First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 6/24/2022

Total Number of Holdings (excluding cash): 537

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 0.125%, due 11/30/2022 91282CAX9 93,000,000 $92,119,170.03 1.82%
U.S. Treasury Note, 1.75%, due 05/15/2023 912828VB3 75,000,000 $74,288,381.25 1.47%
U.S. Treasury Note, 1.625%, due 11/15/2022 912828TY6 70,000,000 $69,837,266.80 1.38%
U.S. Treasury Note, 2.50%, due 03/31/2023 9128284D9 60,000,000 $59,878,019.40 1.19%
U.S. Treasury Note, 1.875%, due 10/31/2022 912828M49 54,600,000 $54,555,411.46 1.08%
U.S. Treasury Note, 2.50%, due 08/15/2023 912828VS6 55,000,000 $54,717,480.40 1.08%
U.S. Treasury Note, 2.875%, due 10/31/2023 9128285K2 30,000,000 $29,951,953.20 0.59%
DH EUROPE FINANCE II 2.05%, due 11/15/2022 23291KAF2 28,306,000 $28,198,732.71 0.56%
FMC CORP 0%, due 06/27/2022 34410XFT2 26,900,000 $26,900,000.00 0.53%
ZOETIS INC 3.25%, due 02/01/2023 98978VAB9 26,713,000 $26,624,462.97 0.53%
ABBVIE INC 2.90%, due 11/06/2022 00287YAL3 25,629,000 $25,600,537.97 0.51%
ENTERPRISE PRODUCTS OPER 3.35%, due 03/15/2023 29379VAZ6 25,546,000 $25,561,621.63 0.51%
AUST & NZ BANKING GROUP Variable rate, due 12/19/2022 05253MQN7 25,000,000 $25,000,000.00 0.50%
ENERGY TRANSFER LP 0%, due 06/27/2022 29277FFT3 25,000,000 $25,000,000.00 0.50%
TORONTO DOMINION BANK NY Variable rate, due 11/21/2022 89114WXH3 25,000,000 $25,000,000.00 0.50%
BANK OF NOVA SCOTIA N/C, Variable rate, due 04/15/2024 0641593W4 25,000,000 $24,754,235.00 0.49%
ENBRIDGE US INC 0%, due 07/26/2022 29251VGS9 25,000,000 $24,965,133.00 0.49%
MET TOWER GLOBAL FUNDING N/C, Variable rate, due 01/17/2023 58989VAA2 25,000,000 $24,940,254.75 0.49%
NASDAQ INC 0.445%, due 12/21/2022 63111XAC5 25,204,000 $24,843,211.04 0.49%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/10/2023 64952WDM2 25,000,000 $24,961,084.75 0.49%
VIATRIS INC 0%, due 07/22/2022 92557NGN7 25,000,000 $24,953,100.25 0.49%
CONAGRA BRANDS INC 0%, due 06/28/2022 20600HFU3 24,000,000 $23,998,566.48 0.48%
SKYWORKS SOLUTIONS INC 0.90%, due 06/01/2023 83088MAJ1 25,108,000 $24,385,207.46 0.48%
REPUBLIC SERVICES INC 4.75%, due 05/15/2023 760759AM2 23,621,000 $23,828,840.48 0.47%
LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 539439AP4 22,570,000 $22,503,885.48 0.45%
WASTE MANAGEMENT INC 2.40%, due 05/15/2023 94106LBD0 22,751,000 $22,648,858.93 0.45%
AUTODESK INC 3.60%, due 12/15/2022 052769AB2 22,233,000 $22,249,683.20 0.44%
BANK OF AMERICA CORP Variable rate, due 07/21/2023 06051GGQ6 22,101,000 $22,096,908.01 0.44%
NATIONAL BANK OF CANADA 0.90%, due 08/15/2023 63307A2L8 21,542,000 $21,471,427.97 0.43%
VOLKSWAGEN GROUP AMERICA 2.70%, due 09/26/2022 928668AZ5 21,643,000 $21,638,218.63 0.43%
DAIMLER FINANCE NA LLC 2.55%, due 08/15/2022 233851DU5 21,203,000 $21,211,998.34 0.42%
NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 65339KBU3 21,651,000 $21,261,927.84 0.42%
VERISK ANALYTICS INC 4.125%, due 09/12/2022 92345YAC0 21,266,000 $21,310,824.68 0.42%
VIATRIS INC 0%, due 07/14/2022 92557NGE7 21,000,000 $20,975,185.98 0.42%
ARROW ELECTRONICS INC 0%, due 06/27/2022 04273MFT5 20,000,000 $20,000,000.00 0.40%
JABIL INC 0%, due 06/28/2022 46652MFU4 20,000,000 $19,998,998.80 0.40%
OTIS WORLDWIDE CORP 0%, due 06/27/2022 68902XFT5 20,000,000 $20,000,000.00 0.40%
RYDER SYSTEM INC 2.50%, due 09/01/2022 78355HKF5 20,227,000 $20,231,159.88 0.40%
SYNCHRONY FINANCIAL 2.85%, due 07/25/2022 87165BAQ6 20,003,000 $20,003,000.00 0.40%
WEC ENERGY GROUP INC 0%, due 07/15/2022 92930WGF2 20,000,000 $19,980,193.40 0.40%
AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 02665WDG3 20,000,000 $19,930,360.00 0.39%
CITIGROUP INC N/C, 4.05%, due 07/30/2022 172967GK1 19,515,000 $19,542,918.72 0.39%
Verizon Master Trust Series 2022-3, Class A, 3.25%, due 05/20/2027 92348KAP8 20,000,000 $19,833,624.00 0.39%
ALTRIA GROUP INC N/C, 2.85%, due 08/09/2022 02209SAN3 19,061,000 $19,065,859.22 0.38%
INFOR INC 1.45%, due 07/15/2023 45674CAB9 19,467,000 $18,936,074.17 0.38%
AMERICAN HONDA FINANCE 0%, due 07/25/2022 02665KGR2 18,767,000 $18,739,249.05 0.37%
ASTRAZENECA FINANCE LLC 0.70%, due 05/28/2024 04636NAC7 19,780,000 $18,643,973.88 0.37%
HUMANA INC 0.65%, due 08/03/2023 444859BP6 19,500,000 $18,877,662.57 0.37%
COOPERATIEVE RABOBANK UA N/C, 3.875%, due 09/26/2023 74977RDE1 18,275,000 $18,294,579.47 0.36%
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD N/C, 3.80%, due 09/15/2022 225433AH4 17,901,000 $17,922,151.82 0.36%
MIZUHO FLOATER/RESIDUAL TRUST VARIOUS STATES TAXABLE, Variable rate, due 09/01/2026 60700HHY8 18,000,000 $18,000,000.00 0.36%
ROYAL BANK OF CANADA N/C, Variable rate, due 01/19/2024 78015K7M0 18,454,000 $18,287,787.77 0.36%
BAYER US FINANCE II LLC 3.875%, due 12/15/2023 07274NAE3 17,825,000 $17,825,383.95 0.35%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 03/17/2023 13607GKW3 17,625,000 $17,620,998.42 0.35%
FISERV INC 3.50%, due 10/01/2022 337738AM0 17,107,000 $17,093,739.16 0.34%
GOLDMAN SACHS GROUP INC Variable rate, due 07/24/2023 38141GWM2 17,260,000 $17,252,649.31 0.34%
NUTRIEN LTD 1.90%, due 05/13/2023 67077MAV0 17,605,000 $17,337,303.29 0.34%
Avis Budget Rental Car Funding Series 2017-2A, Class A, 2.97%, due 03/20/2024 05377RCU6 16,805,000 $16,749,815.74 0.33%
MCKESSON CORP 2.70%, due 12/15/2022 581557AZ8 16,514,000 $16,502,815.57 0.33%
MICROCHIP TECHNOLOGY INC 4.333%, due 06/01/2023 595017AP9 16,156,000 $16,225,362.87 0.32%
PLAINS ALL AMER PIPELINE 2.85%, due 01/31/2023 72650RBB7 16,079,000 $16,008,935.77 0.32%
AETNA INC 2.80%, due 06/15/2023 00817YAV0 15,785,000 $15,659,229.71 0.31%
BARCLAYS PLC Variable rate, due 05/16/2024 06738EBB0 15,623,000 $15,652,832.74 0.31%
BAXTER INTERNATIONAL 0%, due 08/15/2022 0718A3HF9 15,762,000 $15,713,713.74 0.31%
ENERGY TRANSFER LP 3.60%, due 02/01/2023 29273RAS8 15,815,000 $15,765,685.35 0.31%
PERKINELMER INC 0.55%, due 09/15/2023 714046AK5 16,000,000 $15,396,270.24 0.31%
UBS GROUP AG Variable rate, due 08/15/2023 90352JAE3 15,715,000 $15,705,982.58 0.31%
AMERICAN ELEC POWER CO 0%, due 06/27/2022 0255E3FT0 15,000,000 $15,000,000.00 0.30%
