First Trust Enhanced Short Maturity ETF (FTSM)
Holdings of the Fund as of 3/24/2023

Total Number of Holdings (excluding cash): 587

Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Note, 2.50%, due 08/15/2023 912828VS6 85,000,000 $84,301,031.40 1.03%
U.S. Treasury Note, 1.75%, due 05/15/2023 912828VB3 60,000,000 $59,784,929.40 0.73%
U.S. Treasury Note, 2.50%, due 03/31/2023 9128284D9 60,000,000 $59,989,237.20 0.73%
ENERGY TRANSFER LP 0%, due 03/27/2023 29277FQT1 56,000,000 $55,974,016.00 0.68%
CONAGRA BRANDS INC 0%, due 03/27/2023 20600HQT4 45,000,000 $45,000,000.00 0.55%
BAYER US FINANCE II LLC 3.875%, due 12/15/2023 07274NAE3 41,160,000 $40,726,341.95 0.50%
JOHNSON & JOHNSON 3.375%, due 12/05/2023 478160BH6 40,964,000 $40,754,329.45 0.50%
S&P GLOBAL INC 0%, due 03/30/2023 78513LQW2 41,000,000 $40,982,343.76 0.50%
ENTERPRISE PRODUCTS OPERATING LLC 3.90%, due 02/15/2024 29379VBB8 40,393,000 $40,098,584.30 0.49%
FMC CORP 0%, due 03/27/2023 34410XQT0 40,000,000 $40,000,000.00 0.49%
TARGA RESOURCES CORP 0%, due 03/27/2023 87613LQT9 40,000,000 $40,000,000.00 0.49%
Verizon Master Trust Series 2022-7, Class A1A, 5.23%, due 11/22/2027 92348KBC6 40,000,000 $40,455,120.00 0.49%
UBS GROUP AG Variable rate, due 07/30/2024 902613AB4 40,000,000 $39,234,827.20 0.48%
FHLMC Multifamily Structured Pass Through Certs. Series K032, Class A2, Variable rate, due 05/25/2023 3137B4GY6 38,355,207 $38,199,304.79 0.47%
FHLMC Multifamily Structured Pass Through Certs. Series K034, Class A2, Variable rate, due 07/25/2023 3137B5JM6 38,146,809 $37,913,644.46 0.46%
MARTIN MARIETTA MATERIALS 0.65%, due 07/15/2023 573284AY2 38,660,000 $38,026,380.77 0.46%
SPECTRA ENERGY PARTNERS 4.75%, due 03/15/2024 84756NAD1 38,148,000 $37,911,464.47 0.46%
TRANSCANADA PIPELINES 3.75%, due 10/16/2023 89352HAK5 36,500,000 $36,260,026.74 0.44%
VULCAN MATERIALS CO 0%, due 03/27/2023 92919UQT0 35,000,000 $35,000,000.00 0.43%
ABBVIE INC 2.85%, due 05/14/2023 00287YAX7 34,847,000 $34,696,478.73 0.42%
AETNA INC 2.80%, due 06/15/2023 00817YAV0 34,315,000 $34,037,463.02 0.42%
KINDER MORGAN INC 5.625%, due 11/15/2023 49456BAB7 34,409,000 $34,415,184.67 0.42%
ROPER TECHNOLOGIES INC 3.65%, due 09/15/2023 776743AE6 34,542,000 $34,232,745.13 0.42%
GILEAD SCIENCES INC 2.50%, due 09/01/2023 375558BL6 33,756,000 $33,378,604.88 0.41%
GLOBAL PAYMENTS INC 3.75%, due 06/01/2023 891906AB5 33,443,000 $33,321,641.70 0.41%
FISERV INC 3.80%, due 10/01/2023 337738AQ1 32,712,000 $32,448,125.39 0.40%
HUMANA INC 0.65%, due 08/03/2023 444859BP6 33,000,000 $32,502,360.99 0.40%
CITIGROUP INC Variable rate, due 06/01/2024 172967LZ2 31,969,000 $31,910,938.54 0.39%
FHLMC Multifamily Structured Pass Through Certs. Series K036, Class A2, Variable rate, due 10/25/2023 3137B7MZ9 31,870,442 $31,568,065.13 0.39%
HEINEKEN NV 2.75%, due 04/01/2023 423012AD5 31,632,000 $31,618,253.67 0.39%
NORTHROP GRUMMAN CORP 3.25%, due 08/01/2023 666807BG6 32,443,000 $32,204,880.05 0.39%
REPUBLIC SERVICES INC 4.75%, due 05/15/2023 760759AM2 31,182,000 $31,150,688.92 0.38%
THE CIGNA GROUP 3.75%, due 07/15/2023 125523AF7 31,381,000 $31,207,990.59 0.38%
THERMO FISHER SCIENTIFIC 0.797%, due 10/18/2023 883556CP5 31,576,000 $30,901,341.19 0.38%
ALIMENTATION COUCHE-TARD 0%, due 03/28/2023 01626VQU0 30,000,000 $29,995,909.50 0.37%
CABOT CORP 0%, due 03/29/2023 12705XQV5 30,000,000 $29,991,795.30 0.37%
ELEVANCE HEALTH INC 0%, due 03/30/2023 28621BQW8 30,000,000 $29,986,742.10 0.37%
ENTERGY CORP 0%, due 03/27/2023 29366GQT1 30,000,000 $30,000,000.00 0.37%
ENTERPRISE PRODUCTS OPER 0%, due 03/27/2023 29380DQT0 30,000,000 $30,000,000.00 0.37%
FISERV INC 0%, due 03/29/2023 33774LQV3 30,000,000 $29,991,902.40 0.37%
GENERAL DYNAMICS CORP 0%, due 03/29/2023 36955EQV3 30,000,000 $29,991,780.90 0.37%
JPMORGAN CHASE & CO Variable rate, due 07/23/2024 46647PAU0 30,157,000 $30,020,320.94 0.37%
L3HARRIS TECH INC 3.85%, due 06/15/2023 502431AJ8 30,458,000 $30,350,838.09 0.37%
MOODY'S CORPORATION 4.875%, due 02/15/2024 615369AC9 30,048,000 $29,975,266.71 0.37%
SHIRE ACQ INV IRELAND DA 2.875%, due 09/23/2023 82481LAC3 30,393,000 $29,996,301.75 0.37%
UNITEDHEALTH GROUP INC 0%, due 04/06/2023 91058UR62 30,000,000 $29,958,304.50 0.37%
WASTE MANAGEMENT INC 0%, due 03/30/2023 94107NQW7 30,000,000 $29,987,819.40 0.37%
CVS HEALTH CORPORATION 4%, due 12/05/2023 126650CC2 29,320,000 $29,250,425.11 0.36%
JPMORGAN CHASE & CO Variable rate, due 04/23/2024 46647PAP1 29,162,000 $29,118,986.63 0.36%
MCKESSON CORP 3.796%, due 03/15/2024 581557BE4 30,090,000 $29,697,985.67 0.36%
ROYALTY PHARMA PLC 0.75%, due 09/02/2023 78081BAG8 30,000,000 $29,237,224.51 0.36%
UNITEDHEALTH GROUP INC 0%, due 04/21/2023 91058URM7 30,000,000 $29,891,588.40 0.36%
VIRGINIA ELEC & POWER CO 3.45%, due 02/15/2024 927804FQ2 29,943,000 $29,459,610.09 0.36%
CONSOLIDATED EDISON CO 0%, due 04/14/2023 20911MRE9 29,100,000 $29,019,852.49 0.35%
ORACLE CORP 3.40%, due 07/08/2024 68389XAU9 28,563,000 $28,030,012.14 0.34%
CANADIAN NATURAL RESOURCES 0%, due 03/27/2023 13638XQT0 27,000,000 $27,000,000.00 0.33%
FHLMC Multifamily Structured Pass Through Certs. Series K035, Class A2, Variable rate, due 08/25/2023 3137B5KW2 27,213,039 $27,032,584.10 0.33%
TAKEDA PHARMACEUTICAL 4.40%, due 11/26/2023 874060AT3 27,517,000 $27,406,809.55 0.33%
GEORGIA POWER CO 2.10%, due 07/30/2023 373334KM2 26,335,000 $25,972,884.53 0.32%
GOLDMAN SACHS GROUP INC 3%, due 03/15/2024 38141GZP2 26,844,000 $26,247,062.99 0.32%
WASTE MANAGEMENT INC 2.40%, due 05/15/2023 94106LBD0 26,631,000 $26,524,692.78 0.32%
AMGEN INC 5.25%, due 03/02/2025 031162DM9 25,000,000 $25,337,425.50 0.31%
CHARTER COMM OPT LLC/CAP 4.50%, due 02/01/2024 161175BQ6 25,479,000 $25,212,369.65 0.31%
JABIL INC 0%, due 03/27/2023 46652MQT5 25,050,000 $25,050,000.00 0.31%
VMWARE INC 0.60%, due 08/15/2023 928563AG0 25,567,000 $25,081,323.65 0.31%
ABN AMRO FUNDING USA LLC 0%, due 11/06/2023 00084CY63 25,000,000 $24,212,494.00 0.30%
BANK OF NOVA SCOTIA N/C, Variable rate, due 04/15/2024 0641593W4 25,000,000 $24,946,070.50 0.30%
BELL CANADA 0%, due 03/27/2023 07787QQT6 25,000,000 $25,000,000.00 0.30%
GOLDMAN SACHS GROUP INC 3.625%, due 02/20/2024 38141GXE9 25,000,000 $24,584,253.00 0.30%
KEURIG DR PEPPER INC 0%, due 03/28/2023 49271KQU1 25,000,000 $24,996,582.25 0.30%
L3HARRIS TECH INC 0%, due 03/28/2023 50246YQU1 25,000,000 $24,996,038.50 0.30%
MOLSON COORS BEVERAGE CO 0%, due 03/29/2023 60871WQV4 25,000,000 $24,992,904.50 0.30%
PUBLIC SERVICE COLORADO 0%, due 04/04/2023 74444RR43 25,000,000 $24,972,008.50 0.30%
