First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 4/19/2024

Total Number of Holdings (excluding cash): 434

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 3.875%, due 04/30/2025 91282CGX3 76,000,000 $75,023,270.80 1.16%
U.S. Treasury Note, 4.625%, due 02/28/2025 91282CGN5 66,000,000 $65,668,853.58 1.01%
ENERGY TRANSFER LP 0%, due 04/22/2024 29277EDN1 55,200,000 $55,200,000.00 0.85%
U.S. Treasury Inflation Indexed Note, 0.125%, due 04/15/2025 912828ZJ2 43,000,000 $50,283,107.21 0.78%
AUTONATION INC 0%, due 04/22/2024 05330LDN0 50,000,000 $50,000,000.00 0.77%
T-Mobile US Trust Series 2022-1A, Class A, 4.91%, due 05/22/2028 87267WAA2 48,026,000 $47,761,395.96 0.74%
GLOBAL PAYMENTS INC 0%, due 04/22/2024 37961CDN9 46,500,000 $46,500,000.00 0.72%
FMC CORP 0%, due 04/22/2024 34410WDN9 45,325,000 $45,325,000.00 0.70%
THOMSON REUTERS CORP 0%, due 04/24/2024 88513ADQ2 45,000,000 $44,986,334.85 0.69%
FHLMC Multifamily Structured Pass Through Certs. Series K041, Class A2, 3.171%, due 10/25/2024 3137BFE98 43,985,642 $43,445,863.13 0.67%
CONSTELLATION BRANDS INC 3.60%, due 05/09/2024 21036PBM9 40,000,000 $39,960,800.80 0.62%
STRYKER CORP 3.375%, due 05/15/2024 863667AF8 40,000,000 $39,937,638.00 0.62%
Verizon Master Trust Series 2022-7, Class A1A, 5.23%, due 11/22/2027 92348KBC6 40,000,000 $39,906,740.01 0.62%
AON GLOBAL LTD 3.50%, due 06/14/2024 00185AAF1 40,000,000 $39,869,271.20 0.61%
ASTRAZENECA FINANCE LLC 0.70%, due 05/28/2024 04636NAC7 40,000,000 $39,814,512.41 0.61%
REPUBLIC SERVICES INC 2.50%, due 08/15/2024 760759AU4 38,630,000 $38,247,389.56 0.59%
Verizon Master Trust Series 2023-2, Class A, 5.42%, due 04/20/2028 92348KBL6 36,621,000 $36,398,399.25 0.56%
CENTERPOINT ENERGY INC 2.50%, due 09/01/2024 15189TAW7 36,035,000 $35,617,953.61 0.55%
BECTON DICKINSON & CO 3.363%, due 06/06/2024 075887BV0 35,000,000 $34,897,036.64 0.54%
CENCORA INC 3.40%, due 05/15/2024 03073EAL9 35,000,000 $34,946,423.74 0.54%
FHLMC Multifamily Structured Pass Through Certs. Series K043, Class A2, 3.062%, due 12/25/2024 3137BGK24 35,828,317 $35,238,385.50 0.54%
ORACLE CORP 3.40%, due 07/08/2024 68389XAU9 34,555,000 $34,371,148.74 0.53%
ABBVIE INC 3.85%, due 06/15/2024 00287YCV9 32,501,000 $32,398,216.56 0.50%
BROWN & BROWN INC 4.20%, due 09/15/2024 115236AA9 32,052,000 $31,833,554.08 0.49%
ELEVANCE HEALTH INC 3.50%, due 08/15/2024 94973VBJ5 32,000,000 $31,776,496.63 0.49%
CONAGRA BRANDS INC 4.30%, due 05/01/2024 205887CA8 30,881,000 $30,867,932.08 0.48%
GLAXOSMITHKLINE CAPITAL 3%, due 06/01/2024 377373AG0 30,729,000 $30,635,314.04 0.47%
MARTIN MARIETTA MATERIALS 4.25%, due 07/02/2024 573284AN6 30,715,000 $30,625,714.56 0.47%
THE CIGNA GROUP 3.50%, due 06/15/2024 125523BX7 30,358,000 $30,241,706.40 0.47%
ALIMENTATION COUCHE-TARD 0%, due 04/22/2024 01626UDN2 30,000,000 $30,000,000.00 0.46%
AMGEN INC 5.25%, due 03/02/2025 031162DM9 30,000,000 $29,900,351.09 0.46%
BANK OF MONTREAL 4.25%, due 09/14/2024 06368LAP1 30,000,000 $29,818,178.70 0.46%
BMW Vehicle Lease Trust Series 2024-1, Class A3, 5.20%, due 03/25/2027 05611UAD5 30,000,000 $29,791,356.00 0.46%
FISERV INC 2.75%, due 07/01/2024 337738AS7 30,000,000 $29,820,669.31 0.46%
GENERAL MOTORS FINL CO 0%, due 04/22/2024 37046TDN1 30,000,000 $30,000,000.00 0.46%
JPMORGAN CHASE & CO Variable rate, due 12/15/2025 46647PDM5 30,000,000 $29,924,689.20 0.46%
MERCEDES-BENZ AUTO RECEIVABLES TRUST Series 2023-1, Class A3, 4.51%, due 11/15/2027 58770AAC7 30,000,000 $29,675,847.00 0.46%
MORGAN STANLEY Series F, 3.875%, due 04/29/2024 61746BDQ6 30,000,000 $29,990,388.30 0.46%
NEXTERA ENERGY CAPITAL N/C, 4.255%, due 09/01/2024 65339KBL3 30,000,000 $29,821,070.40 0.46%
SOUTHERN CALIF EDISON CO 0%, due 04/22/2024 8424C0DN7 30,000,000 $30,000,000.00 0.46%
Toyota Auto Receivables Owner Trust Series 2023-D, Class A2A, 5.80%, due 11/16/2026 89239FAB8 30,000,000 $30,053,580.00 0.46%
ZOETIS INC 5.40%, due 11/14/2025 98978VAU7 30,000,000 $29,909,403.60 0.46%
T-MOBILE USA INC 3.50%, due 04/15/2025 87264ABB0 30,000,000 $29,383,459.20 0.45%
VERISK ANALYTICS INC 4%, due 06/15/2025 92345YAD8 30,000,000 $29,391,068.99 0.45%
WILLIS NORTH AMERICA INC 3.60%, due 05/15/2024 970648AF8 28,905,000 $28,862,642.32 0.44%
ENTERPRISE PRODUCTS OPERATING LLC 3.75%, due 02/15/2025 29379VBE2 28,311,000 $27,803,384.34 0.43%
CONSTELLATION BRANDS INC 4.75%, due 11/15/2024 21036PAN8 27,106,000 $26,968,428.92 0.42%
Honda Auto Receivables Owner Trust Series 2024-1, Class A3, 5.21%, due 08/15/2028 437918AC9 27,500,000 $27,434,302.50 0.42%
KINDER MORGAN ENER PART 4.30%, due 05/01/2024 28370TAG4 27,249,000 $27,239,061.20 0.42%
NASDAQ INC 5.65%, due 06/28/2025 63111XAG6 27,500,000 $27,496,519.33 0.42%
SABINE PASS LIQUEFACTION 5.625%, due 03/01/2025 785592AM8 27,308,000 $27,247,195.20 0.42%
CRH AMERICA INC 3.875%, due 05/18/2025 12626PAM5 27,239,000 $26,684,689.07 0.41%
APPLE INC 2.85%, due 05/11/2024 037833CU2 26,294,000 $26,249,837.12 0.40%
