Holdings of the Fund as of 10/14/2021
Total Number of Holdings (excluding cash): 504
| U.S. Treasury Note, 1.50%, due 11/30/2021 |
|
912828YT1 |
40,000,000 |
$40,072,978.80 |
0.90% |
| MORGAN STANLEY Variable rate, due 01/20/2023 |
|
6174468K8 |
28,938,000 |
$28,991,337.94 |
0.65% |
| MAXIM INTEGRATED PRODUCTS 3.375%, due 03/15/2023 |
|
57772KAB7 |
25,352,000 |
$26,175,618.28 |
0.59% |
| BANK OF NOVA SCOTIA N/C, Variable rate, due 04/15/2024 |
|
0641593W4 |
25,000,000 |
$25,113,247.00 |
0.57% |
| BPCE SA N/C, Variable rate, due 05/31/2022 |
|
05578DBD3 |
25,000,000 |
$25,135,839.50 |
0.57% |
| MET TOWER GLOBAL FUNDING N/C, Variable rate, due 01/17/2023 |
|
58989VAA2 |
25,000,000 |
$25,133,428.50 |
0.57% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/10/2023 |
|
64952WDM2 |
25,000,000 |
$25,075,435.50 |
0.56% |
| EXELON GENERATION CO LLC 3.40%, due 03/15/2022 |
|
30161MAR4 |
23,956,000 |
$24,203,638.45 |
0.54% |
| FREMF Mortgage Trust Series 2012-K17, Class B, Variable rate, due 12/25/2044 |
|
30263SAE7 |
23,047,000 |
$23,071,284.62 |
0.52% |
| INTERCONTINENTALEXCHANGE 0%, due 10/15/2021 |
|
45856WXF1 |
23,000,000 |
$23,000,000.00 |
0.52% |
| PUBLIC SVC ENTERPRISE GP 0%, due 11/09/2021 |
|
74457LY91 |
23,000,000 |
$22,997,444.24 |
0.52% |
| WELLTOWER INC 0%, due 10/26/2021 |
|
95040WXS5 |
23,000,000 |
$22,998,945.91 |
0.52% |
| VIATRIS INC 1.125%, due 06/22/2022 |
|
91533BAA8 |
21,939,000 |
$22,048,508.95 |
0.50% |
| BANK OF AMERICA CORP Variable rate, due 07/21/2023 |
|
06051GGQ6 |
20,696,000 |
$21,069,826.46 |
0.47% |
| JABIL INC 0%, due 10/18/2021 |
|
46652LXJ1 |
21,000,000 |
$20,999,212.08 |
0.47% |
| ZIMMER BIOMET HOLDINGS 3.15%, due 04/01/2022 |
|
98956PAL6 |
20,731,000 |
$20,901,522.85 |
0.47% |
| PLAINS ALL AMER PIPELINE 3.65%, due 06/01/2022 |
|
72650RAZ5 |
20,268,000 |
$20,506,672.33 |
0.46% |
| RYDER SYSTEM INC 2.50%, due 09/01/2022 |
|
78355HKF5 |
19,927,000 |
$20,272,229.69 |
0.46% |
| ALEXANDRIA REAL ESTATE EQUITIES 0%, due 11/03/2021 |
|
01527LY33 |
20,000,000 |
$19,998,311.00 |
0.45% |
| AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 |
|
02665WDG3 |
20,000,000 |
$20,074,941.60 |
0.45% |
| ASTRAZENECA FINANCE LLC 0.70%, due 05/28/2024 |
|
04636NAC7 |
19,780,000 |
$19,805,663.96 |
0.45% |
| BAXTER INTERNATIONAL 0%, due 01/13/2022 |
|
0718A3AD1 |
20,000,000 |
$19,987,000.00 |
0.45% |
| CITIGROUP INC N/C, 4.05%, due 07/30/2022 |
|
172967GK1 |
19,515,000 |
$20,076,864.56 |
0.45% |
| CNPC FINANCE HK LTD 0%, due 10/25/2021 |
|
12623KXR3 |
20,000,000 |
$19,998,388.80 |
0.45% |
| CROWN CASTLE INTL CORP 0%, due 11/10/2021 |
|
22823PYA5 |
20,000,000 |
$19,996,388.80 |
0.45% |
| ENERGY TRANSFER LP 0%, due 10/15/2021 |
|
29277EXF6 |
20,000,000 |
$20,000,000.00 |
0.45% |
| HEALTHPEAK PROPERTIES 0%, due 11/02/2021 |
|
42250QY21 |
20,000,000 |
$19,998,300.00 |
0.45% |
| HP INC 0%, due 10/15/2021 |
|
44331BXF5 |
20,000,000 |
$20,000,000.00 |
0.45% |
| Hyundai Auto Lease Securitization Trust Series 2019-B, Class B, 2.13%, due 11/15/2023 |
|
44935RAE8 |
20,000,000 |
$20,106,852.00 |
0.45% |
| INTERCONTINENTALEXCHANGE 0%, due 11/04/2021 |
|
45856WY45 |
20,000,000 |
$19,997,888.60 |
0.45% |
| INTL FLAVORS & FRAGRANCE 0%, due 10/15/2021 |
|
4595A2XF1 |
20,000,000 |
$20,000,000.00 |
0.45% |
| INTL FLAVORS & FRAGRANCE 0%, due 11/29/2021 |
|
4595A2YV5 |
20,000,000 |
$19,992,498.60 |
0.45% |
| INTL FLAVORS & FRAGRANCES 0%, due 12/15/2021 |
|
4595A2ZF9 |
20,000,000 |
$19,989,833.40 |
0.45% |
| JABIL INC 0%, due 11/18/2021 |
|
46652LYJ0 |
20,000,000 |
$19,991,499.80 |
0.45% |
| OVINTIV CANADA ULC 0%, due 10/25/2021 |
|
69047MXR7 |
20,000,000 |
$19,996,944.00 |
0.45% |
| PUBLIC SVC ENTERPRISE GP 0%, due 01/18/2022 |
|
74457MAJ3 |
20,000,000 |
$19,986,804.60 |
0.45% |
| ROGERS COMMUNICATIONS 0%, due 01/27/2022 |
|
77511MAT8 |
20,000,000 |
$19,983,244.40 |
0.45% |
| VIRGINIA ELECTRIC POWER 0%, due 10/28/2021 |
|
92780JXU0 |
20,000,000 |
$19,998,916.40 |
0.45% |
| VW CREDIT INC 0%, due 10/26/2021 |
|
91842JXS3 |
20,000,000 |
$19,999,022.20 |
0.45% |
| WEC ENERGY GROUP INC 0%, due 10/27/2021 |
|
92930VXT5 |
20,000,000 |
$19,999,000.00 |
0.45% |
| WILLIAMS COMPANIES INC 3.60%, due 03/15/2022 |
|
96949LAA3 |
19,861,000 |
$20,018,497.73 |
0.45% |
| ALTRIA GROUP INC N/C, 2.85%, due 08/09/2022 |
|
02209SAN3 |
19,036,000 |
$19,432,264.04 |
0.44% |
| DAIMLER FINANCE NA LLC 2.55%, due 08/15/2022 |
|
233851DU5 |
19,240,000 |
$19,571,991.81 |
0.44% |
| NATIONAL BANK OF CANADA 0.90%, due 08/15/2023 |
|
63307A2L8 |
19,442,000 |
$19,506,157.82 |
0.44% |
| THE BOEING CO 2.70%, due 05/01/2022 |
|
097023CG8 |
19,500,000 |
$19,740,825.00 |
0.44% |
| BAYER US FINANCE II LLC 3.875%, due 12/15/2023 |
|
07274NAE3 |
17,825,000 |
$18,948,381.94 |
0.43% |
| CHARTER COMM OPT LLC/CAP 4.464%, due 07/23/2022 |
|
161175BB9 |
18,629,000 |
$19,066,934.62 |
0.43% |
| OSCAR US Funding Trust Series 2021-2A, Class A2, 0.39%, due 08/12/2024 |
|
68785BAB9 |
19,000,000 |
$18,992,020.00 |
0.43% |
| ABBVIE INC 2.15%, due 11/19/2021 |
|
00287YBH1 |
18,715,000 |
$18,746,201.09 |
0.42% |
| CROWN CASTLE INTL CORP 0%, due 10/20/2021 |
|
22823PXL2 |
18,750,000 |
$18,749,244.75 |
0.42% |
| ENTERGY CORP 4%, due 07/15/2022 |
|
29364GAH6 |
18,327,000 |
$18,718,455.18 |
0.42% |
| HARLEY-DAVIDSON FINL SER 0%, due 11/05/2021 |
|
41282JY54 |
18,500,000 |
$18,497,193.92 |
0.42% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 01/19/2024 |
|
78015K7M0 |
18,454,000 |
$18,481,345.51 |
0.42% |
| VMWARE INC 2.95%, due 08/21/2022 |
|
928563AB1 |
18,280,000 |
$18,636,400.04 |
0.42% |
| CNPC FINANCE HK LTD 0%, due 10/29/2021 |
|
12623KXV4 |
18,011,000 |
$18,009,178.73 |
0.41% |
| CANADIAN IMPERIAL BANK N/C, Variable rate, due 03/17/2023 |
|
13607GKW3 |
17,625,000 |
$17,777,423.12 |
0.40% |
| INTERCONTINENTALEXCHANGE 0%, due 11/01/2021 |
|
45856WY11 |
18,000,000 |
$17,998,470.00 |
0.40% |
| MIZUHO FLOATER/RESIDUAL TRUST VARIOUS STATES TAXABLE, Variable rate, due 09/01/2026 |
|
60700HHY8 |
18,000,000 |
$18,000,000.00 |
0.40% |
| SINOPEC CENTURY BRIGHT CAPITAL 0%, due 10/22/2021 |
|
82937QXN3 |
18,000,000 |
$17,999,159.94 |
0.40% |
| SMITHFIELD FOODS INC 0%, due 10/20/2021 |
|
83225LXL7 |
18,000,000 |
$17,999,575.02 |
0.40% |
| ORACLE CORP 2.50%, due 05/15/2022 |
|
68389XBB0 |
17,376,000 |
$17,533,964.39 |
0.39% |
| CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD N/C, 3.80%, due 09/15/2022 |
|
225433AH4 |
16,401,000 |
$16,909,596.16 |
0.38% |
| GLS Auto Receivables Trust Series 2021-3A, Class A, 0.42%, due 01/15/2025 |
|
36263LAA7 |
17,000,000 |
$17,003,736.60 |
0.38% |
| HEALTHPEAK PROPERTIES 0%, due 10/21/2021 |
|
42250QXM8 |
17,000,000 |
$16,999,518.22 |
0.38% |
| INFOR INC 1.45%, due 07/15/2023 |
|
45674CAB9 |
16,712,000 |
$16,866,915.08 |
0.38% |
| NASDAQ INC 0.445%, due 12/21/2022 |
