Holdings of the Fund as of 12/3/2021
Total Number of Holdings (excluding cash): 488
| ENERGY TRANSFER LP 0%, due 12/06/2021 |
|
29277EZ64 |
40,000,000 |
$39,999,000.00 |
0.94% |
| MORGAN STANLEY Variable rate, due 01/20/2023 |
|
6174468K8 |
28,938,000 |
$28,967,246.77 |
0.68% |
| BANK OF NOVA SCOTIA N/C, Variable rate, due 04/15/2024 |
|
0641593W4 |
25,000,000 |
$25,040,400.00 |
0.59% |
| BPCE SA N/C, Variable rate, due 05/31/2022 |
|
05578DBD3 |
25,000,000 |
$25,089,343.00 |
0.59% |
| MET TOWER GLOBAL FUNDING N/C, Variable rate, due 01/17/2023 |
|
58989VAA2 |
25,000,000 |
$25,083,624.50 |
0.59% |
| NEW YORK LIFE GLOBAL FDG N/C, Variable rate, due 01/10/2023 |
|
64952WDM2 |
25,000,000 |
$25,058,377.50 |
0.59% |
| EXELON GENERATION CO LLC 3.40%, due 03/15/2022 |
|
30161MAR4 |
23,956,000 |
$24,062,953.24 |
0.57% |
| FREMF Mortgage Trust Series 2012-K17, Class B, Variable rate, due 12/25/2044 |
|
30263SAE7 |
23,047,000 |
$23,047,000.00 |
0.54% |
| CHARTER COMM OPT LLC/CAP 4.464%, due 07/23/2022 |
|
161175BB9 |
21,979,000 |
$22,350,126.84 |
0.53% |
| VIATRIS INC 1.125%, due 06/22/2022 |
|
92556VAA4 |
21,939,000 |
$21,973,536.60 |
0.52% |
| NATIONAL BANK OF CANADA 0.90%, due 08/15/2023 |
|
63307A2L8 |
21,542,000 |
$21,554,853.24 |
0.51% |
| BANK OF AMERICA CORP Variable rate, due 07/21/2023 |
|
06051GGQ6 |
20,696,000 |
$20,966,067.06 |
0.49% |
| CONSTELLATION BRANDS INC 0%, due 12/13/2021 |
|
21037CZD1 |
21,000,000 |
$20,999,101.62 |
0.49% |
| ZIMMER BIOMET HOLDINGS 3.15%, due 04/01/2022 |
|
98956PAL6 |
20,731,000 |
$20,810,111.77 |
0.49% |
| DAIMLER FINANCE NA LLC 2.55%, due 08/15/2022 |
|
233851DU5 |
20,303,000 |
$20,585,402.35 |
0.48% |
| PLAINS ALL AMER PIPELINE 3.65%, due 06/01/2022 |
|
72650RAZ5 |
20,268,000 |
$20,409,810.33 |
0.48% |
| RYDER SYSTEM INC 2.50%, due 09/01/2022 |
|
78355HKF5 |
20,227,000 |
$20,480,665.58 |
0.48% |
| American Credit Acceptance Receivables Trust Series 2020-4, Class B, 0.85%, due 12/13/2024 |
|
02530QAB3 |
20,000,000 |
$20,026,208.00 |
0.47% |
| AMERICAN HONDA FINANCE Variable rate, due 05/10/2023 |
|
02665WDG3 |
20,000,000 |
$20,038,952.20 |
0.47% |
| ARROW ELECTRONICS INC 0%, due 12/08/2021 |
|
04273LZ81 |
20,000,000 |
$19,999,688.80 |
0.47% |
| ARROW ELECTRONICS INC 0%, due 12/13/2021 |
|
04273LZD0 |
20,000,000 |
$19,998,775.00 |
0.47% |
| BAT INTL FINANCE PLC 0%, due 12/14/2021 |
|
05531MZE1 |
20,000,000 |
$19,998,999.80 |
0.47% |
| BAXTER INTERNATIONAL 0%, due 01/13/2022 |
|
0718A3AD1 |
20,000,000 |
$19,994,509.00 |
0.47% |
| CITIGROUP INC N/C, 4.05%, due 07/30/2022 |
|
172967GK1 |
19,515,000 |
$19,961,376.54 |
0.47% |
| FLEX LTD 0%, due 12/08/2021 |
|
33939UZ86 |
20,000,000 |
$19,999,577.80 |
0.47% |
| FMC CORP 0%, due 12/30/2021 |
|
34410WZW5 |
20,000,000 |
$19,993,999.40 |
0.47% |
| HEALTHPEAK PROPERTIES 0%, due 12/14/2021 |
|
42250QZE4 |
20,000,000 |
$19,999,111.00 |
0.47% |
| Hyundai Auto Lease Securitization Trust Series 2019-B, Class B, 2.13%, due 11/15/2023 |
|
44935RAE8 |
20,000,000 |
$20,055,224.00 |
0.47% |
| INTERCONTINENTALEXCHANGE 0%, due 12/08/2021 |
|
45856WZ85 |
20,000,000 |
$19,999,788.80 |
0.47% |
| INTL FLAVORS & FRAGRANCES 0%, due 12/15/2021 |
|
4595A2ZF9 |
20,000,000 |
$19,998,499.40 |
0.47% |
| JABIL INC 0%, due 01/07/2022 |
|
46652MA70 |
20,000,000 |
$19,991,999.60 |
0.47% |
| ONEOK INC 0%, due 12/07/2021 |
|
68269EZ70 |
20,000,000 |
$19,999,888.80 |
0.47% |
| PARKER-HANNIFIN CORP 0%, due 01/20/2022 |
|
70109MAL8 |
20,000,000 |
$19,991,746.60 |
0.47% |
| PARKER-HANNIFIN CORP 0%, due 12/07/2021 |
|
70109LZ74 |
20,000,000 |
$19,999,866.60 |
0.47% |
| PUBLIC SVC ENTERPRISE GP 0%, due 01/18/2022 |
|
74457MAJ3 |
20,000,000 |
$19,994,025.20 |
0.47% |
| ROGERS COMMUNICATIONS 0%, due 01/27/2022 |
|
77511MAT8 |
20,000,000 |
$19,991,618.60 |
0.47% |
| WELLTOWER INC 0%, due 12/06/2021 |
|
95040WZ61 |
20,000,000 |
$20,000,000.00 |
0.47% |
| WILLIAMS COMPANIES INC 3.60%, due 03/15/2022 |
|
96949LAA3 |
20,019,000 |
$20,081,147.79 |
0.47% |
| ASTRAZENECA FINANCE LLC 0.70%, due 05/28/2024 |
|
04636NAC7 |
19,780,000 |
$19,621,312.77 |
0.46% |
| THE BOEING CO 2.70%, due 05/01/2022 |
|
097023CG8 |
19,500,000 |
$19,656,785.66 |
0.46% |
| ALTRIA GROUP INC N/C, 2.85%, due 08/09/2022 |
|
02209SAN3 |
19,036,000 |
$19,314,303.27 |
0.45% |
| ENTERGY CORP 4%, due 07/15/2022 |
|
29364GAH6 |
18,702,000 |
$18,975,207.97 |
0.45% |
| OSCAR US Funding Trust Series 2021-2A, Class A2, 0.39%, due 08/12/2024 |
|
68785BAB9 |
19,000,000 |
$18,958,770.00 |
0.45% |
| VMWARE INC 2.95%, due 08/21/2022 |
|
928563AB1 |
18,780,000 |
$19,038,662.94 |
0.45% |
| BAYER US FINANCE II LLC 3.875%, due 12/15/2023 |
|
07274NAE3 |
17,825,000 |
$18,765,522.40 |
0.44% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 01/19/2024 |
|
78015K7M0 |
18,454,000 |
$18,479,676.71 |
0.44% |
| CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD N/C, 3.80%, due 09/15/2022 |
|
225433AH4 |
17,901,000 |
$18,340,750.60 |
0.43% |
| CROWN CASTLE INTL CORP 0%, due 12/15/2021 |
|
22823PZF3 |
18,300,000 |
$18,298,764.75 |
0.43% |
| SKYWORKS SOLUTIONS INC 0.90%, due 06/01/2023 |
|
83088MAJ1 |
18,400,000 |
$18,338,996.64 |
0.43% |
| AT&T INC 3%, due 06/30/2022 |
|
00206RCM2 |
17,822,000 |
$17,996,814.75 |
0.42% |
| CANADIAN IMPERIAL BANK N/C, Variable rate, due 03/17/2023 |
|
13607GKW3 |
17,625,000 |
$17,729,398.87 |
0.42% |
| MIZUHO FLOATER/RESIDUAL TRUST VARIOUS STATES TAXABLE, Variable rate, due 09/01/2026 |
|
60700HHY8 |
18,000,000 |
$18,000,000.00 |
0.42% |
| ORACLE CORP 2.50%, due 05/15/2022 |
|
68389XBB0 |
17,376,000 |
$17,473,236.78 |
0.41% |
| ALBEMARLE CORP 0%, due 01/19/2022 |
|
01265RAK4 |
17,183,000 |
$17,175,996.55 |
0.40% |
| INFOR INC 1.45%, due 07/15/2023 |
|
45674CAB9 |
16,712,000 |
$16,802,666.79 |
0.40% |
| INTERCONTINENTALEXCHANGE 0%, due 12/06/2021 |
|
45856WZ69 |
17,000,000 |
$17,000,000.00 |
0.40% |
| JABIL INC 0%, due 12/17/2021 |
|
46652LZH3 |
17,000,000 |
$16,997,818.22 |
0.40% |
| KINDER MORGAN ENER PART 4.15%, due 03/01/2022 |
|
494550BJ4 |
16,903,000 |
$17,047,813.94 |
0.40% |
| LLOYDS BANKING GROUP PLC Variable rate, due 11/07/2023 |
|
539439AP4 |
16,570,000 |
$16,870,721.31 |
0.40% |
| NASDAQ INC 0.445%, due 12/21/2022 |
|
63111XAC5 |
17,047,000 |
$17,016,918.69 |
0.40% |
| WILLIAMS COMPANIES INC 3.35%, due 08/15/2022 |
|
96950FAJ3 |
16,770,000 |
$16,971,334.07 |
0.40% |
| ABBVIE INC 2.90%, due 11/06/2022 |
|
00287YAL3 |
16,188,000 |
$16,510,888.44 |
0.39% |
| CABOT CORP 0%, due 12/08/2021 |
|
12705WZ88 |
16,000,000 |
$15,999,822.24 |
0.38% |
| CENTERPOINT ENERGY INC 2.50%, due 09/01/2022 |
|
15189TAR8 |
16,020,000 |