CAMPBELL SOUP CO 3.95%, due 03/15/2025 134429BF5 26,458,000 $26,023,316.76 0.40%
Bank of America Auto Trust Series 2023-2A, Class A2, 5.85%, due 08/17/2026 06054YAB3 25,000,000 $25,034,632.50 0.39%
BANK OF AMERICA NA N/C, 5.65%, due 08/18/2025 06428CAC8 25,000,000 $25,052,409.00 0.39%
ENBRIDGE US INC 0%, due 04/25/2024 29251UDR6 25,000,000 $24,988,508.50 0.39%
JABIL INC 0%, due 04/22/2024 46652LDN4 25,000,000 $25,000,000.00 0.39%
JM SMUCKER CO 0%, due 04/22/2024 46642QDN6 25,000,000 $25,000,000.00 0.39%
MCCORMICK & CO 3.15%, due 08/15/2024 579780AM9 25,219,000 $25,016,902.50 0.39%
MERCEDES-BENZ AUTO RECEIVABLES TRUST Series 2023-2, Class A2, 5.92%, due 11/16/2026 58769FAB1 25,000,000 $25,048,125.00 0.39%
NOVARTIS CAPITAL CORP 3.40%, due 05/06/2024 66989HAG3 25,000,000 $24,980,545.25 0.39%
PLAINS ALL AMER PIPELINE 0%, due 04/22/2024 72650WDN8 25,000,000 $24,996,073.25 0.39%
PLAINS ALL AMER PIPELINE 0%, due 04/24/2024 72650WDQ1 25,000,000 $24,981,150.00 0.39%
Verizon Master Trust Series 2022-6, Class A, 3.67%, due 01/22/2029 92348KAZ6 26,140,000 $25,564,669.06 0.39%
AMERICAN HONDA FINANCE 0%, due 05/21/2024 02665JEM8 25,000,000 $24,888,520.75 0.38%
CAMPBELL SOUP CO 5.20%, due 03/19/2027 134429BM0 25,000,000 $24,842,223.00 0.38%
DTE ENERGY CO N/C, Variable rate, due 11/01/2024 233331BD8 25,000,000 $24,781,386.00 0.38%
ELEVANCE HEALTH INC 3.35%, due 12/01/2024 036752AC7 25,000,000 $24,644,014.50 0.38%
GLOBAL PAYMENTS INC 1.50%, due 11/15/2024 37940XAF9 25,000,000 $24,416,813.25 0.38%
HCA INC 5.375%, due 02/01/2025 404119BR9 25,000,000 $24,905,169.00 0.38%
Huntington Auto Trust Series 2024-1A, Class A2, 5.50%, due 03/15/2027 446144AC1 25,000,000 $24,967,290.00 0.38%
INTERCONTINENTALEXCHANGE 3.65%, due 05/23/2025 45866FAT1 25,000,000 $24,515,825.00 0.38%
MONDELEZ INTL HLDINGS NLD 2.25%, due 09/19/2024 60920LAF1 25,080,000 $24,723,023.82 0.38%
NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 666807BM3 25,000,000 $24,525,060.75 0.38%
ORACLE CORP 2.95%, due 11/15/2024 68389XBS3 25,119,000 $24,733,060.13 0.38%
PARKER-HANNIFIN CORP 3.65%, due 06/15/2024 701094AQ7 25,000,000 $24,904,768.73 0.38%
SOLVENTUM CORP 5.45%, due 02/25/2027 83444MAA9 25,000,000 $24,830,631.74 0.38%
T-Mobile US Trust Series 2024-1A, Class A, 5.05%, due 09/20/2029 87267RAA3 24,675,000 $24,515,954.82 0.38%
VULCAN MATERIALS CO 0%, due 04/24/2024 92919TDQ3 24,500,000 $24,492,469.19 0.38%
ZIMMER BIOMET HOLDINGS 1.45%, due 11/22/2024 98956PAU6 25,000,000 $24,382,221.25 0.38%
John Deere Owner Trust Series 2023-B, Class A2, 5.59%, due 06/15/2026 477920AB8 24,121,697 $24,126,113.77 0.37%
Porsche Financial Auto Securitization Trust Series 2023-2A, Class A2A, 5.88%, due 11/23/2026 732916AB7 23,714,263 $23,755,753.41 0.37%
AMERICAN EXPRESS CO Variable rate, due 05/01/2026 025816DE6 23,735,000 $23,525,361.80 0.36%
FHLMC Multifamily Structured Pass Through Certs. Series K040, Class A2, 3.241%, due 09/25/2024 3137BEVH4 23,036,000 $22,824,858.93 0.35%
GE HEALTHCARE TECH INC 5.55%, due 11/15/2024 36267VAB9 22,959,000 $22,934,038.29 0.35%
VMWARE LLC 4.50%, due 05/15/2025 928563AD7 22,930,000 $22,669,725.01 0.35%
WEC ENERGY GROUP INC 0%, due 04/23/2024 92930VDP5 23,000,000 $22,996,504.23 0.35%
CVS HEALTH CORP 2.625%, due 08/15/2024 126650DE7 21,995,000 $21,776,617.14 0.34%
HUMANA INC 4.50%, due 04/01/2025 444859BM3 22,600,000 $22,351,378.98 0.34%
VIRGINIA POWER FUEL SECURITIZATION 5.088%, due 05/01/2027 92808VAA0 22,500,000 $22,361,812.20 0.34%
Volkswagen Auto Lease Trust Series 2024-A, Class A3, 5.58%, due 06/21/2027 92866EAD1 22,500,000 $22,382,694.00 0.34%
FHLMC Multifamily Structured Pass Through Certs. Series K046, Class A2, 3.205%, due 03/25/2025 3137BJP64 21,802,288 $21,359,474.81 0.33%
MORGAN STANLEY BANK NA 5.479%, due 07/16/2025 61690U7U8 21,500,000 $21,507,731.19 0.33%
TARGA RESOURCES CORP 0%, due 04/22/2024 87613EDN2 21,500,000 $21,500,000.00 0.33%
THERMO FISHER SCIENTIFIC 1.215%, due 10/18/2024 883556CS9 21,920,000 $21,461,867.40 0.33%
DUKE ENERGY CORPORATION 0%, due 04/23/2024 26244HDP5 20,600,000 $20,596,871.89 0.32%
FIDELITY NATL INFO SERV N/C, 4.50%, due 07/15/2025 31620MBV7 21,210,000 $20,889,827.62 0.32%
ALIMENTATION COUCHE-TARD 0%, due 05/13/2024 01626UED3 20,000,000 $19,935,628.00 0.31%
AMERICAN HONDA FINANCE 0%, due 05/10/2024 02665JEA4 20,000,000 $19,944,712.80 0.31%
ARROW ELECTRONICS INC 0%, due 05/02/2024 04273LE27 20,000,000 $19,967,757.00 0.31%
CAN PACIFIC RAILWAY 0%, due 04/22/2024 13645WDN0 20,000,000 $20,000,000.00 0.31%
CANADIAN NATURAL RESOURCES 0%, due 04/26/2024 13638WDS8 20,000,000 $19,986,882.40 0.31%
CARRIER GLOBAL CORP 0%, due 04/26/2024 14448ADS4 20,000,000 $19,987,522.60 0.31%
CRH AMERICA FINANCE INC 0%, due 05/08/2024 12636CE89 20,000,000 $19,950,873.00 0.31%
EIDP INC 0%, due 05/13/2024 28249KED5 20,000,000 $19,935,764.60 0.31%
ENBRIDGE US INC 0%, due 04/30/2024 29251UDW5 20,000,000 $19,975,555.60 0.31%
GLENCORE FUNDING LLC 0%, due 05/22/2024 37790AEN9 20,000,000 $19,905,592.40 0.31%