PUBLIC SERVICE EL & GAS 0%, due 03/27/2023 74456DQT5 25,000,000 $25,000,000.00 0.30%
PUBLIC SERVICE ENTERPRISE 0.841%, due 11/08/2023 744573AT3 25,570,000 $24,801,380.89 0.30%
RECKITT BENCKISER TSY 0%, due 04/20/2023 7562E1RL0 25,000,000 $24,907,901.25 0.30%
REPUBLIC SERVICES INC 0%, due 03/28/2023 76076GQU0 25,000,000 $24,996,636.75 0.30%
SCHLUMBERGER HLDGS CORP 0%, due 03/31/2023 80686EQX3 25,000,000 $24,986,212.00 0.30%
SKYWORKS SOLUTIONS INC 0.90%, due 06/01/2023 83088MAJ1 25,108,000 $24,877,029.51 0.30%
SUNCOR ENERGY INC 0%, due 03/27/2023 86723BQT0 25,000,000 $25,000,000.00 0.30%
SUNCOR ENERGY INC 0%, due 04/10/2023 86723BRA0 25,000,000 $24,950,596.50 0.30%
SUNCOR ENERGY INC 0%, due 04/17/2023 86723BRH5 25,000,000 $24,919,656.75 0.30%
SVENSKA HANDELSBANKEN AB 0%, due 07/24/2023 86960KUQ3 25,000,000 $24,595,040.25 0.30%
TRANSCANADA PIPELINES 0%, due 04/11/2023 89355QRB4 25,000,000 $24,947,902.75 0.30%
U.S. Treasury Note, 2.875%, due 10/31/2023 9128285K2 25,000,000 $24,766,344.00 0.30%
UNION PACIFIC CORP 3.646%, due 02/15/2024 907818DR6 25,000,000 $24,711,000.51 0.30%
UNITEDHEALTH GROUP INC 0%, due 05/02/2023 91058US20 25,000,000 $24,872,319.00 0.30%
DUKE ENERGY CORPORATION 0%, due 04/11/2023 26244JRB7 24,000,000 $23,950,859.52 0.29%
FHLMC Multifamily Structured Pass Through Certs. Series K041, Class A2, 3.171%, due 10/25/2024 3137BFE98 23,925,000 $23,427,020.27 0.29%
MONDELEZ INTERNATIONAL 0%, due 04/03/2023 60920WR36 24,000,000 $23,977,167.84 0.29%
THE CIGNA GROUP 3%, due 07/15/2023 125523BV1 24,205,000 $24,027,310.85 0.29%
BANK OF AMERICA CORP Variable rate, due 07/23/2024 06051GHL6 23,004,000 $22,868,765.25 0.28%
BECTON DICKINSON AND CO 3.363%, due 06/06/2024 075887BV0 22,253,000 $21,886,218.71 0.27%
BROADCOM CRP / CAYMN FI 3.625%, due 01/15/2024 11134LAF6 22,166,000 $21,864,167.13 0.27%
GLENCORE FUNDING LLC 0%, due 03/30/2023 37790BQW4 22,000,000 $21,990,873.30 0.27%
HP INC 0%, due 03/28/2023 44331CQU8 22,000,000 $21,996,933.42 0.27%
MONDELEZ INTERNATIONAL 0%, due 03/27/2023 60920WQT0 22,200,000 $22,200,000.00 0.27%
NEXTERA ENERGY CAP HLDGS 0%, due 04/26/2023 65339NRS5 22,000,000 $21,898,187.30 0.27%
O'REILLY AUTOMOTIVE INC 3.85%, due 06/15/2023 67103HAD9 22,327,000 $22,217,923.01 0.27%
UNION PACIFIC CORP 3.50%, due 06/08/2023 907818EU8 22,265,000 $22,184,474.62 0.27%
CONAGRA BRANDS INC 0%, due 03/29/2023 20600HQV9 21,000,000 $20,993,910.42 0.26%
CROWN CASTLE INC. 0%, due 04/12/2023 22823QRC7 21,200,000 $21,148,471.49 0.26%
GILEAD SCIENCES INC 0.75%, due 09/29/2023 375558BW2 21,854,000 $21,377,312.25 0.26%
ABBVIE INC 3.85%, due 06/15/2024 00287YCV9 20,612,000 $20,432,387.45 0.25%
ALABAMA POWER CO 3.55%, due 12/01/2023 010392FK9 20,305,000 $20,152,930.17 0.25%
FHLMC Multifamily Structured Pass Through Certs. Series K031, Class A2, Variable rate, due 04/25/2023 3137B3NX2 20,911,218 $20,845,583.67 0.25%
MORGAN STANLEY Variable rate, due 04/24/2024 61744YAQ1 20,762,000 $20,727,764.70 0.25%
Verizon Master Trust Series 2022-3, Class A, 3.25%, due 05/20/2027 92348KAP8 20,862,000 $20,571,922.23 0.25%
ALIMENTATION COUCHE-TARD 0%, due 04/04/2023 01626VR47 20,000,000 $19,974,642.60 0.24%
ALIMENTATION COUCHE-TARD 0%, due 04/21/2023 01626VRM7 20,000,000 $19,919,366.60 0.24%
AMERICAN ELEC POWER CO 0%, due 03/30/2023 0255E3QW1 20,000,000 $19,991,735.20 0.24%
AMERICAN ELEC POWER CO 0%, due 04/04/2023 0255E3R42 20,000,000 $19,977,850.00 0.24%
AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 02665WDG3 20,000,000 $19,983,362.60 0.24%
ARROW ELECTRONICS INC 0%, due 03/30/2023 04273MQW6 20,000,000 $19,990,250.00 0.24%
ARROW ELECTRONICS INC 0%, due 04/03/2023 04273MR39 20,000,000 $19,978,406.60 0.24%
AUTONATION INC 0%, due 03/27/2023 05330NQT9 20,000,000 $20,000,000.00 0.24%
BANK OF AMERICA CORP N/C, 4%, due 04/01/2024 06051GFF1 20,000,000 $19,744,187.60 0.24%
BANK OF MONTREAL 4.25%, due 09/14/2024 06368LAP1 20,000,000 $19,827,674.40 0.24%
BECTON DICKINSON & CO 0%, due 03/31/2023 07588MQX7 20,000,000 $19,989,097.80 0.24%
BROWN-FORMAN CORPORATION 0%, due 04/10/2023 11563WRA5 20,000,000 $19,961,821.40 0.24%
CENTERPOINT ENERGY INC 0%, due 03/29/2023 1518T3QV7 20,000,000 $19,994,570.60 0.24%
DUKE ENERGY CORP 3.75%, due 04/15/2024 26441CAN5 20,000,000 $19,803,593.40 0.24%
ENBRIDGE US INC 0%, due 04/26/2023 29251VRS7 20,000,000 $19,905,789.00 0.24%
ENERGY TRANSFER LP 5.875%, due 01/15/2024 29278NAM5 20,014,000 $19,993,852.71 0.24%
FIDELITY NATL INFO SERV 0%, due 04/06/2023 31622GR66 20,000,000 $19,971,841.80 0.24%
FIDELITY NATL INFO SERV 0%, due 04/14/2023 31622GRE9 20,000,000 $19,943,455.60 0.24%
FISERV INC 0%, due 03/30/2023 33774LQW1 20,000,000 $19,991,068.80 0.24%
GENERAL MILLS INC 0%, due 04/05/2023 3703E1R59 20,000,000 $19,972,224.40 0.24%
INFOR INC 1.45%, due 07/15/2023 45674CAB9 20,367,000 $20,074,964.52 0.24%
JABIL INC 0%, due 04/14/2023 46652MRE7 20,000,000 $19,942,973.00 0.24%
John Deere Owner Trust Series 2022-C, Class A2, 4.98%, due 08/15/2025 47800BAB4 20,000,000 $20,007,320.00 0.24%
LOWE'S COMPANIES INC 0%, due 04/06/2023 54866MR60 20,000,000 $19,969,138.20 0.24%
LOWE'S COMPANIES INC 0%, due 04/20/2023 54866MRL7 20,000,000 $19,927,212.20 0.24%
MARRIOTT INTERNATIONAL 0%, due 03/28/2023 57163UQU3 20,000,000 $19,997,266.20 0.24%
MARSH & MCLENNAN COS INC 0%, due 06/01/2023 57174WT17 20,000,000 $19,811,435.40 0.24%
MCKESSON CORP 5.25%, due 02/15/2026 581557BS3 19,350,000 $19,413,782.05 0.24%
MERCEDES-BENZ FIN NA 0%, due 04/13/2023 58768KRD9 20,000,000 $19,949,434.60 0.24%
MERCEDES-BENZ FIN NA 0%, due 04/18/2023 58768KRJ6 20,000,000 $19,933,950.40 0.24%
MERCEDES-BENZ FIN NA 0%, due 04/28/2023 58768KRU1 20,000,000 $19,905,736.20 0.24%
NEXTERA ENERGY CAP HLDGS 0%, due 03/30/2023 65339NQW7 20,000,000 $19,991,947.20 0.24%
NEXTERA ENERGY CAP HLDGS 0%, due 04/28/2023 65339NRU0 20,000,000 $19,901,287.60 0.24%
NISOURCE INC 0%, due 03/29/2023 65478KQV6 20,000,000 $19,993,715.40 0.24%
NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 666807BM3 19,843,000 $19,309,845.38 0.24%
ORACLE CORP 0%, due 04/18/2023 6840C3RJ4 20,000,000 $19,938,541.60 0.24%
PARKER-HANNIFIN CORP 0%, due 04/05/2023 70109MR55 20,000,000 $19,975,781.80 0.24%
REPUBLIC SERVICES INC 0%, due 03/30/2023 76076GQW6 20,000,000 $19,990,951.60 0.24%
REPUBLIC SERVICES INC 2.50%, due 08/15/2024 760759AU4 20,064,000 $19,470,138.70 0.24%
SUNCOR ENERGY INC 0%, due 05/24/2023 86723BSQ4 20,000,000 $19,817,858.60 0.24%
THE CIGNA GROUP 0%, due 03/30/2023 12553YQW4 20,000,000 $19,991,848.00 0.24%
VULCAN MATERIALS CO 0%, due 04/04/2023 92919UR44 19,911,000 $19,888,296.08 0.24%
