Holdings of the Fund as of 2/8/2023
Total Number of Holdings (excluding cash): 590
| U.S. Treasury Note, 2.50%, due 01/31/2024 |
|
9128285Z9 |
100,000,000 |
$97,699,934.00 |
1.25% |
| U.S. Treasury Note, 2.50%, due 08/15/2023 |
|
912828VS6 |
85,000,000 |
$83,976,139.30 |
1.07% |
| U.S. Treasury Note, 1.75%, due 05/15/2023 |
|
912828VB3 |
60,000,000 |
$59,536,712.40 |
0.76% |
| U.S. Treasury Note, 2.50%, due 03/31/2023 |
|
9128284D9 |
60,000,000 |
$59,819,739.60 |
0.76% |
| BAYER US FINANCE II LLC 3.875%, due 12/15/2023 |
|
07274NAE3 |
41,160,000 |
$40,720,996.08 |
0.52% |
| JOHNSON & JOHNSON 3.375%, due 12/05/2023 |
|
478160BH6 |
40,964,000 |
$40,666,753.34 |
0.52% |
| AMERICAN ELEC POWER CO 0%, due 02/09/2023 |
|
0255E3P93 |
40,000,000 |
$40,000,000.00 |
0.51% |
| AMERISOURCEBERGEN CORP 0%, due 02/09/2023 |
|
03077XP94 |
40,000,000 |
$40,000,000.00 |
0.51% |
| FHLMC Multifamily Structured Pass Through Certs. Series K032, Class A2, Variable rate, due 05/25/2023 |
|
3137B4GY6 |
40,507,477 |
$40,240,881.01 |
0.51% |
| FMC CORP 0%, due 02/09/2023 |
|
34410XP95 |
40,000,000 |
$40,000,000.00 |
0.51% |
| MCKESSON CORP 0%, due 02/10/2023 |
|
58155LPA6 |
40,250,000 |
$40,244,676.13 |
0.51% |
| MONDELEZ INTERNATIONAL 0%, due 02/09/2023 |
|
60920WP95 |
40,000,000 |
$40,000,000.00 |
0.51% |
| FHLMC Multifamily Structured Pass Through Certs. Series K034, Class A2, Variable rate, due 07/25/2023 |
|
3137B5JM6 |
39,727,511 |
$39,414,283.60 |
0.50% |
| TRANSCANADA PIPELINES 3.75%, due 10/16/2023 |
|
89352HAK5 |
36,500,000 |
$36,220,212.90 |
0.46% |
| WASTE MANAGEMENT INC 0%, due 02/16/2023 |
|
94107NPG3 |
35,000,000 |
$34,967,510.55 |
0.45% |
| ABBVIE INC 2.85%, due 05/14/2023 |
|
00287YAX7 |
34,847,000 |
$34,657,164.00 |
0.44% |
| ENTERPRISE PRODUCTS OPERATING LLC 3.35%, due 03/15/2023 |
|
29379VAZ6 |
34,670,000 |
$34,625,267.71 |
0.44% |
| MARTIN MARIETTA MATERIALS 0.65%, due 07/15/2023 |
|
573284AY2 |
35,060,000 |
$34,406,304.19 |
0.44% |
| ROPER TECHNOLOGIES INC 3.65%, due 09/15/2023 |
|
776743AE6 |
34,542,000 |
$34,242,127.42 |
0.44% |
| AETNA INC 2.80%, due 06/15/2023 |
|
00817YAV0 |
34,315,000 |
$34,059,163.49 |
0.43% |
| ORACLE CORP 2.625%, due 02/15/2023 |
|
68389XBR5 |
33,959,000 |
$33,948,590.22 |
0.43% |
| CABOT CORP 0%, due 02/09/2023 |
|
12705XP95 |
32,700,000 |
$32,700,000.00 |
0.42% |
| GILEAD SCIENCES INC 2.50%, due 09/01/2023 |
|
375558BL6 |
33,756,000 |
$33,280,302.35 |
0.42% |
| CITIGROUP INC Variable rate, due 06/01/2024 |
|
172967LZ2 |
31,969,000 |
$31,837,464.18 |
0.41% |
| FISERV INC 3.80%, due 10/01/2023 |
|
337738AQ1 |
32,712,000 |
$32,431,158.99 |
0.41% |
| HUMANA INC 0.65%, due 08/03/2023 |
|
444859BP6 |
33,000,000 |
$32,296,281.94 |
0.41% |
| NORTHROP GRUMMAN CORP 3.25%, due 08/01/2023 |
|
666807BG6 |
32,443,000 |
$32,183,929.67 |
0.41% |
| SEMPRA ENERGY 0%, due 02/14/2023 |
|
81686NPE4 |
32,000,000 |
$31,979,073.92 |
0.41% |
| VULCAN MATERIALS CO 0%, due 02/09/2023 |
|
92919UP95 |
31,911,000 |
$31,911,000.00 |
0.41% |
| CIGNA CORP 3.75%, due 07/15/2023 |
|
125523AF7 |
31,381,000 |
$31,200,196.49 |
0.40% |
| FHLMC Multifamily Structured Pass Through Certs. Series K036, Class A2, Variable rate, due 10/25/2023 |
|
3137B7MZ9 |
31,942,295 |
$31,589,345.86 |
0.40% |
| FIDELITY NATL INFO SERV 0.375%, due 03/01/2023 |
|
31620MBP0 |
31,545,000 |
$31,465,896.81 |
0.40% |
| HEINEKEN NV 2.75%, due 04/01/2023 |
|
423012AD5 |
31,632,000 |
$31,519,952.18 |
0.40% |
| NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 |
|
65339KBU3 |
31,686,000 |
$31,614,991.06 |
0.40% |
| REPUBLIC SERVICES INC 4.75%, due 05/15/2023 |
|
760759AM2 |
31,182,000 |
$31,164,359.10 |
0.40% |
| ASTRAZENECA PLC 0%, due 03/13/2023 |
|
04635RQD0 |
30,500,000 |
$30,372,479.81 |
0.39% |
| L3HARRIS TECH INC 3.85%, due 06/15/2023 |
|
502431AJ8 |
30,458,000 |
$30,325,762.94 |
0.39% |
| THERMO FISHER SCIENTIFIC 0.797%, due 10/18/2023 |
|
883556CP5 |
31,576,000 |
$30,666,490.27 |
0.39% |
| ALIMENTATION COUCHE-TARD 0%, due 03/16/2023 |
|
01626VQG1 |
30,000,000 |
$29,857,473.60 |
0.38% |
| BAXTER INTERNATIONAL 0%, due 02/23/2023 |
|
0718A3PP8 |
30,000,000 |
$29,943,997.50 |
0.38% |
| CANADIAN NATURAL RESOURCES 0%, due 02/24/2023 |
|
13638XPQ7 |
30,000,000 |
$29,935,166.10 |
0.38% |
| CONAGRA BRANDS INC 0%, due 02/09/2023 |
|
20600HP99 |
30,000,000 |
$30,000,000.00 |
0.38% |
| CONSTELLATION BRANDS INC 0%, due 02/24/2023 |
|
21037DPQ1 |
30,000,000 |
$29,936,020.50 |
0.38% |
| CONSTELLATION EN GEN LLC 0%, due 02/09/2023 |
|
21038QP99 |
30,000,000 |
$30,000,000.00 |
0.38% |
| EASTMAN CHEMICAL CO 0%, due 02/10/2023 |
|
27743KPA2 |
30,000,000 |
$29,996,015.70 |
0.38% |
| ENTERGY CORP 0%, due 02/09/2023 |
|
29366GP96 |
30,000,000 |
$30,000,000.00 |
0.38% |
| EXELON CORPORATION 0%, due 02/09/2023 |
|
3016A3P90 |
30,000,000 |
$30,000,000.00 |
0.38% |
| GENERAL DYNAMICS CORP 0%, due 03/29/2023 |
|
36955EQV3 |
30,000,000 |
$29,803,973.40 |
0.38% |
| JPMORGAN CHASE & CO Variable rate, due 07/23/2024 |
|
46647PAU0 |
30,157,000 |
$29,974,932.23 |
0.38% |
| MCCORMICK & COMPANY INC 0%, due 03/09/2023 |
|
57978DQ93 |
30,000,000 |
$29,888,000.10 |
0.38% |
| MCKESSON CORP 3.796%, due 03/15/2024 |
|
581557BE4 |
30,090,000 |
$29,679,191.46 |
0.38% |
| SHIRE ACQ INV IRELAND DA 2.875%, due 09/23/2023 |
|
82481LAC3 |
30,393,000 |
$29,959,602.50 |
0.38% |
| SOUTHERN CALIF EDISON CO 0%, due 02/09/2023 |
|
8424C1P93 |
30,000,000 |
$30,000,000.00 |
0.38% |
| WASTE MANAGEMENT INC 0%, due 02/09/2023 |
|
94107NP99 |
30,000,000 |
$30,000,000.00 |
0.38% |
| WEC ENERGY GROUP INC 0%, due 02/09/2023 |
|
92930WP96 |
30,000,000 |
$30,000,000.00 |
0.38% |
| AMERISOURCEBERGEN CORP 0.737%, due 03/15/2023 |
|
03073EAS4 |
29,271,000 |
$29,151,669.15 |
0.37% |
| CVS HEALTH CORPORATION 4%, due 12/05/2023 |
|
126650CC2 |
29,320,000 |
$29,140,725.20 |
0.37% |
| JPMORGAN CHASE & CO Variable rate, due 04/23/2024 |
|
46647PAP1 |
29,162,000 |
$29,052,928.88 |
0.37% |
| ROYALTY PHARMA PLC 0.75%, due 09/02/2023 |
|
78081BAG8 |
30,000,000 |
$29,227,417.50 |
0.37% |
| ILLUMINA INC 0.55%, due 03/23/2023 |
|
452327AL3 |
28,505,000 |
$28,353,874.77 |
0.36% |
| FHLMC Multifamily Structured Pass Through Certs. Series K035, Class A2, Variable rate, due 08/25/2023 |
|
3137B5KW2 |
27,275,976 |
$27,044,828.67 |
0.34% |
| NORFOLK SOUTHERN CORP 2.903%, due 02/15/2023 |
|
655844BL1 |
26,512,000 |
$26,501,502.58 |
0.34% |
| VW CREDIT INC 0%, due 03/14/2023 |
|
91842KQE9 |
26,850,000 |
$26,726,322.19 |
0.34% |
| WASTE MANAGEMENT INC 2.40%, due 05/15/2023 |
|
94106LBD0 |
26,631,000 |
$26,460,435.10 |
0.34% |
| BANK OF AMERICA CORP Variable rate, due 03/05/2024 |
|
06051GHF9 |
25,589,000 |
$25,566,403.64 |
0.33% |
| FISERV INC 0%, due 02/10/2023 |
|
33774LPA0 |
26,000,000 |
$25,996,647.04 |
0.33% |
| GEORGIA POWER CO 2.10%, due 07/30/2023 |
|
373334KM2 |
26,335,000 |
$25,968,579.02 |
0.33% |
| GOLDMAN SACHS GROUP INC 3%, due 03/15/2024 |
|
38141GZP2 |
26,844,000 |
$26,244,742.87 |
0.33% |
| KINDER MORGAN INC 5.625%, due 11/15/2023 |
|
49456BAB7 |
25,720,000 |
$25,729,902.20 |
0.33% |
| ORACLE CORP 3.40%, due 07/08/2024 |
|
68389XAU9 |
26,678,000 |
$26,067,674.32 |
0.33% |
| TAKEDA PHARMACEUTICAL 4.40%, due 11/26/2023 |
|
874060AT3 |
26,320,000 |
$26,131,737.77 |
0.33% |
| AT&T INC 0%, due 02/13/2023 |
|
0020A3PD6 |
25,000,000 |
$24,986,898.25 |
0.32% |
| BANK OF NOVA SCOTIA N/C, Variable rate, due 04/15/2024 |
|
0641593W4 |
25,000,000 |
$24,997,402.75 |
0.32% |
| CANADIAN NATURAL RESOURCES 0%, due 02/23/2023 |
|
13638XPP9 |
25,000,000 |
$24,949,573.50 |
0.32% |
| CONSOLIDATED EDISON CO 0%, due 03/03/2023 |
|
20911MQ34 |
25,000,000 |
$24,927,424.75 |
0.32% |
