Fidelity Investments Money Market - Money Market Portfolio - Class III
FCOXX
PrimeRetailNet assets
$18.9M
Expense ratio
0.43%
WAM
12
WAL
20
Minimum
$1M
Holding details
7% Treasuries
30% Treasury Repos
14% Agency Repos
8% CDs
15% Non-Negotiable CDs
20% Financial CP
1% Asset-Backed CP
0% Non-Financial CP
2% Other Instruments
Performance
Portfolio Securities
| Security | Cusip | Maturity | Yield | Total Value | %Percent | |
|---|---|---|---|---|---|---|
| Federal Reserve Bank of NY, FEDRESNY G RP 5.3% 9/3/24 | N/A | 9/3/2024 | 5.30% | $12,613,000,000 | 9.42% | |
| Fixed Income Clearing Corp - BNYM, BNY FIT T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $4,035,000,000 | 3.01% | |
| Jpmorgan Secs LLC, MORGNSEC *G RP SOFR+0.02% 9/13/24 | N/A | 9/13/2024 | 5.22% | $3,256,000,000 | 2.43% | |
| Fixed Income Clearing Corp - State Street Bank, SSB FIT T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $3,112,000,000 | 2.33% | |
| Ficc ING Fin Mkts Dvp (Gov), ING FID T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $2,017,000,000 | 1.51% | |
| Fixed Income Clearing Corp - Credit Agricole, CAG FID G RP 5.35% 9/3/24 | N/A | 9/3/2024 | 5.35% | $1,848,000,000 | 1.38% | |
| SMBC Nikko Securities America, Inc., NIKKOGR T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $1,296,000,000 | 0.97% | |
| Fixed Income Clearing Corp - BNP, BNP FIG T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $1,095,000,000 | 0.82% | |
| Fixed Income Clearing Corp - Nomura, NOM FIG G RP 5.33% 9/3/24 | N/A | 9/3/2024 | 5.33% | $980,000,000 | 0.73% | |
| Fixed Income Clearing Corp - Citi, CITG FIG T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $854,000,000 | 0.64% | |
| BNP Paribas, SA, BNP (GR) *G RP 5.33% 9/19/24 | N/A | 9/19/2024 | 5.21% | $815,000,000 | 0.61% | |
| Barclays Bank PLC, BPLCGR *G RP 5.34% 9/19/24 | N/A | 9/19/2024 | 5.22% | $587,000,000 | 0.44% | |
| Barclays Bank PLC, BPLCGR T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $462,000,000 | 0.35% | |
| RBC Dominion Securities, RBCDOMGR *G RP 5.34% 9/19/24 | N/A | 9/19/2024 | 5.22% | $469,000,000 | 0.35% | |
| Ficc Natixis Dvp Repo, NAT FID T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $461,000,000 | 0.34% | |
| BNP Paribas, SA, BNP (GR) *G RP 5.31% 10/1/24 | N/A | 10/1/2024 | 5.20% | $411,000,000 | 0.31% | |
| Ficc Mizuho Secs Gc Repo(Gov), MIZ FIG T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $347,000,000 | 0.26% | |
| MUFG Securities EMEA PLC, MUFSECGR *G RP 5.34% 9/9/24 | N/A | 9/9/2024 | 5.21% | $351,000,000 | 0.26% | |
| BNP Paribas, SA, BNP (GR) *G RP 5.35% 9/19/24 | N/A | 9/19/2024 | 5.23% | $350,000,000 | 0.26% | |
| MUFG Securities EMEA PLC, MUFSECGR *G RP 5.34% 9/19/24 | N/A | 9/19/2024 | 5.22% | $352,000,000 | 0.26% | |
| Lloyds Bank Corp Mrkts, LBCMGR G RP 5.35% 9/3/24 | N/A | 9/3/2024 | 5.35% | $319,000,000 | 0.24% | |
| Mizuho Bank, Ltd., MIZBKGR G RP 5.33% 9/3/24 | N/A | 9/3/2024 | 5.33% | $288,000,000 | 0.22% | |
| Fixed Income Clearing Corp - Credit Agricole, CAG FID T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $277,000,000 | 0.21% | |
| Societe Generale, SOCGENFR G RP 5.35% 9/4/24 | N/A | 9/4/2024 | 5.21% | $284,000,000 | 0.21% | |
| HSBC Securities, Inc. (U.S.A.), HSBCSECS G RP 5.36% 9/3/24 | N/A | 9/3/2024 | 5.36% | $226,000,000 | 0.17% | |
| NatWest Market Securities Inc, NATSECGR G RP 5.36% 9/3/24 | N/A | 9/3/2024 | 5.36% | $226,000,000 | 0.17% | |
| Natixis SA, NATIXGR *G RP 5.34% 9/18/24 | N/A | 9/18/2024 | 5.22% | $234,000,000 | 0.17% | |
| ABN AMRO Bank NV, ABNGR T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $201,000,000 | 0.15% | |
| Goldman Sachs & Co LLC, GOLDMAN T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $198,000,000 | 0.15% | |
| TD Securities (U.S.A.), TDGR T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $170,000,000 | 0.13% | |
| BMO Chicago Branch, BMOCHIGR *G RP 5.32% 9/5/24 | N/A | 9/5/2024 | 5.19% | $175,000,000 | 0.13% | |
| Barclays Capital Inc., BCAP T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $114,000,000 | 0.09% | |
| MUFG Securities EMEA PLC, MUFSECGR T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $115,000,000 | 0.09% | |
| Barclays Bank PLC, BPLCGR *G RP 5.34% 9/19/24 | N/A | 9/19/2024 | 5.22% | $117,000,000 | 0.09% | |
| Goldman Sachs & Co LLC, GOLDMAN *G RP SOFR+0.02% 9/20/24 | N/A | 9/20/2024 | 5.23% | $114,000,000 | 0.09% | |
| Goldman Sachs & Co LLC, GOLDMAN *RP SOFR+0.02% 9/20/24 | N/A | 9/20/2024 | 5.23% | $114,000,000 | 0.09% | |
| BNP Paribas, SA, BNP (GR) *G RP SOFR+0.02% 9/26/24 | N/A | 9/26/2024 | 5.23% | $117,000,000 | 0.09% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 5.33% 9/27/24 | N/A | 9/27/2024 | 5.21% | $117,000,000 | 0.09% | |