AMERICAN HONDA FINANCE 0%, due 07/27/2022 02665KGT8 15,000,000 $14,976,867.90 0.30%
AT&T INC 0%, due 07/18/2022 0020A3GJ3 15,000,000 $14,986,155.00 0.30%
BARCLAYS BANK PLC NY N/C, Variable rate, due 12/01/2022 06742TQ33 15,000,000 $14,999,747.10 0.30%
CAMPBELL SOUP COMPANY 0%, due 08/17/2022 13443DHH5 15,000,000 $14,950,026.60 0.30%
CANADIAN IMP BK COMM NY 0.35%, due 11/03/2022 13606CYC2 15,000,000 $14,908,027.20 0.30%
CANADIAN NATL RESOURCES 2.95%, due 01/15/2023 136385AW1 15,082,000 $15,051,073.30 0.30%
CANADIAN NATURAL RESOURCES 0%, due 06/27/2022 13638XFT2 15,000,000 $15,000,000.00 0.30%
CONAGRA BRANDS INC 0%, due 07/11/2022 20600HGB4 15,000,000 $14,986,574.70 0.30%
CONSOLIDATED EDISON CO 0%, due 07/19/2022 20911MGK7 15,000,000 $14,985,783.15 0.30%
CONSOLIDATED EDISON CO 0%, due 07/28/2022 20911MGU5 15,000,000 $14,974,166.70 0.30%
CONSTELLATION BRANDS INC 0%, due 07/20/2022 21037DGL2 15,000,000 $14,982,258.00 0.30%
CREDIT SUISSE NEW YORK N/C, Variable rate, due 08/09/2023 22550UAD3 15,000,000 $14,914,629.90 0.30%
DOMINION ENERGY INC 0%, due 07/29/2022 2574P1GV8 15,000,000 $14,972,528.55 0.30%
DUPONT DE NEMOURS INC 0%, due 07/18/2022 26082NGJ8 15,000,000 $14,986,078.95 0.30%
DUPONT DE NEMOURS INC 0%, due 07/21/2022 26082NGM1 15,000,000 $14,984,090.10 0.30%
ENTERGY CORP 0%, due 07/19/2022 29366GGK1 15,000,000 $14,982,120.15 0.30%
ENTERGY CORP 0%, due 09/01/2022 29366GJ10 15,000,000 $14,948,524.20 0.30%
FIDELITY NATL INFO SERV 0%, due 07/11/2022 31622GGB7 15,000,000 $14,990,660.85 0.30%
FIDELITY NATL INFO SERV 0%, due 07/21/2022 31622GGM3 15,000,000 $14,979,294.00 0.30%
HARLEY-DAVIDSON FINL SER 0%, due 07/14/2022 41282KGE2 15,000,000 $14,984,765.40 0.30%
HUMANA INC 0%, due 07/12/2022 44486JGC7 15,000,000 $14,990,492.40 0.30%
INTL FLAVORS & FRAGRANCES 0%, due 07/22/2022 4595A3GN1 15,000,000 $14,971,866.60 0.30%
INTL FLAVORS & FRAGRANCES 0%, due 07/29/2022 4595A3GV3 15,000,000 $14,963,989.20 0.30%
JABIL INC 0%, due 07/15/2022 46652MGF6 15,000,000 $14,980,870.95 0.30%
MCCORMICK & COMPANY INC 0%, due 08/22/2022 57978DHN2 15,000,000 $14,950,521.75 0.30%
PARKER-HANNIFIN CORP 0%, due 07/27/2022 70109MGT5 15,000,000 $14,981,235.15 0.30%
PUBLIC STORAGE Variable rate, due 04/23/2024 74460WAB3 15,190,000 $15,028,428.68 0.30%
RECKITT BENCKISER TSY 0%, due 07/25/2022 7562E1GR9 15,000,000 $14,977,004.10 0.30%
ROYAL BANK OF CANADA NY N/C, Variable rate, due 03/16/2023 78012U6T7 15,000,000 $14,998,331.40 0.30%
ROYAL BANK OF CANADA Variable rate, due 03/24/2023 78014XHU4 15,000,000 $15,000,000.00 0.30%
SKANDINAVISKA ENSKILDA BANK Variable rate, due 11/21/2022 83050WCG7 15,000,000 $15,000,000.00 0.30%
SOUTHERN CAL EDISON N/C, Variable rate, due 04/03/2023 842400HA4 15,000,000 $14,972,259.15 0.30%
TORONTO DOMINION BANK NY Variable rate, due 02/27/2023 89114WXW0 15,000,000 $15,000,663.60 0.30%
U.S. Treasury Note, 2%, due 02/15/2023 912828UN8 15,000,000 $14,942,460.45 0.30%
VERIZON COMMUNICATIONS 0%, due 07/13/2022 92344MGD9 15,000,000 $14,987,659.05 0.30%
WESTPAC BANKING CORP NY 0.30%, due 10/26/2022 96130ALA4 15,000,000 $14,892,652.35 0.30%
WILLIAMS COMPANIES INC 0%, due 07/22/2022 96946UGN2 15,000,000 $14,978,119.95 0.30%
WILLIAMS COMPANIES INC 0%, due 07/26/2022 96946UGS1 15,000,000 $14,974,620.60 0.30%
ANTHEM INC 2.95%, due 12/01/2022 036752AF0 14,775,000 $14,779,946.52 0.29%
BANK OF AMERICA CORP Variable rate, due 05/28/2024 06051GJX8 15,000,000 $14,775,000.00 0.29%
CENTERPOINT ENERGY RES 0.70%, due 03/02/2023 15189WAM2 15,033,000 $14,784,177.25 0.29%
GENERAL MOTORS FINL CO N/C, Variable rate, due 03/08/2024 37045XDF0 15,000,000 $14,509,407.60 0.29%
NATWEST MARKETS PLC Variable rate, due 08/12/2024 63906YAC2 14,885,000 $14,715,833.02 0.29%
OKLAHOMA G&E CO 0.553%, due 05/26/2023 678858BW0 15,000,000 $14,620,063.95 0.29%
World Omni Auto Receivables Trust Series 2022-B, Class A2A, 2.77%, due 10/15/2025 98163QAB5 15,000,000 $14,868,319.50 0.29%
MORGAN STANLEY Variable rate, due 01/22/2025 61747YEB7 15,000,000 $14,176,071.60 0.28%
NORDEA BANK ABP N/C, 4.25%, due 09/21/2022 65557FAD8 13,890,000 $13,910,843.74 0.28%
THERMO FISHER SCIENTIFIC 0.797%, due 10/18/2023 883556CP5 14,855,000 $14,375,284.07 0.28%
ANTHEM INC 3.30%, due 01/15/2023 94973VBA4 13,546,000 $13,570,029.53 0.27%
ENRGY TRANS LP/REG FIN 5%, due 10/01/2022 75886AAQ1 13,656,000 $13,671,832.63 0.27%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2012-HSBC, Class A, 3.0934%, due 07/05/2032 46637YAA7 13,482,078 $13,474,328.29 0.27%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/25/2022 606822AQ7 13,685,000 $13,682,546.97 0.27%
NORFOLK SOUTHERN CORP 2.903%, due 02/15/2023 655844BL1 13,697,000 $13,640,520.70 0.27%
RECKITT BENCKISER TSY 0%, due 07/22/2022 7562E1GN8 13,500,000 $13,481,525.12 0.27%
TRANSCANADA PIPELINES 2.50%, due 08/01/2022 893526DM2 13,845,000 $13,841,931.68 0.27%
ANTHEM INC 0.45%, due 03/15/2023 036752AQ6 13,446,000 $13,166,113.71 0.26%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 07/01/2022 04685A2F7 13,125,000 $13,124,966.01 0.26%
GENERAL MOTORS FINL CO 3.55%, due 07/08/2022 37045XCU8 13,200,000 $13,203,305.68 0.26%
JPMORGAN CHASE & CO Variable rate, due 04/23/2024 46647PAP1 13,140,000 $13,115,108.38 0.26%
PERNOD RICARD SA 4.25%, due 07/15/2022 714264AH1 12,955,000 $12,965,361.02 0.26%
PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 04/12/2024 74256LEM7 13,054,000 $12,909,914.12 0.26%
BAT CAPITAL CORP Variable rate, due 08/15/2022 05526DAX3 12,452,000 $12,450,021.75 0.25%
CROWN CASTLE INTL CORP 0%, due 07/20/2022 22823QGL9 12,500,000 $12,479,628.25 0.25%
HYUNDAI CAPITAL AMERICA 2.375%, due 02/10/2023 44891ABE6 12,600,000 $12,511,745.82 0.25%
ABBVIE INC Variable rate, due 11/21/2022 00287YBP3 12,000,000 $12,000,559.20 0.24%
BMW Vehicle Owner Trust Series 2022-A, Class A2A, 2.98%, due 12/26/2024 05602RAB7 12,000,000 $11,900,845.20 0.24%
ENERGY TRANSFER LP 3.45%, due 01/15/2023 86765BAL3 12,141,000 $12,079,430.80 0.24%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2024 38141GYF5 12,500,000 $12,267,331.38 0.24%
JPMORGAN CHASE & CO Variable rate, due 03/16/2024 46647PCA2 12,000,000 $11,911,878.24 0.24%