$16,231,125.34 |
0.38% |
| CONOCOPHILLIPS COMPANY Variable rate, due 05/15/2022 |
|
20826FAH9 |
16,153,000 |
$16,209,293.85 |
0.38% |
| DISCOVER FINANCIAL SVS 5.20%, due 04/27/2022 |
|
254709AG3 |
15,592,000 |
$15,871,150.11 |
0.37% |
| GOLDMAN SACHS GROUP INC Variable rate, due 07/24/2023 |
|
38141GWM2 |
15,355,000 |
$15,547,566.90 |
0.37% |
| PERKINELMER INC 0.55%, due 09/15/2023 |
|
714046AK5 |
16,000,000 |
$15,879,741.92 |
0.37% |
| UBS GROUP AG N/C, Variable rate, due 02/01/2022 |
|
90351DAG2 |
15,681,000 |
$15,717,866.66 |
0.37% |
| FIDELITY NATL INFO SERV 0%, due 12/15/2021 |
|
31621YZF9 |
15,500,000 |
$15,499,147.50 |
0.36% |
| GLS Auto Receivables Trust Series 2021-3A, Class A, 0.42%, due 01/15/2025 |
|
36263LAA7 |
15,202,652 |
$15,199,089.91 |
0.36% |
| HARLEY-DAVIDSON FINL SER 0%, due 12/10/2021 |
|
41282JZA2 |
15,500,000 |
$15,499,552.21 |
0.36% |
| PUBLIC STORAGE Variable rate, due 04/23/2024 |
|
74460WAB3 |
15,190,000 |
$15,183,808.56 |
0.36% |
| ALBEMARLE CORP 0%, due 01/25/2022 |
|
01265RAR9 |
15,000,000 |
$14,993,332.20 |
0.35% |
| ALBEMARLE CORP 0%, due 12/13/2021 |
|
01265QZD5 |
15,000,000 |
$14,999,124.90 |
0.35% |
| BANK OF AMERICA CORP Variable rate, due 05/28/2024 |
|
06051GJX8 |
15,000,000 |
$15,007,500.00 |
0.35% |
| CIGNA CORP 0%, due 02/11/2022 |
|
12553YBB6 |
15,000,000 |
$14,993,015.40 |
0.35% |
| CNPC FINANCE HK LTD 0%, due 12/09/2021 |
|
12623KZ91 |
15,000,000 |
$14,999,624.85 |
0.35% |
| CNPC FINANCE HK LTD 0%, due 12/21/2021 |
|
12623KZM2 |
15,000,000 |
$14,998,187.25 |
0.35% |
| CONAGRA BRANDS INC 0%, due 01/21/2022 |
|
20600HAM6 |
15,000,000 |
$14,994,247.05 |
0.35% |
| CONAGRA BRANDS INC 0%, due 12/08/2021 |
|
20600GZ82 |
15,000,000 |
$14,999,808.30 |
0.35% |
| CREDIT SUISSE NEW YORK N/C, Variable rate, due 08/09/2023 |
|
22550UAD3 |
15,000,000 |
$14,993,704.50 |
0.35% |
| Drive Auto Receivables Trust Series 2021-3, Class A2, 0.52%, due 01/15/2025 |
|
262081AB8 |
15,000,000 |
$14,997,952.50 |
0.35% |
| ENEL FINANCE AMERICA LLC 0%, due 03/21/2022 |
|
29279HCM5 |
15,000,000 |
$14,982,011.55 |
0.35% |
| FIDELITY NATL INFO SERV 0%, due 12/06/2021 |
|
31621YZ69 |
14,975,000 |
$14,975,000.00 |
0.35% |
| GENERAL MOTORS FINL CO N/C, Variable rate, due 03/08/2024 |
|
37045XDF0 |
15,000,000 |
$15,045,651.15 |
0.35% |
| GOLDMAN SACHS GROUP INC 0.481%, due 01/27/2023 |
|
38141GXP4 |
15,000,000 |
$14,945,757.60 |
0.35% |
| GOLDMAN SACHS GROUP INC Variable rate, due 03/08/2023 |
|
38141GXV1 |
15,000,000 |
$14,999,154.15 |
0.35% |
| HEALTHPEAK PROPERTIES 0%, due 12/15/2021 |
|
42250QZF1 |
15,000,000 |
$14,999,249.85 |
0.35% |
| HEINEKEN NV 3.40%, due 04/01/2022 |
|
423012AA1 |
14,861,000 |
$14,997,474.07 |
0.35% |
| HITACHI CAP AMER CORP 0%, due 12/10/2021 |
|
43357LZA3 |
15,000,000 |
$14,999,700.00 |
0.35% |
| HUMANA INC 0%, due 02/01/2022 |
|
44486JB16 |
15,000,000 |
$14,992,873.05 |
0.35% |
| INTL FLAVORS & FRAGRANCES 0%, due 03/29/2022 |
|
4595A3CV7 |
15,000,000 |
$14,974,101.45 |
0.35% |
| INTL FLAVORS & FRAGRANCES 0%, due 12/10/2021 |
|
4595A2ZA0 |
15,000,000 |
$14,999,499.75 |
0.35% |
| JOHN DEERE CAPITAL CORP N/C, Variable rate, due 06/13/2022 |
|
24422EUZ0 |
15,000,000 |
$15,031,772.25 |
0.35% |
| MORGAN STANLEY Variable rate, due 01/22/2025 |
|
61747YEB7 |
15,000,000 |
$14,858,049.90 |
0.35% |
| NATWEST MARKETS PLC Variable rate, due 08/12/2024 |
|
63906YAC2 |
14,885,000 |
$14,914,280.58 |
0.35% |
| NEXTERA ENERGY CAPITAL N/C, 0.65%, due 03/01/2023 |
|
65339KBU3 |
15,040,000 |
$15,024,680.71 |
0.35% |
| OKLAHOMA G&E CO 0.553%, due 05/26/2023 |
|
678858BW0 |
15,000,000 |
$14,913,328.20 |
0.35% |
| PUBLIC SVC ENTERPRISE GP 0%, due 02/22/2022 |
|
74457MBN3 |
15,000,000 |
$14,991,548.10 |
0.35% |
| ROGERS COMMUNICATIONS 0%, due 12/16/2021 |
|
77511LZG1 |
15,000,000 |
$14,999,124.90 |
0.35% |
| SECURED FWD BN 2021-05 N/C, Variable rate, due 12/28/2021 |
|
81374JAA4 |
15,000,000 |
$15,001,650.00 |
0.35% |
| SINOPEC CENTURY AMERICA 0%, due 12/10/2021 |
|
82938AZA3 |
15,000,000 |
$14,999,616.60 |
0.35% |
| SINOPEC CENTURY AMERICA 0%, due 12/27/2021 |
|
82938AZT2 |
15,000,000 |
$14,997,899.85 |
0.35% |
| SOUTHERN CAL EDISON N/C, Variable rate, due 04/03/2023 |
|
842400HA4 |
15,000,000 |
$15,019,050.45 |
0.35% |
| SYNCHRONY FINANCIAL 2.85%, due 07/25/2022 |
|
87165BAQ6 |
14,639,000 |
$14,812,787.77 |
0.35% |
| VIATRIS INC 0%, due 02/11/2022 |
|
92557NBB8 |
15,000,000 |
$14,986,041.60 |
0.35% |
| Westlake Automobile Receivables Trust Series 2021-3A, Class A2, 0.57%, due 09/16/2024 |
|
96043JAC9 |
15,000,000 |
$14,997,463.50 |
0.35% |
| AMERICAN EXPRESS CO Variable rate, due 05/20/2022 |
|
025816CE7 |
14,495,000 |
$14,503,855.28 |
0.34% |
| HUMANA INC 0.65%, due 08/03/2023 |
|
444859BP6 |
14,500,000 |
$14,427,455.92 |
0.34% |
| NORDEA BANK ABP N/C, 4.25%, due 09/21/2022 |
|
65557FAD8 |
13,890,000 |
$14,269,353.81 |
0.34% |
| COOPERATIEVE RABOBANK UA N/C, 3.875%, due 09/26/2023 |
|
74977RDE1 |
13,425,000 |
$14,127,044.00 |
0.33% |
| ENBRIDGE US INC 0%, due 12/10/2021 |
|
29251UZA9 |
14,000,000 |
$13,999,688.78 |
0.33% |
| HYUNDAI CAPITAL AMERICA 3.95%, due 02/01/2022 |
|
44891AAY3 |
14,108,000 |
$14,176,702.15 |
0.33% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2012-HSBC, Class A, 3.0934%, due 07/05/2032 |
|
46637YAA7 |
13,734,120 |
$13,868,315.83 |
0.33% |
| UBS GROUP AG Variable rate, due 08/15/2023 |
|
90352JAE3 |
13,715,000 |
$13,907,175.53 |
0.33% |
| GENERAL MOTORS FINL CO 3.55%, due 07/08/2022 |
|
37045XCU8 |
13,200,000 |
$13,416,428.39 |
0.32% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 07/25/2022 |
|
606822AQ7 |
13,685,000 |
$13,739,301.12 |
0.32% |
| Westlake Automobile Receivables Trust Series 2021-2A, Class A2A, 0.32%, due 04/15/2025 |
|
96042RAB4 |
13,750,000 |
$13,741,956.25 |
0.32% |
| ALLY FINANCIAL INC N/C, 4.625%, due 05/19/2022 |
|
02005NBC3 |
12,899,000 |
$13,138,762.88 |
0.31% |
| ATHENE GLOBAL FUNDING N/C, Variable rate, due 07/01/2022 |
|
04685A2F7 |
13,125,000 |
$13,200,795.96 |
0.31% |
| Flagship Credit Auto Trust Series 2020-4, Class A, 0.53%, due 04/15/2025 |
|
33845XAA5 |
13,218,368 |
$13,220,619.37 |
0.31% |
| PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 04/12/2024 |
|
74256LEM7 |
13,054,000 |
$13,096,844.92 |
0.31% |
| Santander Drive Auto Receivables Trust Series 2021-4, Class A2, 0.62%, due 08/15/2024 |
|
80285VAB5 |
13,000,000 |
$12,995,866.00 |
0.31% |
| CHEVRON CORP 2.411%, due 03/03/2022 |
|
166764AT7 |
12,796,000 |
$12,815,834.57 |
0.30% |
| CONAGRA BRANDS INC 0%, due 12/15/2021 |
|
20600GZF6 |
12,600,000 |
$12,599,275.37 |
0.30% |