| TD Securities (U.S.A.), TDGR G RP 5.33% 9/6/24 | N/A | 9/6/2024 | 5.20% | $113,000,000 | 0.08% | |
| Credit AG, CREDITAG *G RP 5.35% 9/19/24 | N/A | 9/19/2024 | 5.23% | $104,000,000 | 0.08% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 5.34% 9/19/24 | N/A | 9/19/2024 | 5.22% | $100,000,000 | 0.07% | |
| Mizuho Securities U.S.A., Inc., MIZUHO G RP 5.36% 9/3/24 | N/A | 9/3/2024 | 5.36% | $85,000,000 | 0.06% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 5.33% 9/10/24 | N/A | 9/10/2024 | 5.20% | $75,000,000 | 0.06% | |
| NatWest Market Securities Inc, NATSECGR T RP 5.32% 9/3/24 | N/A | 9/3/2024 | 5.32% | $57,000,000 | 0.04% | |
| Societe Generale, SOCGENFR G RP 5.34% 9/5/24 | N/A | 9/5/2024 | 5.21% | $57,000,000 | 0.04% | |
| ING Financial Markets LLC, INGFIN G RP 5.34% 9/6/24 | N/A | 9/6/2024 | 5.21% | $57,000,000 | 0.04% | |
| Bmo Capital Markets Corp, BMOCAP *G RP 5.34% 9/11/24 | N/A | 9/11/2024 | 5.21% | $58,000,000 | 0.04% | |
| BMO Chicago Branch, BMOCHIGR *G RP 5.33% 9/19/24 | N/A | 9/19/2024 | 5.21% | $57,000,000 | 0.04% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 5.33% 9/19/24 | N/A | 9/19/2024 | 5.21% | $52,000,000 | 0.04% | |
| MUFG Securities (Canada), Ltd., MFGCAGR *G RP 5.35% 9/19/24 | N/A | 9/19/2024 | 5.23% | $58,282,636 | 0.04% | |
| ING Financial Markets LLC, INGFIN G RP 5.36% 9/3/24 | N/A | 9/3/2024 | 5.36% | $46,000,000 | 0.03% | |
| ING Financial Markets LLC, INGFIN G RP 5.34% 9/5/24 | N/A | 9/5/2024 | 5.21% | $11,000,000 | 0.01% | |
| Landesbank Baden-Wuerttemberg, LANDESBANK BADEN-WUERT (UNGTD) YCP .0535 09/03/2024 | 5148X0J30 | 9/3/2024 | 0.00% | $3,256,000,000 | 2.43% | |
| BANK OF MONTREAL QUE YCP .0526 10/25/2024 | 06369LKR5 | 10/25/2024 | 5.32% | $1,034,574,125 | 0.77% | |
| Nationwide Building Society, NATIONWIDE BUILDING SOC(UNGTD) YCP .0533 09/05/2024 | 6385E0J53 | 9/5/2024 | 5.45% | $833,259,325 | 0.62% | |
| BPCE SA YCP .05365 09/03/2024 | 05571BJ38 | 9/3/2024 | 5.43% | $653,614,467 | 0.49% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP .0533 09/05/2024 | 13608AJ56 | 9/5/2024 | 5.45% | $520,537,675 | 0.39% | |
| BPCE SA YCP .05365 09/10/2024 | 05571BJA2 | 9/10/2024 | 5.43% | $526,145,522 | 0.39% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .05375 10/25/2024 | 89119AKR8 | 10/25/2024 | 5.30% | $517,797,378 | 0.39% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0537 11/25/2024 | 89119ALR7 | 11/25/2024 | 5.24% | $515,610,355 | 0.39% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP SOFR+23 12/06/2024 | 13608CQH8 | 12/6/2024 | 5.36% | $523,182,161 | 0.39% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK VCP SOFR+20 01/27/2025 | 89120DZG7 | 1/27/2025 | 5.51% | $522,977,563 | 0.39% | |
| BANK OF MONTREAL QUE YCP .0535 12/04/2024 | 06369LM44 | 12/4/2024 | 5.21% | $463,665,669 | 0.35% | |
| National Australia Bank Ltd, NAB VCP SOFR+16 09/06/24 | 63254GD44 | 9/6/2024 | 5.53% | $395,986,298 | 0.30% | |
| National Australia Bank Ltd, NAB VCP SOFR +20 09/27/24 | 63254GD85 | 9/27/2024 | 5.41% | $394,999,289 | 0.30% | |
| Bank of Nova Scotia/The, BANK OF NOVA SCOTIA YCP .0527 10/21/2024 | 06417JKM3 | 10/21/2024 | 5.30% | $392,048,955 | 0.29% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP SOFR+22 02/04/2025 | 13608CQR6 | 2/4/2025 | 5.43% | $376,147,994 | 0.28% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP SOFR+22 02/03/2025 | 13608CQQ8 | 2/3/2025 | 5.43% | $338,133,814 | 0.25% | |
| Australia & New Zealand Banking Group Ltd, ANZ YCP SOFR+18 12/17/24 | 05253MVY7 | 12/17/2024 | 5.39% | $276,051,170 | 0.21% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0537 09/03/2024 | 89119AJ33 | 9/3/2024 | 5.43% | $261,845,341 | 0.20% | |
| CISCO SYSTEMS INC CP .05255 09/04/2024 | 17277AJ40 | 9/4/2024 | 5.45% | $263,804,772 | 0.20% | |
| Barclays Bank PLC / Barclays Us Ccp Funding LLC, BARCLAYS BANK PLC (CCP FDG) YCP .05415 09/05/2024 | 06741FJ57 | 9/5/2024 | 5.45% | $261,767,580 | 0.20% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP .05235 09/05/2024 | 13608AJ56 | 9/5/2024 | 5.45% | $263,765,726 | 0.20% | |