VW CREDIT INC 0%, due 03/28/2023 91842KQU3 20,000,000 $19,997,288.00 0.24%
WASTE MANAGEMENT INC 0%, due 04/06/2023 94107NR63 20,000,000 $19,972,688.60 0.24%
WEC ENERGY GROUP INC 0%, due 03/30/2023 92930WQW4 20,000,000 $19,991,697.20 0.24%
WEC ENERGY GROUP INC 0%, due 04/14/2023 92930WRE3 20,000,000 $19,947,970.00 0.24%
XCEL ENERGY INC 0%, due 04/13/2023 9838T3RD0 20,000,000 $19,947,976.00 0.24%
ASTRAZENECA FINANCE LLC 0.70%, due 05/28/2024 04636NAC7 19,780,000 $18,952,624.16 0.23%
BALTIMORE GAS & ELECTRIC 3.35%, due 07/01/2023 059165EF3 18,860,000 $18,761,697.72 0.23%
CONSTELLATION BRANDS INC 0%, due 03/31/2023 21037DQX5 18,500,000 $18,489,383.59 0.23%
NUTRIEN LTD 1.90%, due 05/13/2023 67077MAV0 18,939,000 $18,840,572.13 0.23%
THERMO FISHER SCIENTIFIC 1.215%, due 10/18/2024 883556CS9 20,000,000 $18,999,108.20 0.23%
US Dollar $USD 19,082,596 $19,082,595.78 0.23%
WEC ENERGY GROUP INC 0%, due 04/05/2023 92930WR52 19,000,000 $18,973,787.41 0.23%
AMERICAN HONDA FINANCE 0%, due 04/10/2023 02665KRA7 18,000,000 $17,965,022.94 0.22%
COOPERATIEVE RABOBANK UA N/C, 3.875%, due 09/26/2023 74977RDE1 18,275,000 $18,153,815.00 0.22%
MONDELEZ INTERNATIONAL 0%, due 03/28/2023 60920WQU7 18,000,000 $17,997,592.68 0.22%
ROYAL BANK OF CANADA N/C, Variable rate, due 01/19/2024 78015K7M0 18,454,000 $18,317,283.17 0.22%
STRYKER CORP 0.60%, due 12/01/2023 863667BB6 18,995,000 $18,443,596.62 0.22%
WILLIAMS COMPANIES INC 4.50%, due 11/15/2023 96950FAL8 18,413,000 $18,337,417.58 0.22%
AMGEN INC 2.25%, due 08/19/2023 031162CH1 17,796,000 $17,511,829.19 0.21%
CROWN CASTLE INC 3.15%, due 07/15/2023 22822VAJ0 17,074,000 $16,991,686.76 0.21%
CROWN CASTLE INC. 0%, due 03/28/2023 22823QQU8 17,208,000 $17,205,434.46 0.21%
ELEVANCE HEALTH INC 0%, due 03/27/2023 28621BQT5 17,600,000 $17,600,000.00 0.21%
ENBRIDGE INC 4%, due 10/01/2023 29250NAF2 17,142,000 $17,003,549.72 0.21%
FHLMC Multifamily Structured Pass Through Certs. Series K046, Class A2, 3.205%, due 03/25/2025 3137BJP64 18,000,000 $17,598,231.00 0.21%
FIDELITY NATL INFO SERV 0.60%, due 03/01/2024 31620MBQ8 17,700,000 $16,984,530.42 0.21%
HUMANA INC 0%, due 04/06/2023 44486JR68 17,060,000 $17,035,662.72 0.21%
NUTRIEN LTD 0%, due 04/14/2023 67077VRE0 17,000,000 $16,957,374.20 0.21%
WEC ENERGY GROUP INC 0.80%, due 03/15/2024 92939UAF3 17,749,000 $17,067,665.05 0.21%
ELEVANCE HEALTH INC 4.90%, due 02/08/2026 28622HAA9 16,667,000 $16,687,081.73 0.20%
KEURIG DR PEPPER INC 0%, due 03/29/2023 49271KQV9 16,000,000 $15,995,677.76 0.20%
MICROCHIP TECHNOLOGY INC 4.333%, due 06/01/2023 595017AP9 16,156,000 $16,091,954.22 0.20%
MORGAN STANLEY Variable rate, due 01/25/2024 6174468W2 16,623,000 $16,590,059.20 0.20%
ORACLE CORP 2.40%, due 09/15/2023 68389XBL8 16,849,000 $16,638,327.85 0.20%
SKANDINAV ENSKILDA BANK Variable rate, due 08/25/2023 83050WFG4 16,000,000 $16,000,000.00 0.20%
BANK OF MONTREAL N/C, 3.30%, due 02/05/2024 06367WHH9 16,043,000 $15,753,963.21 0.19%
BARCLAYS PLC Variable rate, due 05/16/2024 06738EBB0 15,623,000 $15,567,566.16 0.19%
BECTON DICKINSON & CO 0%, due 04/03/2023 07588MR32 16,000,000 $15,982,247.04 0.19%
BELL CANADA 0%, due 04/19/2023 07787QRK4 16,000,000 $15,947,770.56 0.19%
CENTERPOINT ENERGY INC 0%, due 03/27/2023 1518T3QT2 15,875,000 $15,875,000.00 0.19%
CONSTELLATION BRANDS INC 3.60%, due 05/09/2024 21036PBM9 15,898,000 $15,729,164.19 0.19%
DOMINION ENERGY INC 0%, due 04/11/2023 2574P1RB0 16,000,000 $15,961,903.20 0.19%
EDISON INTERNATIONAL 0%, due 04/06/2023 28103BR61 16,000,000 $15,974,873.12 0.19%
ELEVANCE HEALTH INC 3.50%, due 08/15/2024 94973VBJ5 15,787,000 $15,538,909.66 0.19%
JOHN DEERE CAPITAL CORP N/C, 5.15%, due 03/03/2025 24422EWS4 15,000,000 $15,280,302.75 0.19%
LOWE'S COMPANIES INC 0%, due 04/03/2023 54866MR37 16,000,000 $15,982,722.72 0.19%
MARRIOTT INTERNATIONAL 0%, due 04/03/2023 57163UR32 16,000,000 $15,984,416.32 0.19%
MARSH & MCLENNAN COS INC 3.875%, due 03/15/2024 571748BF8 15,503,000 $15,313,873.48 0.19%
MCCORMICK & COMPANY INC 0%, due 03/27/2023 57978DQT9 15,500,000 $15,500,000.00 0.19%
MITSUBISHI UFJ TR&BK NY 0%, due 07/28/2023 60682XUU8 16,000,000 $15,727,375.84 0.19%
MUFG BANK LTD/NY 0%, due 07/20/2023 62479MUL5 16,000,000 $15,746,419.36 0.19%
NEXTERA ENERGY CAPITAL N/C, 4.255%, due 09/01/2024 65339KBL3 15,488,000 $15,359,976.97 0.19%
ORACLE CORP 0%, due 04/25/2023 6840C3RR6 16,000,000 $15,934,238.72 0.19%
ORACLE CORP 2.95%, due 11/15/2024 68389XBS3 16,000,000 $15,533,602.40 0.19%
PERKINELMER INC 0.55%, due 09/15/2023 714046AK5 16,000,000 $15,671,496.32 0.19%
S&P GLOBAL INC 0%, due 04/27/2023 78513LRT8 16,000,000 $15,923,533.28 0.19%
SCHLUMBERGER INVESTMENT 3.65%, due 12/01/2023 806854AH8 15,776,000 $15,601,317.87 0.19%
SEMPRA ENERGY 0%, due 05/01/2023 81686NS19 16,000,000 $15,910,484.00 0.19%
SOUTHERN CO FUNDING CORP 0%, due 04/12/2023 8426E3RC3 16,000,000 $15,959,207.84 0.19%
SOUTHERN CO FUNDING CORP 0%, due 04/20/2023 8426E3RL3 16,000,000 $15,943,433.28 0.19%
TRANSCANADA PIPELINES 0%, due 04/27/2023 89355QRT5 16,000,000 $15,930,009.92 0.19%
VOLKSWAGEN GROUP AMERICA 3.125%, due 05/12/2023 928668BD3 15,676,000 $15,620,513.54 0.19%
ABBOTT LABORATORIES 3.40%, due 11/30/2023 002824BE9 15,000,000 $14,794,404.15 0.18%
ABBVIE INC 2.60%, due 11/21/2024 00287YBZ1 15,000,000 $14,542,471.36 0.18%
ABBVIE INC 3.75%, due 11/14/2023 00287YBC2 15,000,000 $14,854,983.75 0.18%
ALIMENTATION COUCHE-TARD 0%, due 03/31/2023 01626VQX4 15,000,000 $14,991,746.40 0.18%
ALLSTATE CORP 3.15%, due 06/15/2023 020002AZ4 15,035,000 $14,953,492.85 0.18%
AMERICAN HONDA FINANCE 0%, due 04/13/2023 02665KRD1 15,000,000 $14,965,077.75 0.18%
AMERISOURCEBERGEN CORP 3.40%, due 05/15/2024 03073EAL9 14,575,000 $14,348,098.29 0.18%
ANZ NEW ZEALAND INTL LTD Variable rate, due 11/02/2023 00182HJQ6 15,000,000 $15,000,000.00 0.18%
AT&T INC 0%, due 10/17/2023 0020A3XH8 15,000,000 $14,543,390.85 0.18%
AT&T INC 0%, due 12/19/2023 0020A3ZK9 15,000,000 $14,377,000.05 0.18%
BANK OF AMERICA CORP Variable rate, due 05/28/2024 06051GJX8 15,000,000 $14,955,000.00 0.18%
BANK OF MONTREAL CHICAGO N/C, Variable rate, due 07/03/2023 06367CWA1 15,000,000 $15,016,962.00 0.18%
BARCLAYS US CCP 0%, due 05/24/2023 06744GZT2 15,000,000 $14,882,050.20 0.18%
BAT INTL FINANCE PLC 0%, due 07/17/2023 05531NUH7 15,000,000 $14,754,926.10 0.18%
BAXTER INTERNATIONAL INC 0.868%, due 12/01/2023 071813CE7 15,000,000 $14,589,207.76 0.18%
BMW Vehicle Lease Trust Series 2023-1, Class A3, 5.16%, due 11/25/2025 05593AAC3 15,000,000 $15,126,102.00 0.18%
BRISTOL-MYERS SQUIBB CO 3.25%, due 11/01/2023 110122AW8 15,126,000 $14,980,512.83 0.18%
