Current holdings
Data for period
30 Sep 23
(Last reporting period)
Total assets
$183.60 mm
Liabilities
$4.01 mm
Net assets
$179.59 mm
Number of holdings
86.00
Holding trends
Total assets and liabilities
Assets
Liabilities
Total number of holdings
Holdings history data
$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.
Holding | Jun 20 | Sep 20 | Dec 20 | Mar 21 | Jun 21 | Sep 21 | Dec 21 | Mar 22 | Jun 22 | Sep 22 | Dec 22 | Mar 23 | Jun 23 | Sep 23 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AbbVie Inc. | ||||||||||||||
Ally Auto Receivables Trust 2022-1 | ||||||||||||||
Ally Auto Receivables Trust 2023-1 | ||||||||||||||
American Express Company | ||||||||||||||
American Tower Corporation | ||||||||||||||
Amgen Inc. | ||||||||||||||
Analog Devices, Inc. | ||||||||||||||
AstraZeneca PLC | ||||||||||||||
AT&T Inc. | ||||||||||||||
Bank of America Auto Trust 2023-1 | ||||||||||||||
Bank of America Corporation | ||||||||||||||
Baxter International Inc. | ||||||||||||||
Blackstone Inc. | ||||||||||||||
BMW Vehicle Owner Trust 2022-A | ||||||||||||||
BMW Vehicle Owner Trust 2023-A | ||||||||||||||
Bristol-Myers Squibb Company | ||||||||||||||
Canadian Pacer Auto Receivables Trust 2021-1 | ||||||||||||||
Capital One Financial Corporation | ||||||||||||||
Capital One Multi-Asset Execution Trust | ||||||||||||||
Capital One Prime Auto Receivables Trust 2022-1 | ||||||||||||||
Capital One, National Association | ||||||||||||||
Caterpillar Financial Services Corporation | ||||||||||||||
CCG Receivables Trust 2021-2 | ||||||||||||||
CenterPoint Energy Resources Corp. | ||||||||||||||
Chevron Corporation | ||||||||||||||
CHICAGO BOARD OF TRADE | ||||||||||||||
CHICAGO MERCANTILE EXCHANGE | ||||||||||||||
Cisco Systems, Inc. | ||||||||||||||
Citibank Credit Card Issuance Trust | ||||||||||||||
Citigroup Inc. | ||||||||||||||
Citizens Auto Receivables Trust 2023-1 | ||||||||||||||
Citizens Auto Receivables Trust 2023-2 | ||||||||||||||
Comcast Corporation | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
COMMODITY EXCHANGE, INC. FUTURE - PHYSICALLY DELIVERED | ||||||||||||||
Daimler Trucks Retail Trust 2023-1 | ||||||||||||||
DLLAA 2023-1 LLC | ||||||||||||||
DLLAD 2023-1 LLC | ||||||||||||||
DLLST 2022-1 LLC | ||||||||||||||
Duke Energy Corporation | ||||||||||||||
Enbridge Inc. | ||||||||||||||
Enterprise Products Operating LLC | ||||||||||||||
Federal Farm Credit Banks Consolidated Systemwide Bonds Federal Farm Credit Banks Consolidated Systemwide Bonds | ||||||||||||||
Federal Farm Credit Banks Consolidated Systemwide Bonds Federal Farm Credit Banks Consolidated Systemwide Bonds | ||||||||||||||
Federal Farm Credit Banks Consolidated Systemwide Bonds Federal Farm Credit Banks Consolidated Systemwide Bonds | ||||||||||||||
Federal Farm Credit Banks Consolidated Systemwide Bonds Federal Farm Credit Banks Consolidated Systemwide Bonds | ||||||||||||||
Federal Farm Credit Banks Funding Corporation | ||||||||||||||
Federal Home Loan Bank of New York Federal Home Loan Bank of New York | ||||||||||||||
Federal Home Loan Bank of New York Federal Home Loan Bank of New York | ||||||||||||||
Federal Home Loan Mortgage Corporation | ||||||||||||||
Federal National Mortgage Association, Inc. | ||||||||||||||
Fifth Third Auto Trust 2019-1 | ||||||||||||||
Fifth Third Auto Trust 2023-1 | ||||||||||||||
Florida Power & Light Company | ||||||||||||||
Ford Credit Auto Lease Trust 2019-B | ||||||||||||||
Ford Credit Auto Lease Trust 2022-A | ||||||||||||||
Ford Credit Auto Owner Trust 2019-A | ||||||||||||||
Ford Credit Auto Owner Trust 2022-B | ||||||||||||||
GECU Auto Receivables Trust 2023-1 | ||||||||||||||
General Electric Capital Corporation | ||||||||||||||
General Motors Financial Company, Inc. | ||||||||||||||
GlaxoSmithKline Capital PLC | ||||||||||||||
GM Financial Automobile Leasing Trust 2019-2 | ||||||||||||||