| Bank of Nova Scotia/The, BANK OF NOVA SCOTIA YCP .0523 09/10/2024 | 06417JJA1 | 9/10/2024 | 5.43% | $263,572,214 | 0.20% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMI TR NY CP 5.385% 09/10/2024 | 86563GJA1 | 9/10/2024 | 5.41% | $261,577,315 | 0.20% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0537 09/13/2024 | 89119AJD1 | 9/13/2024 | 5.42% | $261,460,594 | 0.20% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05395 09/16/2024 | 86564YJG8 | 9/16/2024 | 5.40% | $262,345,209 | 0.20% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP .053 09/18/2024 | 13608AJJ6 | 9/18/2024 | 5.43% | $270,242,040 | 0.20% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05395 09/18/2024 | 86564YJJ2 | 9/18/2024 | 5.40% | $261,271,326 | 0.20% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP .053 09/19/2024 | 13608AJK3 | 9/19/2024 | 5.43% | $270,202,474 | 0.20% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0537 09/27/2024 | 89119AJT6 | 9/27/2024 | 5.39% | $266,905,247 | 0.20% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05355 10/16/2024 | 86564YKG6 | 10/16/2024 | 5.36% | $267,160,497 | 0.20% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK VCP SOFR+22 10/28/2024 | 89120DYX1 | 10/28/2024 | 5.35% | $264,049,764 | 0.20% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP .0533 11/19/2024 | 13608ALK0 | 11/19/2024 | 5.26% | $265,920,300 | 0.20% | |
| BANK OF MONTREAL QUE VCP SOFR+23 12/02/2024 | 06373LCF4 | 12/2/2024 | 5.41% | $262,051,902 | 0.20% | |
| Bank of Nova Scotia/The, BNS VCP SOFR+23 12/03/2024 | 06417LZQ3 | 12/3/2024 | 5.36% | $262,084,233 | 0.20% | |
| Bank of Nova Scotia/The, BANK OF NOVA SCOTIA VCP SOFR+18 12/06/24 | 06417LZS9 | 12/6/2024 | 5.37% | $262,048,260 | 0.20% | |
| ROYAL BANK OF CANADA YCP SOFR+21 01/06/2025 | 78014XMU8 | 1/6/2025 | 5.49% | $262,021,667 | 0.20% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK VCP SOFR+20 01/29/2025 | 89120DZH5 | 1/29/2025 | 5.45% | $261,061,074 | 0.20% | |
| DNB BANK ASA YCP SOFR+18 02/27/2025 | 2332K4PQ1 | 2/27/2025 | 5.53% | $260,999,556 | 0.20% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP SOFR+20 03/05/2025 | 89120DZT9 | 3/5/2025 | 5.55% | $260,998,904 | 0.20% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0537 09/26/2024 | 89119AJS8 | 9/26/2024 | 5.39% | $256,983,170 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05355 10/18/2024 | 86564YKJ0 | 10/18/2024 | 5.36% | $256,161,389 | 0.19% | |
| BOFA SECURITIES INC CP .0535 10/28/2024 | 06054NKU4 | 10/28/2024 | 5.37% | $259,753,009 | 0.19% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP .0533 11/18/2024 | 13608ALJ3 | 11/18/2024 | 5.26% | $251,126,422 | 0.19% | |
| BOFA SECURITIES INC CP .0534 12/09/2024 | 06054NM99 | 12/9/2024 | 5.26% | $257,262,219 | 0.19% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK VCP SOFR+20 01/30/2025 | 89120DZJ1 | 1/30/2025 | 5.52% | $260,986,872 | 0.19% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP .0533 09/06/2024 | 13608AJ64 | 9/6/2024 | 2.34% | $234,895,620 | 0.18% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP .053 09/20/2024 | 13608AJL1 | 9/20/2024 | 5.43% | $247,234,002 | 0.18% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05395 09/20/2024 | 86564YJL7 | 9/20/2024 | 5.40% | $227,299,493 | 0.17% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05395 09/17/2024 | 86564YJH6 | 9/17/2024 | 5.40% | $209,446,545 | 0.16% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05395 09/19/2024 | 86564YJK9 | 9/19/2024 | 5.40% | $209,385,372 | 0.16% | |
| National Australia Bank Ltd, NAB VCP SOFR+17 10/02/2024 | 63254GD51 | 10/2/2024 | 5.42% | $183,992,806 | 0.14% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMI TR NY CP 5.385% 09/09/2024 | 86563GJ94 | 9/9/2024 | 5.41% | $177,738,874 | 0.13% | |
| BEDFORD ROW FUNDING CORP CP .0535 11/21/2024 | 07644ALM4 | 11/21/2024 | 5.31% | $167,989,852 | 0.13% | |
| NATIONAL AUSTRALIA BANK LTD VCP SOFR +20 03/28/2025 | 63254GK20 | 3/28/2025 | 5.54% | $176,999,540 | 0.13% | |
| Mizuho Bank Ltd/Singapore, MIZUHO BANK LTD SINGAPORE BRH YCP .05385 09/05/2024 | 60689PJ56 | 9/5/2024 | 5.47% | $156,860,050 | 0.12% | |
| Mizuho Bank Ltd/Singapore, MIZUHO BANK LTD SINGAPORE BRH YCP .05385 09/06/2024 | 60689PJ64 | 9/6/2024 | 5.47% | $156,836,673 | 0.12% | |
| Mizuho Bank Ltd/Singapore, MIZUHO BANK LTD SINGAPORE BRH YCP .05385 09/09/2024 | 60689PJ98 | 9/9/2024 | 5.47% | $156,766,918 | 0.12% | |
| NATIONAL BANK OF CANADA YCP .05255 09/12/2024 | 63307LJC6 | 9/12/2024 | 5.44% | $159,693,232 | 0.12% | |
| Barclays Bank PLC / Barclays Us Ccp Funding LLC, BARCLAYS BANK PLC (CCP FDG) YCP .05415 09/13/2024 | 06741FJD0 | 9/13/2024 | 5.45% | $156,675,089 | 0.12% | |
| Barclays Bank PLC / Barclays Us Ccp Funding LLC, BARCLAYS BANK PLC (CCP FDG) YCP .05415 09/17/2024 | 06741FJH1 | 9/17/2024 | 5.45% | $156,582,380 | 0.12% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0534 11/22/2024 | 89119ALN6 | 11/22/2024 | 5.25% | $156,128,569 | 0.12% | |
| BANK OF MONTREAL QUE YCP .0535 11/25/2024 | 06369LLR4 | 11/25/2024 | 5.26% | $154,084,460 | 0.12% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0534 11/25/2024 | 89119ALR7 | 11/25/2024 | 5.24% | $156,065,969 | 0.12% | |
| BEDFORD ROW FUNDING CORP VCP SOFR+21 01/22/25 | 07644DNV6 | 1/22/2025 | 5.50% | $157,007,709 | 0.12% | |