|
63111XAC5 |
17,047,000 |
$17,037,535.34 |
0.38% |
| CONOCOPHILLIPS COMPANY Variable rate, due 05/15/2022 |
|
20826FAH9 |
16,153,000 |
$16,232,897.25 |
0.37% |
| Dell Equipment Finance Trust Series 2020-2, Class A2, 0.47%, due 10/24/2022 |
|
24704GAB9 |
16,303,196 |
$16,318,189.79 |
0.37% |
| Flagship Credit Auto Trust Series 2020-4, Class A, 0.53%, due 04/15/2025 |
|
33845XAA5 |
16,213,322 |
$16,228,951.52 |
0.37% |
| AT&T INC 3%, due 06/30/2022 |
|
00206RCM2 |
15,681,000 |
$15,908,517.05 |
0.36% |
| DISCOVER FINANCIAL SVS 5.20%, due 04/27/2022 |
|
254709AG3 |
15,592,000 |
$15,978,688.93 |
0.36% |
| PERKINELMER INC 0.55%, due 09/15/2023 |
|
714046AK5 |
16,000,000 |
$15,992,310.72 |
0.36% |
| GOLDMAN SACHS GROUP INC Variable rate, due 07/24/2023 |
|
38141GWM2 |
15,355,000 |
$15,637,280.02 |
0.35% |
| UBS GROUP AG N/C, Variable rate, due 02/01/2022 |
|
90351DAG2 |
15,681,000 |
$15,749,477.99 |
0.35% |
| AMERICAN ELECTRIC POWER N/C, 3.65%, due 12/01/2021 |
|
025537AL5 |
15,118,000 |
$15,180,500.53 |
0.34% |
| BANK OF AMERICA CORP Variable rate, due 05/28/2024 |
|
06051GJX8 |
15,000,000 |
$15,046,830.00 |
0.34% |
| CENTERPOINT ENERGY INC 0%, due 10/18/2021 |
|
1518T2XJ8 |
15,000,000 |
$14,999,824.95 |
0.34% |
| CENTERPOINT ENERGY INC 2.50%, due 09/01/2022 |
|
15189TAR8 |
15,020,000 |
$15,276,977.78 |
0.34% |
| CIGNA CORP 0%, due 02/11/2022 |
|
12553YBB6 |
15,000,000 |
$14,987,599.05 |
0.34% |
| CIGNA CORP 0%, due 11/17/2021 |
|
12553NYH2 |
15,000,000 |
$14,997,249.30 |
0.34% |
| CNPC FINANCE HK LTD 0%, due 11/08/2021 |
|
12623KY84 |
15,000,000 |
$14,997,300.00 |
0.34% |
| CONAGRA BRANDS INC 0%, due 01/21/2022 |
|
20600HAM6 |
15,000,000 |
$14,987,749.05 |
0.34% |
| CONAGRA BRANDS INC 0%, due 10/15/2021 |
|
20600GXF8 |
15,000,000 |
$15,000,000.00 |
0.34% |
| CREDIT SUISSE NEW YORK N/C, Variable rate, due 08/09/2023 |
|
22550UAD3 |
15,000,000 |
$15,046,127.40 |
0.34% |
| CROWN CASTLE INTL CORP 0%, due 10/27/2021 |
|
22823PXT5 |
15,000,000 |
$14,998,449.75 |
0.34% |
| DANAHER CORP 0%, due 11/15/2021 |
|
23585LYF9 |
15,000,000 |
$14,997,415.80 |
0.34% |
| DOMINION ENERGY INC 0%, due 11/03/2021 |
|
2574P0Y32 |
15,000,000 |
$14,998,812.45 |
0.34% |
| EI DU PONT DE NEMOURS 0%, due 12/01/2021 |
|
2635J4Z13 |
15,000,000 |
$14,993,721.15 |
0.34% |
| ENBRIDGE US INC 0%, due 10/15/2021 |
|
29251UXF0 |
15,000,000 |
$15,000,000.00 |
0.34% |
| ENEL FINANCE AMERICA LLC 0%, due 03/21/2022 |
|
29279HCM5 |
15,000,000 |
$14,973,118.80 |
0.34% |
| FIDELITY NATL INFO SERV 0%, due 10/22/2021 |
|
31621YXN4 |
15,000,000 |
$14,999,416.65 |
0.34% |
| GENERAL MOTORS FINL CO N/C, Variable rate, due 03/08/2024 |
|
37045XDF0 |
15,000,000 |
$15,102,456.60 |
0.34% |
| GILEAD SCIENCES INC 0.75%, due 09/29/2023 |
|
375558BW2 |
15,000,000 |
$15,000,548.25 |
0.34% |
| GLENCORE FUNDING LLC 0%, due 11/08/2021 |
|
37790AY80 |
15,000,000 |
$14,997,499.05 |
0.34% |
| GOLDMAN SACHS GROUP INC 0.481%, due 01/27/2023 |
|
38141GXP4 |
15,000,000 |
$14,994,597.76 |
0.34% |
| GOLDMAN SACHS GROUP INC Variable rate, due 03/08/2023 |
|
38141GXV1 |
15,000,000 |
$15,009,580.35 |
0.34% |
| HARLEY-DAVIDSON FINL SER 0%, due 11/18/2021 |
|
41282JYJ4 |
15,000,000 |
$14,996,316.60 |
0.34% |
| HEINEKEN NV 3.40%, due 04/01/2022 |
|
423012AA1 |
14,861,000 |
$15,073,845.19 |
0.34% |
| HITACHI CAP AMER CORP 0%, due 10/18/2021 |
|
43357LXJ6 |
15,000,000 |
$14,999,824.95 |
0.34% |
| HUMANA INC 0%, due 11/04/2021 |
|
44486HY49 |
15,000,000 |
$14,998,500.00 |
0.34% |
| JABIL INC 0%, due 11/09/2021 |
|
46652LY92 |
15,000,000 |
$14,995,624.65 |
0.34% |
| JOHN DEERE CAPITAL CORP N/C, Variable rate, due 06/13/2022 |
|
24422EUZ0 |
15,000,000 |
$15,045,021.30 |
0.34% |
| LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 |
|
539439AP4 |
14,570,000 |
$14,925,918.29 |
0.34% |
| MORGAN STANLEY Variable rate, due 01/22/2025 |
|
61747YEB7 |
15,000,000 |
$14,954,347.35 |
0.34% |
| NATWEST MARKETS PLC Variable rate, due 08/12/2024 |
|
63906YAC2 |
14,885,000 |
$14,954,722.09 |
0.34% |
| NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 |
|
65339KBU3 |
15,040,000 |
$15,080,049.56 |
0.34% |
| NORDEA BANK ABP NEW YORK N/C, Variable rate, due 11/19/2021 |
|
65558TQJ7 |
15,000,000 |
$15,005,209.05 |
0.34% |
| NUTRIEN LTD 0%, due 11/22/2021 |
|
67077UYN4 |
15,000,000 |
$14,997,624.90 |
0.34% |
| OKLAHOMA G&E CO 0.553%, due 05/26/2023 |
|
678858BW0 |
15,000,000 |
$14,997,952.65 |
0.34% |
| OVINTIV CANADA ULC 0%, due 10/21/2021 |
|
69047MXM8 |
15,000,000 |
$14,998,624.80 |
0.34% |
| PUBLIC STORAGE Variable rate, due 04/23/2024 |
|
74460WAB3 |
15,190,000 |
$15,220,349.47 |
0.34% |
| SECURED FWD BN 2021-05 N/C, Variable rate, due 12/28/2021 |
|
81374JAA4 |
15,000,000 |
$15,011,250.00 |
0.34% |
| SINOPEC CENTURY AMERICA 0%, due 11/12/2021 |
|
82938AYC0 |
15,000,000 |
$14,997,316.50 |
0.34% |
| SMITHFIELD FOODS INC 0%, due 11/16/2021 |
|
83225LYG7 |
15,000,000 |
$14,996,666.55 |
0.34% |
| SOUTHERN CAL EDISON N/C, Variable rate, due 04/03/2023 |
|
842400HA4 |
15,000,000 |
$15,038,667.45 |
0.34% |
| SUNCOR ENERGY INC 0%, due 11/10/2021 |
|
86723AYA4 |
15,000,000 |
$14,997,941.55 |
0.34% |
| SYNCHRONY FINANCIAL 2.85%, due 07/25/2022 |
|
87165BAQ6 |
14,639,000 |
$14,891,750.97 |
0.34% |
| VIATRIS INC 0%, due 10/22/2021 |
|
92557MXN0 |
15,000,000 |
$14,999,037.45 |
0.34% |
| VIATRIS INC 0%, due 11/19/2021 |
|
92557MYK5 |
15,000,000 |
$14,994,458.40 |
0.34% |
| WALGREENS BOOTS ALLIANCE 0%, due 10/20/2021 |
|
93142WXL2 |
15,000,000 |
$14,999,666.70 |
0.34% |
| WALGREENS BOOTS ALLIANCE 0%, due 11/03/2021 |
|
93142WY31 |
15,000,000 |
$14,998,574.85 |
0.34% |
| AMERICAN EXPRESS CO Variable rate, due 05/20/2022 |
|
025816CE7 |
14,495,000 |
$14,535,628.18 |
0.33% |
| HARLEY-DAVIDSON FINL SER 0%, due 10/19/2021 |
|
41282JXK2 |
14,500,000 |
$14,499,597.19 |
0.33% |
| PACIFIC GAS & ELECTRIC N/C, Variable rate, due 11/15/2021 |
|
694308JR9 |
14,540,000 |
$14,544,304.28 |
0.33% |
| COOPERATIEVE RABOBANK UA N/C, 3.875%, due 09/26/2023 |
|
74977RDE1 |
13,425,000 |
$14,271,728.58 |
0.32% |
| HYUNDAI CAPITAL AMERICA 3.95%, due 02/01/2022 |
|
44891AAY3 |
14,108,000 |
$14,248,477.59 |
0.32% |
| KINDER MORGAN ENER PART 4.15%, due 03/01/2022 |
|
494550BJ4 |
14,247,000 |
$14,442,776.72 |
0.32% |
| NORDEA BANK ABP N/C, 4.25%, due 09/21/2022 |
|
65557FAD8 |
13,890,000 |
$14,379,116.33 |
0.32% |
| WILLIAMS COMPANIES INC 3.35%, due 08/15/2022 |
|
96950FAJ3 |
14,045,000 |
$14,284,532.69 |
0.32% |
| ARROW ELECTRONICS INC 0%, due 10/18/2021 |
|
04273LXJ9 |
14,000,000 |
$13,999,720.00 |
0.31% |
| CONSTELLATION BRANDS INC 0%, due 11/05/2021 |
|
21037CY59 |
14,000,000 |
$13,998,448.38 |
0.31% |
| ENBRIDGE US INC 0%, due 12/10/2021 |
|
29251UZA9 |
14,000,000 |
$13,995,644.32 |
0.31% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2012-HSBC, Class A, 3.0934%, due 07/05/2032 |