| DOMINION ENERGY INC 0%, due 02/13/2023 |
|
2574P1PD8 |
25,000,000 |
$24,986,626.25 |
0.32% |
| FIDELITY NATL INFO SERV 0%, due 02/10/2023 |
|
31622GPA9 |
25,000,000 |
$24,996,682.50 |
0.32% |
| FISERV INC 0%, due 02/16/2023 |
|
33774LPG7 |
25,000,000 |
$24,977,156.50 |
0.32% |
| GLENCORE FUNDING LLC 0%, due 03/10/2023 |
|
37790BQA2 |
25,000,000 |
$24,904,333.25 |
0.32% |
| MCCORMICK & COMPANY INC 0%, due 02/17/2023 |
|
57978DPH6 |
25,000,000 |
$24,973,964.25 |
0.32% |
| NISOURCE INC 0%, due 02/09/2023 |
|
65478KP96 |
25,000,000 |
$25,000,000.00 |
0.32% |
| NUTRIEN LTD 0%, due 03/07/2023 |
|
67077VQ76 |
25,000,000 |
$24,913,159.75 |
0.32% |
| PLAINS ALL AMER PIPELINE 0%, due 02/09/2023 |
|
72650XP94 |
25,000,000 |
$25,000,000.00 |
0.32% |
| PUBLIC SERVICE ENTERPRISE 0.841%, due 11/08/2023 |
|
744573AT3 |
25,570,000 |
$24,865,627.30 |
0.32% |
| SKYWORKS SOLUTIONS INC 0.90%, due 06/01/2023 |
|
83088MAJ1 |
25,108,000 |
$24,738,836.57 |
0.32% |
| SUNCOR ENERGY INC 0%, due 03/27/2023 |
|
86723BQT0 |
25,000,000 |
$24,843,152.00 |
0.32% |
| TARGA RESOURCES CORP 0%, due 02/09/2023 |
|
87613LP94 |
25,000,000 |
$25,000,000.00 |
0.32% |
| THERMO FISHER SCIENTIFIC 0%, due 02/27/2023 |
|
88355MPT8 |
25,000,000 |
$24,940,491.50 |
0.32% |
| VMWARE INC 0.60%, due 08/15/2023 |
|
928563AG0 |
25,567,000 |
$24,953,903.87 |
0.32% |
| CIGNA CORP 3%, due 07/15/2023 |
|
125523BV1 |
24,205,000 |
$23,976,017.57 |
0.31% |
| CONSTELLATION EN GEN LLC 0%, due 02/27/2023 |
|
21038QPT5 |
24,089,000 |
$24,028,718.96 |
0.31% |
| GOLDMAN SACHS GROUP INC 3.625%, due 02/20/2024 |
|
38141GXE9 |
25,000,000 |
$24,644,520.51 |
0.31% |
| RAYTHEON TECH CORP 0%, due 02/21/2023 |
|
75513GPM2 |
24,000,000 |
$23,961,589.68 |
0.31% |
| SOUTHERN COMPANY 0%, due 02/24/2023 |
|
84262MPQ5 |
24,000,000 |
$23,951,993.52 |
0.31% |
| SVENSKA HANDELSBANKEN AB 0%, due 07/24/2023 |
|
86960KUQ3 |
25,000,000 |
$24,441,995.00 |
0.31% |
| U.S. Treasury Note, 2.875%, due 10/31/2023 |
|
9128285K2 |
25,000,000 |
$24,639,537.25 |
0.31% |
| Verizon Master Trust Series 2022-7, Class A1A, 5.23%, due 11/22/2027 |
|
92348KBC6 |
24,000,000 |
$24,151,483.20 |
0.31% |
| CROWN CASTLE INC. 0%, due 02/14/2023 |
|
22823QPE5 |
23,500,000 |
$23,482,807.64 |
0.30% |
| PENSKE TRUCK LEASING CO 0%, due 03/08/2023 |
|
70962BQ80 |
24,000,000 |
$23,912,676.48 |
0.30% |
| BANK OF AMERICA CORP Variable rate, due 07/23/2024 |
|
06051GHL6 |
23,004,000 |
$22,851,030.54 |
0.29% |
| FHLMC Multifamily Structured Pass Through Certs. Series K030, Class A2, Variable rate, due 04/25/2023 |
|
3137B3NA2 |
22,703,490 |
$22,604,082.57 |
0.29% |
| SEMPRA ENERGY 0%, due 02/09/2023 |
|
81686NP95 |
23,000,000 |
$23,000,000.00 |
0.29% |
| BROADCOM CRP / CAYMN FI 3.625%, due 01/15/2024 |
|
11134LAF6 |
22,166,000 |
$21,822,580.61 |
0.28% |
| CANADIAN NATURAL RESOURCES 0%, due 02/16/2023 |
|
13638XPG9 |
21,600,000 |
$21,578,510.59 |
0.28% |
| FHLMC Multifamily Structured Pass Through Certs. Series K031, Class A2, Variable rate, due 04/25/2023 |
|
3137B3NX2 |
22,177,906 |
$22,066,193.37 |
0.28% |
| O'REILLY AUTOMOTIVE INC 3.85%, due 06/15/2023 |
|
67103HAD9 |
22,327,000 |
$22,261,385.41 |
0.28% |
| UNION PACIFIC CORP 3.50%, due 06/08/2023 |
|
907818EU8 |
22,265,000 |
$22,165,857.74 |
0.28% |
| CONSTELLATION BRANDS INC 0%, due 02/14/2023 |
|
21037DPE8 |
21,000,000 |
$20,985,296.85 |
0.27% |
| GILEAD SCIENCES INC 0.75%, due 09/29/2023 |
|
375558BW2 |
21,854,000 |
$21,275,101.52 |
0.27% |
| ABBVIE INC 3.85%, due 06/15/2024 |
|
00287YCV9 |
20,612,000 |
$20,310,346.88 |
0.26% |
| ALABAMA POWER CO 3.55%, due 12/01/2023 |
|
010392FK9 |
20,305,000 |
$20,087,804.93 |
0.26% |
| AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 |
|
02665WDG3 |
20,000,000 |
$20,005,409.80 |
0.26% |
| ENERGY TRANSFER LP 5.875%, due 01/15/2024 |
|
29278NAM5 |
20,014,000 |
$20,092,375.22 |
0.26% |
| MORGAN STANLEY Variable rate, due 04/24/2024 |
|
61744YAQ1 |
20,762,000 |
$20,692,307.15 |
0.26% |
| NEXTERA ENERGY CAP HLDGS 0%, due 02/09/2023 |
|
65339NP99 |
20,000,000 |
$20,000,000.00 |
0.26% |
| NEXTERA ENERGY CAP HLDGS 0%, due 02/17/2023 |
|
65339NPH1 |
20,600,000 |
$20,578,630.59 |
0.26% |
| SVENSKA HANDELSBANKEN AB Variable rate, due 03/01/2023 |
|
86960LDB3 |
20,000,000 |
$19,999,400.00 |
0.26% |
| Verizon Master Trust Series 2022-3, Class A, 3.25%, due 05/20/2027 |
|
92348KAP8 |
20,862,000 |
$20,518,580.19 |
0.26% |
| ARROW ELECTRONICS INC 0%, due 02/15/2023 |
|
04273MPF4 |
20,000,000 |
$19,982,796.40 |
0.25% |
| AT&T INC 0%, due 02/15/2023 |
|
0020A3PF1 |
20,000,000 |
$19,984,177.20 |
0.25% |
| AT&T INC 0%, due 02/22/2023 |
|
0020A3PN4 |
20,000,000 |
$19,965,079.20 |
0.25% |
| BANK OF MONTREAL 4.25%, due 09/14/2024 |
|
06368LAP1 |
20,000,000 |
$19,754,097.00 |
0.25% |
| BECTON DICKINSON & CO 0%, due 02/27/2023 |
|
07588MPT7 |
20,000,000 |
$19,952,606.60 |
0.25% |
| CENTERPOINT ENERGY INC 0%, due 03/02/2023 |
|
1518T3Q21 |
20,000,000 |
$19,944,224.40 |
0.25% |
| CONSOLIDATED EDISON CO 0%, due 02/21/2023 |
|
20911MPM3 |
20,000,000 |
$19,968,773.60 |
0.25% |
| CONSTELLATION EN GEN LLC 0%, due 02/17/2023 |
|
21038QPH1 |
20,000,000 |
$19,977,715.80 |
0.25% |
| DTE ELECTRIC CO 0%, due 02/21/2023 |
|
23336KPM8 |
20,000,000 |
$19,968,797.80 |
0.25% |
| DUKE ENERGY CORP 3.75%, due 04/15/2024 |
|
26441CAN5 |
20,000,000 |
$19,701,851.80 |
0.25% |
| DUKE ENERGY CORPORATION 0%, due 02/10/2023 |
|
26244JPA1 |
20,000,000 |
$19,997,440.80 |
0.25% |
| ENBRIDGE US INC 0%, due 02/24/2023 |
|
29251VPQ3 |
20,000,000 |
$19,959,010.40 |
0.25% |
| ERAC USA FINANCE LLC 0%, due 02/21/2023 |
|
26882SPM2 |
20,000,000 |
$19,967,579.40 |
0.25% |
| GSK CONSUMER HEALTHCARE 0%, due 02/22/2023 |
|
36265PPN2 |
20,000,000 |
$19,964,437.60 |
0.25% |
| John Deere Owner Trust Series 2022-C, Class A2, 4.98%, due 08/15/2025 |
|
47800BAB4 |
20,000,000 |
$19,969,446.00 |
0.25% |
| MERCEDES-BENZ FIN NA 0%, due 02/10/2023 |
|
58768KPA7 |
20,000,000 |
$19,997,406.20 |
0.25% |
| MERCEDES-BENZ FIN NA 1.75%, due 03/10/2023 |
|
233851DY7 |
19,610,000 |
$19,560,624.57 |
0.25% |
| METROPOLITAN EDISON CO 3.50%, due 03/15/2023 |
|
591894BY5 |
19,800,000 |
$19,779,844.59 |
0.25% |
| NORTHROP GRUMMAN CORP 0%, due 02/10/2023 |
|
66681MPA0 |
20,000,000 |
$19,997,319.80 |
0.25% |
| PUBLIC SERVICE COLORADO 0%, due 02/13/2023 |
|
74444RPD5 |
20,000,000 |
$19,989,542.00 |
0.25% |
| SUNCOR ENERGY INC 0%, due 03/03/2023 |
|
86723BQ37 |
20,000,000 |
$19,940,666.20 |
0.25% |
| VULCAN MATERIALS CO 0%, due 02/28/2023 |
|
92919UPU8 |
20,000,000 |
$19,949,238.60 |
0.25% |
| VW CREDIT INC 0%, due 02/22/2023 |
|
91842KPN0 |
20,000,000 |
$19,964,734.60 |
0.25% |
| ASTRAZENECA FINANCE LLC 0.70%, due 05/28/2024 |
|
04636NAC7 |
19,780,000 |
$18,736,667.90 |
0.24% |
| BALTIMORE GAS & ELECTRIC 3.35%, due 07/01/2023 |
|
059165EF3 |
18,860,000 |
$18,722,438.37 |
0.24% |
| INFOR INC 1.45%, due 07/15/2023 |
|
45674CAB9 |
19,467,000 |
$19,064,325.87 |
0.24% |
| NUTRIEN LTD 1.90%, due 05/13/2023 |
|
67077MAV0 |
18,939,000 |
$18,775,051.90 |
0.24% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 01/19/2024 |
|
78015K7M0 |
18,454,000 |
$18,432,472.67 |
0.24% |
| SUNCOR ENERGY INC 0%, due 02/09/2023 |
|
86723BP95 |
18,500,000 |
$18,500,000.00 |
0.24% |
| ALEXANDRIA REAL ESTATE EQUITIES 0%, due 02/09/2023 |
|
01527MP98 |
18,000,000 |
$18,000,000.00 |
0.23% |
| AMERICAN HONDA FINANCE 0%, due 04/10/2023 |
|
02665KRA7 |
18,000,000 |
$17,851,049.46 |
0.23% |
| COOPERATIEVE RABOBANK UA N/C, 3.875%, due 09/26/2023 |
|
74977RDE1 |
18,275,000 |
$18,131,765.67 |
0.23% |
| GLOBAL PAYMENTS INC 3.75%, due 06/01/2023 |
|
891906AB5 |
18,443,000 |
$18,350,765.25 |
0.23% |
| PUBLIC SERVICE COLORADO 0%, due 02/17/2023 |
