N-MFP2 0001403166 XXXXXXXX 2019-02-28 0001403166 S000019502 1 N N UBS ASSET MANAGEMENT (AMERICAS), INC. 801-34910 Ernst & Young LLP New York NY UBS ASSET MANAGEMENT (AMERICAS) INC. None N Y 0001060517 UBS Select Prime Preferred Fund 333-52965 S000018676 0001060517 UBS Select Prime Investor Fund 333-52965 S000018679 0001060517 UBS Select Prime Institutional Fund 333-52965 S000002681 N Prime N 21 47 4041763657.95 4515215024.37 5075667911.91 4867035308.25 6298858782.29 6252246871.82 6440749664.12 6583183045.18 0.00 0.2751 0.3031 0.3302 0.3139 0.4288 0.4198 0.4190 0.4246 0.0000 1988408.04 15871248461.83 4993007256.60 10257567.55 373239904.47 15510254532.95 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 C000054151 1.00 15510254532.95 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N ANZ New Zealand Int'l Ltd/London ANZ New Zealand Int'l Ltd/London 2.320300% 00182HGN6 213800VD256NU2D97H12 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-09 2019-05-09 2019-05-09 N N N 0.0263 49007674.38 49007674.38 0.0032 N N N N ANZ New Zealand Int'l Ltd/London ANZ New Zealand Int'l Ltd/London 2.809900% 00182HGS5 213800VD256NU2D97H12 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-25 2019-06-24 2019-06-24 N N N 0.0259 69047797.68 69047797.68 0.0045 N N N N ANZ New Zealand Int'l Ltd/London ANZ New Zealand Int'l Ltd/London 0018A3QB3 213800VD256NU2D97H12 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-11 2019-03-11 2019-03-11 N N N 0.0240 39970678.80 39970678.80 0.0026 N N N N ASB Finance Ltd/London ASB Finance Ltd/London 2.824000% 0020P5JM2 549300A8V0FZJN79NH08 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-05 2019-08-05 2019-08-05 N N N 0.0263 60046074.00 60046074.00 0.0039 N N N N ASB Finance Ltd/London ASB Finance Ltd/London 2.856900% 0020P5JS9 549300A8V0FZJN79NH08 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-11 2019-09-10 2019-09-10 N N N 0.0264 60061112.40 60061112.40 0.0039 N N N N Albion Capital Corp. SA Albion Capital Corp. SA 01329XQ85 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-08 2019-03-08 2019-03-08 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0241 44975860.20 44975860.20 0.0029 N N N N Albion Capital Corp. SA Albion Capital Corp. SA 01329XRP6 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-23 2019-04-23 2019-04-23 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0251 50094831.59 50094831.59 0.0032 N N N N Albion Capital LLC Albion Capital LLC 01329XSM2 US01329XSM29 01329XSM2 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-21 2019-05-21 2019-05-21 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0255 60149727.56 60149727.56 0.0039 N N N N Antalis SA Antalis SA 03664BQ41 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-04 2019-03-04 2019-03-04 N Y Societe Generrale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Societe Generrale Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0243 25992971.42 25992971.42 0.0017 N N Y N Antalis SA Antalis SA 03664BQD1 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-13 2019-03-13 2019-03-13 N Y Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0246 35968084.92 35968084.92 0.0023 N N N N Antalis SA Antalis SA 03664BR24 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-02 2019-04-02 2019-04-02 N N N 0.0249 49886012.50 49886012.50 0.0032 N N N N Antalis SA Antalis SA 03664BR32 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-03 2019-04-03 2019-04-03 N Y Societe Generrale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Societe Generrale Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0249 60976323.99 60976323.99 0.0039 N N N N Antalis SA Antalis SA 03664BRA6 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-10 2019-04-10 2019-04-10 N Y Societe Generrale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Societe Generrale Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0251 13960043.16 13960043.16 0.0009 N N N N Antalis SA Antalis SA 03664BS64 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-06 2019-05-06 2019-05-06 N Y Societe Generrale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Societe Generrale Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0256 18222694.81 18222694.81 0.0012 N N N N Antalis SA Antalis SA 03664BS98 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-09 2019-05-09 2019-05-09 N Y Societe Generrale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Societe Generrale Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0257 84575731.85 84575731.85 0.0055 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821UQM7 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-21 2019-03-21 2019-03-21 N Y Credit Agricole 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0247 106845955.31 106845955.31 0.0069 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821UR46 549300BUNY5BIX4CVW20 US04821UR460 04821UR46 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-04 2019-04-04 2019-04-04 N Y