| DNB BANK ASA YCP SOFR+18 02/28/2025 | 2332K4PP3 | 2/28/2025 | 5.52% | $157,008,808 | 0.12% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05395 09/04/2024 | 86564YJ45 | 9/4/2024 | 5.41% | $139,897,212 | 0.10% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP .05235 09/06/2024 | 13608AJ64 | 9/6/2024 | 5.45% | $130,864,363 | 0.10% | |
| Nationwide Building Society, NATIONWIDE BUILDING SOC(UNGTD) YCP .0533 09/06/2024 | 6385E0J61 | 9/6/2024 | 2.34% | $128,942,702 | 0.10% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0537 09/06/2024 | 89119AJ66 | 9/6/2024 | 5.44% | $130,864,612 | 0.10% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0537 09/16/2024 | 89119AJG4 | 9/16/2024 | 5.42% | $130,673,063 | 0.10% | |
| BEDFORD ROW FUNDING CORP CP .0531 09/19/2024 | 07644AJK1 | 9/19/2024 | 5.44% | $131,610,772 | 0.10% | |
| BEDFORD ROW FUNDING CORP CP .0535 11/13/2024 | 07644ALD4 | 11/13/2024 | 5.32% | $129,594,475 | 0.10% | |
| Bank of Montreal, BMOM VCP SOFR+23 12/09/24 | 06373LCK3 | 12/9/2024 | 5.44% | $131,025,951 | 0.10% | |
| Bank of Montreal, BMOM VCP SOFR+23 12/11/24 | 06373LCL1 | 12/11/2024 | 5.42% | $131,025,925 | 0.10% | |
| CISCO SYSTEMS INC CP .0522 01/27/2025 | 17277ANT0 | 1/27/2025 | 5.04% | $128,363,625 | 0.10% | |
| BEDFORD ROW FUNDING CORP VCP SOFR+23 02/12/2025 | 07644DNY0 | 2/12/2025 | 5.52% | $131,013,952 | 0.10% | |
| BANK OF MONTREAL QUE YCP SOFR+20 03/05/2025 | 06373LD30 | 3/5/2025 | 5.53% | $133,998,874 | 0.10% | |
| BANK OF MONTREAL QUE VCP SOFR+20 03/04/2025 | 06373LD22 | 3/4/2025 | 5.53% | $126,998,921 | 0.09% | |
| Nationwide Building Society, NATIONWIDE BUILDING SOC(UNGTD) YCP .0533 09/06/2024 | 6385E0J61 | 9/6/2024 | 2.34% | $106,952,474 | 0.08% | |
| Mitsubishi UFJ Trust & Banking Corp/Singapore, MITSUBISHI UFJ TR&BK SING BRH YCP .05405 09/13/2024 | 60682YJD7 | 9/13/2024 | 5.43% | $104,783,406 | 0.08% | |
| Commonwealth Bank of Australia, COMM BK AUS VCP SOFR+20 09/30/24 | 20272A4P8 | 9/30/2024 | 5.30% | $106,009,996 | 0.08% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05355 10/21/2024 | 86564YKM3 | 10/21/2024 | 5.36% | $112,145,935 | 0.08% | |
| Mitsubishi UFJ Trust & Banking Corp/Singapore, MITSUBISHI UFJ TR&BK SING BRH YCP .0522 11/26/2024 | 60682YLS1 | 11/26/2024 | 5.25% | $103,699,197 | 0.08% | |
| TOYOTA MOTOR CREDIT CORP CP .0536 11/27/2024 | 89233GLT1 | 11/27/2024 | 5.26% | $103,680,539 | 0.08% | |
| TOYOTA MOTOR CREDIT CORP CP .0534 12/13/2024 | 89233GMD5 | 12/13/2024 | 5.18% | $103,461,099 | 0.08% | |
| Commonwealth Bank of Australia, COMMONWEALTH BANK AUSTRALIA VCP SOFR+20 01/21/2025 | 20272A6A9 | 1/21/2025 | 5.46% | $106,013,769 | 0.08% | |
| PODIUM FUNDING TRUST VCP SOFR+22 03/04/2025 | 73044BCH1 | 3/4/2025 | 5.55% | $103,999,116 | 0.08% | |
| BEDFORD ROW FUNDING CORP CP .0522 09/16/2024 | 07644AJG0 | 9/16/2024 | 5.44% | $97,754,138 | 0.07% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05355 10/21/2024 | 86564YKM3 | 10/21/2024 | 5.36% | $99,244,190 | 0.07% | |
| CISCO SYSTEMS INC CP .05255 09/03/2024 | 17277AJ32 | 9/3/2024 | 5.45% | $78,953,256 | 0.06% | |
| NATIONAL BANK OF CANADA YCP .05255 09/09/2024 | 63307LJ93 | 9/9/2024 | 5.44% | $79,282,782 | 0.06% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMI TR NY CP 5.385% 09/11/2024 | 86563GJB9 | 9/11/2024 | 5.41% | $83,852,194 | 0.06% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05395 09/25/2024 | 86564YJR4 | 9/25/2024 | 5.40% | $77,703,639 | 0.06% | |
| BEDFORD ROW FUNDING CORP CP .0536 11/18/2024 | 07644ALJ1 | 11/18/2024 | 5.31% | $76,121,060 | 0.06% | |
| Commonwealth Bank of Australia, CBA VCP SOFR+18 1/10/25 | 20272A5V4 | 1/10/2025 | 5.45% | $75,005,475 | 0.06% | |
| BEDFORD ROW FUNDING CORP CP .0527 09/10/2024 | 07644AJA3 | 9/10/2024 | 5.45% | $66,891,025 | 0.05% | |
| BEDFORD ROW FUNDING CORP CP .0523 09/03/2024 | 07644AJ39 | 9/3/2024 | 5.45% | $52,968,640 | 0.04% | |
| BEDFORD ROW FUNDING CORP CP .0525 09/06/2024 | 07644AJ62 | 9/6/2024 | 5.45% | $53,944,034 | 0.04% | |
| PODIUM FUNDING TRUST YCP .0531 09/16/2024 | 73044DJG2 | 9/16/2024 | 5.43% | $52,867,288 | 0.04% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05395 09/19/2024 | 86564YJK9 | 9/19/2024 | 5.40% | $51,847,806 | 0.04% | |
| BEDFORD ROW FUNDING CORP CP .0532 10/02/2024 | 07644AK29 | 10/2/2024 | 5.40% | $52,743,284 | 0.04% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05355 10/17/2024 | 86564YKH4 | 10/17/2024 | 5.36% | $52,629,933 | 0.04% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05355 10/17/2024 | 86564YKH4 | 10/17/2024 | 5.36% | $48,657,862 | 0.04% | |
| PODIUM FUNDING TRUST YCP .0536 11/15/2024 | 73044DLF1 | 11/15/2024 | 5.30% | $51,430,023 | 0.04% | |
