Fidelity Investments Money Market - Money Market Portfolio - Class I
FMPXX
PrimeRetailNet assets
$59.9B
Expense ratio
0.18%
WAM
16
WAL
31
Minimum
$1M
Holding details
13% Treasuries
27% Treasury Repos
18% Agency Repos
10% CDs
8% Non-Negotiable CDs
16% Financial CP
1% Asset-Backed CP
2% Other Instruments
Performance
Portfolio Securities
| Security | Cusip | Maturity | Yield | Total Value | %Percent | |
|---|---|---|---|---|---|---|
| Fixed Income Clearing Corp - BNYM, BNY FIT T RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $8,056,000,000 | 5.91% | |
| Fixed Income Clearing Corp - State Street Bank, SSB FIT T RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $5,036,000,000 | 3.69% | |
| Jpmorgan Secs LLC, MORGNSEC *G RP SOFR+0.02% 11/22/24 | N/A | 11/22/2024 | 4.73% | $3,255,000,000 | 2.39% | |
| Barclays Bank PLC, BPLCGR T RP 4.86% 11/1/24 | N/A | 11/1/2024 | 4.86% | $2,217,000,000 | 1.63% | |
| Fixed Income Clearing Corp - Credit Agricole, CAG FID G RP 4.85% 11/1/24 | N/A | 11/1/2024 | 4.85% | $2,228,000,000 | 1.63% | |
| Fixed Income Clearing Corp - BNP, BNP FIG T RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $2,023,407,000 | 1.48% | |
| SMBC Nikko Securities America, Inc., NIKKOGR T RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $1,448,000,000 | 1.06% | |
| BNP Paribas, SA, BNP (GR) *G RP 4.755% 11/21/24 | N/A | 11/21/2024 | 4.66% | $1,261,000,000 | 0.92% | |
| Fixed Income Clearing Corp - Mizuho, MIZ FIG T RP 4.86% 11/1/24 | N/A | 11/1/2024 | 4.86% | $1,108,000,000 | 0.81% | |
| Fixed Income Clearing Corp - Citi, CITG FIG T RP 4.88% 11/1/24 | N/A | 11/1/2024 | 4.88% | $1,034,000,000 | 0.76% | |
| Fixed Income Clearing Corp - State Street Bank, SSB FIT G RP 4.85% 11/1/24 | N/A | 11/1/2024 | 4.85% | $919,000,000 | 0.67% | |
| Fixed Income Clearing Corp - ING, ING FID T RP 4.88% 11/1/24 | N/A | 11/1/2024 | 4.88% | $804,000,000 | 0.59% | |
| Fixed Income Clearing Corp - Nomura, NOM FIG G RP 4.88% 11/1/24 | N/A | 11/1/2024 | 4.88% | $747,000,000 | 0.55% | |
| ABN AMRO Bank NV, ABNGR T RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $639,000,000 | 0.47% | |
| Ficc Goldman Gc Repo (Gov), GS FIG T RP 4.86% 11/1/24 | N/A | 11/1/2024 | 4.86% | $647,000,000 | 0.47% | |
| Fixed Income Clearing Corp - Natixis, NAT FID T RP 4.88% 11/1/24 | N/A | 11/1/2024 | 4.88% | $574,000,000 | 0.42% | |
| TD Securities (U.S.A.), TDGR T RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $548,000,000 | 0.40% | |
| RBC Dominion Securities, RBCDOMGR *G RP 4.85% 11/8/24 | N/A | 11/8/2024 | 4.74% | $458,000,000 | 0.34% | |
| BNP Paribas, SA, BNP (GR) *G RP 4.88% 11/1/24 | N/A | 11/1/2024 | 4.88% | $397,000,000 | 0.29% | |
| Fixed Income Clearing Corp - Credit Agricole, CAG FID T RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $391,000,000 | 0.29% | |
| Fixed Income Clearing Corp - ING, ING FID G RP 4.86% 11/1/24 | N/A | 11/1/2024 | 4.86% | $344,000,000 | 0.25% | |
| MUFG Securities EMEA PLC, MUFSECGR *G RP 4.85% 11/4/24 | N/A | 11/4/2024 | 4.74% | $340,000,000 | 0.25% | |
| Societe Generale, SOCGENFR G RP 4.85% 11/7/24 | N/A | 11/7/2024 | 4.74% | $345,000,000 | 0.25% | |
| MUFG Securities EMEA PLC, MUFSECGR *G RP 4.87% 11/8/24 | N/A | 11/8/2024 | 4.76% | $345,000,000 | 0.25% | |
| Goldman Sachs & Co LLC, GOLDMAN *G RP SOFR+0.03% 11/5/24 | N/A | 11/5/2024 | 4.73% | $227,000,000 | 0.17% | |
| Goldman Sachs & Co LLC, GOLDMAN *G RP SOFR+0.03% 11/7/24 | N/A | 11/7/2024 | 4.73% | $227,000,000 | 0.17% | |
| HSBC Securities, Inc. (U.S.A.), HSBCSECS G RP 4.87% 11/7/24 | N/A | 11/7/2024 | 4.76% | $225,000,000 | 0.17% | |
| NatWest Market Securities Inc, NATSECGR G RP 4.86% 11/7/24 | N/A | 11/7/2024 | 4.75% | $225,000,000 | 0.17% | |
| Goldman Sachs & Co LLC, GOLDMAN *G RP SOFR+0.03% 11/12/24 | N/A | 11/12/2024 | 4.73% | $227,000,000 | 0.17% | |
| Goldman Sachs & Co LLC, GOLDMAN *G RP SOFR+0.03% 11/14/24 | N/A | 11/14/2024 | 4.73% | $227,000,000 | 0.17% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 4.8% 11/15/24 | N/A | 11/15/2024 | 4.70% | $222,000,000 | 0.16% | |
| Goldman Sachs & Co LLC, GOLDMAN *G SOFR+0.03% 11/19/24 | N/A | 11/19/2024 | 4.74% | $224,000,000 | 0.16% | |
| NatWest Market Securities Inc, NATSECGR T RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $183,000,000 | 0.13% | |
| Lloyds Bank Corp Mrkts, LBCMGR G RP 4.86% 11/7/24 | N/A | 11/7/2024 | 4.75% | $155,000,000 | 0.11% | |