Credit Agricole 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0249 9476983.59 9476983.59 0.0006 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821UR87 549300BUNY5BIX4CVW20 04821UR87 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-08 2019-04-08 2019-04-08 N Y Credit Agricole 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0250 38894332.62 38894332.62 0.0025 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 2.782600% 05253MLV4 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-08 2019-07-08 2019-07-08 N N N 0.0261 70038831.80 70038831.80 0.0045 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 2.674800% 0556X4FF8 549300HVMZ89HDMELW08 0001414365 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-20 2019-05-20 2019-05-20 N N N 0.0254 50015758.50 50015758.50 0.0032 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 2.609200% 0556X4FU5 549300HVMZ89HDMELW08 0001414365 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-03 2019-09-03 2019-09-03 N N N 0.0261 70000000.00 70000000.00 0.0045 N N N N Bank of Montreal Bank of Montreal 2.810000% 06370RNX3 NQQ6HPCNCCU6TUTQYE16 0000009622 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-05-09 2019-05-09 N N N 0.0257 70032505.20 70032505.20 0.0045 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.772300% 06417G2Z0 L3I9ZG2KFGXZ61BMYR72 0001041839 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-07 2019-05-07 2019-05-07 N N N 0.0263 60012546.00 60012546.00 0.0039 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.813800% 06417LKF3 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-04 2019-10-04 2019-10-04 N N N 0.0263 75074589.00 75074589.00 0.0048 N N N N Banque et Caisse d'Epargne de l'Etat Banque et Caisse d'Epargne de l'Etat 0667K1T76 R7CQUF1DQM73HUTV1078 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-07 2019-06-07 2019-06-07 N N N 0.0261 90843762.00 90843762.00 0.0059 N N N N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.520000% 0001484219 0673PA005_2.52_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2025-09-30 3.000000 196640000.00 204000049.36 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0252 200000000.00 200000000.00 0.0129 N Y Y N Barclays Bank PLC Barclays Bank PLC 3.078500% 06741PTD7 G5GSEF7VJP5I7OUK5573 0001484212 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-06-03 2019-11-05 N N N 0.0273 72011646.00 72011646.00 0.0046 N N N Y Barton Capital SA Barton Capital SA 06945MQ17 549300KOFKIMD0C37W24 06945MQ17 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 42997154.69 42997154.69 0.0028 N Y Y N Barton Capital SA Barton Capital SA 06945MQB5 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-11 2019-03-11 2019-03-11 N Y Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0248 74943189.75 74943189.75 0.0048 N N N N Barton Capital SA Barton Capital SA 06945MS64 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-06 2019-05-06 2019-05-06 N N N 0.0261 29854107.60 29854107.60 0.0019 N N N N Barton Capital SA Barton Capital SA 06945MSA5 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-10 2019-05-10 2019-05-10 N N N 0.0261 34819906.45 34819906.45 0.0022 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.674000% 07646KDX5 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-07 2019-11-07 2019-11-07 N N N 0.0265 20000404.00 20000404.00 0.0013 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.630400% 07646KEB2 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-21 2019-11-21 2019-11-21 N N N 0.0265 46996717.52 46996717.52 0.0030 N N N N CAFCO LLC CAFCO LLC 1247P3QB1 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-11 2019-03-11 2019-03-11 N Y Citibank N.A. 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y CITIBANK N.A. Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 CITIBANK N.A. LOC 0.0800 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0244 113015677.16 113015677.16 0.0073 N N N N CAFCO LLC CAFCO LLC 1247P3R53 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-05 2019-04-05 2019-04-05 N Y Citibank N.A. 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y CITIBANK N.A Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 CITIBANK N.A LOC 0.0800 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0249 78802974.00 78802974.00 0.0051 N N N N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LQ57 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-05 2019-03-05 2019-03-05 N N N 0.0255 54980505.80 54980505.80 0.0035 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LQ65 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-06 2019-03-06 2019-03-06 N N N 0.0256 300871774.00 300871774.00 0.0194 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LQ73 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-07 2019-03-07 2019-03-07 N N N 0.0256 79960177.60 79960177.60 0.0052 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.709100% 13606BA22 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-05-01 