Holdings of the Fund as of 6/24/2022
Total Number of Holdings (excluding cash): 537
| U.S. Treasury Note, 0.125%, due 11/30/2022 |
|
91282CAX9 |
93,000,000 |
$92,119,170.03 |
1.82% |
| U.S. Treasury Note, 1.75%, due 05/15/2023 |
|
912828VB3 |
75,000,000 |
$74,288,381.25 |
1.47% |
| U.S. Treasury Note, 1.625%, due 11/15/2022 |
|
912828TY6 |
70,000,000 |
$69,837,266.80 |
1.38% |
| U.S. Treasury Note, 2.50%, due 03/31/2023 |
|
9128284D9 |
60,000,000 |
$59,878,019.40 |
1.19% |
| U.S. Treasury Note, 1.875%, due 10/31/2022 |
|
912828M49 |
54,600,000 |
$54,555,411.46 |
1.08% |
| U.S. Treasury Note, 2.50%, due 08/15/2023 |
|
912828VS6 |
55,000,000 |
$54,717,480.40 |
1.08% |
| U.S. Treasury Note, 2.875%, due 10/31/2023 |
|
9128285K2 |
30,000,000 |
$29,951,953.20 |
0.59% |
| DH EUROPE FINANCE II 2.05%, due 11/15/2022 |
|
23291KAF2 |
28,306,000 |
$28,198,732.71 |
0.56% |
| FMC CORP 0%, due 06/27/2022 |
|
34410XFT2 |
26,900,000 |
$26,900,000.00 |
0.53% |
| ZOETIS INC 3.25%, due 02/01/2023 |
|
98978VAB9 |
26,713,000 |
$26,624,462.97 |
0.53% |
| ABBVIE INC 2.90%, due 11/06/2022 |
|
00287YAL3 |
25,629,000 |
$25,600,537.97 |
0.51% |
| ENTERPRISE PRODUCTS OPER 3.35%, due 03/15/2023 |
|
29379VAZ6 |
25,546,000 |
$25,561,621.63 |
0.51% |
| AUST & NZ BANKING GROUP Variable rate, due 12/19/2022 |
|
05253MQN7 |
25,000,000 |
$25,000,000.00 |
0.50% |
| ENERGY TRANSFER LP 0%, due 06/27/2022 |
|
29277FFT3 |
25,000,000 |
$25,000,000.00 |
0.50% |
| TORONTO DOMINION BANK NY Variable rate, due 11/21/2022 |
|
89114WXH3 |
25,000,000 |
$25,000,000.00 |
0.50% |
| BANK OF NOVA SCOTIA N/C, Variable rate, due 04/15/2024 |
|
0641593W4 |
25,000,000 |
$24,754,235.00 |
0.49% |
| ENBRIDGE US INC 0%, due 07/26/2022 |
|
29251VGS9 |
25,000,000 |
$24,965,133.00 |
0.49% |
| MET TOWER GLOBAL FUNDING N/C, Variable rate, due 01/17/2023 |
|
58989VAA2 |
25,000,000 |
$24,940,254.75 |
0.49% |
| NASDAQ INC 0.445%, due 12/21/2022 |
|
63111XAC5 |
25,204,000 |
$24,843,211.04 |
0.49% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/10/2023 |
|
64952WDM2 |
25,000,000 |
$24,961,084.75 |
0.49% |
| VIATRIS INC 0%, due 07/22/2022 |
|
92557NGN7 |
25,000,000 |
$24,953,100.25 |
0.49% |
| CONAGRA BRANDS INC 0%, due 06/28/2022 |
|
20600HFU3 |
24,000,000 |
$23,998,566.48 |
0.48% |
| SKYWORKS SOLUTIONS INC 0.90%, due 06/01/2023 |
|
83088MAJ1 |
25,108,000 |
$24,385,207.46 |
0.48% |
| REPUBLIC SERVICES INC 4.75%, due 05/15/2023 |
|
760759AM2 |
23,621,000 |
$23,828,840.48 |
0.47% |
| LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 |
|
539439AP4 |
22,570,000 |
$22,503,885.48 |
0.45% |
| WASTE MANAGEMENT INC 2.40%, due 05/15/2023 |
|
94106LBD0 |
22,751,000 |
$22,648,858.93 |
0.45% |
| AUTODESK INC 3.60%, due 12/15/2022 |
|
052769AB2 |
22,233,000 |
$22,249,683.20 |
0.44% |
| BANK OF AMERICA CORP Variable rate, due 07/21/2023 |
|
06051GGQ6 |
22,101,000 |
$22,096,908.01 |
0.44% |
| NATIONAL BANK OF CANADA 0.90%, due 08/15/2023 |
|
63307A2L8 |
21,542,000 |
$21,471,427.97 |
0.43% |
| VOLKSWAGEN GROUP AMERICA 2.70%, due 09/26/2022 |
|
928668AZ5 |
21,643,000 |
$21,638,218.63 |
0.43% |
| DAIMLER FINANCE NA LLC 2.55%, due 08/15/2022 |
|
233851DU5 |
21,203,000 |
$21,211,998.34 |
0.42% |
| NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 |
|
65339KBU3 |
21,651,000 |
$21,261,927.84 |
0.42% |
| VERISK ANALYTICS INC 4.125%, due 09/12/2022 |
|
92345YAC0 |
21,266,000 |
$21,310,824.68 |
0.42% |
| VIATRIS INC 0%, due 07/14/2022 |
|
92557NGE7 |
21,000,000 |
$20,975,185.98 |
0.42% |
| ARROW ELECTRONICS INC 0%, due 06/27/2022 |
|
04273MFT5 |
20,000,000 |
$20,000,000.00 |
0.40% |
| JABIL INC 0%, due 06/28/2022 |
|
46652MFU4 |
20,000,000 |
$19,998,998.80 |
0.40% |
| OTIS WORLDWIDE CORP 0%, due 06/27/2022 |
|
68902XFT5 |
20,000,000 |
$20,000,000.00 |
0.40% |
| RYDER SYSTEM INC 2.50%, due 09/01/2022 |
|
78355HKF5 |
20,227,000 |
$20,231,159.88 |
0.40% |
| SYNCHRONY FINANCIAL 2.85%, due 07/25/2022 |
|
87165BAQ6 |
20,003,000 |
$20,003,000.00 |
0.40% |
| WEC ENERGY GROUP INC 0%, due 07/15/2022 |
|
92930WGF2 |
20,000,000 |
$19,980,193.40 |
0.40% |
| AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 |
|
02665WDG3 |
20,000,000 |
$19,930,360.00 |
0.39% |
| CITIGROUP INC N/C, 4.05%, due 07/30/2022 |
|
172967GK1 |
19,515,000 |
$19,542,918.72 |
0.39% |
| Verizon Master Trust Series 2022-3, Class A, 3.25%, due 05/20/2027 |
|
92348KAP8 |
20,000,000 |
$19,833,624.00 |
0.39% |
| ALTRIA GROUP INC N/C, 2.85%, due 08/09/2022 |
|
02209SAN3 |
19,061,000 |
$19,065,859.22 |
0.38% |
| INFOR INC 1.45%, due 07/15/2023 |
|
45674CAB9 |
19,467,000 |
$18,936,074.17 |
0.38% |
| AMERICAN HONDA FINANCE 0%, due 07/25/2022 |
|
02665KGR2 |
18,767,000 |
$18,739,249.05 |
0.37% |
| ASTRAZENECA FINANCE LLC 0.70%, due 05/28/2024 |
|
04636NAC7 |
19,780,000 |
$18,643,973.88 |
0.37% |
| HUMANA INC 0.65%, due 08/03/2023 |
|
444859BP6 |
19,500,000 |
$18,877,662.57 |
0.37% |
| COOPERATIEVE RABOBANK UA N/C, 3.875%, due 09/26/2023 |
|
74977RDE1 |
18,275,000 |
$18,294,579.47 |
0.36% |
| CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD N/C, 3.80%, due 09/15/2022 |
|
225433AH4 |
17,901,000 |
$17,922,151.82 |
0.36% |
| MIZUHO FLOATER/RESIDUAL TRUST VARIOUS STATES TAXABLE, Variable rate, due 09/01/2026 |
|
60700HHY8 |
18,000,000 |
$18,000,000.00 |
0.36% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 01/19/2024 |
|
78015K7M0 |
18,454,000 |
$18,287,787.77 |
0.36% |
| BAYER US FINANCE II LLC 3.875%, due 12/15/2023 |
|
07274NAE3 |
17,825,000 |
$17,825,383.95 |
0.35% |
| CANADIAN IMPERIAL BANK N/C, Variable rate, due 03/17/2023 |
|
13607GKW3 |
17,625,000 |
$17,620,998.42 |
0.35% |
| FISERV INC 3.50%, due 10/01/2022 |
|
337738AM0 |
17,107,000 |
$17,093,739.16 |
0.34% |
| GOLDMAN SACHS GROUP INC Variable rate, due 07/24/2023 |
|
38141GWM2 |
17,260,000 |
$17,252,649.31 |
0.34% |
| NUTRIEN LTD 1.90%, due 05/13/2023 |
|
67077MAV0 |
17,605,000 |
$17,337,303.29 |
0.34% |
| Avis Budget Rental Car Funding Series 2017-2A, Class A, 2.97%, due 03/20/2024 |
|
05377RCU6 |
16,805,000 |
$16,749,815.74 |
0.33% |
| MCKESSON CORP 2.70%, due 12/15/2022 |
|
581557AZ8 |
16,514,000 |
$16,502,815.57 |
0.33% |
| MICROCHIP TECHNOLOGY INC 4.333%, due 06/01/2023 |
|
595017AP9 |
16,156,000 |
$16,225,362.87 |
0.32% |
| PLAINS ALL AMER PIPELINE 2.85%, due 01/31/2023 |
|
72650RBB7 |
16,079,000 |
$16,008,935.77 |
0.32% |
| AETNA INC 2.80%, due 06/15/2023 |
|
00817YAV0 |
15,785,000 |
$15,659,229.71 |
0.31% |
| BARCLAYS PLC Variable rate, due 05/16/2024 |
|
06738EBB0 |
15,623,000 |
$15,652,832.74 |
0.31% |
| BAXTER INTERNATIONAL 0%, due 08/15/2022 |
|
0718A3HF9 |
15,762,000 |
$15,713,713.74 |
0.31% |
| ENERGY TRANSFER LP 3.60%, due 02/01/2023 |
|
29273RAS8 |
15,815,000 |
$15,765,685.35 |
0.31% |
| PERKINELMER INC 0.55%, due 09/15/2023 |
|
714046AK5 |
16,000,000 |
$15,396,270.24 |
0.31% |
| UBS GROUP AG Variable rate, due 08/15/2023 |
|
90352JAE3 |
15,715,000 |
$15,705,982.58 |
0.31% |
| AMERICAN ELEC POWER CO 0%, due 06/27/2022 |
|
0255E3FT0 |
15,000,000 |
$15,000,000.00 |
0.30% |
| AMERICAN HONDA FINANCE 0%, due 07/27/2022 |
|
02665KGT8 |
15,000,000 |