| TD Securities (U.S.A.), TDGR G RP 4.84% 11/6/24 | N/A | 11/6/2024 | 4.73% | $112,000,000 | 0.08% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 4.745% 11/21/24 | N/A | 11/21/2024 | 4.65% | $115,000,000 | 0.08% | |
| Mizuho Securities U.S.A., Inc., MIZUHO G RP 4.86% 11/7/24 | N/A | 11/7/2024 | 4.75% | $85,000,000 | 0.06% | |
| MUFG Securities EMEA PLC, MUFSECGR T RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $57,000,000 | 0.04% | |
| Credit AG, CREDITAG *G RP 4.86% 11/4/24 | N/A | 11/4/2024 | 4.75% | $57,000,000 | 0.04% | |
| BMO Chicago Branch, BMOCHIGR *G RP 4.84% 11/5/24 | N/A | 11/5/2024 | 4.73% | $56,000,000 | 0.04% | |
| Societe Generale, SOCGENFR G RP 4.85% 11/7/24 | N/A | 11/7/2024 | 4.74% | $56,000,000 | 0.04% | |
| Credit AG, CREDITAG *G RP 4.84% 11/8/24 | N/A | 11/8/2024 | 4.73% | $57,000,000 | 0.04% | |
| Credit AG, CREDITAG *G RP 4.85% 11/8/24 | N/A | 11/8/2024 | 4.74% | $57,000,000 | 0.04% | |
| MUFG Securities (Canada), Ltd., MFGCAGR *G RP 4.86% 11/8/24 | N/A | 11/8/2024 | 4.75% | $57,000,000 | 0.04% | |
| MUFG Securities EMEA PLC, MUFSECGR G RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $46,000,000 | 0.03% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 4.84% 11/8/24 | N/A | 11/8/2024 | 4.73% | $45,000,000 | 0.03% | |
| BofA Securities, Inc., BASGR *G RP 4.88% 11/1/24 | N/A | 11/1/2024 | 4.88% | $33,000,000 | 0.02% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 4.84% 11/5/24 | N/A | 11/5/2024 | 4.73% | $34,000,000 | 0.02% | |
| Credit AG, CREDITAG *G RP 4.84% 11/8/24 | N/A | 11/8/2024 | 4.73% | $28,000,000 | 0.02% | |
| ING Financial Markets LLC, INGFIN G RP 4.85% 11/1/24 | N/A | 11/1/2024 | 4.85% | $11,000,000 | 0.01% | |
| ING Financial Markets LLC, INGFIN G RP 4.85% 11/5/24 | N/A | 11/5/2024 | 4.74% | $11,000,000 | 0.01% | |
| ING Financial Markets LLC, INGFIN G RP 4.85% 11/7/24 | N/A | 11/7/2024 | 4.74% | $5,000,000 | 0.00% | |
| JP Morgan Securities LLC, FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $4,946,975,000 | 3.63% | |
| Fixed Income Clearing Corp - Mizuho, MIZ FIG M RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $2,672,000,000 | 1.96% | |
| Sumitomo Mitsui Banking Corp., FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $2,182,908,000 | 1.60% | |
| RBC Dominion Securities, Inc., FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $2,100,046,000 | 1.54% | |
| Fixed Income Clearing Corp - State Street Bank, SSB FIG M RP 4.87% 11/1/24 | N/A | 11/1/2024 | 4.87% | $1,603,000,000 | 1.18% | |
| Goldman Sachs & Co LLC, GOLDMAN G RP 4.85% 11/1/24 | N/A | 11/1/2024 | 4.85% | $1,266,000,000 | 0.93% | |
| RBC Financial Group, RBCNYGR *G RP 4.86% 11/8/24 | N/A | 11/8/2024 | 4.75% | $1,268,000,000 | 0.93% | |
| BNY Mellon Capital Markets LLC, FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $718,919,000 | 0.53% | |
| Ficc Bony Gc Repo (Gov), BNY FIG M RP 4.88% 11/1/24 | N/A | 11/1/2024 | 4.88% | $635,000,000 | 0.47% | |
| Goldman Sachs & Co LLC, GOLDMAN G RP 4.84% 11/6/24 | N/A | 11/6/2024 | 4.73% | $632,000,000 | 0.46% | |
| Goldman Sachs & Co LLC, GOLDMAN G RP 4.86% 11/7/24 | N/A | 11/7/2024 | 4.75% | $633,000,000 | 0.46% | |
| Citigroup Global Markets, Inc., FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $573,543,000 | 0.42% | |
| Goldman Sachs & Co LLC, GOLDMAN G RP 4.84% 11/5/24 | N/A | 11/5/2024 | 4.73% | $570,000,000 | 0.42% | |
| Royal Bank of Canada, FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $502,279,000 | 0.37% | |
| Mitsubishi UFJ Securities Holdings Ltd, FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $450,527,000 | 0.33% | |
| Wells Fargo Securities LLC, FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $361,403,000 | 0.27% | |
| BNP Paribas, SA, BNP (GR) *G RP 4.76% 11/21/24 | N/A | 11/21/2024 | 4.66% | $316,000,000 | 0.23% | |
| Credit Agricole CIB New York Branch, FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $303,804,000 | 0.22% | |
| TD Securities (U.S.A.), TDGR M RP 4.88% 11/1/24 | N/A | 11/1/2024 | 4.88% | $285,000,000 | 0.21% | |
| Citigroup Global Capital Markets, Inc., CITIGRP G RP 4.85% 11/6/24 | N/A | 11/6/2024 | 4.74% | $285,000,000 | 0.21% | |
| Nomura Securities International, FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $253,818,000 | 0.19% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 4.76% 11/20/24 | N/A | 11/20/2024 | 4.66% | $265,000,000 | 0.19% | |
| BofA Securities, Inc., BASGR *G RP 4.8% 11/18/24 | N/A | 11/18/2024 | 4.70% | $244,000,000 | 0.18% | |