2019-05-01 N N N 0.0251 50015623.50 50015623.50 0.0032 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.782300% 13608CFL1 2IGI19DL77OX0HC3ZE78 0000800030 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-07 2019-03-07 2019-03-07 N N N 0.0242 42002929.50 42002929.50 0.0027 N N Y N Chariot Funding LLC Chariot Funding LLC 2.673800% 15963RBB8 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-08 2019-08-08 2019-08-08 N Y JPMorgan Chase Bank, NA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y JPMorgan Chase Bank, NA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 JPMorgan Chase Bank, NA LOC 0.1100 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0263 71007667.29 71007667.29 0.0046 N N N N Chariot Funding LLC Chariot Funding LLC 2.589100% 15963RBH5 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-27 2019-08-27 2019-08-27 N Y JPMorgan Chase Bank, NA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y JPMorgan Chase Bank, NA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 JPMorgan Chase Bank, NA LOC 0.1100 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0259 76000000.00 76000000.00 0.0049 N N N N Charta LLC Charta LLC 16115WQK6 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-19 2019-03-19 2019-03-19 N Y Citibank N.A. 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y CITIBANK N.A. Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 CITIBANK N.A. LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0246 47438454.73 47438454.73 0.0031 N N N N Charta LLC Charta LLC 16115WR90 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-09 2019-04-09 2019-04-09 N Y Citibank N.A. 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y CITIBANK N.A Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 CITIBANK N.A LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0250 59833133.40 59833133.40 0.0039 N N N N Charta LLC Charta LLC 16115WRN9 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-22 2019-04-22 2019-04-22 N Y Citibank N.A. 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y CITIBANK N.A Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 CITIBANK N.A LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0253 34869428.65 34869428.65 0.0022 N N N N Charta LLC Charta LLC 16115WSM0 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-21 2019-05-21 2019-05-21 N Y Citibank N.A. 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y CITIBANK N.A Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 CITIBANK N.A LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0253 24856044.50 24856044.50 0.0016 N N N N China Construction Bank Corp. China Construction Bank Corp. 16891NQ18 5493001KQW6DM7KEDR62 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 128991385.38 128991385.38 0.0083 N Y Y N Citibank NA Citibank NA 2.740000% 17305TB84 E57ODZWZ7FF32TWEFA76 0000036684 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-21 2019-03-21 2019-03-21 N N N 0.0243 62010461.88 62010461.88 0.0040 N N N N Citibank NA Citibank NA 2.840000% 17305TC42 E57ODZWZ7FF32TWEFA76 0000036684 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-10 2019-04-10 2019-04-10 N N N 0.0250 60022243.20 60022243.20 0.0039 N N N N Collateralized Commercial Paper Co. LLC Collateralized Commercial Paper Co. LLC 2.828100% 19423EEY0 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0283 20000000.00 20000000.00 0.0013 N Y Y N Collateralized Commercial Paper Co. LLC Collateralized Commercial Paper Co. LLC 2.794000% 19423EFA1 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-05 2019-03-05 2019-03-05 N N N 0.0242 43002224.82 43002224.82 0.0028 N N Y N Collateralized Commercial Paper Co. LLC Collateralized Commercial Paper Co. LLC 2.941600% 19423EGN2 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-25 2019-06-25 2019-06-25 N N N 0.0262 20007271.20 20007271.20 0.0013 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 2.975900% 21684B5B6 DG3RU1DBUFHT4ZF9WN62 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-12 2019-03-12 2019-03-12 N N N 0.0260 38001716.08 38001716.08 0.0025 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 2.700400% 21684B6G4 DG3RU1DBUFHT4ZF9WN62 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-19 2019-07-19 2019-07-19 N N N 0.0261 48017710.56 48017710.56 0.0031 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 2.713800% 21684B6L3 DG3RU1DBUFHT4ZF9WN62 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-04 2019-08-02 2019-08-02 N N N 0.0262 10003110.90 10003110.90 0.0006 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 2.643800% 21684L2T8 DG3RU1DBUFHT4ZF9WN62 US21684L2T82 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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DBS Bank Ltd. 23305ES38 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-03 2019-05-03 2019-05-03 N N N 0.0258 60720538.87 60720538.87 0.0039 N N N N DZ Bank DZ Bank 2.720000% 23328AF74 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-09 