$14,976,867.90 |
0.30% |
| AT&T INC 0%, due 07/18/2022 |
|
0020A3GJ3 |
15,000,000 |
$14,986,155.00 |
0.30% |
| BARCLAYS BANK PLC NY N/C, Variable rate, due 12/01/2022 |
|
06742TQ33 |
15,000,000 |
$14,999,747.10 |
0.30% |
| CAMPBELL SOUP COMPANY 0%, due 08/17/2022 |
|
13443DHH5 |
15,000,000 |
$14,950,026.60 |
0.30% |
| CANADIAN IMP BK COMM NY 0.35%, due 11/03/2022 |
|
13606CYC2 |
15,000,000 |
$14,908,027.20 |
0.30% |
| CANADIAN NATL RESOURCES 2.95%, due 01/15/2023 |
|
136385AW1 |
15,082,000 |
$15,051,073.30 |
0.30% |
| CANADIAN NATURAL RESOURCES 0%, due 06/27/2022 |
|
13638XFT2 |
15,000,000 |
$15,000,000.00 |
0.30% |
| CONAGRA BRANDS INC 0%, due 07/11/2022 |
|
20600HGB4 |
15,000,000 |
$14,986,574.70 |
0.30% |
| CONSOLIDATED EDISON CO 0%, due 07/19/2022 |
|
20911MGK7 |
15,000,000 |
$14,985,783.15 |
0.30% |
| CONSOLIDATED EDISON CO 0%, due 07/28/2022 |
|
20911MGU5 |
15,000,000 |
$14,974,166.70 |
0.30% |
| CONSTELLATION BRANDS INC 0%, due 07/20/2022 |
|
21037DGL2 |
15,000,000 |
$14,982,258.00 |
0.30% |
| CREDIT SUISSE NEW YORK N/C, Variable rate, due 08/09/2023 |
|
22550UAD3 |
15,000,000 |
$14,914,629.90 |
0.30% |
| DOMINION ENERGY INC 0%, due 07/29/2022 |
|
2574P1GV8 |
15,000,000 |
$14,972,528.55 |
0.30% |
| DUPONT DE NEMOURS INC 0%, due 07/18/2022 |
|
26082NGJ8 |
15,000,000 |
$14,986,078.95 |
0.30% |
| DUPONT DE NEMOURS INC 0%, due 07/21/2022 |
|
26082NGM1 |
15,000,000 |
$14,984,090.10 |
0.30% |
| ENTERGY CORP 0%, due 07/19/2022 |
|
29366GGK1 |
15,000,000 |
$14,982,120.15 |
0.30% |
| ENTERGY CORP 0%, due 09/01/2022 |
|
29366GJ10 |
15,000,000 |
$14,948,524.20 |
0.30% |
| FIDELITY NATL INFO SERV 0%, due 07/11/2022 |
|
31622GGB7 |
15,000,000 |
$14,990,660.85 |
0.30% |
| FIDELITY NATL INFO SERV 0%, due 07/21/2022 |
|
31622GGM3 |
15,000,000 |
$14,979,294.00 |
0.30% |
| HARLEY-DAVIDSON FINL SER 0%, due 07/14/2022 |
|
41282KGE2 |
15,000,000 |
$14,984,765.40 |
0.30% |
| HUMANA INC 0%, due 07/12/2022 |
|
44486JGC7 |
15,000,000 |
$14,990,492.40 |
0.30% |
| INTL FLAVORS & FRAGRANCES 0%, due 07/22/2022 |
|
4595A3GN1 |
15,000,000 |
$14,971,866.60 |
0.30% |
| INTL FLAVORS & FRAGRANCES 0%, due 07/29/2022 |
|
4595A3GV3 |
15,000,000 |
$14,963,989.20 |
0.30% |
| JABIL INC 0%, due 07/15/2022 |
|
46652MGF6 |
15,000,000 |
$14,980,870.95 |
0.30% |
| MCCORMICK & COMPANY INC 0%, due 08/22/2022 |
|
57978DHN2 |
15,000,000 |
$14,950,521.75 |
0.30% |
| PARKER-HANNIFIN CORP 0%, due 07/27/2022 |
|
70109MGT5 |
15,000,000 |
$14,981,235.15 |
0.30% |
| PUBLIC STORAGE Variable rate, due 04/23/2024 |
|
74460WAB3 |
15,190,000 |
$15,028,428.68 |
0.30% |
| RECKITT BENCKISER TSY 0%, due 07/25/2022 |
|
7562E1GR9 |
15,000,000 |
$14,977,004.10 |
0.30% |
| ROYAL BANK OF CANADA NY N/C, Variable rate, due 03/16/2023 |
|
78012U6T7 |
15,000,000 |
$14,998,331.40 |
0.30% |
| ROYAL BANK OF CANADA Variable rate, due 03/24/2023 |
|
78014XHU4 |
15,000,000 |
$15,000,000.00 |
0.30% |
| SKANDINAVISKA ENSKILDA BANK Variable rate, due 11/21/2022 |
|
83050WCG7 |
15,000,000 |
$15,000,000.00 |
0.30% |
| SOUTHERN CAL EDISON N/C, Variable rate, due 04/03/2023 |
|
842400HA4 |
15,000,000 |
$14,972,259.15 |
0.30% |
| TORONTO DOMINION BANK NY Variable rate, due 02/27/2023 |
|
89114WXW0 |
15,000,000 |
$15,000,663.60 |
0.30% |
| U.S. Treasury Note, 2%, due 02/15/2023 |
|
912828UN8 |
15,000,000 |
$14,942,460.45 |
0.30% |
| VERIZON COMMUNICATIONS 0%, due 07/13/2022 |
|
92344MGD9 |
15,000,000 |
$14,987,659.05 |
0.30% |
| WESTPAC BANKING CORP NY 0.30%, due 10/26/2022 |
|
96130ALA4 |
15,000,000 |
$14,892,652.35 |
0.30% |
| WILLIAMS COMPANIES INC 0%, due 07/22/2022 |
|
96946UGN2 |
15,000,000 |
$14,978,119.95 |
0.30% |
| WILLIAMS COMPANIES INC 0%, due 07/26/2022 |
|
96946UGS1 |
15,000,000 |
$14,974,620.60 |
0.30% |
| ANTHEM INC 2.95%, due 12/01/2022 |
|
036752AF0 |
14,775,000 |
$14,779,946.52 |
0.29% |
| BANK OF AMERICA CORP Variable rate, due 05/28/2024 |
|
06051GJX8 |
15,000,000 |
$14,775,000.00 |
0.29% |
| CENTERPOINT ENERGY RES 0.70%, due 03/02/2023 |
|
15189WAM2 |
15,033,000 |
$14,784,177.25 |
0.29% |
| GENERAL MOTORS FINL CO N/C, Variable rate, due 03/08/2024 |
|
37045XDF0 |
15,000,000 |
$14,509,407.60 |
0.29% |
| NATWEST MARKETS PLC Variable rate, due 08/12/2024 |
|
63906YAC2 |
14,885,000 |
$14,715,833.02 |
0.29% |
| OKLAHOMA G&E CO 0.553%, due 05/26/2023 |
|
678858BW0 |
15,000,000 |
$14,620,063.95 |
0.29% |
| World Omni Auto Receivables Trust Series 2022-B, Class A2A, 2.77%, due 10/15/2025 |
|
98163QAB5 |
15,000,000 |
$14,868,319.50 |
0.29% |
| MORGAN STANLEY Variable rate, due 01/22/2025 |
|
61747YEB7 |
15,000,000 |
$14,176,071.60 |
0.28% |
| NORDEA BANK ABP N/C, 4.25%, due 09/21/2022 |
|
65557FAD8 |
13,890,000 |
$13,910,843.74 |
0.28% |
| THERMO FISHER SCIENTIFIC 0.797%, due 10/18/2023 |
|
883556CP5 |
14,855,000 |
$14,375,284.07 |
0.28% |
| ANTHEM INC 3.30%, due 01/15/2023 |
|
94973VBA4 |
13,546,000 |
$13,570,029.53 |
0.27% |
| ENRGY TRANS LP/REG FIN 5%, due 10/01/2022 |
|
75886AAQ1 |
13,656,000 |
$13,671,832.63 |
0.27% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2012-HSBC, Class A, 3.0934%, due 07/05/2032 |
|
46637YAA7 |
13,482,078 |
$13,474,328.29 |
0.27% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/25/2022 |
|
606822AQ7 |
13,685,000 |
$13,682,546.97 |
0.27% |
| NORFOLK SOUTHERN CORP 2.903%, due 02/15/2023 |
|
655844BL1 |
13,697,000 |
$13,640,520.70 |
0.27% |
| RECKITT BENCKISER TSY 0%, due 07/22/2022 |
|
7562E1GN8 |
13,500,000 |
$13,481,525.12 |
0.27% |
| TRANSCANADA PIPELINES 2.50%, due 08/01/2022 |
|
893526DM2 |
13,845,000 |
$13,841,931.68 |
0.27% |
| ANTHEM INC 0.45%, due 03/15/2023 |
|
036752AQ6 |
13,446,000 |
$13,166,113.71 |
0.26% |
| ATHENE GLOBAL FUNDING N/C, Variable rate, due 07/01/2022 |
|
04685A2F7 |
13,125,000 |
$13,124,966.01 |
0.26% |
| GENERAL MOTORS FINL CO 3.55%, due 07/08/2022 |
|
37045XCU8 |
13,200,000 |
$13,203,305.68 |
0.26% |
| JPMORGAN CHASE & CO Variable rate, due 04/23/2024 |
|
46647PAP1 |
13,140,000 |
$13,115,108.38 |
0.26% |
| PERNOD RICARD SA 4.25%, due 07/15/2022 |
|
714264AH1 |
12,955,000 |
$12,965,361.02 |
0.26% |
| PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 04/12/2024 |
|
74256LEM7 |
13,054,000 |
$12,909,914.12 |
0.26% |
| BAT CAPITAL CORP Variable rate, due 08/15/2022 |
|
05526DAX3 |
12,452,000 |
$12,450,021.75 |
0.25% |
| CROWN CASTLE INTL CORP 0%, due 07/20/2022 |
|
22823QGL9 |
12,500,000 |
$12,479,628.25 |
0.25% |
| HYUNDAI CAPITAL AMERICA 2.375%, due 02/10/2023 |
|
44891ABE6 |
12,600,000 |
$12,511,745.82 |
0.25% |
| ABBVIE INC Variable rate, due 11/21/2022 |
|
00287YBP3 |
12,000,000 |
$12,000,559.20 |
0.24% |
| BMW Vehicle Owner Trust Series 2022-A, Class A2A, 2.98%, due 12/26/2024 |
|
05602RAB7 |
12,000,000 |
$11,900,845.20 |
0.24% |
| ENERGY TRANSFER LP 3.45%, due 01/15/2023 |
|
86765BAL3 |
12,141,000 |
$12,079,430.80 |
0.24% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2024 |
|
38141GYF5 |
12,500,000 |
$12,267,331.38 |
0.24% |
| JPMORGAN CHASE & CO Variable rate, due 03/16/2024 |
|
46647PCA2 |
12,000,000 |
$11,911,878.24 |
0.24% |
| MARSH & MCLENNAN COS INC 0%, due 07/11/2022 |
|