| ABN AMRO Bank NV, ABNGR M RP 4.88% 11/1/24 | N/A | 11/1/2024 | 4.88% | $190,000,000 | 0.14% | |
| Citibank NA, CITIBK G RP 4.85% 11/6/24 | N/A | 11/6/2024 | 4.74% | $190,000,000 | 0.14% | |
| BMO Chicago Branch, BMOCHIGR *G RP 4.74% 12/3/24 | N/A | 12/3/2024 | 4.65% | $190,000,000 | 0.14% | |
| BNP Paribas, SA, BNP (GR) *G RP SOFR+0.03% 12/3/24 | N/A | 12/3/2024 | 4.75% | $191,000,000 | 0.14% | |
| Barclays Bank PLC, BPLCGR G RP 4.85% 11/6/24 | N/A | 11/6/2024 | 4.74% | $159,000,000 | 0.12% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 4.81% 11/14/24 | N/A | 11/14/2024 | 4.71% | $161,000,000 | 0.12% | |
| Bmo Capital Markets Corp, BMOCAP *G RP 4.75% 12/4/24 | N/A | 12/4/2024 | 4.66% | $166,000,000 | 0.12% | |
| SMBC Nikko Securities America, Inc., NIKKOGR M RP 4.88% 11/1/24 | N/A | 11/1/2024 | 4.88% | $152,000,000 | 0.11% | |
| HSBC Securities (USA), Inc., FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $130,202,000 | 0.10% | |
| BNY Mellon Capital Markets LLC, FICASH M5 4.872% 11/01/24 | N/A | 11/1/2024 | 4.87% | $127,199,000 | 0.09% | |
| RBC Dominion Securities, RBCDOMGR G RP 4.85% 11/5/24 | N/A | 11/5/2024 | 4.74% | $127,000,000 | 0.09% | |
| Barclays Bank PLC, BPLCGR *G RP 4.86% 11/8/24 | N/A | 11/8/2024 | 4.75% | $126,000,000 | 0.09% | |
| BMO Chicago Branch, BMOCHIGR *G RP 4.77% 11/26/24 | N/A | 11/26/2024 | 4.67% | $126,000,000 | 0.09% | |
| BNP Paribas, SA, BNP (GR) *G RP 4.69% 11/29/24 | N/A | 11/29/2024 | 4.60% | $127,000,000 | 0.09% | |
| BMO Chicago Branch, BMOCHIGR *G RP 4.79% 11/18/24 | N/A | 11/18/2024 | 4.69% | $95,000,000 | 0.07% | |
| HSBC Securities (USA), Inc., FICASH M5 4.872% 11/01/24 | N/A | 11/1/2024 | 4.87% | $65,594,000 | 0.05% | |
| ING Financial Markets LLC, FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $57,109,000 | 0.04% | |
| Citigroup Global Markets, Inc., FICASH M5 4.872% 11/01/24 | N/A | 11/1/2024 | 4.87% | $44,395,000 | 0.03% | |
| Canadian Imperial Bank of Commerce, CIBCGR *G RP 4.76% 11/20/24 | N/A | 11/20/2024 | 4.66% | $38,000,000 | 0.03% | |
| Pnc Bank NA, PNC GR M RP 4.88% 11/1/24 | N/A | 11/1/2024 | 4.88% | $31,000,000 | 0.02% | |
| Bank of America, N.A., FICASH MB 4.873% 11/01/24 | N/A | 11/1/2024 | 4.87% | $15,966,000 | 0.01% | |
| Landesbank Baden-Wuerttemberg, LANDESBANK BADEN-WUERT (UNGTD) YCP .0485 11/01/2024 | 5148X0L11 | 11/1/2024 | 0.00% | $2,248,400,000 | 1.65% | |
| DNB BANK ASA YCP .04565 04/10/2025 | 2332K0RA2 | 4/10/2025 | 4.65% | $832,870,460 | 0.61% | |
| BANK OF MONTREAL QUE YCP .0475 01/23/2025 | 06369LNP6 | 1/23/2025 | 4.79% | $741,887,025 | 0.54% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0537 11/25/2024 | 89119ALR7 | 11/25/2024 | 4.86% | $520,283,873 | 0.38% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP SOFR+23 12/06/2024 | 13608CQH8 | 12/6/2024 | 4.78% | $523,083,000 | 0.38% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK VCP SOFR+20 01/27/2025 | 89120DZG7 | 1/27/2025 | 4.84% | $523,132,999 | 0.38% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK VCP SOFR+20 03/03/2025 | 89120DZU6 | 3/3/2025 | 4.99% | $521,965,339 | 0.38% | |
| ROYAL BANK OF CANADA VCP SOFR+21 05/16/2025 | 78014XNT0 | 5/16/2025 | 5.01% | $521,005,575 | 0.38% | |
| ROYAL BANK OF CANADA VCP SOFR+21 05/19/2025 | 78014XNV5 | 5/19/2025 | 5.03% | $520,951,443 | 0.38% | |
| BANK OF MONTREAL QUE YCP .0535 12/04/2024 | 06369LM44 | 12/4/2024 | 4.86% | $467,887,068 | 0.34% | |
| Barclays Bank PLC / Barclays US CCP Funding LLC, BARCLAYS BANK PLC (CCP FDG) YCP .0482 11/29/2024 | 06741FLV7 | 11/29/2024 | 4.91% | $389,493,516 | 0.29% | |
| NATIONAL AUSTRALIA BANK LTD VCP SOFR+18 03/25/2025 | 63254GK87 | 3/25/2025 | 4.95% | $390,027,768 | 0.29% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP SOFR+22 02/04/2025 | 13608CQR6 | 2/4/2025 | 4.83% | $376,139,496 | 0.28% | |
| Cooperatieve Rabobank UA/NY, RABOBANK NEDERLAND NY BRH YCP .0483 11/01/2024 | 21687AL19 | 11/1/2024 | 0.00% | $363,000,000 | 0.27% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM VCP SOFR+20 04/04/2025 | 13608CRB0 | 4/4/2025 | 5.00% | $364,991,350 | 0.27% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP SOFR+22 02/03/2025 | 13608CQQ8 | 2/3/2025 | 4.83% | $338,125,398 | 0.25% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP .0533 11/19/2024 | 13608ALK0 | 11/19/2024 | 4.88% | $268,324,111 | 0.20% | |