GOLDMAN SACHS BANK USA Variable rate, due 03/18/2027 38151LAF7 20,000,000 $19,876,768.40 0.31%
HALEON UK CAPITAL PLC 0%, due 04/22/2024 40555LDN5 20,000,000 $20,000,000.00 0.31%
KEURIG DR PEPPER INC 0%, due 05/01/2024 49271JE11 20,000,000 $19,972,545.60 0.31%
L3HARRIS TECHNOLOGIES INC 0%, due 05/02/2024 50248BE24 20,000,000 $19,969,397.60 0.31%
MARRIOTT INTERNATIONAL 0%, due 04/23/2024 57163TDP1 20,000,000 $19,996,912.20 0.31%
MARRIOTT INTERNATIONAL 0%, due 04/30/2024 57163TDW6 20,000,000 $19,975,460.00 0.31%
NISOURCE INC 0%, due 05/03/2024 65478JE34 20,000,000 $19,966,353.00 0.31%
NUTRIEN LTD 5.90%, due 11/07/2024 67077MAZ1 20,000,000 $20,014,824.60 0.31%
PEPSICO INC N/C, Variable rate, due 11/12/2024 713448FU7 20,000,000 $20,023,733.40 0.31%
PFIZER INVESTMENT ENTER 4.65%, due 05/19/2025 716973AA0 20,000,000 $19,847,542.20 0.31%
ROYAL BANK OF CANADA N/C, 4.95%, due 04/25/2025 78016FZY3 20,000,000 $19,895,779.40 0.31%
SHERWIN-WILLIAMS CO 0%, due 04/22/2024 82434TDN7 20,000,000 $20,000,000.00 0.31%
SPECTRA ENERGY PARTNERS 3.50%, due 03/15/2025 84756NAF6 20,651,000 $20,225,054.75 0.31%
TRANS-ALLEGHENY INTERSTATE LINE CO 3.85%, due 06/01/2025 893045AE4 20,306,000 $19,857,423.81 0.31%
UBS AG LONDON N/C, 5.80%, due 09/11/2025 902674ZV5 20,000,000 $20,063,384.60 0.31%
UBS GROUP AG Variable rate, due 08/05/2025 902613AR9 20,000,000 $19,899,763.20 0.31%
VERIZON COMMUNICATIONS 0%, due 05/06/2024 92344LE68 20,000,000 $19,957,521.00 0.31%
VMWARE LLC 1%, due 08/15/2024 928563AH8 20,178,000 $19,872,290.99 0.31%
VOLKSWAGEN GROUP AMERICA 0%, due 04/22/2024 92866BDN2 20,000,000 $20,000,000.00 0.31%
VW CREDIT INC 0%, due 05/07/2024 91842JE70 20,000,000 $19,954,047.40 0.31%
VW CREDIT INC 0%, due 05/09/2024 91842JE96 20,200,000 $20,147,506.06 0.31%
ZIMMER BIOMET HOLDINGS 3.55%, due 04/01/2025 98956PAF9 20,374,000 $19,957,958.23 0.31%
BARCLAYS PLC Variable rate, due 05/07/2025 06738EBH7 19,744,000 $19,727,247.02 0.30%
BECTON DICKINSON & CO 3.734%, due 12/15/2024 075887BF5 20,000,000 $19,730,408.80 0.30%
BMW Vehicle Lease Trust Series 2023-1, Class A3, 5.16%, due 11/25/2025 05593AAC3 19,445,000 $19,399,945.94 0.30%
COMCAST CORP 0%, due 05/03/2024 2003A2E36 19,400,000 $19,367,639.64 0.30%
FHLMC Multifamily Structured Pass Through Certs. Series K732, Class A2, 3.70%, due 05/25/2025 3137FG7F6 19,765,381 $19,425,308.09 0.30%
FIFTH THIRD BANCORP 2.375%, due 01/28/2025 316773CY4 20,000,000 $19,473,300.80 0.30%
HALEON UK CAPITAL PLC 3.125%, due 03/24/2025 36264NAB0 20,000,000 $19,522,642.60 0.30%
MCKESSON CORP 5.25%, due 02/15/2026 581557BS3 19,350,000 $19,325,436.53 0.30%
MERCEDES-BENZ AUTO RECEIVABLES TRUST Series 2024-1, Class A3, 4.80%, due 04/16/2029 587918AD5 20,000,000 $19,766,076.00 0.30%
PLAINS ALL AMER PIPELINE 3.60%, due 11/01/2024 72650RBF8 20,000,000 $19,759,688.40 0.30%
PNC FINANCIAL SERVICES Variable rate, due 10/28/2025 693475BH7 19,762,000 $19,732,712.33 0.30%
UBS AG LONDON Variable rate, due 01/13/2025 902674YT1 19,646,000 $19,654,513.00 0.30%
WRKCO INC 4.65%, due 03/15/2026 92940PAB0 20,000,000 $19,643,893.20 0.30%
CRH AMERICA FINANCE INC 0%, due 04/25/2024 12636CDR8 18,578,000 $18,569,469.35 0.29%
Dell Equipment Finance Trust Series 2023-3, Class A2, 6.10%, due 04/23/2029 24702EAB6 19,000,000 $19,044,038.20 0.29%
BROWN-FORMAN CORPORATION 0%, due 04/30/2024 11563VDW4 18,000,000 $17,978,046.66 0.28%
COMCAST CORP 5.25%, due 11/07/2025 20030NDZ1 18,099,000 $18,078,288.77 0.28%
CROWN CASTLE INC. 0%, due 05/21/2024 22823PEM1 18,300,000 $18,214,498.37 0.28%
KEURIG DR PEPPER INC 2.55%, due 09/15/2026 26138EAU3 19,529,000 $18,268,936.39 0.28%
STATE STREET CORP Variable rate, due 05/18/2026 857477CB7 18,000,000 $17,890,389.72 0.28%
THE CIGNA GROUP 4.50%, due 02/25/2026 125523BZ2 18,343,000 $18,033,595.60 0.28%
WELLS FARGO BANK NA 5.55%, due 08/01/2025 94988J6B8 18,250,000 $18,263,776.20 0.28%
CoreVest American Finance Ltd Series 2020-2, Class A, 3.376%, due 05/15/2052 21872VAA0 18,168,424 $17,656,467.04 0.27%
CROWN CASTLE INC. 0%, due 05/23/2024 22823PEP4 17,350,000 $17,262,963.20 0.27%
CSX CORP 3.40%, due 08/01/2024 126408HB2 17,620,000 $17,511,786.95 0.27%
FHLMC Multifamily Structured Pass Through Certs. Series K728, Class AM, Variable rate, due 08/25/2024 3137FBTB2 18,000,000 $17,809,936.20 0.27%
John Deere Owner Trust Series 2024-A, Class A3, 4.96%, due 11/15/2028 47800RAD5 18,000,000 $17,836,561.80 0.27%
PPG INDUSTRIES INC 2.40%, due 08/15/2024 693506BQ9 17,471,000 $17,290,761.65 0.27%
THE CIGNA GROUP 0%, due 05/02/2024 12553NE27 17,250,000 $17,223,818.12 0.27%
COOPERATIEVE RABOBANK UA/NY N/C, 1.375%, due 01/10/2025 21688AAS1 17,619,000 $17,113,199.21 0.26%
HUMANA INC 3.85%, due 10/01/2024 444859BD3 17,042,000 $16,900,171.02 0.26%
MONDELEZ INTERNATIONAL 0%, due 05/14/2024 60920VEE8 16,800,000 $16,743,936.38 0.26%
ORACLE CORP 5.80%, due 11/10/2025 68389XCF0 17,000,000 $17,059,633.79 0.26%
WRKCO INC 3.75%, due 03/15/2025 96145DAF2 17,257,000 $16,970,412.49 0.26%