|
46637YAA7 |
13,767,645 |
$13,958,364.98 |
0.31% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/25/2022 |
|
606822AQ7 |
13,685,000 |
$13,762,970.16 |
0.31% |
| UBS GROUP AG Variable rate, due 08/15/2023 |
|
90352JAE3 |
13,715,000 |
$13,981,800.37 |
0.31% |
| Westlake Automobile Receivables Trust Series 2021-2A, Class A2A, 0.32%, due 04/15/2025 |
|
96042RAB4 |
13,750,000 |
$13,754,012.25 |
0.31% |
| ATHENE GLOBAL FUNDING N/C, Variable rate, due 07/01/2022 |
|
04685A2F7 |
13,125,000 |
$13,237,081.99 |
0.30% |
| GENERAL MOTORS FINL CO 3.55%, due 07/08/2022 |
|
37045XCU8 |
13,200,000 |
$13,495,695.31 |
0.30% |
| CHEVRON CORP 2.411%, due 03/03/2022 |
|
166764AT7 |
12,796,000 |
$12,855,970.25 |
0.29% |
| LLOYDS BANKING GROUP PLC Variable rate, due 03/17/2023 |
|
53944YAK9 |
12,749,000 |
$12,876,223.29 |
0.29% |
| PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 04/12/2024 |
|
74256LEM7 |
13,054,000 |
$13,108,490.79 |
0.29% |
| SUMITOMO MITSUI FINL GRP N/C, 2.442%, due 10/19/2021 |
|
86562MAH3 |
12,779,000 |
$12,779,837.54 |
0.29% |
| WELLS FARGO & COMPANY 3.069%, due 01/24/2023 |
|
949746SK8 |
12,857,000 |
$12,951,055.77 |
0.29% |
| Avis Budget Rental Car Funding Series 2017-2A, Class A, 2.97%, due 03/20/2024 |
|
05377RCU6 |
12,000,000 |
$12,365,071.20 |
0.28% |
| BAT CAPITAL CORP Variable rate, due 08/15/2022 |
|
05526DAX3 |
12,452,000 |
$12,532,659.20 |
0.28% |
| CABOT CORP 0%, due 10/21/2021 |
|
12705WXM9 |
12,500,000 |
$12,499,666.63 |
0.28% |
| CITIGROUP INC Variable rate, due 11/04/2022 |
|
17308CC46 |
12,384,000 |
$12,394,135.94 |
0.28% |
| FIDELITY NATL INFO SERV 0%, due 11/10/2021 |
|
31621YYA1 |
12,400,000 |
$12,398,208.82 |
0.28% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2024 |
|
38141GYF5 |
12,500,000 |
$12,520,969.63 |
0.28% |
| JPMORGAN CHASE & CO 2.972%, due 01/15/2023 |
|
48128BAB7 |
12,322,000 |
$12,397,691.96 |
0.28% |
| NUTRIEN LTD 0%, due 11/15/2021 |
|
67077UYF1 |
12,500,000 |
$12,498,385.38 |
0.28% |
| TRUIST FINANCIAL CORP 3.05%, due 06/20/2022 |
|
05531FBG7 |
12,137,000 |
$12,338,054.98 |
0.28% |
| ABBVIE INC Variable rate, due 11/21/2022 |
|
00287YBP3 |
12,000,000 |
$12,075,950.04 |
0.27% |
| CHARTER COMM OPT LLC/CAP Variable rate, due 02/01/2024 |
|
161175BP8 |
11,612,000 |
$11,938,988.12 |
0.27% |
| Flagship Credit Auto Trust Series 2021-3, Class A, 0.36%, due 07/15/2027 |
|
33846QAA9 |
12,098,177 |
$12,088,697.07 |
0.27% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/31/2022 |
|
38148YAC2 |
11,769,000 |
$11,779,069.79 |
0.27% |
| JPMORGAN CHASE & CO Variable rate, due 03/16/2024 |
|
46647PCA2 |
12,000,000 |
$12,055,118.16 |
0.27% |
| Starwood Mortgage Residential Trust Series 2020-1, Class A1, Variable rate, due 02/25/2050 |
|
85573AAA3 |
11,998,927 |
$12,115,532.96 |
0.27% |
| SUMITOMO MITSUI FINL GRP N/C, 2.784%, due 07/12/2022 |
|
86562MAQ3 |
11,743,000 |
$11,960,145.10 |
0.27% |
| TRUIST FINANCIAL CORP Variable rate, due 06/09/2025 |
|
89788MAF9 |
12,000,000 |
$12,027,307.68 |
0.27% |
| Ford Credit Auto Lease Trust Series 2020-A, Class A3, 1.85%, due 03/15/2023 |
|
34531MAD0 |
11,612,231 |
$11,644,471.55 |
0.26% |
| UBS AG LONDON 1.75%, due 04/21/2022 |
|
902674YA2 |
11,482,000 |
$11,558,756.59 |
0.26% |
| VERIZON COMMUNICATIONS Variable rate, due 03/22/2024 |
|
92343VGD0 |
11,421,000 |
$11,517,224.55 |
0.26% |
| ALLY FINANCIAL INC N/C, 4.625%, due 05/19/2022 |
|
02005NBC3 |
10,799,000 |
$11,066,381.61 |
0.25% |
| BARCLAYS PLC Variable rate, due 02/15/2023 |
|
06738EBE4 |
11,102,000 |
$11,251,336.56 |
0.25% |
| EVERSOURCE ENERGY 0%, due 10/18/2021 |
|
30040XXJ0 |
11,000,000 |
$10,999,862.50 |
0.25% |
| INTL FLAVORS & FRAGRANCE 0%, due 10/22/2021 |
|
4595A2XN4 |
10,900,000 |
$10,899,512.44 |
0.25% |
| JDE PEET'S NV 0.80%, due 09/24/2024 |
|
47216QAA1 |
11,000,000 |
$10,946,417.68 |
0.25% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 03/02/2023 |
|
606822AS3 |
10,991,000 |
$11,083,597.86 |
0.25% |
| PACIFIC GAS & ELECTRIC 1.75%, due 06/16/2022 |
|
694308JE8 |
11,101,000 |
$11,077,209.12 |
0.25% |
| ALABAMA POWER CO 2.45%, due 03/30/2022 |
|
010392FQ6 |
10,410,000 |
$10,496,299.21 |
0.24% |
| ANTHEM INC 3.125%, due 05/15/2022 |
|
94973VAX5 |
10,404,000 |
$10,575,680.87 |
0.24% |
| GLS Auto Receivables Trust Series 2021-2A, Class A, 0.54%, due 11/15/2024 |
|
36261XAA3 |
10,619,557 |
$10,618,836.07 |
0.24% |
| MORGAN STANLEY CAPITAL I TRUST Series 2017-CLS, Class A, Variable rate, due 11/15/2034 |
|
61691LAA7 |
10,743,000 |
$10,743,153.62 |
0.24% |
| PHILLIPS 66 4.30%, due 04/01/2022 |
|
718546AC8 |
10,308,000 |
$10,495,591.67 |
0.24% |
| Santander Consumer Auto Receivables Trust Series 2020-BA, Class A3, 1.09%, due 08/15/2024 |
|
802830AG4 |
10,500,000 |
$10,512,638.85 |
0.24% |
| ABBVIE INC N/C, Variable rate, due 11/19/2021 |
|
00287YBK4 |
10,148,000 |
$10,151,901.20 |
0.23% |
| American Credit Acceptance Receivables Trust Series 2021-3, Class A, 0.73%, due 06/13/2025 |
|
025286AA3 |
10,000,000 |
$10,003,462.00 |
0.23% |
| AT&T INC N/C, Variable rate, due 06/12/2024 |
|
00206RGD8 |
10,000,000 |
$10,260,528.60 |
0.23% |
| BANK OF AMERICA CORP Variable rate, due 04/22/2025 |
|
06051GJU4 |
10,000,000 |
$10,100,939.20 |
0.23% |
| BANK OF MONTREAL N/C, Variable rate, due 07/09/2024 |
|
06367WYQ0 |
10,000,000 |
$10,012,374.10 |
0.23% |
| BAT CAPITAL CORP 2.764%, due 08/15/2022 |
|
05526DAV7 |
10,000,000 |
$10,178,980.90 |
0.23% |
| CENTERPOINT ENERGY RES Variable rate, due 03/02/2023 |
|
15189WAN0 |
10,200,000 |
$10,201,744.10 |
0.23% |
| Credit Suisse Mortgage Trust Series 2020-NQM1, Class A1, Variable rate, due 05/25/2065 |
|
126401AA6 |
10,376,638 |
$10,413,701.07 |
0.23% |
| Exeter Automobile Receivables Trust Series 2021-3A, Class A2, 0.34%, due 01/16/2024 |
|
30166AAB0 |
10,000,000 |
$10,001,290.00 |
0.23% |
| INTEL CORP N/C, Variable rate, due 05/11/2022 |
|
458140BC3 |
10,000,000 |
$10,021,410.60 |
0.23% |
| JOHN DEERE CAPITAL CORP N/C, Variable rate, due 07/10/2023 |
|
24422EVT3 |
10,000,000 |
$10,013,151.50 |
0.23% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2025 |
|
46647PCG9 |
10,000,000 |
$10,055,425.80 |
0.23% |
| MCDONALD'S CORP N/C, Variable rate, due 10/28/2021 |
|
58013MFG4 |
10,000,000 |
$10,001,069.30 |
0.23% |
| ROCKWELL AUTOMATION 0.35%, due 08/15/2023 |
|
773903AK5 |
10,000,000 |
$10,001,421.10 |
0.23% |
| SKYWORKS SOLUTIONS INC 0.90%, due 06/01/2023 |
|
83088MAJ1 |
10,400,000 |
$10,412,902.76 |
0.23% |
| SUMITOMO MITSUI TRUST BANK LTD N/C, Variable rate, due 09/16/2024 |
|
86563VAX7 |
10,000,000 |
$10,027,966.10 |
0.23% |
| TOYOTA MOTOR CREDIT CORP N/C, 1.15%, due 05/26/2022 |
|
89236TGZ2 |
10,000,000 |
$10,058,289.60 |
0.23% |
| TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/13/2024 |
|
89236TJP1 |