| Australia & New Zealand Banking Group Ltd, ANZ YCP SOFR+18 12/17/24 | 05253MVY7 | 12/17/2024 | 4.85% | $276,017,333 | 0.20% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM YCP .0533 11/18/2024 | 13608ALJ3 | 11/18/2024 | 4.88% | $253,394,718 | 0.19% | |
| BANK OF MONTREAL QUE VCP SOFR+23 12/02/2024 | 06373LCF4 | 12/2/2024 | 4.83% | $262,025,466 | 0.19% | |
| Bank of Nova Scotia/The, BNS VCP SOFR+23 12/03/2024 | 06417LZQ3 | 12/3/2024 | 4.80% | $262,033,091 | 0.19% | |
| Bank of Nova Scotia/The, BANK OF NOVA SCOTIA VCP SOFR+18 12/06/24 | 06417LZS9 | 12/6/2024 | 4.81% | $262,022,034 | 0.19% | |
| BOFA SECURITIES INC CP .0534 12/09/2024 | 06054NM99 | 12/9/2024 | 4.85% | $259,659,191 | 0.19% | |
| Barclays Bank PLC / Barclays US CCP Funding LLC, BARCLAYS BANK PLC (CCP FDG) YCP .0478 12/20/2024 | 06741FML8 | 12/20/2024 | 4.83% | $258,294,712 | 0.19% | |
| ROYAL BANK OF CANADA YCP SOFR+21 01/06/2025 | 78014XMU8 | 1/6/2025 | 4.86% | $262,040,060 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .04735 01/15/2025 | 86564YNF5 | 1/15/2025 | 4.83% | $257,432,188 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .04735 01/17/2025 | 86564YNH1 | 1/17/2025 | 4.83% | $257,364,952 | 0.19% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK VCP SOFR+20 01/29/2025 | 89120DZH5 | 1/29/2025 | 4.88% | $261,042,543 | 0.19% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK VCP SOFR+20 01/30/2025 | 89120DZJ1 | 1/30/2025 | 4.84% | $261,068,434 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .04705 02/03/2025 | 86564YP30 | 2/3/2025 | 4.82% | $256,805,016 | 0.19% | |
| DNB BANK ASA YCP SOFR+18 02/27/2025 | 2332K4PQ1 | 2/27/2025 | 4.95% | $260,999,582 | 0.19% | |
| BOFA SECURITIES INC CP .0449 03/03/2025 | 06054NQ38 | 3/3/2025 | 4.74% | $255,877,700 | 0.19% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP SOFR+20 03/05/2025 | 89120DZT9 | 3/5/2025 | 5.00% | $260,982,983 | 0.19% | |
| ROYAL BANK OF CANADA VCP SOFR+18 03/27/2025 | 78014XNP8 | 3/27/2025 | 4.97% | $259,991,446 | 0.19% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .044 03/31/2025 | 89119AQX9 | 3/31/2025 | 4.67% | $253,095,884 | 0.19% | |
| BOFA SECURITIES INC CP .0458 04/03/2025 | 06054NR37 | 4/3/2025 | 4.74% | $254,888,218 | 0.19% | |
| NATIONAL AUSTRALIA BANK LTD VCP SOFR+18 04/10/2025 | 63254GL45 | 4/10/2025 | 4.96% | $260,013,676 | 0.19% | |
| NATIONAL AUSTRALIA BANK LTD VCP SOFR+18 04/16/2025 | 63254GL60 | 4/16/2025 | 4.97% | $260,009,256 | 0.19% | |
| Toronto-Dominion Bank/The, TD VCP SOFR+21 4/22/25 | 89120F2W3 | 4/22/2025 | 5.02% | $260,002,288 | 0.19% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK VCP SOFR+21 04/24/2025 | 89120F3A0 | 4/24/2025 | 5.02% | $260,002,418 | 0.19% | |
| Bank of Nova Scotia/The, BANK OF NOVA SCOTIA VCP SOFR+21 05/09/2025 | 06417LZY6 | 5/9/2025 | 5.00% | $260,026,338 | 0.19% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0448 05/12/2025 | 89119ASC3 | 5/12/2025 | 4.71% | $253,752,408 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/Singapore, SUMITOMO MITSUI TR BK LTD SING YCP .04705 02/04/2025 | 86564YP48 | 2/4/2025 | 4.90% | $231,045,727 | 0.17% | |
| NATIONAL AUSTRALIA BANK LTD VCP SOFR +20 03/28/2025 | 63254GK20 | 3/28/2025 | 4.99% | $176,999,062 | 0.13% | |
| Bank of Montreal, BMOM VCP SOFR+21 05/01/25 | 06373LD63 | 5/1/2025 | 5.01% | $182,007,262 | 0.13% | |
| BEDFORD ROW FUNDING CORP CP .0535 11/21/2024 | 07644ALM4 | 11/21/2024 | 4.91% | $169,524,697 | 0.12% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0534 11/22/2024 | 89119ALN6 | 11/22/2024 | 4.87% | $157,541,595 | 0.12% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK YCP .0534 11/25/2024 | 89119ALR7 | 11/25/2024 | 4.86% | $157,480,559 | 0.12% | |
| BEDFORD ROW FUNDING CORP VCP SOFR+21 01/22/25 | 07644DNV6 | 1/22/2025 | 4.88% | $157,024,555 | 0.12% | |
| DNB BANK ASA YCP SOFR+18 02/28/2025 | 2332K4PP3 | 2/28/2025 | 4.89% | $157,030,411 | 0.12% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK VCP SOFR+20 03/07/2025 | 89120DZZ5 | 3/7/2025 | 5.00% | $156,989,952 | 0.12% | |
| BANK OF MONTREAL QUE YCP .0535 11/25/2024 | 06369LLR4 | 11/25/2024 | 4.89% | $155,483,546 | 0.11% | |
| Mizuho Bank Ltd/Singapore, MIZUHO BANK LTD SINGAPORE BRH YCP .04735 01/21/2025 | 60689PNM4 | 1/21/2025 | 4.78% | $154,355,510 | 0.11% | |
| Mizuho Bank Ltd/Singapore, MIZUHO BANK LTD SINGAPORE BRH YCP .04735 01/22/2025 | 60689PNN2 | 1/22/2025 | 4.78% | $154,335,823 | 0.11% | |
| Mizuho Bank Ltd/Singapore, MIZUHO BANK LTD SINGAPORE BRH YCP .04735 01/23/2025 | 60689PNP7 | 1/23/2025 | 4.78% | $154,316,136 | 0.11% | |