2019-04-09 2019-04-09 N N N 0.0252 100021105.00 100021105.00 0.0064 N N N N DNB Bank ASA DNB Bank ASA 2.648800% 2332K4HV9 549300GKFG0RYRRQ1414 0001498632 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-15 2019-05-15 2019-05-15 N N N 0.0253 50012576.50 50012576.50 0.0032 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WQJ1 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-18 2019-03-18 2019-03-18 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0246 19975360.00 19975360.00 0.0013 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WR19 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-01 2019-04-01 2019-04-01 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0251 23946559.92 23946559.92 0.0015 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WT41 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-04 2019-06-04 2019-06-04 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0262 49651200.00 49651200.00 0.0032 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WT74 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-07 2019-06-07 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0262 39711910.00 39711910.00 0.0026 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.776900% 30601YYS8 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-11 2019-07-10 2019-07-10 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0261 51026794.38 51026794.38 0.0033 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.776900% 30601YYT6 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-11 2019-07-11 2019-07-11 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P1 Standard and Poor's Ratings Services A-1 2019-03-22 2019-08-20 2019-08-20 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0262 49993910.00 49993910.00 0.0032 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 31428GQ14 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 99993369.00 99993369.00 0.0064 N Y Y N Gotham Funding Corp. Gotham Funding Corp. 38346MR48 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-04 2019-04-04 2019-04-04 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. 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Industrial & Commercial Bank of China Ltd. 45581CQ40 5493002ERZU2K9PZDL40 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-04 2019-03-04 2019-03-04 N N N 0.0243 104971615.35 104971615.35 0.0068 N N Y N Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. 45581CQJ7 5493002ERZU2K9PZDL40 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-18 2019-03-18 2019-03-18 N N N 0.0248 49938000.00 49938000.00 0.0032 N N N N Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. 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F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-08 2019-07-08 2019-07-08 N N N 0.0269 69320785.80 69320785.80 0.0045 N N N N KBC Bank NV KBC Bank NV 2.400000% 4823TA2M8 6B2PBRV1FCJDMR45RZ53 0001411306 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 195249990.24 195249990.24 0.0126 N Y Y N Liberty Street Funding LLC Liberty Street Funding LLC 53127UQ52 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-05 2019-03-05 2019-03-05 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0244 49983090.50 49983090.50 0.0032 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC 53127UQ86 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-08 2019-03-08 2019-03-08 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0244 24986427.75 24986427.75 0.0016 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UQB9 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-11 2019-03-11 2019-03-11 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P1 Standard and Poor's Ratings Services A-1 2019-04-10 2019-04-10 2019-04-10 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0251 49857297.00 49857297.00 0.0032 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127URC6 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-12 2019-04-12 2019-04-12 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0251 20937040.74 20937040.74 0.0013 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127US19 549300F33VRHM10B9391 53127US19 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0255 9956100.60 9956100.60 0.0006 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127US35 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-03 2019-05-03 2019-05-03 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0255 49773422.00 49773422.00 0.0032 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127US68 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-06 2019-05-06 2019-05-06 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0255 14928868.35 14928868.35 0.0010 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127US76 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-05-07 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0255 13932646.00 13932646.00 0.0009 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127USM3 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-21 2019-05-21 2019-05-21 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0254 49710380.50 49710380.50 0.0032 N N N N LMA SA LMA SA 53944RQC5 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. 