|
74444RPH6 |
18,000,000 |
$17,981,346.96 |
0.23% |
| WILLIAMS COMPANIES INC 4.50%, due 11/15/2023 |
|
96950FAL8 |
18,413,000 |
$18,349,573.29 |
0.23% |
| ALIMENTATION COUCHE-TARD 0%, due 02/14/2023 |
|
01626VPE7 |
17,000,000 |
$16,988,818.76 |
0.22% |
| AMGEN INC 2.25%, due 08/19/2023 |
|
031162CH1 |
17,796,000 |
$17,550,106.44 |
0.22% |
| CABOT CORP 0%, due 02/28/2023 |
|
12705XPU8 |
17,000,000 |
$16,957,061.40 |
0.22% |
| CANADIAN IMPERIAL BANK N/C, Variable rate, due 03/17/2023 |
|
13607GKW3 |
17,625,000 |
$17,635,316.27 |
0.22% |
| CENTERPOINT ENERGY RES 0.70%, due 03/02/2023 |
|
15189WAM2 |
17,033,000 |
$16,991,497.22 |
0.22% |
| CONAGRA BRANDS INC 0%, due 02/28/2023 |
|
20600HPU2 |
17,000,000 |
$16,953,733.48 |
0.22% |
| CROWN CASTLE INC 3.15%, due 07/15/2023 |
|
22822VAJ0 |
17,074,000 |
$16,922,371.44 |
0.22% |
| ENBRIDGE INC 4%, due 10/01/2023 |
|
29250NAF2 |
17,142,000 |
$17,005,724.87 |
0.22% |
| ENERGY TRANSFER LP 0%, due 02/09/2023 |
|
29277FP96 |
17,000,000 |
$17,000,000.00 |
0.22% |
| HUMANA INC 0%, due 04/06/2023 |
|
44486JR68 |
17,060,000 |
$16,924,599.73 |
0.22% |
| TARGA RESOURCES CORP 0%, due 02/10/2023 |
|
87613LPA1 |
16,900,000 |
$16,897,534.80 |
0.22% |
| WEC ENERGY GROUP INC 0.80%, due 03/15/2024 |
|
92939UAF3 |
17,749,000 |
$16,938,411.16 |
0.22% |
| MICROCHIP TECHNOLOGY INC 4.333%, due 06/01/2023 |
|
595017AP9 |
16,156,000 |
$16,101,906.49 |
0.21% |
| ORACLE CORP 2.40%, due 09/15/2023 |
|
68389XBL8 |
16,849,000 |
$16,560,003.42 |
0.21% |
| BALTIMORE GAS & ELECTRIC 0%, due 02/23/2023 |
|
05916SPP9 |
16,000,000 |
$15,970,069.44 |
0.20% |
| BANK OF MONTREAL N/C, 3.30%, due 02/05/2024 |
|
06367WHH9 |
16,043,000 |
$15,768,946.42 |
0.20% |
| BARCLAYS PLC Variable rate, due 05/16/2024 |
|
06738EBB0 |
15,623,000 |
$15,566,863.28 |
0.20% |
| CABOT CORP 0%, due 02/15/2023 |
|
12705XPF1 |
16,000,000 |
$15,987,186.40 |
0.20% |
| CONAGRA BRANDS INC 0%, due 02/21/2023 |
|
20600HPM0 |
16,000,000 |
$15,973,006.08 |
0.20% |
| CONSTELLATION BRANDS INC 3.60%, due 05/09/2024 |
|
21036PBM9 |
15,898,000 |
$15,606,955.80 |
0.20% |
| CONSTELLATION EN GEN LLC 0%, due 02/16/2023 |
|
21038QPG3 |
16,000,000 |
$15,984,587.36 |
0.20% |
| ELEVANCE HEALTH INC 3.50%, due 08/15/2024 |
|
94973VBJ5 |
15,787,000 |
$15,418,992.56 |
0.20% |
| INTL FLAVORS & FRAGRANCES 0%, due 02/28/2023 |
|
4595A3PU5 |
16,000,000 |
$15,954,775.20 |
0.20% |
| MARSH & MCLENNAN COS INC 3.875%, due 03/15/2024 |
|
571748BF8 |
15,503,000 |
$15,310,393.05 |
0.20% |
| MITSUBISHI UFJ TR&BK NY 0%, due 07/28/2023 |
|
60682XUU8 |
16,000,000 |
$15,627,790.56 |
0.20% |
| MONDELEZ INTERNATIONAL 0%, due 03/02/2023 |
|
60920WQ29 |
16,000,000 |
$15,955,339.20 |
0.20% |
| MUFG BANK LTD/NY 0%, due 07/20/2023 |
|
62479MUL5 |
16,000,000 |
$15,647,223.52 |
0.20% |
| NUTRIEN LTD 0%, due 03/02/2023 |
|
67077VQ27 |
16,000,000 |
$15,955,403.20 |
0.20% |
| PERKINELMER INC 0.55%, due 09/15/2023 |
|
714046AK5 |
16,000,000 |
$15,552,312.00 |
0.20% |
| SKANDINAV ENSKILDA BANK Variable rate, due 08/25/2023 |
|
83050WFG4 |
16,000,000 |
$16,000,000.00 |
0.20% |
| VOLKSWAGEN GROUP AMERICA 3.125%, due 05/12/2023 |
|
928668BD3 |
15,676,000 |
$15,596,334.25 |
0.20% |
| ABBOTT LABORATORIES 3.40%, due 11/30/2023 |
|
002824BE9 |
15,000,000 |
$14,800,579.80 |
0.19% |
| ABBVIE INC 3.75%, due 11/14/2023 |
|
00287YBC2 |
15,000,000 |
$14,867,322.60 |
0.19% |
| ALIMENTATION COUCHE-TARD 0%, due 03/02/2023 |
|
01626VQ22 |
15,000,000 |
$14,957,774.10 |
0.19% |
| ALLSTATE CORP 3.15%, due 06/15/2023 |
|
020002AZ4 |
15,035,000 |
$14,938,243.32 |
0.19% |
| ANZ NEW ZEALAND INTL LTD Variable rate, due 11/02/2023 |
|
00182HJQ6 |
15,000,000 |
$15,000,000.00 |
0.19% |
| BANK OF AMERICA CORP Variable rate, due 05/28/2024 |
|
06051GJX8 |
15,000,000 |
$14,946,750.00 |
0.19% |
| BANK OF MONTREAL CHICAGO N/C, Variable rate, due 07/03/2023 |
|
06367CWA1 |
15,000,000 |
$15,024,148.95 |
0.19% |
| BARCLAYS US CCP 0%, due 05/24/2023 |
|
06744GZT2 |
15,000,000 |
$14,789,814.60 |
0.19% |
| BAT INTL FINANCE PLC 0%, due 07/17/2023 |
|
05531NUH7 |
15,000,000 |
$14,656,575.30 |
0.19% |
| BMW Vehicle Lease Trust Series 2023-1, Class A3, 5.16%, due 11/25/2025 |
|
05593AAC3 |
15,000,000 |
$14,995,723.50 |
0.19% |
| BP CAPITAL MARKETS PLC 0%, due 02/21/2023 |
|
05568UPM2 |
15,000,000 |
$14,975,556.30 |
0.19% |
| BP CAPITAL MARKETS PLC 0%, due 02/22/2023 |
|
05568UPN0 |
15,000,000 |
$14,973,954.75 |
0.19% |
| BRISTOL-MYERS SQUIBB CO 3.25%, due 11/01/2023 |
|
110122AW8 |
15,126,000 |
$14,951,716.11 |
0.19% |
| BROWN-FORMAN CORPORATION 0%, due 02/10/2023 |
|
11563WPA7 |
15,000,000 |
$14,998,027.20 |
0.19% |
| CENTERPOINT ENERGY RESOURCES 0%, due 02/16/2023 |
|
15200LPG8 |
15,000,000 |
$14,986,035.75 |
0.19% |
| COMMONWEALTH BK AUSTRALIA Variable rate, due 05/02/2023 |
|
20272A2L9 |
15,000,000 |
$15,000,000.00 |
0.19% |
| CONSTELLATION BRANDS INC 0%, due 02/27/2023 |
|
21037DPT5 |
15,000,000 |
$14,961,522.00 |
0.19% |
| CROWN CASTLE INC. 0%, due 02/28/2023 |
|
22823QPU9 |
15,000,000 |
$14,958,462.30 |
0.19% |
| CROWN CASTLE INC. 0%, due 03/08/2023 |
|
22823QQ87 |
15,000,000 |
$14,939,731.95 |
0.19% |
| CSX CORP 3.40%, due 08/01/2024 |
|
126408HB2 |
15,000,000 |
$14,669,437.35 |
0.19% |
| DOMINION ENERGY INC 0%, due 02/14/2023 |
|
2574P1PE6 |
15,000,000 |
$14,989,934.25 |
0.19% |
| EASTMAN CHEMICAL CO 0%, due 02/16/2023 |
|
27743KPG9 |
15,000,000 |
$14,986,085.70 |
0.19% |
| ELEVANCE HEALTH INC 0.45%, due 03/15/2023 |
|
036752AQ6 |
15,134,000 |
$15,064,945.52 |
0.19% |
| ENBRIDGE US INC 0%, due 02/22/2023 |
|
29251VPN0 |
15,000,000 |
$14,973,756.45 |
0.19% |
| ENTERGY CORP 0%, due 02/14/2023 |
|
29366GPE5 |
15,000,000 |
$14,990,163.45 |
0.19% |
| ENTERGY CORP 0%, due 02/16/2023 |
|
29366GPG0 |
15,000,000 |
$14,985,700.05 |
0.19% |
| ENTERGY CORP 0%, due 02/23/2023 |
|
29366GPP0 |
15,000,000 |
$14,971,431.15 |
0.19% |
| FREMF Mortgage Trust Series 2013-K29, Class B, Variable rate, due 05/25/2046 |
|
30291JAJ2 |
15,364,000 |
$15,264,639.48 |
0.19% |
| GENERAL MOTORS FINL CO N/C, Variable rate, due 03/08/2024 |
|
37045XDF0 |
15,000,000 |
$14,916,700.35 |
0.19% |
| GLENCORE FUNDING LLC 0%, due 02/28/2023 |
|
37790BPU9 |
15,000,000 |
$14,961,208.50 |
0.19% |
| GSK CONSUMER HEALTHCARE 0%, due 02/15/2023 |
|
36265PPF9 |
15,000,000 |
$14,988,151.65 |
0.19% |
| HUMANA INC 0%, due 02/09/2023 |
|
44486JP94 |
15,000,000 |
$15,000,000.00 |
0.19% |
| HUMANA INC 0%, due 02/16/2023 |
|
44486JPG8 |
15,000,000 |
$14,985,810.15 |
0.19% |
| JABIL INC 0%, due 02/13/2023 |
|
46652MPD1 |
15,000,000 |
$14,991,197.25 |
0.19% |
| JABIL INC 0%, due 02/16/2023 |
|
46652MPG4 |
15,000,000 |
$14,984,597.55 |
0.19% |
| JABIL INC 0%, due 02/27/2023 |
|
46652MPT6 |
15,000,000 |
$14,960,469.15 |
0.19% |
| MEDTRONIC GLOB HLDS SCA 0%, due 02/09/2023 |
|
58507BP96 |
15,000,000 |
$15,000,000.00 |
0.19% |
| NATWEST MARKETS PLC Variable rate, due 08/12/2024 |
|
63906YAC2 |
14,885,000 |
$14,788,744.53 |
0.19% |
| NEXTERA ENERGY CAP HLDGS 0%, due 02/28/2023 |
|
65339NPU2 |
15,000,000 |
$14,962,346.10 |
0.19% |
| OKLAHOMA G&E CO 0.553%, due 05/26/2023 |
|
678858BW0 |
15,000,000 |
$14,806,836.75 |
0.19% |
| ORACLE CORP 0%, due 02/17/2023 |
|
6840C3PH0 |
15,000,000 |
$14,983,557.30 |
0.19% |
| PARKER-HANNIFIN CORP 0%, due 02/21/2023 |
|
70109MPM0 |
15,000,000 |
$14,976,288.75 |
0.19% |
| PARKER-HANNIFIN CORP 0%, due 05/01/2023 |
|
70109MS13 |
15,000,000 |
$14,833,586.10 |
0.19% |
| PUBLIC STORAGE Variable rate, due 04/23/2024 |
|
74460WAB3 |
15,190,000 |
$15,159,683.34 |
0.19% |
| RECKITT BENCKISER TSY 0%, due 02/28/2023 |
|
7562E1PU2 |
15,000,000 |
$14,962,211.40 |
0.19% |
| REPUBLIC SERVICES INC 0%, due 02/21/2023 |
|