| Commonwealth Bank of Australia, COMMONWEALTH BANK AUSTRALIA VCP SOFR+18 03/25/2025 | 20272A6S0 | 3/25/2025 | 4.97% | $155,997,504 | 0.11% | |
| BEDFORD ROW FUNDING CORP CP .0535 11/13/2024 | 07644ALD4 | 11/13/2024 | 4.93% | $130,772,257 | 0.10% | |
| Bank of Montreal, BMOM VCP SOFR+23 12/09/24 | 06373LCK3 | 12/9/2024 | 4.83% | $131,016,113 | 0.10% | |
| Bank of Montreal, BMOM VCP SOFR+23 12/11/24 | 06373LCL1 | 12/11/2024 | 4.83% | $131,017,096 | 0.10% | |
| BEDFORD ROW FUNDING CORP VCP SOFR+23 02/12/2025 | 07644DNY0 | 2/12/2025 | 4.91% | $131,026,030 | 0.10% | |
| BANK OF MONTREAL QUE YCP SOFR+20 03/05/2025 | 06373LD30 | 3/5/2025 | 4.98% | $133,996,824 | 0.10% | |
| BEDFORD ROW FUNDING CORP VCP SOFR+22 04/03/2025 | 07645REW2 | 4/3/2025 | 5.02% | $129,996,854 | 0.10% | |
| Commonwealth Bank of Australia, COMMONWEALTH BANK AUSTRALIA VCP SOFR+19 04/07/2025 | 20272A6K7 | 4/7/2025 | 4.99% | $129,997,166 | 0.10% | |
| Commonwealth Bank of Australia, COMMONWEALTH BANK AUSTRALIA VCP SOFR+19 04/09/2025 | 20272A6L5 | 4/9/2025 | 4.99% | $129,998,973 | 0.10% | |
| CISCO SYSTEMS INC CP .0522 01/27/2025 | 17277ANT0 | 1/27/2025 | 4.82% | $129,507,976 | 0.09% | |
| BANK OF MONTREAL QUE VCP SOFR+20 03/04/2025 | 06373LD22 | 3/4/2025 | 4.98% | $126,996,927 | 0.09% | |
| Canadian Imperial Bank of Commerce, CANADIAN IMPERIAL BK OF COMM VCP SOFR+20 04/24/2025 | 13608CRG9 | 4/24/2025 | 4.96% | $129,028,664 | 0.09% | |
| Mitsubishi UFJ Trust & Banking Corp/Singapore, MITSUBISHI UFJ TR&BK SING BRH YCP .0522 11/26/2024 | 60682YLS1 | 11/26/2024 | 4.82% | $104,643,956 | 0.08% | |
| TOYOTA MOTOR CREDIT CORP CP .0536 11/27/2024 | 89233GLT1 | 11/27/2024 | 4.86% | $104,626,599 | 0.08% | |
| TOYOTA MOTOR CREDIT CORP CP .0534 12/13/2024 | 89233GMD5 | 12/13/2024 | 4.81% | $104,409,501 | 0.08% | |
| Commonwealth Bank of Australia, COMMONWEALTH BANK AUSTRALIA VCP SOFR+20 01/21/2025 | 20272A6A9 | 1/21/2025 | 4.85% | $106,021,136 | 0.08% | |
| PODIUM FUNDING TRUST VCP SOFR+22 03/04/2025 | 73044BCH1 | 3/4/2025 | 5.00% | $103,997,483 | 0.08% | |
| Commonwealth Bank of Australia, COMMONWEALTH BANK AUSTRALIA VCP SOFR+18 03/21/2025 | 20272A6R2 | 3/21/2025 | 4.96% | $104,000,426 | 0.08% | |
| PODIUM FUNDING TRUST VCP SOFR+24 04/03/2025 | 73044BCL2 | 4/3/2025 | 5.04% | $104,997,459 | 0.08% | |
| DNB BANK ASA YCP .04565 04/10/2025 | 2332K0RA2 | 4/10/2025 | 4.65% | $111,702,623 | 0.08% | |
| BEDFORD ROW FUNDING CORP VCP SOFR+23 05/19/2025 | 07644DPC6 | 5/19/2025 | 5.04% | $103,998,294 | 0.08% | |
| CITIGROUP GLOBAL MARKETS INC VCP SOFR+23 11/01/2024 | 1730QPBB2 | 11/1/2024 | 4.79% | $91,000,355 | 0.07% | |
| BEDFORD ROW FUNDING CORP CP .0536 11/18/2024 | 07644ALJ1 | 11/18/2024 | 4.92% | $76,815,162 | 0.06% | |
| ING US FUNDING LLC CP .0482 12/05/2024 | 45685QM55 | 12/5/2024 | 4.84% | $77,640,553 | 0.06% | |
| Commonwealth Bank of Australia, CBA VCP SOFR+18 1/10/25 | 20272A5V4 | 1/10/2025 | 4.85% | $75,009,983 | 0.06% | |
| Toronto-Dominion Bank/The, TORONTO DOMINION BANK VCP SOFR+20 3/07/2025 | 89120DZV4 | 3/7/2025 | 5.00% | $77,995,008 | 0.06% | |
| PODIUM FUNDING TRUST VCP SOFR+24 03/27/2025 | 73044BCK4 | 3/27/2025 | 5.03% | $77,999,509 | 0.06% | |
| PODIUM FUNDING TRUST YCP .0536 11/15/2024 | 73044DLF1 | 11/15/2024 | 4.90% | $51,896,260 | 0.04% | |
| BEDFORD ROW FUNDING CORP CP .0536 11/18/2024 | 07644ALJ1 | 11/18/2024 | 4.92% | $53,870,373 | 0.04% | |
| PODIUM FUNDING TRUST VCP SOFR+24 01/21/2025 | 73044BCC2 | 1/21/2025 | 4.88% | $52,011,539 | 0.04% | |
| PODIUM FUNDING TRUST VCP SOFR+23 02/14/2025 | 73044BCE8 | 2/14/2025 | 4.92% | $52,010,124 | 0.04% | |
| PODIUM FUNDING TRUST YCP SOFR+23 04/14/2025 | 73044BCN8 | 4/14/2025 | 5.03% | $51,999,891 | 0.04% | |
| Commonwealth Bank of Australia, COMMONWEALTH BANK AUSTRALIA VCP SOFR+17 01/02/2025 | 20272A5R3 | 1/2/2025 | 4.84% | $25,002,583 | 0.02% | |
| BANK OF MONTREAL QUE YCP .0475 01/24/2025 | 06369LNQ4 | 1/24/2025 | 4.79% | $30,660,804 | 0.02% | |
| Federation des Caisses Desjardins du Quebec, FEDERATION DES CAISE DESJARDIN YCP .0525 11/01/2024 | 31428FL11 | 11/1/2024 | 4.92% | $13,998,128 | 0.01% | |
| US Treasury Bill, UST BILLS 0% 12/05/2024 | 912797LF2 | 12/5/2024 | 4.56% | $2,688,275,736 | 1.97% | |
| US Treasury Bill, UST BILLS 0% 11/14/2024 | 912797LD7 | 11/14/2024 | 4.41% | $2,301,340,427 | 1.69% | |
| US Treasury Bill, UST BILLS 0% 11/21/2024 | 912797LE5 | 11/21/2024 | 4.50% | $1,346,540,855 | 0.99% | |