MARSH & MCLENNAN COS INC 0%, due 07/11/2022 57174WGB9 12,000,000 $11,993,923.44 0.24%
OSCAR US Funding Trust Series 2021-2A, Class A2, 0.39%, due 08/12/2024 68785BAB9 12,326,440 $12,132,175.30 0.24%
Westlake Automobile Receivables Trust Series 2021-3A, Class A2, 0.57%, due 09/16/2024 96043JAC9 12,142,593 $11,997,094.07 0.24%
CENTERPOINT ENERGY INC 0%, due 07/13/2022 1518T3GD8 11,400,000 $11,392,142.32 0.23%
CHARTER COMM OPT LLC/CAP Variable rate, due 02/01/2024 161175BP8 11,612,000 $11,716,491.63 0.23%
CITIGROUP INC Variable rate, due 07/24/2023 172967LM1 11,860,000 $11,854,941.47 0.23%
SUMITOMO MITSUI FINL GRP N/C, 2.784%, due 07/12/2022 86562MAQ3 11,743,000 $11,745,144.51 0.23%
TRUIST FINANCIAL CORP Variable rate, due 06/09/2025 89788MAF9 12,000,000 $11,654,051.40 0.23%
BAT CAPITAL CORP 2.764%, due 08/15/2022 05526DAV7 11,271,000 $11,271,042.60 0.22%
CIGNA CORP 3.75%, due 07/15/2023 125523AF7 11,261,000 $11,311,045.01 0.22%
GILEAD SCIENCES INC 0.75%, due 09/29/2023 375558BW2 11,250,000 $10,877,078.81 0.22%
GLENCORE FINANCE CANADA 4.25%, due 10/25/2022 98417EAT7 11,264,000 $11,313,934.88 0.22%
JPMORGAN CHASE & CO N/C, 3.375%, due 05/01/2023 46625HJJ0 11,000,000 $10,995,896.67 0.22%
MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 03/02/2023 606822AS3 10,991,000 $10,994,473.70 0.22%
NORTHROP GRUMMAN CORP 3.25%, due 08/01/2023 666807BG6 11,000,000 $10,983,509.79 0.22%
SOUTHWEST AIRLINES CO 2.75%, due 11/16/2022 844741BD9 11,244,000 $11,206,400.06 0.22%
THE BOEING CO 2.20%, due 10/30/2022 097023BN4 11,215,000 $11,189,544.76 0.22%
VERIZON COMMUNICATIONS Variable rate, due 03/22/2024 92343VGD0 11,421,000 $11,308,436.79 0.22%
FIFTH THIRD BANCORP 1.625%, due 05/05/2023 316773CZ1 10,588,000 $10,460,125.44 0.21%
Morgan Stanley Capital I Trust Series 2017-CLS, Class A, Variable rate, due 11/15/2034 61691LAA7 10,743,000 $10,641,046.78 0.21%
OSCAR US Funding Trust Series 2022-1A, Class A2, 1.60%, due 03/10/2025 68784HAB7 10,750,000 $10,565,286.08 0.21%
PUBLIC SERVICE ENTERPRISE 0.841%, due 11/08/2023 744573AT3 11,285,000 $10,822,437.67 0.21%
VOLKSWAGEN GROUP AMERICA 3.125%, due 05/12/2023 928668BD3 10,407,000 $10,372,302.85 0.21%
ABN AMRO FUNDING USA LLC 0%, due 10/25/2022 00084CKR2 10,000,000 $9,939,232.00 0.20%
AMGEN INC 2.25%, due 08/19/2023 031162CH1 10,000,000 $9,911,757.20 0.20%
AT&T INC 0%, due 07/06/2022 0020A3G61 10,000,000 $9,996,250.00 0.20%
AT&T INC 0%, due 07/25/2022 0020A3GR5 10,000,000 $9,987,302.70 0.20%
AT&T INC N/C, Variable rate, due 06/12/2024 00206RGD8 10,000,000 $10,022,582.50 0.20%
AT&T INC Variable rate, due 03/25/2024 00206RMH2 9,936,000 $9,872,370.24 0.20%
BANK OF MONTREAL CHICAGO N/C, Variable rate, due 03/03/2023 06367CSY4 10,000,000 $10,018,000.00 0.20%
BANK OF MONTREAL N/C, Variable rate, due 07/09/2024 06367WYQ0 10,000,000 $9,857,156.60 0.20%
BAXTER INTERNATIONAL INC N/C, Variable rate, due 11/29/2024 071813DB2 10,000,000 $9,869,774.40 0.20%
BAXTER INTERNATIONAL INC N/C, Variable rate, due 12/01/2023 071813CY3 10,000,000 $9,888,912.10 0.20%
BELL CANADA 0%, due 07/11/2022 07787QGB6 10,000,000 $9,994,551.10 0.20%
CENTERPOINT ENERGY INC 0%, due 07/18/2022 1518T3GJ5 10,000,000 $9,988,677.20 0.20%
CIGNA CORP 0%, due 07/19/2022 12553YGK1 10,000,000 $9,990,522.10 0.20%
CIGNA CORP 0%, due 07/20/2022 12553YGL9 10,000,000 $9,987,853.40 0.20%
CIGNA CORP 0%, due 08/16/2022 12553YHG9 10,000,000 $9,970,814.60 0.20%
COMMONWEALTH BK AUSTRALIA Variable rate, due 01/23/2023 20272AX76 10,000,000 $9,999,421.60 0.20%
CONSOLIDATED EDISON CO 0%, due 07/29/2022 20911MGV3 10,000,000 $9,982,210.40 0.20%
CONSOLIDATED EDISON CO 0%, due 08/01/2022 20911MH18 10,000,000 $9,979,576.20 0.20%
CONSOLIDATED EDISON CO 0%, due 08/04/2022 20911MH42 10,000,000 $9,978,361.10 0.20%
CONSTELLATION BRANDS INC 0%, due 07/08/2022 21037DG81 10,000,000 $9,995,197.80 0.20%
CONSTELLATION BRANDS INC 0%, due 07/11/2022 21037DGB4 10,000,000 $9,991,049.80 0.20%
CONSTELLATION BRANDS INC 0%, due 07/12/2022 21037DGC2 10,000,000 $9,992,910.30 0.20%
CONSTELLATION BRANDS INC 0%, due 07/15/2022 21037DGF5 10,000,000 $9,988,491.90 0.20%
CONSTELLATION BRANDS INC 0%, due 07/19/2022 21037DGK4 10,000,000 $9,986,247.40 0.20%
CROWN CASTLE INTL CORP 0%, due 07/11/2022 22823QGB1 10,000,000 $9,992,018.70 0.20%
CROWN CASTLE INTL CORP 0%, due 07/13/2022 22823QGD7 10,000,000 $9,989,547.40 0.20%
CROWN CASTLE INTL CORP 0%, due 07/14/2022 22823QGE5 10,000,000 $9,990,309.00 0.20%
CROWN CASTLE INTL CORP 0%, due 07/19/2022 22823QGK1 10,000,000 $9,985,322.60 0.20%
DEUTSCHE BANK NY N/C, Variable rate, due 11/08/2023 251526CL1 10,000,000 $9,877,991.50 0.20%
DOLLAR GENERAL CORP 0%, due 08/23/2022 25667MHP0 10,000,000 $9,966,900.70 0.20%
DOMINION ENERGY INC 0%, due 07/13/2022 2574P1GD8 10,000,000 $9,993,773.20 0.20%
DOMINION ENERGY INC 2.75%, due 09/15/2022 25746UBP3 10,000,000 $9,992,535.80 0.20%
ENBRIDGE INC 2.90%, due 07/15/2022 29250NAQ8 10,000,000 $9,999,413.80 0.20%
ENBRIDGE US INC 0%, due 07/13/2022 29251VGD2 10,000,000 $9,993,550.40 0.20%
ENBRIDGE US INC 0%, due 08/17/2022 29251VHH2 10,000,000 $9,967,127.00 0.20%
ENERGY TRANSFER LP 0%, due 06/28/2022 29277FFU0 10,000,000 $9,999,374.80 0.20%
ENERGY TRANSFER LP 0%, due 07/07/2022 29277FG70 10,000,000 $9,993,609.50 0.20%
FIDELITY NATL INFO SERV 0%, due 07/15/2022 31622GGF8 10,000,000 $9,990,144.10 0.20%
FMC CORP 0%, due 07/08/2022 34410XG87 10,000,000 $9,994,187.10 0.20%
FMC CORP 0%, due 07/15/2022 34410XGF1 10,000,000 $9,988,492.70 0.20%
FMC CORP 0%, due 07/18/2022 34410XGJ3 10,000,000 $9,986,573.90 0.20%
GENERAL MOTORS FINL CO 0%, due 07/14/2022 37046UGE5 10,000,000 $9,991,964.60 0.20%
GENERAL MOTORS FINL CO 0%, due 07/21/2022 37046UGM7 10,000,000 $9,985,324.40 0.20%
HUMANA INC 0%, due 07/19/2022 44486JGK9 10,000,000 $9,989,910.20 0.20%
HUMANA INC 0%, due 07/26/2022 44486JGS2 10,000,000 $9,982,918.20 0.20%
INTL FLAVORS & FRAGRANCES 0%, due 07/14/2022 4595A3GE1 10,000,000 $9,987,718.70 0.20%
JABIL INC 0%, due 07/14/2022 46652MGE9 10,000,000 $9,991,254.90 0.20%
JABIL INC 0%, due 07/18/2022 46652MGJ8 10,000,000 $9,988,032.10 0.20%
JABIL INC 0%, due 07/20/2022 46652MGL3 10,000,000 $9,983,703.70 0.20%