CANADIAN NATURAL RESOURCES 0%, due 04/25/2024 13638WDR0 16,300,000 $16,292,153.18 0.25%
ELEVANCE HEALTH INC 4.90%, due 02/08/2026 28622HAA9 16,667,000 $16,470,987.25 0.25%
ARROW ELECTRONICS INC 0%, due 05/07/2024 04273LE76 15,800,000 $15,761,798.13 0.24%
Dell Equipment Finance Trust Series 2023-2, Class A2, 5.84%, due 01/22/2029 24703GAB0 15,573,617 $15,580,724.30 0.24%
JPMORGAN CHASE & CO Variable rate, due 06/23/2025 46647PCL8 15,500,000 $15,511,054.76 0.24%
PNC FINANCIAL SERVICES Variable rate, due 06/12/2026 693475BQ7 15,325,000 $15,310,673.43 0.24%
ABBVIE INC 2.60%, due 11/21/2024 00287YBZ1 15,425,000 $15,166,833.47 0.23%
AETNA INC 3.50%, due 11/15/2024 00817YAQ1 15,245,000 $15,054,268.44 0.23%
ALIMENTATION COUCHE-TARD 0%, due 04/23/2024 01626UDP7 15,000,000 $14,997,698.25 0.23%
AMERICAN EXPRESS CO 2.50%, due 07/30/2024 025816CG2 15,000,000 $14,873,187.00 0.23%
AMGEN INC 3.625%, due 05/22/2024 031162BV1 15,000,000 $14,973,964.95 0.23%
AUTOZONE INC 3.625%, due 04/15/2025 053332AY8 15,034,000 $14,745,723.95 0.23%
BANK OF AMERICA CORP Variable rate, due 01/20/2027 06051GLE7 15,000,000 $14,826,252.15 0.23%
BARCLAYS PLC N/C, 3.65%, due 03/16/2025 06738EAE5 15,000,000 $14,711,332.35 0.23%
CAMPBELL SOUP COMPANY 0%, due 05/14/2024 13443CEE7 15,000,000 $14,949,560.25 0.23%
CANADIAN NATL RESOURCES 3.90%, due 02/01/2025 136385AV3 15,000,000 $14,797,852.35 0.23%
CARRIER GLOBAL CORP 0%, due 04/30/2024 14448ADW5 15,000,000 $14,981,479.95 0.23%
CITIGROUP INC N/C, 3.75%, due 06/16/2024 172967HT1 14,727,000 $14,680,634.25 0.23%
Citizens Auto Receivables Trust Series 2024-1, Class A2A, 5.43%, due 10/15/2026 17331QAB2 15,000,000 $14,979,501.00 0.23%
COMCAST CORP 0%, due 05/01/2024 2003A2E10 15,000,000 $14,979,707.40 0.23%
CONSTELLATION BRANDS INC 5%, due 02/02/2026 21036PBN7 15,000,000 $14,843,055.90 0.23%
CRH AMERICA FINANCE INC 0%, due 05/07/2024 12636CE71 15,000,000 $14,965,468.20 0.23%
DENTSPLY SIRONA INC 0%, due 05/10/2024 24902TEA9 15,000,000 $14,957,928.00 0.23%
DENTSPLY SIRONA INC 0%, due 05/17/2024 24902TEH4 15,000,000 $14,941,811.85 0.23%
DH EUROPE FINANCE II 2.20%, due 11/15/2024 23291KAG0 15,279,000 $15,004,450.88 0.23%
Ford Credit Auto Owner Trust Series 2023-C, Class A2A, 5.68%, due 09/15/2026 344940AB7 15,000,000 $15,015,186.00 0.23%
GLENCORE FUNDING LLC 0%, due 05/13/2024 37790AED1 15,000,000 $14,950,683.45 0.23%
GLENCORE FUNDING LLC 0%, due 05/14/2024 37790AEE9 15,000,000 $14,948,116.65 0.23%
GOLDMAN SACHS GROUP INC N/C, 5.70%, due 11/01/2024 38141GZV9 15,000,000 $15,009,729.45 0.23%
HUMANA INC 5.70%, due 03/13/2026 444859BW1 14,800,000 $14,790,035.31 0.23%
INTERCONTINENTALEXCHANGE 0%, due 04/23/2024 45856WDP1 15,000,000 $14,997,700.95 0.23%
INTERCONTINENTALEXCHANGE 0%, due 05/09/2024 45856WE96 15,000,000 $14,960,594.55 0.23%
JABIL INC 0%, due 04/26/2024 46652LDS3 15,000,000 $14,989,971.60 0.23%
John Deere Owner Trust Series 2023-C, Class A2, 5.76%, due 08/17/2026 47787CAB9 15,000,000 $15,011,559.00 0.23%
JPMORGAN CHASE & CO Variable rate, due 04/22/2028 46647PEE2 15,000,000 $14,991,572.25 0.23%
KEURIG DR PEPPER INC 0%, due 05/14/2024 49271JEE3 15,000,000 $14,949,483.00 0.23%
MORGAN STANLEY BANK NA Variable rate, due 01/14/2028 61690U8A1 15,000,000 $14,755,864.65 0.23%
MORGAN STANLEY Variable rate, due 01/22/2025 61747YEB7 15,000,000 $15,013,957.95 0.23%
NATWEST MARKETS PLC Variable rate, due 08/12/2024 63906YAC2 14,885,000 $14,890,781.20 0.23%
ONCOR ELECTRIC DELIVERY 2.75%, due 06/01/2024 68233JBM5 15,000,000 $14,946,314.85 0.23%
PPG INDUSTRIES INC 0%, due 05/02/2024 69350AE20 15,000,000 $14,977,016.55 0.23%
PPG INDUSTRIES INC 0%, due 05/08/2024 69350AE87 15,000,000 $14,963,237.85 0.23%
PUBLIC STORAGE OP CO Variable rate, due 04/23/2024 74460WAB3 15,190,000 $15,190,000.00 0.23%
ROYAL BANK OF CANADA N/C, 3.97%, due 07/26/2024 78016EZH3 15,000,000 $14,937,628.95 0.23%
SOUTHERN COMPANY 0%, due 04/26/2024 84262LDS6 15,000,000 $14,990,728.20 0.23%
Toyota Auto Receivables Owner Trust Series 2024-A, Class A3, 4.83%, due 10/16/2028 89238DAD0 15,000,000 $14,848,455.00 0.23%
UNITEDHEALTH GROUP INC 4.60%, due 04/15/2027 91324PEY4 15,000,000 $14,761,858.95 0.23%
US BANK NA CINCINNATI 2.80%, due 01/27/2025 90331HMS9 15,552,000 $15,245,972.41 0.23%
VERIZON COMMUNICATIONS 0%, due 05/16/2024 92344LEG6 15,000,000 $14,944,915.80 0.23%
VERIZON COMMUNICATIONS 3.50%, due 11/01/2024 92343VCR3 15,000,000 $14,844,905.85 0.23%
WELLS FARGO & COMPANY Variable rate, due 04/22/2028 95000U3L5 15,000,000 $15,014,988.60 0.23%
WELLS FARGO & COMPANY Variable rate, due 10/30/2025 95000U2H5 15,000,000 $14,726,741.25 0.23%
WELLS FARGO BANK NA 4.811%, due 01/15/2026 94988J6H5 15,000,000 $14,841,270.75 0.23%
BMW Vehicle Lease Trust Series 2023-2, Class A2, 5.95%, due 08/25/2025 055979AB4 14,545,581 $14,559,518.81 0.22%
FHLMC Multifamily Structured Pass Through Certs. Series K045, Class A2, 3.023%, due 01/25/2025 3137BHXJ1 14,830,158 $14,542,089.60 0.22%