57174WGB9 |
12,000,000 |
$11,993,923.44 |
0.24% |
| OSCAR US Funding Trust Series 2021-2A, Class A2, 0.39%, due 08/12/2024 |
|
68785BAB9 |
12,326,440 |
$12,132,175.30 |
0.24% |
| Westlake Automobile Receivables Trust Series 2021-3A, Class A2, 0.57%, due 09/16/2024 |
|
96043JAC9 |
12,142,593 |
$11,997,094.07 |
0.24% |
| CENTERPOINT ENERGY INC 0%, due 07/13/2022 |
|
1518T3GD8 |
11,400,000 |
$11,392,142.32 |
0.23% |
| CHARTER COMM OPT LLC/CAP Variable rate, due 02/01/2024 |
|
161175BP8 |
11,612,000 |
$11,716,491.63 |
0.23% |
| CITIGROUP INC Variable rate, due 07/24/2023 |
|
172967LM1 |
11,860,000 |
$11,854,941.47 |
0.23% |
| SUMITOMO MITSUI FINL GRP N/C, 2.784%, due 07/12/2022 |
|
86562MAQ3 |
11,743,000 |
$11,745,144.51 |
0.23% |
| TRUIST FINANCIAL CORP Variable rate, due 06/09/2025 |
|
89788MAF9 |
12,000,000 |
$11,654,051.40 |
0.23% |
| BAT CAPITAL CORP 2.764%, due 08/15/2022 |
|
05526DAV7 |
11,271,000 |
$11,271,042.60 |
0.22% |
| CIGNA CORP 3.75%, due 07/15/2023 |
|
125523AF7 |
11,261,000 |
$11,311,045.01 |
0.22% |
| GILEAD SCIENCES INC 0.75%, due 09/29/2023 |
|
375558BW2 |
11,250,000 |
$10,877,078.81 |
0.22% |
| GLENCORE FINANCE CANADA 4.25%, due 10/25/2022 |
|
98417EAT7 |
11,264,000 |
$11,313,934.88 |
0.22% |
| JPMORGAN CHASE & CO N/C, 3.375%, due 05/01/2023 |
|
46625HJJ0 |
11,000,000 |
$10,995,896.67 |
0.22% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 03/02/2023 |
|
606822AS3 |
10,991,000 |
$10,994,473.70 |
0.22% |
| NORTHROP GRUMMAN CORP 3.25%, due 08/01/2023 |
|
666807BG6 |
11,000,000 |
$10,983,509.79 |
0.22% |
| SOUTHWEST AIRLINES CO 2.75%, due 11/16/2022 |
|
844741BD9 |
11,244,000 |
$11,206,400.06 |
0.22% |
| THE BOEING CO 2.20%, due 10/30/2022 |
|
097023BN4 |
11,215,000 |
$11,189,544.76 |
0.22% |
| VERIZON COMMUNICATIONS Variable rate, due 03/22/2024 |
|
92343VGD0 |
11,421,000 |
$11,308,436.79 |
0.22% |
| FIFTH THIRD BANCORP 1.625%, due 05/05/2023 |
|
316773CZ1 |
10,588,000 |
$10,460,125.44 |
0.21% |
| Morgan Stanley Capital I Trust Series 2017-CLS, Class A, Variable rate, due 11/15/2034 |
|
61691LAA7 |
10,743,000 |
$10,641,046.78 |
0.21% |
| OSCAR US Funding Trust Series 2022-1A, Class A2, 1.60%, due 03/10/2025 |
|
68784HAB7 |
10,750,000 |
$10,565,286.08 |
0.21% |
| PUBLIC SERVICE ENTERPRISE 0.841%, due 11/08/2023 |
|
744573AT3 |
11,285,000 |
$10,822,437.67 |
0.21% |
| VOLKSWAGEN GROUP AMERICA 3.125%, due 05/12/2023 |
|
928668BD3 |
10,407,000 |
$10,372,302.85 |
0.21% |
| ABN AMRO FUNDING USA LLC 0%, due 10/25/2022 |
|
00084CKR2 |
10,000,000 |
$9,939,232.00 |
0.20% |
| AMGEN INC 2.25%, due 08/19/2023 |
|
031162CH1 |
10,000,000 |
$9,911,757.20 |
0.20% |
| AT&T INC 0%, due 07/06/2022 |
|
0020A3G61 |
10,000,000 |
$9,996,250.00 |
0.20% |
| AT&T INC 0%, due 07/25/2022 |
|
0020A3GR5 |
10,000,000 |
$9,987,302.70 |
0.20% |
| AT&T INC N/C, Variable rate, due 06/12/2024 |
|
00206RGD8 |
10,000,000 |
$10,022,582.50 |
0.20% |
| AT&T INC Variable rate, due 03/25/2024 |
|
00206RMH2 |
9,936,000 |
$9,872,370.24 |
0.20% |
| BANK OF MONTREAL CHICAGO N/C, Variable rate, due 03/03/2023 |
|
06367CSY4 |
10,000,000 |
$10,018,000.00 |
0.20% |
| BANK OF MONTREAL N/C, Variable rate, due 07/09/2024 |
|
06367WYQ0 |
10,000,000 |
$9,857,156.60 |
0.20% |
| BAXTER INTERNATIONAL INC N/C, Variable rate, due 11/29/2024 |
|
071813DB2 |
10,000,000 |
$9,869,774.40 |
0.20% |
| BAXTER INTERNATIONAL INC N/C, Variable rate, due 12/01/2023 |
|
071813CY3 |
10,000,000 |
$9,888,912.10 |
0.20% |
| BELL CANADA 0%, due 07/11/2022 |
|
07787QGB6 |
10,000,000 |
$9,994,551.10 |
0.20% |
| CENTERPOINT ENERGY INC 0%, due 07/18/2022 |
|
1518T3GJ5 |
10,000,000 |
$9,988,677.20 |
0.20% |
| CIGNA CORP 0%, due 07/19/2022 |
|
12553YGK1 |
10,000,000 |
$9,990,522.10 |
0.20% |
| CIGNA CORP 0%, due 07/20/2022 |
|
12553YGL9 |
10,000,000 |
$9,987,853.40 |
0.20% |
| CIGNA CORP 0%, due 08/16/2022 |
|
12553YHG9 |
10,000,000 |
$9,970,814.60 |
0.20% |
| COMMONWEALTH BK AUSTRALIA Variable rate, due 01/23/2023 |
|
20272AX76 |
10,000,000 |
$9,999,421.60 |
0.20% |
| CONSOLIDATED EDISON CO 0%, due 07/29/2022 |
|
20911MGV3 |
10,000,000 |
$9,982,210.40 |
0.20% |
| CONSOLIDATED EDISON CO 0%, due 08/01/2022 |
|
20911MH18 |
10,000,000 |
$9,979,576.20 |
0.20% |
| CONSOLIDATED EDISON CO 0%, due 08/04/2022 |
|
20911MH42 |
10,000,000 |
$9,978,361.10 |
0.20% |
| CONSTELLATION BRANDS INC 0%, due 07/08/2022 |
|
21037DG81 |
10,000,000 |
$9,995,197.80 |
0.20% |
| CONSTELLATION BRANDS INC 0%, due 07/11/2022 |
|
21037DGB4 |
10,000,000 |
$9,991,049.80 |
0.20% |
| CONSTELLATION BRANDS INC 0%, due 07/12/2022 |
|
21037DGC2 |
10,000,000 |
$9,992,910.30 |
0.20% |
| CONSTELLATION BRANDS INC 0%, due 07/15/2022 |
|
21037DGF5 |
10,000,000 |
$9,988,491.90 |
0.20% |
| CONSTELLATION BRANDS INC 0%, due 07/19/2022 |
|
21037DGK4 |
10,000,000 |
$9,986,247.40 |
0.20% |
| CROWN CASTLE INTL CORP 0%, due 07/11/2022 |
|
22823QGB1 |
10,000,000 |
$9,992,018.70 |
0.20% |
| CROWN CASTLE INTL CORP 0%, due 07/13/2022 |
|
22823QGD7 |
10,000,000 |
$9,989,547.40 |
0.20% |
| CROWN CASTLE INTL CORP 0%, due 07/14/2022 |
|
22823QGE5 |
10,000,000 |
$9,990,309.00 |
0.20% |
| CROWN CASTLE INTL CORP 0%, due 07/19/2022 |
|
22823QGK1 |
10,000,000 |
$9,985,322.60 |
0.20% |
| DEUTSCHE BANK NY N/C, Variable rate, due 11/08/2023 |
|
251526CL1 |
10,000,000 |
$9,877,991.50 |
0.20% |
| DOLLAR GENERAL CORP 0%, due 08/23/2022 |
|
25667MHP0 |
10,000,000 |
$9,966,900.70 |
0.20% |
| DOMINION ENERGY INC 0%, due 07/13/2022 |
|
2574P1GD8 |
10,000,000 |
$9,993,773.20 |
0.20% |
| DOMINION ENERGY INC 2.75%, due 09/15/2022 |
|
25746UBP3 |
10,000,000 |
$9,992,535.80 |
0.20% |
| ENBRIDGE INC 2.90%, due 07/15/2022 |
|
29250NAQ8 |
10,000,000 |
$9,999,413.80 |
0.20% |
| ENBRIDGE US INC 0%, due 07/13/2022 |
|
29251VGD2 |
10,000,000 |
$9,993,550.40 |
0.20% |
| ENBRIDGE US INC 0%, due 08/17/2022 |
|
29251VHH2 |
10,000,000 |
$9,967,127.00 |
0.20% |
| ENERGY TRANSFER LP 0%, due 06/28/2022 |
|
29277FFU0 |
10,000,000 |
$9,999,374.80 |
0.20% |
| ENERGY TRANSFER LP 0%, due 07/07/2022 |
|
29277FG70 |
10,000,000 |
$9,993,609.50 |
0.20% |
| FIDELITY NATL INFO SERV 0%, due 07/15/2022 |
|
31622GGF8 |
10,000,000 |
$9,990,144.10 |
0.20% |
| FMC CORP 0%, due 07/08/2022 |
|
34410XG87 |
10,000,000 |
$9,994,187.10 |
0.20% |
| FMC CORP 0%, due 07/15/2022 |
|
34410XGF1 |
10,000,000 |
$9,988,492.70 |
0.20% |
| FMC CORP 0%, due 07/18/2022 |
|
34410XGJ3 |
10,000,000 |
$9,986,573.90 |
0.20% |
| GENERAL MOTORS FINL CO 0%, due 07/14/2022 |
|
37046UGE5 |
10,000,000 |
$9,991,964.60 |
0.20% |
| GENERAL MOTORS FINL CO 0%, due 07/21/2022 |
|
37046UGM7 |
10,000,000 |
$9,985,324.40 |
0.20% |
| HUMANA INC 0%, due 07/19/2022 |
|
44486JGK9 |
10,000,000 |
$9,989,910.20 |
0.20% |
| HUMANA INC 0%, due 07/26/2022 |
|
44486JGS2 |
10,000,000 |
$9,982,918.20 |
0.20% |
| INTL FLAVORS & FRAGRANCES 0%, due 07/14/2022 |
|
4595A3GE1 |
10,000,000 |
$9,987,718.70 |
0.20% |
| JABIL INC 0%, due 07/14/2022 |
|
46652MGE9 |
10,000,000 |
$9,991,254.90 |
0.20% |
| JABIL INC 0%, due 07/18/2022 |
|
46652MGJ8 |
10,000,000 |
$9,988,032.10 |
0.20% |
| JABIL INC 0%, due 07/20/2022 |
|
46652MGL3 |
10,000,000 |