| BEDFORD ROW FUNDING CORP CP .0536 11/18/2024 | 07644ALJ1 | 11/18/2024 | 5.31% | $53,383,600 | 0.04% | |
| PODIUM FUNDING TRUST VCP SOFR+24 01/21/2025 | 73044BCC2 | 1/21/2025 | 5.48% | $52,010,442 | 0.04% | |
| PODIUM FUNDING TRUST VCP SOFR+23 02/14/2025 | 73044BCE8 | 2/14/2025 | 5.55% | $51,999,215 | 0.04% | |
| Nationwide Building Society, NATIONWIDE BUILDING SOC(UNGTD) YCP .0533 09/06/2024 | 6385E0J61 | 9/6/2024 | 2.34% | $41,981,345 | 0.03% | |
| Commonwealth Bank of Australia, COMMONWEALTH BANK AUSTRALIA VCP SOFR+17 01/02/2025 | 20272A5R3 | 1/2/2025 | 5.44% | $25,001,393 | 0.02% | |
| PODIUM FUNDING TRUST YCP .0526 09/03/2024 | 73044DJ31 | 9/3/2024 | 5.44% | $18,988,779 | 0.01% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05395 09/04/2024 | 86564YJ45 | 9/4/2024 | 5.41% | $18,986,050 | 0.01% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .05395 09/04/2024 | 86564YJ45 | 9/4/2024 | 5.41% | $6,994,860 | 0.01% | |
| Federation des Caisses Desjardins du Quebec, FEDERATION DES CAISE DESJARDIN YCP .0525 11/01/2024 | 31428FL11 | 11/1/2024 | 5.34% | $13,873,139 | 0.01% | |
| Mizuho Bank Ltd Canada Branch, MIZUHO BANK LTD CDA BRH (TD) TD 5.34% 09/03/2024 | N/A | 9/3/2024 | 5.34% | $2,566,329,000 | 1.92% | |
| SKANDINAVISKA ENSKILD BKNY(TD) TD 5.33% 09/03/2024 | N/A | 9/3/2024 | 5.33% | $2,529,000,000 | 1.89% | |
| DNB BANK ASA NY (TD) TD 5.33% 09/03/2024 | N/A | 9/3/2024 | 5.33% | $2,119,000,000 | 1.58% | |
| Royal Bank of Canada Toronto, ROYAL BANK OF CAN TORONTO (TD) TD 5.33% 09/03/2024 | N/A | 9/3/2024 | 5.33% | $1,428,393,000 | 1.07% | |
| DNB BANK ASA NY (TD) TD 5.34% 09/03/2024 | N/A | 9/3/2024 | 5.34% | $1,043,000,000 | 0.78% | |
| MIZUHO BANK LTD NY BRANCH (TD) TD 5.35% 09/03/2024 | N/A | 9/3/2024 | 5.35% | $1,043,000,000 | 0.78% | |
| DNB BANK ASA NY (TD) TD 5.34% 09/04/2024 | N/A | 9/4/2024 | 5.20% | $1,042,000,000 | 0.78% | |
| ING BANK NV (TD) TD 5.34% 09/03/2024 | N/A | 9/3/2024 | 5.34% | $912,200,000 | 0.68% | |
| ING BANK NV (TD) TD 5.34% 09/04/2024 | N/A | 9/4/2024 | 5.20% | $912,000,000 | 0.68% | |
| ING BANK NV (TD) TD 5.34% 09/05/2024 | N/A | 9/5/2024 | 5.21% | $912,000,000 | 0.68% | |
| ING BANK NV (TD) TD 5.34% 09/06/2024 | N/A | 9/6/2024 | 5.21% | $911,000,000 | 0.68% | |
| BARCLAYS BANK PLC NY BRH (TD) TD 5.37% 09/03/2024 | N/A | 9/3/2024 | 5.37% | $750,000,000 | 0.56% | |
| BARCLAYS BANK PLC NY BRH (TD) TD 5.37% 09/03/2024 | N/A | 9/3/2024 | 5.37% | $750,000,000 | 0.56% | |
| BARCLAYS BANK PLC NY BRH (TD) TD 5.37% 09/03/2024 | N/A | 9/3/2024 | 5.37% | $750,000,000 | 0.56% | |
| MIZUHO BANK LTD NY BRANCH (TD) TD 5.34% 09/03/2024 | N/A | 9/3/2024 | 5.34% | $569,000,000 | 0.43% | |
| MIZUHO BANK LTD NY BRANCH (TD) TD 5.35% 09/04/2024 | N/A | 9/4/2024 | 5.21% | $521,000,000 | 0.39% | |
| MIZUHO BANK LTD NY BRANCH (TD) TD 5.35% 09/05/2024 | N/A | 9/5/2024 | 5.22% | $520,300,000 | 0.39% | |
| MIZUHO BANK LTD NY BRANCH (TD) TD 5.35% 09/06/2024 | N/A | 9/6/2024 | 5.22% | $521,000,000 | 0.39% | |
| Bank of Montreal (Td), BANK OF MONTREAL QUE (TD) TD 5.34% 09/03/2024 | N/A | 9/3/2024 | 5.34% | $262,076,000 | 0.20% | |
| BAYERISCHE LBK UNGTD NYBRH(TD) TD 5.35% 09/03/2024 | N/A | 9/3/2024 | 5.35% | $260,000,000 | 0.19% | |
| BARCLAYS BANK PLC NY BRH (TD) TD 5.37% 09/03/2024 | N/A | 9/3/2024 | 5.37% | $94,000,000 | 0.07% | |
| Sumitomo Mitsui Banking Corp., FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $2,227,428,000 | 1.66% | |
| JP Morgan Securities LLC, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $1,923,999,000 | 1.44% | |
| Goldman Sachs & Co LLC, GOLDMAN G RP 5.34% 9/6/24 | N/A | 9/6/2024 | 5.21% | $1,396,000,000 | 1.04% | |
| RBC Financial Group, RBCNYGR *G RP 5.35% 9/19/24 | N/A | 9/19/2024 | 5.23% | $1,298,000,000 | 0.97% | |
| RBC Dominion Securities, Inc., FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $1,048,221,000 | 0.78% | |
| Goldman Sachs & Co LLC, GOLDMAN G RP 5.35% 9/4/24 | N/A | 9/4/2024 | 5.21% | $955,000,000 | 0.71% | |
| Goldman Sachs & Co LLC, GOLDMAN G RP 5.34% 9/5/24 | N/A | 9/5/2024 | 5.21% | $891,000,000 | 0.67% | |
| Sumitomo Mitsui Banking Corp. NY, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $753,290,000 | 0.56% | |
| Citigroup Global Markets, Inc., FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $653,458,000 | 0.49% | |
| Ficc Mizuho Secs Gc Repo(Gov), MIZ FIG M RP 5.33% 9/3/24 | N/A | 9/3/2024 | 5.33% | $638,000,000 | 0.48% | |
| Mitsubishi UFJ Securities Holdings Ltd, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $483,670,000 | 0.36% | |
| Wells Fargo Securities LLC, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $463,422,000 | 0.35% | |
| Bank of America, N.A., FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $458,159,000 | 0.34% | |