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F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0260 49624589.00 49624589.00 0.0032 N N N N LMA SA LMA SA 53944RUF3 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-15 2019-07-15 2019-07-15 N Y Credit Agricole 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0263 57419279.64 57419279.64 0.0037 N N N N LMA SA LMA SA 53944RVE5 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-14 2019-08-14 2019-08-14 N Y Credit Agricole 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0265 49386275.00 49386275.00 0.0032 N N N N Natixis Natixis 2.360000% KX1WK48MPD4Y2NCUIZ63 0001274981 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 455000000.00 455000000.00 0.0293 N Y Y N MUFG Bank Ltd. MUFG Bank Ltd. 2.740000% 55379WWW2 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-16 2019-04-16 2019-04-16 N N N 0.0250 125037553.75 125037553.75 0.0081 N N N N MUFG Bank Ltd. MUFG Bank Ltd. 2.610000% 55379WYU4 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-10 2019-05-10 2019-05-10 N N N 0.0254 100012709.00 100012709.00 0.0064 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274MQ88 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-08 2019-03-08 2019-03-08 N Y Sumitomo Mitsui Banking Corp 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Sumitomo Mitsui Banking Corp Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Sumitomo Mitsui Banking Corp LOC 0.0100 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0243 39978444.40 39978444.40 0.0026 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274MQE5 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-14 2019-03-14 2019-03-14 N Y Sumitomo Mitsui Banking Corp 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Sumitomo Mitsui Banking Corp Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Sumitomo Mitsui Banking Corp LOC 0.0100 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0246 101423076.83 101423076.83 0.0065 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 60682XR40 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-04 2019-04-04 2019-04-04 N N N 0.0247 102752957.59 102752957.59 0.0066 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 60689GRA6 RB0PEZSDGCO3JS6CEU02 0000812291 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-10 2019-04-10 2019-04-10 N N N 0.0247 36492056.07 36492056.07 0.0024 N N N N Mizuho Bank Ltd. 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P1 Standard and Poor's Ratings Services A-1+ 2019-03-15 2019-04-15 2019-04-15 N N N 0.0248 50015044.00 50015044.00 0.0032 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409SQ50 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-05 2019-03-05 2019-03-05 N Y RABOBANK 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Rabobank Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0242 74974843.50 74974843.50 0.0048 N N Y N Nordea Bank AB Nordea Bank AB 65558KSE5 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-14 2019-05-14 2019-05-14 N N N 0.0252 99476042.00 99476042.00 0.0064 N N N N Nordea Bank AB Nordea Bank AB 2.667900% 65590AJ23 6SCPQ280AIY8EP3XFW53 0001002614 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-13 2019-06-13 2019-06-13 N N N 0.0258 57014056.77 57014056.77 0.0037 N N N N Nordea Bank AB Nordea Bank AB 2.988200% 65590ATD8 6SCPQ280AIY8EP3XFW53 0001002614 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-15 2019-03-15 2019-03-15 N N N 0.0261 46002729.18 46002729.18 0.0030 N N N N Nordea Bank AB Nordea Bank AB 2.711300% 65590AWK8 6SCPQ280AIY8EP3XFW53 0001002614 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-21 2019-05-21 2019-05-21 N N N 0.0261 42007045.92 42007045.92 0.0027 N N N N Norinchukin Bank Norinchukin Bank 2.380000% 65602VHW9 5493007VSMFZCPV1NB83 Certificate of Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 59999961.60 59999961.60 0.0039 N Y Y N Norinchukin Bank Norinchukin Bank 2.380000% 65602VHX7 5493007VSMFZCPV1NB83 Certificate of Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-06 2019-03-06 2019-03-06 N N N 0.0241 29999839.20 29999839.20 0.0019 N N Y N Old Line Funding LLC Old Line Funding LLC 67983US61 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-06 2019-05-06 2019-05-06 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0253 39811506.80 39811506.80 0.0026 N N N N Old Line Funding LLC Old Line Funding LLC 67984WL22 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-22 2019-04-22 2019-04-22 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0252 54795706.90 54795706.90 0.0035 N N N N Old Line Funding LLC Old Line Funding LLC 2.842300% 67984YFM1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-07 