| Dell Equipment Finance Trust Series 2020-2, Class A2, 0.47%, due 10/24/2022 |
|
24704GAB9 |
12,759,596 |
$12,767,265.44 |
0.30% |
| GOLDMAN SACHS GROUP INC Variable rate, due 09/10/2024 |
|
38141GYF5 |
12,500,000 |
$12,529,517.00 |
0.30% |
| LLOYDS BANKING GROUP PLC Variable rate, due 03/17/2023 |
|
53944YAK9 |
12,749,000 |
$12,822,771.08 |
0.30% |
| PACIFIC GAS & ELECTRIC 1.75%, due 06/16/2022 |
|
694308JE8 |
12,626,000 |
$12,608,235.08 |
0.30% |
| WELLS FARGO & COMPANY 3.069%, due 01/24/2023 |
|
949746SK8 |
12,857,000 |
$12,896,283.14 |
0.30% |
| Avis Budget Rental Car Funding Series 2017-2A, Class A, 2.97%, due 03/20/2024 |
|
05377RCU6 |
12,000,000 |
$12,301,738.80 |
0.29% |
| BAT CAPITAL CORP Variable rate, due 08/15/2022 |
|
05526DAX3 |
12,452,000 |
$12,490,677.90 |
0.29% |
| CENTERPOINT ENERGY INC 0%, due 12/09/2021 |
|
1518T2Z98 |
12,500,000 |
$12,499,802.00 |
0.29% |
| JPMORGAN CHASE & CO 2.972%, due 01/15/2023 |
|
48128BAB7 |
12,322,000 |
$12,353,390.05 |
0.29% |
| TRUIST FINANCIAL CORP 3.05%, due 06/20/2022 |
|
05531FBG7 |
12,137,000 |
$12,278,099.30 |
0.29% |
| ABBVIE INC Variable rate, due 11/21/2022 |
|
00287YBP3 |
12,000,000 |
$12,054,555.60 |
0.28% |
| ANTHEM INC 3.125%, due 05/15/2022 |
|
94973VAX5 |
11,754,000 |
$11,890,289.41 |
0.28% |
| CHARTER COMM OPT LLC/CAP Variable rate, due 02/01/2024 |
|
161175BP8 |
11,612,000 |
$11,869,444.20 |
0.28% |
| CONSTELLATION BRANDS INC 0%, due 12/06/2021 |
|
21037CZ66 |
12,000,000 |
$12,000,000.00 |
0.28% |
| FISERV INC 0%, due 12/07/2021 |
|
33774KZ78 |
12,000,000 |
$11,999,943.36 |
0.28% |
| JPMORGAN CHASE & CO Variable rate, due 03/16/2024 |
|
46647PCA2 |
12,000,000 |
$12,055,299.36 |
0.28% |
| SUMITOMO MITSUI FINL GRP N/C, 2.784%, due 07/12/2022 |
|
86562MAQ3 |
11,743,000 |
$11,907,164.67 |
0.28% |
| TRUIST FINANCIAL CORP Variable rate, due 06/09/2025 |
|
89788MAF9 |
12,000,000 |
$11,992,155.96 |
0.28% |
| American Credit Acceptance Receivables Trust Series 2021-4, Class A, 0.66%, due 09/15/2025 |
|
02530TAA9 |
11,500,000 |
$11,494,292.55 |
0.27% |
| GLENCORE FINANCE CANADA 4.25%, due 10/25/2022 |
|
98417EAT7 |
11,264,000 |
$11,612,958.72 |
0.27% |
| THE BOEING CO 2.20%, due 10/30/2022 |
|
097023BN4 |
11,215,000 |
$11,338,096.40 |
0.27% |
| UBS AG LONDON 1.75%, due 04/21/2022 |
|
902674YA2 |
11,482,000 |
$11,529,682.36 |
0.27% |
| VERIZON COMMUNICATIONS Variable rate, due 03/22/2024 |
|
92343VGD0 |
11,421,000 |
$11,469,880.62 |
0.27% |
| BARCLAYS PLC Variable rate, due 02/15/2023 |
|
06738EBE4 |
11,102,000 |
$11,182,114.92 |
0.26% |
| Flagship Credit Auto Trust Series 2021-3, Class A, 0.36%, due 07/15/2027 |
|
33846QAA9 |
11,022,796 |
$10,954,947.50 |
0.26% |
| GILEAD SCIENCES INC 0.75%, due 09/29/2023 |
|
375558BW2 |
11,250,000 |
$11,204,704.46 |
0.26% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 03/02/2023 |
|
606822AS3 |
10,991,000 |
$11,062,923.34 |
0.26% |
| ALABAMA POWER CO 2.45%, due 03/30/2022 |
|
010392FQ6 |
10,410,000 |
$10,462,312.44 |
0.25% |
| JDE PEET'S NV 0.80%, due 09/24/2024 |
|
47216QAA1 |
11,000,000 |
$10,797,522.56 |
0.25% |
| Morgan Stanley Capital I Trust Series 2017-CLS, Class A, Variable rate, due 11/15/2034 |
|
61691LAA7 |
10,743,000 |
$10,728,920.23 |
0.25% |
| PHILLIPS 66 4.30%, due 04/01/2022 |
|
718546AC8 |
10,308,000 |
$10,421,233.70 |
0.25% |
| AT&T INC 0%, due 01/24/2022 |
|
0020A3AQ3 |
10,000,000 |
$9,996,596.80 |
0.24% |
| AT&T INC 0%, due 03/15/2022 |
|
0020A3CF5 |
10,000,000 |
$9,991,750.00 |
0.24% |
| AT&T INC N/C, Variable rate, due 06/12/2024 |
|
00206RGD8 |
10,000,000 |
$10,183,184.10 |
0.24% |
| BANK OF AMERICA CORP Variable rate, due 04/22/2025 |
|
06051GJU4 |
10,000,000 |
$10,044,256.60 |
0.24% |
| BANK OF MONTREAL N/C, Variable rate, due 07/09/2024 |
|
06367WYQ0 |
10,000,000 |
$9,982,999.20 |
0.24% |
| BAT CAPITAL CORP 2.764%, due 08/15/2022 |
|
05526DAV7 |
10,000,000 |
$10,128,735.30 |
0.24% |
| BAXTER INTERNATIONAL INC N/C, Variable rate, due 11/29/2024 |
|
071813CZ0 |
10,000,000 |
$10,001,105.90 |
0.24% |
| BAXTER INTERNATIONAL INC N/C, Variable rate, due 12/01/2023 |
|
071813CW7 |
10,000,000 |
$9,997,001.50 |
0.24% |
| CENTERPOINT ENERGY RES Variable rate, due 03/02/2023 |
|
15189WAN0 |
10,200,000 |
$10,190,672.61 |
0.24% |
| CIGNA CORP 0%, due 02/16/2022 |
|
12553YBG5 |
10,300,000 |
$10,293,819.69 |
0.24% |
| CITIGROUP INC Variable rate, due 04/25/2022 |
|
172967LH2 |
9,959,000 |
$9,983,379.03 |
0.24% |
| CONAGRA BRANDS INC 0%, due 01/10/2022 |
|
20600HAA2 |
10,000,000 |
$9,996,888.80 |
0.24% |
| DEUTSCHE BANK NY N/C, Variable rate, due 11/08/2023 |
|
251526CL1 |
10,000,000 |
$9,982,352.00 |
0.24% |
| ENBRIDGE US INC 0%, due 12/20/2021 |
|
29251UZL5 |
10,000,000 |
$9,999,144.30 |
0.24% |
| ENERGY TRANSFER LP 0%, due 01/14/2022 |
|
29277FAE1 |
10,000,000 |
$9,994,041.40 |
0.24% |
| ENRGY TRANS LP/REG FIN 5%, due 10/01/2022 |
|
75886AAQ1 |
9,800,000 |
$10,027,009.16 |
0.24% |
| FIDELITY NATL INFO SERV 0%, due 12/16/2021 |
|
31621YZG7 |
10,000,000 |
$9,999,388.90 |
0.24% |
| GENERAL MOTORS FINL CO 0%, due 01/19/2022 |
|
37046UAK7 |
10,000,000 |
$9,995,600.00 |
0.24% |
| GLENCORE FUNDING LLC 0%, due 01/12/2022 |
|
37790BAC5 |
10,000,000 |
$9,997,327.30 |
0.24% |
| GLENCORE FUNDING LLC 0%, due 01/13/2022 |
|
37790BAD3 |
10,000,000 |
$9,997,360.10 |
0.24% |
| GLENCORE FUNDING LLC 0%, due 01/18/2022 |
|
37790BAJ0 |
10,000,000 |
$9,997,013.50 |
0.24% |
| GLENCORE FUNDING LLC 0%, due 12/08/2021 |
|
37790AZ89 |
10,000,000 |
$9,999,866.60 |
0.24% |
| HARLEY-DAVIDSON FINL SER 0%, due 01/06/2022 |
|
41282KA65 |
10,000,000 |
$9,997,244.50 |
0.24% |
| HARLEY-DAVIDSON FINL SER 0%, due 01/13/2022 |
|
41282KAD0 |
10,000,000 |
$9,996,622.10 |
0.24% |
| HARLEY-DAVIDSON FINL SER 0%, due 12/13/2021 |
|
41282JZD6 |
10,000,000 |
$9,999,494.40 |
0.24% |
| HARLEY-DAVIDSON FINL SER 0%, due 12/14/2021 |
|
41282JZE4 |
10,000,000 |
$9,999,422.10 |
0.24% |
| HUMANA INC 0%, due 01/10/2022 |
|
44486JAA7 |
10,000,000 |
$9,997,569.00 |
0.24% |
| INTEL CORP N/C, Variable rate, due 05/11/2022 |
|
458140BC3 |
10,000,000 |
$10,009,238.60 |
0.24% |
| JABIL INC 0%, due 12/06/2021 |
|
46652LZ67 |
10,000,000 |
$10,000,000.00 |
0.24% |
| JABIL INC 0%, due 12/13/2021 |
|
46652LZD2 |
10,000,000 |
$9,999,183.30 |
0.24% |
| JPMORGAN CHASE & CO Variable rate, due 06/01/2025 |
|
46647PCG9 |
10,000,000 |
$9,998,790.50 |
0.24% |
| MACQUARIE GROUP LTD Variable rate, due 11/28/2023 |
|
55608JAH1 |
10,000,000 |
$10,218,054.70 |
0.24% |
| NEXTERA ENERGY CAPITAL Variable rate, due 11/03/2023 |
|
65339KBX7 |
10,000,000 |
$9,991,546.60 |
0.24% |
| OVINTIV INC 0%, due 12/17/2021 |
|
69047JZH4 |
10,000,000 |
$9,998,624.90 |