$9,983,703.70 |
0.20% |
| JABIL INC 0%, due 07/21/2022 |
|
46652MGM1 |
10,000,000 |
$9,983,326.40 |
0.20% |
| JDE PEET'S NV 0.80%, due 09/24/2024 |
|
47216QAA1 |
11,000,000 |
$10,309,925.01 |
0.20% |
| MACQUARIE BANK LIMITED Variable rate, due 03/02/2023 |
|
55607NLB4 |
10,000,000 |
$10,000,000.00 |
0.20% |
| MACQUARIE GROUP LTD Variable rate, due 11/28/2023 |
|
55608JAH1 |
10,000,000 |
$9,980,562.10 |
0.20% |
| MARVELL TECHNOLOGY INC 4.20%, due 06/22/2023 |
|
573874AL8 |
9,955,000 |
$9,986,164.32 |
0.20% |
| MOLSON COORS BEVERAGE CO 0%, due 06/29/2022 |
|
60871WFV6 |
10,000,000 |
$9,998,943.00 |
0.20% |
| MOLSON COORS BEVERAGE CO 0%, due 07/27/2022 |
|
60871WGT0 |
10,000,000 |
$9,982,500.00 |
0.20% |
| MYLAN INC 3.125%, due 01/15/2023 |
|
628530AV9 |
10,263,000 |
$10,200,863.18 |
0.20% |
| NASDAQ INC 0%, due 07/13/2022 |
|
63111FGD6 |
10,000,000 |
$9,993,638.10 |
0.20% |
| NASDAQ INC 0%, due 07/22/2022 |
|
63111FGN4 |
10,000,000 |
$9,989,228.20 |
0.20% |
| NASDAQ INC 0%, due 08/03/2022 |
|
63111FH37 |
10,000,000 |
$9,978,404.10 |
0.20% |
| NEXTERA ENERGY CAPITAL Variable rate, due 11/03/2023 |
|
65339KBX7 |
10,000,000 |
$9,893,007.70 |
0.20% |
| NISOURCE INC 0%, due 07/21/2022 |
|
65478KGM7 |
10,000,000 |
$9,986,930.50 |
0.20% |
| NORDEA BANK ABP NEW YORK N/C, Variable rate, due 12/07/2022 |
|
65558UUC4 |
10,000,000 |
$9,999,949.50 |
0.20% |
| NORTHROP GRUMMAN CORP 0%, due 06/29/2022 |
|
66681MFV5 |
10,000,000 |
$9,999,221.70 |
0.20% |
| NUTRIEN LTD 0%, due 07/29/2022 |
|
67077VGV4 |
10,000,000 |
$9,985,679.90 |
0.20% |
| NUTRIEN LTD 0%, due 08/03/2022 |
|
67077VH35 |
10,000,000 |
$9,978,095.40 |
0.20% |
| NUTRIEN LTD 0%, due 08/17/2022 |
|
67077VHH4 |
10,000,000 |
$9,970,239.60 |
0.20% |
| NUTRIEN LTD 0%, due 09/19/2022 |
|
67077VJK5 |
10,000,000 |
$9,943,051.20 |
0.20% |
| PARKER-HANNIFIN CORP 0%, due 09/08/2022 |
|
70109MJ88 |
10,000,000 |
$9,951,726.10 |
0.20% |
| REPUBLIC SERVICES INC 0%, due 07/05/2022 |
|
76076GG56 |
10,000,000 |
$9,996,820.00 |
0.20% |
| SOUTHERN COMPANY 0%, due 07/12/2022 |
|
84262MGC6 |
10,000,000 |
$9,993,704.60 |
0.20% |
| SOUTHERN COMPANY 0%, due 07/20/2022 |
|
84262MGL6 |
10,000,000 |
$9,986,895.30 |
0.20% |
| SOUTHERN COMPANY 0%, due 07/21/2022 |
|
84262MGM4 |
10,000,000 |
$9,986,328.70 |
0.20% |
| SUMITOMO MITSUI TRUST BANK LTD N/C, Variable rate, due 09/16/2024 |
|
86563VAX7 |
10,000,000 |
$9,848,099.70 |
0.20% |
| SUNCOR ENERGY INC 0%, due 07/27/2022 |
|
86723BGT1 |
10,000,000 |
$9,987,734.50 |
0.20% |
| SVENSKA HANDELSBANKEN AB Variable rate, due 03/01/2023 |
|
86960LDB3 |
10,000,000 |
$10,000,000.00 |
0.20% |
| THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2023 |
|
883556CR1 |
10,000,000 |
$9,883,254.70 |
0.20% |
| TORONTO DOMINION BANK Variable rate, due 03/06/2023 |
|
89120DUU1 |
10,000,000 |
$10,000,000.00 |
0.20% |
| TORONTO-DOMINION BANK N/C, Variable rate, due 03/08/2024 |
|
89114TZS4 |
10,000,000 |
$9,945,266.60 |
0.20% |
| TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/13/2024 |
|
89236TJP1 |
10,000,000 |
$9,905,057.50 |
0.20% |
| TRANSCANADA PIPELINES 0%, due 07/25/2022 |
|
89355QGR1 |
10,000,000 |
$9,988,552.20 |
0.20% |
| TRANSCANADA PIPELINES 0%, due 07/26/2022 |
|
89355QGS9 |
10,000,000 |
$9,987,103.10 |
0.20% |
| TRANSCANADA PIPELINES 0%, due 08/02/2022 |
|
89355QH25 |
10,000,000 |
$9,985,000.00 |
0.20% |
| TRANSCANADA PIPELINES 0%, due 08/16/2022 |
|
89355QHG4 |
10,000,000 |
$9,970,121.10 |
0.20% |
| U.S. Treasury Note, 2.75%, due 04/30/2023 |
|
9128284L1 |
10,000,000 |
$9,991,038.30 |
0.20% |
| UBS AG LONDON Variable rate, due 03/08/2023 |
|
90276JPJ9 |
10,000,000 |
$10,000,000.00 |
0.20% |
| VERIZON COMMUNICATIONS 0%, due 08/16/2022 |
|
92344MHG1 |
10,000,000 |
$9,972,222.20 |
0.20% |
| VIATRIS INC 0%, due 06/28/2022 |
|
92557NFU2 |
10,000,000 |
$9,999,347.10 |
0.20% |
| VIATRIS INC 0%, due 07/20/2022 |
|
92557NGL1 |
10,000,000 |
$9,980,507.30 |
0.20% |
| BANK OF AMERICA CORP Variable rate, due 04/22/2025 |
|
06051GJU4 |
10,000,000 |
$9,831,382.40 |
0.19% |
| BANK OF AMERICA CORP Variable rate, due 12/20/2023 |
|
06051GHC6 |
9,720,000 |
$9,691,831.83 |
0.19% |
| CONAGRA BRANDS INC 0.50%, due 08/11/2023 |
|
205887CG5 |
10,000,000 |
$9,648,148.50 |
0.19% |
| Exeter Automobile Receivables Trust Series 2022-1A, Class A2, 1.10%, due 06/17/2024 |
|
30167JAB0 |
9,380,626 |
$9,342,654.13 |
0.19% |
| HYUNDAI CAPITAL AMERICA 1.15%, due 11/10/2022 |
|
44891ABQ9 |
9,690,000 |
$9,618,455.63 |
0.19% |
| JABIL INC 0%, due 06/27/2022 |
|
46652MFT7 |
9,600,000 |
$9,600,000.00 |
0.19% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2025 |
|
46647PCG9 |
10,000,000 |
$9,777,212.60 |
0.19% |
| MITSUBISHI UFJ FIN GRP N/C, 2.665%, due 07/25/2022 |
|
606822AP9 |
9,446,000 |
$9,445,416.81 |
0.19% |
| ROCKWELL AUTOMATION 0.35%, due 08/15/2023 |
|
773903AK5 |
10,000,000 |
$9,671,313.20 |
0.19% |
| SOUTHERN NATURAL GAS 0.625%, due 04/28/2023 |
|
84346LAC4 |
9,700,000 |
$9,426,530.43 |
0.19% |
| VMWARE INC 0.60%, due 08/15/2023 |
|
928563AG0 |
9,900,000 |
$9,558,323.68 |
0.19% |
| BP CAP MARKETS AMERICA Variable rate, due 09/19/2022 |
|
10373QBD1 |
9,169,000 |
$9,166,751.85 |
0.18% |
| BRISTOL-MYERS SQUIBB CO 3.25%, due 11/01/2023 |
|
110122AW8 |
8,918,000 |
$8,918,154.10 |
0.18% |
| DT Auto Owner Trust Series 2022-1A, Class A, 1.58%, due 04/15/2026 |
|
23345YAA9 |
9,091,635 |
$8,964,105.29 |
0.18% |
| JPMORGAN CHASE & CO Variable rate, due 07/23/2024 |
|
46647PAU0 |
8,867,000 |
$8,848,600.35 |
0.18% |
| MORGAN STANLEY Variable rate, due 01/25/2024 |
|
6174468W2 |
9,507,000 |
$9,327,956.40 |
0.18% |
| SUNCOR ENERGY INC 2.80%, due 05/15/2023 |
|
867224AC1 |
9,130,000 |
$9,074,814.08 |
0.18% |
| TELEDYNE TECHNOLOGIES INC 0.65%, due 04/01/2023 |
|
879360AA3 |
9,100,000 |
$8,890,110.32 |
0.18% |
| AMERICAN ELECTRIC POWER 2.95%, due 12/15/2022 |
|
025537AG6 |
8,385,000 |
$8,346,934.44 |
0.17% |
| CANADIAN IMPERIAL BANK N/C, Variable rate, due 06/22/2023 |
|
13607HVD1 |
8,500,000 |
$8,433,554.06 |
0.17% |
| ROPER TECHNOLOGIES INC 0.45%, due 08/15/2022 |
|
776743AK2 |
8,855,000 |
$8,823,256.68 |
0.17% |
| SCHLUMBERGER HLDGS CORP 3.625%, due 12/21/2022 |
|
806851AE1 |
8,764,000 |
$8,777,058.18 |
0.17% |
| VIRGINIA ELEC & POWER CO 2.75%, due 03/15/2023 |
|
927804FN9 |
8,764,000 |
$8,728,348.92 |
0.17% |
| American Credit Acceptance Receivables Trust Series 2022-1, Class A, 0.99%, due 12/15/2025 |
|
02530WAA2 |
8,463,809 |
$8,314,071.60 |
0.16% |
| BANK OF NOVA SCOTIA N/C, Variable rate, due 07/31/2024 |
|
0641596F8 |
8,000,000 |
$7,916,906.08 |
0.16% |
| CAPITAL ONE FINANCIAL CORP Variable rate, due 12/06/2024 |
|
14040HCL7 |
8,000,000 |
$7,829,122.80 |
0.16% |
| CVS HEALTH CORP 2.75%, due 12/01/2022 |
|
126650BZ2 |
7,900,000 |
$7,891,526.70 |
0.16% |
| DTE ENERGY CO 2.25%, due 11/01/2022 |
|
233331BE6 |
8,000,000 |
$7,980,147.52 |
0.16% |
| ILLUMINA INC 0.55%, due 03/23/2023 |
|
452327AL3 |
8,382,000 |
$8,082,483.49 |
0.16% |
| L3HARRIS TECH INC 3.85%, due 06/15/2023 |
|
502431AJ8 |
8,000,000 |
$8,008,842.88 |
0.16% |