| Fixed Income Clearing Corp - State Street Bank, SSB FIG M RP 5.35% 9/3/24 | N/A | 9/3/2024 | 5.35% | $382,000,000 | 0.29% | |
| Credit Agricole CIB New York Branch, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $379,585,000 | 0.28% | |
| BofA Securities, Inc., FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $332,500,000 | 0.25% | |
| BNP Paribas, SA, BNP (GR) *G RP 5.34% 9/19/24 | N/A | 9/19/2024 | 5.22% | $323,000,000 | 0.24% | |
| Bank of Nova Scotia, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $283,300,000 | 0.21% | |
| Citigroup Global Capital Markets, Inc., CITIGRP G RP 5.36% 9/4/24 | N/A | 9/4/2024 | 5.22% | $286,000,000 | 0.21% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 5.35% 9/16/24 | N/A | 9/16/2024 | 5.22% | $269,000,000 | 0.20% | |
| Barclays Bank PLC, BPLCGR M RP 5.34% 9/3/24 | N/A | 9/3/2024 | 5.34% | $255,000,000 | 0.19% | |
| TD Securities (U.S.A.), TDGR M RP 5.34% 9/3/24 | N/A | 9/3/2024 | 5.34% | $254,000,000 | 0.19% | |
| HSBC Securities (USA), Inc., FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $227,257,000 | 0.17% | |
| Nomura Securities International, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $223,604,000 | 0.17% | |
| ABN AMRO Bank NV, ABNGR M RP 5.35% 9/3/24 | N/A | 9/3/2024 | 5.35% | $191,000,000 | 0.14% | |
| Citibank NA, CITIBK G RP 5.36% 9/4/24 | N/A | 9/4/2024 | 5.22% | $191,000,000 | 0.14% | |
| Citigroup Global Capital Markets, Inc., CITIGRP *G RP 5.34% 9/6/24 | N/A | 9/6/2024 | 5.21% | $192,000,000 | 0.14% | |
| BNY Mellon Capital Markets LLC, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $161,873,000 | 0.12% | |
| SMBC Nikko Securities America, Inc., NIKKOGR M RP 5.33% 9/3/24 | N/A | 9/3/2024 | 5.33% | $153,000,000 | 0.11% | |
| Societe Generale, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $148,725,000 | 0.11% | |
| BNP Paribas, S.A., FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $127,282,000 | 0.10% | |
| RBC Dominion Securities, RBCDOMGR G RP 5.36% 9/3/24 | N/A | 9/3/2024 | 5.36% | $128,000,000 | 0.10% | |
| BMO Chicago Branch, BMOCHIGR *G RP 5.35% 9/13/24 | N/A | 9/13/2024 | 5.22% | $129,000,000 | 0.10% | |
| BMO Chicago Branch, BMOCHIGR *G RP 5.34% 9/16/24 | N/A | 9/16/2024 | 5.21% | $128,000,000 | 0.10% | |
| BofA Securities, Inc., BASGR *G RP SOFR+0.04% 10/2/24 | N/A | 10/2/2024 | 5.25% | $111,000,000 | 0.08% | |
| BMO Chicago Branch, BMOCHIGR *G RP 5.34% 9/12/24 | N/A | 9/12/2024 | 5.21% | $97,000,000 | 0.07% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 5.35% 9/19/24 | N/A | 9/19/2024 | 5.23% | $100,000,000 | 0.07% | |
| ING Financial Markets LLC, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $76,538,000 | 0.06% | |
| Royal Bank of Canada, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $82,465,000 | 0.06% | |
| Mitsubishi Ufj Securities (USA, FICASH MB 5.327% 09/03/24 | N/A | 9/3/2024 | 5.33% | $63,641,000 | 0.05% | |
| BMO Chicago Branch, BMOCHIGR *G RP 5.34% 9/19/24 | N/A | 9/19/2024 | 5.22% | $64,000,000 | 0.05% | |
| Pnc Bank NA, PNC GR M RP 5.34% 9/3/24 | N/A | 9/3/2024 | 5.34% | $32,000,000 | 0.02% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD 5.35% 09/03/2024 | 55380UZT7 | 9/3/2024 | 5.22% | $1,042,998,853 | 0.78% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD 5.35% 09/05/2024 | 55380U2B2 | 9/5/2024 | 5.23% | $1,041,297,188 | 0.78% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD 5.35% 09/06/2024 | 55380U2D8 | 9/6/2024 | 5.22% | $1,041,400,000 | 0.78% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD 5.35% 09/04/2024 | 55380UZX8 | 9/4/2024 | 5.23% | $781,398,593 | 0.58% | |
| Canadian Imperial Bank of Commerce/New York NY, CANADIAN IMPRL BK COMM NY BRH YCD SOFR+22 02/05/2025 | 13606K5A0 | 2/5/2025 | 5.44% | $321,125,607 | 0.24% | |
| Bank of Montreal/Chicago IL, BANK OF MONTREAL CHICAG BRH IL YCD 5.46% 09/26/2024 | 06367DHG3 | 9/26/2024 | 5.29% | $265,009,938 | 0.20% | |
| Sumitomo Mitsui Banking Corp/New York, SMBC NY YCD SOFR+18 09/26/2024 | 86565GCH1 | 9/26/2024 | 5.39% | $263,999,683 | 0.20% | |
| Sumitomo Mitsui Banking Corp/New York, SMBC NY YCD SOFR+18 9/30/24 | 86565GCJ7 | 9/30/2024 | 5.43% | $263,989,123 | 0.20% | |
| Canadian Imperial Bank of Commerce/New York NY, CANADIAN IMPRL BK COMM NY BRH YCD 5.45% 10/01/2024 | 13606KY67 | 10/1/2024 | 5.30% | $266,006,145 | 0.20% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD 5.47% 10/02/2024 | 86564PYN5 | 10/2/2024 | 5.22% | $268,031,865 | 0.20% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD 5.47% 10/03/2024 | 86564PYP0 | 10/3/2024 | 5.22% | $268,032,910 | 0.20% | |
| Sumitomo Mitsui Banking Corp/New York, SMBC NY YCD SOFR+18 10/11/24 | 86565GCN8 | 10/11/2024 | 5.40% | $263,997,967 | 0.20% | |