0.24% |
| PARKER-HANNIFIN CORP 0%, due 01/10/2022 |
|
70109MAA2 |
10,000,000 |
$9,997,277.20 |
0.24% |
| SOUTHERN CALIF EDISON CO 0%, due 01/14/2022 |
|
8424C1AE8 |
10,000,000 |
$9,996,208.20 |
0.24% |
| Starwood Mortgage Residential Trust Series 2020-1, Class A1, Variable rate, due 02/25/2050 |
|
85573AAA3 |
10,065,906 |
$10,119,222.26 |
0.24% |
| SUMITOMO MITSUI TRUST BANK LTD N/C, Variable rate, due 09/16/2024 |
|
86563VAX7 |
10,000,000 |
$10,006,890.80 |
0.24% |
| THERMO FISHER SCIENTIFIC 0%, due 04/01/2022 |
|
88355MD12 |
10,000,000 |
$9,987,110.70 |
0.24% |
| THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2023 |
|
883556CR1 |
10,000,000 |
$10,004,315.10 |
0.24% |
| TOYOTA MOTOR CREDIT CORP N/C, 1.15%, due 05/26/2022 |
|
89236TGZ2 |
10,000,000 |
$10,032,447.20 |
0.24% |
| TOYOTA MOTOR CREDIT CORP N/C, Variable rate, due 09/13/2024 |
|
89236TJP1 |
10,000,000 |
$9,994,184.70 |
0.24% |
| TRUIST BANK Variable rate, due 05/17/2022 |
|
86787EBD8 |
10,000,000 |
$10,018,524.90 |
0.24% |
| VIATRIS INC 0%, due 02/07/2022 |
|
92557NB77 |
10,000,000 |
$9,992,999.60 |
0.24% |
| WELLS FARGO & COMPANY N/C, 3.50%, due 03/08/2022 |
|
94974BFC9 |
10,030,000 |
$10,109,284.34 |
0.24% |
| AT&T INC Variable rate, due 03/25/2024 |
|
00206RMH2 |
9,936,000 |
$9,943,263.31 |
0.23% |
| CONAGRA BRANDS INC 0.50%, due 08/11/2023 |
|
205887CG5 |
10,000,000 |
$9,931,369.30 |
0.23% |
| COOPERATIEVE RABOBANK UA/NY N/C, Variable rate, due 01/10/2022 |
|
21688AAK8 |
9,816,000 |
$9,822,757.53 |
0.23% |
| DEUTSCHE BANK NY N/C, 5%, due 02/14/2022 |
|
251526CA5 |
9,621,000 |
$9,700,427.80 |
0.23% |
| DT Auto Owner Trust Series 2021-4A, Class A, 0.56%, due 09/15/2025 |
|
26253WAA6 |
9,800,000 |
$9,800,084.28 |
0.23% |
| Exeter Automobile Receivables Trust Series 2021-3A, Class A2, 0.34%, due 01/16/2024 |
|
30166AAB0 |
9,587,428 |
$9,583,722.55 |
0.23% |
| HYUNDAI CAPITAL AMERICA 1.15%, due 11/10/2022 |
|
44891ABQ9 |
9,617,000 |
$9,651,503.88 |
0.23% |
| MITSUBISHI UFJ FIN GRP N/C, 2.665%, due 07/25/2022 |
|
606822AP9 |
9,446,000 |
$9,577,943.43 |
0.23% |
| ROCKWELL AUTOMATION 0.35%, due 08/15/2023 |
|
773903AK5 |
10,000,000 |
$9,944,150.40 |
0.23% |
| SOUTHERN NATURAL GAS 0.625%, due 04/28/2023 |
|
84346LAC4 |
9,700,000 |
$9,650,418.45 |
0.23% |
| THERMO FISHER SCIENTIFIC 0.797%, due 10/18/2023 |
|
883556CP5 |
10,000,000 |
$9,975,260.50 |
0.23% |
| BARCLAYS PLC 3.684%, due 01/10/2023 |
|
06738EAS4 |
9,446,000 |
$9,471,434.48 |
0.22% |
| BP CAP MARKETS AMERICA Variable rate, due 09/19/2022 |
|
10373QBD1 |
9,169,000 |
$9,207,253.98 |
0.22% |
| DAIMLER FINANCE NA LLC N/C, Variable rate, due 02/15/2022 |
|
233851DV3 |
9,180,000 |
$9,193,856.02 |
0.22% |
| DOMINION ENERGY INC 2.75%, due 01/15/2022 |
|
25746UCR8 |
9,529,000 |
$9,533,971.85 |
0.22% |
| ING GROEP NV N/C, 3.15%, due 03/29/2022 |
|
456837AG8 |
9,135,000 |
$9,210,012.32 |
0.22% |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ Variable rate, due 03/16/2022 |
|
82620KAQ6 |
9,200,000 |
$9,212,221.46 |
0.22% |
| SOUTHWEST AIRLINES CO 2.75%, due 11/16/2022 |
|
844741BD9 |
9,244,000 |
$9,396,223.54 |
0.22% |
| BRAVO Residential Funding Trust Series 2021-NQM1, Class A1, Variable rate, due 02/25/2049 |
|
10569TAA6 |
8,706,301 |
$8,715,397.75 |
0.21% |
| Credit Suisse Mortgage Trust Series 2019-AFC1, Class A1, Variable rate, due 07/25/2049 |
|
12596XAA0 |
8,636,045 |
$8,740,744.53 |
0.21% |
| DUKE ENERGY CORP 3.05%, due 08/15/2022 |
|
26441CAJ4 |
8,626,000 |
$8,724,961.08 |
0.21% |
| GLS Auto Receivables Trust Series 2021-2A, Class A, 0.54%, due 11/15/2024 |
|
36261XAA3 |
8,890,627 |
$8,877,790.64 |
0.21% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 04/29/2022 |
|
78013X6E3 |
9,000,000 |
$9,013,160.70 |
0.21% |
| Santander Consumer Auto Receivables Trust Series 2020-BA, Class A3, 1.09%, due 08/15/2024 |
|
802830AG4 |
8,912,528 |
$8,914,986.99 |
0.21% |
| CANADIAN IMPERIAL BANK N/C, Variable rate, due 06/22/2023 |
|
13607HVD1 |
8,500,000 |
$8,510,846.09 |
0.20% |
| Carvana Auto Receivables Trust Series 2021-P2, Class A2, 0.30%, due 07/10/2024 |
|
14687TAB3 |
8,599,943 |
$8,599,656.20 |
0.20% |
| Credit Suisse Mortgage Trust Series 2020-NQM1, Class A1, Variable rate, due 05/25/2065 |
|
126401AA6 |
8,457,694 |
$8,446,048.09 |
0.20% |
| ENERGY TRANSFER LP 0%, due 12/09/2021 |
|
29277EZ98 |
8,500,000 |
$8,499,716.61 |
0.20% |
| Foursight Capital Automobile Receivabkes Trust Series 2021-2, Class A2, 0.40%, due 04/15/2025 |
|
35105UAB9 |
8,500,000 |
$8,474,012.10 |
0.20% |
| ROPER TECHNOLOGIES INC 0.45%, due 08/15/2022 |
|
776743AK2 |
8,287,000 |
$8,285,323.29 |
0.20% |
| Tricolor Auto Securitization Trust Series 2021-1A, Class A, 1.10%, due 04/15/2024 |
|
89615BAA3 |
8,380,580 |
$8,376,579.54 |
0.20% |
| VOLKSWAGEN GROUP AMERICA 2.90%, due 05/13/2022 |
|
928668BC5 |
8,259,000 |
$8,340,654.58 |
0.20% |
| BANK OF NOVA SCOTIA N/C, Variable rate, due 07/31/2024 |
|
0641596F8 |
8,000,000 |
$7,990,402.08 |
0.19% |
| BAXTER INTERNATIONAL INC 0.868%, due 12/01/2023 |
|
071813CC1 |
8,000,000 |
$7,963,213.28 |
0.19% |
| CABOT CORP 0%, due 12/17/2021 |
|
12705WZH8 |
8,200,000 |
$8,199,473.81 |
0.19% |
| CAPITAL ONE FINANCIAL CO Variable rate, due 12/06/2024 |
|
14040HCL7 |
8,000,000 |
$8,005,209.68 |
0.19% |
| Drive Auto Receivables Trust Series 2021-2, Class A2, 0.55%, due 05/15/2024 |
|
262104AB8 |
8,000,000 |
$7,995,808.00 |
0.19% |
| MIZUHO FLOATER/RESIDUAL TRUST VARIOUS STATES TAXABLE, Variable rate, due 09/01/2027 |
|
60700HEC9 |
8,000,000 |
$8,000,000.00 |
0.19% |
| ROYAL BANK OF CANADA N/C, Variable rate, due 07/29/2024 |
|
78016EZV2 |
8,000,000 |
$8,016,180.00 |
0.19% |
| Santander Drive Auto Receivables Trust Series 2020-4, Class A3, 0.73%, due 07/15/2024 |
|
80286WAD8 |
8,021,121 |
$8,024,316.99 |
0.19% |
| Santander Retail Auto Lease Trust Series 2021-B, Class A2, 0.53%, due 01/22/2024 |
|
80286DAB4 |
8,133,507 |
$8,123,793.11 |
0.19% |
| American Credit Acceptance Receivables Trust Series 2021-3, Class A, 0.73%, due 06/13/2025 |
|
025286AA3 |
7,782,947 |
$7,771,554.57 |
0.18% |
| CIM Trust Series 2019-INV3, Class A11, Variable rate, due 08/25/2049 |
|
12557LBK0 |
7,573,179 |
$7,584,024.15 |
0.18% |
| MORGAN STANLEY N/C, 2.75%, due 05/19/2022 |
|
61744YAH1 |
7,378,000 |
$7,451,657.00 |
0.18% |
| NATWEST GROUP PLC Variable rate, due 05/15/2023 |
|
780097BF7 |
7,600,000 |
$7,636,539.51 |
0.18% |
| Santander Retail Auto Lease Trust Series 2019-C, Class A4, 1.93%, due 11/20/2023 |
|
80284NAE8 |
7,630,000 |
$7,696,725.11 |
0.18% |
| SOUTHERN CO Variable rate, due 05/10/2023 |
|
842587DK0 |
7,550,000 |
$7,548,380.07 |
