LTD Variable rate, due 10/14/2025 55608JBB3 5,000,000 $5,003,485.00 0.12%
MARTIN MARIETTA MATERIALS 0.65%, due 07/15/2023 573284AY2 5,000,000 $4,984,712.50 0.12%
Mercedes-Benz Auto Lease Trust Series 2019-B, Class A3, 2.03%, due 10/17/2022 58769QAC5 5,265,327 $5,277,276.69 0.12%
MYLAN INC 3.125%, due 01/15/2023 628530AV9 4,800,000 $4,909,636.37 0.12%
NATIONAL BANK OF CANADA N/C, Variable rate, due 08/06/2024 63307A2Q7 5,000,000 $5,001,863.75 0.12%
NEXTERA ENERGY CAPITAL N/C, Variable rate, due 03/01/2023 65339KBV1 5,260,000 $5,264,147.79 0.12%
OSCAR US Funding Trust Series 2018-2A, Class A4, 3.63%, due 09/10/2025 68784XAE6 4,840,371 $4,940,983.51 0.12%
OTIS WORLDWIDE CORP Variable rate, due 04/05/2023 68902VAG2 5,000,000 $5,000,173.90 0.12%
PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 08/23/2024 74256LER6 5,000,000 $5,002,052.05 0.12%
PUBLIC SERVICE ENTERPRISE 0.841%, due 11/08/2023 744573AT3 5,000,000 $4,970,447.45 0.12%
SOUTHERN CALIF GAS CO Variable rate, due 09/14/2023 842434CV2 5,000,000 $4,996,863.45 0.12%
THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2022 254687FH4 5,000,000 $5,009,341.60 0.12%
TRUIST BANK Variable rate, due 01/17/2024 89788JAD1 5,000,000 $4,990,926.25 0.12%
U.S. Treasury Note, 0.125%, due 04/30/2022 912828ZM5 5,000,000 $5,000,720.50 0.12%
UBS AG LONDON N/C, Variable rate, due 08/09/2024 902674YL8 5,000,000 $5,019,573.90 0.12%
VOLKSWAGEN GROUP AMERICA 3.125%, due 05/12/2023 928668BD3 5,000,000 $5,154,198.90 0.12%
WALGREENS BOOTS ALLIANCE 0%, due 01/21/2022 93142XAM3 5,000,000 $4,998,147.15 0.12%
WALGREENS BOOTS ALLIANCE 0%, due 01/26/2022 93142XAS0 4,900,000 $4,897,917.40 0.12%
WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 961214DR1 5,000,000 $5,018,304.50 0.12%
AERCAP IRELAND CAP/GLOBAL 3.95%, due 02/01/2022 00772BAR2 4,775,000 $4,785,879.21 0.11%
CADENCE DESIGN SYS INC 4.375%, due 10/15/2024 127387AL2 4,192,000 $4,538,857.61 0.11%
DT Auto Owner Trust Series 2020-3A, Class A, 0.54%, due 04/15/2024 26253AAA4 4,845,471 $4,847,986.42 0.11%
OSCAR US Funding Trust Series 2019-2A, Class A3, 2.59%, due 09/11/2023 68784EAC2 4,828,736 $4,862,427.35 0.11%
SUMITOMO MITSUI FINL GRP N/C, 3.102%, due 01/17/2023 86562MAX8 4,607,000 $4,728,488.11 0.11%
COMM Mortgage Trust Series 2013-CR9, Class ASB, 3.834%, due 07/10/2045 12625UBA0 4,352,167 $4,458,387.66 0.10%
DEUTSCHE BANK NY N/C, 3.30%, due 11/16/2022 251526BL2 4,014,000 $4,108,262.66 0.10%
KNDL Mortgage Trust Series 2019-KNSQ, Class A, Variable rate, due 05/15/2036 482598AA7 4,100,000 $4,099,518.66 0.10%
Onslow Bay Financial LLC Series 2019-EXP3, Class 2A1A, Variable rate, due 10/25/2059 67113AAZ3 4,209,705 $4,224,876.54 0.10%
OSCAR US Funding Trust Series 2019-1A, Class A3, 3.18%, due 05/10/2023 68784YAD6 4,293,673 $4,337,576.75 0.10%
PPL ELECTRIC UTILITIES CORP Variable rate, due 06/24/2024 69351UAY9 4,200,000 $4,192,452.73 0.10%
SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/11/2022 86562MAL4 4,139,000 $4,142,625.40 0.10%
VNO Mortgage Trust Series 2012-6AVE, Class A, 2.9956%, due 11/15/2030 91830CAA6 4,028,082 $4,095,623.67 0.10%