2019-08-07 2019-08-07 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0264 35019166.70 35019166.70 0.0023 N N N N Old Line Funding LLC Old Line Funding LLC 2.749000% 67984YFV1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-07 2019-08-07 2019-08-07 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0264 25006084.50 25006084.50 0.0016 N N N N Old Line Funding LLC Old Line Funding LLC 67985ABJ3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-22 2019-04-22 2019-04-22 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0252 29888567.40 29888567.40 0.0019 N N N N Old Line Funding LLC Old Line Funding LLC 67985ABS3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-20 2019-05-20 2019-05-20 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0254 29828752.50 29828752.50 0.0019 N N N N Old Line Funding LLC Old Line Funding LLC 2.671400% 67985BCD3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-18 2019-05-17 2019-05-17 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0262 50002423.00 50002423.00 0.0032 N N N N Old Line Funding LLC Old Line Funding LLC 2.846900% 67985BCM3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-11 2019-08-09 2019-08-09 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0264 42023200.80 42023200.80 0.0027 N N N N Old Line Funding LLC Old Line Funding LLC 2.749100% 67985BCN1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-01 2019-08-01 2019-08-01 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0264 30007770.90 30007770.90 0.0019 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.680400% 69033MCS4 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-19 2019-04-18 2019-04-18 N N N 0.0249 60016197.60 60016197.60 0.0039 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.763800% 69033MCW5 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-04 2019-05-03 2019-05-03 N N N 0.0259 60014951.40 60014951.40 0.0039 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.736300% 69033MFH5 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-01 2019-11-01 2019-11-01 N N N 0.0262 74999656.50 74999656.50 0.0048 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.619200% 69033MFW2 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-27 2019-11-27 2019-11-27 N N N 0.0262 52000000.00 52000000.00 0.0034 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.757900% 69034CGW2 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-13 2019-05-13 2019-05-13 N N N 0.0253 40017958.00 40017958.00 0.0026 N N N N Regency Markets No. 1 LLC Regency Markets No. 1 LLC 7588R1Q65 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-06 2019-03-06 2019-03-06 N Y HSBC Bankplc 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y HSBC Bankplc Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ n/a Cash 0.0600 0.0244 85272337.21 85272337.21 0.0055 N N Y N Regency Markets No. 1 LLC Regency Markets No. 1 LLC 7588R1Q73 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-07 2019-03-07 2019-03-07 N Y HSBC Bankplc 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y HSBC Bankplc Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ n/a Cash 0.0600 0.0244 47925251.55 47925251.55 0.0031 N N Y N Regency Markets No. 1 LLC Regency Markets No. 1 LLC 7588R1Q81 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-08 2019-03-08 2019-03-08 N Y HSBC Bankplc 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y HSBC Bankplc Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ n/a Cash 0.0600 0.0244 119435124.65 119435124.65 0.0077 N N N N Royal Bank of Canada Royal Bank of Canada 2.877000% 78012UEP6 ES7IP3U3RHIGC71XBU11 0000352613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-02 2019-04-02 2019-04-02 N N N 0.0258 43003741.43 43003741.43 0.0028 N N N N Royal Bank of Canada Royal Bank of Canada 2.833800% 78014XAH0 ES7IP3U3RHIGC71XBU11 0000352613 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-04 2019-08-02 2019-08-02 N N N 0.0262 60048141.60 60048141.60 0.0039 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124MQD5 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-03-13 2019-03-13 2019-03-13 N Y Barclays Bank Plc 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Barclays Bank PLC Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Barclays Bank PLC LOC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0246 65941298.28 65941298.28 0.0043 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124MR93 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 2019-04-09 2019-04-09 2019-04-09 N Y Barclays Bank Plc 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Barclays Bank PLC Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Barclays Bank PLC LOC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0248 99724778.00 99724778.00 0.0064 N N N N Sinopec Century Bright Capital Investment Ltd. Sinopec Century Bright Capital Investment Ltd. 82937RQ41 Non-Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-04 2019-03-04 