JABIL INC 0%, due 07/21/2022 46652MGM1 10,000,000 $9,983,326.40 0.20%
JDE PEET'S NV 0.80%, due 09/24/2024 47216QAA1 11,000,000 $10,309,925.01 0.20%
MACQUARIE BANK LIMITED Variable rate, due 03/02/2023 55607NLB4 10,000,000 $10,000,000.00 0.20%
MACQUARIE GROUP LTD Variable rate, due 11/28/2023 55608JAH1 10,000,000 $9,980,562.10 0.20%
MARVELL TECHNOLOGY INC 4.20%, due 06/22/2023 573874AL8 9,955,000 $9,986,164.32 0.20%
MOLSON COORS BEVERAGE CO 0%, due 06/29/2022 60871WFV6 10,000,000 $9,998,943.00 0.20%
MOLSON COORS BEVERAGE CO 0%, due 07/27/2022 60871WGT0 10,000,000 $9,982,500.00 0.20%
MYLAN INC 3.125%, due 01/15/2023 628530AV9 10,263,000 $10,200,863.18 0.20%
NASDAQ INC 0%, due 07/13/2022 63111FGD6 10,000,000 $9,993,638.10 0.20%
NASDAQ INC 0%, due 07/22/2022 63111FGN4 10,000,000 $9,989,228.20 0.20%
NASDAQ INC 0%, due 08/03/2022 63111FH37 10,000,000 $9,978,404.10 0.20%
NEXTERA ENERGY CAPITAL Variable rate, due 11/03/2023 65339KBX7 10,000,000 $9,893,007.70 0.20%
NISOURCE INC 0%, due 07/21/2022 65478KGM7 10,000,000 $9,986,930.50 0.20%
NORDEA BANK ABP NEW YORK N/C, Variable rate, due 12/07/2022 65558UUC4 10,000,000 $9,999,949.50 0.20%
NORTHROP GRUMMAN CORP 0%, due 06/29/2022 66681MFV5 10,000,000 $9,999,221.70 0.20%
NUTRIEN LTD 0%, due 07/29/2022 67077VGV4 10,000,000 $9,985,679.90 0.20%
NUTRIEN LTD 0%, due 08/03/2022 67077VH35 10,000,000 $9,978,095.40 0.20%
NUTRIEN LTD 0%, due 08/17/2022 67077VHH4 10,000,000 $9,970,239.60 0.20%
NUTRIEN LTD 0%, due 09/19/2022 67077VJK5 10,000,000 $9,943,051.20 0.20%
PARKER-HANNIFIN CORP 0%, due 09/08/2022 70109MJ88 10,000,000 $9,951,726.10 0.20%
REPUBLIC SERVICES INC 0%, due 07/05/2022 76076GG56 10,000,000 $9,996,820.00 0.20%
SOUTHERN COMPANY 0%, due 07/12/2022 84262MGC6 10,000,000 $9,993,704.60 0.20%
SOUTHERN COMPANY 0%, due 07/20/2022 84262MGL6 10,000,000 $9,986,895.30 0.20%
SOUTHERN COMPANY 0%, due 07/21/2022 84262MGM4 10,000,000 $9,986,328.70 0.20%
SUMITOMO MITSUI TRUST BANK LTD N/C, Variable rate, due 09/16/2024 86563VAX7 10,000,000 $9,848,099.70 0.20%
SUNCOR ENERGY INC 0%, due 07/27/2022 86723BGT1 10,000,000 $9,987,734.50 0.20%
SVENSKA HANDELSBANKEN AB Variable rate, due 03/01/2023 86960LDB3 10,000,000 $10,000,000.00 0.20%
THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2023 883556CR1 10,000,000 $9,883,254.70 0.20%
TORONTO DOMINION BANK Variable rate, due 03/06/2023 89120DUU1 10,000,000 $10,000,000.00 0.20%
TORONTO-DOMINION BANK N/C, Variable rate, due 03/08/2024 89114TZS4 10,000,000 $9,945,266.60 0.20%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/13/2024 89236TJP1 10,000,000 $9,905,057.50 0.20%
TRANSCANADA PIPELINES 0%, due 07/25/2022 89355QGR1 10,000,000 $9,988,552.20 0.20%
TRANSCANADA PIPELINES 0%, due 07/26/2022 89355QGS9 10,000,000 $9,987,103.10 0.20%
TRANSCANADA PIPELINES 0%, due 08/02/2022 89355QH25 10,000,000 $9,985,000.00 0.20%
TRANSCANADA PIPELINES 0%, due 08/16/2022 89355QHG4 10,000,000 $9,970,121.10 0.20%
U.S. Treasury Note, 2.75%, due 04/30/2023 9128284L1 10,000,000 $9,991,038.30 0.20%
UBS AG LONDON Variable rate, due 03/08/2023 90276JPJ9 10,000,000 $10,000,000.00 0.20%
VERIZON COMMUNICATIONS 0%, due 08/16/2022 92344MHG1 10,000,000 $9,972,222.20 0.20%
VIATRIS INC 0%, due 06/28/2022 92557NFU2 10,000,000 $9,999,347.10 0.20%
VIATRIS INC 0%, due 07/20/2022 92557NGL1 10,000,000 $9,980,507.30 0.20%
BANK OF AMERICA CORP Variable rate, due 04/22/2025 06051GJU4 10,000,000 $9,831,382.40 0.19%
BANK OF AMERICA CORP Variable rate, due 12/20/2023 06051GHC6 9,720,000 $9,691,831.83 0.19%
CONAGRA BRANDS INC 0.50%, due 08/11/2023 205887CG5 10,000,000 $9,648,148.50 0.19%
Exeter Automobile Receivables Trust Series 2022-1A, Class A2, 1.10%, due 06/17/2024 30167JAB0 9,380,626 $9,342,654.13 0.19%
HYUNDAI CAPITAL AMERICA 1.15%, due 11/10/2022 44891ABQ9 9,690,000 $9,618,455.63 0.19%
JABIL INC 0%, due 06/27/2022 46652MFT7 9,600,000 $9,600,000.00 0.19%
JPMORGAN CHASE & CO Variable rate, due 06/01/2025 46647PCG9 10,000,000 $9,777,212.60 0.19%
MITSUBISHI UFJ FIN GRP N/C, 2.665%, due 07/25/2022 606822AP9 9,446,000 $9,445,416.81 0.19%
ROCKWELL AUTOMATION 0.35%, due 08/15/2023 773903AK5 10,000,000 $9,671,313.20 0.19%
SOUTHERN NATURAL GAS 0.625%, due 04/28/2023 84346LAC4 9,700,000 $9,426,530.43 0.19%
VMWARE INC 0.60%, due 08/15/2023 928563AG0 9,900,000 $9,558,323.68 0.19%
BP CAP MARKETS AMERICA Variable rate, due 09/19/2022 10373QBD1 9,169,000 $9,166,751.85 0.18%
BRISTOL-MYERS SQUIBB CO 3.25%, due 11/01/2023 110122AW8 8,918,000 $8,918,154.10 0.18%
DT Auto Owner Trust Series 2022-1A, Class A, 1.58%, due 04/15/2026 23345YAA9 9,091,635 $8,964,105.29 0.18%
JPMORGAN CHASE & CO Variable rate, due 07/23/2024 46647PAU0 8,867,000 $8,848,600.35 0.18%
MORGAN STANLEY Variable rate, due 01/25/2024 6174468W2 9,507,000 $9,327,956.40 0.18%
SUNCOR ENERGY INC 2.80%, due 05/15/2023 867224AC1 9,130,000 $9,074,814.08 0.18%
TELEDYNE TECHNOLOGIES INC 0.65%, due 04/01/2023 879360AA3 9,100,000 $8,890,110.32 0.18%
AMERICAN ELECTRIC POWER 2.95%, due 12/15/2022 025537AG6 8,385,000 $8,346,934.44 0.17%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 06/22/2023 13607HVD1 8,500,000 $8,433,554.06 0.17%
ROPER TECHNOLOGIES INC 0.45%, due 08/15/2022 776743AK2 8,855,000 $8,823,256.68 0.17%
SCHLUMBERGER HLDGS CORP 3.625%, due 12/21/2022 806851AE1 8,764,000 $8,777,058.18 0.17%
VIRGINIA ELEC & POWER CO 2.75%, due 03/15/2023 927804FN9 8,764,000 $8,728,348.92 0.17%
American Credit Acceptance Receivables Trust Series 2022-1, Class A, 0.99%, due 12/15/2025 02530WAA2 8,463,809 $8,314,071.60 0.16%
BANK OF NOVA SCOTIA N/C, Variable rate, due 07/31/2024 0641596F8 8,000,000 $7,916,906.08 0.16%
CAPITAL ONE FINANCIAL CORP Variable rate, due 12/06/2024 14040HCL7 8,000,000 $7,829,122.80 0.16%
CVS HEALTH CORP 2.75%, due 12/01/2022 126650BZ2 7,900,000 $7,891,526.70 0.16%
DTE ENERGY CO 2.25%, due 11/01/2022 233331BE6 8,000,000 $7,980,147.52 0.16%
ILLUMINA INC 0.55%, due 03/23/2023 452327AL3 8,382,000 $8,082,483.49 0.16%
L3HARRIS TECH INC 3.85%, due 06/15/2023 502431AJ8 8,000,000 $8,008,842.88 0.16%
MIZUHO FLOATER/RESIDUAL TRUST VARIOUS STATES TAXABLE, Variable rate, due 09/01/2027 60700HEC9 8,000,000 $8,000,000.00 0.16%