AUST & NZ BANKING GROUP N/C, Variable rate, due 11/21/2022 05252ADE8 4,000,000 $4,014,623.56 0.09%
DUKE ENERGY CORP 2.40%, due 08/15/2022 26441CAW5 3,574,000 $3,615,017.79 0.09%
FHLMC Multifamily Structured Pass Through Certs. Series K727, Class A1, 2.632%, due 10/25/2023 3137FARD2 3,832,646 $3,880,443.37 0.09%
Foursight Capital Automobile Receivables Trust Series 2021-1, Class A2, 0.77%, due 08/15/2024 35105WAC3 3,733,639 $3,732,972.80 0.09%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYQ1 4,000,000 $3,983,214.64 0.09%
O'REILLY AUTOMOTIVE INC 3.80%, due 09/01/2022 67103HAC1 3,957,000 $4,018,028.31 0.09%
PACIFIC GAS & ELECTRIC Variable rate, due 06/16/2022 694308JD0 4,018,000 $4,018,283.79 0.09%
RELIANCE STAND LIFE II 2.625%, due 07/22/2022 75951AAK4 3,625,000 $3,672,095.35 0.09%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 12/12/2022 83051GAL2 4,000,000 $4,023,485.88 0.09%
SOUTHERN CAL EDISON 0.70%, due 08/01/2023 842400HH9 4,000,000 $3,983,818.96 0.09%
SOUTHERN CAL EDISON N/C, Variable rate, due 06/13/2022 842400HE6 4,000,000 $4,001,773.80 0.09%
American Credit Acceptance Receivables Trust Series 2020-4, Class A, 0.72%, due 02/13/2024 02530QAA5 3,592,114 $3,592,912.96 0.08%
BARCLAYS BANK PLC 1.70%, due 05/12/2022 06739GCR8 3,181,000 $3,194,271.23 0.08%
COLT Funding LLC Series 2020-1, Class A1, Variable rate, due 02/25/2050 12597KAA7 3,298,846 $3,301,216.94 0.08%
Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 3136AJSW7 3,177,156 $3,287,370.40 0.08%
Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 3136ANVJ3 3,142,770 $3,202,166.09 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series K036, Class A1, 2.777%, due 04/25/2023 3137B7EZ8 3,196,145 $3,249,085.43 0.08%
FHLMC Multifamily Structured Pass Through Certs. Series KSMC, Class A1, 1.954%, due 01/25/2023 3137B04X9 3,482,781 $3,512,526.10 0.08%
HYUNDAI CAPITAL AMERICA 3.10%, due 04/05/2022 44891AAM9 3,470,000 $3,496,972.63 0.08%
MIZUHO FINANCIAL GROUP Variable rate, due 09/08/2024 60687YBJ7 3,306,000 $3,294,974.62 0.08%
BMW FINANCE NV 2.25%, due 08/12/2022 05600LAA4 2,809,000 $2,841,936.87 0.07%
BRIGHTHSE FIN GLBL FUND N/C, Variable rate, due 04/12/2024 10921U2B3 3,000,000 $3,020,341.41 0.07%
CATERPILLAR FINL SERVICE 0.95%, due 05/13/2022 14913R2B2 3,000,000 $3,008,299.77 0.07%
CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 12555DAB1 2,761,734 $2,765,248.99 0.07%
DUKE ENERGY CORP Variable rate, due 06/10/2023 26441CBK0 3,000,000 $2,998,263.48 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K032, Class A1, 3.016%, due 02/25/2023 3137B4GX8 2,893,475 $2,931,175.43 0.07%
FHLMC Multifamily Structured Pass Through Certs. Series K034, Class A1, 2.669%, due 02/25/2023 3137B5JL8 2,886,739 $2,915,723.94 0.07%
GENERAL MOTORS FINL CO 3.15%, due 06/30/2022 37045XBY1 2,994,000 $3,030,649.74 0.07%
GS Mortgage Securities Trust Series 2013-GC10, Class A5, 2.943%, due 02/10/2046 36192CAE5 2,725,000 $2,779,130.49 0.07%
HYATT HOTELS CORP 1.30%, due 10/01/2023 448579AL6 3,000,000 $2,998,668.93 0.07%