2019-03-04 N N N 0.0238 49986783.50 49986783.50 0.0032 N N Y N Sinopec Century Bright Capital Investment Ltd. Sinopec Century Bright Capital Investment Ltd. 82937RQ58 Non-Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-05 2019-03-05 2019-03-05 N N N 0.0238 184938796.45 184938796.45 0.0119 N N Y N Sinopec Century Bright Capital Investment Ltd. Sinopec Century Bright Capital Investment Ltd. 82937RQ74 Non-Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-07 2019-03-07 2019-03-07 N N N 0.0239 248884284.72 248884284.72 0.0160 N N Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.868900% 83050F5J6 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-11 2019-10-11 2019-10-11 N N N 0.0263 75026545.50 75026545.50 0.0048 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.784800% 83050F5V9 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-29 2019-10-28 2019-10-28 N N N 0.0263 60003567.60 60003567.60 0.0039 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.723800% 83050FW31 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-14 2019-03-14 2019-03-14 N N N 0.0243 45005073.30 45005073.30 0.0029 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.732600% 83050FY54 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P1 Standard and Poor's Ratings Services A-1 2019-05-20 2019-08-19 2019-08-19 N N N 0.0267 52007256.60 52007256.60 0.0034 N N N N Starbird Funding Corp. Starbird Funding Corp. 85520MQ71 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-07 2019-03-07 2019-03-07 N Y BNP Paribas 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BNP Paribas Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 BNP Paribas LOC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0244 49976278.00 49976278.00 0.0032 N N Y N Fixed Income Clearing Corp. 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Sumitomo Mitsui Trust Bank Ltd. 86562LR87 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-08 2019-04-08 2019-04-08 N N N 0.0248 99731875.00 99731875.00 0.0064 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86562LRA2 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-10 2019-04-10 2019-04-10 N N N 0.0248 92737538.19 92737538.19 0.0060 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.683000% 86564FRV7 5493006GGLR4BTEL8O61 Certificate of Deposit Y Moody's Investors Service, Inc. P1 2019-03-29 2019-07-30 2019-07-30 N N N 0.0262 111027870.99 111027870.99 0.0072 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.600000% 86564FSU8 5493006GGLR4BTEL8O61 Certificate of Deposit Y Moody's Investors Service, Inc. P1 2019-05-30 2019-05-30 2019-05-30 N N N 0.0259 52500841.05 52500841.05 0.0034 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.590000% 86564FTG8 5493006GGLR4BTEL8O61 Certificate of Deposit Y Moody's Investors Service, Inc. P1 2019-06-27 2019-06-27 2019-06-27 N N N 0.0261 74995284.00 74995284.00 0.0048 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564XQ64 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-06 2019-03-06 2019-03-06 N N N 0.0240 44982030.15 44982030.15 0.0029 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564XQF4 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-15 2019-03-15 2019-03-15 N N N 0.0242 34964708.45 34964708.45 0.0023 N N N N Sumitomo Mitsui Trust Bank Ltd. 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P1 Standard and Poor's Ratings Services A-1 2019-06-14 2019-06-14 2019-06-14 N N N 0.0257 100027426.00 100027426.00 0.0064 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.884100% 86958J2N8 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-12 2019-12-12 2019-12-12 N N N 0.0266 65108488.90 65108488.90 0.0042 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.936900% 86958J3T4 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-15 2020-01-14 2020-01-14 N N N 0.0265 75070219.50 75070219.50 0.0048 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.850500% 86958JE47 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-20 2019-05-20 2019-05-20 N N N 0.0254 20005407.00 20005407.00 0.0013 N N N N Swedbank AB Swedbank AB 2.689900% 87019VNM5 M312WZV08Y7LYUC71685 0001367624 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-25 2019-04-24 2019-04-24 N N N 0.0250 50014688.00 50014688.00 0.0032 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 88602UTH3 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-17 2019-06-17 2019-06-17 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-04 2019-08-02 2019-08-02 N N N 0.0265 60041944.80 60041944.80 0.0039 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 89119BQ17 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 16498904.07 16498904.07 0.0011 N Y Y N Toronto-Dominion Bank Toronto-Dominion Bank 89119BQ58 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-03-05 2019-03-05 2019-03-05 N N N 0.0240 149950104.00 149950104.00 0.0097 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank 2.842300% 89120DKZ1 