ONEOK PARTNERS LP 3.375%, due 10/01/2022 68268NAJ2 7,871,000 $7,871,963.25 0.16%
ROPER TECHNOLOGIES INC 3.125%, due 11/15/2022 776696AE6 7,986,000 $7,987,578.02 0.16%
ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2024 78016EZV2 8,000,000 $7,896,221.20 0.16%
TRANSCANADA PIPELINES 0%, due 08/25/2022 89355QHR0 8,350,000 $8,318,106.34 0.16%
ABBVIE INC 2.85%, due 05/14/2023 00287YAX7 7,704,000 $7,680,181.01 0.15%
BAXTER INTERNATIONAL INC 0.868%, due 12/01/2023 071813CE7 8,000,000 $7,669,333.76 0.15%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A1, Variable rate, due 02/25/2049 10569TAA6 7,822,148 $7,351,660.99 0.15%
DAIMLER FINANCE NA LLC 3.35%, due 02/22/2023 233851DD3 7,773,000 $7,786,748.41 0.15%
Drive Auto Receivables Trust Series 2021-3, Class A2, 0.52%, due 01/15/2025 262081AB8 7,610,740 $7,555,692.74 0.15%
Flagship Credit Auto Trust Series 2021-3, Class A, 0.36%, due 07/15/2027 33846QAA9 7,810,912 $7,567,890.14 0.15%
NATWEST GROUP PLC Variable rate, due 05/22/2024 780097BN0 7,615,000 $7,478,756.53 0.15%
SOUTHERN CO Variable rate, due 05/10/2023 842587DK0 7,550,000 $7,496,108.33 0.15%
SOUTHWEST AIRLINES CO 4.75%, due 05/04/2023 844741BH0 7,300,000 $7,352,050.46 0.15%
THERMO FISHER SCIENTIFIC Variable rate, due 04/18/2023 883556CN0 7,681,000 $7,652,450.72 0.15%
Westlake Automobile Receivables Trust Series 2021-2A, Class A2A, 0.32%, due 04/15/2025 96042RAB4 7,796,804 $7,692,513.45 0.15%
AIG GLOBAL FUNDING N/C, 2.30%, due 07/01/2022 00138CAK4 7,070,000 $7,070,105.00 0.14%
AMERICAN ELECTRIC POWER Variable rate, due 11/01/2023 025537AS0 7,224,000 $7,167,726.20 0.14%
BANK OF MONTREAL CHICAGO N/C, Variable rate, due 12/02/2022 06367CPP6 7,000,000 $6,994,878.94 0.14%
BAT INTL FINANCE PLC 0%, due 07/12/2022 05531NGC4 7,000,000 $6,998,245.17 0.14%
CENTERPOINT ENERGY INC Variable rate, due 05/13/2024 15189TAZ0 7,070,000 $6,924,708.60 0.14%
CONAGRA BRANDS INC 3.20%, due 01/25/2023 205887BR2 7,086,000 $7,095,366.98 0.14%
DOMINION ENERGY INC Variable rate, due 09/15/2023 25746UDH9 7,000,000 $6,971,292.65 0.14%
Exeter Automobile Receivables Trust Series 2020-3A, Class C, 1.32%, due 07/15/2025 30166NAE6 7,165,000 $7,100,980.73 0.14%
GENERAL MOTORS FINL CO 3.25%, due 01/05/2023 37045XCF1 7,000,000 $6,997,859.40 0.14%
GLS Auto Receivables Trust Series 2021-3A, Class A, 0.42%, due 01/15/2025 36263LAA7 7,177,325 $7,087,310.34 0.14%
GM Financial Securitized Term Auto Receivables Tr Series 2022-2, Class A2, 2.52%, due 05/16/2025 362585AB7 7,000,000 $6,935,544.70 0.14%
GSK CONSUMER HEALTHCARE Variable rate, due 03/24/2024 36264GAB5 7,000,000 $6,994,559.81 0.14%
HYATT HOTELS CORP Variable rate, due 10/01/2023 448579AM4 7,000,000 $6,988,433.83 0.14%
MET LIFE GLOBAL FUNDING I N/C, Variable rate, due 09/27/2024 59217GEQ8 7,000,000 $6,908,561.87 0.14%
MOODY'S CORPORATION 2.625%, due 01/15/2023 615369AK1 7,164,000 $7,150,195.98 0.14%
PARKER-HANNIFIN CORP 0%, due 08/24/2022 70109MHQ0 6,900,000 $6,873,537.05 0.14%
WESTPAC BANKING CORP N/C, Variable rate, due 01/13/2023 961214EK5 7,000,000 $7,001,499.96 0.14%
BANK OF AMERICA CORP Variable rate, due 03/05/2024 06051GHF9 6,325,000 $6,311,080.32 0.13%
GENERAL DYNAMICS CORP 3.375%, due 05/15/2023 369550BD9 6,765,000 $6,810,406.75 0.13%
GLS Auto Receivables Trust Series 2021-4A, Class A, 0.92%, due 07/15/2025 36263DAA5 6,483,888 $6,361,715.27 0.13%
HYUNDAI CAPITAL AMERICA 1%, due 09/17/2024 44891ABY2 7,000,000 $6,488,458.48 0.13%
PUBLIC SERVICE ENTERPRISE GROUP 2.65%, due 11/15/2022 744573AL0 6,481,000 $6,467,086.14 0.13%
UNION PACIFIC CORP 3.50%, due 06/08/2023 907818EU8 6,372,000 $6,376,041.19 0.13%
ASTRAZENECA PLC 3.50%, due 08/17/2023 046353AR9 6,000,000 $6,019,230.54 0.12%
BMW US CAPITAL LLC Variable rate, due 04/01/2024 05565EBN4 6,159,000 $6,063,880.59 0.12%
CENTERPOINT ENERGY RES Variable rate, due 03/02/2023 15189WAN0 5,864,000 $5,846,458.02 0.12%
Credit Suisse Mortgage Trust Series 2020-NQM1, Class A1, Variable rate, due 05/25/2065 126401AA6 6,220,083 $5,917,889.04 0.12%
DNB BANK ASA N/C, Variable rate, due 12/02/2022 23329PAD2 6,000,000 $5,997,586.02 0.12%
FED CAISSES DESJARDINS Variable rate, due 05/21/2024 31429KAF0 6,200,000 $6,111,876.30 0.12%
Hyundai Auto Receivables Trust Series 2022-A, Class A2A, 1.81%, due 02/18/2025 448977AB4 6,300,000 $6,232,296.42 0.12%
ING GROEP NV N/C, Variable rate, due 10/02/2023 456837AL7 6,000,000 $6,018,299.47 0.12%
MARSH & MCLENNAN COS INC 0%, due 07/21/2022 57174WGM5 6,200,000 $6,191,731.49 0.12%
MIZUHO FINANCIAL GROUP Variable rate, due 07/16/2023 60687YAV1 6,295,000 $6,293,330.69 0.12%
NATWEST MARKETS PLC N/C, 3.625%, due 09/29/2022 63906AAA8 6,015,000 $6,023,821.36 0.12%
NORTHERN STATES PWR-MINN 2.60%, due 05/15/2023 665772CK3 6,245,000 $6,188,842.09 0.12%
O'REILLY AUTOMOTIVE INC 3.80%, due 09/01/2022 67103HAC1 5,920,000 $5,927,725.14 0.12%
PACIFIC GAS & ELECTRIC N/C, Variable rate, due 11/14/2022 694308JX6 6,018,000 $5,998,608.50 0.12%
THE BOEING CO 1.167%, due 02/04/2023 097023DD4 6,176,000 $6,104,043.37 0.12%
Westlake Automobile Receivables Trust Series 2022-1A, Class A3, 2.30%, due 07/15/2025 96042WAD9 6,000,000 $5,852,563.20 0.12%
BMW FINANCE NV N/C, Variable rate, due 08/12/2022 05600LAD8 5,500,000 $5,500,940.12 0.11%
CAPITAL ONE NA Variable rate, due 08/08/2022 14042RHB0 5,385,000 $5,382,882.24 0.11%
CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 12557LBK0 5,625,932 $5,486,277.23 0.11%
Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 12596XAA0 5,526,315 $5,306,494.92 0.11%
DT Auto Owner Trust Series 2021-4A, Class A, 0.56%, due 09/15/2025 26253WAA6 5,876,508 $5,761,094.88 0.11%
Ford Credit Auto Owner Trust Series 2022-B, Class A2A, 3.44%, due 02/15/2025 34534LAB3 5,750,000 $5,752,133.83 0.11%
MICROCHIP TECHNOLOGY INC 0.983%, due 09/01/2024 595017BC7 5,820,000 $5,407,280.58 0.11%
MORGAN STANLEY 3.125%, due 01/23/2023 61744YAN8 5,540,000 $5,540,357.83 0.11%
American Credit Acceptance Receivables Trust Series 2021-4, Class A, 0.66%, due 09/15/2025 02530TAA9 5,262,847 $5,189,946.50 0.10%
ASTRAZENECA PLC 0%, due 09/07/2022 04635RJ71 5,000,000 $4,986,746.05 0.10%