ING GROEP NV N/C, Variable rate, due 03/29/2022 456837AJ2 2,980,000 $2,989,550.00 0.07%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 03/08/2024 654740BR9 3,000,000 $2,997,841.56 0.07%
Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 67113CAL0 2,878,796 $2,882,458.67 0.07%
THE BOEING CO 2.125%, due 03/01/2022 097023BT1 2,919,000 $2,923,168.97 0.07%
TRUIST BANK Variable rate, due 03/09/2023 89788JAC3 3,000,000 $3,020,748.36 0.07%
UBS AG LONDON N/C, Variable rate, due 06/01/2023 902674YG9 3,000,000 $3,001,394.67 0.07%
UBS Commercial Mortgage Trust Series 2012-C1, Class A3, 3.40%, due 05/10/2045 90269GAC5 2,994,336 $2,994,878.20 0.07%
Verus Securitization Trust Series 2019-4, Class A2, Variable rate, due 11/25/2059 92537KAB0 3,034,382 $3,103,693.48 0.07%
WESTLAKE CHEMICAL CORP 0.875%, due 08/15/2024 960413AX0 3,140,000 $3,102,687.41 0.07%
World OMNI Select Auto Trust Series 2020-A, Class A2, 0.74%, due 06/17/2024 98163DAB4 3,074,553 $3,075,586.32 0.07%
ANZ NEW ZEALAND INTL/LDN N/C, Variable rate, due 01/25/2022 00182EBD0 2,500,000 $2,503,177.98 0.06%
BARCLAYS PLC Variable rate, due 05/16/2024 06738EBB0 2,343,000 $2,454,952.29 0.06%
FHLMC Multifamily Structured Pass Through Certs. Series K027, Class A1, 1.785%, due 09/25/2022 3137B1UF7 2,362,344 $2,371,173.41 0.06%
INTERCONTINENTALEXCHANGE 2.35%, due 09/15/2022 45866FAE4 2,500,000 $2,531,676.25 0.06%
MVW Owner Trust Series 2018-1A, Class A, 3.45%, due 01/21/2036 62848BAA9 2,441,622 $2,509,089.11 0.06%
Towd Point Mortgage Trust Series 2016-2, Class A1, Variable rate, due 08/25/2055 89172PAA7 2,354,243 $2,365,419.38 0.06%
Westlake Automobile Receivables Trust 2020-1 Series 2020-1A, Class A2, 1.44%, due 09/15/2023 96042KAB9 2,422,533 $2,425,517.55 0.06%
AUTODESK INC 3.60%, due 12/15/2022 052769AB2 2,270,000 $2,320,991.55 0.05%
CONAGRA BRANDS INC 0%, due 12/06/2021 20600GZ66 2,000,000 $2,000,000.00 0.05%
ENBRIDGE INC Variable rate, due 02/17/2023 29250NBD6 2,000,000 $2,000,172.34 0.05%
FISERV INC 3.50%, due 10/01/2022 337738AM0 1,977,000 $2,010,312.91 0.05%
HSBC HOLDINGS PLC Variable rate, due 03/13/2023 404280BJ7 2,000,000 $2,013,263.36 0.05%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/13/2023 59217GEF2 2,000,000 $2,008,430.70 0.05%
NATWEST MARKETS PLC N/C, Variable rate, due 09/29/2022 63906AAB6 2,175,000 $2,200,053.47 0.05%
ROPER TECHNOLOGIES INC 3.125%, due 11/15/2022 776696AE6 2,294,000 $2,332,667.89 0.05%
Verus Securitization Trust Series 2019-INV2, Class A2, Variable rate, due 07/25/2059 92537HAB7 1,904,427 $1,917,389.40 0.05%
AMGEN INC 2.70%, due 05/01/2022 031162BX7 1,530,000 $1,537,978.52 0.04%
CarMax Auto Owner Trust Series 2020-3, Class A2A, 0.71%, due 06/15/2023 14315FAB3 1,862,355 $1,862,632.86 0.04%
Fannie Mae Series 2013-74, Class EL, 3%, due 04/25/2041 3136AE6R3 1,653,001 $1,666,810.90 0.04%
FREMF Mortgage Trust Series 2012-K19, Class B, Variable rate, due 05/25/2045 30290MAN7 1,895,000 $1,902,790.35 0.04%
GLS Auto Receivables Trust Series 2020-4A, Class A, 0.52%, due 02/15/2024 36261EAA5 1,567,422 $1,567,954.80 0.04%
HP INC 4.05%, due 09/15/2022 428236BX0 1,660,000 $1,707,056.30 0.04%