0.18% |
| SYNCHRONY BANK 3%, due 06/15/2022 |
|
87166FAA1 |
7,555,000 |
$7,627,473.31 |
0.18% |
| VOLKSWAGEN GROUP AMERICA 2.70%, due 09/26/2022 |
|
928668AZ5 |
7,430,000 |
$7,551,040.06 |
0.18% |
| AIG GLOBAL FUNDING N/C, 2.30%, due 07/01/2022 |
|
00138CAK4 |
7,070,000 |
$7,142,504.56 |
0.17% |
| BMW US CAPITAL LLC N/C, Variable rate, due 08/12/2024 |
|
05565EBV6 |
7,000,000 |
$7,017,547.74 |
0.17% |
| BOSTON SCIENTIFIC CORP 3.375%, due 05/15/2022 |
|
101137AQ0 |
7,232,000 |
$7,318,369.32 |
0.17% |
| CENTERPOINT ENERGY INC Variable rate, due 05/13/2024 |
|
15189TAZ0 |
7,070,000 |
$7,069,649.54 |
0.17% |
| COMMONWEALTH BANK AUST N/C, Variable rate, due 03/10/2022 |
|
2027A0JL4 |
7,000,000 |
$7,011,466.14 |
0.17% |
| ENTERPRISE PRODUCTS OPER 3.35%, due 03/15/2023 |
|
29379VAZ6 |
7,000,000 |
$7,185,326.61 |
0.17% |
| Exeter Automobile Receivables Trust Series 2020-3A, Class C, 1.32%, due 07/15/2025 |
|
30166NAE6 |
7,165,000 |
$7,205,957.29 |
0.17% |
| First Investors Auto Owner Trust Series 2021-1A, Class A, 0.45%, due 03/16/2026 |
|
32059FAA7 |
7,418,513 |
$7,413,933.18 |
0.17% |
| Ford Credit Auto Lease Trust Series 2020-A, Class A3, 1.85%, due 03/15/2023 |
|
34531MAD0 |
7,115,892 |
$7,131,974.10 |
0.17% |
| GCAT Series 2020-NQM1, Class A1, Variable rate, due 01/25/2060 |
|
36167FAA7 |
7,181,923 |
$7,201,289.32 |
0.17% |
| GENERAL MOTORS FINL CO 3.25%, due 01/05/2023 |
|
37045XCF1 |
7,000,000 |
$7,171,983.35 |
0.17% |
| HYATT HOTELS CORP Variable rate, due 10/01/2023 |
|
448579AM4 |
7,000,000 |
$7,008,425.55 |
0.17% |
| JP Morgan Chase Commercial Mortgage Sec Trust Series 2012-C8, Class A3, 2.8291%, due 10/15/2045 |
|
46638UAC0 |
7,277,965 |
$7,349,955.89 |
0.17% |
| MICROCHIP TECHNOLOGY INC 4.333%, due 06/01/2023 |
|
595017AP9 |
7,000,000 |
$7,328,341.37 |
0.17% |
| NEXTERA ENERGY CAPITAL 2.90%, due 04/01/2022 |
|
65339KBF6 |
7,302,000 |
$7,353,292.61 |
0.17% |
| UBS GROUP AG 3.491%, due 05/23/2023 |
|
90352JAA1 |
7,332,000 |
$7,423,413.25 |
0.17% |
| WESTPAC BANKING CORP N/C, Variable rate, due 01/13/2023 |
|
961214EK5 |
7,000,000 |
$7,026,471.20 |
0.17% |
| AUTONATION INC 0%, due 12/08/2021 |
|
05330LZ89 |
7,000,000 |
$6,999,891.08 |
0.16% |
| CENTERPOINT ENERGY RES 0.70%, due 03/02/2023 |
|
15189WAM2 |
7,000,000 |
$6,978,576.57 |
0.16% |
| CVS HEALTH CORP 3.50%, due 07/20/2022 |
|
126650CK4 |
6,609,000 |
$6,696,648.04 |
0.16% |
| DOMINION ENERGY INC Variable rate, due 09/15/2023 |
|
25746UDH9 |
7,000,000 |
$7,004,811.03 |
0.16% |
| HYUNDAI CAPITAL AMERICA 1%, due 09/17/2024 |
|
44891ABY2 |
7,000,000 |
$6,904,169.51 |
0.16% |
| HYUNDAI CAPITAL AMERICA 2.375%, due 02/10/2023 |
|
44891ABE6 |
6,885,000 |
$7,003,541.80 |
0.16% |
| JPMORGAN CHASE & CO Variable rate, due 04/25/2023 |
|
46647PAE6 |
6,935,000 |
$6,992,237.05 |
0.16% |
| MET LIFE GLOBAL FUNDING I N/C, Variable rate, due 09/27/2024 |
|
59217GEQ8 |
7,000,000 |
$6,978,696.48 |
0.16% |
| VMWARE INC 0.60%, due 08/15/2023 |
|
928563AG0 |
7,000,000 |
$6,957,276.48 |
0.16% |
| WELLTOWER INC 0%, due 12/09/2021 |
|
95040WZ95 |
7,000,000 |
$6,999,877.50 |
0.16% |
| BAT INTL FINANCE PLC 3.25%, due 06/07/2022 |
|
05530QAF7 |
6,248,000 |
$6,324,112.07 |
0.15% |
| BMW US CAPITAL LLC Variable rate, due 04/01/2024 |
|
05565EBN4 |
6,159,000 |
$6,207,668.54 |
0.15% |
| COLT Funding LLC Series 2020-2R, Class A1, Variable rate, due 10/26/2065 |
|
12656GAA4 |
6,209,974 |
$6,217,672.34 |
0.15% |
| ENTERPRISE PRODUCTS OPER 3.50%, due 02/01/2022 |
|
29379VBS1 |
6,442,000 |
$6,471,939.01 |
0.15% |
| ENTERPRISE PRODUCTS OPER 4.05%, due 02/15/2022 |
|
29379VAU7 |
6,185,000 |
$6,223,632.69 |
0.15% |
| FED CAISSES DESJARDINS Variable rate, due 05/21/2024 |
|
31429KAF0 |
6,200,000 |
$6,193,062.82 |
0.15% |
| JPMORGAN CHASE & CO N/C, 3.375%, due 05/01/2023 |
|
46625HJJ0 |
6,000,000 |
$6,210,010.08 |
0.15% |
| MIZUHO FINANCIAL GROUP Variable rate, due 07/16/2023 |
|
60687YAV1 |
6,295,000 |
$6,365,770.03 |
0.15% |
| NISSAN MOTOR ACCEPTANCE 2.80%, due 01/13/2022 |
|
654740AV1 |
6,150,000 |
$6,161,919.44 |
0.15% |
| Sierra Receivables Funding Co LLC Series 2018-2A, Class A, 3.50%, due 06/20/2035 |
|
82653DAA7 |
6,413,117 |
$6,580,962.22 |
0.15% |
| AMERICAN TRANSMISSION SYSTEMS 5.25%, due 01/15/2022 |
|
030288AA2 |
5,804,000 |
$5,830,503.32 |
0.14% |
| BRISTOL-MYERS SQUIBB CO N/C, Variable rate, due 05/16/2022 |
|
110122CJ5 |
6,000,000 |
$6,007,992.42 |
0.14% |
| DAIMLER FINANCE NA LLC 2.85%, due 01/06/2022 |
|
233851CS1 |
5,934,000 |
$5,944,460.34 |
0.14% |
| DNB BANK ASA N/C, Variable rate, due 12/02/2022 |
|
23329PAD2 |
6,000,000 |
$6,026,613.12 |
0.14% |
| DUKE ENERGY CORP N/C, Variable rate, due 03/11/2022 |
|
26441CBD6 |
5,900,000 |
$5,906,755.62 |
0.14% |
| ING GROEP NV N/C, Variable rate, due 10/02/2023 |
|
456837AL7 |
6,000,000 |
$6,080,623.56 |
0.14% |
| JP Morgan Mortgage Trust Series 2020-2, Class A11, Variable rate, due 07/25/2050 |
|
46591TBB9 |
5,832,137 |
$5,840,094.68 |
0.14% |
| MICROCHIP TECHNOLOGY INC 0.983%, due 09/01/2024 |
|
595017AX2 |
5,820,000 |
$5,737,717.83 |
0.14% |
| NISOURCE INC 0%, due 01/18/2022 |
|
65478KAJ0 |
5,950,000 |
$5,948,223.21 |
0.14% |
| ONEOK PARTNERS LP 3.375%, due 10/01/2022 |
|
68268NAJ2 |
5,650,000 |
$5,751,776.67 |
0.14% |
| PERNOD RICARD SA 4.25%, due 07/15/2022 |
|
714264AH1 |
5,955,000 |
$6,090,004.61 |
0.14% |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ Variable rate, due 03/11/2024 |
|
82620KBB8 |
6,000,000 |
$6,020,699.22 |
0.14% |
| THERMO FISHER SCIENTIFIC Variable rate, due 04/18/2023 |
|
883556CN0 |
6,000,000 |
$5,999,184.66 |
0.14% |
| WELLS FARGO & COMPANY N/C, 3.45%, due 02/13/2023 |
|
94974BFJ4 |
5,775,000 |
$5,954,883.34 |
0.14% |
| ATHENE GLOBAL FUNDING N/C, 3%, due 07/01/2022 |
|
04685A2E0 |
5,246,000 |
$5,315,463.60 |
0.13% |
| AUTOZONE INC 3.70%, due 04/15/2022 |
|
053332AM4 |
5,682,000 |
$5,702,018.02 |
0.13% |
| BMW FINANCE NV N/C, Variable rate, due 08/12/2022 |
|
05600LAD8 |
5,500,000 |
$5,527,659.28 |
0.13% |
| CAPITAL ONE NA Variable rate, due 08/08/2022 |
|
14042RHB0 |
5,385,000 |
$5,401,892.64 |
0.13% |
| CITIGROUP INC Variable rate, due 07/24/2023 |
|
172967LM1 |
5,500,000 |
$5,573,106.28 |
0.13% |
| ENBRIDGE INC 0.55%, due 10/04/2023 |
|
29250NBG9 |
5,442,000 |
$5,402,957.95 |
0.13% |
| JP Morgan Mortgage Trust Series 2019-INV1, Class A11, Variable rate, due 10/25/2049 |
|
46591DBF5 |
5,284,559 |
$5,314,524.72 |
0.13% |
| LLOYDS BANK PLC N/C, 2.25%, due 08/14/2022 |
|
53944VAS8 |
5,259,000 |
$5,323,318.84 |
0.13% |
| NATWEST MARKETS PLC N/C, 3.625%, due 09/29/2022 |
|
63906AAA8 |
5,440,000 |
$5,577,838.93 |
0.13% |