JABIL INC 0%, due 04/25/2024 46652LDR5 14,000,000 $13,993,042.28 0.22%
REPUBLIC SERVICES INC 3.20%, due 03/15/2025 760759AQ3 14,547,000 $14,241,373.78 0.22%
ABBVIE INC 3.80%, due 03/15/2025 00287YCX5 13,689,000 $13,486,887.12 0.21%
AUTODESK INC 3.50%, due 06/15/2027 052769AE6 14,267,000 $13,518,052.27 0.21%
BANK OF NEW YORK MELLON Variable rate, due 05/22/2026 06405LAD3 13,500,000 $13,435,869.47 0.21%
Honda Auto Receivables Owner Trust Series 2023-2, Class A2, 5.41%, due 04/15/2026 437927AB2 13,647,526 $13,637,444.10 0.21%
ZOETIS INC 4.50%, due 11/13/2025 98978VAK9 14,159,000 $13,947,837.20 0.21%
AMERICAN WATER CAPITAL CORP 3.40%, due 03/01/2025 03040WAL9 12,898,000 $12,664,700.84 0.20%
BACARDI LTD 4.45%, due 05/15/2025 067316AE9 13,000,000 $12,813,685.56 0.20%
BMW Vehicle Owner Trust Series 2023-A, Class A2A, 5.72%, due 04/27/2026 05592XAB6 12,729,502 $12,736,920.74 0.20%
Toyota Auto Receivables Owner Trust Series 2023-C, Class A2A, 5.60%, due 08/17/2026 89231FAB6 12,678,282 $12,680,615.07 0.20%
AUTODESK INC 4.375%, due 06/15/2025 052769AD8 12,407,000 $12,282,795.51 0.19%
BANK OF AMERICA CORP Variable rate, due 04/22/2025 06051GJU4 12,263,000 $12,263,000.00 0.19%
BANK OF NY MELLON CORP Variable rate, due 07/24/2026 06406RBJ5 12,215,000 $12,031,410.50 0.19%
FIRSTENERGY TRANSMISSION 4.35%, due 01/15/2025 33767BAB5 12,357,000 $12,155,871.78 0.19%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2024 38141GYF5 12,500,000 $12,506,071.63 0.19%
MORGAN STANLEY 3.70%, due 10/23/2024 61761JVL0 12,515,000 $12,395,902.13 0.19%
SOUTHWESTERN PUBLIC SERVICE 3.30%, due 06/15/2024 845743BP7 12,468,000 $12,414,582.35 0.19%
TRANSCANADA PIPELINES 0%, due 05/16/2024 89355PEG9 12,500,000 $12,454,124.63 0.19%
WASTE MANAGEMENT INC 3.125%, due 03/01/2025 94106LBA6 12,296,000 $12,071,268.59 0.19%
WRKCO INC 0%, due 05/06/2024 92940XE60 12,600,000 $12,572,927.14 0.19%
AT&T INC 0%, due 06/24/2024 0020A2FQ0 12,000,000 $11,882,500.56 0.18%
CADENCE DESIGN SYS INC 4.375%, due 10/15/2024 127387AL2 11,963,000 $11,881,327.53 0.18%
CCL INDUSTRIES INC 3.25%, due 10/01/2026 124900AB7 12,475,000 $11,707,678.59 0.18%
CHARTER COMM OPT LLC/CAP 4.908%, due 07/23/2025 161175AY0 12,000,000 $11,827,926.36 0.18%
CVS HEALTH CORP 3.375%, due 08/12/2024 126650CF5 11,450,000 $11,366,399.54 0.18%
ELEVANCE HEALTH INC 2.375%, due 01/15/2025 036752AJ2 11,669,000 $11,398,752.26 0.18%
ENERGY TRANSFER LP 4.05%, due 03/15/2025 29273RBD0 11,709,000 $11,523,689.15 0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K729, Class A2, 3.136%, due 10/25/2024 3137FCM43 11,717,670 $11,565,823.18 0.18%
ROPER TECHNOLOGIES INC 2.35%, due 09/15/2024 776743AH9 11,996,000 $11,829,277.32 0.18%
TRUIST FINANCIAL CORP Variable rate, due 06/09/2025 89788MAF9 12,000,000 $11,943,043.92 0.18%
WEC ENERGY GROUP INC 5%, due 09/27/2025 92939UAH9 11,892,000 $11,781,202.95 0.18%
AMERICAN EXPRESS CO N/C, 3.375%, due 05/03/2024 025816CV9 11,165,000 $11,157,802.60 0.17%
HYATT HOTELS CORP 5.375%, due 04/23/2025 448579AH5 11,169,000 $11,120,883.95 0.17%
JDE PEET'S NV 0.80%, due 09/24/2024 47216QAA1 11,000,000 $10,741,953.64 0.17%
Toyota Auto Receivables Owner Trust Series 2023-B, Class A2A, 5.28%, due 05/15/2026 891941AB2 10,945,652 $10,930,459.53 0.17%
AT&T INC 0%, due 05/29/2024 0020A2EV0 10,300,000 $10,241,828.69 0.16%
DIAGEO CAPITAL PLC 0%, due 05/06/2024 2524H4E63 10,575,000 $10,547,875.13 0.16%
Mercedes-Benz Auto Lease Trust Series 2023-A, Class A3, 4.74%, due 01/15/2027 58768RAC4 10,500,000 $10,409,208.60 0.16%
NETFLIX INC 5.875%, due 02/15/2025 64110LAL0 10,366,000 $10,413,871.74 0.16%
NORTHERN STATES PWR-MINN N/C, 7.125%, due 07/01/2025 665772BN8 10,000,000 $10,172,241.60 0.16%
THOMSON REUTERS CORP 3.35%, due 05/15/2026 884903BV6 10,627,000 $10,178,094.48 0.16%
WELLS FARGO & COMPANY 3.30%, due 09/09/2024 94974BGA2 10,160,000 $10,069,614.91 0.16%
ABBVIE INC 3.60%, due 05/14/2025 00287YAQ2 10,000,000 $9,811,736.60 0.15%
AMERICAN HONDA FINANCE 0%, due 06/05/2024 02665JF54 10,000,000 $9,932,582.10 0.15%
AMERICAN HONDA FINANCE 0%, due 06/10/2024 02665JFA3 10,000,000 $9,924,933.80 0.15%
AMSR Trust Series 2020-SFR1, Class A, 1.819%, due 04/17/2037 00180AAA7 9,950,452 $9,575,656.75 0.15%
ARROW ELECTRONICS INC 0%, due 04/23/2024 04273LDP7 10,000,000 $9,998,416.70 0.15%
AT&T INC N/C, Variable rate, due 06/12/2024 00206RGD8 10,000,000 $10,014,123.50 0.15%
BANK OF MONTREAL N/C, Variable rate, due 07/09/2024 06367WYQ0 10,000,000 $10,002,857.50 0.15%
BANK OF NEW YORK MELLON Variable rate, due 11/21/2025 06405LAC5 9,612,000 $9,581,524.67 0.15%
BAXTER INTERNATIONAL INC N/C, Variable rate, due 11/29/2024 071813DB2 10,000,000 $9,998,380.60 0.15%
BRISTOL-MYERS SQUIBB CO 2.90%, due 07/26/2024 110122CM8 10,066,000 $9,995,998.32 0.15%
CENTERPOINT ENERGY INC 0%, due 04/29/2024 1518T2DV3 10,000,000 $9,989,354.30 0.15%
Citizens Auto Receivables Trust Series 2024-2, Class A3, 5.33%, due 08/15/2028 17331XAD3 10,000,000 $9,954,774.00 0.15%
CONAGRA BRANDS INC 4.60%, due 11/01/2025 205887CB6 10,000,000 $9,832,289.30 0.15%