76076GPM9 |
15,000,000 |
$14,975,233.65 |
0.19% |
| ROCKWELL AUTOMATION 0.35%, due 08/15/2023 |
|
773903AK5 |
15,000,000 |
$14,653,964.85 |
0.19% |
| ROYAL BANK OF CANADA NY N/C, Variable rate, due 03/16/2023 |
|
78012U6T7 |
15,000,000 |
$15,005,048.25 |
0.19% |
| ROYAL BANK OF CANADA Variable rate, due 03/24/2023 |
|
78014XHU4 |
15,000,000 |
$15,000,000.00 |
0.19% |
| SHERWIN-WILLIAMS CO 0%, due 02/22/2023 |
|
82434UPN1 |
15,000,000 |
$14,974,485.00 |
0.19% |
| SOUTHERN CAL EDISON N/C, Variable rate, due 04/03/2023 |
|
842400HA4 |
15,000,000 |
$15,004,523.10 |
0.19% |
| SUNCOR ENERGY INC 0%, due 02/17/2023 |
|
86723BPH7 |
15,188,000 |
$15,171,919.40 |
0.19% |
| THERMO FISHER SCIENTIFIC 0%, due 02/24/2023 |
|
88355MPQ4 |
15,000,000 |
$14,970,245.70 |
0.19% |
| TORONTO DOMINION BANK NY Variable rate, due 02/27/2023 |
|
89114WXW0 |
15,000,000 |
$15,002,667.60 |
0.19% |
| TRANSCANADA PIPELINES 0%, due 02/24/2023 |
|
89355QPQ3 |
15,000,000 |
$14,968,245.90 |
0.19% |
| TRUIST BANK 5.11%, due 10/31/2023 |
|
89788L6P4 |
15,000,000 |
$14,985,742.50 |
0.19% |
| TRUIST FINANCIAL CORP 3.75%, due 12/06/2023 |
|
05531FBF9 |
15,000,000 |
$14,855,614.80 |
0.19% |
| UBS AG LONDON Variable rate, due 04/20/2023 |
|
90276JQR0 |
15,000,000 |
$15,000,000.00 |
0.19% |
| VIRGINIA ELEC & POWER CO 3.45%, due 02/15/2024 |
|
927804FQ2 |
15,000,000 |
$14,742,282.60 |
0.19% |
| VULCAN MATERIALS CO 0%, due 02/13/2023 |
|
92919UPD6 |
15,000,000 |
$14,992,150.20 |
0.19% |
| World Omni Auto Receivables Trust Series 2022-C, Class A2, 4.21%, due 03/16/2026 |
|
98163TAB9 |
15,000,000 |
$14,832,697.50 |
0.19% |
| AMERISOURCEBERGEN CORP 3.40%, due 05/15/2024 |
|
03073EAL9 |
14,575,000 |
$14,258,882.24 |
0.18% |
| BAXTER INTERNATIONAL INC 0.868%, due 12/01/2023 |
|
071813CE7 |
15,000,000 |
$14,499,781.20 |
0.18% |
| BELL CANADA 0%, due 03/03/2023 |
|
07787QQ33 |
14,000,000 |
$13,959,312.78 |
0.18% |
| GLOBAL PAYMENTS INC 4%, due 06/01/2023 |
|
891906AE9 |
13,820,000 |
$13,757,151.33 |
0.18% |
| Honda Auto Receivables Owner Trust Series 2022-2, Class A2, 3.81%, due 03/18/2025 |
|
43815PAB5 |
14,100,000 |
$13,970,587.38 |
0.18% |
| MERCEDES-BENZ FIN NA 0%, due 03/02/2023 |
|
58768KQ24 |
14,000,000 |
$13,961,167.36 |
0.18% |
| MORGAN STANLEY Variable rate, due 01/22/2025 |
|
61747YEB7 |
15,000,000 |
$14,331,664.65 |
0.18% |
| NORTHROP GRUMMAN CORP 2.93%, due 01/15/2025 |
|
666807BM3 |
14,353,000 |
$13,842,967.72 |
0.18% |
| Verizon Master Trust Series 2022-5, Class A1A, Variable rate, due 07/20/2027 |
|
92348KAV5 |
14,000,000 |
$13,807,159.80 |
0.18% |
| VMWARE INC 1%, due 08/15/2024 |
|
928563AH8 |
15,178,000 |
$14,231,822.15 |
0.18% |
| ARROW ELECTRONICS INC 0%, due 02/17/2023 |
|
04273MPH0 |
13,000,000 |
$12,985,249.94 |
0.17% |
| Chase Auto Owner Trust Series 2022-AA, Class A2, 4.21%, due 10/27/2025 |
|
16144JAB7 |
13,200,000 |
$13,100,630.40 |
0.17% |
| COMM Mortgage Trust Series 2013-LC13, Class A5, 4.205%, due 08/10/2046 |
|
12626GAF0 |
13,473,249 |
$13,345,367.52 |
0.17% |
| COOPERATIEVE RABOBANK UA 0%, due 07/31/2023 |
|
21687BUX7 |
14,000,000 |
$13,674,888.08 |
0.17% |
| CROWN CASTLE INC. 0%, due 03/09/2023 |
|
22823QQ95 |
13,000,000 |
$12,945,833.16 |
0.17% |
| DOMINION ENERGY INC Variable rate, due 09/15/2023 |
|
25746UDH9 |
13,573,000 |
$13,578,803.95 |
0.17% |
| ENBRIDGE US INC 0%, due 03/10/2023 |
|
29251VQA7 |
13,000,000 |
$12,948,853.97 |
0.17% |
| PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 04/12/2024 |
|
74256LEM7 |
13,054,000 |
$13,026,755.78 |
0.17% |
| ROYAL BANK OF CANADA NY Variable rate, due 08/08/2023 |
|
78015M6J4 |
13,408,000 |
$13,439,693.96 |
0.17% |
| World Omni Auto Receivables Trust Series 2022-B, Class A2A, 2.77%, due 10/15/2025 |
|
98163QAB5 |
13,817,642 |
$13,651,371.93 |
0.17% |
| ASTRAZENECA PLC 0.30%, due 05/26/2023 |
|
046353AY4 |
12,436,000 |
$12,273,867.14 |
0.16% |
| BMW Vehicle Owner Trust Series 2022-A, Class A2A, 2.98%, due 12/26/2024 |
|
05602RAB7 |
12,277,495 |
$12,157,034.52 |
0.16% |
| CONSOLIDATED EDISON CO 0%, due 02/13/2023 |
|
20911MPD3 |
12,200,000 |
$12,193,558.52 |
0.16% |
| FHLMC Multifamily Structured Pass Through Certs. Series K038, Class A2, 3.389%, due 03/25/2024 |
|
3137BBBD1 |
12,978,869 |
$12,723,218.92 |
0.16% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2024 |
|
38141GYF5 |
12,500,000 |
$12,470,259.00 |
0.16% |
| HYUNDAI CAPITAL AMERICA 2.375%, due 02/10/2023 |
|
44891ABE6 |
12,600,000 |
$12,600,000.00 |
0.16% |
| THERMO FISHER SCIENTIFIC 1.215%, due 10/18/2024 |
|
883556CS9 |
13,170,000 |
$12,403,496.91 |
0.16% |
| WESTPAC BANKING CORP 0%, due 01/26/2024 |
|
9612C0AS8 |
13,000,000 |
$12,375,707.50 |
0.16% |
| ASTRAZENECA PLC 3.50%, due 08/17/2023 |
|
046353AR9 |
12,000,000 |
$11,914,721.88 |
0.15% |
| BECTON DICKINSON & CO 0%, due 02/21/2023 |
|
07588MPM2 |
12,000,000 |
$11,981,148.36 |
0.15% |
| BPCE 0%, due 08/01/2023 |
|
05571CV16 |
12,000,000 |
$11,714,813.64 |
0.15% |
| CHARTER COMM OPT LLC/CAP Variable rate, due 02/01/2024 |
|
161175BP8 |
11,612,000 |
$11,683,043.84 |
0.15% |
| COOPERATIEVE RABOBANK UA 0%, due 10/20/2023 |
|
21687BXL0 |
11,920,000 |
$11,508,625.66 |
0.15% |
| ENTERGY CORP 0%, due 04/13/2023 |
|
29366GRD5 |
12,000,000 |
$11,896,791.00 |
0.15% |
| FHLMC Multifamily Structured Pass Through Certs. Series K041, Class A2, 3.171%, due 10/25/2024 |
|
3137BFE98 |
12,000,000 |
$11,672,438.40 |
0.15% |
| GENERAL DYNAMICS CORP 0%, due 03/15/2023 |
|
36955EQF8 |
12,000,000 |
$11,945,366.04 |
0.15% |
| GILEAD SCIENCES INC 3.70%, due 04/01/2024 |
|
375558AW3 |
11,976,000 |
$11,787,397.64 |
0.15% |
| HUMANA INC 0%, due 02/15/2023 |
|
44486JPF0 |
12,000,000 |
$11,990,272.44 |
0.15% |
| JPMORGAN CHASE & CO Variable rate, due 03/16/2024 |
|
46647PCA2 |
12,000,000 |
$12,003,912.12 |
0.15% |
| LOWE'S COMPANIES INC 0%, due 02/22/2023 |
|
54866MPN5 |
12,000,000 |
$11,979,327.24 |
0.15% |
| LOWE'S COS INC 3.875%, due 09/15/2023 |
|
548661CZ8 |
11,880,000 |
$11,802,689.12 |
0.15% |
| MARRIOTT INTERNATIONAL 0%, due 02/09/2023 |
|
57163UP91 |
12,000,000 |
$12,000,000.00 |
0.15% |
| MARSH & MCLENNAN COS INC 4.05%, due 10/15/2023 |
|
571748AU6 |
11,587,000 |
$11,471,984.08 |
0.15% |
| MORGAN STANLEY 3.70%, due 10/23/2024 |
|
61761JVL0 |
12,000,000 |
$11,751,080.76 |
0.15% |
| NATIONAL BANK OF CANADA 0%, due 08/01/2023 |
|
63307MV14 |
12,000,000 |
$11,716,547.40 |
0.15% |
| NORTHERN STATES PWR-MINN 2.60%, due 05/15/2023 |
|
665772CK3 |
11,950,000 |
$11,853,243.96 |
0.15% |
| ORACLE CORP 0%, due 02/10/2023 |
|
6840C3PA5 |
12,000,000 |
$11,998,444.56 |
0.15% |
| STRYKER CORP 0.60%, due 12/01/2023 |
|
863667BB6 |
11,962,000 |
$11,543,546.39 |
0.15% |
| TORONTO DOMINION BANK 0%, due 11/01/2023 |
|
89119BY18 |
12,000,000 |
$11,561,424.96 |
0.15% |
| TRUIST FINANCIAL CORP Variable rate, due 06/09/2025 |
|
89788MAF9 |
12,000,000 |
$11,914,620.72 |
0.15% |
| UNION PACIFIC CORP 3.646%, due 02/15/2024 |
|
907818DR6 |
12,323,000 |
$12,133,676.95 |
0.15% |
| VERIZON COMMUNICATIONS Variable rate, due 03/22/2024 |
|
92343VGD0 |
11,421,000 |
$11,416,592.06 |
0.15% |
| VIRGINIA ELEC & POWER CO 2.75%, due 03/15/2023 |
|
927804FN9 |
11,723,000 |
$11,707,677.57 |
0.15% |
| VULCAN MATERIALS CO 0%, due 02/21/2023 |
|
92919UPM6 |
12,000,000 |
$11,980,792.32 |
0.15% |
| AMERICAN ELEC POWER CO 0%, due 03/08/2023 |
|
0255E3Q84 |
11,000,000 |
$10,959,971.33 |
0.14% |
| CIGNA CORP 3.50%, due 06/15/2024 |
|
125523BX7 |
11,258,000 |
$11,042,199.45 |
0.14% |
| CONSOLIDATED EDISON CO 0%, due 03/06/2023 |
|
20911MQ67 |
11,000,000 |
$10,963,447.33 |
0.14% |
| CONSTELLATION BRANDS INC 0%, due 02/23/2023 |
|
21037DPP3 |
11,000,000 |
$10,978,397.65 |
0.14% |