10,000,000 |
$10,027,840.80 |
0.23% |
| TRUIST BANK Variable rate, due 05/17/2022 |
|
86787EBD8 |
10,000,000 |
$10,029,031.50 |
0.23% |
| WELLS FARGO & COMPANY N/C, 3.50%, due 03/08/2022 |
|
94974BFC9 |
10,030,000 |
$10,160,420.39 |
0.23% |
| AT&T INC Variable rate, due 03/25/2024 |
|
00206RMH2 |
9,936,000 |
$9,952,305.18 |
0.22% |
| CENTERPOINT ENERGY RESOUCES 0%, due 10/27/2021 |
|
15200KXT3 |
10,000,000 |
$9,999,466.60 |
0.22% |
| CITIGROUP INC Variable rate, due 04/25/2022 |
|
172967LH2 |
9,959,000 |
$9,997,257.70 |
0.22% |
| CONAGRA BRANDS INC 0.50%, due 08/11/2023 |
|
205887CG5 |
10,000,000 |
$9,992,893.40 |
0.22% |
| CONSTELLATION BRANDS INC 0%, due 10/26/2021 |
|
21037CXS0 |
10,000,000 |
$9,999,450.00 |
0.22% |
| COOPERAT RABOBANK UA/NY N/C, Variable rate, due 01/10/2022 |
|
21688AAK8 |
9,816,000 |
$9,837,918.93 |
0.22% |
| Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 |
|
12596XAA0 |
9,775,971 |
$9,895,077.89 |
0.22% |
| DOMINION ENERGY INC 2.75%, due 01/15/2022 |
|
25746UCR8 |
9,529,000 |
$9,561,980.63 |
0.22% |
| ENBRIDGE US INC 0%, due 10/21/2021 |
|
29251UXM5 |
10,000,000 |
$9,999,700.00 |
0.22% |
| ENBRIDGE US INC 0%, due 10/25/2021 |
|
29251UXR4 |
10,000,000 |
$9,999,527.80 |
0.22% |
| ENBRIDGE US INC 0%, due 11/02/2021 |
|
29251UY28 |
10,000,000 |
$9,999,000.00 |
0.22% |
| ENEL FINANCE AMERICA LLC 0%, due 11/16/2021 |
|
29279GYG6 |
10,000,000 |
$9,996,883.80 |
0.22% |
| FIDELITY NATL INFO SERV 0%, due 11/02/2021 |
|
31621YY29 |
10,000,000 |
$9,999,000.00 |
0.22% |
| FIDELITY NATL INFO SERV 0%, due 11/08/2021 |
|
31621YY86 |
10,000,000 |
$9,998,666.70 |
0.22% |
| GCAT Series 2020-NQM1, Class A1, Variable rate, due 01/25/2060 |
|
36167FAA7 |
9,544,986 |
$9,626,597.61 |
0.22% |
| GENERAL MOTORS FINL CO 0%, due 11/04/2021 |
|
37046TY40 |
10,000,000 |
$9,998,333.20 |
0.22% |
| GLENCORE FUNDING LLC 0%, due 01/13/2022 |
|
37790BAD3 |
10,000,000 |
$9,993,749.90 |
0.22% |
| GLENCORE FUNDING LLC 0%, due 11/03/2021 |
|
37790AY31 |
10,000,000 |
$9,998,785.80 |
0.22% |
| GLENCORE FUNDING LLC 0%, due 11/17/2021 |
|
37790AYH0 |
10,000,000 |
$9,997,707.50 |
0.22% |
| GLENCORE FUNDING LLC 0%, due 12/08/2021 |
|
37790AZ89 |
10,000,000 |
$9,996,399.60 |
0.22% |
| HARLEY-DAVIDSON FINL SER 0%, due 10/20/2021 |
|
41282JXL0 |
10,000,000 |
$9,999,652.70 |
0.22% |
| JABIL INC 0%, due 10/20/2021 |
|
46652LXL6 |
10,000,000 |
$9,999,360.80 |
0.22% |
| MITSUBISHI UFJ FIN GRP N/C, 2.665%, due 07/25/2022 |
|
606822AP9 |
9,446,000 |
$9,620,517.12 |
0.22% |
| ROGERS COMMUNICATIONS 0%, due 11/16/2021 |
|
77511LYG2 |
10,000,000 |
$9,998,488.90 |
0.22% |
| SINOPEC CENTURY AMERICA 0%, due 10/19/2021 |
|
82938AXK3 |
10,000,000 |
$9,999,766.70 |
0.22% |
| SOUTHERN NATURAL GAS 0.625%, due 04/28/2023 |
|
84346LAC4 |
9,700,000 |
$9,685,621.98 |
0.22% |
| VIATRIS INC 0%, due 11/10/2021 |
|
92557MYA7 |
10,000,000 |
$9,997,255.10 |
0.22% |
| BARCLAYS PLC 3.684%, due 01/10/2023 |
|
06738EAS4 |
9,446,000 |
$9,514,680.92 |
0.21% |
| BP CAP MARKETS AMERICA Variable rate, due 09/19/2022 |
|
10373QBD1 |
9,169,000 |
$9,212,104.66 |
0.21% |
| BRAVO Residential Funding Trust Series 2021-NQM1, Class A1, Variable rate, due 02/25/2049 |
|
10569TAA6 |
9,341,997 |
$9,404,335.86 |
0.21% |
| Carvana Auto Receivables Trust Series 2021-P2, Class A2, 0.30%, due 07/10/2024 |
|
14687TAB3 |
9,500,000 |
$9,498,955.00 |
0.21% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 |
|
233851DV3 |
9,180,000 |
$9,206,601.99 |
0.21% |
| HUMANA INC 0.65%, due 08/03/2023 |
|
444859BP6 |
9,500,000 |
$9,504,435.84 |
0.21% |
| ING GROEP NV N/C, 3.15%, due 03/29/2022 |
|
456837AG8 |
9,135,000 |
$9,253,807.80 |
0.21% |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ Variable rate, due 03/16/2022 |
|
82620KAQ6 |
9,200,000 |
$9,223,870.14 |
0.21% |
| Tricolor Auto Securitization Trust Series 2021-1A, Class A, 1.10%, due 04/15/2024 |
|
89615BAA3 |
9,263,237 |
$9,264,826.70 |
0.21% |
| DEUTSCHE BANK NY N/C, 5%, due 02/14/2022 |
|
251526CA5 |
8,893,000 |
$9,021,488.66 |
0.20% |
| DUKE ENERGY CORP 3.05%, due 08/15/2022 |
|
26441CAJ4 |
8,626,000 |
$8,760,668.59 |
0.20% |
| First Investors Auto Owner Trust Series 2021-1A, Class A, 0.45%, due 03/16/2026 |
|
32059FAA7 |
8,731,780 |
$8,735,934.22 |
0.20% |
| GATX CORP N/C, Variable rate, due 11/05/2021 |
|
361448BB8 |
9,005,000 |
$9,007,559.85 |
0.20% |
| GENERAL MOTORS FINL CO 4.20%, due 11/06/2021 |
|
37045XCP9 |
9,037,000 |
$9,054,334.50 |
0.20% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 04/29/2022 |
|
78013X6E3 |
9,000,000 |
$9,022,634.01 |
0.20% |
| CANADIAN IMPERIAL BANK N/C, Variable rate, due 06/22/2023 |
|
13607HVD1 |
8,500,000 |
$8,515,171.82 |
0.19% |
| CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 |
|
12557LBK0 |
8,374,514 |
$8,387,551.06 |
0.19% |
| DAIMLER FINANCE NA LLC 3.75%, due 11/05/2021 |
|
233851DN1 |
8,599,000 |
$8,612,742.58 |
0.19% |
| Foursight Capital Automobile Receivabkes Trust Series 2021-2, Class A2, 0.40%, due 04/15/2025 |
|
35105UAB9 |
8,500,000 |
$8,502,371.50 |
0.19% |
| Santander Drive Auto Receivables Trust Series 2020-4, Class A3, 0.73%, due 07/15/2024 |
|
80286WAD8 |
8,500,000 |
$8,506,368.20 |
0.19% |
| BANK OF NOVA SCOTIA N/C, Variable rate, due 07/31/2024 |
|
0641596F8 |
8,000,000 |
$8,016,419.60 |
0.18% |
| COLT Funding LLC Series 2020-2R, Class A1, Variable rate, due 10/26/2065 |
|
12656GAA4 |
8,113,538 |
$8,139,429.64 |
0.18% |
| CONSTELLATION BRANDS INC 0%, due 10/25/2021 |
|
21037CXR2 |
7,800,000 |
$7,799,631.68 |
0.18% |
| Drive Auto Receivables Trust Series 2021-2, Class A2, 0.55%, due 05/15/2024 |
|
262104AB8 |
8,000,000 |
$8,003,414.40 |
0.18% |
| EDISON INTERNATIONAL 0%, due 11/08/2021 |
|
28103AY81 |
8,000,000 |
$7,998,186.48 |
0.18% |
| GENERAL MOTORS FINL CO N/C, Variable rate, due 11/06/2021 |
|
37045XCN4 |
8,000,000 |
$8,003,680.64 |
0.18% |
| GILEAD SCIENCES INC Variable rate, due 09/29/2023 |
|
375558BV4 |
7,789,000 |
$7,793,482.41 |
0.18% |
| Mercedes-Benz Auto Lease Trust Series 2019-B, Class A3, 2.03%, due 10/17/2022 |
|
58769QAC5 |
7,973,274 |
$8,006,977.38 |
0.18% |
| MIZUHO FLOATER/RESIDUAL TRUST VAR STATES TAXABLE, Variable rate, due 09/01/2026 |
|
60700HJF7 |
8,000,000 |
$8,000,000.00 |
0.18% |
| ROPER TECHNOLOGIES INC 0.45%, due 08/15/2022 |
|
776743AK2 |
8,122,000 |
$8,129,709.41 |
0.18% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2024 |
|
78016EZV2 |
8,000,000 |
$8,020,880.08 |
0.18% |
| Santander Retail Auto Lease Trust Series 2021-B, Class A2, 0.53%, due 01/22/2024 |
|
80286DAB4 |
8,150,000 |
$8,148,056.23 |
0.18% |
| VOLKSWAGEN GROUP AMERICA 2.90%, due 05/13/2022 |
|
928668BC5 |
7,759,000 |
$7,866,850.33 |
0.18% |
| GLENCORE FINANCE CANADA 4.25%, due 10/25/2022 |
|
98417EAT7 |
7,239,000 |
$7,520,597.10 |