CONAGRA BRANDS INC 5.30%, due 10/01/2026 205887CJ9 10,000,000 $9,934,798.00 0.15%
COOPERATIEVE RABOBANK UA/NY N/C, 5.041%, due 03/05/2027 21688ABD3 10,000,000 $9,913,426.00 0.15%
CRH AMERICA FINANCE INC 0%, due 05/10/2024 12636CEA4 10,000,000 $9,971,988.60 0.15%
DOMINION ENERGY INC 0%, due 05/10/2024 2574P0EA8 10,000,000 $9,972,202.90 0.15%
Ford Credit Auto Owner Trust Series 2024-A, Class A3, 5.38%, due 12/15/2028 34535EAD4 10,000,000 $9,940,185.00 0.15%
GLENCORE FUNDING LLC 0%, due 05/07/2024 37790AE74 10,000,000 $9,976,666.70 0.15%
JABIL INC 0%, due 05/08/2024 46652LE86 10,000,000 $9,973,333.30 0.15%
JPMORGAN CHASE & CO Variable rate, due 01/23/2028 46647PEA0 10,000,000 $9,856,479.41 0.15%
JPMORGAN CHASE & CO Variable rate, due 06/01/2025 46647PCG9 10,000,000 $10,004,694.70 0.15%
L3HARRIS TECHNOLOGIES INC 0%, due 04/22/2024 50248BDN9 10,000,000 $10,000,000.00 0.15%
MARRIOTT INTERNATIONAL 0%, due 05/09/2024 57163TE96 10,000,000 $9,974,169.70 0.15%
MARRIOTT INTERNATIONAL 0%, due 05/22/2024 57163TEN5 10,000,000 $9,954,145.70 0.15%
Mercedes-Benz Auto Lease Trust Series 2023-A, Class A2, 5.24%, due 11/17/2025 58768RAB6 10,022,955 $10,010,962.17 0.15%
MOLSON COORS BEVERAGE CO 3%, due 07/15/2026 60871RAG5 10,000,000 $9,487,131.80 0.15%
MONDELEZ INTERNATIONAL 0%, due 05/16/2024 60920VEG3 10,000,000 $9,963,539.20 0.15%
MONDELEZ INTL HLDINGS NLD 4.25%, due 09/15/2025 60920LAS3 9,955,000 $9,761,639.36 0.15%
MORGAN STANLEY Variable rate, due 04/13/2028 61747YFP5 10,000,000 $10,002,932.80 0.15%
NUTRIEN LTD 0%, due 05/10/2024 67077UEA4 10,000,000 $9,972,470.60 0.15%
NUTRIEN LTD 0%, due 05/16/2024 67077UEG1 10,000,000 $9,962,557.40 0.15%
NUTRIEN LTD 0%, due 05/17/2024 67077UEH9 10,000,000 $9,956,780.00 0.15%
ROYAL BANK OF CANADA N/C, 5.66%, due 10/25/2024 78016FZR8 10,000,000 $10,007,507.90 0.15%
SUMITOMO MITSUI TRUST BANK LTD N/C, Variable rate, due 09/16/2024 86563VAX7 10,000,000 $10,009,857.10 0.15%
SUNCOR ENERGY INC 0%, due 05/16/2024 86723AEG3 10,000,000 $9,963,200.00 0.15%
SUNCOR ENERGY INC 0%, due 05/23/2024 86723AEP3 10,000,000 $9,951,766.50 0.15%
TARGA RESOURCES CORP 0%, due 04/29/2024 87613EDV4 10,000,000 $9,988,284.50 0.15%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/13/2024 89236TJP1 10,000,000 $10,000,384.30 0.15%
TRANSCANADA PIPELINES 0%, due 05/06/2024 89355PE61 10,000,000 $9,978,711.80 0.15%
VERIZON COMMUNICATIONS 0%, due 05/13/2024 92344LED3 10,000,000 $9,967,862.70 0.15%
VERIZON COMMUNICATIONS 3.376%, due 02/15/2025 92343VEN0 10,000,000 $9,820,973.40 0.15%
VMWARE LLC 4.65%, due 05/15/2027 928563AE5 10,000,000 $9,728,636.60 0.15%
VULCAN MATERIALS CO 0%, due 04/25/2024 92919TDR1 10,000,000 $9,995,412.40 0.15%
WRKCO INC 0%, due 05/09/2024 92940XE94 10,000,000 $9,973,862.00 0.15%
BANK OF AMERICA CORP Variable rate, due 10/01/2025 06051GGT0 8,964,000 $8,852,226.36 0.14%
BAXTER INTERNATIONAL INC 1.322%, due 11/29/2024 071813CH0 9,177,000 $8,935,276.72 0.14%
FIFTH THIRD BANK Variable rate, due 10/27/2025 31677QBT5 9,210,000 $9,189,279.16 0.14%
HCA INC 5.875%, due 02/15/2026 404119BS7 9,000,000 $9,007,730.19 0.14%
JABIL INC 0%, due 05/03/2024 46652LE37 9,200,000 $9,183,310.83 0.14%
MONDELEZ INTL HLDINGS NLD 1.25%, due 09/24/2026 60920LAR5 10,000,000 $9,048,607.40 0.14%
ORACLE CORP 2.65%, due 07/15/2026 68389XBM6 10,000,000 $9,403,591.60 0.14%
US BANCORP Variable rate, due 01/27/2028 91159HJC5 10,000,000 $9,134,095.30 0.14%
VERIZON COMMUNICATIONS 2.625%, due 08/15/2026 92343VDD3 10,000,000 $9,398,135.30 0.14%
VULCAN MATERIALS CO 0%, due 05/07/2024 92919TE74 9,326,000 $9,304,653.72 0.14%
BANK OF NY MELLON CORP Variable rate, due 04/26/2027 06406RBQ9 8,833,000 $8,748,997.11 0.13%
DELL INT LLC / EMC CORP 4%, due 07/15/2024 24703TAB2 8,388,000 $8,352,351.50 0.13%
MERCEDES-BENZ AUTO RECEIVABLES TRUST Series 2022-1, Class A3, 5.21%, due 08/16/2027 58768PAC8 8,450,000 $8,426,618.85 0.13%
VIRGINIA ELEC & POWER CO 3.10%, due 05/15/2025 927804FS8 8,775,000 $8,561,403.43 0.13%
BACARDI-MARTINI BV 0%, due 04/25/2024 05634EDR0 8,000,000 $7,996,113.92 0.12%
BANK OF NOVA SCOTIA N/C, Variable rate, due 07/31/2024 0641596F8 8,000,000 $8,005,203.68 0.12%
BERRY GLOBAL INC 4.875%, due 07/15/2026 085770AA3 8,000,000 $7,820,820.80 0.12%
DIAGEO CAPITAL PLC 0%, due 05/02/2024 2524H4E22 8,000,000 $7,984,895.04 0.12%
ENBRIDGE INC 3.50%, due 06/10/2024 29250NAH8 8,092,000 $8,066,739.13 0.12%
John Deere Owner Trust Series 2023-A, Class A2, 5.28%, due 03/16/2026 47800CAB2 7,659,497 $7,647,032.97 0.12%
PNC FINANCIAL SERVICES Variable rate, due 01/21/2028 693475BV6 8,000,000 $7,916,747.92 0.12%
ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2024 78016EZV2 8,000,000 $8,004,121.84 0.12%
AMERICAN EXPRESS CO Variable rate, due 02/16/2028 025816DP1 7,222,000 $7,138,825.67 0.11%
AMERICAN EXPRESS CO Variable rate, due 10/30/2026 025816DL0 6,956,000 $7,010,540.60 0.11%
AMGEN INC 5.507%, due 03/02/2026 031162DN7 7,000,000 $6,982,499.16 0.11%