CAMPBELL SOUP COMPANY 0%, due 04/05/2023 13443DR50 15,000,000 $14,981,592.45 0.18%
COMMONWEALTH BK AUSTRALIA Variable rate, due 05/02/2023 20272A2L9 15,000,000 $15,000,000.00 0.18%
CONAGRA BRANDS INC 0%, due 04/21/2023 20600HRM8 14,750,000 $14,692,099.47 0.18%
CONSTELLATION BRANDS INC 0%, due 04/10/2023 21037DRA4 15,000,000 $14,969,018.70 0.18%
CONSTELLATION BRANDS INC 5%, due 02/02/2026 21036PBN7 15,000,000 $15,019,229.70 0.18%
CROWN CASTLE INC. 0%, due 04/04/2023 22823QR45 15,000,000 $14,982,166.65 0.18%
CSLB HOLDINGS INC 0%, due 03/28/2023 12655NQU9 15,000,000 $14,997,664.50 0.18%
CSLB HOLDINGS INC 0%, due 03/29/2023 12655NQV7 15,000,000 $14,995,287.90 0.18%
CSX CORP 3.40%, due 08/01/2024 126408HB2 15,000,000 $14,722,789.50 0.18%
DOLLAR GENERAL CORP 0%, due 03/27/2023 25667MQT2 15,000,000 $15,000,000.00 0.18%
FHLMC Multifamily Structured Pass Through Certs. Series K045, Class A2, 3.023%, due 01/25/2025 3137BHXJ1 15,461,133 $15,083,867.58 0.18%
FIDELITY NATL INFO SERV 0%, due 04/05/2023 31622GR58 15,000,000 $14,981,062.50 0.18%
FIDELITY NATL INFO SERV 0%, due 04/19/2023 31622GRK5 15,000,000 $14,944,353.90 0.18%
FISERV INC 0%, due 04/03/2023 33774LR34 15,000,000 $14,983,653.90 0.18%
FREMF Mortgage Trust Series 2013-K29, Class B, Variable rate, due 05/25/2046 30291JAJ2 14,790,156 $14,737,644.93 0.18%
GENERAL MILLS INC 0%, due 04/17/2023 3703E1RH3 15,000,000 $14,950,915.95 0.18%
GENERAL MOTORS FINL CO N/C, Variable rate, due 03/08/2024 37045XDF0 15,000,000 $14,888,436.60 0.18%
GLENCORE FUNDING LLC 0%, due 03/28/2023 37790BQU8 15,000,000 $14,997,944.40 0.18%
GSK CONSUMER HEALTHCARE 0%, due 04/18/2023 36265PRJ9 15,000,000 $14,949,529.35 0.18%
GSK CONSUMER HEALTHCARE 0%, due 04/19/2023 36265PRK6 15,000,000 $14,944,842.90 0.18%
HUMANA INC 0%, due 04/20/2023 44486JRL5 15,000,000 $14,942,463.30 0.18%
HUMANA INC 5.70%, due 03/13/2026 444859BW1 14,800,000 $14,874,117.96 0.18%
JABIL INC 0%, due 04/06/2023 46652MR64 15,000,000 $14,977,410.75 0.18%
KELLOGG CO 0%, due 04/03/2023 48783DR39 15,000,000 $14,984,238.15 0.18%
MARRIOTT INTERNATIONAL 0%, due 04/05/2023 57163UR57 15,000,000 $14,981,625.00 0.18%
MCCORMICK & COMPANY INC 0%, due 03/29/2023 57978DQV4 15,000,000 $14,995,989.30 0.18%
MORGAN STANLEY Variable rate, due 01/22/2025 61747YEB7 15,000,000 $14,466,433.95 0.18%
NATWEST MARKETS PLC Variable rate, due 08/12/2024 63906YAC2 14,885,000 $14,628,787.03 0.18%
NEXTERA ENERGY CAP HLDGS 0%, due 03/29/2023 65339NQV9 15,000,000 $14,995,974.15 0.18%
NUTRIEN LTD 0%, due 05/03/2023 67077VS33 15,000,000 $14,922,658.80 0.18%
OKLAHOMA G&E CO 0.553%, due 05/26/2023 678858BW0 15,000,000 $14,881,816.65 0.18%
ORACLE CORP 0%, due 04/06/2023 6840C3R62 15,000,000 $14,977,884.15 0.18%
PARKER-HANNIFIN CORP 0%, due 05/01/2023 70109MS13 15,000,000 $14,927,636.85 0.18%
PARKER-HANNIFIN CORP 0%, due 05/09/2023 70109MS96 15,000,000 $14,904,641.10 0.18%
PUBLIC STORAGE Variable rate, due 04/23/2024 74460WAB3 15,190,000 $15,088,131.61 0.18%
RAYTHEON TECH CORP 0%, due 03/29/2023 75513GQV1 15,000,000 $14,995,454.85 0.18%
ROCKWELL AUTOMATION 0.35%, due 08/15/2023 773903AK5 15,000,000 $14,702,580.15 0.18%
SEMPRA ENERGY 0%, due 04/04/2023 81686NR44 15,000,000 $14,981,471.40 0.18%
SHERWIN-WILLIAMS CO 0%, due 04/03/2023 82434UR33 14,400,000 $14,386,221.79 0.18%
SOUTHERN CAL EDISON N/C, Variable rate, due 04/03/2023 842400HA4 15,000,000 $14,994,167.10 0.18%
SUNCOR ENERGY INC 0%, due 05/08/2023 86723BS84 15,000,000 $14,910,848.40 0.18%
THERMO FISHER SCIENTIFIC 0%, due 05/23/2023 88355MSP3 15,000,000 $14,879,504.70 0.18%
TRANSCANADA PIPELINES 0%, due 05/03/2023 89355QS31 15,000,000 $14,921,394.90 0.18%
TRUIST BANK 5.11%, due 10/31/2023 89788L6P4 15,000,000 $15,006,450.00 0.18%
TRUIST FINANCIAL CORP 3.75%, due 12/06/2023 05531FBF9 15,000,000 $14,776,740.90 0.18%
UBS AG LONDON Variable rate, due 04/20/2023 90276JQR0 15,000,000 $15,000,000.00 0.18%
Verizon Master Trust Series 2022-5, Class A1A, Variable rate, due 07/20/2027 92348KAV5 15,000,000 $14,833,564.50 0.18%
VMWARE INC 1%, due 08/15/2024 928563AH8 15,178,000 $14,407,221.09 0.18%
VULCAN MATERIALS CO 0%, due 04/11/2023 92919URB8 15,000,000 $14,968,379.85 0.18%
WASTE MANAGEMENT INC 0%, due 04/03/2023 94107NR30 15,000,000 $14,985,657.60 0.18%
WEC ENERGY GROUP INC 0%, due 04/12/2023 92930WRC7 15,000,000 $14,962,564.95 0.18%
WILLIAMS COMPANIES INC 4.30%, due 03/04/2024 96950FAM6 15,000,000 $14,816,699.55 0.18%
COOPERATIEVE RABOBANK UA 0%, due 07/31/2023 21687BUX7 14,000,000 $13,760,348.28 0.17%
ENRGY TRANS LP/REG FIN 4.50%, due 11/01/2023 75886AAJ7 13,723,000 $13,628,557.35 0.17%
FIDELITY NATL INFO SERV 0%, due 04/04/2023 31622GR41 13,800,000 $13,784,443.54 0.17%
GLOBAL PAYMENTS INC 4%, due 06/01/2023 891906AE9 13,820,000 $13,769,657.89 0.17%
Honda Auto Receivables Owner Trust Series 2022-2, Class A2, 3.81%, due 03/18/2025 43815PAB5 14,100,000 $14,006,342.16 0.17%
John Deere Owner Trust Series 2023-A, Class A2, 5.28%, due 03/16/2026 47800CAB2 14,000,000 $14,123,093.60 0.17%
VULCAN MATERIALS CO 0%, due 04/06/2023 92919UR69 14,000,000 $13,979,376.74 0.17%
World Omni Auto Receivables Trust Series 2022-C, Class A2, 4.21%, due 03/16/2026 98163TAB9 14,435,035 $14,318,153.15 0.17%
COMM Mortgage Trust Series 2013-LC13, Class A5, 4.205%, due 08/10/2046 12626GAF0 13,473,249 $13,366,458.54 0.16%
DOMINION ENERGY INC Variable rate, due 09/15/2023 25746UDH9 13,573,000 $13,500,125.34 0.16%
FHLMC Multifamily Structured Pass Through Certs. Series K038, Class A2, 3.389%, due 03/25/2024 3137BBBD1 12,950,895 $12,780,766.05 0.16%
PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 04/12/2024 74256LEM7 13,054,000 $12,938,772.47 0.16%
ROYAL BANK OF CANADA NY Variable rate, due 08/08/2023 78015M6J4 13,408,000 $13,431,525.68 0.16%
ASTRAZENECA PLC 0.30%, due 05/26/2023 046353AY4 12,436,000 $12,341,044.42 0.15%
ASTRAZENECA PLC 3.50%, due 08/17/2023 046353AR9 12,000,000 $11,915,174.04 0.15%
CENTERPOINT ENERGY INC 0%, due 03/31/2023 1518T3QX3 12,000,000 $11,992,788.12 0.15%
Chase Auto Owner Trust Series 2022-AA, Class A2, 4.21%, due 10/27/2025 16144JAB7 12,598,633 $12,515,811.64 0.15%
Dell Equipment Finance Trust Series 2023-1, Class A2, 5.65%, due 09/28/2028 24702HAC7 12,000,000 $12,043,479.60 0.15%
ENTERGY CORP 0%, due 04/13/2023 29366GRD5 12,000,000 $11,971,974.00 0.15%
GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2024 38141GYF5 12,500,000 $12,441,258.75 0.15%
MARRIOTT INTERNATIONAL 0%, due 04/19/2023 57163URK4 12,000,000 $11,957,768.76 0.15%
NORTHERN STATES PWR-MINN 2.60%, due 05/15/2023 665772CK3 11,950,000 $11,907,160.45 0.15%