ATHENE GLOBAL FUNDING N/C, 3%, due 07/01/2022 04685A2E0 5,246,000 $5,246,046.01 0.10%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 5,000,000 $4,842,805.50 0.10%
BANQUE FEDERATIVE DU CREDIT MUTUEL N/C, Variable rate, due 02/04/2025 06675FAW7 5,000,000 $4,883,727.70 0.10%
BP CAP MARKETS AMERICA 2.75%, due 05/10/2023 10373QAL4 5,250,000 $5,231,192.56 0.10%
CAMPBELL SOUP COMPANY 0%, due 09/07/2022 13443DJ75 5,000,000 $4,975,000.00 0.10%
CREDIT SUISSE GROUP AG Variable rate, due 12/14/2023 225401AD0 5,000,000 $4,969,063.05 0.10%
CREDIT SUISSE NEW YORK N/C, 0.52%, due 08/09/2023 22550L2F7 5,000,000 $4,834,090.75 0.10%
DAIMLER TRUCKS FINANCE NA N/C, Variable rate, due 12/14/2023 233853AC4 5,000,000 $4,975,487.85 0.10%
DEUTSCHE BANK NY N/C, 3.95%, due 02/27/2023 251526BR9 4,992,000 $4,991,256.64 0.10%
ENBRIDGE INC 0.55%, due 10/04/2023 29250NBG9 5,442,000 $5,224,499.53 0.10%
ENTERPRISE PRODUCTS OPER 3.90%, due 02/15/2024 29379VBB8 5,218,000 $5,215,269.43 0.10%
ERAC USA FINANCE LLC 3.30%, due 10/15/2022 26884TAH5 4,957,000 $4,955,359.28 0.10%
Flagship Credit Auto Trust Series 2020-4, Class A, 0.53%, due 04/15/2025 33845XAA5 5,021,355 $4,991,905.89 0.10%
GEORGIA POWER CO 2.10%, due 07/30/2023 373334KM2 5,000,000 $4,935,915.75 0.10%
GLS Auto Receivables Trust Series 2022-1A, Class A, 1.98%, due 08/15/2025 36263XAA1 4,962,744 $4,901,612.95 0.10%
LLOYDS BANK PLC N/C, 2.25%, due 08/14/2022 53944VAS8 5,259,000 $5,250,800.54 0.10%
MACQUARIE GROUP LTD Variable rate, due 10/14/2025 55608JBB3 5,000,000 $4,896,255.15 0.10%
MARTIN MARIETTA MATERIALS 0.65%, due 07/15/2023 573284AY2 5,000,000 $4,837,097.45 0.10%
MORGAN STANLEY N/C, 4.10%, due 05/22/2023 61747YDU6 5,000,000 $5,023,987.90 0.10%
NATIONAL BANK OF CANADA N/C, Variable rate, due 08/06/2024 63307A2Q7 5,000,000 $4,943,679.15 0.10%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 06/06/2024 64953BAX6 5,000,000 $4,975,607.75 0.10%
NEXTERA ENERGY CAPITAL N/C, Variable rate, due 03/01/2023 65339KBV1 5,260,000 $5,239,793.35 0.10%
O'REILLY AUTOMOTIVE INC 3.85%, due 06/15/2023 67103HAD9 4,952,000 $4,961,478.38 0.10%
PARKER-HANNIFIN CORP 3.65%, due 06/15/2024 701094AQ7 5,300,000 $5,265,565.16 0.10%
PENSKE TRUCK LEASING/PTL 4.25%, due 01/17/2023 709599AN4 5,108,000 $5,124,010.41 0.10%
PENSKE TRUCK LEASING/PTL 4.875%, due 07/11/2022 709599AH7 5,008,000 $5,013,141.40 0.10%
PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 08/23/2024 74256LER6 5,000,000 $4,909,513.40 0.10%
Sierra Receivables Funding Co LLC Series 2018-2A, Class A, 3.50%, due 06/20/2035 82653DAA7 5,168,191 $5,118,258.74 0.10%
SOUTHERN CALIF GAS CO Variable rate, due 09/14/2023 842434CV2 5,000,000 $4,970,961.35 0.10%
SUNCOR ENERGY INC 0%, due 08/19/2022 86723BHK9 4,944,000 $4,927,976.15 0.10%
SUNCOR ENERGY INC 0%, due 09/20/2022 86723BJL5 5,000,000 $4,970,416.20 0.10%
THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2022 254687FH4 5,000,000 $4,996,622.40 0.10%
UBS AG LONDON N/C, Variable rate, due 08/09/2024 902674YL8 5,000,000 $4,945,517.30 0.10%
UNITEDHEALTH GROUP INC 3.50%, due 06/15/2023 91324PDJ8 4,799,000 $4,823,307.36 0.10%
VERIZON COMMUNICATIONS 0%, due 07/12/2022 92344MGC1 5,000,000 $4,997,286.85 0.10%
VERIZON COMMUNICATIONS 0%, due 07/18/2022 92344MGJ6 5,000,000 $4,996,055.40 0.10%
WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 961214DR1 5,000,000 $5,000,000.00 0.10%
WILLIAMS COMPANIES INC 3.70%, due 01/15/2023 969457BU3 5,001,000 $5,010,498.70 0.10%
AUTOZONE INC 2.875%, due 01/15/2023 053332AN2 4,399,000 $4,382,004.95 0.09%
BAXTER INTERNATIONAL 0%, due 07/01/2022 0718A3G11 4,595,000 $4,594,335.47 0.09%
CANADIAN PACIFIC RAILWAY 1.35%, due 12/02/2024 13645RBD5 5,000,000 $4,691,986.75 0.09%
CIGNA CORP 3%, due 07/15/2023 125523BV1 4,800,000 $4,785,095.71 0.09%
DANSKE BANK A/S 0.976%, due 09/10/2025 23636ABA8 5,000,000 $4,600,546.15 0.09%
DISCOVER BANK 3.35%, due 02/06/2023 25466AAK7 4,300,000 $4,300,362.62 0.09%
SUMITOMO MITSUI FINL GRP N/C, 3.102%, due 01/17/2023 86562MAX8 4,607,000 $4,608,627.51 0.09%
AUST & NZ BANKING GROUP N/C, Variable rate, due 11/21/2022 05252ADE8 4,000,000 $3,998,576.72 0.08%
BMW FINANCE NV 2.25%, due 08/12/2022 05600LAA4 4,225,000 $4,225,441.47 0.08%
BMW US CAPITAL LLC 3.80%, due 04/06/2023 05565EBM6 4,000,000 $4,012,490.56 0.08%
CADENCE DESIGN SYS INC 4.375%, due 10/15/2024 127387AL2 4,192,000 $4,227,003.37 0.08%
CAPITAL ONE FINANCIAL CORP 3.20%, due 01/30/2023 14040HBU8 4,000,000 $4,001,809.60 0.08%
CITIGROUP INC Variable rate, due 05/15/2024 172967MR9 4,136,000 $4,058,417.90 0.08%
COLT Funding LLC Series 2020-2R, Class A1, Variable rate, due 10/26/2065 12656GAA4 3,876,623 $3,810,780.10 0.08%
DAIMLER TRUCKS FINANCE NA 1.125%, due 12/14/2023 233853AB6 4,000,000 $3,848,172.88 0.08%
DEUTSCHE BANK NY N/C, 3.30%, due 11/16/2022 251526BL2 4,014,000 $4,014,479.51 0.08%
DUKE ENERGY CORP 2.40%, due 08/15/2022 26441CAW5 4,118,000 $4,116,594.70 0.08%
Foursight Capital Automobile Receivabkes Trust Series 2021-2, Class A2, 0.40%, due 04/15/2025 35105UAB9 3,961,398 $3,930,548.87 0.08%
GENERAL MOTORS FINL CO 4.15%, due 06/19/2023 37045XCL8 3,900,000 $3,909,777.85 0.08%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYQ1 4,000,000 $3,900,871.16 0.08%
JP Morgan Mortgage Trust Series 2020-2, Class A11, Variable rate, due 07/25/2050 46591TBB9 4,201,045 $3,974,740.18 0.08%
KNDL Mortgage Trust Series 2019-KNSQ, Class A, Variable rate, due 05/15/2036 482598AA7 4,100,000 $4,020,917.97 0.08%
NATIONAL AUSTRALIA BANK N/C, Variable rate, due 12/13/2022 63254WAA8 3,945,000 $3,939,660.21 0.08%
ORACLE CORP 2.50%, due 10/15/2022 68389XAP0 4,207,000 $4,201,290.55 0.08%
PPL ELECTRIC UTILITIES CORP Variable rate, due 06/24/2024 69351UAY9 4,200,000 $4,124,134.90 0.08%
RELIANCE STAND LIFE II 2.625%, due 07/22/2022 75951AAK4 4,020,000 $4,021,507.38 0.08%
Santander Drive Auto Receivables Trust Series 2021-4, Class A2, 0.62%, due 08/15/2024 80285VAB5 4,036,617 $4,025,700.48 0.08%
Santander Retail Auto Lease Trust Series 2021-B, Class A2, 0.53%, due 01/22/2024 80286DAB4 4,186,586 $4,149,875.78 0.08%