| US Treasury Bill, UST BILLS 0% 11/29/2024 | 912797HP5 | 11/29/2024 | 4.55% | $1,355,137,742 | 0.99% | |
| US Treasury Bill, UST BILLS 0% 12/12/2024 | 912797LP0 | 12/12/2024 | 4.58% | $1,352,896,176 | 0.99% | |
| US Treasury Bill, UST BILLS 0% 12/17/2024 | 912797MP9 | 12/17/2024 | 4.58% | $1,347,082,356 | 0.99% | |
| US Treasury Bill, UST BILLS 0% 01/16/2025 | 912797LY1 | 1/16/2025 | 4.54% | $1,347,203,461 | 0.99% | |
| US Treasury Bill, UST BILLS 0% 01/23/2025 | 912797JR9 | 1/23/2025 | 4.53% | $1,346,091,933 | 0.99% | |
| US Treasury Bill, UST BILLS 0% 12/31/2024 | 912797MR5 | 12/31/2024 | 4.58% | $1,339,818,746 | 0.98% | |
| US Treasury Bill, UST BILLS 0% 01/09/2025 | 912797LX3 | 1/9/2025 | 4.54% | $1,338,446,808 | 0.98% | |
| US Treasury Bill, UST BILLS 0% 12/10/2024 | 912797MN4 | 12/10/2024 | 4.56% | $1,112,760,456 | 0.82% | |
| US Treasury Bill, UST BILLS 0% 12/03/2024 | 912797ME4 | 12/3/2024 | 4.53% | $823,238,375 | 0.60% | |
| US Treasury Bill, UST BILLS 0% 11/05/2024 | 912797MA2 | 11/5/2024 | 3.84% | $611,180,834 | 0.45% | |
| US Treasury Bill, UST BILLS 0% 01/30/2025 | 912797LZ8 | 1/30/2025 | 4.54% | $89,001,203 | 0.07% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD 4.85% 11/05/2024 | 55380U5G8 | 11/5/2024 | 4.74% | $780,999,844 | 0.57% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD 4.85% 11/07/2024 | 55380U5M5 | 11/7/2024 | 4.74% | $780,500,000 | 0.57% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD 4.85% 11/01/2024 | 55380U5C7 | 11/1/2024 | 4.74% | $520,999,948 | 0.38% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD 4.85% 11/06/2024 | 55380U5J2 | 11/6/2024 | 4.74% | $520,499,948 | 0.38% | |
| Mizuho Bank Ltd/New York NY, MIZUHO BANK LTD NY BRANCH YCD SOFR+15 01/21/2025 | 60710TUL3 | 1/21/2025 | 4.88% | $523,016,422 | 0.38% | |
| Mizuho Bank Ltd/New York NY, MIZUHO BANK LTD NY BRANCH YCD SOFR+15 02/06/2025 | 60710TVA6 | 2/6/2025 | 4.91% | $522,995,816 | 0.38% | |
| Mizuho Bank Ltd/New York NY, MIZUHO NY YCD SOFR+15 2/7/25 | 60710TVB4 | 2/7/2025 | 4.91% | $523,995,860 | 0.38% | |
| Mizuho Bank Ltd/New York NY, MIZUHO BANK LTD NY BRANCH YCD SOFR+15 02/10/2025 | 60710TVC2 | 2/10/2025 | 4.91% | $523,496,126 | 0.38% | |
| Landesbank Baden-Wuerttemberg/New York NY, LANDESBANK BADEN-WUERT NY BRAN YCD 4.89% 11/08/2024 | 51501YTY8 | 11/8/2024 | 4.75% | $390,002,106 | 0.29% | |
| Sumitomo Mitsui Banking Corp/New York, SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+15 01/30/2025 | 86565GEW6 | 1/30/2025 | 4.90% | $365,999,268 | 0.27% | |
| Canadian Imperial Bank of Commerce/New York NY, CANADIAN IMPRL BK COMM NY BRH YCD SOFR+22 02/05/2025 | 13606K5A0 | 2/5/2025 | 4.83% | $321,119,091 | 0.24% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+14 01/08/2025 | 86564PP88 | 1/8/2025 | 4.86% | $300,009,420 | 0.22% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD SOFR+15 01/28/2025 | 55380U4Q7 | 1/28/2025 | 5.11% | $266,859,825 | 0.20% | |
| Mizuho Bank Ltd/New York NY, MIZUHO BANK LTD NY BRANCH YCD SOFR+0 02/04/2025 | 60710TUY5 | 2/4/2025 | 4.91% | $266,997,811 | 0.20% | |
| Landesbank Baden-Wuerttemberg/New York NY, LANDESBANK BADEN-WUERT NY BRAN YCD 4.88% 11/01/2024 | 51501YTM4 | 11/1/2024 | 4.75% | $260,000,104 | 0.19% | |
| Landesbank Baden-Wuerttemberg/New York NY, LANDESBANK BADEN-WUERT NY BRAN YCD 4.88% 11/04/2024 | 51501YTT9 | 11/4/2024 | 4.75% | $260,000,364 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+15 11/25/2024 | 86564PF71 | 11/25/2024 | 4.79% | $262,012,026 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+15 12/04/2024 | 86564PJ44 | 12/4/2024 | 4.89% | $261,993,974 | 0.19% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD SOFR+17 12/06/2024 | 55380UYN1 | 12/6/2024 | 4.82% | $262,015,091 | 0.19% | |
| KBC Bank NV/New York NY, KBC BANK NV NY BRANCH YCD 4.75% 01/07/2025 | 4823TDTY7 | 1/7/2025 | 4.60% | $261,040,690 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+14 01/10/2025 | 86564PQ38 | 1/10/2025 | 4.86% | $261,506,851 | 0.19% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD SOFR+18 01/14/2025 | 55380U2P1 | 1/14/2025 | 4.93% | $261,993,267 | 0.19% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD SOFR+18 01/15/2025 | 55380U2Q9 | 1/15/2025 | 4.93% | $261,992,481 | 0.19% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD SOFR+18 01/16/2025 | 55380U2T3 | 1/16/2025 | 4.93% | $262,992,873 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD 4.73% 01/22/2025 | 86564PS36 | 1/22/2025 | 4.68% | $261,994,315 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD 4.73% 01/23/2025 | 86564PS44 | 1/23/2025 | 4.68% | $261,994,419 | 0.19% | |