VW CREDIT INC 0%, due 04/11/2023 91842KRB4 12,000,000 $11,975,084.64 0.15%
WESTPAC BANKING CORP 0%, due 01/26/2024 9612C0AS8 13,000,000 $12,454,087.88 0.15%
BANK OF NY MELLON CORP 3.35%, due 04/25/2025 06406RBC0 11,905,000 $11,484,377.54 0.14%
BPCE 0%, due 08/01/2023 05571CV16 12,000,000 $11,789,312.16 0.14%
CHARTER COMM OPT LLC/CAP Variable rate, due 02/01/2024 161175BP8 11,612,000 $11,659,034.64 0.14%
COOPERATIEVE RABOBANK UA 0%, due 10/20/2023 21687BXL0 11,920,000 $11,581,295.70 0.14%
CVS HEALTH CORP 3.375%, due 08/12/2024 126650CF5 11,450,000 $11,243,802.22 0.14%
DH EUROPE FINANCE II 2.20%, due 11/15/2024 23291KAG0 11,834,000 $11,389,848.09 0.14%
DUKE ENERGY CORPORATION 0%, due 04/12/2023 26244JRC5 11,500,000 $11,474,835.82 0.14%
FISERV INC 2.75%, due 07/01/2024 337738AS7 11,708,000 $11,366,145.83 0.14%
GILEAD SCIENCES INC 3.70%, due 04/01/2024 375558AW3 11,976,000 $11,870,068.69 0.14%
LLOYDS BANKING GROUP PLC N/C, 4.05%, due 08/16/2023 539439AS8 11,282,000 $11,181,783.80 0.14%
LOWE'S COS INC 3.875%, due 09/15/2023 548661CZ8 11,880,000 $11,872,661.61 0.14%
MARSH & MCLENNAN COS INC 4.05%, due 10/15/2023 571748AU6 11,587,000 $11,567,479.50 0.14%
MORGAN STANLEY 3.70%, due 10/23/2024 61761JVL0 12,000,000 $11,780,757.36 0.14%
NATIONAL BANK OF CANADA 0%, due 08/01/2023 63307MV14 12,000,000 $11,790,601.08 0.14%
PACIFIC GAS & ELECTRIC 4.25%, due 08/01/2023 694308JB4 11,186,000 $11,117,389.89 0.14%
SEMPRA ENERGY 0%, due 03/27/2023 81686NQT0 11,500,000 $11,500,000.00 0.14%
TORONTO DOMINION BANK 0%, due 11/01/2023 89119BY18 12,000,000 $11,637,555.00 0.14%
TRUIST FINANCIAL CORP Variable rate, due 06/09/2025 89788MAF9 12,000,000 $11,543,759.64 0.14%
VERIZON COMMUNICATIONS Variable rate, due 03/22/2024 92343VGD0 11,421,000 $11,401,252.52 0.14%
World Omni Auto Receivables Trust Series 2022-B, Class A2A, 2.77%, due 10/15/2025 98163QAB5 11,682,711 $11,560,303.74 0.14%
AMERICAN ELEC POWER CO 0%, due 04/06/2023 0255E3R67 11,000,000 $10,984,773.91 0.13%
AON GLOBAL LTD 4%, due 11/27/2023 00185AAD6 10,553,000 $10,505,419.90 0.13%
BMW Vehicle Owner Trust Series 2022-A, Class A2A, 2.98%, due 12/26/2024 05602RAB7 10,997,778 $10,916,320.84 0.13%
CITIGROUP INC N/C, 3.75%, due 06/16/2024 172967HT1 10,605,000 $10,392,175.15 0.13%
CONSTELLATION BRANDS INC 0%, due 03/28/2023 21037DQU1 11,000,000 $10,998,385.20 0.13%
CONSTELLATION BRANDS INC 0%, due 04/11/2023 21037DRB2 11,000,000 $10,975,643.80 0.13%
CROWN CASTLE INC. 0%, due 03/30/2023 22823QQW4 10,500,000 $10,495,345.35 0.13%
DELMARVA PWR & LIGHT CO 3.50%, due 11/15/2023 247109BS9 10,537,000 $10,431,766.67 0.13%
FIFTH THIRD BANCORP 1.625%, due 05/05/2023 316773CZ1 10,588,000 $10,536,396.63 0.13%
JDE PEET'S NV 0.80%, due 09/24/2024 47216QAA1 11,000,000 $10,264,738.33 0.13%
JPMORGAN CHASE & CO N/C, 3.375%, due 05/01/2023 46625HJJ0 11,000,000 $10,966,233.08 0.13%
THE CIGNA GROUP 3.50%, due 06/15/2024 125523BX7 11,258,000 $11,064,053.82 0.13%
UNION CARBIDE CORP N/C, 7.875%, due 04/01/2023 905572AD5 10,730,000 $10,730,415.36 0.13%
WELLS FARGO & COMPANY 3.75%, due 01/24/2024 95000U2C6 11,197,000 $11,049,969.62 0.13%
AMERICAN ELEC POWER CO 0%, due 03/27/2023 0255E3QT8 10,000,000 $10,000,000.00 0.12%
AMERICAN ELEC POWER CO 0%, due 04/10/2023 0255E3RA8 10,000,000 $9,980,466.00 0.12%
AMERICAN HONDA FINANCE 0%, due 04/05/2023 02665KR58 10,000,000 $9,987,569.50 0.12%
AMERICAN HONDA FINANCE 0%, due 04/12/2023 02665KRC3 10,000,000 $9,978,033.90 0.12%
AMGEN INC 3.625%, due 05/22/2024 031162BV1 10,000,000 $9,882,082.10 0.12%
AT&T INC 0%, due 04/11/2023 0020A3RB8 10,000,000 $9,979,258.10 0.12%
AT&T INC N/C, Variable rate, due 06/12/2024 00206RGD8 10,000,000 $9,984,602.10 0.12%
AT&T INC Variable rate, due 03/25/2024 00206RMH2 9,936,000 $9,856,867.71 0.12%
AUST & NZ BANKING GROUP Variable rate, due 06/06/2023 05253MRE6 10,000,000 $10,000,000.00 0.12%
BANK OF AMERICA CORP 4.125%, due 01/22/2024 06051GFB0 10,000,000 $9,905,591.60 0.12%
BANK OF AMERICA CORP Variable rate, due 04/22/2025 06051GJU4 10,000,000 $9,918,474.10 0.12%
BANK OF MONTREAL N/C, Variable rate, due 07/09/2024 06367WYQ0 10,000,000 $9,920,037.80 0.12%
BAXTER INTERNATIONAL INC N/C, Variable rate, due 11/29/2024 071813DB2 10,000,000 $9,785,909.40 0.12%
BAXTER INTERNATIONAL INC N/C, Variable rate, due 12/01/2023 071813CY3 10,000,000 $9,888,352.50 0.12%
BECTON DICKINSON & CO 0%, due 03/30/2023 07588MQW9 10,000,000 $9,995,901.10 0.12%
BECTON DICKINSON & CO 0%, due 04/04/2023 07588MR40 10,000,000 $9,989,075.40 0.12%
BROWN & BROWN INC 4.20%, due 09/15/2024 115236AA9 9,600,000 $9,474,389.56 0.12%
CITIGROUP GLOBAL MARKETS Variable rate, due 06/16/2023 1730QPAJ6 10,000,000 $10,000,000.00 0.12%
CONAGRA BRANDS INC 0.50%, due 08/11/2023 205887CG5 10,000,000 $9,839,798.10 0.12%
CONSTELLATION BRANDS INC 0%, due 04/03/2023 21037DR30 10,000,000 $9,989,099.20 0.12%
CROWN CASTLE INC. 0%, due 04/05/2023 22823QR52 10,000,000 $9,986,574.00 0.12%
DEUTSCHE BANK NY N/C, Variable rate, due 11/08/2023 251526CL1 10,000,000 $9,895,988.50 0.12%
ENBRIDGE US INC 0%, due 04/13/2023 29251VRD0 10,000,000 $9,973,543.20 0.12%
GLENCORE FUNDING LLC 0%, due 04/04/2023 37790BR45 10,000,000 $9,988,925.00 0.12%
JABIL INC 0%, due 03/31/2023 46652MQX6 10,000,000 $9,993,655.60 0.12%
JABIL INC 0%, due 04/03/2023 46652MR31 10,000,000 $9,988,702.20 0.12%
JABIL INC 0%, due 04/10/2023 46652MRA5 10,000,000 $9,977,822.80 0.12%
JPMORGAN CHASE & CO Variable rate, due 06/01/2025 46647PCG9 10,000,000 $9,877,540.90 0.12%
JPMORGAN CHASE & CO Variable rate, due 12/15/2025 46647PDM5 10,000,000 $10,041,823.40 0.12%
KINDER MORGAN ENER PART 4.15%, due 02/01/2024 494550BS4 10,000,000 $9,913,732.10 0.12%
LOWE'S COMPANIES INC 0%, due 04/18/2023 54866MRJ2 10,000,000 $9,965,724.50 0.12%
MARRIOTT INTERNATIONAL 0%, due 03/29/2023 57163UQV1 10,000,000 $9,997,267.80 0.12%
MARVELL TECHNOLOGY INC 4.20%, due 06/22/2023 573874AL8 9,955,000 $9,910,860.93 0.12%
MERCEDES-BENZ FIN NA 0%, due 04/24/2023 58768KRQ0 10,000,000 $9,958,351.80 0.12%
MERCEDES-BENZ FIN NA 0%, due 05/05/2023 58768KS55 10,000,000 $9,942,015.80 0.12%
MONDELEZ INTERNATIONAL 0%, due 04/13/2023 60920WRD4 10,000,000 $9,976,674.70 0.12%
MONDELEZ INTERNATIONAL 0%, due 04/19/2023 60920WRK8 10,000,000 $9,966,777.80 0.12%
NEXTERA ENERGY CAP HLDGS 0%, due 03/28/2023 65339NQU1 10,000,000 $9,998,658.10 0.12%
NEXTERA ENERGY CAPITAL Variable rate, due 11/03/2023 65339KBX7 10,000,000 $9,964,334.90 0.12%
NUTRIEN LTD 0%, due 04/10/2023 67077VRA8 10,000,000 $9,980,132.90 0.12%
NUTRIEN LTD 0%, due 05/02/2023 67077VS25 10,000,000 $9,949,832.80 0.12%