0.17% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2012-C8, Class A3, 2.8291%, due 10/15/2045 |
|
46638UAC0 |
7,277,965 |
$7,375,110.00 |
0.17% |
| MICROCHIP TECHNOLOGY INC 4.333%, due 06/01/2023 |
|
595017AP9 |
7,000,000 |
$7,380,184.70 |
0.17% |
| MORGAN STANLEY N/C, 2.75%, due 05/19/2022 |
|
61744YAH1 |
7,378,000 |
$7,487,539.32 |
0.17% |
| NATWEST GROUP PLC Variable rate, due 05/15/2023 |
|
780097BF7 |
7,600,000 |
$7,656,118.32 |
0.17% |
| Santander Retail Auto Lease Trust Series 2019-C, Class A4, 1.93%, due 11/20/2023 |
|
80284NAE8 |
7,630,000 |
$7,721,746.17 |
0.17% |
| SYNCHRONY BANK 3%, due 06/15/2022 |
|
87166FAA1 |
7,555,000 |
$7,671,273.19 |
0.17% |
| UBS GROUP AG 3.491%, due 05/23/2023 |
|
90352JAA1 |
7,332,000 |
$7,461,988.22 |
0.17% |
| AIG GLOBAL FUNDING N/C, 2.30%, due 07/01/2022 |
|
00138CAK4 |
7,070,000 |
$7,171,774.44 |
0.16% |
| BMW US CAPITAL LLC N/C, Variable rate, due 08/12/2024 |
|
05565EBV6 |
7,000,000 |
$7,040,286.40 |
0.16% |
| BOSTON SCIENTIFIC CORP 3.375%, due 05/15/2022 |
|
101137AQ0 |
6,796,000 |
$6,916,330.53 |
0.16% |
| CENTERPOINT ENERGY INC Variable rate, due 05/13/2024 |
|
15189TAZ0 |
7,070,000 |
$7,081,728.07 |
0.16% |
| CENTERPOINT ENERGY RES 0.70%, due 03/02/2023 |
|
15189WAM2 |
7,000,000 |
$7,000,103.53 |
0.16% |
| COMMONWEALTH BANK AUST N/C, Variable rate, due 03/10/2022 |
|
2027A0JL4 |
7,000,000 |
$7,018,750.97 |
0.16% |
| DOMINION ENERGY INC Variable rate, due 09/15/2023 |
|
25746UDH9 |
7,000,000 |
$7,004,469.08 |
0.16% |
| ENTERPRISE PRODUCTS OPER 3.35%, due 03/15/2023 |
|
29379VAZ6 |
7,000,000 |
$7,235,608.17 |
0.16% |
| Exeter Automobile Receivables Trust Series 2020-3A, Class C, 1.32%, due 07/15/2025 |
|
30166NAE6 |
7,165,000 |
$7,224,426.51 |
0.16% |
| GENERAL MOTORS FINL CO 3.25%, due 01/05/2023 |
|
37045XCF1 |
7,000,000 |
$7,205,803.15 |
0.16% |
| HYATT HOTELS CORP Variable rate, due 10/01/2023 |
|
448579AM4 |
7,000,000 |
$7,012,560.59 |
0.16% |
| HYUNDAI CAPITAL AMERICA 1%, due 09/17/2024 |
|
44891ABY2 |
7,000,000 |
$6,971,970.60 |
0.16% |
| HYUNDAI CAPITAL AMERICA 2.375%, due 02/10/2023 |
|
44891ABE6 |
6,885,000 |
$7,029,964.29 |
0.16% |
| JPMORGAN CHASE & CO Variable rate, due 04/25/2023 |
|
46647PAE6 |
6,935,000 |
$7,020,185.44 |
0.16% |
| MET LIFE GLOBAL FUNDING I N/C, Variable rate, due 09/27/2024 |
|
59217GEQ8 |
7,000,000 |
$7,023,967.37 |
0.16% |
| Sierra Receivables Funding Co LLC Series 2018-2A, Class A, 3.50%, due 06/20/2035 |
|
82653DAA7 |
6,936,924 |
$7,152,019.47 |
0.16% |
| UBS Commercial Mortgage Trust Series 2012-C1, Class A3, 3.40%, due 05/10/2045 |
|
90269GAC5 |
7,049,025 |
$7,059,912.74 |
0.16% |
| VMWARE INC 0.60%, due 08/15/2023 |
|
928563AG0 |
7,000,000 |
$6,994,552.32 |
0.16% |
| VOLKSWAGEN GROUP AMERICA 2.70%, due 09/26/2022 |
|
928668AZ5 |
7,140,000 |
$7,295,602.51 |
0.16% |
| WESTPAC BANKING CORP N/C, Variable rate, due 01/13/2023 |
|
961214EK5 |
7,000,000 |
$7,033,246.50 |
0.16% |
| American Credit Acceptance Receivables Trust Series 2020-4, Class A, 0.72%, due 02/13/2024 |
|
02530QAA5 |
6,638,120 |
$6,642,336.76 |
0.15% |
| CVS HEALTH CORP 3.50%, due 07/20/2022 |
|
126650CK4 |
6,609,000 |
$6,731,370.67 |
0.15% |
| ENTERPRISE PRODUCTS OPER 3.50%, due 02/01/2022 |
|
29379VBS1 |
6,442,000 |
$6,502,097.42 |
0.15% |
| JP Morgan Mortgage Trust Series 2020-2, Class A11, Variable rate, due 07/25/2050 |
|
46591TBB9 |
6,754,969 |
$6,765,546.81 |
0.15% |
| TD AMERITRADE HOLDING CO Variable rate, due 11/01/2021 |
|
87236YAG3 |
6,633,000 |
$6,634,188.04 |
0.15% |
| BAT INTL FINANCE PLC 3.25%, due 06/07/2022 |
|
05530QAF7 |
6,248,000 |
$6,357,940.87 |
0.14% |
| BMW US CAPITAL LLC Variable rate, due 04/01/2024 |
|
05565EBN4 |
6,159,000 |
$6,226,944.86 |
0.14% |
| BRISTOL-MYERS SQUIBB CO N/C, Variable rate, due 05/16/2022 |
|
110122CJ5 |
6,000,000 |
$6,014,605.62 |
0.14% |
| DNB BANK ASA N/C, Variable rate, due 12/02/2022 |
|
23329PAD2 |
6,000,000 |
$6,040,148.40 |
0.14% |
| DT Auto Owner Trust Series 2020-3A, Class A, 0.54%, due 04/15/2024 |
|
26253AAA4 |
6,252,386 |
$6,259,137.01 |
0.14% |
| ENTERPRISE PRODUCTS OPER 4.05%, due 02/15/2022 |
|
29379VAU7 |
6,185,000 |
$6,259,868.99 |
0.14% |
| FED CAISSES DESJARDINS Variable rate, due 05/21/2024 |
|
31429KAF0 |
6,200,000 |
$6,223,519.58 |
0.14% |
| ING GROEP NV N/C, Variable rate, due 10/02/2023 |
|
456837AL7 |
6,000,000 |
$6,095,208.00 |
0.14% |
| JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 |
|
46651GAL3 |
6,168,094 |
$6,183,498.68 |
0.14% |
| JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 |
|
46591DBF5 |
6,310,829 |
$6,350,745.23 |
0.14% |
| JPMORGAN CHASE & CO N/C, 3.375%, due 05/01/2023 |
|
46625HJJ0 |
6,000,000 |
$6,261,994.08 |
0.14% |
| MIZUHO FINANCIAL GROUP Variable rate, due 07/16/2023 |
|
60687YAV1 |
6,295,000 |
$6,398,039.08 |
0.14% |
| NISSAN MOTOR ACCEPTANCE 2.80%, due 01/13/2022 |
|
654740AV1 |
6,150,000 |
$6,182,571.51 |
0.14% |
| Onslow Bay Financial LLC Series 2019-EXP3, Class 2A1A, Variable rate, due 10/25/2059 |
|
67113AAZ3 |
6,128,288 |
$6,151,189.16 |
0.14% |
| OSCAR US Funding Trust Series 2019-1A, Class A3, 3.18%, due 05/10/2023 |
|
68784YAD6 |
6,309,851 |
$6,376,969.16 |
0.14% |
| OSCAR US Funding Trust Series 2019-2A, Class A3, 2.59%, due 09/11/2023 |
|
68784EAC2 |
6,030,220 |
$6,100,185.15 |
0.14% |
| PERNOD RICARD SA 4.25%, due 07/15/2022 |
|
714264AH1 |
5,955,000 |
$6,123,233.41 |
0.14% |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ Variable rate, due 03/11/2024 |
|
82620KBB8 |
6,000,000 |
$6,040,987.50 |
0.14% |
| AMERICAN TRANSMISSION SYSTEMS 5.25%, due 01/15/2022 |
|
030288AA2 |
5,804,000 |
$5,867,122.16 |
0.13% |
| AUTOZONE INC 3.70%, due 04/15/2022 |
|
053332AM4 |
5,682,000 |
$5,729,504.65 |
0.13% |
| CIGNA CORP 0%, due 10/19/2021 |
|
12553NXK6 |
6,000,000 |
$5,999,873.34 |
0.13% |
| CITIGROUP INC Variable rate, due 07/24/2023 |
|
172967LM1 |
5,500,000 |
$5,598,547.30 |
0.13% |
| DAIMLER FINANCE NA LLC 2.85%, due 01/06/2022 |
|
233851CS1 |
5,934,000 |
$5,967,579.14 |
0.13% |
| DUKE ENERGY CORP N/C, Variable rate, due 03/11/2022 |
|
26441CBD6 |
5,900,000 |
$5,914,186.72 |
0.13% |
| MICROCHIP TECHNOLOGY INC 0.983%, due 09/01/2024 |
|
595017AX2 |
5,820,000 |
$5,797,546.50 |
0.13% |
| NUTRIEN LTD 1.90%, due 05/13/2023 |
|
67077MAV0 |
5,575,000 |
$5,686,384.99 |
0.13% |
| OSCAR US Funding Trust Series 2018-2A, Class A4, 3.63%, due 09/10/2025 |
|
68784XAE6 |
5,583,020 |
$5,715,312.66 |
0.13% |
| WELLS FARGO & COMPANY N/C, 3.45%, due 02/13/2023 |
|
94974BFJ4 |
5,375,000 |
$5,581,424.78 |
0.13% |
| ATHENE GLOBAL FUNDING N/C, 3%, due 07/01/2022 |
|
04685A2E0 |
5,246,000 |
$5,345,122.43 |
0.12% |
| BANK OF AMERICA CORP Variable rate, due 03/05/2024 |
|
06051GHF9 |
5,000,000 |
$5,202,458.10 |
0.12% |
| BMW FINANCE NV N/C, Variable rate, due 08/12/2022 |
|
05600LAD8 |
5,500,000 |
$5,536,325.63 |
0.12% |