SKANDINAVISKA ENSKILDA N/C, Variable rate, due 12/12/2022 83051GAL2 4,000,000 $4,002,144.76 0.08%
SOUTHERN CAL EDISON 0.70%, due 08/01/2023 842400HH9 4,000,000 $3,872,748.84 0.08%
TAKEDA PHARMACEUTICAL 4.40%, due 11/26/2023 874060AT3 4,000,000 $4,025,438.60 0.08%
UNILEVER CAPITAL CORP 3.125%, due 03/22/2023 904764BA4 4,000,000 $4,001,014.40 0.08%
VNO Mortgage Trust Series 2012-6AVE, Class A, 2.9956%, due 11/15/2030 91830CAA6 4,028,082 $4,021,604.04 0.08%
AMERICAN EXPRESS CO N/C, 3.375%, due 05/03/2024 025816CV9 3,766,000 $3,740,312.72 0.07%
AMERISOURCEBERGEN CORP 0.737%, due 03/15/2023 03073EAS4 3,409,000 $3,350,095.01 0.07%
BROADCOM CRP / CAYMN FI 2.65%, due 01/15/2023 11134LAM1 3,636,000 $3,622,082.05 0.07%
CANADIAN PACIFIC RAILWAY 4.45%, due 03/15/2023 13645RAK0 3,706,000 $3,724,241.60 0.07%
First Investors Auto Owner Trust Series 2021-1A, Class A, 0.45%, due 03/16/2026 32059FAA7 3,677,924 $3,618,310.77 0.07%
Foursight Capital Automobile Receivables Trust Series 2022-1, Class A2, 0%, due 09/15/2025 35105JAB4 3,715,000 $3,636,527.31 0.07%
GCAT Series 2020-NQM1, Class A1, Variable rate, due 01/25/2060 36167FAA7 3,371,322 $3,287,540.43 0.07%
GS Mortgage Securities Trust Series 2013-GC10, Class A5, 2.943%, due 02/10/2046 36192CAE5 3,803,000 $3,778,494.99 0.07%
JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 46651GAL3 3,738,951 $3,593,947.06 0.07%
JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 46591DBF5 3,556,017 $3,516,334.22 0.07%
NISSAN MOTOR ACCEPTANCE 2.65%, due 07/13/2022 654740AZ2 3,500,000 $3,499,084.43 0.07%
AUTOZONE INC 3.125%, due 07/15/2023 053332AP7 3,000,000 $2,979,093.66 0.06%
BRIGHTHSE FIN GLBL FUND N/C, Variable rate, due 04/12/2024 10921U2B3 3,000,000 $2,984,550.27 0.06%
CVS HEALTH CORPORATION 4%, due 12/05/2023 126650CC2 3,000,000 $3,014,985.33 0.06%
DUKE ENERGY CORP Variable rate, due 06/10/2023 26441CBK0 3,000,000 $2,984,495.55 0.06%
ENBRIDGE INC N/C, Variable rate, due 02/16/2024 29250NBM6 3,000,000 $2,977,339.26 0.06%
FIFTH THIRD BANCORP 3.65%, due 01/25/2024 316773CX6 3,000,000 $2,989,542.03 0.06%
GOLDMAN SACHS GROUP INC 0.523%, due 03/08/2023 38141GXY5 3,000,000 $2,942,264.16 0.06%
GOLDMAN SACHS GROUP INC Variable rate, due 11/17/2023 38141GXL3 3,000,000 $2,961,770.73 0.06%
GSK CONSUMER HEALTHCARE 3.024%, due 03/24/2024 36264FAA9 3,000,000 $2,958,005.25 0.06%
HEINEKEN NV 2.75%, due 04/01/2023 423012AD5 2,863,000 $2,849,441.63 0.06%
HYATT HOTELS CORP 1.30%, due 10/01/2023 448579AL6 3,000,000 $2,905,837.83 0.06%
MIZUHO FINANCIAL GROUP Variable rate, due 09/08/2024 60687YBJ7 3,306,000 $3,182,375.37 0.06%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 03/08/2024 654740BR9 3,000,000 $2,927,047.29 0.06%
PAYPAL HOLDINGS INC 1.35%, due 06/01/2023 70450YAF0 3,200,000 $3,144,048.49 0.06%
PHILLIPS 66 3.70%, due 04/06/2023 718546AU8 3,165,000 $3,166,208.84 0.06%
STRYKER CORP 0.60%, due 12/01/2023 863667BB6 3,042,000 $2,913,097.32 0.06%
TORONTO-DOMINION BANK 2.35%, due 03/08/2024 89114TZR6 3,000,000 $2,936,210.55 0.06%
Tricolor Auto Securitization Trust Series 2021-1A, Class A, 1.10%, due 04/15/2024 89615BAA3 3,139,818 $3,123,828.14 0.06%
TRUIST BANK Variable rate, due 03/09/2023 89788JAC3 3,000,000 $3,002,658.09 0.06%
UNION PACIFIC CORP 2.75%, due 04/15/2023 907818DN5 3,254,000 $3,239,386.29 0.06%
UNITED PARCEL SERVICE 2.50%, due 04/01/2023 911312BK1 3,000,000 $2,995,100.82 0.06%
Verizon Master Trust Series 2022-1, Class A, Variable rate, due 01/20/2027 92348KAL7 3,000,000 $2,923,238.40 0.06%
VMWARE INC 1%, due 08/15/2024 928563AH8 3,000,000 $2,802,493.65 0.06%
WESTLAKE CORP 0.875%, due 08/15/2024 960413AX0 3,140,000 $2,992,214.30 0.06%
American Credit Acceptance Receivables Trust Series 2020-4, Class B, 0.85%, due 12/13/2024 02530QAB3 2,545,539 $2,543,302.61 0.05%
Carvana Auto Receivables Trust Series 2021-P2, Class A2, 0.30%, due 07/10/2024 14687TAB3 2,695,968 $2,685,175.46 0.05%
COMM Mortgage Trust Series 2013-CR9, Class ASB, 3.834%, due 07/10/2045 12625UBA0 2,565,517 $2,567,351.00 0.05%
Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 3136AJSW7 2,617,235 $2,587,173.96 0.05%
Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 3136ANVJ3 2,546,478 $2,494,225.70 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K036, Class A1, 2.777%, due 04/25/2023 3137B7EZ8 2,337,422 $2,336,051.01 0.05%
GLOBAL PAYMENTS INC 3.75%, due 06/01/2023 891906AB5 2,554,000 $2,553,263.37 0.05%
GLS Auto Receivables Trust Series 2021-2A, Class A, 0.54%, due 11/15/2024 36261XAA3 2,764,081 $2,746,709.21 0.05%
GS Mortgage Securities Trust Series 2012-TMSQ, Class A, 3.007%, due 12/10/2030 36192QAA2 2,400,000 $2,399,458.32 0.05%
OSCAR US Funding Trust Series 2018-2A, Class A4, 3.63%, due 09/10/2025 68784XAE6 2,558,110 $2,571,482.72 0.05%
Santander Consumer Auto Receivables Trust Series 2020-BA, Class A3, 1.09%, due 08/15/2024 802830AG4 2,636,013 $2,628,655.46 0.05%
Starwood Mortgage Residential Trust Series 2020-1, Class A1, Variable rate, due 02/25/2050 85573AAA3 2,394,918 $2,388,469.92 0.05%
THE BOEING CO 4.508%, due 05/01/2023 097023CS2 2,361,000 $2,369,746.77 0.05%
VIRGINIA ELEC & POWER CO 3.45%, due 02/15/2024 927804FQ2 2,599,000 $2,592,439.71 0.05%
WELLS FARGO & COMPANY Variable rate, due 06/02/2024 95000U2R3 2,401,000 $2,353,282.37 0.05%
American Credit Acceptance Receivables Trust Series 2021-3, Class A, 0.73%, due 06/13/2025 025286AA3 2,143,734 $2,134,808.32 0.04%
ENBRIDGE INC Variable rate, due 02/17/2023 29250NBD6 2,000,000 $1,991,406.92 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series K727, Class A1, 2.632%, due 10/25/2023 3137FARD2 2,275,382 $2,269,956.57 0.04%
FHLMC Multifamily Structured Pass Through Certs. Series KSMC, Class A1, 1.954%, due 01/25/2023 3137B04X9 1,987,650 $1,984,507.92 0.04%
MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/13/2023 59217GEF2 2,000,000 $1,999,842.30 0.04%
MORGAN STANLEY Variable rate, due 04/05/2024 61772BAA1 2,000,000 $1,950,569.20 0.04%
MVW Owner Trust Series 2018-1A, Class A, 3.45%, due 01/21/2036 62848BAA9 1,974,835 $1,935,227.54 0.04%
NATWEST MARKETS PLC N/C, Variable rate, due 09/29/2022 63906AAB6 2,175,000 $2,179,041.33 0.04%
Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 67113CAL0 2,110,076 $2,045,372.15 0.04%
SKY LTD 3.125%, due 11/26/2022 111013AK4 2,102,000 $2,103,814.51 0.04%
UBS GROUP AG Variable rate, due 07/30/2024 902613AB4 2,315,000 $2,243,471.52 0.04%
VOLKSWAGEN GROUP AMERICA 0.75%, due 11/23/2022 928668BG6 1,868,000 $1,845,255.05 0.04%
CENTERPOINT ENER HOUSTON 2.25%, due 08/01/2022 15189XAL2 1,360,000 $1,358,520.05 0.03%
CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 12555DAB1 1,596,709 $1,589,784.25 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K032, Class A1, 3.016%, due 02/25/2023 3137B4GX8 1,540,690 $1,541,655.60 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series K034, Class A1, 2.669%, due 02/25/2023 3137B5JL8 1,282,506 $1,282,235.55 0.03%
HP INC 4.05%, due 09/15/2022 428236BX0 1,660,000 $1,667,720.86 0.03%
QORVO INC 1.75%, due 12/15/2024 74739DAA2 1,727,000 $1,623,129.59 0.03%
Verus Securitization Trust Series 2019-4, Class A2, Variable rate, due 11/25/2059 92537KAB0 1,727,330 $1,719,064.09 0.03%
BANK OF AMERICA CORP Variable rate, due 03/05/2024 06051GHE2 1,000,000 $992,525.63 0.02%
CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 12554TAL5 787,891 $772,500.73 0.02%
CONSTELLATION BRANDS INC 3.60%, due 05/09/2024 21036PBM9 850,000 $845,761.82 0.02%
DANSKE BANK A/S Variable rate, due 12/08/2023 23636AAY7 1,044,000 $1,028,964.36 0.02%
DOLLAR GENERAL CORP 3.25%, due 04/15/2023 256677AC9 1,000,000 $995,276.78 0.02%
Exeter Automobile Receivables Trust Series 2021-4A, Class A2, 0.47%, due 04/15/2024 30165JAB2 981,581 $980,366.52 0.02%
JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 46591NBC0 778,953 $771,497.74 0.02%
NETAPP INC 3.25%, due 12/15/2022 64110DAD6 1,221,000 $1,221,984.68 0.02%
NISSAN MOTOR ACCEPTANCE 2.60%, due 09/28/2022 654740BD0 1,000,000 $995,153.10 0.02%
OSCAR US Funding Trust Series 2018-1A, Class A4, 3.50%, due 05/12/2025 68784CAE2 839,909 $840,068.58 0.02%
OSCAR US Funding Trust Series 2019-2A, Class A3, 2.59%, due 09/11/2023 68784EAC2 784,168 $785,069.96 0.02%
Santander Retail Auto Lease Trust Series 2019-C, Class A4, 1.93%, due 11/20/2023 80284NAE8 1,057,019 $1,056,480.44 0.02%
THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2024 883556CQ3 1,000,000 $989,503.30 0.02%
TOYOTA MOTOR CREDIT CORP N/C, 2.50%, due 03/22/2024 89236TJX4 1,000,000 $985,695.73 0.02%
Verus Securitization Trust Series 2019-INV2, Class A2, Variable rate, due 07/25/2059 92537HAB7 1,217,757 $1,215,853.98 0.02%
Verus Securitization Trust Series 2020-4, Class A2, Variable rate, due 05/25/2065 92538LAB7 1,166,057 $1,117,777.58 0.02%
Drive Auto Receivables Trust Series 2021-2, Class A2, 0.55%, due 05/15/2024 262104AB8 486,824 $486,072.48 0.01%
Fannie Mae Series 2013-74, Class EL, 3%, due 04/25/2041 3136AE6R3 529,485 $529,536.21 0.01%
FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 31394MU65 284,451 $286,011.12 0.01%
FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 31394X5K8 485,873 $488,911.42 0.01%
Freddie Mac Series 4387, Class DE, 2%, due 01/15/2032 3137BDYB6 272,851 $271,458.54 0.01%
JP Morgan Chase Commercial Mortgage Sec Trust Series 2012-C8, Class A3, 2.8291%, due 10/15/2045 46638UAC0 365,714 $365,309.72 0.01%
JP Morgan Mortgage Trust Series 2019-LTV2, Class A11, Variable rate, due 12/25/2049 46651AAL6 508,307 $506,933.64 0.01%
JP Morgan Mortgage Trust Series 2019-LTV3, Class A, Variable rate, due 03/25/2050 46651HBC0 498,326 $494,843.26 0.01%
Residential Mortgage Loan Trust Series 2019-3, Class A2, Variable rate, due 09/25/2059 76119NAB3 570,783 $560,656.63 0.01%
Countrywide Asset-Backed Certificates Series 2004-SD4, Class M1, Variable rate, due 12/25/2034 126673SE3 212,081 $211,764.08 0.00%
DT Auto Owner Trust Series 2020-3A, Class A, 0.54%, due 04/15/2024 26253AAA4 97,008 $96,885.58 0.00%
Fannie Mae FN 888932, 4.50%, due 11/01/2022 31410GSV6 0 $0.38 0.00%
Fannie Mae FN 890403, 6%, due 05/01/2023 31410LGL0 1,266 $1,269.97 0.00%
Fannie Mae FN 962078, 4.50%, due 03/01/2023 31414CJX7 15,450 $15,722.49 0.00%
Fannie Mae FN AE0237, 5.50%, due 11/01/2023 31419AHP5 52 $52.51 0.00%
Fannie Mae FN AE0812, 5%, due 07/01/2025 31419A3W5 4,695 $4,809.10 0.00%
Fannie Mae FN AL5764, 5%, due 09/01/2025 3138ENMN6 16,168 $16,550.28 0.00%
Fannie Mae FN AL5812, 5.50%, due 05/01/2025 3138ENN62 3,891 $3,901.72 0.00%
Fannie Mae FN AL6212, 4.50%, due 01/01/2027 3138EN3W7 5,334 $5,427.52 0.00%
Fannie Mae FN AL6798, 5%, due 09/01/2025 3138EPRU0 15,181 $15,543.20 0.00%
Fannie Mae FN AL8539, 4.50%, due 01/01/2027 3138ETPZ3 38 $38.77 0.00%
Fannie Mae FN BM1299, 5%, due 03/01/2027 3140J5NR6 123,621 $126,512.84 0.00%
FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 31397NHX6 1,362 $1,363.79 0.00%
FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 31396QKJ7 781 $781.94 0.00%
FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 31397QXH6 4 $4.02 0.00%
Freddie Mac FG G13204, 6%, due 11/01/2022 3128MBX93 13 $13.00 0.00%
Freddie Mac FG G15435, 5%, due 11/01/2024 3128MEHL8 4,224 $4,326.82 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 3,490 $3,575.80 0.00%
Freddie Mac FG G15874, 5%, due 06/01/2026 3128MEXB2 7,857 $8,052.28 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 5,309 $5,439.99 0.00%
GSAA Home Equity Trust Series 2005-MTR1, Class A4, Variable rate, due 10/25/2035 362341UC1 74,961 $74,945.13 0.00%
JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 46591KAZ6 226,844 $218,277.81 0.00%
MORGAN STANLEY Variable rate, due 04/24/2024 61744YAQ1 191,000 $190,444.60 0.00%
Onslow Bay Financial LLC Series 2020-EXP1, Class 2A1A, Variable rate, due 02/25/2060 67448TBC8 41,394 $41,442.35 0.00%
OSCAR US Funding Trust Series 2017-2A, Class A4, 2.76%, due 12/10/2024 68784AAE6 241,584 $241,892.89 0.00%
Santander Consumer Auto Receivables Trust Series 2020-AA, Class A, 1.37%, due 10/15/2024 80281MAA1 221,674 $221,172.90 0.00%
Towd Point Mortgage Trust Series 2016-2, Class A1, Variable rate, due 08/25/2055 89172PAA7 152,005 $151,850.08 0.00%
US Dollar $USD -8,555,046 ($8,555,046.16) -0.17%
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.