PARKER-HANNIFIN CORP 0%, due 05/03/2023 70109MS39 10,000,000 $9,943,643.50 0.12%
PEPSICO INC 0.40%, due 10/07/2023 713448FB9 10,000,000 $9,778,826.10 0.12%
PHILIP MORRIS INTL INC 0%, due 10/24/2023 71838MXQ8 10,400,000 $10,093,005.00 0.12%
ROYAL BANK OF CANADA NY N/C, 3.91%, due 07/19/2023 78015J5J2 10,000,000 $10,000,000.00 0.12%
SHERWIN-WILLIAMS CO 0%, due 04/10/2023 82434URA7 10,000,000 $9,980,892.40 0.12%
SHERWIN-WILLIAMS CO 0%, due 04/17/2023 82434URH2 10,000,000 $9,970,764.30 0.12%
SHERWIN-WILLIAMS CO 0%, due 04/19/2023 82434URK5 10,000,000 $9,967,805.40 0.12%
SOUTHERN CO FUNDING CORP 0%, due 04/14/2023 8426E3RE9 10,000,000 $9,972,457.90 0.12%
SUMITOMO MITSUI TRUST BANK LTD N/C, Variable rate, due 09/16/2024 86563VAX7 10,000,000 $9,910,541.40 0.12%
SUNCOR ENERGY INC 0%, due 04/03/2023 86723BR36 10,000,000 $9,990,323.60 0.12%
SUNCOR ENERGY INC 0%, due 04/05/2023 86723BR51 10,000,000 $9,987,427.20 0.12%
SUNCOR ENERGY INC 0%, due 05/01/2023 86723BS19 10,000,000 $9,950,736.90 0.12%
THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2023 883556CR1 10,000,000 $9,981,627.10 0.12%
TORONTO DOMINION BANK NY 3.95%, due 07/19/2023 89115BAE0 10,000,000 $10,000,000.00 0.12%
TORONTO-DOMINION BANK N/C, Variable rate, due 03/08/2024 89114TZS4 10,000,000 $10,007,635.10 0.12%
TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/13/2024 89236TJP1 10,000,000 $9,930,737.00 0.12%
U.S. Treasury Note, 2.75%, due 04/30/2023 9128284L1 10,000,000 $9,985,210.30 0.12%
UNITEDHEALTH GROUP INC 3.50%, due 02/15/2024 91324PDM1 10,000,000 $9,883,566.20 0.12%
AMERICAN ELEC POWER CO 0%, due 04/12/2023 0255E3RC4 9,050,000 $9,029,636.32 0.11%
BAXTER INTERNATIONAL INC 1.322%, due 11/29/2024 071813CH0 9,177,000 $8,630,612.80 0.11%
CONSTELLATION BRANDS INC 0%, due 04/17/2023 21037DRH9 9,150,000 $9,118,312.09 0.11%
ENTERPRISE PRODUCTS OPERATING LLC 3.75%, due 02/15/2025 29379VBE2 9,496,000 $9,333,913.44 0.11%
FREMF Mortgage Trust Series 2013-K30, Class B, Variable rate, due 06/25/2045 30291KAN0 9,000,000 $8,952,915.60 0.11%
GENERAL DYNAMICS CORP 3.375%, due 05/15/2023 369550BD9 9,443,000 $9,420,895.55 0.11%
GLAXOSMITHKLINE CAPITAL 0.534%, due 10/01/2023 377373AL9 8,860,000 $8,651,775.29 0.11%
JOHN DEERE CAPITAL CORP N/C, 0.40%, due 10/10/2023 24422EVJ5 9,500,000 $9,267,060.95 0.11%
JPMBB Commercial Mortgage Securities Trust Series 2013-C14, Class A4, Variable rate, due 08/15/2046 46640LAD4 8,842,323 $8,793,407.10 0.11%
MICROSOFT CORP 3.625%, due 12/15/2023 594918AW4 8,979,000 $8,961,282.72 0.11%
MONDELEZ INTERNATIONAL 0%, due 03/29/2023 60920WQV5 9,000,000 $8,997,579.45 0.11%
TELEDYNE TECHNOLOGIES INC 0.65%, due 04/01/2023 879360AA3 9,100,000 $9,095,397.58 0.11%
WASTE MANAGEMENT INC 3.125%, due 03/01/2025 94106LBA6 9,596,000 $9,388,503.00 0.11%
BANK OF NOVA SCOTIA N/C, Variable rate, due 07/31/2024 0641596F8 8,000,000 $7,914,483.84 0.10%
CANADIAN IMPERIAL BANK N/C, Variable rate, due 06/22/2023 13607HVD1 8,500,000 $8,492,688.30 0.10%
CAPITAL ONE FINANCIAL CORP Variable rate, due 12/06/2024 14040HCL7 8,000,000 $7,875,087.60 0.10%
CONAGRA BRANDS INC 4.30%, due 05/01/2024 205887CA8 7,956,000 $7,903,996.24 0.10%
FHLMC Multifamily Structured Pass Through Certs. Series K030, Class A2, Variable rate, due 04/25/2023 3137B3NA2 8,218,399 $8,191,154.60 0.10%
GM Financial Securitized Term Auto Receivables Tr Series 2022-2, Class A2, 2.52%, due 05/16/2025 362585AB7 8,083,466 $7,994,014.68 0.10%
HYATT HOTELS CORP 1.30%, due 10/01/2023 448579AL6 8,000,000 $7,853,311.52 0.10%
L3HARRIS TECH INC 0%, due 03/27/2023 50246YQT4 7,900,000 $7,900,000.00 0.10%
PLAINS ALL AMER PIPELINE 3.85%, due 10/15/2023 72650RBD3 8,465,000 $8,391,761.92 0.10%
ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2024 78016EZV2 8,000,000 $7,935,144.24 0.10%
AMERICAN ELECTRIC POWER Variable rate, due 11/01/2023 025537AS0 7,224,000 $7,184,192.29 0.09%
AMERICAN EXPRESS CO 3.70%, due 08/03/2023 025816BW8 7,280,000 $7,229,774.77 0.09%
AMERICAN WATER CAPITAL CORP 3.85%, due 03/01/2024 03040WAK1 7,710,000 $7,619,121.85 0.09%
AMGEN INC 5.507%, due 03/02/2026 031162DN7 7,000,000 $7,046,355.61 0.09%
CADENCE DESIGN SYS INC 4.375%, due 10/15/2024 127387AL2 7,349,000 $7,305,593.72 0.09%
CENTERPOINT ENERGY INC Variable rate, due 05/13/2024 15189TAZ0 7,070,000 $7,013,042.88 0.09%
COMCAST CORP 3.70%, due 04/15/2024 20030NCR0 7,387,000 $7,306,657.80 0.09%
DOMINION ENERGY SOUTH 0%, due 04/12/2023 25731ERC8 7,000,000 $6,982,722.67 0.09%
NATWEST GROUP PLC Variable rate, due 05/22/2024 780097BN0 7,615,000 $7,563,192.41 0.09%
NUTRIEN LTD 0%, due 04/04/2023 67077VR42 7,100,000 $7,091,970.18 0.09%
PARKER-HANNIFIN CORP 3.65%, due 06/15/2024 701094AQ7 7,346,000 $7,232,643.21 0.09%
SOUTHERN CO Variable rate, due 05/10/2023 842587DK0 7,550,000 $7,537,235.22 0.09%
THERMO FISHER SCIENTIFIC Variable rate, due 04/18/2023 883556CN0 7,681,000 $7,678,761.53 0.09%
Toyota Auto Receivables Owner Trust Series 2022-C, Class A2A, 4.19%, due 08/15/2025 89231CAB3 7,402,525 $7,341,013.84 0.09%
TRANSCANADA PIPELINES 0%, due 05/09/2023 89355QS98 7,500,000 $7,453,552.28 0.09%
TRUIST BANK Variable rate, due 08/02/2024 86787EAY3 7,645,000 $7,589,790.49 0.09%
AETNA INC 3.50%, due 11/15/2024 00817YAQ1 6,973,000 $6,825,910.14 0.08%
ELEVANCE HEALTH INC 2.375%, due 01/15/2025 036752AJ2 6,642,000 $6,384,105.49 0.08%
ENBRIDGE INC 3.50%, due 06/10/2024 29250NAH8 6,440,000 $6,296,191.59 0.08%
FED CAISSES DESJARDINS Variable rate, due 05/21/2024 31429KAF0 6,200,000 $6,201,781.51 0.08%
GOLDMAN SACHS GROUP INC 1.217%, due 12/06/2023 38141GZE7 7,000,000 $6,803,077.89 0.08%
HYUNDAI CAPITAL AMERICA 1%, due 09/17/2024 44891ABY2 7,000,000 $6,596,186.59 0.08%
KINDER MORGAN ENER PART 4.30%, due 05/01/2024 28370TAG4 6,462,000 $6,437,715.03 0.08%
MET LIFE GLOBAL FUNDING I N/C, Variable rate, due 09/27/2024 59217GEQ8 7,000,000 $6,931,158.78 0.08%
ROCHE HOLDINGS INC 0.45%, due 03/05/2024 771196BQ4 6,600,000 $6,319,688.23 0.08%
UNITEDHEALTH GROUP INC 0.55%, due 05/15/2024 91324PEB4 6,591,000 $6,291,430.61 0.08%
ZIMMER BIOMET HOLDINGS 3.55%, due 04/01/2025 98956PAF9 7,000,000 $6,843,030.32 0.08%
BMW US CAPITAL LLC Variable rate, due 04/01/2024 05565EBN4 6,159,000 $6,125,889.84 0.07%
BRAVO Residential Funding Trust Series 2021-NQM1, Class A1, Variable rate, due 02/25/2049 10569TAA6 6,138,357 $5,454,511.68 0.07%
ING GROEP NV N/C, Variable rate, due 10/02/2023 456837AL7 6,000,000 $5,991,532.44 0.07%
INTL FLAVORS & FRAGRANCES 3.20%, due 05/01/2023 459506AC5 6,140,000 $6,126,064.35 0.07%
MICROCHIP TECHNOLOGY INC 0.983%, due 09/01/2024 595017BC7 5,820,000 $5,527,783.50 0.07%