| MIZUHO FLOATER/RESIDUAL TRUST VARIOUS STATES TAXABLE, Variable rate, due 09/01/2027 |
|
60700HEC9 |
8,000,000 |
$8,000,000.00 |
0.16% |
| ONEOK PARTNERS LP 3.375%, due 10/01/2022 |
|
68268NAJ2 |
7,871,000 |
$7,871,963.25 |
0.16% |
| ROPER TECHNOLOGIES INC 3.125%, due 11/15/2022 |
|
776696AE6 |
7,986,000 |
$7,987,578.02 |
0.16% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2024 |
|
78016EZV2 |
8,000,000 |
$7,896,221.20 |
0.16% |
| TRANSCANADA PIPELINES 0%, due 08/25/2022 |
|
89355QHR0 |
8,350,000 |
$8,318,106.34 |
0.16% |
| ABBVIE INC 2.85%, due 05/14/2023 |
|
00287YAX7 |
7,704,000 |
$7,680,181.01 |
0.15% |
| BAXTER INTERNATIONAL INC 0.868%, due 12/01/2023 |
|
071813CE7 |
8,000,000 |
$7,669,333.76 |
0.15% |
| BRAVO Residential Funding Trust Series 2021-NQM1, Class A1, Variable rate, due 02/25/2049 |
|
10569TAA6 |
7,822,148 |
$7,351,660.99 |
0.15% |
| DAIMLER FINANCE NA LLC 3.35%, due 02/22/2023 |
|
233851DD3 |
7,773,000 |
$7,786,748.41 |
0.15% |
| Drive Auto Receivables Trust Series 2021-3, Class A2, 0.52%, due 01/15/2025 |
|
262081AB8 |
7,610,740 |
$7,555,692.74 |
0.15% |
| Flagship Credit Auto Trust Series 2021-3, Class A, 0.36%, due 07/15/2027 |
|
33846QAA9 |
7,810,912 |
$7,567,890.14 |
0.15% |
| NATWEST GROUP PLC Variable rate, due 05/22/2024 |
|
780097BN0 |
7,615,000 |
$7,478,756.53 |
0.15% |
| SOUTHERN CO Variable rate, due 05/10/2023 |
|
842587DK0 |
7,550,000 |
$7,496,108.33 |
0.15% |
| SOUTHWEST AIRLINES CO 4.75%, due 05/04/2023 |
|
844741BH0 |
7,300,000 |
$7,352,050.46 |
0.15% |
| THERMO FISHER SCIENTIFIC Variable rate, due 04/18/2023 |
|
883556CN0 |
7,681,000 |
$7,652,450.72 |
0.15% |
| Westlake Automobile Receivables Trust Series 2021-2A, Class A2A, 0.32%, due 04/15/2025 |
|
96042RAB4 |
7,796,804 |
$7,692,513.45 |
0.15% |
| AIG GLOBAL FUNDING N/C, 2.30%, due 07/01/2022 |
|
00138CAK4 |
7,070,000 |
$7,070,105.00 |
0.14% |
| AMERICAN ELECTRIC POWER Variable rate, due 11/01/2023 |
|
025537AS0 |
7,224,000 |
$7,167,726.20 |
0.14% |
| BANK OF MONTREAL CHICAGO N/C, Variable rate, due 12/02/2022 |
|
06367CPP6 |
7,000,000 |
$6,994,878.94 |
0.14% |
| BAT INTL FINANCE PLC 0%, due 07/12/2022 |
|
05531NGC4 |
7,000,000 |
$6,998,245.17 |
0.14% |
| CENTERPOINT ENERGY INC Variable rate, due 05/13/2024 |
|
15189TAZ0 |
7,070,000 |
$6,924,708.60 |
0.14% |
| CONAGRA BRANDS INC 3.20%, due 01/25/2023 |
|
205887BR2 |
7,086,000 |
$7,095,366.98 |
0.14% |
| DOMINION ENERGY INC Variable rate, due 09/15/2023 |
|
25746UDH9 |
7,000,000 |
$6,971,292.65 |
0.14% |
| Exeter Automobile Receivables Trust Series 2020-3A, Class C, 1.32%, due 07/15/2025 |
|
30166NAE6 |
7,165,000 |
$7,100,980.73 |
0.14% |
| GENERAL MOTORS FINL CO 3.25%, due 01/05/2023 |
|
37045XCF1 |
7,000,000 |
$6,997,859.40 |
0.14% |
| GLS Auto Receivables Trust Series 2021-3A, Class A, 0.42%, due 01/15/2025 |
|
36263LAA7 |
7,177,325 |
$7,087,310.34 |
0.14% |
| GM Financial Securitized Term Auto Receivables Tr Series 2022-2, Class A2, 2.52%, due 05/16/2025 |
|
362585AB7 |
7,000,000 |
$6,935,544.70 |
0.14% |
| GSK CONSUMER HEALTHCARE Variable rate, due 03/24/2024 |
|
36264GAB5 |
7,000,000 |
$6,994,559.81 |
0.14% |
| HYATT HOTELS CORP Variable rate, due 10/01/2023 |
|
448579AM4 |
7,000,000 |
$6,988,433.83 |
0.14% |
| MET LIFE GLOBAL FUNDING I N/C, Variable rate, due 09/27/2024 |
|
59217GEQ8 |
7,000,000 |
$6,908,561.87 |
0.14% |
| MOODY'S CORPORATION 2.625%, due 01/15/2023 |
|
615369AK1 |
7,164,000 |
$7,150,195.98 |
0.14% |
| PARKER-HANNIFIN CORP 0%, due 08/24/2022 |
|
70109MHQ0 |
6,900,000 |
$6,873,537.05 |
0.14% |
| WESTPAC BANKING CORP N/C, Variable rate, due 01/13/2023 |
|
961214EK5 |
7,000,000 |
$7,001,499.96 |
0.14% |
| BANK OF AMERICA CORP Variable rate, due 03/05/2024 |
|
06051GHF9 |
6,325,000 |
$6,311,080.32 |
0.13% |
| GENERAL DYNAMICS CORP 3.375%, due 05/15/2023 |
|
369550BD9 |
6,765,000 |
$6,810,406.75 |
0.13% |
| GLS Auto Receivables Trust Series 2021-4A, Class A, 0.92%, due 07/15/2025 |
|
36263DAA5 |
6,483,888 |
$6,361,715.27 |
0.13% |
| HYUNDAI CAPITAL AMERICA 1%, due 09/17/2024 |
|
44891ABY2 |
7,000,000 |
$6,488,458.48 |
0.13% |
| PUBLIC SERVICE ENTERPRISE GROUP 2.65%, due 11/15/2022 |
|
744573AL0 |
6,481,000 |
$6,467,086.14 |
0.13% |
| UNION PACIFIC CORP 3.50%, due 06/08/2023 |
|
907818EU8 |
6,372,000 |
$6,376,041.19 |
0.13% |
| ASTRAZENECA PLC 3.50%, due 08/17/2023 |
|
046353AR9 |
6,000,000 |
$6,019,230.54 |
0.12% |
| BMW US CAPITAL LLC Variable rate, due 04/01/2024 |
|
05565EBN4 |
6,159,000 |
$6,063,880.59 |
0.12% |
| CENTERPOINT ENERGY RES Variable rate, due 03/02/2023 |
|
15189WAN0 |
5,864,000 |
$5,846,458.02 |
0.12% |
| Credit Suisse Mortgage Trust Series 2020-NQM1, Class A1, Variable rate, due 05/25/2065 |
|
126401AA6 |
6,220,083 |
$5,917,889.04 |
0.12% |
| DNB BANK ASA N/C, Variable rate, due 12/02/2022 |
|
23329PAD2 |
6,000,000 |
$5,997,586.02 |
0.12% |
| FED CAISSES DESJARDINS Variable rate, due 05/21/2024 |
|
31429KAF0 |
6,200,000 |
$6,111,876.30 |
0.12% |
| Hyundai Auto Receivables Trust Series 2022-A, Class A2A, 1.81%, due 02/18/2025 |
|
448977AB4 |
6,300,000 |
$6,232,296.42 |
0.12% |
| ING GROEP NV N/C, Variable rate, due 10/02/2023 |
|
456837AL7 |
6,000,000 |
$6,018,299.47 |
0.12% |
| MARSH & MCLENNAN COS INC 0%, due 07/21/2022 |
|
57174WGM5 |
6,200,000 |
$6,191,731.49 |
0.12% |
| MIZUHO FINANCIAL GROUP Variable rate, due 07/16/2023 |
|
60687YAV1 |
6,295,000 |
$6,293,330.69 |
0.12% |
| NATWEST MARKETS PLC N/C, 3.625%, due 09/29/2022 |
|
63906AAA8 |
6,015,000 |
$6,023,821.36 |
0.12% |
| NORTHERN STATES PWR-MINN 2.60%, due 05/15/2023 |
|
665772CK3 |
6,245,000 |
$6,188,842.09 |
0.12% |
| O'REILLY AUTOMOTIVE INC 3.80%, due 09/01/2022 |
|
67103HAC1 |
5,920,000 |
$5,927,725.14 |
0.12% |
| PACIFIC GAS & ELECTRIC N/C, Variable rate, due 11/14/2022 |
|
694308JX6 |
6,018,000 |
$5,998,608.50 |
0.12% |
| THE BOEING CO 1.167%, due 02/04/2023 |
|
097023DD4 |
6,176,000 |
$6,104,043.37 |
0.12% |
| Westlake Automobile Receivables Trust Series 2022-1A, Class A3, 2.30%, due 07/15/2025 |
|
96042WAD9 |
6,000,000 |
$5,852,563.20 |
0.12% |
| BMW FINANCE NV N/C, Variable rate, due 08/12/2022 |
|
05600LAD8 |
5,500,000 |
$5,500,940.12 |
0.11% |
| CAPITAL ONE NA Variable rate, due 08/08/2022 |
|
14042RHB0 |
5,385,000 |
$5,382,882.24 |
0.11% |
| CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 |
|
12557LBK0 |
5,625,932 |
$5,486,277.23 |
0.11% |
| Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 |
|
12596XAA0 |
5,526,315 |
$5,306,494.92 |
0.11% |
| DT Auto Owner Trust Series 2021-4A, Class A, 0.56%, due 09/15/2025 |
|
26253WAA6 |
5,876,508 |
$5,761,094.88 |
0.11% |
| Ford Credit Auto Owner Trust Series 2022-B, Class A2A, 3.44%, due 02/15/2025 |
|
34534LAB3 |
5,750,000 |
$5,752,133.83 |
0.11% |
| MICROCHIP TECHNOLOGY INC 0.983%, due 09/01/2024 |
|
595017BC7 |
5,820,000 |
$5,407,280.58 |
0.11% |
| MORGAN STANLEY 3.125%, due 01/23/2023 |
|
61744YAN8 |
5,540,000 |
$5,540,357.83 |
0.11% |
| American Credit Acceptance Receivables Trust Series 2021-4, Class A, 0.66%, due 09/15/2025 |
|
02530TAA9 |
5,262,847 |
$5,189,946.50 |
0.10% |
| ASTRAZENECA PLC 0%, due 09/07/2022 |
|
04635RJ71 |