| FISERV INC 2.75%, due 07/01/2024 |
|
337738AS7 |
11,708,000 |
$11,321,495.86 |
0.14% |
| JPMORGAN CHASE & CO N/C, 3.375%, due 05/01/2023 |
|
46625HJJ0 |
11,000,000 |
$10,955,925.20 |
0.14% |
| LLOYDS BANKING GROUP PLC N/C, 4.05%, due 08/16/2023 |
|
539439AS8 |
11,282,000 |
$11,221,961.48 |
0.14% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 03/02/2023 |
|
606822AS3 |
10,991,000 |
$10,992,763.94 |
0.14% |
| NASDAQ INC 0%, due 02/15/2023 |
|
63111FPF1 |
11,000,000 |
$10,991,358.51 |
0.14% |
| SPECTRA ENERGY PARTNERS 4.75%, due 03/15/2024 |
|
84756NAD1 |
10,958,000 |
$10,914,538.82 |
0.14% |
| UNION CARBIDE CORP N/C, 7.875%, due 04/01/2023 |
|
905572AD5 |
10,730,000 |
$10,774,387.65 |
0.14% |
| VW CREDIT INC 0%, due 03/09/2023 |
|
91842KQ90 |
11,181,000 |
$11,139,174.00 |
0.14% |
| ALIMENTATION COUCHE-TARD 0%, due 03/31/2023 |
|
01626VQX4 |
10,000,000 |
$9,931,155.30 |
0.13% |
| AMERICAN ELEC POWER CO 0%, due 02/14/2023 |
|
0255E3PE2 |
10,000,000 |
$9,993,239.50 |
0.13% |
| AMERICAN ELEC POWER CO 0%, due 03/14/2023 |
|
0255E3QE1 |
10,000,000 |
$9,955,772.40 |
0.13% |
| AMERICAN ELEC POWER CO 0%, due 03/15/2023 |
|
0255E3QF8 |
10,000,000 |
$9,953,583.20 |
0.13% |
| AMERICAN ELEC POWER CO 0%, due 03/27/2023 |
|
0255E3QT8 |
10,000,000 |
$9,935,843.80 |
0.13% |
| AMERICAN HONDA FINANCE 0%, due 04/05/2023 |
|
02665KR58 |
10,000,000 |
$9,924,515.20 |
0.13% |
| AMERICAN HONDA FINANCE 0%, due 04/12/2023 |
|
02665KRC3 |
10,000,000 |
$9,915,415.40 |
0.13% |
| AMGEN INC 3.625%, due 05/22/2024 |
|
031162BV1 |
10,000,000 |
$9,822,277.90 |
0.13% |
| AON GLOBAL LTD 4%, due 11/27/2023 |
|
00185AAD6 |
10,553,000 |
$10,490,207.12 |
0.13% |
| AT&T INC 0%, due 02/14/2023 |
|
0020A3PE4 |
10,000,000 |
$9,993,453.40 |
0.13% |
| AT&T INC N/C, Variable rate, due 06/12/2024 |
|
00206RGD8 |
10,000,000 |
$10,127,008.80 |
0.13% |
| AT&T INC Variable rate, due 03/25/2024 |
|
00206RMH2 |
9,936,000 |
$9,928,966.12 |
0.13% |
| AUST & NZ BANKING GROUP Variable rate, due 06/06/2023 |
|
05253MRE6 |
10,000,000 |
$10,000,000.00 |
0.13% |
| BANK OF AMERICA CORP Variable rate, due 04/22/2025 |
|
06051GJU4 |
10,000,000 |
$9,957,388.60 |
0.13% |
| BANK OF MONTREAL CHICAGO N/C, Variable rate, due 03/03/2023 |
|
06367CSY4 |
10,000,000 |
$10,002,582.20 |
0.13% |
| BANK OF MONTREAL N/C, Variable rate, due 07/09/2024 |
|
06367WYQ0 |
10,000,000 |
$9,973,547.00 |
0.13% |
| BAXTER INTERNATIONAL INC N/C, Variable rate, due 11/29/2024 |
|
071813DB2 |
10,000,000 |
$9,899,779.40 |
0.13% |
| BAXTER INTERNATIONAL INC N/C, Variable rate, due 12/01/2023 |
|
071813CY3 |
10,000,000 |
$9,942,713.80 |
0.13% |
| BECTON DICKINSON & CO 0%, due 03/03/2023 |
|
07588MQ33 |
10,000,000 |
$9,971,037.40 |
0.13% |
| BELL CANADA 0%, due 02/22/2023 |
|
07787QPN0 |
10,000,000 |
$9,982,872.20 |
0.13% |
| BROWN-FORMAN CORPORATION 0%, due 02/13/2023 |
|
11563WPD1 |
10,000,000 |
$9,994,775.90 |
0.13% |
| CENTERPOINT ENERGY INC 0%, due 02/09/2023 |
|
1518T3P97 |
10,000,000 |
$10,000,000.00 |
0.13% |
| CITIGROUP GLOBAL MARKETS Variable rate, due 06/16/2023 |
|
1730QPAJ6 |
10,000,000 |
$10,000,000.00 |
0.13% |
| CONAGRA BRANDS INC 0%, due 02/14/2023 |
|
20600HPE8 |
10,000,000 |
$9,993,040.10 |
0.13% |
| CONSOLIDATED EDISON CO 0%, due 02/23/2023 |
|
20911MPP6 |
10,000,000 |
$9,981,711.10 |
0.13% |
| CONSTELLATION BRANDS INC 0%, due 02/13/2023 |
|
21037DPD0 |
10,000,000 |
$9,994,388.40 |
0.13% |
| CREDIT SUISSE NEW YORK N/C, Variable rate, due 08/09/2023 |
|
22550UAD3 |
10,000,000 |
$9,905,740.20 |
0.13% |
| CROWN CASTLE INC. 0%, due 02/16/2023 |
|
22823QPG0 |
10,000,000 |
$9,989,688.00 |
0.13% |
| DELMARVA PWR & LIGHT CO 3.50%, due 11/15/2023 |
|
247109BS9 |
10,537,000 |
$10,398,466.69 |
0.13% |
| DEUTSCHE BANK NY N/C, Variable rate, due 11/08/2023 |
|
251526CL1 |
10,000,000 |
$9,965,208.30 |
0.13% |
| ENBRIDGE US INC 0%, due 02/28/2023 |
|
29251VPU4 |
10,000,000 |
$9,974,333.60 |
0.13% |
| FIDELITY NATL INFO SERV 0%, due 02/09/2023 |
|
31622GP92 |
10,000,000 |
$10,000,000.00 |
0.13% |
| FIDELITY NATL INFO SERV 0%, due 02/17/2023 |
|
31622GPH4 |
10,000,000 |
$9,989,370.40 |
0.13% |
| FIFTH THIRD BANCORP 1.625%, due 05/05/2023 |
|
316773CZ1 |
10,588,000 |
$10,511,158.44 |
0.13% |
| GLENCORE FUNDING LLC 0%, due 02/16/2023 |
|
37790BPG0 |
10,000,000 |
$9,990,490.70 |
0.13% |
| HUMANA INC 0%, due 03/09/2023 |
|
44486JQ93 |
10,000,000 |
$9,962,918.60 |
0.13% |
| JABIL INC 0%, due 02/09/2023 |
|
46652MP90 |
10,000,000 |
$10,000,000.00 |
0.13% |
| JABIL INC 0%, due 02/22/2023 |
|
46652MPN9 |
10,500,000 |
$10,479,521.96 |
0.13% |
| JABIL INC 0%, due 02/24/2023 |
|
46652MPQ2 |
10,000,000 |
$9,977,890.60 |
0.13% |
| JDE PEET'S NV 0.80%, due 09/24/2024 |
|
47216QAA1 |
11,000,000 |
$10,160,960.59 |
0.13% |
| JPMBB Commercial Mortgage Securities Trust Series 2013-C14, Class A4, Variable rate, due 08/15/2046 |
|
46640LAD4 |
10,195,813 |
$10,130,080.50 |
0.13% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2025 |
|
46647PCG9 |
10,000,000 |
$9,964,352.80 |
0.13% |
| MACQUARIE BANK LIMITED Variable rate, due 03/02/2023 |
|
55607NLB4 |
10,000,000 |
$10,000,000.00 |
0.13% |
| MARVELL TECHNOLOGY INC 4.20%, due 06/22/2023 |
|
573874AL8 |
9,955,000 |
$9,908,286.07 |
0.13% |
| MERCEDES-BENZ FIN NA 0%, due 02/15/2023 |
|
58768KPF6 |
10,200,000 |
$10,191,985.96 |
0.13% |
| NASDAQ INC 0%, due 03/15/2023 |
|
63111FQF0 |
10,000,000 |
$9,954,569.80 |
0.13% |
| NEXTERA ENERGY CAP HLDGS 0%, due 02/15/2023 |
|
65339NPF5 |
10,000,000 |
$9,992,222.90 |
0.13% |
| NEXTERA ENERGY CAPITAL N/C, 4.255%, due 09/01/2024 |
|
65339KBL3 |
10,488,000 |
$10,365,663.35 |
0.13% |
| NEXTERA ENERGY CAPITAL Variable rate, due 11/03/2023 |
|
65339KBX7 |
10,000,000 |
$9,994,328.20 |
0.13% |
| NUTRIEN LTD 0%, due 02/14/2023 |
|
67077VPE2 |
10,000,000 |
$9,993,143.10 |
0.13% |
| NUTRIEN LTD 0%, due 03/01/2023 |
|
67077VQ19 |
10,000,000 |
$9,973,447.20 |
0.13% |
| ORACLE CORP 0%, due 02/09/2023 |
|
6840C3P98 |
10,000,000 |
$10,000,000.00 |
0.13% |
| ORACLE CORP 0%, due 02/13/2023 |
|
6840C3PD9 |
10,000,000 |
$9,994,518.30 |
0.13% |
| ORACLE CORP 0%, due 02/23/2023 |
|
6840C3PP2 |
10,000,000 |
$9,981,688.80 |
0.13% |
| PACIFIC GAS & ELECTRIC 4.25%, due 08/01/2023 |
|
694308JB4 |
10,000,000 |
$9,959,043.10 |
0.13% |
| PARKER-HANNIFIN CORP 0%, due 02/09/2023 |
|
70109MP99 |
10,000,000 |
$10,000,000.00 |
0.13% |
| PHILIP MORRIS INTL INC 0%, due 10/24/2023 |
|
71838MXQ8 |
10,400,000 |
$10,028,468.22 |
0.13% |
| PROCTER & GAMBLE CO 0%, due 02/17/2023 |
|
74271UPH7 |
10,000,000 |
$9,990,199.50 |
0.13% |
| PROCTER & GAMBLE CO 0%, due 02/27/2023 |
|
74271UPT1 |
10,000,000 |
$9,977,951.60 |
0.13% |
| REPUBLIC SERVICES INC 2.50%, due 08/15/2024 |
|
760759AU4 |
10,495,000 |
$10,101,573.73 |
0.13% |
| ROYAL BANK OF CANADA NY N/C, 3.91%, due 07/19/2023 |
|
78015J5J2 |
10,000,000 |
$10,000,000.00 |
0.13% |
| SUMITOMO MITSUI TRUST BANK LTD N/C, Variable rate, due 09/16/2024 |
|
86563VAX7 |
10,000,000 |
$9,963,707.50 |
0.13% |
| SUNCOR ENERGY INC 0%, due 03/14/2023 |
|
86723BQE3 |
10,000,000 |
$9,949,042.00 |
0.13% |
| SUNCOR ENERGY INC 0%, due 04/10/2023 |
|
86723BRA0 |
10,000,000 |
$9,914,637.20 |
0.13% |
| THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2023 |
|
883556CR1 |
10,000,000 |
$9,997,551.50 |
0.13% |
| TORONTO DOMINION BANK NY 3.95%, due 07/19/2023 |
|
89115BAE0 |
10,000,000 |
$10,000,000.00 |
0.13% |
| TORONTO DOMINION BANK Variable rate, due 03/06/2023 |
|
89120DUU1 |
10,000,000 |
$10,000,000.00 |
0.13% |
| TORONTO-DOMINION BANK N/C, Variable rate, due 03/08/2024 |
|
89114TZS4 |
10,000,000 |
$10,047,782.70 |
0.13% |
| TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/13/2024 |
|
89236TJP1 |
10,000,000 |