OSCAR US Funding Trust Series 2022-1A, Class A2, 1.60%, due 03/10/2025 68784HAB7 5,709,433 $5,575,182.73 0.07%
PUB SVC ELEC & GAS 2.375%, due 05/15/2023 74456QBC9 5,637,000 $5,615,049.58 0.07%
Westlake Automobile Receivables Trust Series 2022-1A, Class A3, 2.30%, due 07/15/2025 96042WAD9 6,000,000 $5,880,387.60 0.07%
ANHEUSER-BUSCH INBEV WORLDWIDE N/C, Variable rate, due 01/12/2024 035240AK6 5,000,000 $5,009,013.30 0.06%
ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 04685A2X8 5,000,000 $4,950,326.40 0.06%
BANQUE FEDERATIVE DU CREDIT MUTUEL N/C, Variable rate, due 02/04/2025 06675FAW7 5,000,000 $4,889,247.45 0.06%
CANADIAN PACIFIC RAILWAY 1.35%, due 12/02/2024 13645RBD5 5,000,000 $4,738,220.55 0.06%
CHEVRON CORP 1.141%, due 05/11/2023 166764BV1 5,000,000 $4,975,831.25 0.06%
CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 12557LBK0 4,857,354 $4,540,576.53 0.06%
CONSTELLATION BRANDS INC 4.75%, due 11/15/2024 21036PAN8 5,000,000 $5,015,468.60 0.06%
Credit Suisse Mortgage Trust Series 2020-NQM1, Class A1, Variable rate, due 05/25/2065 126401AA6 5,033,004 $4,578,301.66 0.06%
CVS HEALTH CORP 2.625%, due 08/15/2024 126650DE7 4,954,000 $4,814,902.68 0.06%
DAIMLER TRUCKS FINANCE NA N/C, Variable rate, due 12/14/2023 233853AC4 5,000,000 $4,948,184.20 0.06%
DANSKE BANK A/S 0.976%, due 09/10/2025 23636ABA8 5,000,000 $4,683,802.95 0.06%
ENBRIDGE INC 0.55%, due 10/04/2023 29250NBG9 5,442,000 $5,287,957.22 0.06%
ENBRIDGE INC 2.15%, due 02/16/2024 29250NBK0 5,000,000 $4,855,027.10 0.06%
FIFTH THIRD BANCORP 3.65%, due 01/25/2024 316773CX6 5,341,000 $5,187,889.39 0.06%
GOLDMAN SACHS GROUP INC N/C, 5.70%, due 11/01/2024 38141GZV9 5,000,000 $5,035,656.85 0.06%
JPMORGAN CHASE & CO N/C, 3.875%, due 09/10/2024 46625HJY7 4,900,000 $4,823,196.81 0.06%
MACQUARIE GROUP LTD Variable rate, due 10/14/2025 55608JBB3 5,000,000 $4,856,066.00 0.06%
MORGAN STANLEY N/C, 4.10%, due 05/22/2023 61747YDU6 5,000,000 $4,984,332.05 0.06%
MORGAN STANLEY Variable rate, due 04/05/2024 61772BAA1 5,333,000 $5,325,187.74 0.06%
NATIONAL BANK OF CANADA N/C, Variable rate, due 08/06/2024 63307A2Q7 5,000,000 $4,934,657.05 0.06%
NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 06/06/2024 64953BAX6 5,000,000 $4,956,733.35 0.06%
PACIFIC GAS & ELECTRIC 3.85%, due 11/15/2023 694308HE0 5,000,000 $4,932,655.30 0.06%
PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 08/23/2024 74256LER6 5,000,000 $4,935,660.95 0.06%
SANOFI 3.375%, due 06/19/2023 801060AC8 5,275,000 $5,254,682.86 0.06%
SOUTHERN CALIF GAS CO Variable rate, due 09/14/2023 842434CV2 5,000,000 $4,976,542.00 0.06%
THE CIGNA GROUP 5.685%, due 03/15/2026 125523CR9 5,000,000 $5,038,372.35 0.06%
UBS AG LONDON N/C, Variable rate, due 08/09/2024 902674YL8 5,000,000 $4,945,620.60 0.06%
UNITEDHEALTH GROUP INC 3.50%, due 06/15/2023 91324PDJ8 4,799,000 $4,781,967.25 0.06%
WASTE MANAGEMENT INC 3.50%, due 05/15/2024 94106LAZ2 4,937,000 $4,874,507.21 0.06%
ZIMMER BIOMET HOLDINGS 1.45%, due 11/22/2024 98956PAU6 5,000,000 $4,730,401.50 0.06%
AMERICAN EXPRESS CO N/C, 3.375%, due 05/03/2024 025816CV9 3,766,000 $3,703,200.90 0.05%
BMW US CAPITAL LLC 3.80%, due 04/06/2023 05565EBM6 4,000,000 $3,998,768.80 0.05%
CITIGROUP INC Variable rate, due 05/15/2024 172967MR9 4,136,000 $4,115,502.31 0.05%
COOPERATIEVE RABOBANK UA Variable rate, due 03/29/2023 21687CDA4 4,500,000 $4,500,055.93 0.05%
Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 12596XAA0 4,547,995 $4,225,859.50 0.05%
DAIMLER TRUCKS FINANCE NA 1.125%, due 12/14/2023 233853AB6 4,000,000 $3,884,414.60 0.05%
DT Auto Owner Trust Series 2022-1A, Class A, 1.58%, due 04/15/2026 23345YAA9 4,004,094 $3,943,166.48 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K041, Class A1, 2.72%, due 08/25/2024 3137BFE80 4,461,644 $4,432,589.42 0.05%
FHLMC Multifamily Structured Pass Through Certs. Series K046, Class A1, 2.697%, due 01/25/2025 3137BJP56 3,743,868 $3,689,767.49 0.05%
Flagship Credit Auto Trust Series 2021-3, Class A, 0.36%, due 07/15/2027 33846QAA9 4,061,877 $3,952,768.11 0.05%
Ford Credit Auto Owner Trust Series 2022-B, Class A2A, 3.44%, due 02/15/2025 34534LAB3 4,079,998 $4,047,449.23 0.05%
Freddie Mac Series 4671, Class CA, 3.50%, due 08/15/2043 3137BW2C7 4,522,324 $4,449,868.40 0.05%
GENERAL MOTORS FINL CO 4.15%, due 06/19/2023 37045XCL8 3,900,000 $3,884,256.32 0.05%
GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 38141GYQ1 4,000,000 $3,958,756.16 0.05%
JOHN DEERE CAPITAL CORP N/C, Variable rate, due 06/07/2023 24422EUG2 3,955,000 $3,943,867.82 0.05%
KNDL Mortgage Trust Series 2019-KNSQ, Class A, Variable rate, due 05/15/2036 482598AA7 4,100,000 $4,061,291.90 0.05%
PPL ELECTRIC UTILITIES CORP Variable rate, due 06/24/2024 69351UAY9 4,200,000 $4,199,610.91 0.05%
REPUBLIC SERVICES INC 3.20%, due 03/15/2025 760759AQ3 4,500,000 $4,382,680.95 0.05%
SOUTHERN CAL EDISON 0.70%, due 08/01/2023 842400HH9 4,000,000 $3,938,858.52 0.05%
AUTOZONE INC 3.125%, due 07/15/2023 053332AP7 3,000,000 $2,981,415.90 0.04%
BRIGHTHSE FIN GLBL FUND N/C, Variable rate, due 04/12/2024 10921U2B3 3,000,000 $2,984,133.18 0.04%
COLT Funding LLC Series 2020-2R, Class A1, Variable rate, due 10/26/2065 12656GAA4 3,328,534 $3,007,725.87 0.04%
DUKE ENERGY CORP Variable rate, due 06/10/2023 26441CBK0 3,000,000 $2,995,814.58 0.04%
ENBRIDGE INC N/C, Variable rate, due 02/16/2024 29250NBM6 3,000,000 $2,977,884.30 0.04%
FREMF Mortgage Trust Series 2013-K29, Class C, Variable rate, due 05/25/2046 30291JAL7 3,495,000 $3,482,591.35 0.04%
GLOBAL PAYMENTS INC 1.50%, due 11/15/2024 37940XAF9 3,049,000 $2,877,497.93 0.04%
HUMANA INC 3.85%, due 10/01/2024 444859BD3 3,000,000 $2,954,063.19 0.04%
Hyundai Auto Receivables Trust Series 2022-A, Class A2A, 1.81%, due 02/18/2025 448977AB4 3,334,722 $3,290,533.40 0.04%
JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 46651GAL3 3,255,070 $3,079,463.12 0.04%
JP Morgan Mortgage Trust Series 2020-2, Class A11, Variable rate, due 07/25/2050 46591TBB9 3,774,442 $3,548,655.02 0.04%
MARSH & MCLENNAN COS INC 3.50%, due 03/10/2025 571748AX0 3,100,000 $3,032,115.39 0.04%
MARTIN MARIETTA MATERIALS 4.25%, due 07/02/2024 573284AN6 3,395,000 $3,385,208.89 0.04%
MIZUHO FINANCIAL GROUP Variable rate, due 09/08/2024 60687YBJ7 3,306,000 $3,240,638.00 0.04%
NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 03/08/2024 654740BR9 3,000,000 $2,963,949.30 0.04%
OSCAR US Funding Trust Series 2021-2A, Class A2, 0.39%, due 08/12/2024 68785BAB9 3,174,140 $3,153,392.08 0.04%
PAYPAL HOLDINGS INC 1.35%, due 06/01/2023 70450YAF0 3,200,000 $3,176,918.98 0.04%