| CAPITAL ONE NA Variable rate, due 08/08/2022 |
|
14042RHB0 |
5,385,000 |
$5,414,337.75 |
0.12% |
| CREDIT SUISSE GROUP AG Variable rate, due 12/14/2023 |
|
225401AD0 |
5,000,000 |
$5,128,347.50 |
0.12% |
| ENBRIDGE INC 0.55%, due 10/04/2023 |
|
29250NBG9 |
5,442,000 |
$5,435,830.30 |
0.12% |
| LLOYDS BANK PLC N/C, 2.25%, due 08/14/2022 |
|
53944VAS8 |
5,259,000 |
$5,347,213.78 |
0.12% |
| NEXTERA ENERGY CAPITAL 2.90%, due 04/01/2022 |
|
65339KBF6 |
5,187,000 |
$5,250,334.27 |
0.12% |
| NEXTERA ENERGY CAPITAL N/C, Variable rate, due 03/01/2023 |
|
65339KBV1 |
5,260,000 |
$5,285,181.83 |
0.12% |
| THE BOEING CO 2.20%, due 10/30/2022 |
|
097023BN4 |
5,095,000 |
$5,179,583.62 |
0.12% |
| VOLKSWAGEN GROUP AMERICA 3.125%, due 05/12/2023 |
|
928668BD3 |
5,000,000 |
$5,183,805.75 |
0.12% |
| 7-ELEVEN INC Variable rate, due 08/10/2022 |
|
817826AH3 |
5,000,000 |
$5,001,630.75 |
0.11% |
| AERCAP IRELAND CAP/GLOBAL 3.95%, due 02/01/2022 |
|
00772BAR2 |
4,775,000 |
$4,807,929.45 |
0.11% |
| ANALOG DEVICES INC N/C, Variable rate, due 10/01/2024 |
|
032654AT2 |
5,000,000 |
$5,014,176.25 |
0.11% |
| ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 |
|
04685A2X8 |
5,000,000 |
$5,028,169.95 |
0.11% |
| BANQUE FEDERATIVE DU CREDIT MUTUEL N/C, Variable rate, due 02/04/2025 |
|
06675FAW7 |
5,000,000 |
$5,005,484.50 |
0.11% |
| BX Trust Series 2018-IND, Class A, Variable rate, due 11/15/2035 |
|
056059AA6 |
5,034,156 |
$5,040,160.49 |
0.11% |
| CITIGROUP INC Variable rate, due 11/04/2022 |
|
17308CC38 |
5,000,000 |
$5,030,997.45 |
0.11% |
| COMM Mortgage Trust Series 2013-CR9, Class ASB, 3.834%, due 07/10/2045 |
|
12625UBA0 |
4,899,507 |
$5,033,295.43 |
0.11% |
| CREDIT SUISSE NEW YORK N/C, 0.52%, due 08/09/2023 |
|
22550L2F7 |
5,000,000 |
$4,999,772.45 |
0.11% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 11/05/2021 |
|
233851DP6 |
5,000,000 |
$5,001,715.15 |
0.11% |
| DANSKE BANK A/S 0.976%, due 09/10/2025 |
|
23636ABA8 |
5,000,000 |
$4,982,775.75 |
0.11% |
| DELL INTERNATIONAL LLC DELL TL B2 1L USD |
|
|
5,000,000 |
$4,999,500.00 |
0.11% |
| EDISON INTERNATIONAL 0%, due 10/28/2021 |
|
28103AXU3 |
5,000,000 |
$4,999,404.10 |
0.11% |
| FIFTH THIRD BANCORP 2.60%, due 06/15/2022 |
|
316773CU2 |
5,000,000 |
$5,064,564.80 |
0.11% |
| Foursight Capital Automobile Receivables Trust Series 2021-1, Class A2, 0.77%, due 08/15/2024 |
|
35105WAC3 |
5,057,240 |
$5,058,168.04 |
0.11% |
| MACQUARIE GROUP LTD Variable rate, due 10/14/2025 |
|
55608JBB3 |
5,000,000 |
$5,000,292.50 |
0.11% |
| MARTIN MARIETTA MATERIALS 0.65%, due 07/15/2023 |
|
573284AY2 |
5,000,000 |
$5,005,705.55 |
0.11% |
| NATIONAL BANK OF CANADA N/C, Variable rate, due 08/06/2024 |
|
63307A2Q7 |
5,000,000 |
$5,023,301.50 |
0.11% |
| OTIS WORLDWIDE CORP Variable rate, due 04/05/2023 |
|
68902VAG2 |
5,000,000 |
$5,000,370.55 |
0.11% |
| PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 08/23/2024 |
|
74256LER6 |
5,000,000 |
$5,010,556.85 |
0.11% |
| SOUTHERN CALIF GAS CO Variable rate, due 09/14/2023 |
|
842434CV2 |
5,000,000 |
$5,000,851.35 |
0.11% |
| SUMITOMO MITSUI FINL GRP N/C, 3.102%, due 01/17/2023 |
|
86562MAX8 |
4,607,000 |
$4,758,313.28 |
0.11% |
| SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 10/19/2021 |
|
86562MAJ9 |
4,674,000 |
$4,674,153.03 |
0.11% |
| THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2022 |
|
254687FH4 |
5,000,000 |
$5,015,715.75 |
0.11% |
| TRUIST BANK Variable rate, due 01/17/2024 |
|
89788JAD1 |
5,000,000 |
$5,003,982.55 |
0.11% |
| UBS AG LONDON N/C, Variable rate, due 08/09/2024 |
|
902674YL8 |
5,000,000 |
$5,036,214.60 |
0.11% |
| WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 |
|
961214DR1 |
5,000,000 |
$5,025,419.00 |
0.11% |
| CADENCE DESIGN SYS INC 4.375%, due 10/15/2024 |
|
127387AL2 |
4,192,000 |
$4,569,417.16 |
0.10% |
| Exeter Automobile Receivables Trust Series 2020-3A, Class A3, 0.78%, due 10/16/2023 |
|
30166NAC0 |
4,251,893 |
$4,252,475.20 |
0.10% |
| FHLMC Multifamily Structured Pass Through Certs. Series K727, Class A1, 2.632%, due 10/25/2023 |
|
3137FARD2 |
4,333,351 |
$4,396,759.92 |
0.10% |
| GENERAL ELECTRIC CO N/C, 3.15%, due 09/07/2022 |
|
36962G6F6 |
4,188,000 |
$4,293,668.85 |
0.10% |
| World OMNI Select Auto Trust Series 2020-A, Class A2, 0.74%, due 06/17/2024 |
|
98163DAB4 |
4,652,032 |
$4,655,019.76 |
0.10% |
| AUST & NZ BANKING GROUP N/C, Variable rate, due 11/21/2022 |
|
05252ADE8 |
4,000,000 |
$4,020,869.20 |
0.09% |
| CarMax Auto Owner Trust Series 2020-3, Class A2A, 0.71%, due 06/15/2023 |
|
14315FAB3 |
4,105,779 |
$4,107,222.17 |
0.09% |
| COLT Funding LLC Series 2020-1, Class A1, Variable rate, due 02/25/2050 |
|
12597KAA7 |
3,787,694 |
$3,791,513.30 |
0.09% |
| Deephaven Residential Mortgage Trust Series 2019-4A, Class A1, Variable rate, due 10/25/2059 |
|
24381MAA8 |
3,789,326 |
$3,803,088.86 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series KSMC, Class A1, 1.954%, due 01/25/2023 |
|
3137B04X9 |
3,966,705 |
$4,007,363.28 |
0.09% |
| KNDL Mortgage Trust Series 2019-KNSQ, Class A, Variable rate, due 05/15/2036 |
|
482598AA7 |
4,100,000 |
$4,105,883.50 |
0.09% |
| PACIFIC GAS & ELECTRIC Variable rate, due 06/16/2022 |
|
694308JD0 |
4,018,000 |
$4,020,247.19 |
0.09% |
| PPL ELECTRIC UTILITIES CORP Variable rate, due 06/24/2024 |
|
69351UAY9 |
4,200,000 |
$4,204,368.00 |
0.09% |
| ROPER TECHNOLOGIES INC 2.80%, due 12/15/2021 |
|
776743AC0 |
4,000,000 |
$4,007,384.76 |
0.09% |
| SKANDINAVISKA ENSKILDA N/C, Variable rate, due 12/12/2022 |
|
83051GAL2 |
4,000,000 |
$4,028,965.60 |
0.09% |
| SOUTHERN CAL EDISON 0.70%, due 08/01/2023 |
|
842400HH9 |
4,000,000 |
$4,009,882.64 |
0.09% |
| SOUTHERN CAL EDISON N/C, Variable rate, due 06/13/2022 |
|
842400HE6 |
4,000,000 |
$4,002,238.64 |
0.09% |
| SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/11/2022 |
|
86562MAL4 |
4,139,000 |
$4,148,221.28 |
0.09% |
| VNO MORTGAGE TRUST Series 2012-6AVE, Class A, 2.9956%, due 11/15/2030 |
|
91830CAA6 |
4,028,082 |
$4,110,493.34 |
0.09% |
| Westlake Automobile Receivables Trust 2020-1 Series 2020-1A, Class A2, 1.44%, due 09/15/2023 |
|
96042KAB9 |
4,011,360 |
$4,018,718.35 |
0.09% |
| CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 |
|
12555DAB1 |
3,333,079 |
$3,337,556.84 |
0.08% |
| CREDIT SUISSE NEW YORK N/C, 2.10%, due 11/12/2021 |
|
22550L2A8 |
3,407,000 |
$3,411,194.63 |
0.08% |
| DUKE ENERGY CORP 2.40%, due 08/15/2022 |
|
26441CAW5 |
3,574,000 |
$3,625,194.98 |
0.08% |
| EMC CORP 3.375%, due 06/01/2023 |
|
268648AN2 |
3,400,000 |
$3,538,941.00 |
0.08% |
| ENRGY TRANS LP/REG FIN 5.875%, due 03/01/2022 |
|
75886AAL2 |
3,420,000 |
$3,442,133.49 |
0.08% |
| Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 |
|
3136AJSW7 |
3,341,427 |
$3,473,300.47 |
0.08% |
| Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 |