5,000,000 |
$4,986,746.05 |
0.10% |
| ATHENE GLOBAL FUNDING N/C, 3%, due 07/01/2022 |
|
04685A2E0 |
5,246,000 |
$5,246,046.01 |
0.10% |
| ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 |
|
04685A2X8 |
5,000,000 |
$4,842,805.50 |
0.10% |
| BANQUE FEDERATIVE DU CREDIT MUTUEL N/C, Variable rate, due 02/04/2025 |
|
06675FAW7 |
5,000,000 |
$4,883,727.70 |
0.10% |
| BP CAP MARKETS AMERICA 2.75%, due 05/10/2023 |
|
10373QAL4 |
5,250,000 |
$5,231,192.56 |
0.10% |
| CAMPBELL SOUP COMPANY 0%, due 09/07/2022 |
|
13443DJ75 |
5,000,000 |
$4,975,000.00 |
0.10% |
| CREDIT SUISSE GROUP AG Variable rate, due 12/14/2023 |
|
225401AD0 |
5,000,000 |
$4,969,063.05 |
0.10% |
| CREDIT SUISSE NEW YORK N/C, 0.52%, due 08/09/2023 |
|
22550L2F7 |
5,000,000 |
$4,834,090.75 |
0.10% |
| DAIMLER TRUCKS FINANCE NA N/C, Variable rate, due 12/14/2023 |
|
233853AC4 |
5,000,000 |
$4,975,487.85 |
0.10% |
| DEUTSCHE BANK NY N/C, 3.95%, due 02/27/2023 |
|
251526BR9 |
4,992,000 |
$4,991,256.64 |
0.10% |
| ENBRIDGE INC 0.55%, due 10/04/2023 |
|
29250NBG9 |
5,442,000 |
$5,224,499.53 |
0.10% |
| ENTERPRISE PRODUCTS OPER 3.90%, due 02/15/2024 |
|
29379VBB8 |
5,218,000 |
$5,215,269.43 |
0.10% |
| ERAC USA FINANCE LLC 3.30%, due 10/15/2022 |
|
26884TAH5 |
4,957,000 |
$4,955,359.28 |
0.10% |
| Flagship Credit Auto Trust Series 2020-4, Class A, 0.53%, due 04/15/2025 |
|
33845XAA5 |
5,021,355 |
$4,991,905.89 |
0.10% |
| GEORGIA POWER CO 2.10%, due 07/30/2023 |
|
373334KM2 |
5,000,000 |
$4,935,915.75 |
0.10% |
| GLS Auto Receivables Trust Series 2022-1A, Class A, 1.98%, due 08/15/2025 |
|
36263XAA1 |
4,962,744 |
$4,901,612.95 |
0.10% |
| LLOYDS BANK PLC N/C, 2.25%, due 08/14/2022 |
|
53944VAS8 |
5,259,000 |
$5,250,800.54 |
0.10% |
| MACQUARIE GROUP LTD Variable rate, due 10/14/2025 |
|
55608JBB3 |
5,000,000 |
$4,896,255.15 |
0.10% |
| MARTIN MARIETTA MATERIALS 0.65%, due 07/15/2023 |
|
573284AY2 |
5,000,000 |
$4,837,097.45 |
0.10% |
| MORGAN STANLEY N/C, 4.10%, due 05/22/2023 |
|
61747YDU6 |
5,000,000 |
$5,023,987.90 |
0.10% |
| NATIONAL BANK OF CANADA N/C, Variable rate, due 08/06/2024 |
|
63307A2Q7 |
5,000,000 |
$4,943,679.15 |
0.10% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 06/06/2024 |
|
64953BAX6 |
5,000,000 |
$4,975,607.75 |
0.10% |
| NEXTERA ENERGY CAPITAL N/C, Variable rate, due 03/01/2023 |
|
65339KBV1 |
5,260,000 |
$5,239,793.35 |
0.10% |
| O'REILLY AUTOMOTIVE INC 3.85%, due 06/15/2023 |
|
67103HAD9 |
4,952,000 |
$4,961,478.38 |
0.10% |
| PARKER-HANNIFIN CORP 3.65%, due 06/15/2024 |
|
701094AQ7 |
5,300,000 |
$5,265,565.16 |
0.10% |
| PENSKE TRUCK LEASING/PTL 4.25%, due 01/17/2023 |
|
709599AN4 |
5,108,000 |
$5,124,010.41 |
0.10% |
| PENSKE TRUCK LEASING/PTL 4.875%, due 07/11/2022 |
|
709599AH7 |
5,008,000 |
$5,013,141.40 |
0.10% |
| PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 08/23/2024 |
|
74256LER6 |
5,000,000 |
$4,909,513.40 |
0.10% |
| Sierra Receivables Funding Co LLC Series 2018-2A, Class A, 3.50%, due 06/20/2035 |
|
82653DAA7 |
5,168,191 |
$5,118,258.74 |
0.10% |
| SOUTHERN CALIF GAS CO Variable rate, due 09/14/2023 |
|
842434CV2 |
5,000,000 |
$4,970,961.35 |
0.10% |
| SUNCOR ENERGY INC 0%, due 08/19/2022 |
|
86723BHK9 |
4,944,000 |
$4,927,976.15 |
0.10% |
| SUNCOR ENERGY INC 0%, due 09/20/2022 |
|
86723BJL5 |
5,000,000 |
$4,970,416.20 |
0.10% |
| THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2022 |
|
254687FH4 |
5,000,000 |
$4,996,622.40 |
0.10% |
| UBS AG LONDON N/C, Variable rate, due 08/09/2024 |
|
902674YL8 |
5,000,000 |
$4,945,517.30 |
0.10% |
| UNITEDHEALTH GROUP INC 3.50%, due 06/15/2023 |
|
91324PDJ8 |
4,799,000 |
$4,823,307.36 |
0.10% |
| VERIZON COMMUNICATIONS 0%, due 07/12/2022 |
|
92344MGC1 |
5,000,000 |
$4,997,286.85 |
0.10% |
| VERIZON COMMUNICATIONS 0%, due 07/18/2022 |
|
92344MGJ6 |
5,000,000 |
$4,996,055.40 |
0.10% |
| WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 |
|
961214DR1 |
5,000,000 |
$5,000,000.00 |
0.10% |
| WILLIAMS COMPANIES INC 3.70%, due 01/15/2023 |
|
969457BU3 |
5,001,000 |
$5,010,498.70 |
0.10% |
| AUTOZONE INC 2.875%, due 01/15/2023 |
|
053332AN2 |
4,399,000 |
$4,382,004.95 |
0.09% |
| BAXTER INTERNATIONAL 0%, due 07/01/2022 |
|
0718A3G11 |
4,595,000 |
$4,594,335.47 |
0.09% |
| CANADIAN PACIFIC RAILWAY 1.35%, due 12/02/2024 |
|
13645RBD5 |
5,000,000 |
$4,691,986.75 |
0.09% |
| CIGNA CORP 3%, due 07/15/2023 |
|
125523BV1 |
4,800,000 |
$4,785,095.71 |
0.09% |
| DANSKE BANK A/S 0.976%, due 09/10/2025 |
|
23636ABA8 |
5,000,000 |
$4,600,546.15 |
0.09% |
| DISCOVER BANK 3.35%, due 02/06/2023 |
|
25466AAK7 |
4,300,000 |
$4,300,362.62 |
0.09% |
| SUMITOMO MITSUI FINL GRP N/C, 3.102%, due 01/17/2023 |
|
86562MAX8 |
4,607,000 |
$4,608,627.51 |
0.09% |
| AUST & NZ BANKING GROUP N/C, Variable rate, due 11/21/2022 |
|
05252ADE8 |
4,000,000 |
$3,998,576.72 |
0.08% |
| BMW FINANCE NV 2.25%, due 08/12/2022 |
|
05600LAA4 |
4,225,000 |
$4,225,441.47 |
0.08% |
| BMW US CAPITAL LLC 3.80%, due 04/06/2023 |
|
05565EBM6 |
4,000,000 |
$4,012,490.56 |
0.08% |
| CADENCE DESIGN SYS INC 4.375%, due 10/15/2024 |
|
127387AL2 |
4,192,000 |
$4,227,003.37 |
0.08% |
| CAPITAL ONE FINANCIAL CORP 3.20%, due 01/30/2023 |
|
14040HBU8 |
4,000,000 |
$4,001,809.60 |
0.08% |
| CITIGROUP INC Variable rate, due 05/15/2024 |
|
172967MR9 |
4,136,000 |
$4,058,417.90 |
0.08% |
| COLT Funding LLC Series 2020-2R, Class A1, Variable rate, due 10/26/2065 |
|
12656GAA4 |
3,876,623 |
$3,810,780.10 |
0.08% |
| DAIMLER TRUCKS FINANCE NA 1.125%, due 12/14/2023 |
|
233853AB6 |
4,000,000 |
$3,848,172.88 |
0.08% |
| DEUTSCHE BANK NY N/C, 3.30%, due 11/16/2022 |
|
251526BL2 |
4,014,000 |
$4,014,479.51 |
0.08% |
| DUKE ENERGY CORP 2.40%, due 08/15/2022 |
|
26441CAW5 |
4,118,000 |
$4,116,594.70 |
0.08% |
| Foursight Capital Automobile Receivabkes Trust Series 2021-2, Class A2, 0.40%, due 04/15/2025 |
|
35105UAB9 |
3,961,398 |
$3,930,548.87 |
0.08% |
| GENERAL MOTORS FINL CO 4.15%, due 06/19/2023 |
|
37045XCL8 |
3,900,000 |
$3,909,777.85 |
0.08% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 |
|
38141GYQ1 |
4,000,000 |
$3,900,871.16 |
0.08% |
| JP Morgan Mortgage Trust Series 2020-2, Class A11, Variable rate, due 07/25/2050 |
|
46591TBB9 |
4,201,045 |
$3,974,740.18 |
0.08% |
| KNDL Mortgage Trust Series 2019-KNSQ, Class A, Variable rate, due 05/15/2036 |
|
482598AA7 |
4,100,000 |
$4,020,917.97 |
0.08% |
| NATIONAL AUSTRALIA BANK N/C, Variable rate, due 12/13/2022 |
|
63254WAA8 |
3,945,000 |
$3,939,660.21 |
0.08% |
| ORACLE CORP 2.50%, due 10/15/2022 |
|
68389XAP0 |
4,207,000 |
$4,201,290.55 |
0.08% |
| PPL ELECTRIC UTILITIES CORP Variable rate, due 06/24/2024 |
|
69351UAY9 |
4,200,000 |
$4,124,134.90 |
0.08% |
| RELIANCE STAND LIFE II 2.625%, due 07/22/2022 |
|
75951AAK4 |
4,020,000 |
$4,021,507.38 |
0.08% |
| Santander Drive Auto Receivables Trust Series 2021-4, Class A2, 0.62%, due 08/15/2024 |
|
80285VAB5 |
4,036,617 |
$4,025,700.48 |
0.08% |
| Santander Retail Auto Lease Trust Series 2021-B, Class A2, 0.53%, due 01/22/2024 |
|
80286DAB4 |
4,186,586 |
$4,149,875.78 |
0.08% |
