Basket Holdings: 167AS OF 03/27/2024

SymbolCompanyWeight
United States Treasury Bills 0%12.50
United States Treasury Bills 0%8.36
United States Treasury Notes 3%5.32
Fidelity Cash Central Fund2.63
Bank of Nova Scotia1.34
Autozone, Inc. 3.625%0.94
AstraZeneca Finance LLC 0.7%0.93
Dell International L.L.C. and EMC Corporation 4%0.93
Bayer US Finance II LLC 3.375%0.93
BX TRUST 2021-MFM10.91
NXP B V / NXP Funding LLC & NXP USA Inc 2.7%0.86
Equitable Financial Life Global Funding 1.1%0.86
Citigroup Inc. 3.106%0.86
Bank of America Corp. 3.36%0.86
The Toronto-Dominion Bank 1.45%0.86
Canadian Imperial Bank of Commerce 2.25%0.86
Citigroup Inc. 4.14%0.85
T-Mobile USA, Inc. 3.5%0.84
Wells Fargo & Co. 3.908%0.84
Truist Financial Corp. 4%0.84
Hyundai Capital America 2.65%0.83
JPMorgan Chase & Co. 2.301%0.79
Bank of America Corp. 2.456%0.79
Wells Fargo & Co. 2.164%0.70
American Express Company 3%0.69
American Honda Finance Corporation 2.15%0.69
CVS Health Corp 2.625%0.69
U.S. Bancorp. 2.4%0.69
Corebridge Financial Inc. 3.5%0.68
AbbVie Inc. 3.85%0.67
Truist Financial Corp.0.67
Ally Financial Inc. 3.875%0.67
Caterpillar Financial Services Corporation0.67
General Motors Financial Company Inc0.67
Morgan Stanley 0.791%0.67
Roper Technologies Inc 2.35%0.66
Humana Inc. 3.85%0.66
MPLX LP 4.875%0.66
Ford Credit Floorplan Master Owner Trust A 2.44%0.66
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 5.91%0.63
Us Dollar0.56
NISSAN AUTO LEASE TRUST 2023-B 5.95%0.54
AT&T Inc 5.539%0.53
Centerpoint Energy Inc0.53
Athene Global Funding0.53
AbbVie Inc. 3.8%0.53
American Honda Finance Corporation 0.55%0.53
Capital One Financial Corp. 4.166%0.53
Mississippi Power Company0.53
Goldman Sachs Group, Inc. 3.5%0.53
The Bank of New York Mellon Corp. 2.1%0.53
TESLA ELECTRIC VEHICLE TRUST 2023-1 5.54%0.53
Royal Bank of Canada0.53
Royal Bank of Canada0.53
Bank of Montreal0.53
The Toronto-Dominion Bank 4.285%0.53
Royal Bank of Canada 5.66%0.53
Enbridge Inc. 2.5%0.52
Bank of America Corp. 3.384%0.52
Canadian Imperial Bank of Commerce 1%0.52
BMW VEHICLE OWNER TRUST 2023-A 5.72%0.51
Net Other Assets0.48
Toyota Motor Credit Corp. 0.5%0.45
Boston Scientific Corporation 1.9%0.44
Otis Worldwide Corp. 2.056%0.44
Eversource Energy 4.2%0.43
Celanese US Holdings Llc 5.9%0.43
American Express Company 6.338%0.43
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 5.58%0.43
Sempra 3.3%0.42
The Western Union Company 2.85%0.42
WarnerMedia Holdings Inc. 3.788%0.42
Moodys Corp. 3.75%0.42
Lowes Companies, Inc. 4%0.42
Oracle Corp. 2.95%0.42
Enterprise Products Operating LLC 3.75%0.42
Canadian Natural Resources Limited 3.9%0.42
CVS Health Corp 4.1%0.42
Truist Financial Corp. 2.5%0.42
HCA Inc. 5.25%0.42
Air Lease Corporation 2.875%0.41
Goldman Sachs Group, Inc. 0.855%0.41
JPMorgan Chase & Co. 2.083%0.41
BMW VEHICLE LEASE TRUST 2023-2 5.95%0.41
EQT Corporation0.40
Capital One Financial Corp.0.40
PNC Financial Services Group Inc. 5.812%0.40
Morgan Stanley 4.679%0.40
Morgan Stanley 0.985%0.40
TIAA Asset Management Finance Company, LLC 4.125%0.40
State Street Corporation 4.857%0.40
Bristol-Myers Squibb Company 2.9%0.40
NXP BV/NXP Funding LLC 5.35%0.40
Amgen Inc. 5.25%0.40
Hyundai Capital America 5.8%0.40