$9,985,679.50 |
0.13% |
| TRANSCANADA PIPELINES 0%, due 02/10/2023 |
|
89355QPA8 |
10,000,000 |
$9,998,619.40 |
0.13% |
| TRANSCANADA PIPELINES 0%, due 02/13/2023 |
|
89355QPD2 |
10,000,000 |
$9,994,457.30 |
0.13% |
| U.S. Treasury Note, 2.75%, due 04/30/2023 |
|
9128284L1 |
10,000,000 |
$9,957,197.60 |
0.13% |
| WILLIAMS COMPANIES INC 4.30%, due 03/04/2024 |
|
96950FAM6 |
10,000,000 |
$9,913,791.40 |
0.13% |
| ABBVIE INC 2.60%, due 11/21/2024 |
|
00287YBZ1 |
9,816,000 |
$9,425,119.23 |
0.12% |
| BECTON DICKINSON AND CO 3.363%, due 06/06/2024 |
|
075887BV0 |
10,000,000 |
$9,796,229.10 |
0.12% |
| BROWN-FORMAN CORPORATION 0%, due 02/22/2023 |
|
11563WPN9 |
9,819,000 |
$9,802,041.31 |
0.12% |
| CONAGRA BRANDS INC 0.50%, due 08/11/2023 |
|
205887CG5 |
10,000,000 |
$9,766,237.90 |
0.12% |
| GENERAL DYNAMICS CORP 3.375%, due 05/15/2023 |
|
369550BD9 |
9,443,000 |
$9,406,493.08 |
0.12% |
| GM Financial Securitized Term Auto Receivables Tr Series 2022-2, Class A2, 2.52%, due 05/16/2025 |
|
362585AB7 |
9,753,641 |
$9,648,532.38 |
0.12% |
| JOHN DEERE CAPITAL CORP N/C, 0.40%, due 10/10/2023 |
|
24422EVJ5 |
9,500,000 |
$9,218,516.99 |
0.12% |
| MERCEDES-BENZ FINANCE NA LLC 3.35%, due 02/22/2023 |
|
233851DD3 |
9,773,000 |
$9,768,235.66 |
0.12% |
| MORGAN STANLEY Variable rate, due 01/25/2024 |
|
6174468W2 |
9,507,000 |
$9,503,850.14 |
0.12% |
| PEPSICO INC 0.40%, due 10/07/2023 |
|
713448FB9 |
10,000,000 |
$9,701,388.40 |
0.12% |
| TELEDYNE TECHNOLOGIES INC 0.65%, due 04/01/2023 |
|
879360AA3 |
9,100,000 |
$9,038,781.21 |
0.12% |
| BAXTER INTERNATIONAL INC 1.322%, due 11/29/2024 |
|
071813CH0 |
9,177,000 |
$8,585,228.59 |
0.11% |
| CANADIAN IMPERIAL BANK N/C, Variable rate, due 06/22/2023 |
|
13607HVD1 |
8,500,000 |
$8,502,074.68 |
0.11% |
| CANADIAN PACIFIC RAILWAY 4.45%, due 03/15/2023 |
|
13645RAK0 |
8,916,000 |
$8,915,371.78 |
0.11% |
| GLAXOSMITHKLINE CAPITAL 0.534%, due 10/01/2023 |
|
377373AL9 |
8,860,000 |
$8,614,576.23 |
0.11% |
| MICROSOFT CORP 3.625%, due 12/15/2023 |
|
594918AW4 |
8,979,000 |
$8,899,026.02 |
0.11% |
| TRANSCANADA PIPELINES 0%, due 02/21/2023 |
|
89355QPM2 |
8,846,000 |
$8,831,155.62 |
0.11% |
| BANK OF NOVA SCOTIA N/C, Variable rate, due 07/31/2024 |
|
0641596F8 |
8,000,000 |
$7,990,455.84 |
0.10% |
| CAPITAL ONE FINANCIAL CORP Variable rate, due 12/06/2024 |
|
14040HCL7 |
8,000,000 |
$7,929,290.96 |
0.10% |
| CONAGRA BRANDS INC 4.30%, due 05/01/2024 |
|
205887CA8 |
7,956,000 |
$7,866,136.82 |
0.10% |
| HONEYWELL INTERNATIONAL 0%, due 02/23/2023 |
|
43851UPP2 |
8,000,000 |
$7,986,449.04 |
0.10% |
| HYATT HOTELS CORP 1.30%, due 10/01/2023 |
|
448579AL6 |
8,000,000 |
$7,795,842.00 |
0.10% |
| NATWEST GROUP PLC Variable rate, due 05/22/2024 |
|
780097BN0 |
7,615,000 |
$7,538,280.25 |
0.10% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2024 |
|
78016EZV2 |
8,000,000 |
$7,986,045.76 |
0.10% |
| SOUTHERN CO Variable rate, due 05/10/2023 |
|
842587DK0 |
7,550,000 |
$7,546,501.33 |
0.10% |
| SUNTRUST BANK Variable rate, due 08/02/2024 |
|
86787EAY3 |
7,645,000 |
$7,590,643.97 |
0.10% |
| THERMO FISHER SCIENTIFIC Variable rate, due 04/18/2023 |
|
883556CN0 |
7,681,000 |
$7,681,571.77 |
0.10% |
| AMERICAN ELECTRIC POWER Variable rate, due 11/01/2023 |
|
025537AS0 |
7,224,000 |
$7,196,970.61 |
0.09% |
| AMERICAN EXPRESS CO 3.70%, due 08/03/2023 |
|
025816BW8 |
7,280,000 |
$7,237,407.27 |
0.09% |
| CADENCE DESIGN SYS INC 4.375%, due 10/15/2024 |
|
127387AL2 |
7,349,000 |
$7,295,220.75 |
0.09% |
| CENTERPOINT ENERGY INC Variable rate, due 05/13/2024 |
|
15189TAZ0 |
7,070,000 |
$7,017,967.91 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series K045, Class A2, 3.023%, due 01/25/2025 |
|
3137BHXJ1 |
7,288,063 |
$7,056,978.78 |
0.09% |
| GOLDMAN SACHS GROUP INC 1.217%, due 12/06/2023 |
|
38141GZE7 |
7,000,000 |
$6,793,175.48 |
0.09% |
| HONEYWELL INTERNATIONAL 0%, due 02/14/2023 |
|
43851UPE7 |
7,000,000 |
$6,995,813.16 |
0.09% |
| MET LIFE GLOBAL FUNDING I N/C, Variable rate, due 09/27/2024 |
|
59217GEQ8 |
7,000,000 |
$6,972,203.42 |
0.09% |
| OSCAR US Funding Trust Series 2022-1A, Class A2, 1.60%, due 03/10/2025 |
|
68784HAB7 |
7,038,025 |
$6,834,137.57 |
0.09% |
| PARKER-HANNIFIN CORP 3.65%, due 06/15/2024 |
|
701094AQ7 |
7,346,000 |
$7,203,607.41 |
0.09% |
| Toyota Auto Receivables Owner Trust Series 2022-C, Class A2A, 4.19%, due 08/15/2025 |
|
89231CAB3 |
7,500,000 |
$7,432,204.50 |
0.09% |
| TRANSCANADA PIPELINES 0%, due 05/09/2023 |
|
89355QS98 |
7,500,000 |
$7,407,090.00 |
0.09% |
| AETNA INC 3.50%, due 11/15/2024 |
|
00817YAQ1 |
6,223,000 |
$6,063,537.74 |
0.08% |
| Avis Budget Rental Car Funding Series 2017-2A, Class A, 2.97%, due 03/20/2024 |
|
05377RCU6 |
6,518,333 |
$6,507,977.69 |
0.08% |
| BMW US CAPITAL LLC Variable rate, due 04/01/2024 |
|
05565EBN4 |
6,159,000 |
$6,143,575.84 |
0.08% |
| FED CAISSES DESJARDINS Variable rate, due 05/21/2024 |
|
31429KAF0 |
6,200,000 |
$6,186,130.04 |
0.08% |
| HYUNDAI CAPITAL AMERICA 1%, due 09/17/2024 |
|
44891ABY2 |
7,000,000 |
$6,537,354.67 |
0.08% |
| ING GROEP NV N/C, Variable rate, due 10/02/2023 |
|
456837AL7 |
6,000,000 |
$6,018,959.35 |
0.08% |
| INTL FLAVORS & FRAGRANCES 3.20%, due 05/01/2023 |
|
459506AC5 |
6,140,000 |
$6,112,831.05 |
0.08% |
| ROCHE HOLDINGS INC 0.45%, due 03/05/2024 |
|
771196BQ4 |
6,600,000 |
$6,291,534.88 |
0.08% |
| THE DOW CHEMICAL CO N/C, 7.375%, due 03/01/2023 |
|
260543BE2 |
6,650,000 |
$6,659,223.02 |
0.08% |
| BRAVO Residential Funding Trust Series 2021-NQM1, Class A1, Variable rate, due 02/25/2049 |
|
10569TAA6 |
6,297,764 |
$5,570,220.83 |
0.07% |
| CENTERPOINT ENERGY RES Variable rate, due 03/02/2023 |
|
15189WAN0 |
5,864,000 |
$5,865,219.54 |
0.07% |
| CVS HEALTH CORP 3.375%, due 08/12/2024 |
|
126650CF5 |
6,000,000 |
$5,854,954.14 |
0.07% |
| ENBRIDGE INC 0.55%, due 10/04/2023 |
|
29250NBG9 |
5,442,000 |
$5,295,993.15 |
0.07% |
| ENTERPRISE PRODUCTS OPERATING LLC 3.90%, due 02/15/2024 |
|
29379VBB8 |
5,218,000 |
$5,159,810.85 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series K041, Class A1, 2.72%, due 08/25/2024 |
|
3137BFE80 |
5,267,519 |
$5,222,360.68 |
0.07% |
| FIFTH THIRD BANCORP 3.65%, due 01/25/2024 |
|
316773CX6 |
5,341,000 |
$5,277,915.85 |
0.07% |
| MARRIOTT INTERNATIONAL 0%, due 02/13/2023 |
|
57163UPD2 |
5,720,000 |
$5,716,981.96 |
0.07% |
| MICROCHIP TECHNOLOGY INC 0.983%, due 09/01/2024 |
|
595017BC7 |
5,820,000 |
$5,445,832.84 |
0.07% |
| NEXTERA ENERGY CAPITAL N/C, Variable rate, due 03/01/2023 |
|
65339KBV1 |
5,260,000 |
$5,256,825.11 |
0.07% |
| OSCAR US Funding Trust Series 2021-2A, Class A2, 0.39%, due 08/12/2024 |
|
68785BAB9 |
5,303,470 |
$5,248,457.42 |
0.07% |
| PUB SVC ELEC & GAS 2.375%, due 05/15/2023 |
|
74456QBC9 |
5,637,000 |
$5,600,934.14 |
0.07% |
| SANOFI 3.375%, due 06/19/2023 |
|
801060AC8 |
5,275,000 |
$5,244,183.24 |
0.07% |
| Westlake Automobile Receivables Trust Series 2022-1A, Class A3, 2.30%, due 07/15/2025 |
|
96042WAD9 |
6,000,000 |
$5,862,798.00 |
0.07% |
| ANHEUSER-BUSCH INBEV WORLDWIDE N/C, Variable rate, due 01/12/2024 |
|
035240AK6 |
5,000,000 |
$5,008,582.05 |
0.06% |
| ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 |
|
04685A2X8 |
5,000,000 |
$4,963,937.05 |
0.06% |
| BANQUE FEDERATIVE DU CREDIT MUTUEL N/C, Variable rate, due 02/04/2025 |
|
06675FAW7 |
5,000,000 |
$4,942,947.20 |
0.06% |
| CANADIAN PACIFIC RAILWAY 1.35%, due 12/02/2024 |
|
13645RBD5 |
5,000,000 |
$4,695,275.50 |
0.06% |
| CHEVRON CORP 1.141%, due 05/11/2023 |
|
166764BV1 |
5,000,000 |
$4,954,872.60 |
0.06% |
| CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 |
|
12557LBK0 |
4,955,324 |
$4,720,081.55 |
0.06% |