| Sumitomo Mitsui Banking Corp/New York, SMBC NY YCD SOFR+18 10/15/2024 | 86565GCL2 | 10/15/2024 | 5.41% | $263,997,149 | 0.20% | |
| Sumitomo Mitsui Banking Corp/New York, SMBC NY YCD SOFR+18 10/16/24 | 86565GCK4 | 10/16/2024 | 5.42% | $263,994,245 | 0.20% | |
| Mitsubishi UFJ Trust & Banking Corp/NY, MITSUBISHI UFJ TR&BK NY BRH YCD 5.42% 10/18/2024 | 60683DA25 | 10/18/2024 | 5.14% | $269,063,000 | 0.20% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+15 11/25/2024 | 86564PF71 | 11/25/2024 | 5.40% | $262,001,100 | 0.20% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+15 12/04/2024 | 86564PJ44 | 12/4/2024 | 0.00% | $262,994,421 | 0.20% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD SOFR+17 12/06/2024 | 55380UYN1 | 12/6/2024 | 5.43% | $261,998,611 | 0.20% | |
| Landesbank Baden-Wuerttemberg/New York NY, LANDESBANK BADEN-WUERT NY BRAN YCD 5.38% 09/03/2024 | 51501YPD8 | 9/3/2024 | 5.22% | $260,000,780 | 0.19% | |
| Landesbank Baden-Wuerttemberg/New York NY, LANDESBANK BADEN-WUERT NY BRAN YCD 5.38% 09/04/2024 | 51501YPK2 | 9/4/2024 | 5.21% | $260,001,014 | 0.19% | |
| Landesbank Baden-Wuerttemberg/New York NY, LANDESBANK BADEN-WUERT NY BRAN YCD 5.38% 09/05/2024 | 51501YPN6 | 9/5/2024 | 5.21% | $260,001,274 | 0.19% | |
| Mitsubishi UFJ Trust & Banking Corp/NY, MITSUBISHI UFJ TR&BK NY BRH YCD 5.42% 10/17/2024 | 60683DZZ5 | 10/17/2024 | 5.14% | $244,054,998 | 0.18% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMI TR YCD SOFR+15 11/19/24 | 86564PE49 | 11/19/2024 | 5.39% | $215,004,494 | 0.16% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD 5.47% 10/01/2024 | 86564PYM7 | 10/1/2024 | 5.22% | $199,022,905 | 0.15% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMI TRUST NY YCD SOFR+15 12/3/24 | 86564PH95 | 12/3/2024 | 5.41% | $158,997,488 | 0.12% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+15 11/18/2024 | 86564PE56 | 11/18/2024 | 5.39% | $153,003,641 | 0.11% | |
| Canadian Imperial Bank of Commerce/New York NY, CANADIAN IMPRL BK COMM NY BRH YCD 5.38% 09/06/2024 | 13606KV86 | 9/6/2024 | 5.35% | $135,997,307 | 0.10% | |
| Bank of Montreal/Chicago IL, BANK OF MONTREAL CHICAG BRH IL YCD 5.39% 09/03/2024 | 06367DH57 | 9/3/2024 | 5.31% | $105,999,322 | 0.08% | |
| BMO BANK NA CD 5.4% 09/10/2024 | 05612B2A1 | 9/10/2024 | 5.32% | $105,998,421 | 0.08% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+15 11/21/2024 | 86564PF55 | 11/21/2024 | 5.39% | $105,001,764 | 0.08% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMI TR NY YCD SOFR+15 11/22/24 | 86564PF63 | 11/22/2024 | 5.39% | $105,001,449 | 0.08% | |
| Bank of Montreal/Chicago IL, BANK OF MONTREAL CHICAG BRH IL YCD SOFR+23 12/06/2024 | 06367DJS5 | 12/6/2024 | 5.41% | $105,020,853 | 0.08% | |
| Canadian Imperial Bank of Commerce/New York NY, CANADIAN IMPRL BK COMM NY BRH YCD 5.38% 09/09/2024 | 13606KW44 | 9/9/2024 | 5.34% | $79,997,840 | 0.06% | |
| Commonwealth Bank of Australia/New York NY, COMMONWEALTH BANK ASTL NEW YORK BRH YCD SOFR+20 10/04/2024 | 20271EH93 | 10/4/2024 | 5.31% | $66,006,593 | 0.05% | |
| US Treasury Bill, UST BILLS 0% 09/12/2024 | 912797KK2 | 9/12/2024 | 3.70% | $2,728,434,740 | 2.04% | |
| US Treasury Bill, UST BILLS 0% 09/03/2024 | 912797LA3 | 9/3/2024 | 0.00% | $2,260,110,700 | 1.69% | |
| US Treasury Bill, UST BILLS 0% 09/24/2024 | 912797LJ4 | 9/24/2024 | 4.47% | $1,697,049,075 | 1.27% | |
| US Treasury Bill, UST BILLS 0% 09/10/2024 | 912797LG0 | 9/10/2024 | 3.40% | $1,412,464,199 | 1.06% | |
| US Treasury Bill, UST BILLS 0% 11/05/2024 | 912797MA2 | 11/5/2024 | 4.87% | $606,122,622 | 0.45% | |
| US Treasury Bill, UST BILLS 0% 09/17/2024 | 912797LH8 | 9/17/2024 | 4.17% | $526,924,564 | 0.39% | |
| US Treasury Bill, UST BILLS 0% 09/05/2024 | 912797GL5 | 9/5/2024 | 1.78% | $432,874,430 | 0.32% | |
| US Treasury Bill, UST BILLS 0% 09/19/2024 | 912797KL0 | 9/19/2024 | 4.29% | $39,907,022 | 0.03% | |
| Fixed Income Clearing Corp - Credit Agricole, CAG FID G RP 5.34% 9/4/24 | N/A | 9/4/2024 | 5.20% | $1,844,000,000 | 1.38% | |
| Lloyds Bank Corp Mrkts, LBCMGR G RP 5.35% 9/10/24 | N/A | 9/10/2024 | 5.22% | $325,000,000 | 0.24% | |
| Versailles Commercial Paper LLC, VERSAILLES COM PAPER LLC CP .0538 09/03/2024 | 92512LJ36 | 9/3/2024 | 5.47% | $105,937,036 | 0.08% | |
| LIBERTY STREET FUNDING LLC CP .0538 09/25/2024 | 53127TJR5 | 9/25/2024 | 5.45% | $104,597,546 | 0.08% | |
| GOTHAM FUNDING CORP YCP .0539 09/27/2024 | 38346LJT4 | 9/27/2024 | 5.44% | $104,566,875 | 0.08% | |
| VICTORY RECEIVABLES CORP CP .0539 09/19/2024 | 92646KJK9 | 9/19/2024 | 5.46% | $80,760,556 | 0.06% | |
| LIBERTY STREET FUNDING LLC CP .0538 09/26/2024 | 53127TJS3 | 9/26/2024 | 5.44% | $80,677,701 | 0.06% | |