JP Morgan Mortgage Trust Series 2019-LTV2, Class A11, Variable rate, due 12/25/2049 46651AAL6 1,711,416 $1,714,779.06 0.04%
JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 46591NBC0 1,606,755 $1,614,008.02 0.04%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 02/22/2022 606822AK0 1,500,000 $1,502,434.20 0.04%
OSCAR US Funding Trust Series 2018-1A, Class A4, 3.50%, due 05/12/2025 68784CAE2 1,826,401 $1,854,491.05 0.04%
THE BOEING CO 1.167%, due 02/04/2023 097023DD4 1,676,000 $1,676,779.91 0.04%
Towd Point Mortgage Trust Series 2015-6, Class A1B, Variable rate, due 04/25/2055 89172RAR6 1,494,632 $1,496,383.97 0.04%
Verus Securitization Trust Series 2020-4, Class A2, Variable rate, due 05/25/2065 92538LAB7 1,824,592 $1,828,391.92 0.04%
CANADIAN NATL RESOURCES 2.95%, due 01/15/2023 136385AW1 1,250,000 $1,275,644.90 0.03%
CENTERPOINT ENER HOUSTON 2.25%, due 08/01/2022 15189XAL2 1,360,000 $1,370,364.76 0.03%
CIGNA CORP 3.75%, due 07/15/2023 125523AF7 1,129,000 $1,176,888.75 0.03%
CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 12554TAL5 1,183,808 $1,185,611.18 0.03%
JP Morgan Mortgage Trust Series 2019-LTV3, Class A, Variable rate, due 03/25/2050 46651HBC0 1,250,600 $1,251,593.86 0.03%
KROGER CO 3.40%, due 04/15/2022 501044CQ2 1,432,000 $1,436,571.56 0.03%
OSCAR US Funding Trust Series 2017-2A, Class A4, 2.76%, due 12/10/2024 68784AAE6 1,106,779 $1,118,934.73 0.03%
PENSKE TRUCK LEASING/PTL 4.875%, due 07/11/2022 709599AH7 1,440,000 $1,475,783.36 0.03%
Residential Mortgage Loan Trust Series 2019-3, Class A2, Variable rate, due 09/25/2059 76119NAB3 1,073,793 $1,078,422.77 0.03%
RYDER SYSTEM INC 2.80%, due 03/01/2022 78355HKD0 1,312,000 $1,316,301.47 0.03%
SANTANDER UK GROUP HLDGS 3.571%, due 01/10/2023 80281LAF2 1,300,000 $1,303,170.91 0.03%
SHERWIN-WILLIAMS CO 2.75%, due 06/01/2022 824348AU0 1,275,000 $1,286,378.66 0.03%
BANK OF AMERICA CORP Variable rate, due 03/05/2024 06051GHE2 1,000,000 $1,006,742.12 0.02%
Citigroup Commercial Mortgage Trust Series 2012-GC8, Class AAB, 2.608%, due 09/10/2045 17318UAE4 650,570 $652,752.60 0.02%
CITIZENS BANK NA/RI 2.65%, due 05/26/2022 17401QAL5 750,000 $756,311.46 0.02%
COLT Funding LLC Series 2020-1R, Class A2, Variable rate, due 09/25/2065 12597VAB1 939,828 $941,259.98 0.02%
DAIMLER TRUCKS FINAN NA 1.125%, due 12/14/2023 233853AB6 1,000,000 $998,912.09 0.02%
FMC CORP 3.95%, due 02/01/2022 302491AR6 1,000,000 $1,001,358.01 0.02%
FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 31394X5K8 901,468 $928,820.83 0.02%
Nationstar Home Equity Loan Trust Series 2006-B, Class AV4, Variable rate, due 09/25/2036 63860FAD5 706,484 $706,671.55 0.02%
PACIFIC GAS & ELECTRIC N/C, Variable rate, due 11/14/2022 694308JX6 1,000,000 $1,000,615.85 0.02%
THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2024 883556CQ3 1,000,000 $1,001,292.32 0.02%
American Credit Acceptance Receivables Trust Series 2020-3, Class A, 1.16%, due 10/13/2023 025297AA0 261,565 $261,582.84 0.01%
Countrywide Asset-Backed Certificates Series 2004-SD4, Class M1, Variable rate, due 12/25/2034 126673SE3 593,916 $594,603.70 0.01%
Exeter Automobile Receivables Trust Series 2020-3A, Class A3, 0.78%, due 10/16/2023 30166NAC0 532,709 $532,764.76 0.01%