| MUFG Bank Ltd/New York NY, MUFG BANK LTD NY BR YCD SOFR+15 01/27/2025 | 55380U4P9 | 1/27/2025 | 5.12% | $255,865,754 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+15 01/27/2025 | 86564PQ61 | 1/27/2025 | 4.90% | $261,499,451 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD 4.73% 01/31/2025 | 86564PS51 | 1/31/2025 | 4.68% | $261,996,942 | 0.19% | |
| Mizuho Bank Ltd/New York NY, MIZUHO BANK LTD NY BRANCH YCD SOFR+0 02/05/2025 | 60710TUZ2 | 2/5/2025 | 4.91% | $255,997,926 | 0.19% | |
| Nordea Bank Abp/New York NY, NORDEA BANK ABP NY BRH YCD SOFR+16 03/03/2025 | 65558WDW5 | 3/3/2025 | 4.85% | $261,072,167 | 0.19% | |
| BANK OF AMERICA NA CD 4.7% 03/24/2025 | 06051WQU1 | 3/24/2025 | 4.61% | $262,065,002 | 0.19% | |
| Toronto-Dominion Bank/NY, TORONTO DOMINION BANK - NY YCD 4.5% 03/31/2025 | 89115DA71 | 3/31/2025 | 4.63% | $261,343,414 | 0.19% | |
| Toronto-Dominion Bank/NY, TORONTO DOMINION BANK - NY YCD 4.5% 04/02/2025 | 89115DAB2 | 4/2/2025 | 4.63% | $260,843,139 | 0.19% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+15 11/19/2024 | 86564PE49 | 11/19/2024 | 4.79% | $215,007,074 | 0.16% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+15 12/03/2024 | 86564PH95 | 12/3/2024 | 4.89% | $158,996,248 | 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 | 4.79% | $153,004,712 | 0.11% | |
| Nordea Bank Abp/New York NY, NORDEA BANK ABP NY BRH YCD SOFR+16 03/04/2025 | 65558WDY1 | 3/4/2025 | 4.85% | $130,534,961 | 0.10% | |
| Bank of Montreal/Chicago IL, BANK OF MONTREAL CHICAG BRH IL YCD SOFR+21 04/22/2025 | 06367DM51 | 4/22/2025 | 4.99% | $130,014,417 | 0.10% | |
| Canadian Imperial Bank of Commerce/New York NY, CANADIAN IMPRL BK COMM NY BRH YCD SOFR+20 04/24/2025 | 13606DAJ1 | 4/24/2025 | 4.96% | $130,028,886 | 0.10% | |
| Canadian Imperial Bank of Commerce/New York NY, CANADIAN IMPRL BK COMM NY BRH YCD SOFR+21 05/12/2025 | 13606DBF8 | 5/12/2025 | 4.98% | $131,022,074 | 0.10% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+14 01/09/2025 | 86564PP96 | 1/9/2025 | 4.86% | $118,503,377 | 0.09% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+15 11/21/2024 | 86564PF55 | 11/21/2024 | 4.79% | $105,003,896 | 0.08% | |
| Sumitomo Mitsui Trust Bank Ltd/ New York, SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+15 11/22/2024 | 86564PF63 | 11/22/2024 | 4.79% | $105,004,116 | 0.08% | |
| Bank of Montreal/Chicago IL, BANK OF MONTREAL CHICAG BRH IL YCD SOFR+23 12/06/2024 | 06367DJS5 | 12/6/2024 | 4.83% | $105,011,792 | 0.08% | |
| Toronto-Dominion Bank/NY, TORONTO DOMINION BANK - NY YCD SOFR+26 02/21/2025 | 89115DS64 | 2/21/2025 | 4.91% | $69,022,867 | 0.05% | |
| Mizuho Bank Ltd Canada Branch, MIZUHO BANK LTD CDA BRH (TD) TD 4.84% 11/01/2024 | N/A | 11/1/2024 | 4.84% | $2,825,000,000 | 2.07% | |
| DNB BANK ASA NY (TD) TD 4.83% 11/01/2024 | N/A | 11/1/2024 | 4.83% | $2,038,000,000 | 1.49% | |
| SKANDINAVISKA ENSKILD BKNY(TD) TD 4.83% 11/01/2024 | N/A | 11/1/2024 | 4.83% | $1,957,000,000 | 1.44% | |
| Royal Bank of Canada Toronto, ROYAL BANK OF CAN TORONTO (TD) TD 4.83% 11/01/2024 | N/A | 11/1/2024 | 4.83% | $1,708,000,000 | 1.25% | |
| ING BANK NV (TD) TD 4.84% 11/01/2024 | N/A | 11/1/2024 | 4.84% | $832,300,000 | 0.61% | |
| ING BANK NV (TD) TD 4.84% 11/05/2024 | N/A | 11/5/2024 | 4.73% | $729,000,000 | 0.53% | |
| ING BANK NV (TD) TD 4.84% 11/06/2024 | N/A | 11/6/2024 | 4.75% | $728,297,524 | 0.53% | |
| ING BANK NV (TD) TD 4.84% 11/04/2024 | N/A | 11/4/2024 | 4.73% | $624,300,000 | 0.46% | |
| ING BANK NV (TD) TD 4.84% 11/07/2024 | N/A | 11/7/2024 | 4.73% | $416,000,000 | 0.31% | |
| Fixed Income Clearing Corp - Credit Agricole, CAG FID G RP 4.86% 11/4/24 | N/A | 11/4/2024 | 4.75% | $2,229,000,000 | 1.63% | |
| Fixed Income Clearing Corp - ING, ING FID G RP 4.87% 11/4/24 | N/A | 11/4/2024 | 4.76% | $345,000,000 | 0.25% | |
| VICTORY RECEIVABLES CORP CP .0464 01/15/2025 | 92646KNF5 | 1/15/2025 | 4.85% | $194,058,012 | 0.14% | |
| VICTORY RECEIVABLES CORP CP .0475 01/06/2025 | 92646KN65 | 1/6/2025 | 4.86% | $161,571,680 | 0.12% | |
| GOTHAM FUNDING CORP YCP .0464 01/16/2025 | 38346LNG7 | 1/16/2025 | 4.84% | $154,434,556 | 0.11% | |
| VICTORY RECEIVABLES CORP CP .0475 12/18/2024 | 92646KMJ8 | 12/18/2024 | 4.86% | $113,277,696 | 0.08% | |
| GOTHAM FUNDING CORP YCP .0474 01/13/2025 | 38346LND4 | 1/13/2025 | 4.85% | $98,044,224 | 0.07% | |