Dell Equipment Finance Trust Series 2023-1, Class A2, 5.65%, due 09/28/2028 24702HAC7 7,381,387 $7,382,361.38 0.11%
HYUNDAI CAPITAL AMERICA 1%, due 09/17/2024 44891ABY2 7,000,000 $6,861,644.65 0.11%
Kubota Credit Owner Trust Series 2024-1A, Class A2, 5.39%, due 01/15/2027 50117BAB6 7,000,000 $6,986,457.10 0.11%
L3HARRIS TECHNOLOGIES INC 0%, due 05/06/2024 50248BE65 7,130,000 $7,114,423.94 0.11%
MET LIFE GLOBAL FUNDING I N/C, Variable rate, due 09/27/2024 59217GEQ8 7,000,000 $7,004,422.53 0.11%
Verizon Master Trust Series 2024-1, Class A1A, 5.04%, due 12/20/2028 92348KCL5 7,500,000 $7,448,976.00 0.11%
FED CAISSES DESJARDINS Variable rate, due 05/21/2024 31429KAF0 6,200,000 $6,201,201.62 0.10%
GM Financial Automobile Leasing Trust Series 2023-2, Class A2A, 5.44%, due 10/20/2025 362548AB5 6,366,416 $6,362,825.68 0.10%
MARSH & MCLENNAN COS INC 3.50%, due 03/10/2025 571748AX0 6,642,000 $6,531,998.32 0.10%
PARKER-HANNIFIN CORP 3.30%, due 11/21/2024 70109HAL9 6,376,000 $6,292,683.34 0.10%
Toyota Auto Receivables Owner Trust Series 2023-D, Class A3, 5.54%, due 08/15/2028 89239FAD4 6,500,000 $6,527,485.90 0.10%
UNITEDHEALTH GROUP INC 0.55%, due 05/15/2024 91324PEB4 6,591,000 $6,570,905.42 0.10%
BANK OF AMERICA CORP Variable rate, due 01/23/2026 06051GGZ6 6,004,000 $5,889,560.51 0.09%
ENERGY TRANSFER LP 2.90%, due 05/15/2025 29278NAP8 6,165,000 $5,981,541.44 0.09%
Ford Credit Auto Owner Trust Series 2023-A, Class A2A, 5.78%, due 03/15/2026 344928AB2 6,089,978 $6,080,891.25 0.09%
GS Mortgage Securities Trust Series 2014-GC24, Class A4, 3.666%, due 09/10/2047 36253GAD4 5,825,746 $5,801,571.35 0.09%
MARSH & MCLENNAN COS INC 3.50%, due 06/03/2024 571748AV4 5,906,000 $5,890,277.69 0.09%
MICROCHIP TECHNOLOGY INC 0.983%, due 09/01/2024 595017BC7 5,820,000 $5,719,099.94 0.09%
ABBVIE INC 4.80%, due 03/15/2027 00287YDR7 5,000,000 $4,943,480.20 0.08%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 5,000,000 $5,002,214.95 0.08%
BANQUE FEDERATIVE DU CREDIT MUTUEL N/C, Variable rate, due 02/04/2025 06675FAW7 5,000,000 $5,000,600.55 0.08%
CANADIAN PACIFIC RAILWAY 1.35%, due 12/02/2024 13645RBD5 5,000,000 $4,870,772.25 0.08%
CARRIER GLOBAL CORP 5.80%, due 11/30/2025 14448CBB9 5,000,000 $5,007,776.65 0.08%
DANSKE BANK A/S 0.976%, due 09/10/2025 23636ABA8 5,000,000 $4,897,640.40 0.08%
GE HEALTHCARE TECH INC 5.60%, due 11/15/2025 36267VAD5 5,000,000 $4,997,673.10 0.08%
JPMORGAN CHASE & CO Variable rate, due 04/26/2026 46647PCZ7 5,000,000 $4,910,287.15 0.08%
MACQUARIE GROUP LTD Variable rate, due 10/14/2025 55608JBB3 5,000,000 $4,997,470.70 0.08%
NATIONAL BANK OF CANADA N/C, Variable rate, due 08/06/2024 63307A2Q7 5,000,000 $5,003,142.75 0.08%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 06/06/2024 64953BAX6 5,000,000 $5,001,969.90 0.08%
PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 08/23/2024 74256LER6 5,000,000 $5,001,589.75 0.08%
RYDER SYSTEM INC 0%, due 05/06/2024 78355AE67 5,000,000 $4,989,246.90 0.08%
STRYKER CORP 3.375%, due 11/01/2025 863667AH4 5,143,000 $4,979,700.85 0.08%
THE CIGNA GROUP 3.25%, due 04/15/2025 125523AV2 5,574,000 $5,451,122.06 0.08%
THE CIGNA GROUP 5.685%, due 03/15/2026 125523CR9 5,257,000 $5,245,042.74 0.08%
UBS AG LONDON N/C, Variable rate, due 08/09/2024 902674YL8 5,000,000 $5,004,583.60 0.08%
VOLKSWAGEN GROUP AMERICA 5.80%, due 09/12/2025 928668BU5 5,000,000 $5,000,683.95 0.08%
WASTE MANAGEMENT INC 3.50%, due 05/15/2024 94106LAZ2 5,412,000 $5,403,719.59 0.08%
AMSR Trust Series 2020-SFR2, Class A, 1.632%, due 07/17/2037 00178UAA7 4,825,000 $4,588,582.72 0.07%
BANK OF AMERICA CORP Variable rate, due 07/22/2026 06051GLA5 4,300,000 $4,244,538.04 0.07%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A1, Variable rate, due 02/25/2049 10569TAA6 4,989,437 $4,393,531.19 0.07%
Ford Credit Auto Owner Trust Series 2023-A, Class A3, 4.65%, due 02/15/2028 344928AD8 4,465,000 $4,413,608.75 0.07%
INFOR INC 1.75%, due 07/15/2025 45674CAA1 5,000,000 $4,733,564.55 0.07%
John Deere Owner Trust Series 2022-C, Class A2, 4.98%, due 08/15/2025 47800BAB4 4,246,090 $4,241,341.29 0.07%
JPMORGAN CHASE & CO N/C, 3.875%, due 09/10/2024 46625HJY7 4,900,000 $4,864,666.74 0.07%
CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 12557LBK0 4,335,869 $4,127,408.63 0.06%
Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 12596XAA0 3,890,795 $3,570,490.02 0.06%
Credit Suisse Mortgage Trust Series 2020-NQM1, Class A1, Variable rate, due 05/25/2065 126401AA6 4,019,197 $3,642,421.85 0.06%
FISERV INC 3.85%, due 06/01/2025 337738AP3 4,000,000 $3,918,351.08 0.06%
Ford Credit Auto Owner Trust Series 2022-C, Class A3, 4.48%, due 12/15/2026 34535AAD2 3,610,813 $3,581,443.68 0.06%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYQ1 4,000,000 $4,002,073.40 0.06%
HOWMET AEROSPACE INC 6.875%, due 05/01/2025 443201AA6 4,000,000 $4,033,644.00 0.06%
AON NORTH AMERICA INC 5.125%, due 03/01/2027 03740MAA8 3,000,000 $2,983,151.46 0.05%