| COOPERATIEVE RABOBANK UA Variable rate, due 03/29/2023 |
|
21687CDA4 |
4,500,000 |
$4,501,426.95 |
0.06% |
| Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 |
|
12596XAA0 |
4,679,004 |
$4,398,431.22 |
0.06% |
| Credit Suisse Mortgage Trust Series 2020-NQM1, Class A1, Variable rate, due 05/25/2065 |
|
126401AA6 |
5,106,618 |
$4,680,946.60 |
0.06% |
| CREDIT SUISSE NEW YORK N/C, 0.52%, due 08/09/2023 |
|
22550L2F7 |
5,000,000 |
$4,850,584.30 |
0.06% |
| CVS HEALTH CORP 2.625%, due 08/15/2024 |
|
126650DE7 |
4,954,000 |
$4,790,477.17 |
0.06% |
| DAIMLER TRUCKS FINANCE NA N/C, Variable rate, due 12/14/2023 |
|
233853AC4 |
5,000,000 |
$4,995,989.15 |
0.06% |
| DANSKE BANK A/S 0.976%, due 09/10/2025 |
|
23636ABA8 |
5,000,000 |
$4,625,357.30 |
0.06% |
| DEUTSCHE BANK NY N/C, 3.95%, due 02/27/2023 |
|
251526BR9 |
4,992,000 |
$4,989,375.00 |
0.06% |
| DT Auto Owner Trust Series 2022-1A, Class A, 1.58%, due 04/15/2026 |
|
23345YAA9 |
4,954,827 |
$4,873,192.62 |
0.06% |
| ENBRIDGE INC 2.15%, due 02/16/2024 |
|
29250NBK0 |
5,000,000 |
$4,851,394.90 |
0.06% |
| ENRGY TRANS LP/REG FIN 4.50%, due 11/01/2023 |
|
75886AAJ7 |
4,423,000 |
$4,398,700.08 |
0.06% |
| Flagship Credit Auto Trust Series 2021-3, Class A, 0.36%, due 07/15/2027 |
|
33846QAA9 |
4,717,538 |
$4,579,596.47 |
0.06% |
| Ford Credit Auto Owner Trust Series 2022-B, Class A2A, 3.44%, due 02/15/2025 |
|
34534LAB3 |
5,043,156 |
$5,006,003.89 |
0.06% |
| Freddie Mac Series 4671, Class CA, 3.50%, due 08/15/2043 |
|
3137BW2C7 |
4,686,313 |
$4,590,972.85 |
0.06% |
| GOLDMAN SACHS GROUP INC N/C, 5.70%, due 11/01/2024 |
|
38141GZV9 |
5,000,000 |
$5,057,995.60 |
0.06% |
| JABIL INC 0%, due 02/10/2023 |
|
46652MPA7 |
5,000,000 |
$4,999,266.35 |
0.06% |
| MACQUARIE GROUP LTD Variable rate, due 10/14/2025 |
|
55608JBB3 |
5,000,000 |
$4,949,092.75 |
0.06% |
| MORGAN STANLEY N/C, 4.10%, due 05/22/2023 |
|
61747YDU6 |
5,000,000 |
$4,988,619.45 |
0.06% |
| NATIONAL BANK OF CANADA N/C, Variable rate, due 08/06/2024 |
|
63307A2Q7 |
5,000,000 |
$4,985,444.75 |
0.06% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 06/06/2024 |
|
64953BAX6 |
5,000,000 |
$5,004,720.45 |
0.06% |
| PACIFIC GAS & ELECTRIC 3.85%, due 11/15/2023 |
|
694308HE0 |
5,000,000 |
$4,940,306.45 |
0.06% |
| PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 08/23/2024 |
|
74256LER6 |
5,000,000 |
$4,947,572.40 |
0.06% |
| PROCTER & GAMBLE CO 0%, due 03/01/2023 |
|
74271UQ11 |
5,000,000 |
$4,987,752.40 |
0.06% |
| SOUTHERN CALIF GAS CO Variable rate, due 09/14/2023 |
|
842434CV2 |
5,000,000 |
$4,991,719.40 |
0.06% |
| UBS AG LONDON N/C, Variable rate, due 08/09/2024 |
|
902674YL8 |
5,000,000 |
$4,993,334.00 |
0.06% |
| UNITEDHEALTH GROUP INC 3.50%, due 06/15/2023 |
|
91324PDJ8 |
4,799,000 |
$4,777,736.54 |
0.06% |
| WASTE MANAGEMENT INC 3.50%, due 05/15/2024 |
|
94106LAZ2 |
4,937,000 |
$4,841,031.24 |
0.06% |
| Wells Fargo Commercial Mortgage Trust Series 2013-LC12, Class A3FL, Variable rate, due 07/15/2046 |
|
94988QBG5 |
4,436,000 |
$4,433,309.76 |
0.06% |
| AMERICAN EXPRESS CO N/C, 3.375%, due 05/03/2024 |
|
025816CV9 |
3,766,000 |
$3,694,548.47 |
0.05% |
| BMW US CAPITAL LLC 3.80%, due 04/06/2023 |
|
05565EBM6 |
4,000,000 |
$3,993,439.48 |
0.05% |
| CITIGROUP INC Variable rate, due 05/15/2024 |
|
172967MR9 |
4,136,000 |
$4,096,291.29 |
0.05% |
| DAIMLER TRUCKS FINANCE NA 1.125%, due 12/14/2023 |
|
233853AB6 |
4,000,000 |
$3,866,430.12 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series K046, Class A1, 2.697%, due 01/25/2025 |
|
3137BJP56 |
4,009,609 |
$3,939,869.74 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series KJ12, Class A2, 3.035%, due 08/25/2024 |
|
3137BVYN0 |
3,673,993 |
$3,633,836.00 |
0.05% |
| GENERAL MOTORS FINL CO 4.15%, due 06/19/2023 |
|
37045XCL8 |
3,900,000 |
$3,888,624.25 |
0.05% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 |
|
38141GYQ1 |
4,000,000 |
$3,988,283.24 |
0.05% |
| Hyundai Auto Receivables Trust Series 2022-A, Class A2A, 1.81%, due 02/18/2025 |
|
448977AB4 |
4,152,852 |
$4,104,042.63 |
0.05% |
| JOHN DEERE CAPITAL CORP N/C, Variable rate, due 06/07/2023 |
|
24422EUG2 |
3,955,000 |
$3,959,198.79 |
0.05% |
| KNDL Mortgage Trust Series 2019-KNSQ, Class A, Variable rate, due 05/15/2036 |
|
482598AA7 |
4,100,000 |
$4,080,833.32 |
0.05% |
| PPL ELECTRIC UTILITIES CORP Variable rate, due 06/24/2024 |
|
69351UAY9 |
4,200,000 |
$4,177,316.81 |
0.05% |
| Sierra Receivables Funding Co LLC Series 2018-2A, Class A, 3.50%, due 06/20/2035 |
|
82653DAA7 |
3,796,333 |
$3,730,438.06 |
0.05% |
| SOUTHERN CAL EDISON 0.70%, due 08/01/2023 |
|
842400HH9 |
4,000,000 |
$3,916,639.76 |
0.05% |
| UNILEVER CAPITAL CORP 3.125%, due 03/22/2023 |
|
904764BA4 |
4,000,000 |
$3,993,106.60 |
0.05% |
| AMERICAN WATER CAPITAL CORP 3.85%, due 03/01/2024 |
|
03040WAK1 |
3,138,000 |
$3,092,383.87 |
0.04% |
| AUTOZONE INC 3.125%, due 07/15/2023 |
|
053332AP7 |
3,000,000 |
$2,976,482.79 |
0.04% |
| BRIGHTHSE FIN GLBL FUND N/C, Variable rate, due 04/12/2024 |
|
10921U2B3 |
3,000,000 |
$2,992,135.32 |
0.04% |
| COLT Funding LLC Series 2020-2R, Class A1, Variable rate, due 10/26/2065 |
|
12656GAA4 |
3,346,328 |
$3,028,316.79 |
0.04% |
| DT Auto Owner Trust Series 2021-4A, Class A, 0.56%, due 09/15/2025 |
|
26253WAA6 |
2,812,539 |
$2,778,849.41 |
0.04% |
| DUKE ENERGY CORP Variable rate, due 06/10/2023 |
|
26441CBK0 |
3,000,000 |
$2,997,427.05 |
0.04% |
| ENBRIDGE INC N/C, Variable rate, due 02/16/2024 |
|
29250NBM6 |
3,000,000 |
$2,992,250.67 |
0.04% |
| Exeter Automobile Receivables Trust Series 2020-3A, Class C, 1.32%, due 07/15/2025 |
|
30166NAE6 |
3,102,834 |
$3,075,474.00 |
0.04% |
| Fannie Mae Series 2017-18, Class VB, 3%, due 05/25/2040 |
|
3136AVPW3 |
3,016,235 |
$2,965,267.11 |
0.04% |
| FREMF Mortgage Trust Series 2013-K29, Class C, Variable rate, due 05/25/2046 |
|
30291JAL7 |
3,495,000 |
$3,467,481.77 |
0.04% |
| GLOBAL PAYMENTS INC 1.50%, due 11/15/2024 |
|
37940XAF9 |
3,049,000 |
$2,853,853.27 |
0.04% |
| GLS Auto Receivables Trust Series 2021-4A, Class A, 0.92%, due 07/15/2025 |
|
36263DAA5 |
2,921,899 |
$2,883,549.22 |
0.04% |
| GOLDMAN SACHS GROUP INC 0.523%, due 03/08/2023 |
|
38141GXY5 |
3,000,000 |
$2,989,499.10 |
0.04% |
| JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 |
|
46651GAL3 |
3,262,539 |
$3,123,846.88 |
0.04% |
| JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 |
|
46591DBF5 |
2,899,284 |
$2,818,448.87 |
0.04% |
| JP Morgan Mortgage Trust Series 2020-2, Class A11, Variable rate, due 07/25/2050 |
|
46591TBB9 |
3,785,728 |
$3,482,004.50 |
0.04% |
| KINDER MORGAN ENER PART 3.45%, due 02/15/2023 |
|
494550BM7 |
2,989,000 |
$2,988,231.98 |
0.04% |
| MIZUHO FINANCIAL GROUP Variable rate, due 09/08/2024 |
|
60687YBJ7 |
3,306,000 |
$3,214,989.46 |
0.04% |
| NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 03/08/2024 |
|
654740BR9 |
3,000,000 |
$2,981,824.74 |
0.04% |
| PAYPAL HOLDINGS INC 1.35%, due 06/01/2023 |
|
70450YAF0 |
3,200,000 |
$3,164,480.71 |
0.04% |
| TORONTO-DOMINION BANK 2.35%, due 03/08/2024 |
|
89114TZR6 |
3,000,000 |
$2,915,456.37 |
0.04% |
| TRUIST BANK Variable rate, due 03/09/2023 |
|
89788JAC3 |
3,000,000 |
$3,000,984.06 |
0.04% |
| UNION PACIFIC CORP 2.75%, due 04/15/2023 |
|
907818DN5 |
3,254,000 |
$3,240,442.83 |
0.04% |
| UNITED PARCEL SERVICE 2.50%, due 04/01/2023 |
|
911312BK1 |
3,000,000 |
$2,989,862.34 |
0.04% |
| Verizon Master Trust Series 2022-1, Class A, Variable rate, due 01/20/2027 |
|
92348KAL7 |
3,000,000 |
$2,945,701.20 |
0.04% |
| WELLS FARGO & COMPANY 3.75%, due 01/24/2024 |
|
95000U2C6 |
3,197,000 |
$3,158,424.05 |
0.04% |
| Westlake Automobile Receivables Trust Series 2021-2A, Class A2A, 0.32%, due 04/15/2025 |