|
3136ANVJ3 |
3,287,856 |
$3,365,577.40 |
0.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series K032, Class A1, 3.016%, due 02/25/2023 |
|
3137B4GX8 |
3,332,579 |
$3,381,207.90 |
0.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series K034, Class A1, 2.669%, due 02/25/2023 |
|
3137B5JL8 |
3,405,492 |
$3,446,035.55 |
0.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series K036, Class A1, 2.777%, due 04/25/2023 |
|
3137B7EZ8 |
3,472,449 |
$3,538,565.79 |
0.08% |
| HYUNDAI CAPITAL AMERICA 3.10%, due 04/05/2022 |
|
44891AAM9 |
3,470,000 |
$3,511,838.62 |
0.08% |
| NATWEST MARKETS PLC N/C, 3.625%, due 09/29/2022 |
|
63906AAA8 |
3,350,000 |
$3,454,370.16 |
0.08% |
| O'REILLY AUTOMOTIVE INC 3.80%, due 09/01/2022 |
|
67103HAC1 |
3,457,000 |
$3,530,338.60 |
0.08% |
| Towd Point Mortgage Trust Series 2016-2, Class A1, Variable rate, due 08/25/2055 |
|
89172PAA7 |
3,422,084 |
$3,442,438.54 |
0.08% |
| Verus Securitization Trust Series 2019-4, Class A2, Variable rate, due 11/25/2059 |
|
92537KAB0 |
3,300,365 |
$3,352,017.92 |
0.08% |
| AMGEN INC 2.65%, due 05/11/2022 |
|
031162CP3 |
3,155,000 |
$3,191,162.20 |
0.07% |
| BARCLAYS BANK PLC 1.70%, due 05/12/2022 |
|
06739GCR8 |
3,181,000 |
$3,203,375.66 |
0.07% |
| BRIGHTHSE FIN GLBL FUND N/C, Variable rate, due 04/12/2024 |
|
10921U2B3 |
3,000,000 |
$3,026,809.44 |
0.07% |
| CATERPILLAR FINL SERVICE 0.95%, due 05/13/2022 |
|
14913R2B2 |
3,000,000 |
$3,013,373.88 |
0.07% |
| DEUTSCHE BANK NY N/C, 3.95%, due 02/27/2023 |
|
251526BR9 |
3,102,000 |
$3,233,679.19 |
0.07% |
| DUKE ENERGY CORP Variable rate, due 06/10/2023 |
|
26441CBK0 |
3,000,000 |
$3,003,494.25 |
0.07% |
| DUKE ENERGY FLORIDA LLC N/C, Variable rate, due 11/26/2021 |
|
26444HAG6 |
3,155,000 |
$3,154,780.41 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series K027, Class A1, 1.785%, due 09/25/2022 |
|
3137B1UF7 |
2,987,045 |
$3,001,696.83 |
0.07% |
| GENERAL MOTORS FINL CO 3.15%, due 06/30/2022 |
|
37045XBY1 |
2,994,000 |
$3,044,145.80 |
0.07% |
| HYATT HOTELS CORP 1.30%, due 10/01/2023 |
|
448579AL6 |
3,000,000 |
$3,003,638.16 |
0.07% |
| ING GROEP NV N/C, Variable rate, due 03/29/2022 |
|
456837AJ2 |
2,980,000 |
$2,995,039.40 |
0.07% |
| MIZUHO FINANCIAL GROUP Variable rate, due 09/08/2024 |
|
60687YBJ7 |
3,306,000 |
$3,313,474.63 |
0.07% |
| NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 03/08/2024 |
|
654740BR9 |
3,000,000 |
$3,008,480.28 |
0.07% |
| ONEOK PARTNERS LP 3.375%, due 10/01/2022 |
|
68268NAJ2 |
3,000,000 |
$3,060,337.47 |
0.07% |
| Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 |
|
67113CAL0 |
3,328,608 |
$3,333,281.79 |
0.07% |
| RELIANCE STAND LIFE II 2.625%, due 07/22/2022 |
|
75951AAK4 |
2,920,000 |
$2,971,115.72 |
0.07% |
| SOUTHWEST AIRLINES CO 2.75%, due 11/16/2022 |
|
844741BD9 |
3,000,000 |
$3,064,553.70 |
0.07% |
| THE BOEING CO 2.125%, due 03/01/2022 |
|
097023BT1 |
2,919,000 |
$2,933,729.71 |
0.07% |
| Towd Point Mortgage Trust Series 2015-6, Class A1B, Variable rate, due 04/25/2055 |
|
89172RAR6 |
3,279,067 |
$3,287,439.14 |
0.07% |
| TRUIST BANK Variable rate, due 03/09/2023 |
|
89788JAC3 |
3,000,000 |
$3,022,929.66 |
0.07% |
| UBS AG LONDON N/C, Variable rate, due 06/01/2023 |
|
902674YG9 |
3,000,000 |
$3,007,444.20 |
0.07% |
| VOLKSWAGEN GROUP AMERICA 4%, due 11/12/2021 |
|
928668AP7 |
3,242,000 |
$3,250,161.09 |
0.07% |
| WESTLAKE CHEMICAL CORP 0.875%, due 08/15/2024 |
|
960413AX0 |
3,140,000 |
$3,142,984.19 |
0.07% |
| ANZ NEW ZEALAND INTL/LDN N/C, Variable rate, due 01/25/2022 |
|
00182EBD0 |
2,500,000 |
$2,507,093.88 |
0.06% |
| Avis Budget Rental Car Funding Series 2016-2A, Class A, 2.72%, due 11/20/2022 |
|
05377RCK8 |
2,686,667 |
$2,689,707.18 |
0.06% |
| BMW FINANCE NV 2.25%, due 08/12/2022 |
|
05600LAA4 |
2,809,000 |
$2,853,831.86 |
0.06% |
| GS Mortgage Securities Trust Series 2013-GC10, Class A5, 2.943%, due 02/10/2046 |
|
36192CAE5 |
2,725,000 |
$2,792,827.98 |
0.06% |
| INTERCONTINENTALEXCHANGE 2.35%, due 09/15/2022 |
|
45866FAE4 |
2,500,000 |
$2,541,268.75 |
0.06% |
| JP Morgan Mortgage Trust Series 2019-LTV2, Class A11, Variable rate, due 12/25/2049 |
|
46651AAL6 |
2,452,828 |
$2,458,090.02 |
0.06% |
| MVW Owner Trust Series 2018-1A, Class A, 3.45%, due 01/21/2036 |
|
62848BAA9 |
2,627,657 |
$2,720,148.31 |
0.06% |
| Sierra Receivables Funding Co. LLC Series 2016-3A, Class A, 2.43%, due 10/20/2033 |
|
82652YAA2 |
2,528,008 |
$2,528,608.73 |
0.06% |
| THE BOEING CO 2.35%, due 10/30/2021 |
|
097023BG9 |
2,722,000 |
$2,723,853.36 |
0.06% |
| AUTODESK INC 3.60%, due 12/15/2022 |
|
052769AB2 |
2,270,000 |
$2,330,517.22 |
0.05% |
| CITIGROUP INC Variable rate, due 12/08/2021 |
|
172967LB5 |
2,099,000 |
$2,100,294.40 |
0.05% |
| ENBRIDGE INC Variable rate, due 02/17/2023 |
|
29250NBD6 |
2,000,000 |
$2,005,588.90 |
0.05% |
| GLS Auto Receivables Trust Series 2020-4A, Class A, 0.52%, due 02/15/2024 |
|
36261EAA5 |
2,391,580 |
$2,393,299.71 |
0.05% |
| JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 |
|
46591NBC0 |
2,313,544 |
$2,326,933.75 |
0.05% |
| MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/13/2023 |
|
59217GEF2 |
2,000,000 |
$2,012,204.26 |
0.05% |
| NATWEST MARKETS PLC N/C, Variable rate, due 09/29/2022 |
|
63906AAB6 |
2,175,000 |
$2,206,127.65 |
0.05% |
| OSCAR US Funding Trust Series 2018-1A, Class A4, 3.50%, due 05/12/2025 |
|
68784CAE2 |
2,156,808 |
$2,197,118.23 |
0.05% |
| PUBLIC SERVICE ENTERPRISE GROUP 2%, due 11/15/2021 |
|
744573AK2 |
2,357,000 |
$2,357,647.45 |
0.05% |
| Verus Securitization Trust Series 2019-INV2, Class A2, Variable rate, due 07/25/2059 |
|
92537HAB7 |
2,278,094 |
$2,303,562.23 |
0.05% |
| Verus Securitization Trust Series 2020-4, Class A2, Variable rate, due 05/25/2065 |
|
92538LAB7 |
2,091,918 |
$2,106,901.67 |
0.05% |
| American Credit Acceptance Receivables Trust Series 2020-3, Class A, 1.16%, due 10/13/2023 |
|
025297AA0 |
1,872,118 |
$1,872,653.82 |
0.04% |
| BARCLAYS PLC Variable rate, due 05/16/2024 |
|
06738EBB0 |
1,593,000 |
$1,681,322.24 |
0.04% |
| Fannie Mae Series 2013-74, Class EL, 3%, due 04/25/2041 |
|
3136AE6R3 |
1,671,918 |
$1,686,861.57 |
0.04% |
| FREMF Mortgage Trust Series 2012-K19, Class B, Variable rate, due 05/25/2045 |
|
30290MAN7 |
1,895,000 |
$1,917,023.69 |
0.04% |
| HEWLETT-PACKARD CO 4.05%, due 09/15/2022 |
|
428236BX0 |
1,660,000 |
$1,714,179.69 |
0.04% |
| HPEFS Equipment Trust Series 2020-1A, Class A2, 1.83%, due 02/20/2030 |
|
40438FAB0 |
1,715,983 |
$1,717,865.53 |
0.04% |
| JP Morgan Mortgage Trust Series 2019-LTV3, Class A, Variable rate, due 03/25/2050 |
|
46651HBC0 |
1,672,550 |
$1,673,913.45 |
0.04% |
| THE BOEING CO 1.167%, due 02/04/2023 |
|
097023DD4 |
1,676,000 |
$1,679,959.16 |
0.04% |
| AMGEN INC 2.70%, due 05/01/2022 |
|