| NUTRIEN LTD 1.90%, due 05/13/2023 |
|
67077MAV0 |
5,575,000 |
$5,651,040.71 |
0.13% |
| AMGEN INC 2.65%, due 05/11/2022 |
|
031162CP3 |
5,155,000 |
$5,192,803.31 |
0.12% |
| ANALOG DEVICES INC N/C, Variable rate, due 10/01/2024 |
|
032654AT2 |
5,000,000 |
$4,994,631.10 |
0.12% |
| ATHENE GLOBAL FUNDING N/C, Variable rate, due 05/24/2024 |
|
04685A2X8 |
5,000,000 |
$5,014,263.10 |
0.12% |
| BANK OF AMERICA CORP Variable rate, due 03/05/2024 |
|
06051GHF9 |
5,000,000 |
$5,158,498.20 |
0.12% |
| BANQUE FEDERATIVE DU CREDIT MUTUEL N/C, Variable rate, due 02/04/2025 |
|
06675FAW7 |
5,000,000 |
$4,994,383.80 |
0.12% |
| CANADIAN PACIFIC RAILWAY 1.35%, due 12/02/2024 |
|
13645RBD5 |
5,000,000 |
$4,998,984.75 |
0.12% |
| CREDIT SUISSE GROUP AG Variable rate, due 12/14/2023 |
|
225401AD0 |
5,000,000 |
$5,091,975.20 |
0.12% |
| CREDIT SUISSE NEW YORK N/C, 0.52%, due 08/09/2023 |
|
22550L2F7 |
5,000,000 |
$4,971,660.50 |
0.12% |
| DAIMLER TRUCKS FINAN NA N/C, Variable rate, due 12/14/2023 |
|
233853AC4 |
5,000,000 |
$5,008,575.20 |
0.12% |
| DANSKE BANK A/S 0.976%, due 09/10/2025 |
|
23636ABA8 |
5,000,000 |
$4,926,570.25 |
0.12% |
| DEUTSCHE BANK NY N/C, 3.95%, due 02/27/2023 |
|
251526BR9 |
4,992,000 |
$5,165,049.13 |
0.12% |
| Exeter Automobile Receivables Trust Series 2021-4A, Class A2, 0.47%, due 04/15/2024 |
|
30165JAB2 |
5,000,000 |
$4,999,379.00 |
0.12% |
| FIFTH THIRD BANCORP 2.60%, due 06/15/2022 |
|
316773CU2 |
5,000,000 |
$5,048,496.10 |
0.12% |
| GENERAL MOTORS FINL CO 0%, due 01/26/2022 |
|
37046UAS0 |
5,000,000 |
$4,997,024.80 |
0.12% |
| JABIL INC 0%, due 01/11/2022 |
|
46652MAB1 |
5,000,000 |
$4,997,749.90 |
0.12% |
| JP Morgan Mortgage Trust Series 2019-7 Class A11, Variable rate, due 02/25/2050 |
|
46651GAL3 |
5,049,484 |
$5,061,039.17 |
0.12% |
| MACQUARIE GROUP LTD Variable rate, due 10/14/2025 |
|
55608JBB3 |
5,000,000 |
$5,003,485.00 |
0.12% |
| MARTIN MARIETTA MATERIALS 0.65%, due 07/15/2023 |
|
573284AY2 |
5,000,000 |
$4,984,712.50 |
0.12% |
| Mercedes-Benz Auto Lease Trust Series 2019-B, Class A3, 2.03%, due 10/17/2022 |
|
58769QAC5 |
5,265,327 |
$5,277,276.69 |
0.12% |
| MYLAN INC 3.125%, due 01/15/2023 |
|
628530AV9 |
4,800,000 |
$4,909,636.37 |
0.12% |
| NATIONAL BANK OF CANADA N/C, Variable rate, due 08/06/2024 |
|
63307A2Q7 |
5,000,000 |
$5,001,863.75 |
0.12% |
| NEXTERA ENERGY CAPITAL N/C, Variable rate, due 03/01/2023 |
|
65339KBV1 |
5,260,000 |
$5,264,147.79 |
0.12% |
| OSCAR US Funding Trust Series 2018-2A, Class A4, 3.63%, due 09/10/2025 |
|
68784XAE6 |
4,840,371 |
$4,940,983.51 |
0.12% |
| OTIS WORLDWIDE CORP Variable rate, due 04/05/2023 |
|
68902VAG2 |
5,000,000 |
$5,000,173.90 |
0.12% |
| PRINCIPAL LIFE GLOBAL FUNDING II N/C, Variable rate, due 08/23/2024 |
|
74256LER6 |
5,000,000 |
$5,002,052.05 |
0.12% |
| PUBLIC SERVICE ENTERPRISE 0.841%, due 11/08/2023 |
|
744573AT3 |
5,000,000 |
$4,970,447.45 |
0.12% |
| SOUTHERN CALIF GAS CO Variable rate, due 09/14/2023 |
|
842434CV2 |
5,000,000 |
$4,996,863.45 |
0.12% |
| THE WALT DISNEY COMPANY N/C, Variable rate, due 09/01/2022 |
|
254687FH4 |
5,000,000 |
$5,009,341.60 |
0.12% |
| TRUIST BANK Variable rate, due 01/17/2024 |
|
89788JAD1 |
5,000,000 |
$4,990,926.25 |
0.12% |
| U.S. Treasury Note, 0.125%, due 04/30/2022 |
|
912828ZM5 |
5,000,000 |
$5,000,720.50 |
0.12% |
| UBS AG LONDON N/C, Variable rate, due 08/09/2024 |
|
902674YL8 |
5,000,000 |
$5,019,573.90 |
0.12% |
| VOLKSWAGEN GROUP AMERICA 3.125%, due 05/12/2023 |
|
928668BD3 |
5,000,000 |
$5,154,198.90 |
0.12% |
| WALGREENS BOOTS ALLIANCE 0%, due 01/21/2022 |
|
93142XAM3 |
5,000,000 |
$4,998,147.15 |
0.12% |
| WALGREENS BOOTS ALLIANCE 0%, due 01/26/2022 |
|
93142XAS0 |
4,900,000 |
$4,897,917.40 |
0.12% |
| WESTPAC BANKING CORP N/C, Variable rate, due 06/28/2022 |
|
961214DR1 |
5,000,000 |
$5,018,304.50 |
0.12% |
| AERCAP IRELAND CAP/GLOBAL 3.95%, due 02/01/2022 |
|
00772BAR2 |
4,775,000 |
$4,785,879.21 |
0.11% |
| CADENCE DESIGN SYS INC 4.375%, due 10/15/2024 |
|
127387AL2 |
4,192,000 |
$4,538,857.61 |
0.11% |
| DT Auto Owner Trust Series 2020-3A, Class A, 0.54%, due 04/15/2024 |
|
26253AAA4 |
4,845,471 |
$4,847,986.42 |
0.11% |
| OSCAR US Funding Trust Series 2019-2A, Class A3, 2.59%, due 09/11/2023 |
|
68784EAC2 |
4,828,736 |
$4,862,427.35 |
0.11% |
| SUMITOMO MITSUI FINL GRP N/C, 3.102%, due 01/17/2023 |
|
86562MAX8 |
4,607,000 |
$4,728,488.11 |
0.11% |
| COMM Mortgage Trust Series 2013-CR9, Class ASB, 3.834%, due 07/10/2045 |
|
12625UBA0 |
4,352,167 |
$4,458,387.66 |
0.10% |
| DEUTSCHE BANK NY N/C, 3.30%, due 11/16/2022 |
|
251526BL2 |
4,014,000 |
$4,108,262.66 |
0.10% |
| KNDL Mortgage Trust Series 2019-KNSQ, Class A, Variable rate, due 05/15/2036 |
|
482598AA7 |
4,100,000 |
$4,099,518.66 |
0.10% |
| Onslow Bay Financial LLC Series 2019-EXP3, Class 2A1A, Variable rate, due 10/25/2059 |
|
67113AAZ3 |
4,209,705 |
$4,224,876.54 |
0.10% |
| OSCAR US Funding Trust Series 2019-1A, Class A3, 3.18%, due 05/10/2023 |
|
68784YAD6 |
4,293,673 |
$4,337,576.75 |
0.10% |
| PPL ELECTRIC UTILITIES CORP Variable rate, due 06/24/2024 |
|
69351UAY9 |
4,200,000 |
$4,192,452.73 |
0.10% |
| SUMITOMO MITSUI FINL GRP N/C, Variable rate, due 01/11/2022 |
|
86562MAL4 |
4,139,000 |
$4,142,625.40 |
0.10% |
| VNO Mortgage Trust Series 2012-6AVE, Class A, 2.9956%, due 11/15/2030 |
|
91830CAA6 |
4,028,082 |
$4,095,623.67 |
0.10% |
| AUST & NZ BANKING GROUP N/C, Variable rate, due 11/21/2022 |
|
05252ADE8 |
4,000,000 |
$4,014,623.56 |
0.09% |
| DUKE ENERGY CORP 2.40%, due 08/15/2022 |
|
26441CAW5 |
3,574,000 |
$3,615,017.79 |
0.09% |
| FHLMC Multifamily Structured Pass Through Certs. Series K727, Class A1, 2.632%, due 10/25/2023 |
|
3137FARD2 |
3,832,646 |
$3,880,443.37 |
0.09% |
| Foursight Capital Automobile Receivables Trust Series 2021-1, Class A2, 0.77%, due 08/15/2024 |
|
35105WAC3 |
3,733,639 |
$3,732,972.80 |
0.09% |
| GOLDMAN SACHS GROUP INC Variable rate, due 10/21/2024 |
|
38141GYQ1 |
4,000,000 |
$3,983,214.64 |
0.09% |
| O'REILLY AUTOMOTIVE INC 3.80%, due 09/01/2022 |
|
67103HAC1 |
3,957,000 |
$4,018,028.31 |
0.09% |
| PACIFIC GAS & ELECTRIC Variable rate, due 06/16/2022 |
|
694308JD0 |
4,018,000 |
$4,018,283.79 |
0.09% |
| RELIANCE STAND LIFE II 2.625%, due 07/22/2022 |
|
75951AAK4 |
3,625,000 |
$3,672,095.35 |
0.09% |
| SKANDINAVISKA ENSKILDA N/C, Variable rate, due 12/12/2022 |
|
83051GAL2 |
4,000,000 |
$4,023,485.88 |
0.09% |
| SOUTHERN CAL EDISON 0.70%, due 08/01/2023 |
|
842400HH9 |
4,000,000 |
$3,983,818.96 |
0.09% |
| SOUTHERN CAL EDISON N/C, Variable rate, due 06/13/2022 |
|
842400HE6 |
4,000,000 |
$4,001,773.80 |
0.09% |