Fannie Mae FN BM1299, 5%, due 03/01/2027 3140J5NR6 235,683 $244,599.96 0.01%
FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 31394MU65 566,790 $581,944.11 0.01%
Freddie Mac Series 4387, Class DE, 2%, due 01/15/2032 3137BDYB6 515,067 $522,264.42 0.01%
JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 46591KAZ6 348,662 $349,483.61 0.01%
Mill City Mortgage Trust Series 2016-1, Class A1, Variable rate, due 04/25/2057 59980TAA4 250,124 $250,370.90 0.01%
Onslow Bay Financial LLC Series 2020-EXP1, Class 2A1A, Variable rate, due 02/25/2060 67448TBC8 468,599 $469,684.33 0.01%
Santander Consumer Auto Receivables Trust Series 2020-AA, Class A, 1.37%, due 10/15/2024 80281MAA1 425,414 $426,966.02 0.01%
Securitized Term Auto Receivables Trust Series 2019-1A, Class A3, 2.986%, due 02/27/2023 81377DAC0 625,711 $627,729.86 0.01%
Towd Point Mortgage Trust Series 2016-3, Class A1, Variable rate, due 04/25/2056 89172YAA8 383,998 $384,662.23 0.01%
Fannie Mae FN 888932, 4.50%, due 11/01/2022 31410GSV6 5 $5.72 0.00%
Fannie Mae FN 890403, 6%, due 05/01/2023 31410LGL0 3,189 $3,222.74 0.00%
Fannie Mae FN 962078, 4.50%, due 03/01/2023 31414CJX7 33,392 $34,914.48 0.00%
Fannie Mae FN AD0285, 5%, due 09/01/2022 31418MJ78 8 $8.79 0.00%
Fannie Mae FN AD0402, 5%, due 02/01/2023 31418MNU2 7 $6.76 0.00%
Fannie Mae FN AE0237, 5.50%, due 11/01/2023 31419AHP5 177 $178.43 0.00%
Fannie Mae FN AE0812, 5%, due 07/01/2025 31419A3W5 5,746 $5,963.82 0.00%
Fannie Mae FN AL5764, 5%, due 09/01/2025 3138ENMN6 29,597 $30,716.52 0.00%
Fannie Mae FN AL5812, 5.50%, due 05/01/2025 3138ENN62 14,335 $14,467.14 0.00%
Fannie Mae FN AL6212, 4.50%, due 01/01/2027 3138EN3W7 11,146 $11,648.82 0.00%
Fannie Mae FN AL6798, 5%, due 09/01/2025 3138EPRU0 35,426 $36,766.55 0.00%
Fannie Mae FN AL8539, 4.50%, due 01/01/2027 3138ETPZ3 64 $66.58 0.00%
Fannie Mae FN MA1030, 3%, due 04/01/2022 31418AEC8 28,071 $29,405.24 0.00%
FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 31397NHX6 2,626 $2,673.68 0.00%
FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 31396QKJ7 1,318 $1,337.93 0.00%
FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 31397QXH6 23 $23.16 0.00%
Ford Credit Auto Lease Trust Series 2020-B, Class A2A, 0.96%, due 12/15/2022 34531RAB3 55,770 $55,774.49 0.00%
Freddie Mac FG G13204, 6%, due 11/01/2022 3128MBX93 199 $200.47 0.00%
Freddie Mac FG G15435, 5%, due 11/01/2024 3128MEHL8 15,085 $15,658.15 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 6,825 $7,085.05 0.00%
Freddie Mac FG G15874, 5%, due 06/01/2026 3128MEXB2 13,767 $14,290.93 0.00%
FREDDIE MAC Series 4011, Class KM, 2%, due 03/15/2022 3137AMYK7 2,870 $2,872.72 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 10,688 $10,929.13 0.00%
GSAA Home Equity Trust Series 2005-MTR1, Class A4, Variable rate, due 10/25/2035 362341UC1 172,000 $172,309.63 0.00%
Verizon Owner Trust Series 2018-A, Class A1A, 3.23%, due 04/20/2023 92348XAA3 118,558 $118,771.73 0.00%
US Dollar $USD -43,914,730 ($43,914,730.22) -1.03%
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.