Sierra Receivables Funding Co LLC Series 2018-2A, Class A, 3.50%, due 06/20/2035 82653DAA7 3,518,926 $3,474,113.35 0.04%
TORONTO-DOMINION BANK 2.35%, due 03/08/2024 89114TZR6 3,000,000 $2,918,640.81 0.04%
UNION PACIFIC CORP 2.75%, due 04/15/2023 907818DN5 3,254,000 $3,248,578.74 0.04%
UNITED PARCEL SERVICE 2.50%, due 04/01/2023 911312BK1 3,000,000 $2,998,505.58 0.04%
Verizon Master Trust Series 2022-1, Class A, Variable rate, due 01/20/2027 92348KAL7 3,000,000 $2,961,239.70 0.04%
WESTLAKE CORP 0.875%, due 08/15/2024 960413AX0 3,140,000 $2,988,055.78 0.04%
AMERICAN EXPRESS CO N/C, Variable rate, due 08/03/2023 025816BX6 2,292,000 $2,290,007.45 0.03%
Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 3136AJSW7 2,114,126 $2,053,470.37 0.03%
Fannie Mae Series 2017-18, Class VB, 3%, due 05/25/2040 3136AVPW3 2,843,456 $2,800,389.15 0.03%
FHLMC Multifamily Structured Pass Through Certs. Series KJ12, Class A2, 3.035%, due 08/25/2024 3137BVYN0 2,453,394 $2,430,862.19 0.03%
GCAT Series 2020-NQM1, Class A1, Variable rate, due 01/25/2060 36167FAA7 2,668,235 $2,542,564.81 0.03%
GLS Auto Receivables Trust Series 2021-4A, Class A, 0.92%, due 07/15/2025 36263DAA5 2,152,822 $2,127,124.50 0.03%
JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 46591DBF5 2,891,748 $2,781,584.48 0.03%
THE BOEING CO 4.508%, due 05/01/2023 097023CS2 2,361,000 $2,356,814.77 0.03%
WELLS FARGO & COMPANY Variable rate, due 06/02/2024 95000U2R3 2,401,000 $2,385,682.06 0.03%
DT Auto Owner Trust Series 2021-4A, Class A, 0.56%, due 09/15/2025 26253WAA6 2,045,189 $2,021,294.50 0.02%
Exeter Automobile Receivables Trust Series 2020-3A, Class C, 1.32%, due 07/15/2025 30166NAE6 1,993,055 $1,980,940.61 0.02%
Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 3136ANVJ3 1,783,479 $1,721,848.06 0.02%
Foursight Capital Automobile Receivables Trust Series 2022-1, Class A2, 0%, due 09/15/2025 35105JAB4 1,510,772 $1,491,040.03 0.02%
GLS Auto Receivables Trust Series 2022-1A, Class A, 1.98%, due 08/15/2025 36263XAA1 1,900,629 $1,878,883.92 0.02%
MVW Owner Trust Series 2018-1A, Class A, 3.45%, due 01/21/2036 62848BAA9 1,440,470 $1,407,919.88 0.02%
Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 67113CAL0 1,885,479 $1,744,727.08 0.02%
QORVO INC 1.75%, due 12/15/2024 74739DAA2 1,727,000 $1,605,358.76 0.02%
UNION PACIFIC CORP 3.75%, due 03/15/2024 907818DV7 1,539,000 $1,522,582.29 0.02%
Westlake Automobile Receivables Trust Series 2021-2A, Class A2A, 0.32%, due 04/15/2025 96042RAB4 1,833,369 $1,821,968.13 0.02%
Westlake Automobile Receivables Trust Series 2021-3A, Class A2, 0.57%, due 09/16/2024 96043JAC9 1,448,981 $1,444,308.40 0.02%
American Credit Acceptance Receivables Trust Series 2022-1, Class A, 0.99%, due 12/15/2025 02530WAA2 768,560 $766,417.59 0.01%
CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 12555DAB1 1,268,454 $1,218,132.72 0.01%
CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 12554TAL5 670,822 $646,868.82 0.01%
First Investors Auto Owner Trust Series 2021-1A, Class A, 0.45%, due 03/16/2026 32059FAA7 905,494 $898,907.76 0.01%
GM Financial Automobile Leasing Trust Series 2022-3, Class A2A, 4.01%, due 10/21/2024 380130AB0 1,224,177 $1,217,108.19 0.01%
JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 46591NBC0 512,816 $503,620.67 0.01%
KENVUE INC 5.50%, due 03/22/2025 49177JAA0 1,000,000 $1,019,380.99 0.01%
ORACLE CORP 3.625%, due 07/15/2023 68389XAS4 825,000 $821,803.02 0.01%
OSCAR US Funding Trust Series 2018-2A, Class A4, 3.63%, due 09/10/2025 68784XAE6 502,231 $501,427.18 0.01%
ROPER TECHNOLOGIES INC 2.35%, due 09/15/2024 776743AH9 996,000 $963,988.80 0.01%
Starwood Mortgage Residential Trust Series 2020-1, Class A1, Variable rate, due 02/25/2050 85573AAA3 1,072,917 $1,027,594.75 0.01%
STATE STREET CORP Variable rate, due 01/26/2026 857477BZ5 516,000 $514,327.56 0.01%
THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2024 883556CQ3 1,000,000 $988,632.02 0.01%
TOYOTA MOTOR CREDIT CORP N/C, 2.50%, due 03/22/2024 89236TJX4 1,000,000 $978,619.05 0.01%
Verus Securitization Trust Series 2019-4, Class A2, Variable rate, due 11/25/2059 92537KAB0 1,264,152 $1,213,267.97 0.01%
Verus Securitization Trust Series 2019-INV2, Class A2, Variable rate, due 07/25/2059 92537HAB7 774,267 $753,256.46 0.01%
Verus Securitization Trust Series 2020-4, Class A2, Variable rate, due 05/25/2065 92538LAB7 904,282 $844,486.76 0.01%
COMM Mortgage Trust Series 2013-CR9, Class ASB, 3.834%, due 07/10/2045 12625UBA0 246,772 $246,426.23 0.00%
Fannie Mae FN 962078, 4.50%, due 03/01/2023 31414CJX7 819 $819.18 0.00%
Fannie Mae FN AE0237, 5.50%, due 11/01/2023 31419AHP5 3 $3.45 0.00%
Fannie Mae FN AE0812, 5%, due 07/01/2025 31419A3W5 3,654 $3,700.40 0.00%
Fannie Mae FN AL5764, 5%, due 09/01/2025 3138ENMN6 4,654 $4,710.08 0.00%
Fannie Mae FN AL5812, 5.50%, due 05/01/2025 3138ENN62 138 $137.55 0.00%
Fannie Mae FN AL6212, 4.50%, due 01/01/2027 3138EN3W7 1,331 $1,339.77 0.00%
Fannie Mae FN AL6798, 5%, due 09/01/2025 3138EPRU0 5,657 $5,725.24 0.00%
Fannie Mae FN BM1299, 5%, due 03/01/2027 3140J5NR6 52,393 $53,025.54 0.00%
FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 31397NHX6 68 $67.72 0.00%
FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 31397QXH6 1 $0.71 0.00%
Fannie Mae Series 2013-74, Class EL, 3%, due 04/25/2041 3136AE6R3 60,049 $59,804.31 0.00%
Freddie Mac FG G15435, 5%, due 11/01/2024 3128MEHL8 1,065 $1,078.92 0.00%
Freddie Mac FG G15821, 5%, due 07/01/2025 3128MEVN8 1,143 $1,157.95 0.00%
Freddie Mac FG G15874, 5%, due 06/01/2026 3128MEXB2 2,932 $2,969.53 0.00%
FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 31394MU65 36,347 $36,249.62 0.00%
FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 31394X5K8 122,861 $122,406.97 0.00%
Freddie Mac Series 4387, Class DE, 2%, due 01/15/2032 3137BDYB6 76,311 $75,831.03 0.00%
GLS Auto Receivables Trust Series 2021-3A, Class A, 0.42%, due 01/15/2025 36263LAA7 291,590 $290,884.46 0.00%
GNMA GN 783524, 5%, due 09/15/2024 36241L4H6 2,014 $2,042.50 0.00%
JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 46591KAZ6 201,522 $186,958.10 0.00%
JP Morgan Mortgage Trust Series 2019-LTV2, Class A11, Variable rate, due 12/25/2049 46651AAL6 179,952 $179,663.00 0.00%
JP Morgan Mortgage Trust Series 2019-LTV3, Class A, Variable rate, due 03/25/2050 46651HBC0 267,405 $265,360.84 0.00%
Residential Mortgage Loan Trust Series 2019-3, Class A2, Variable rate, due 09/25/2059 76119NAB3 325,880 $320,516.48 0.00%
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.