| SKANDINAVISKA ENSKILDA N/C, Variable rate, due 12/12/2022 |
|
83051GAL2 |
4,000,000 |
$4,002,144.76 |
0.08% |
| SOUTHERN CAL EDISON 0.70%, due 08/01/2023 |
|
842400HH9 |
4,000,000 |
$3,872,748.84 |
0.08% |
| TAKEDA PHARMACEUTICAL 4.40%, due 11/26/2023 |
|
874060AT3 |
4,000,000 |
$4,025,438.60 |
0.08% |
| UNILEVER CAPITAL CORP 3.125%, due 03/22/2023 |
|
904764BA4 |
4,000,000 |
$4,001,014.40 |
0.08% |
| VNO Mortgage Trust Series 2012-6AVE, Class A, 2.9956%, due 11/15/2030 |
|
91830CAA6 |
4,028,082 |
$4,021,604.04 |
0.08% |
| AMERICAN EXPRESS CO N/C, 3.375%, due 05/03/2024 |
|
025816CV9 |
3,766,000 |
$3,740,312.72 |
0.07% |
| AMERISOURCEBERGEN CORP 0.737%, due 03/15/2023 |
|
03073EAS4 |
3,409,000 |
$3,350,095.01 |
0.07% |
| BROADCOM CRP / CAYMN FI 2.65%, due 01/15/2023 |
|
11134LAM1 |
3,636,000 |
$3,622,082.05 |
0.07% |
| CANADIAN PACIFIC RAILWAY 4.45%, due 03/15/2023 |
|
13645RAK0 |
3,706,000 |
$3,724,241.60 |
0.07% |
| First Investors Auto Owner Trust Series 2021-1A, Class A, 0.45%, due 03/16/2026 |
|
32059FAA7 |
3,677,924 |
$3,618,310.77 |
0.07% |
| Foursight Capital Automobile Receivables Trust Series 2022-1, Class A2, 0%, due 09/15/2025 |
|
35105JAB4 |
3,715,000 |
$3,636,527.31 |
0.07% |
| GCAT Series 2020-NQM1, Class A1, Variable rate, due 01/25/2060 |
|
36167FAA7 |
3,371,322 |
$3,287,540.43 |
0.07% |
| GS Mortgage Securities Trust Series 2013-GC10, Class A5, 2.943%, due 02/10/2046 |
|
36192CAE5 |
3,803,000 |
$3,778,494.99 |
0.07% |
| JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 |
|
46651GAL3 |
3,738,951 |
$3,593,947.06 |
0.07% |
| JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 |
|
46591DBF5 |
3,556,017 |
$3,516,334.22 |
0.07% |
| NISSAN MOTOR ACCEPTANCE 2.65%, due 07/13/2022 |
|
654740AZ2 |
3,500,000 |
$3,499,084.43 |
0.07% |
| AUTOZONE INC 3.125%, due 07/15/2023 |
|
053332AP7 |
3,000,000 |
$2,979,093.66 |
0.06% |
| BRIGHTHSE FIN GLBL FUND N/C, Variable rate, due 04/12/2024 |
|
10921U2B3 |
3,000,000 |
$2,984,550.27 |
0.06% |
| CVS HEALTH CORPORATION 4%, due 12/05/2023 |
|
126650CC2 |
3,000,000 |
$3,014,985.33 |
0.06% |
| DUKE ENERGY CORP Variable rate, due 06/10/2023 |
|
26441CBK0 |
3,000,000 |
$2,984,495.55 |
0.06% |
| ENBRIDGE INC N/C, Variable rate, due 02/16/2024 |
|
29250NBM6 |
3,000,000 |
$2,977,339.26 |
0.06% |
| FIFTH THIRD BANCORP 3.65%, due 01/25/2024 |
|
316773CX6 |
3,000,000 |
$2,989,542.03 |
0.06% |
| GOLDMAN SACHS GROUP INC 0.523%, due 03/08/2023 |
|
38141GXY5 |
3,000,000 |
$2,942,264.16 |
0.06% |
| GOLDMAN SACHS GROUP INC Variable rate, due 11/17/2023 |
|
38141GXL3 |
3,000,000 |
$2,961,770.73 |
0.06% |
| GSK CONSUMER HEALTHCARE 3.024%, due 03/24/2024 |
|
36264FAA9 |
3,000,000 |
$2,958,005.25 |
0.06% |
| HEINEKEN NV 2.75%, due 04/01/2023 |
|
423012AD5 |
2,863,000 |
$2,849,441.63 |
0.06% |
| HYATT HOTELS CORP 1.30%, due 10/01/2023 |
|
448579AL6 |
3,000,000 |
$2,905,837.83 |
0.06% |
| MIZUHO FINANCIAL GROUP Variable rate, due 09/08/2024 |
|
60687YBJ7 |
3,306,000 |
$3,182,375.37 |
0.06% |
| NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 03/08/2024 |
|
654740BR9 |
3,000,000 |
$2,927,047.29 |
0.06% |
| PAYPAL HOLDINGS INC 1.35%, due 06/01/2023 |
|
70450YAF0 |
3,200,000 |
$3,144,048.49 |
0.06% |
| PHILLIPS 66 3.70%, due 04/06/2023 |
|
718546AU8 |
3,165,000 |
$3,166,208.84 |
0.06% |
| STRYKER CORP 0.60%, due 12/01/2023 |
|
863667BB6 |
3,042,000 |
$2,913,097.32 |
0.06% |
| TORONTO-DOMINION BANK 2.35%, due 03/08/2024 |
|
89114TZR6 |
3,000,000 |
$2,936,210.55 |
0.06% |
| Tricolor Auto Securitization Trust Series 2021-1A, Class A, 1.10%, due 04/15/2024 |
|
89615BAA3 |
3,139,818 |
$3,123,828.14 |
0.06% |
| TRUIST BANK Variable rate, due 03/09/2023 |
|
89788JAC3 |
3,000,000 |
$3,002,658.09 |
0.06% |
| UNION PACIFIC CORP 2.75%, due 04/15/2023 |
|
907818DN5 |
3,254,000 |
$3,239,386.29 |
0.06% |
| UNITED PARCEL SERVICE 2.50%, due 04/01/2023 |
|
911312BK1 |
3,000,000 |
$2,995,100.82 |
0.06% |
| Verizon Master Trust Series 2022-1, Class A, Variable rate, due 01/20/2027 |
|
92348KAL7 |
3,000,000 |
$2,923,238.40 |
0.06% |
| VMWARE INC 1%, due 08/15/2024 |
|
928563AH8 |
3,000,000 |
$2,802,493.65 |
0.06% |
| WESTLAKE CORP 0.875%, due 08/15/2024 |
|
960413AX0 |
3,140,000 |
$2,992,214.30 |
0.06% |
| American Credit Acceptance Receivables Trust Series 2020-4, Class B, 0.85%, due 12/13/2024 |
|
02530QAB3 |
2,545,539 |
$2,543,302.61 |
0.05% |
| Carvana Auto Receivables Trust Series 2021-P2, Class A2, 0.30%, due 07/10/2024 |
|
14687TAB3 |
2,695,968 |
$2,685,175.46 |
0.05% |
| COMM Mortgage Trust Series 2013-CR9, Class ASB, 3.834%, due 07/10/2045 |
|
12625UBA0 |
2,565,517 |
$2,567,351.00 |
0.05% |
| Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 |
|
3136AJSW7 |
2,617,235 |
$2,587,173.96 |
0.05% |
| Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 |
|
3136ANVJ3 |
2,546,478 |
$2,494,225.70 |
0.05% |
| FHLMC Multifamily Structured Pass Through Certs. Series K036, Class A1, 2.777%, due 04/25/2023 |
|
3137B7EZ8 |
2,337,422 |
$2,336,051.01 |
0.05% |
| GLOBAL PAYMENTS INC 3.75%, due 06/01/2023 |
|
891906AB5 |
2,554,000 |
$2,553,263.37 |
0.05% |
| GLS Auto Receivables Trust Series 2021-2A, Class A, 0.54%, due 11/15/2024 |
|
36261XAA3 |
2,764,081 |
$2,746,709.21 |
0.05% |
| GS Mortgage Securities Trust Series 2012-TMSQ, Class A, 3.007%, due 12/10/2030 |
|
36192QAA2 |
2,400,000 |
$2,399,458.32 |
0.05% |
| OSCAR US Funding Trust Series 2018-2A, Class A4, 3.63%, due 09/10/2025 |
|
68784XAE6 |
2,558,110 |
$2,571,482.72 |
0.05% |
| Santander Consumer Auto Receivables Trust Series 2020-BA, Class A3, 1.09%, due 08/15/2024 |
|
802830AG4 |
2,636,013 |
$2,628,655.46 |
0.05% |
| Starwood Mortgage Residential Trust Series 2020-1, Class A1, Variable rate, due 02/25/2050 |
|
85573AAA3 |
2,394,918 |
$2,388,469.92 |
0.05% |
| THE BOEING CO 4.508%, due 05/01/2023 |
|
097023CS2 |
2,361,000 |
$2,369,746.77 |
0.05% |
| VIRGINIA ELEC & POWER CO 3.45%, due 02/15/2024 |
|
927804FQ2 |
2,599,000 |
$2,592,439.71 |
0.05% |
| WELLS FARGO & COMPANY Variable rate, due 06/02/2024 |
|
95000U2R3 |
2,401,000 |
$2,353,282.37 |
0.05% |
| American Credit Acceptance Receivables Trust Series 2021-3, Class A, 0.73%, due 06/13/2025 |
|
025286AA3 |
2,143,734 |
$2,134,808.32 |
0.04% |
| ENBRIDGE INC Variable rate, due 02/17/2023 |
|
29250NBD6 |
2,000,000 |
$1,991,406.92 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series K727, Class A1, 2.632%, due 10/25/2023 |
|
3137FARD2 |
2,275,382 |
$2,269,956.57 |
0.04% |
| FHLMC Multifamily Structured Pass Through Certs. Series KSMC, Class A1, 1.954%, due 01/25/2023 |
|
3137B04X9 |
1,987,650 |
$1,984,507.92 |
0.04% |
| MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/13/2023 |
|
59217GEF2 |
2,000,000 |
$1,999,842.30 |
0.04% |
| MORGAN STANLEY Variable rate, due 04/05/2024 |
|
61772BAA1 |
2,000,000 |
$1,950,569.20 |
0.04% |
| MVW Owner Trust Series 2018-1A, Class A, 3.45%, due 01/21/2036 |
|
62848BAA9 |
1,974,835 |
$1,935,227.54 |
0.04% |
| NATWEST MARKETS PLC N/C, Variable rate, due 09/29/2022 |
|
63906AAB6 |
2,175,000 |
$2,179,041.33 |
0.04% |
| Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 |