| American Credit Acceptance Receivables Trust Series 2020-4, Class A, 0.72%, due 02/13/2024 |
|
02530QAA5 |
3,592,114 |
$3,592,912.96 |
0.08% |
| BARCLAYS BANK PLC 1.70%, due 05/12/2022 |
|
06739GCR8 |
3,181,000 |
$3,194,271.23 |
0.08% |
| COLT Funding LLC Series 2020-1, Class A1, Variable rate, due 02/25/2050 |
|
12597KAA7 |
3,298,846 |
$3,301,216.94 |
0.08% |
| Fannie Mae Series 2014-20, Class NA, 3%, due 06/25/2033 |
|
3136AJSW7 |
3,177,156 |
$3,287,370.40 |
0.08% |
| Fannie Mae Series 2015-28, Class GC, 2.50%, due 06/25/2034 |
|
3136ANVJ3 |
3,142,770 |
$3,202,166.09 |
0.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series K036, Class A1, 2.777%, due 04/25/2023 |
|
3137B7EZ8 |
3,196,145 |
$3,249,085.43 |
0.08% |
| FHLMC Multifamily Structured Pass Through Certs. Series KSMC, Class A1, 1.954%, due 01/25/2023 |
|
3137B04X9 |
3,482,781 |
$3,512,526.10 |
0.08% |
| HYUNDAI CAPITAL AMERICA 3.10%, due 04/05/2022 |
|
44891AAM9 |
3,470,000 |
$3,496,972.63 |
0.08% |
| MIZUHO FINANCIAL GROUP Variable rate, due 09/08/2024 |
|
60687YBJ7 |
3,306,000 |
$3,294,974.62 |
0.08% |
| BMW FINANCE NV 2.25%, due 08/12/2022 |
|
05600LAA4 |
2,809,000 |
$2,841,936.87 |
0.07% |
| BRIGHTHSE FIN GLBL FUND N/C, Variable rate, due 04/12/2024 |
|
10921U2B3 |
3,000,000 |
$3,020,341.41 |
0.07% |
| CATERPILLAR FINL SERVICE 0.95%, due 05/13/2022 |
|
14913R2B2 |
3,000,000 |
$3,008,299.77 |
0.07% |
| CIM Trust Series 2019-INV1, Class A2, Variable rate, due 02/25/2049 |
|
12555DAB1 |
2,761,734 |
$2,765,248.99 |
0.07% |
| DUKE ENERGY CORP Variable rate, due 06/10/2023 |
|
26441CBK0 |
3,000,000 |
$2,998,263.48 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series K032, Class A1, 3.016%, due 02/25/2023 |
|
3137B4GX8 |
2,893,475 |
$2,931,175.43 |
0.07% |
| FHLMC Multifamily Structured Pass Through Certs. Series K034, Class A1, 2.669%, due 02/25/2023 |
|
3137B5JL8 |
2,886,739 |
$2,915,723.94 |
0.07% |
| GENERAL MOTORS FINL CO 3.15%, due 06/30/2022 |
|
37045XBY1 |
2,994,000 |
$3,030,649.74 |
0.07% |
| GS Mortgage Securities Trust Series 2013-GC10, Class A5, 2.943%, due 02/10/2046 |
|
36192CAE5 |
2,725,000 |
$2,779,130.49 |
0.07% |
| HYATT HOTELS CORP 1.30%, due 10/01/2023 |
|
448579AL6 |
3,000,000 |
$2,998,668.93 |
0.07% |
| ING GROEP NV N/C, Variable rate, due 03/29/2022 |
|
456837AJ2 |
2,980,000 |
$2,989,550.00 |
0.07% |
| NISSAN MOTOR ACCEPTANCE N/C, Variable rate, due 03/08/2024 |
|
654740BR9 |
3,000,000 |
$2,997,841.56 |
0.07% |
| Onslow Bay Financial LLC Series 2020-INV1, Class A11, Variable rate, due 12/25/2049 |
|
67113CAL0 |
2,878,796 |
$2,882,458.67 |
0.07% |
| THE BOEING CO 2.125%, due 03/01/2022 |
|
097023BT1 |
2,919,000 |
$2,923,168.97 |
0.07% |
| TRUIST BANK Variable rate, due 03/09/2023 |
|
89788JAC3 |
3,000,000 |
$3,020,748.36 |
0.07% |
| UBS AG LONDON N/C, Variable rate, due 06/01/2023 |
|
902674YG9 |
3,000,000 |
$3,001,394.67 |
0.07% |
| UBS Commercial Mortgage Trust Series 2012-C1, Class A3, 3.40%, due 05/10/2045 |
|
90269GAC5 |
2,994,336 |
$2,994,878.20 |
0.07% |
| Verus Securitization Trust Series 2019-4, Class A2, Variable rate, due 11/25/2059 |
|
92537KAB0 |
3,034,382 |
$3,103,693.48 |
0.07% |
| WESTLAKE CHEMICAL CORP 0.875%, due 08/15/2024 |
|
960413AX0 |
3,140,000 |
$3,102,687.41 |
0.07% |
| World OMNI Select Auto Trust Series 2020-A, Class A2, 0.74%, due 06/17/2024 |
|
98163DAB4 |
3,074,553 |
$3,075,586.32 |
0.07% |
| ANZ NEW ZEALAND INTL/LDN N/C, Variable rate, due 01/25/2022 |
|
00182EBD0 |
2,500,000 |
$2,503,177.98 |
0.06% |
| BARCLAYS PLC Variable rate, due 05/16/2024 |
|
06738EBB0 |
2,343,000 |
$2,454,952.29 |
0.06% |
| FHLMC Multifamily Structured Pass Through Certs. Series K027, Class A1, 1.785%, due 09/25/2022 |
|
3137B1UF7 |
2,362,344 |
$2,371,173.41 |
0.06% |
| INTERCONTINENTALEXCHANGE 2.35%, due 09/15/2022 |
|
45866FAE4 |
2,500,000 |
$2,531,676.25 |
0.06% |
| MVW Owner Trust Series 2018-1A, Class A, 3.45%, due 01/21/2036 |
|
62848BAA9 |
2,441,622 |
$2,509,089.11 |
0.06% |
| Towd Point Mortgage Trust Series 2016-2, Class A1, Variable rate, due 08/25/2055 |
|
89172PAA7 |
2,354,243 |
$2,365,419.38 |
0.06% |
| Westlake Automobile Receivables Trust 2020-1 Series 2020-1A, Class A2, 1.44%, due 09/15/2023 |
|
96042KAB9 |
2,422,533 |
$2,425,517.55 |
0.06% |
| AUTODESK INC 3.60%, due 12/15/2022 |
|
052769AB2 |
2,270,000 |
$2,320,991.55 |
0.05% |
| CONAGRA BRANDS INC 0%, due 12/06/2021 |
|
20600GZ66 |
2,000,000 |
$2,000,000.00 |
0.05% |
| ENBRIDGE INC Variable rate, due 02/17/2023 |
|
29250NBD6 |
2,000,000 |
$2,000,172.34 |
0.05% |
| FISERV INC 3.50%, due 10/01/2022 |
|
337738AM0 |
1,977,000 |
$2,010,312.91 |
0.05% |
| HSBC HOLDINGS PLC Variable rate, due 03/13/2023 |
|
404280BJ7 |
2,000,000 |
$2,013,263.36 |
0.05% |
| MET LIFE GLOB FUNDING I N/C, Variable rate, due 01/13/2023 |
|
59217GEF2 |
2,000,000 |
$2,008,430.70 |
0.05% |
| NATWEST MARKETS PLC N/C, Variable rate, due 09/29/2022 |
|
63906AAB6 |
2,175,000 |
$2,200,053.47 |
0.05% |
| ROPER TECHNOLOGIES INC 3.125%, due 11/15/2022 |
|
776696AE6 |
2,294,000 |
$2,332,667.89 |
0.05% |
| Verus Securitization Trust Series 2019-INV2, Class A2, Variable rate, due 07/25/2059 |
|
92537HAB7 |
1,904,427 |
$1,917,389.40 |
0.05% |
| AMGEN INC 2.70%, due 05/01/2022 |
|
031162BX7 |
1,530,000 |
$1,537,978.52 |
0.04% |
| CarMax Auto Owner Trust Series 2020-3, Class A2A, 0.71%, due 06/15/2023 |
|
14315FAB3 |
1,862,355 |
$1,862,632.86 |
0.04% |
| Fannie Mae Series 2013-74, Class EL, 3%, due 04/25/2041 |
|
3136AE6R3 |
1,653,001 |
$1,666,810.90 |
0.04% |
| FREMF Mortgage Trust Series 2012-K19, Class B, Variable rate, due 05/25/2045 |
|
30290MAN7 |
1,895,000 |
$1,902,790.35 |
0.04% |
| GLS Auto Receivables Trust Series 2020-4A, Class A, 0.52%, due 02/15/2024 |
|
36261EAA5 |
1,567,422 |
$1,567,954.80 |
0.04% |
| HP INC 4.05%, due 09/15/2022 |
|
428236BX0 |
1,660,000 |
$1,707,056.30 |
0.04% |
| JP Morgan Mortgage Trust Series 2019-LTV2, Class A11, Variable rate, due 12/25/2049 |
|
46651AAL6 |
1,711,416 |
$1,714,779.06 |
0.04% |
| JP Morgan Mortgage Trust Series 2020-LTV1, Class A11, Variable rate, due 06/25/2050 |
|
46591NBC0 |
1,606,755 |
$1,614,008.02 |
0.04% |
| MITSUBISHI UFJ FIN GRP N/C, Variable rate, due 02/22/2022 |
|
606822AK0 |
1,500,000 |
$1,502,434.20 |
0.04% |
| OSCAR US Funding Trust Series 2018-1A, Class A4, 3.50%, due 05/12/2025 |
|
68784CAE2 |
1,826,401 |
$1,854,491.05 |
0.04% |
| THE BOEING CO 1.167%, due 02/04/2023 |
|
097023DD4 |
1,676,000 |
$1,676,779.91 |
0.04% |
| Towd Point Mortgage Trust Series 2015-6, Class A1B, Variable rate, due 04/25/2055 |
|
89172RAR6 |
1,494,632 |
$1,496,383.97 |
0.04% |