|
96042RAB4 |
2,955,629 |
$2,932,096.96 |
0.04% |
| Westlake Automobile Receivables Trust Series 2021-3A, Class A2, 0.57%, due 09/16/2024 |
|
96043JAC9 |
3,528,816 |
$3,511,042.88 |
0.04% |
| WESTLAKE CORP 0.875%, due 08/15/2024 |
|
960413AX0 |
3,140,000 |
$2,940,857.43 |
0.04% |
| American Credit Acceptance Receivables Trust Series 2022-1, Class A, 0.99%, due 12/15/2025 |
|
02530WAA2 |
2,159,053 |
$2,147,865.42 |
0.03% |
| AMERICAN EXPRESS CO N/C, Variable rate, due 08/03/2023 |
|
025816BX6 |
2,292,000 |
$2,295,739.40 |
0.03% |
| CHARTER COMM OPT LLC/CAP 4.50%, due 02/01/2024 |
|
161175BQ6 |
2,200,000 |
$2,184,570.32 |
0.03% |
| ENBRIDGE INC Variable rate, due 02/17/2023 |
|
29250NBD6 |
2,000,000 |
$1,999,968.26 |
0.03% |
| Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 |
|
3136AJSW7 |
2,155,756 |
$2,073,002.33 |
0.03% |
| FLEX LTD 0%, due 02/09/2023 |
|
33939TP98 |
2,050,000 |
$2,050,000.00 |
0.03% |
| GCAT Series 2020-NQM1, Class A1, Variable rate, due 01/25/2060 |
|
36167FAA7 |
2,753,439 |
$2,615,109.41 |
0.03% |
| GLS Auto Receivables Trust Series 2022-1A, Class A, 1.98%, due 08/15/2025 |
|
36263XAA1 |
2,479,527 |
$2,449,956.78 |
0.03% |
| MORGAN STANLEY Variable rate, due 04/05/2024 |
|
61772BAA1 |
2,000,000 |
$1,984,457.34 |
0.03% |
| THE BOEING CO 4.508%, due 05/01/2023 |
|
097023CS2 |
2,361,000 |
$2,358,330.15 |
0.03% |
| UBS GROUP AG Variable rate, due 07/30/2024 |
|
902613AB4 |
2,315,000 |
$2,266,245.45 |
0.03% |
| WELLS FARGO & COMPANY Variable rate, due 06/02/2024 |
|
95000U2R3 |
2,401,000 |
$2,374,328.50 |
0.03% |
| CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 |
|
12555DAB1 |
1,341,081 |
$1,296,408.30 |
0.02% |
| CONSTELLATION BRANDS INC 5%, due 02/02/2026 |
|
21036PBN7 |
1,579,000 |
$1,576,610.53 |
0.02% |
| ELEVANCE HEALTH INC 4.90%, due 02/08/2026 |
|
28622HAA9 |
1,667,000 |
$1,664,619.72 |
0.02% |
| Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 |
|
3136ANVJ3 |
1,847,747 |
$1,765,715.94 |
0.02% |
| First Investors Auto Owner Trust Series 2021-1A, Class A, 0.45%, due 03/16/2026 |
|
32059FAA7 |
1,354,877 |
$1,343,008.04 |
0.02% |
| Foursight Capital Automobile Receivables Trust Series 2022-1, Class A2, 0%, due 09/15/2025 |
|
35105JAB4 |
1,966,510 |
$1,937,810.72 |
0.02% |
| GLS Auto Receivables Trust Series 2021-3A, Class A, 0.42%, due 01/15/2025 |
|
36263LAA7 |
1,632,981 |
$1,627,872.34 |
0.02% |
| GM Financial Automobile Leasing Trust Series 2022-3, Class A2A, 4.01%, due 10/21/2024 |
|
380130AB0 |
1,428,778 |
$1,418,255.51 |
0.02% |
| MVW Owner Trust Series 2018-1A, Class A, 3.45%, due 01/21/2036 |
|
62848BAA9 |
1,532,742 |
$1,490,761.26 |
0.02% |
| Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 |
|
67113CAL0 |
1,889,597 |
$1,746,094.73 |
0.02% |
| QORVO INC 1.75%, due 12/15/2024 |
|
74739DAA2 |
1,727,000 |
$1,618,907.07 |
0.02% |
| TIME WARNER CABLE ENTRMN N/C, 8.375%, due 03/15/2023 |
|
88731EAF7 |
1,295,000 |
$1,299,566.13 |
0.02% |
| UNION PACIFIC CORP 3.75%, due 03/15/2024 |
|
907818DV7 |
1,539,000 |
$1,518,960.20 |
0.02% |
| Verus Securitization Trust Series 2019-4, Class A2, Variable rate, due 11/25/2059 |
|
92537KAB0 |
1,316,685 |
$1,260,016.81 |
0.02% |
| BANK OF AMERICA CORP Variable rate, due 03/05/2024 |
|
06051GHE2 |
1,000,000 |
$1,000,417.10 |
0.01% |
| CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 |
|
12554TAL5 |
677,243 |
$662,757.72 |
0.01% |
| COMM Mortgage Trust Series 2013-CR9, Class ASB, 3.834%, due 07/10/2045 |
|
12625UBA0 |
789,328 |
$787,807.32 |
0.01% |
| JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 |
|
46591NBC0 |
513,889 |
$507,614.11 |
0.01% |
| ORACLE CORP 3.625%, due 07/15/2023 |
|
68389XAS4 |
825,000 |
$821,013.37 |
0.01% |
| OSCAR US Funding Trust Series 2018-2A, Class A4, 3.63%, due 09/10/2025 |
|
68784XAE6 |
913,064 |
$910,067.62 |
0.01% |
| ROPER TECHNOLOGIES INC 2.35%, due 09/15/2024 |
|
776743AH9 |
996,000 |
$953,845.96 |
0.01% |
| Starwood Mortgage Residential Trust Series 2020-1, Class A1, Variable rate, due 02/25/2050 |
|
85573AAA3 |
1,101,905 |
$1,053,458.25 |
0.01% |
| STATE STREET CORP Variable rate, due 01/26/2026 |
|
857477BZ5 |
516,000 |
$516,049.79 |
0.01% |
| THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2024 |
|
883556CQ3 |
1,000,000 |
$997,571.06 |
0.01% |
| TOYOTA MOTOR CREDIT CORP N/C, 2.50%, due 03/22/2024 |
|
89236TJX4 |
1,000,000 |
$972,793.57 |
0.01% |
| Verus Securitization Trust Series 2019-INV2, Class A2, Variable rate, due 07/25/2059 |
|
92537HAB7 |
798,387 |
$775,043.95 |
0.01% |
| Verus Securitization Trust Series 2020-4, Class A2, Variable rate, due 05/25/2065 |
|
92538LAB7 |
938,088 |
$872,681.13 |
0.01% |
| American Credit Acceptance Receivables Trust Series 2021-4, Class A, 0.66%, due 09/15/2025 |
|
02530TAA9 |
102,395 |
$102,330.87 |
0.00% |
| Fannie Mae FN 962078, 4.50%, due 03/01/2023 |
|
31414CJX7 |
819 |
$824.35 |
0.00% |
| Fannie Mae FN AE0237, 5.50%, due 11/01/2023 |
|
31419AHP5 |
7 |
$7.37 |
0.00% |
| Fannie Mae FN AE0812, 5%, due 07/01/2025 |
|
31419A3W5 |
3,772 |
$3,817.04 |
0.00% |
| Fannie Mae FN AL5764, 5%, due 09/01/2025 |
|
3138ENMN6 |
5,461 |
$5,525.69 |
0.00% |
| Fannie Mae FN AL5812, 5.50%, due 05/01/2025 |
|
3138ENN62 |
259 |
$258.10 |
0.00% |
| Fannie Mae FN AL6212, 4.50%, due 01/01/2027 |
|
3138EN3W7 |
1,605 |
$1,615.29 |
0.00% |
| Fannie Mae FN AL6798, 5%, due 09/01/2025 |
|
3138EPRU0 |
6,231 |
$6,304.55 |
0.00% |
| Fannie Mae FN AL8539, 4.50%, due 01/01/2027 |
|
3138ETPZ3 |
1 |
$0.91 |
0.00% |
| Fannie Mae FN BM1299, 5%, due 03/01/2027 |
|
3140J5NR6 |
57,843 |
$58,523.98 |
0.00% |
| FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 |
|
31397NHX6 |
154 |
$153.45 |
0.00% |
| FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 |
|
31397QXH6 |
1 |
$0.90 |
0.00% |
| Fannie Mae Series 2013-74, Class EL, 3%, due 04/25/2041 |
|
3136AE6R3 |
74,236 |
$73,838.46 |
0.00% |
| FHLMC Multifamily Structured Pass Through Certs. Series KSMC, Class A1, 1.954%, due 01/25/2023 |
|
3137B04X9 |
240,367 |
$244,920.69 |
0.00% |
| Freddie Mac FG G15435, 5%, due 11/01/2024 |
|
3128MEHL8 |
1,267 |
$1,282.81 |
0.00% |
| Freddie Mac FG G15821, 5%, due 07/01/2025 |
|
3128MEVN8 |
1,330 |
$1,347.09 |
0.00% |
| Freddie Mac FG G15874, 5%, due 06/01/2026 |
|
3128MEXB2 |
3,282 |
$3,324.24 |
0.00% |
| FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 |
|
31394MU65 |
56,552 |
$56,368.02 |
0.00% |
| FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 |
|
31394X5K8 |
155,443 |
$154,764.02 |
0.00% |
| Freddie Mac Series 4387, Class DE, 2%, due 01/15/2032 |
|
3137BDYB6 |
94,002 |
$93,166.25 |
0.00% |
| GNMA GN 783524, 5%, due 09/15/2024 |
|
36241L4H6 |
2,693 |
$2,733.87 |
0.00% |
| JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 |
|
46591KAZ6 |
202,051 |
$187,271.27 |
0.00% |
| JP Morgan Mortgage Trust Series 2019-LTV2, Class A11, Variable rate, due 12/25/2049 |
|
46651AAL6 |
232,033 |
$231,816.09 |
0.00% |
| JP Morgan Mortgage Trust Series 2019-LTV3, Class A, Variable rate, due 03/25/2050 |
|
46651HBC0 |
271,103 |
$270,020.38 |
0.00% |
| OSCAR US Funding Trust Series 2018-1A, Class A4, 3.50%, due 05/12/2025 |
|
68784CAE2 |
112,027 |
$111,702.95 |
0.00% |
| Residential Mortgage Loan Trust Series 2019-3, Class A2, Variable rate, due 09/25/2059 |
|
76119NAB3 |
342,053 |
$336,025.28 |
0.00% |
| Santander Retail Auto Lease Trust Series 2021-B, Class A2, 0.53%, due 01/22/2024 |
|
80286DAB4 |
214,191 |
$213,874.46 |
0.00% |
| US Dollar |
$USD |
|
-137,488,885 |
($137,488,884.64) |
-1.75% |
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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