|
67113CAL0 |
2,110,076 |
$2,045,372.15 |
0.04% |
| SKY LTD 3.125%, due 11/26/2022 |
|
111013AK4 |
2,102,000 |
$2,103,814.51 |
0.04% |
| UBS GROUP AG Variable rate, due 07/30/2024 |
|
902613AB4 |
2,315,000 |
$2,243,471.52 |
0.04% |
| VOLKSWAGEN GROUP AMERICA 0.75%, due 11/23/2022 |
|
928668BG6 |
1,868,000 |
$1,845,255.05 |
0.04% |
| CENTERPOINT ENER HOUSTON 2.25%, due 08/01/2022 |
|
15189XAL2 |
1,360,000 |
$1,358,520.05 |
0.03% |
| CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 |
|
12555DAB1 |
1,596,709 |
$1,589,784.25 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K032, Class A1, 3.016%, due 02/25/2023 |
|
3137B4GX8 |
1,540,690 |
$1,541,655.60 |
0.03% |
| FHLMC Multifamily Structured Pass Through Certs. Series K034, Class A1, 2.669%, due 02/25/2023 |
|
3137B5JL8 |
1,282,506 |
$1,282,235.55 |
0.03% |
| HP INC 4.05%, due 09/15/2022 |
|
428236BX0 |
1,660,000 |
$1,667,720.86 |
0.03% |
| QORVO INC 1.75%, due 12/15/2024 |
|
74739DAA2 |
1,727,000 |
$1,623,129.59 |
0.03% |
| Verus Securitization Trust Series 2019-4, Class A2, Variable rate, due 11/25/2059 |
|
92537KAB0 |
1,727,330 |
$1,719,064.09 |
0.03% |
| BANK OF AMERICA CORP Variable rate, due 03/05/2024 |
|
06051GHE2 |
1,000,000 |
$992,525.63 |
0.02% |
| CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 |
|
12554TAL5 |
787,891 |
$772,500.73 |
0.02% |
| CONSTELLATION BRANDS INC 3.60%, due 05/09/2024 |
|
21036PBM9 |
850,000 |
$845,761.82 |
0.02% |
| DANSKE BANK A/S Variable rate, due 12/08/2023 |
|
23636AAY7 |
1,044,000 |
$1,028,964.36 |
0.02% |
| DOLLAR GENERAL CORP 3.25%, due 04/15/2023 |
|
256677AC9 |
1,000,000 |
$995,276.78 |
0.02% |
| Exeter Automobile Receivables Trust Series 2021-4A, Class A2, 0.47%, due 04/15/2024 |
|
30165JAB2 |
981,581 |
$980,366.52 |
0.02% |
| JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 |
|
46591NBC0 |
778,953 |
$771,497.74 |
0.02% |
| NETAPP INC 3.25%, due 12/15/2022 |
|
64110DAD6 |
1,221,000 |
$1,221,984.68 |
0.02% |
| NISSAN MOTOR ACCEPTANCE 2.60%, due 09/28/2022 |
|
654740BD0 |
1,000,000 |
$995,153.10 |
0.02% |
| OSCAR US Funding Trust Series 2018-1A, Class A4, 3.50%, due 05/12/2025 |
|
68784CAE2 |
839,909 |
$840,068.58 |
0.02% |
| OSCAR US Funding Trust Series 2019-2A, Class A3, 2.59%, due 09/11/2023 |
|
68784EAC2 |
784,168 |
$785,069.96 |
0.02% |
| Santander Retail Auto Lease Trust Series 2019-C, Class A4, 1.93%, due 11/20/2023 |
|
80284NAE8 |
1,057,019 |
$1,056,480.44 |
0.02% |
| THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2024 |
|
883556CQ3 |
1,000,000 |
$989,503.30 |
0.02% |
| TOYOTA MOTOR CREDIT CORP N/C, 2.50%, due 03/22/2024 |
|
89236TJX4 |
1,000,000 |
$985,695.73 |
0.02% |
| Verus Securitization Trust Series 2019-INV2, Class A2, Variable rate, due 07/25/2059 |
|
92537HAB7 |
1,217,757 |
$1,215,853.98 |
0.02% |
| Verus Securitization Trust Series 2020-4, Class A2, Variable rate, due 05/25/2065 |
|
92538LAB7 |
1,166,057 |
$1,117,777.58 |
0.02% |
| Drive Auto Receivables Trust Series 2021-2, Class A2, 0.55%, due 05/15/2024 |
|
262104AB8 |
486,824 |
$486,072.48 |
0.01% |
| Fannie Mae Series 2013-74, Class EL, 3%, due 04/25/2041 |
|
3136AE6R3 |
529,485 |
$529,536.21 |
0.01% |
| FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 |
|
31394MU65 |
284,451 |
$286,011.12 |
0.01% |
| FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 |
|
31394X5K8 |
485,873 |
$488,911.42 |
0.01% |
| Freddie Mac Series 4387, Class DE, 2%, due 01/15/2032 |
|
3137BDYB6 |
272,851 |
$271,458.54 |
0.01% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2012-C8, Class A3, 2.8291%, due 10/15/2045 |
|
46638UAC0 |
365,714 |
$365,309.72 |
0.01% |
| JP Morgan Mortgage Trust Series 2019-LTV2, Class A11, Variable rate, due 12/25/2049 |
|
46651AAL6 |
508,307 |
$506,933.64 |
0.01% |
| JP Morgan Mortgage Trust Series 2019-LTV3, Class A, Variable rate, due 03/25/2050 |
|
46651HBC0 |
498,326 |
$494,843.26 |
0.01% |
| Residential Mortgage Loan Trust Series 2019-3, Class A2, Variable rate, due 09/25/2059 |
|
76119NAB3 |
570,783 |
$560,656.63 |
0.01% |
| Countrywide Asset-Backed Certificates Series 2004-SD4, Class M1, Variable rate, due 12/25/2034 |
|
126673SE3 |
212,081 |
$211,764.08 |
0.00% |
| DT Auto Owner Trust Series 2020-3A, Class A, 0.54%, due 04/15/2024 |
|
26253AAA4 |
97,008 |
$96,885.58 |
0.00% |
| Fannie Mae FN 888932, 4.50%, due 11/01/2022 |
|
31410GSV6 |
0 |
$0.38 |
0.00% |
| Fannie Mae FN 890403, 6%, due 05/01/2023 |
|
31410LGL0 |
1,266 |
$1,269.97 |
0.00% |
| Fannie Mae FN 962078, 4.50%, due 03/01/2023 |
|
31414CJX7 |
15,450 |
$15,722.49 |
0.00% |
| Fannie Mae FN AE0237, 5.50%, due 11/01/2023 |
|
31419AHP5 |
52 |
$52.51 |
0.00% |
| Fannie Mae FN AE0812, 5%, due 07/01/2025 |
|
31419A3W5 |
4,695 |
$4,809.10 |
0.00% |
| Fannie Mae FN AL5764, 5%, due 09/01/2025 |
|
3138ENMN6 |
16,168 |
$16,550.28 |
0.00% |
| Fannie Mae FN AL5812, 5.50%, due 05/01/2025 |
|
3138ENN62 |
3,891 |
$3,901.72 |
0.00% |
| Fannie Mae FN AL6212, 4.50%, due 01/01/2027 |
|
3138EN3W7 |
5,334 |
$5,427.52 |
0.00% |
| Fannie Mae FN AL6798, 5%, due 09/01/2025 |
|
3138EPRU0 |
15,181 |
$15,543.20 |
0.00% |
| Fannie Mae FN AL8539, 4.50%, due 01/01/2027 |
|
3138ETPZ3 |
38 |
$38.77 |
0.00% |
| Fannie Mae FN BM1299, 5%, due 03/01/2027 |
|
3140J5NR6 |
123,621 |
$126,512.84 |
0.00% |
| FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 |
|
31397NHX6 |
1,362 |
$1,363.79 |
0.00% |
| FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 |
|
31396QKJ7 |
781 |
$781.94 |
0.00% |
| FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 |
|
31397QXH6 |
4 |
$4.02 |
0.00% |
| Freddie Mac FG G13204, 6%, due 11/01/2022 |
|
3128MBX93 |
13 |
$13.00 |
0.00% |
| Freddie Mac FG G15435, 5%, due 11/01/2024 |
|
3128MEHL8 |
4,224 |
$4,326.82 |
0.00% |
| Freddie Mac FG G15821, 5%, due 07/01/2025 |
|
3128MEVN8 |
3,490 |
$3,575.80 |
0.00% |
| Freddie Mac FG G15874, 5%, due 06/01/2026 |
|
3128MEXB2 |
7,857 |
$8,052.28 |
0.00% |
| GNMA GN 783524, 5%, due 09/15/2024 |
|
36241L4H6 |
5,309 |
$5,439.99 |
0.00% |
| GSAA Home Equity Trust Series 2005-MTR1, Class A4, Variable rate, due 10/25/2035 |
|
362341UC1 |
74,961 |
$74,945.13 |
0.00% |
| JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 |
|
46591KAZ6 |
226,844 |
$218,277.81 |
0.00% |
| MORGAN STANLEY Variable rate, due 04/24/2024 |
|
61744YAQ1 |
191,000 |
$190,444.60 |
0.00% |
| Onslow Bay Financial LLC Series 2020-EXP1, Class 2A1A, Variable rate, due 02/25/2060 |
|
67448TBC8 |
41,394 |
$41,442.35 |
0.00% |
| OSCAR US Funding Trust Series 2017-2A, Class A4, 2.76%, due 12/10/2024 |
|
68784AAE6 |
241,584 |
$241,892.89 |
0.00% |
| Santander Consumer Auto Receivables Trust Series 2020-AA, Class A, 1.37%, due 10/15/2024 |
|
80281MAA1 |
221,674 |
$221,172.90 |
0.00% |
| Towd Point Mortgage Trust Series 2016-2, Class A1, Variable rate, due 08/25/2055 |
|
89172PAA7 |
152,005 |
$151,850.08 |
0.00% |
| US Dollar |
$USD |
|
-8,555,046 |
($8,555,046.16) |
-0.17% |
Holdings are subject to change.
The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
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