| Verus Securitization Trust Series 2020-4, Class A2, Variable rate, due 05/25/2065 |
|
92538LAB7 |
1,824,592 |
$1,828,391.92 |
0.04% |
| CANADIAN NATL RESOURCES 2.95%, due 01/15/2023 |
|
136385AW1 |
1,250,000 |
$1,275,644.90 |
0.03% |
| CENTERPOINT ENER HOUSTON 2.25%, due 08/01/2022 |
|
15189XAL2 |
1,360,000 |
$1,370,364.76 |
0.03% |
| CIGNA CORP 3.75%, due 07/15/2023 |
|
125523AF7 |
1,129,000 |
$1,176,888.75 |
0.03% |
| CIM Trust Series 2019-INV2, Class A11, Variable rate, due 05/25/2049 |
|
12554TAL5 |
1,183,808 |
$1,185,611.18 |
0.03% |
| JP Morgan Mortgage Trust Series 2019-LTV3, Class A, Variable rate, due 03/25/2050 |
|
46651HBC0 |
1,250,600 |
$1,251,593.86 |
0.03% |
| KROGER CO 3.40%, due 04/15/2022 |
|
501044CQ2 |
1,432,000 |
$1,436,571.56 |
0.03% |
| OSCAR US Funding Trust Series 2017-2A, Class A4, 2.76%, due 12/10/2024 |
|
68784AAE6 |
1,106,779 |
$1,118,934.73 |
0.03% |
| PENSKE TRUCK LEASING/PTL 4.875%, due 07/11/2022 |
|
709599AH7 |
1,440,000 |
$1,475,783.36 |
0.03% |
| Residential Mortgage Loan Trust Series 2019-3, Class A2, Variable rate, due 09/25/2059 |
|
76119NAB3 |
1,073,793 |
$1,078,422.77 |
0.03% |
| RYDER SYSTEM INC 2.80%, due 03/01/2022 |
|
78355HKD0 |
1,312,000 |
$1,316,301.47 |
0.03% |
| SANTANDER UK GROUP HLDGS 3.571%, due 01/10/2023 |
|
80281LAF2 |
1,300,000 |
$1,303,170.91 |
0.03% |
| SHERWIN-WILLIAMS CO 2.75%, due 06/01/2022 |
|
824348AU0 |
1,275,000 |
$1,286,378.66 |
0.03% |
| BANK OF AMERICA CORP Variable rate, due 03/05/2024 |
|
06051GHE2 |
1,000,000 |
$1,006,742.12 |
0.02% |
| Citigroup Commercial Mortgage Trust Series 2012-GC8, Class AAB, 2.608%, due 09/10/2045 |
|
17318UAE4 |
650,570 |
$652,752.60 |
0.02% |
| CITIZENS BANK NA/RI 2.65%, due 05/26/2022 |
|
17401QAL5 |
750,000 |
$756,311.46 |
0.02% |
| COLT Funding LLC Series 2020-1R, Class A2, Variable rate, due 09/25/2065 |
|
12597VAB1 |
939,828 |
$941,259.98 |
0.02% |
| DAIMLER TRUCKS FINAN NA 1.125%, due 12/14/2023 |
|
233853AB6 |
1,000,000 |
$998,912.09 |
0.02% |
| FMC CORP 3.95%, due 02/01/2022 |
|
302491AR6 |
1,000,000 |
$1,001,358.01 |
0.02% |
| FREDDIE MAC Series 2783, Class YB, 5%, due 04/15/2024 |
|
31394X5K8 |
901,468 |
$928,820.83 |
0.02% |
| Nationstar Home Equity Loan Trust Series 2006-B, Class AV4, Variable rate, due 09/25/2036 |
|
63860FAD5 |
706,484 |
$706,671.55 |
0.02% |
| PACIFIC GAS & ELECTRIC N/C, Variable rate, due 11/14/2022 |
|
694308JX6 |
1,000,000 |
$1,000,615.85 |
0.02% |
| THERMO FISHER SCIENTIFIC Variable rate, due 10/18/2024 |
|
883556CQ3 |
1,000,000 |
$1,001,292.32 |
0.02% |
| American Credit Acceptance Receivables Trust Series 2020-3, Class A, 1.16%, due 10/13/2023 |
|
025297AA0 |
261,565 |
$261,582.84 |
0.01% |
| Countrywide Asset-Backed Certificates Series 2004-SD4, Class M1, Variable rate, due 12/25/2034 |
|
126673SE3 |
593,916 |
$594,603.70 |
0.01% |
| Exeter Automobile Receivables Trust Series 2020-3A, Class A3, 0.78%, due 10/16/2023 |
|
30166NAC0 |
532,709 |
$532,764.76 |
0.01% |
| Fannie Mae FN BM1299, 5%, due 03/01/2027 |
|
3140J5NR6 |
235,683 |
$244,599.96 |
0.01% |
| FREDDIE MAC Series 2723, Class KN, 5%, due 12/15/2023 |
|
31394MU65 |
566,790 |
$581,944.11 |
0.01% |
| Freddie Mac Series 4387, Class DE, 2%, due 01/15/2032 |
|
3137BDYB6 |
515,067 |
$522,264.42 |
0.01% |
| JP Morgan Mortgage Trust Series 2019-8, Class A11, Variable rate, due 03/25/2050 |
|
46591KAZ6 |
348,662 |
$349,483.61 |
0.01% |
| Mill City Mortgage Trust Series 2016-1, Class A1, Variable rate, due 04/25/2057 |
|
59980TAA4 |
250,124 |
$250,370.90 |
0.01% |
| Onslow Bay Financial LLC Series 2020-EXP1, Class 2A1A, Variable rate, due 02/25/2060 |
|
67448TBC8 |
468,599 |
$469,684.33 |
0.01% |
| Santander Consumer Auto Receivables Trust Series 2020-AA, Class A, 1.37%, due 10/15/2024 |
|
80281MAA1 |
425,414 |
$426,966.02 |
0.01% |
| Securitized Term Auto Receivables Trust Series 2019-1A, Class A3, 2.986%, due 02/27/2023 |
|
81377DAC0 |
625,711 |
$627,729.86 |
0.01% |
| Towd Point Mortgage Trust Series 2016-3, Class A1, Variable rate, due 04/25/2056 |
|
89172YAA8 |
383,998 |
$384,662.23 |
0.01% |
| Fannie Mae FN 888932, 4.50%, due 11/01/2022 |
|
31410GSV6 |
5 |
$5.72 |
0.00% |
| Fannie Mae FN 890403, 6%, due 05/01/2023 |
|
31410LGL0 |
3,189 |
$3,222.74 |
0.00% |
| Fannie Mae FN 962078, 4.50%, due 03/01/2023 |
|
31414CJX7 |
33,392 |
$34,914.48 |
0.00% |
| Fannie Mae FN AD0285, 5%, due 09/01/2022 |
|
31418MJ78 |
8 |
$8.79 |
0.00% |
| Fannie Mae FN AD0402, 5%, due 02/01/2023 |
|
31418MNU2 |
7 |
$6.76 |
0.00% |
| Fannie Mae FN AE0237, 5.50%, due 11/01/2023 |
|
31419AHP5 |
177 |
$178.43 |
0.00% |
| Fannie Mae FN AE0812, 5%, due 07/01/2025 |
|
31419A3W5 |
5,746 |
$5,963.82 |
0.00% |
| Fannie Mae FN AL5764, 5%, due 09/01/2025 |
|
3138ENMN6 |
29,597 |
$30,716.52 |
0.00% |
| Fannie Mae FN AL5812, 5.50%, due 05/01/2025 |
|
3138ENN62 |
14,335 |
$14,467.14 |
0.00% |
| Fannie Mae FN AL6212, 4.50%, due 01/01/2027 |
|
3138EN3W7 |
11,146 |
$11,648.82 |
0.00% |
| Fannie Mae FN AL6798, 5%, due 09/01/2025 |
|
3138EPRU0 |
35,426 |
$36,766.55 |
0.00% |
| Fannie Mae FN AL8539, 4.50%, due 01/01/2027 |
|
3138ETPZ3 |
64 |
$66.58 |
0.00% |
| Fannie Mae FN MA1030, 3%, due 04/01/2022 |
|
31418AEC8 |
28,071 |
$29,405.24 |
0.00% |
| FANNIE MAE Series 2009-14, Class EB, 4.50%, due 03/25/2024 |
|
31397NHX6 |
2,626 |
$2,673.68 |
0.00% |
| FANNIE MAE Series 2009-52, Class AJ, 4%, due 07/25/2024 |
|
31396QKJ7 |
1,318 |
$1,337.93 |
0.00% |
| FANNIE MAE Series 2011-15, Class HT, 5.50%, due 03/25/2026 |
|
31397QXH6 |
23 |
$23.16 |
0.00% |
| Ford Credit Auto Lease Trust Series 2020-B, Class A2A, 0.96%, due 12/15/2022 |
|
34531RAB3 |
55,770 |
$55,774.49 |
0.00% |
| Freddie Mac FG G13204, 6%, due 11/01/2022 |
|
3128MBX93 |
199 |
$200.47 |
0.00% |
| Freddie Mac FG G15435, 5%, due 11/01/2024 |
|
3128MEHL8 |
15,085 |
$15,658.15 |
0.00% |
| Freddie Mac FG G15821, 5%, due 07/01/2025 |
|
3128MEVN8 |
6,825 |
$7,085.05 |
0.00% |
| Freddie Mac FG G15874, 5%, due 06/01/2026 |
|
3128MEXB2 |
13,767 |
$14,290.93 |
0.00% |
| FREDDIE MAC Series 4011, Class KM, 2%, due 03/15/2022 |
|
3137AMYK7 |
2,870 |
$2,872.72 |
0.00% |
| GNMA GN 783524, 5%, due 09/15/2024 |
|
36241L4H6 |
10,688 |
$10,929.13 |
0.00% |
| GSAA Home Equity Trust Series 2005-MTR1, Class A4, Variable rate, due 10/25/2035 |
|
362341UC1 |
172,000 |
$172,309.63 |
0.00% |
| Verizon Owner Trust Series 2018-A, Class A1A, 3.23%, due 04/20/2023 |
|
92348XAA3 |
118,558 |
$118,771.73 |
0.00% |
| US Dollar |
$USD |
|
-43,914,730 |
($43,914,730.22) |
-1.03% |
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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