Goldman Sachs Group, Inc. 5.798%0.40
The Williams Companies, Inc. 4.55%0.40
TOYOTA LEASE OWNER TRUST 2024-A 5.33%0.40
Bank of Nova Scotia 5.25%0.40
State Street Corporation 2.901%0.39
Dominion Energy Inc 3.3%0.39
General Motors Financial Company Inc 4.3%0.39
The Cigna Group 1.25%0.39
TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST 5.6%0.38
CARMAX AUTO OWNER TRUST 2023-4 6.08%0.37
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2 5.92%0.32
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.57%0.32
Canadian Natural Resources Limited 2.05%0.31
Wells Fargo & Co. 2.188%0.31
Morgan Stanley 2.188%0.31
JPMorgan Chase & Co. 2.005%0.31
AES Corp. 3.3%0.31
Capital One Financial Corp. 2.636%0.31
Nutrien Ltd 3%0.31
Puget Energy Inc 3.65%0.31
Western Midstream Operating LP0.31
Air Lease Corporation 3.25%0.31
Equitable Financial Life Global Funding 1%0.30
Goldman Sachs Group, Inc. 1.093%0.30
International Flavors & Fragrances Inc. 1.23%0.30
American Tower Corporation 1.3%0.30
Equitable Financial Life Global Funding 1.4%0.30
The East Ohio Gas Company 1.3%0.30
General Motors Financial Company Inc 3.8%0.29
American Tower Corporation 4%0.29
JPMorgan Chase & Co. 4.08%0.29
Discovery Communications, LLC 4.9%0.29
Discovery Communications, LLC 3.9%0.29
HCA Inc. 5.25%0.29
The Cigna Group 5.685%0.29
Celanese US Holdings Llc 6.05%0.29
State Street Corporation 5.751%0.29
Carrier Global Corporation 5.8%0.29
Hyundai Capital America 6.25%0.29
TOYOTA AUTO RECEIVABLES 2023-D OWNER TRUST 5.8%0.29
USAA AUTO OWNER TRUST 2023-A 5.83%0.27
JOHN DEERE OWNER TRUST 2024 5.19%0.27
ALLY AUTO RECEIVABLES TRUST 2024-1 5.32%0.27
CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.43%0.27
American Express Company 2.25%0.26
Dollar Tree Inc 4%0.26
CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.54%0.24
TESLA AUTO LEASE TRUST 2023-A 5.86%0.23
FORD CREDIT AUTO OWNER TRUST 2023-B 5.57%0.21
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 5.12%0.21
WORLD OMNI AUTO RECEIVABLES TRUST 2023-D 5.91%0.21
Tampa Electric Company 3.875%0.19
DLLAD 2023-1 LLC 5.19%0.19
TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST 5.27%0.19
CARMAX AUTO OWNER TRUST 2023-2 5.5%0.16
TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST 5.05%0.14
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 5.2%0.13
Bank of Montreal 5.2%0.13
HYUNDAI AUTO RECEIVABLES TRUST 2022-C 5.35%0.12
TESLA AUTO LEASE TRUST 2023-B 6.02%0.12
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 5.27%0.09
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1 5.19%0.07
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1 5.09%0.06
Nasdaq Inc 5.65%0.05
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4 4.6%0.05
DLLAA 2023-1 LLC 5.93%0.05
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-3 3.5%0.04
CARMAX AUTO OWNER TRUST 0.34%0.04
BMW VEHICLE LEASE TRUST 2023-1 5.27%0.03
FORD CREDIT AUTO LEASE TRUST 2023-A 5.19%0.02
Cash†0.02
CARMAX AUTO OWNER TRUST 2022-3 3.81%0.01

†Part or all of this cash position may represent cash-in-lieu of marketable securities and not actual cash.Click here for more information.

Top basket holdings are as of the date indicated and may not be representative of the fund's current or future investments.