| VICTORY RECEIVABLES CORP CP .046 01/31/2025 | 92646KNX6 | 1/31/2025 | 4.83% | $97,819,069 | 0.07% | |
| LIBERTY STREET FUNDING LLC CP .0466 01/14/2025 | 53127TNE9 | 1/14/2025 | 4.84% | $77,237,878 | 0.06% | |
| VICTORY RECEIVABLES CORP CP .0464 01/16/2025 | 92646KNG3 | 1/16/2025 | 4.84% | $77,217,278 | 0.06% | |
| GOTHAM FUNDING CORP YCP .0474 01/17/2025 | 38346LNH5 | 1/17/2025 | 4.84% | $77,207,387 | 0.06% | |
| GOTHAM FUNDING CORP YCP .0475 12/16/2024 | 38346LMG8 | 12/16/2024 | 4.86% | $74,544,983 | 0.05% | |
| VICTORY RECEIVABLES CORP CP .0475 12/16/2024 | 92646KMG4 | 12/16/2024 | 4.87% | $64,604,878 | 0.05% | |
| VICTORY RECEIVABLES CORP CP .0464 01/16/2025 | 92646KNG3 | 1/16/2025 | 4.89% | $74,239,763 | 0.05% | |
| CABOT TRAIL FUNDING LLC CP .0534 12/03/2024 | 12710GM31 | 12/3/2024 | 4.90% | $48,784,312 | 0.04% | |
| CABOT TRAIL FUNDING LLC CP .0456 04/09/2025 | 12710GR93 | 4/9/2025 | 4.69% | $56,827,971 | 0.04% | |
| CABOT TRAIL FUNDING LLC CP .0525 11/06/2024 | 12710GL65 | 11/6/2024 | 4.94% | $27,977,466 | 0.02% | |
| J.P. Morgan Securities, LLC, JPMORNGR *A RP OBFR01+0.5% 2/18/25 | N/A | 2/18/2025 | 5.27% | $1,058,000,000 | 0.78% | |
| J.P. Morgan Securities, LLC, JPMORNGR *A RP OBFR01+0.5% 2/13/25 | N/A | 2/13/2025 | 5.27% | $687,000,000 | 0.50% | |
| BNP Paribas Prime Brokerage, Inc., BNPPBNG A RP 5.08% 11/1/24 | N/A | 11/1/2024 | 5.08% | $634,000,000 | 0.46% | |
| J.P. Morgan Securities, LLC, JPMORNGR *A RP OBFR01+0.5% 2/13/25 | N/A | 2/13/2025 | 5.27% | $634,000,000 | 0.46% | |
| J.P. Morgan Securities, LLC, JPMORNGR *A RP OBFR01+0.5% 2/4/25 | N/A | 2/4/2025 | 5.26% | $528,000,000 | 0.39% | |
| Mizuho Securities U.S.A., Inc., MIZUHONG A RP OBFR01+0.5% 12/20/24 | N/A | 12/20/2024 | 5.23% | $396,000,000 | 0.29% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP 4.99% 11/1/24 | N/A | 11/1/2024 | 4.99% | $291,000,000 | 0.21% | |
| TD Securities (U.S.A.) (Non Gov), TDNGR A RP 4.98% 11/1/24 | N/A | 11/1/2024 | 4.98% | $264,000,000 | 0.19% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP 5.03% 11/1/24 | N/A | 11/1/2024 | 5.03% | $264,000,000 | 0.19% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP 5.07% 11/7/24 | N/A | 11/7/2024 | 4.95% | $264,000,000 | 0.19% | |
| Goldman Sachs & Co LLC, GOLDMNR A RP OBFR01+0.4% 11/21/24 | N/A | 11/21/2024 | 5.11% | $264,000,000 | 0.19% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP OBFR01+0.5% 2/5/25 | N/A | 2/5/2025 | 5.26% | $211,000,000 | 0.15% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP OBFR01+0.5% 2/18/25 | N/A | 2/18/2025 | 5.27% | $211,000,000 | 0.15% | |
| ING Financial Markets LLC, INGFING A RP 5.05% 11/1/24 | N/A | 11/1/2024 | 5.05% | $159,000,000 | 0.12% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP OBFR01+0.5% 2/27/25 | N/A | 2/27/2025 | 5.28% | $159,000,000 | 0.12% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP OBFR01+0.5% 1/31/25 | N/A | 1/31/2025 | 5.26% | $132,000,000 | 0.10% | |
| J.P. Morgan Securities, LLC, JPMORNGR *A RP OBFR01+0.52% 2/13/25 | N/A | 2/13/2025 | 5.29% | $132,000,000 | 0.10% | |
| HSBC Securities, Inc. (U.S.A.), HSBCNGR A RP 5.06% 11/1/24 | N/A | 11/1/2024 | 5.06% | $106,000,000 | 0.08% | |
| RBC Capital Markets Co., RBC NGR A RP OBFR01+0.5% 12/23/24 | N/A | 12/23/2024 | 5.23% | $106,000,000 | 0.08% | |
| Mitsubishi UFJ Securities (U.S.A.), Inc., MUFJNGR A RP 5.06% 11/1/24 | N/A | 11/1/2024 | 5.06% | $66,000,000 | 0.05% | |
| BMO Capital Markets Corp, BMOCAPNG A RP 4.97% 11/1/24 | N/A | 11/1/2024 | 4.97% | $53,000,000 | 0.04% | |
| BMO Capital Markets Corp, BMOCAPNG A RP 5.03% 11/1/24 | N/A | 11/1/2024 | 5.03% | $53,000,000 | 0.04% | |
| ING Financial Markets LLC, INGFING A RP 5.05% 11/1/24 | N/A | 11/1/2024 | 5.05% | $53,000,000 | 0.04% | |
| NatWest Markets Securities Inc, NATSECNG A RP 5.07% 11/1/24 | N/A | 11/1/2024 | 5.07% | $53,000,000 | 0.04% | |
| Truist Securities Inc, TRUISTNG A RP 5.1% 11/1/24 | N/A | 11/1/2024 | 5.10% | $53,000,000 | 0.04% | |
| Wells Fargo Securities, LLC, WELLSNGR A RP OBFR01+0.6% 2/5/25 | N/A | 2/5/2025 | 5.36% | $53,000,000 | 0.04% | |
| Mizuho Securities U.S.A., Inc., MIZUHONG A RP 5.1% 11/1/24 | N/A | 11/1/2024 | 5.10% | $26,000,000 | 0.02% | |
| Truist Securities Inc, TRUISTNG A RP 5.15% 11/1/24 | N/A | 11/1/2024 | 5.15% | $26,000,000 | 0.02% | |
| Mitsubishi UFJ Securities (U.S.A.), Inc., MUFJNGR A RP 5.35% 11/1/24 | N/A | 11/1/2024 | 5.35% | $10,000,000 | 0.01% |