| LIBERTY STREET FUNDING LLC CP .0538 09/27/2024 | 53127TJT1 | 9/27/2024 | 5.44% | $76,682,375 | 0.06% | |
| VICTORY RECEIVABLES CORP CP .0539 10/01/2024 | 92646KK19 | 10/1/2024 | 5.43% | $76,636,421 | 0.06% | |
| Versailles Commercial Paper LLC, VERSAILLES COM PAPER LLC CP .0538 09/06/2024 | 92512LJ69 | 9/6/2024 | 5.47% | $52,944,864 | 0.04% | |
| GOTHAM FUNDING CORP YCP .0539 09/19/2024 | 38346LJK3 | 9/19/2024 | 5.45% | $51,846,376 | 0.04% | |
| VICTORY RECEIVABLES CORP CP .0539 09/23/2024 | 92646KJP8 | 9/23/2024 | 5.45% | $52,812,120 | 0.04% | |
| GOTHAM FUNDING CORP YCP .0539 10/01/2024 | 38346LK13 | 10/1/2024 | 5.41% | $59,717,616 | 0.04% | |
| GOTHAM FUNDING CORP YCP .0526 10/31/2024 | 38346LKX3 | 10/31/2024 | 5.36% | $51,534,787 | 0.04% | |
| CABOT TRAIL FUNDING LLC CP .0534 12/03/2024 | 12710GM31 | 12/3/2024 | 5.26% | $48,340,543 | 0.04% | |
| CABOT TRAIL FUNDING LLC CP .0538 10/15/2024 | 12710GKF6 | 10/15/2024 | 5.39% | $43,703,898 | 0.03% | |
| LIBERTY STREET FUNDING LLC CP .0538 09/25/2024 | 53127TJR5 | 9/25/2024 | 5.45% | $26,896,512 | 0.02% | |
| LIBERTY STREET FUNDING LLC CP .0538 09/25/2024 | 53127TJR5 | 9/25/2024 | 5.45% | $23,908,010 | 0.02% | |
| LIBERTY STREET FUNDING LLC CP .0538 09/26/2024 | 53127TJS3 | 9/26/2024 | 5.44% | $26,892,567 | 0.02% | |
| CABOT TRAIL FUNDING LLC CP .0525 11/06/2024 | 12710GL65 | 11/6/2024 | 5.36% | $27,725,471 | 0.02% | |
| UNITEDHEALTH GROUP INC CP .0542 09/18/2024 | 91058TJJ6 | 9/18/2024 | 5.44% | $42,879,510 | 0.03% | |
| UNITEDHEALTH GROUP INC CP .0542 09/19/2024 | 91058TJK3 | 9/19/2024 | 5.44% | $19,941,026 | 0.01% | |
| J.P. Morgan Securities, LLC, JPMORNGR *A RP OBFR01+0.5% 12/17/24 | N/A | 12/17/2024 | 5.75% | $1,061,000,000 | 0.79% | |
| J.P. Morgan Securities, LLC, JPMORNGR *A RP OBFR01+0.5% 12/13/24 | N/A | 12/13/2024 | 5.75% | $690,000,000 | 0.52% | |
| BNP Paribas Prime Brokerage, Inc., BNPPBNG A RP 5.57% 9/3/24 | N/A | 9/3/2024 | 5.57% | $635,000,000 | 0.47% | |
| J.P. Morgan Securities, LLC, JPMORNGR *A RP OBFR01+0.5% 9/3/24 | N/A | 9/3/2024 | 5.82% | $530,000,000 | 0.40% | |
| Mizuho Securities U.S.A., Inc., MIZUHONG A RP OBFR01+0.5% 10/25/24 | N/A | 10/25/2024 | 5.70% | $397,000,000 | 0.30% | |
| J.P. Morgan Securities, LLC, JPMORNGR *A RP OBFR01+0.52% 12/13/24 | N/A | 12/13/2024 | 5.77% | $398,000,000 | 0.30% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP 5.48% 9/3/24 | N/A | 9/3/2024 | 5.48% | $291,000,000 | 0.22% | |
| TD Securities (U.S.A.) (Non Gov), TDNGR A RP 5.47% 9/3/24 | N/A | 9/3/2024 | 5.47% | $265,000,000 | 0.20% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP 5.52% 9/3/24 | N/A | 9/3/2024 | 5.52% | $265,000,000 | 0.20% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP 5.57% 9/4/24 | N/A | 9/4/2024 | 5.42% | $265,000,000 | 0.20% | |
| Goldman Sachs & CO Llc., GOLDMNGR A OBFR01+0.4% 10/7/24 | N/A | 10/7/2024 | 5.59% | $265,000,000 | 0.20% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP OBFR01+0.5% 12/12/24 | N/A | 12/12/2024 | 5.75% | $212,000,000 | 0.16% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP OBFR01+0.5% 12/20/24 | N/A | 12/20/2024 | 5.76% | $212,000,000 | 0.16% | |
| ING Financial Markets LLC, INGFING A RP 5.55% 9/3/24 | N/A | 9/3/2024 | 5.55% | $159,000,000 | 0.12% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP OBFR01+0.5% 12/6/24 | N/A | 12/6/2024 | 5.74% | $133,000,000 | 0.10% | |
| RBC Capital Markets Co., RBC NGR A RP OBFR01+0.5% 10/28/24 | N/A | 10/28/2024 | 5.71% | $106,000,000 | 0.08% | |
| Mitsubishi UFJ Securities (U.S.A.), Inc., MUFJNGR A RP 5.55% 9/3/24 | N/A | 9/3/2024 | 5.55% | $66,000,000 | 0.05% | |
| BMO Capital Markets Corp, BMOCAPNG A RP 5.46% 9/3/24 | N/A | 9/3/2024 | 5.46% | $54,000,000 | 0.04% | |
| BMO Capital Markets Corp, BMOCAPNG A RP 5.52% 9/3/24 | N/A | 9/3/2024 | 5.52% | $54,000,000 | 0.04% | |
| ING Financial Markets LLC, INGFING A RP 5.55% 9/3/24 | N/A | 9/3/2024 | 5.55% | $53,000,000 | 0.04% | |
| RBS Securities, Inc., NATSECNG A RP 5.57% 9/3/24 | N/A | 9/3/2024 | 5.57% | $53,000,000 | 0.04% | |
| Truist Securities Inc, TRUISTNG A RP 5.6% 9/3/24 | N/A | 9/3/2024 | 5.60% | $53,000,000 | 0.04% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP OBFR01+0.6% 12/13/24 | N/A | 12/13/2024 | 5.85% | $53,000,000 | 0.04% | |
| HSBC Securities, Inc. (U.S.A.), HSBCNGR A RP 5.55% 9/3/24 | N/A | 9/3/2024 | 5.55% | $26,000,000 | 0.02% | |
| Mizuho Securities U.S.A., Inc., MIZUHONG A RP 5.59% 9/3/24 | N/A | 9/3/2024 | 5.59% | $26,000,000 | 0.02% | |
| Truist Securities Inc, TRUISTNG A RP 5.65% 9/3/24 | N/A | 9/3/2024 | 5.65% | $26,000,000 | 0.02% | |
| Mitsubishi UFJ Securities (U.S.A.), Inc., MUFJNGR A RP 5.84% 9/3/24 | N/A | 9/3/2024 | 5.84% | $10,000,000 | 0.01% |