CENTERPOINT ENERGY INC Variable rate, due 05/13/2024 15189TAZ0 3,534,000 $3,534,440.44 0.05%
GM Financial Securitized Term Auto Receivables Tr Series 2023-2, Class A3, 4.47%, due 02/16/2028 362583AD8 3,315,000 $3,269,784.73 0.05%
HUNTINGTON NATIONAL BANK Variable rate, due 11/18/2025 44644MAH4 3,165,000 $3,143,554.59 0.05%
JP Morgan Mortgage Trust Series 2020-2, Class A11, Variable rate, due 07/25/2050 46591TBB9 3,253,936 $3,149,503.93 0.05%
Toyota Auto Receivables Owner Trust Series 2023-B, Class A3, 4.71%, due 02/15/2028 891941AD8 3,212,000 $3,178,044.34 0.05%
WESTLAKE CORP 0.875%, due 08/15/2024 960413AX0 3,140,000 $3,092,214.35 0.05%
World Omni Auto Receivables Trust Series 2022-C, Class A2, 4.21%, due 03/16/2026 98163TAB9 3,338,620 $3,327,302.60 0.05%
ALCON FINANCE CORP 2.75%, due 09/23/2026 01400EAA1 2,788,000 $2,613,189.97 0.04%
COLT Funding LLC Series 2020-2R, Class A1, Variable rate, due 10/26/2065 12656GAA4 2,898,412 $2,582,347.01 0.04%
ELEVANCE HEALTH INC 5.35%, due 10/15/2025 036752AV5 2,455,000 $2,449,609.54 0.04%
JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 46651GAL3 2,823,186 $2,679,677.72 0.04%
FLORIDA POWER & LIGHT CO 3.25%, due 06/01/2024 341081FK8 2,000,000 $1,994,155.02 0.03%
Freddie Mac Series 4671, Class CA, 3.50%, due 08/15/2043 3137BW2C7 2,261,698 $2,222,986.92 0.03%
GCAT Series 2020-NQM1, Class A1, Variable rate, due 01/25/2060 36167FAA7 2,363,542 $2,239,005.17 0.03%
JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 46591DBF5 2,152,450 $2,088,163.62 0.03%
QORVO INC 1.75%, due 12/15/2024 74739DAB0 1,727,000 $1,680,165.66 0.03%
SABINE PASS LIQUEFACTION 5.75%, due 05/15/2024 785592AJ5 2,100,000 $2,099,748.57 0.03%
Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 3136AJSW7 1,532,009 $1,469,502.50 0.02%
Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 3136ANVJ3 1,151,388 $1,106,294.09 0.02%
FHLMC Multifamily Structured Pass Through Certs. Series KL1E, Class A1E, 2.835%, due 02/25/2027 3137BYLB4 1,516,214 $1,456,118.10 0.02%
Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 67113CAL0 1,627,644 $1,542,631.84 0.02%
Toyota Auto Receivables Owner Trust Series 2022-C, Class A2A, 4.19%, due 08/15/2025 89231CAB3 1,183,092 $1,180,759.94 0.02%
Chase Auto Owner Trust Series 2022-AA, Class A2, 4.21%, due 10/27/2025 16144JAB7 663,984 $663,806.59 0.01%
CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 12555DAB1 969,212 $939,327.40 0.01%
CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 12554TAL5 555,341 $539,091.21 0.01%
Fannie Mae Series 2017-18, Class VB, 3%, due 05/25/2040 3136AVPW3 777,963 $770,533.33 0.01%
Flagship Credit Auto Trust Series 2021-3, Class A, 0.36%, due 07/15/2027 33846QAA9 422,188 $419,815.40 0.01%
GEORGIA POWER CO 5.004%, due 02/23/2027 373334KV2 435,000 $430,836.84 0.01%
Honda Auto Receivables Owner Trust Series 2022-2, Class A2, 3.81%, due 03/18/2025 43815PAB5 400,110 $399,581.87 0.01%
MVW Owner Trust Series 2018-1A, Class A, 3.45%, due 01/21/2036 62848BAA9 954,922 $948,470.05 0.01%
Starwood Mortgage Residential Trust Series 2020-1, Class A1, Variable rate, due 02/25/2050 85573AAA3 890,382 $833,626.08 0.01%
STATE STREET CORP Variable rate, due 01/26/2026 857477BZ5 566,000 $561,814.36 0.01%
Verus Securitization Trust Series 2019-4, Class A2, Variable rate, due 11/25/2059 92537KAB0 954,661 $926,652.56 0.01%
Verus Securitization Trust Series 2019-INV2, Class A2, Variable rate, due 07/25/2059 92537HAB7 425,978 $409,155.43 0.01%
Verus Securitization Trust Series 2020-4, Class A2, Variable rate, due 05/25/2065 92538LAB7 666,704 $633,414.73 0.01%
Fannie Mae FN AE0812, 5%, due 07/01/2025 31419A3W5 2,076 $2,053.13 0.00%
Fannie Mae FN AL5764, 5%, due 09/01/2025 3138ENMN6 784 $775.31 0.00%
Fannie Mae FN AL6212, 4.50%, due 01/01/2027 3138EN3W7 258 $255.36 0.00%
Fannie Mae FN AL6798, 5%, due 09/01/2025 3138EPRU0 985 $975.52 0.00%
Fannie Mae FN BM1299, 5%, due 03/01/2027 3140J5NR6 8,716 $8,625.63 0.00%
FHLMC Multifamily Structured Pass Through Certs. Series K046, Class A1, 2.697%, due 01/25/2025 3137BJP56 63,623 $63,623.01 0.00%
Freddie Mac FG G15435, 5%, due 11/01/2024 3128MEHL8 56 $55.41 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 101 $100.68 0.00%
Freddie Mac FG G15874, 5%, due 06/01/2026 3128MEXB2 325 $322.54 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 172 $170.61 0.00%
JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 46591KAZ6 180,300 $171,591.59 0.00%
JP Morgan Mortgage Trust Series 2019-LTV3, Class A, Variable rate, due 03/25/2050 46651HBC0 193,952 $192,509.30 0.00%
JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 46591NBC0 269,043 $266,994.97 0.00%
Residential Mortgage Loan Trust Series 2019-3, Class A2, Variable rate, due 09/25/2059 76119NAB3 145,819 $142,815.22 0.00%
World Omni Auto Receivables Trust Series 2022-B, Class A2A, 2.77%, due 10/15/2025 98163QAB5 245,680 $245,099.36 0.00%
US Dollar $USD -71,332,183 ($71,332,182.86) -1.10%
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.