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
Bank of America Corp. 3.36%0.86
Citigroup Inc. 3.106%0.86
Equitable Financial Life Global Funding 1.1%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
Truist Financial Corp. 4%0.84
Wells Fargo & Co. 3.908%0.84
T-Mobile USA, Inc. 3.5%0.84
Hyundai Capital America 2.65%0.83
Bank of America Corp. 2.456%0.79
JPMorgan Chase & Co. 2.301%0.79
Wells Fargo & Co. 2.164%0.70
U.S. Bancorp. 2.4%0.69
CVS Health Corp 2.625%0.69
American Honda Finance Corporation 2.15%0.69
American Express Company 3%0.69
Corebridge Financial Inc. 3.5%0.68
Morgan Stanley 0.791%0.67
General Motors Financial Company Inc0.67
Caterpillar Financial Services Corporation0.67
Ally Financial Inc. 3.875%0.67
Truist Financial Corp.0.67
AbbVie Inc. 3.85%0.67
MPLX LP 4.875%0.66
Humana Inc. 3.85%0.66
Roper Technologies Inc 2.35%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
Athene Global Funding0.53
Centerpoint Energy Inc0.53
Mississippi Power Company0.53
Capital One Financial Corp. 4.166%0.53
AT&T Inc 5.539%0.53
American Honda Finance Corporation 0.55%0.53
AbbVie Inc. 3.8%0.53
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
Bank of Montreal0.53
Royal Bank of Canada0.53
Royal Bank of Canada0.53
The Toronto-Dominion Bank 4.285%0.53
Royal Bank of Canada 5.66%0.53
Bank of America Corp. 3.384%0.52
Enbridge Inc. 2.5%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
Otis Worldwide Corp. 2.056%0.44
Boston Scientific Corporation 1.9%0.44
American Express Company 6.338%0.43
Celanese US Holdings Llc 5.9%0.43
Eversource Energy 4.2%0.43
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 5.58%0.43
HCA Inc. 5.25%0.42
Truist Financial Corp. 2.5%0.42
CVS Health Corp 4.1%0.42
Canadian Natural Resources Limited 3.9%0.42
Enterprise Products Operating LLC 3.75%0.42
Oracle Corp. 2.95%0.42
Lowes Companies, Inc. 4%0.42
Moodys Corp. 3.75%0.42
WarnerMedia Holdings Inc. 3.788%0.42
The Western Union Company 2.85%0.42
Sempra 3.3%0.42
JPMorgan Chase & Co. 2.083%0.41
Goldman Sachs Group, Inc. 0.855%0.41
Air Lease Corporation 2.875%0.41
BMW VEHICLE LEASE TRUST 2023-2 5.95%0.41
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
PNC Financial Services Group Inc. 5.812%0.40
Capital One Financial Corp.0.40
EQT Corporation0.40
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
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.57%0.32
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2 5.92%0.32
Air Lease Corporation 3.25%0.31
Western Midstream Operating LP0.31
Puget Energy Inc 3.65%0.31
Nutrien Ltd 3%0.31
Capital One Financial Corp. 2.636%0.31
AES Corp. 3.3%0.31
JPMorgan Chase & Co. 2.005%0.31
Morgan Stanley 2.188%0.31
Wells Fargo & Co. 2.188%0.31
Canadian Natural Resources Limited 2.05%0.31
The East Ohio Gas Company 1.3%0.30
Equitable Financial Life Global Funding 1.4%0.30
American Tower Corporation 1.3%0.30
International Flavors & Fragrances Inc. 1.23%0.30
Goldman Sachs Group, Inc. 1.093%0.30
Equitable Financial Life Global Funding 1%0.30
Hyundai Capital America 6.25%0.29
Carrier Global Corporation 5.8%0.29
State Street Corporation 5.751%0.29
Celanese US Holdings Llc 6.05%0.29
The Cigna Group 5.685%0.29
HCA Inc. 5.25%0.29
Discovery Communications, LLC 3.9%0.29
Discovery Communications, LLC 4.9%0.29
JPMorgan Chase & Co. 4.08%0.29
American Tower Corporation 4%0.29
General Motors Financial Company Inc 3.8%0.29
TOYOTA AUTO RECEIVABLES 2023-D OWNER TRUST 5.8%0.29
CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.43%0.27
ALLY AUTO RECEIVABLES TRUST 2024-1 5.32%0.27
JOHN DEERE OWNER TRUST 2024 5.19%0.27
USAA AUTO OWNER TRUST 2023-A 5.83%0.27
Dollar Tree Inc 4%0.26
American Express Company 2.25%0.26
CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.54%0.24
TESLA AUTO LEASE TRUST 2023-A 5.86%0.23
WORLD OMNI AUTO RECEIVABLES TRUST 2023-D 5.91%0.21
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 5.12%0.21
FORD CREDIT AUTO OWNER TRUST 2023-B 5.57%0.21
Tampa Electric Company 3.875%0.19
TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST 5.27%0.19
DLLAD 2023-1 LLC 5.19%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
DLLAA 2023-1 LLC 5.93%0.05
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4 4.6%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.