031162BX7 |
1,530,000 |
$1,543,648.12 |
0.03% |
| CENTERPOINT ENER HOUSTON 2.25%, due 08/01/2022 |
|
15189XAL2 |
1,360,000 |
$1,374,369.01 |
0.03% |
| CIGNA CORP 3.75%, due 07/15/2023 |
|
125523AF7 |
1,129,000 |
$1,189,583.65 |
0.03% |
| CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 |
|
12554TAL5 |
1,402,554 |
$1,404,872.45 |
0.03% |
| Ford Credit Auto Lease Trust Series 2020-B, Class A2A, 0.96%, due 12/15/2022 |
|
34531RAB3 |
1,288,645 |
$1,288,878.39 |
0.03% |
| KROGER CO 3.40%, due 04/15/2022 |
|
501044CQ2 |
1,432,000 |
$1,442,685.13 |
0.03% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 02/22/2022 |
|
606822AK0 |
1,500,000 |
$1,504,875.01 |
0.03% |
| NATIONSTAR HOME EQUITY LOAN TR Series 2006-B, Class AV4, Variable rate, due 09/25/2036 |
|
63860FAD5 |
1,119,479 |
$1,119,439.75 |
0.03% |
| OSCAR US Funding Trust Series 2017-2A, Class A4, 2.76%, due 12/10/2024 |
|
68784AAE6 |
1,436,517 |
$1,453,636.95 |
0.03% |
| PENSKE TRUCK LEASING/PTL 4.875%, due 07/11/2022 |
|
709599AH7 |
1,340,000 |
$1,382,592.08 |
0.03% |
| Residential Mortgage Loan Trust Series 2019-3, Class A2, Variable rate, due 09/25/2059 |
|
76119NAB3 |
1,275,509 |
$1,287,062.46 |
0.03% |
| SANTANDER UK GROUP HLDGS 3.571%, due 01/10/2023 |
|
80281LAF2 |
1,300,000 |
$1,309,269.86 |
0.03% |
| SEMPRA ENERGY 2.875%, due 10/01/2022 |
|
816851AT6 |
1,187,000 |
$1,206,325.35 |
0.03% |
| SHERWIN-WILLIAMS CO 2.75%, due 06/01/2022 |
|
824348AU0 |
1,275,000 |
$1,291,367.88 |
0.03% |
| AIR LEASE CORP 3.75%, due 02/01/2022 |
|
00912XAQ7 |
977,000 |
$980,831.11 |
0.02% |
| BANK OF AMERICA CORP Variable rate, due 03/05/2024 |
|
06051GHE2 |
1,000,000 |
$1,008,008.97 |
0.02% |
| Citigroup Commercial Mortgage Trust Series 2012-GC8, Class AAB, 2.608%, due 09/10/2045 |
|
17318UAE4 |
827,134 |
$831,895.51 |
0.02% |
| CITIZENS BANK NA/RI 2.65%, due 05/26/2022 |
|
17401QAL5 |
750,000 |
$759,385.94 |
0.02% |
| COLT Funding LLC Series 2020-1R, Class A2, Variable rate, due 09/25/2065 |
|
12597VAB1 |
939,828 |
$942,308.26 |
0.02% |
| Countrywide Asset-Backed Certificates Series 2004-SD4, Class M1, Variable rate, due 12/25/2034 |
|
126673SE3 |
742,846 |
$744,040.95 |
0.02% |
| FHLMC Multifamily Structured Pass Through Certs. Series K025, Class A1, 1.875%, due 04/25/2022 |
|
3137AYCD1 |
795,146 |
$795,686.97 |
0.02% |
| FISERV INC 3.50%, due 10/01/2022 |
|
337738AM0 |
1,000,000 |
$1,021,556.58 |
0.02% |
| FMC CORP 3.95%, due 02/01/2022 |
|
302491AR6 |
1,000,000 |
$1,002,655.66 |
0.02% |
| FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 |
|
31394X5K8 |
965,152 |
$997,167.10 |
0.02% |
| Honda Auto Receivables Owner Trust Series 2020-1, Class A2, 1.63%, due 10/21/2022 |
|
43813RAB3 |
703,874 |
$704,081.69 |
0.02% |
| RYDER SYSTEM INC 2.80%, due 03/01/2022 |
|
78355HKD0 |
898,000 |
$904,224.37 |
0.02% |
| Securitized Term Auto Receivables Trust Series 2019-1A, Class A3, 2.986%, due 02/27/2023 |
|
81377DAC0 |
1,014,853 |
$1,020,605.01 |
0.02% |
| Towd Point Mortgage Trust Series 2016-3, Class A1, Variable rate, due 04/25/2056 |
|
89172YAA8 |
681,697 |
$683,510.10 |
0.02% |
| Fannie Mae FN BM1299, 5%, due 03/01/2027 |
|
3140J5NR6 |
250,733 |
$261,646.76 |
0.01% |
| FHLMC Multifamily Structured Pass Through Certs. Series K029, Class A1, 2.839%, due 10/25/2022 |
|
3137B36H6 |
345,300 |
$346,677.05 |
0.01% |
| FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 |
|
31394MU65 |
612,112 |
$630,075.28 |
0.01% |
| Freddie Mac Series 4387, Class DE, 2%, due 01/15/2032 |
|
3137BDYB6 |
558,193 |
$566,712.63 |
0.01% |
| GSAA Home Equity Trust Series 2005-MTR1, Class A4, Variable rate, due 10/25/2035 |
|
362341UC1 |
325,382 |
$326,303.04 |
0.01% |
| JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 |
|
46591KAZ6 |
435,442 |
$437,998.45 |
0.01% |
| JP Morgan Mortgage Trust Series 2020-1, Class A4, Variable rate, due 06/25/2050 |
|
46651XAF9 |
227,083 |
$226,826.98 |
0.01% |
| Mill City Mortgage Trust Series 2016-1, Class A1, Variable rate, due 04/25/2057 |
|
59980TAA4 |
626,259 |
$628,108.50 |
0.01% |
| Onslow Bay Financial LLC Series 2020-EXP1, Class 2A1A, Variable rate, due 02/25/2060 |
|
67448TBC8 |
654,732 |
$656,375.64 |
0.01% |
| Santander Consumer Auto Receivables Trust Series 2020-AA, Class A, 1.37%, due 10/15/2024 |
|
80281MAA1 |
529,302 |
$531,768.18 |
0.01% |
| Verizon Owner Trust Series 2018-A, Class A1A, 3.23%, due 04/20/2023 |
|
92348XAA3 |
360,071 |
$361,181.93 |
0.01% |
| Fannie Mae FN 888932, 4.50%, due 11/01/2022 |
|
31410GSV6 |
8 |
$7.86 |
0.00% |
| Fannie Mae FN 890403, 6%, due 05/01/2023 |
|
31410LGL0 |
3,738 |
$3,772.31 |
0.00% |
| Fannie Mae FN 962078, 4.50%, due 03/01/2023 |
|
31414CJX7 |
36,146 |
$37,912.06 |
0.00% |
| Fannie Mae FN AD0285, 5%, due 09/01/2022 |
|
31418MJ78 |
11 |
$11.34 |
0.00% |
| Fannie Mae FN AD0402, 5%, due 02/01/2023 |
|
31418MNU2 |
17 |
$17.28 |
0.00% |
| Fannie Mae FN AE0237, 5.50%, due 11/01/2023 |
|
31419AHP5 |
195 |
$197.18 |
0.00% |
| Fannie Mae FN AE0812, 5%, due 07/01/2025 |
|
31419A3W5 |
5,962 |
$6,221.84 |
0.00% |
| Fannie Mae FN AL5764, 5%, due 09/01/2025 |
|
3138ENMN6 |
31,539 |
$32,912.06 |
0.00% |
| Fannie Mae FN AL5812, 5.50%, due 05/01/2025 |
|
3138ENN62 |
17,160 |
$17,300.89 |
0.00% |
| Fannie Mae FN AL6212, 4.50%, due 01/01/2027 |
|
3138EN3W7 |
12,581 |
$13,190.58 |
0.00% |
| Fannie Mae FN AL6798, 5%, due 09/01/2025 |
|
3138EPRU0 |
39,426 |
$41,141.85 |
0.00% |
| Fannie Mae FN AL8539, 4.50%, due 01/01/2027 |
|
3138ETPZ3 |
67 |
$70.55 |
0.00% |
| Fannie Mae FN MA1030, 3%, due 04/01/2022 |
|
31418AEC8 |
38,366 |
$40,315.93 |
0.00% |
| FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 |
|
31397NHX6 |
2,831 |
$2,888.97 |
0.00% |
| FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 |
|
31396QKJ7 |
1,406 |
$1,429.79 |
0.00% |
| FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 |
|
31397QXH6 |
29 |
$29.50 |
0.00% |
| Freddie Mac FG G13204, 6%, due 11/01/2022 |
|
3128MBX93 |
287 |
$289.02 |
0.00% |
| Freddie Mac FG G14035, 5.50%, due 12/01/2021 |
|
3128MCV44 |
9 |
$8.98 |
0.00% |
| Freddie Mac FG G15435, 5%, due 11/01/2024 |
|
3128MEHL8 |
18,371 |
$19,173.05 |
0.00% |
| Freddie Mac FG G15821, 5%, due 07/01/2025 |
|
3128MEVN8 |
7,339 |
$7,659.29 |
0.00% |
| Freddie Mac FG G15874, 5%, due 06/01/2026 |
|
3128MEXB2 |
14,835 |
$15,482.53 |
0.00% |
| FREDDIE MAC Series 4011, Class KM, 2%, due 03/15/2022 |
|
3137AMYK7 |
4,508 |
$4,515.61 |
0.00% |
| GNMA GN 783524, 5%, due 09/15/2024 |
|
36241L4H6 |
11,298 |
$11,648.37 |
0.00% |
| Towd Point Mortgage Trust Series 2016-1, Class A1B, Variable rate, due 02/25/2055 |
|
89172EAU8 |
95,981 |
$95,960.19 |
0.00% |
| US Dollar |
$USD |
|
-87,755,912 |
($87,755,911.90) |
-1.97% |
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.
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