GM Financial Automobile Leasing Trust 2022-2 | ||||||||||||||
GM Financial Consumer Automobile Receivables Trust 2022-2 | ||||||||||||||
GM Financial Consumer Automobile Receivables Trust 2022-3 | ||||||||||||||
GM Financial Consumer Automobile Receivables Trust 2023-3 | ||||||||||||||
GreatAmerica Financial Services Corporation | ||||||||||||||
GSK Consumer Healthcare Capital US LLC | ||||||||||||||
Harley-Davidson Motorcycle Trust 2023-B | ||||||||||||||
HPEFS Equipment Trust 2022-1 | ||||||||||||||
HPEFS Equipment Trust 2023-2 | ||||||||||||||
Hyundai Auto Lease Securitization Trust 2022-B | ||||||||||||||
Hyundai Auto Lease Securitization Trust 2022-C | ||||||||||||||
Hyundai Auto Lease Securitization Trust 2023-A | ||||||||||||||
Hyundai Auto Receivables Trust 2021-C | ||||||||||||||
Hyundai Auto Receivables Trust 2023-B | ||||||||||||||
INTERCONTINENTAL EXCHANGE | ||||||||||||||
International Business Machines Corporation | ||||||||||||||
JNL Government Money Market Fund | ||||||||||||||
John Deere Capital Corporation | ||||||||||||||
JPMorgan Chase & Co. | ||||||||||||||
LONDON METAL EXCHANGE (LME) | ||||||||||||||
Mercedes-Benz Auto Receivables Trust 2022-1 | ||||||||||||||
Mercedes-Benz Auto Receivables Trust 2023-1 | ||||||||||||||
Mercedes-Benz Finance North America LLC | ||||||||||||||
Microsoft Corporation | ||||||||||||||
Mississippi Power Company | ||||||||||||||
Morgan Stanley | ||||||||||||||
National Rural Utilities Cooperative Finance Corporation | ||||||||||||||
NEW YORK MERCANTILE EXCHANGE (NYMEX) | ||||||||||||||
NextEra Energy Capital Holdings, Inc. | ||||||||||||||
Nissan Auto Lease Trust 2022-A | ||||||||||||||
Nissan Auto Lease Trust 2023-A | ||||||||||||||
Nissan Auto Lease Trust 2023-B | ||||||||||||||
Nissan Auto Receivables 2022-B Owner Trust | ||||||||||||||
NVIDIA Corporation | ||||||||||||||
Oracle Corporation | ||||||||||||||
PepsiCo, Inc. | ||||||||||||||
PPL Electric Utilities Corporation | ||||||||||||||
Protective Life Global Funding | ||||||||||||||
Roche Holdings, Inc. | ||||||||||||||
Royal Bank of Canada | ||||||||||||||
Santander Retail Auto Lease Trust 2022-A | ||||||||||||||
Shell International Finance B.V. | ||||||||||||||
Siemens Financieringsmaatschappij N.V. | ||||||||||||||
Simon Property Group, L.P. | ||||||||||||||
Sky Limited | ||||||||||||||
Southern California Edison Company | ||||||||||||||
Starbucks Corporation | ||||||||||||||
Tesla Auto Lease Trust 2023-B | ||||||||||||||
The Bank of New York Mellon Corporation | ||||||||||||||
The Goldman Sachs Group, Inc. | ||||||||||||||
The Toronto-Dominion Bank | ||||||||||||||
Thermo Fisher Scientific Inc. | ||||||||||||||
Total Capital International | ||||||||||||||
Toyota Auto Receivables 2018-C Owner Trust | ||||||||||||||
Toyota Auto Receivables 2023-A Owner Trust | ||||||||||||||
Toyota Motor Credit Corporation | ||||||||||||||
Treasury, United States Department of | ||||||||||||||
Trillium Credit Card Trust II | ||||||||||||||
Truist Bank | ||||||||||||||
Truist Financial Corporation | ||||||||||||||
U.S. Bancorp | ||||||||||||||
USAA Auto Owner Trust 2019-1 | ||||||||||||||
USAA Auto Owner Trust 2023-A | ||||||||||||||
Verizon Communications Inc. | ||||||||||||||
Verizon Master Trust | ||||||||||||||
Verizon Owner Trust 2019-C | ||||||||||||||
Verizon Owner Trust 2020-A | ||||||||||||||
Verizon Owner Trust 2020-C | ||||||||||||||
Volkswagen Auto Lease Trust 2022-A | ||||||||||||||
Volkswagen Group of America, Inc. Volkswagen Group of America, Inc. | ||||||||||||||
Volkswagen Group of America, Inc. Volkswagen Group of America, Inc. | ||||||||||||||
Warnermedia Holdings, Inc. | ||||||||||||||
Wells Fargo & Company | ||||||||||||||
World Omni Auto Receivables Trust 2018-A | ||||||||||||||
World Omni Auto Receivables Trust 2020-C | ||||||||||||||
World Omni Auto Receivables Trust 2022-B | ||||||||||||||
World Omni Auto Receivables Trust 2022-D | ||||||||||||||
Zoetis Inc. |