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Standard and Poor's Ratings Services A-1 N N 0.0297 125000000.00 125000000.00 0.0081 N N N Y Versailles Commercial Paper LLC Versailles Commercial Paper LLC 2.700400% 92513HBS7 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-19 2019-04-04 2019-04-18 N Y Natixis 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Natixis Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Natixis LOC 0.1000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0271 40000008.40 40000008.40 0.0026 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 2.732600% 92513HBT5 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-08 2019-08-12 2019-08-12 N Y Natixis 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Natixis Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Natixis LOC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0270 67002237.80 67002237.80 0.0043 N N N N Victory Receivables Corp. Victory Receivables Corp. 92646LQB9 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-11 2019-03-11 2019-03-11 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0245 18486150.72 18486150.72 0.0012 N N N N Victory Receivables Corp. Victory Receivables Corp. 92646LR44 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-04 2019-04-04 2019-04-04 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0249 49878861.00 49878861.00 0.0032 N N N N Wells Fargo Bank NA Wells Fargo Bank NA 2.927500% 94989RH92 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-04 2019-05-07 2019-05-07 N N N 0.0255 42019136.88 42019136.88 0.0027 N N N N Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 2.748900% 96122JEL9 549300W0N3O6Q4RCKE25 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-28 2019-05-28 2019-05-28 N N N 0.0263 69017681.25 69017681.25 0.0044 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.420000% RB0PEZSDGCO3JS6CEU02 0000812291 Non-Negotiable Time Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0245 15000000.00 15000000.00 0.0010 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.540000% 0001197610 99VDDX004_2.54_0305 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N J. C. PENNEY COMPANY, INC 2023-07-01 5.875000 8781000.00 7347959.09 Corporate Debt Securities TGIF FDG LLC 2047-04-30 6.202000 25000.00 23421.12 Corporate Debt Securities GEO GROUP INC NEW SR GLBL NT 6%26 2026-04-15 6.000000 2000.00 1896.83 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25 2025-03-15 5.750000 5019000.00 4911265.77 Corporate Debt Securities ALTICE FRANCE S A SR SEC GLBL 27 2027-02-01 8.125000 30874.00 30869.18 Corporate Debt Securities PACIFIC DRILLING FIRST LIEN ES SR SEC GLBL 23 2023-10-01 8.375000 39956.00 41596.55 Corporate Debt Securities ASSOCIATED MATLS / AMH NEW FIN SR SEC GLBL 24 2024-01-01 9.000000 10000000.00 9967499.99 Corporate Debt Securities TALOS PRODTN LLC/TALOS PROD FI SR SEC GLBL NT22 2022-04-03 11.000000 7754716.00 8380047.66 Corporate Debt Securities SESI L L C SR NT 7.125%21 2021-12-15 7.125000 143000.00 134341.05 Corporate Debt Securities THIRD PT RE USA HLDSG INC CR SEN SR GLBL25 2025-02-13 7.000000 1509708.00 1528649.80 Corporate Debt Securities TRAVELPORT CORPORATE FIN PLC 6%26 2026-03-15 6.000000 31000.00 33392.17 Corporate Debt Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-05 2019-03-05 2019-03-05 N N N 0.0254 30000000.00 30000000.00 0.0019 N N Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.580000% 0001197610 99VDDX004_2.58_0301 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FIRST FRANKLIN MTG 2006-FF14 A6 20361025 FLT 2036-10-25 2.799880 28587393.00 20528387.46 Corporate Debt Securities LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT 2070-01-28 8.440825 69983017.00 64953138.72 Corporate Debt Securities NOMURA HEQ LN TR 2006-FM1 M-1 20351125 FLT 2035-11-25 2.899880 349226.00 141191.65 Corporate Debt Securities OCTAGON INV PTNS XXII 2014-22 SUB 20251125 FLT 2025-11-25 0.00 1364817.00 743825.26 Corporate Debt Securities OPORTUN FDG IX 2018-B B 20240708 4.50000 2024-07-08 4.500000 33271.00 33457.45 Corporate Debt Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 80000000.00 80000000.00 0.0052 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.580000% 0001197610 99VDDX004_2.58_0301_ Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP INC SR NT 2.4%20 2020-02-18 2.400000 972000.00 967914.36 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 22 2022-07-01 6.125000 6332000.00 6361747.21 Corporate Debt Securities BEAR STEARNS ALT-A 2005-10 I-1A-1 20360125 FLT 2036-01-25 2.989880 141.00 11.06 Corporate Debt Securities CAIXA ECONOMICA FEDERAL FR 4.25%051319 2019-05-13 4.250000 2490000.00 2519122.62 Corporate Debt Securities TGIF FDG LLC 2047-04-30 6.202000 3328333.00 3118131.95 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25 2025-03-15 5.750000 1371000.00 1341571.10 Corporate Debt Securities VALEANT PHARMACEUTICALS INTL I SR SEC GLBL 25 2025-11-01 5.500000 6223000.00 6404244.87 Corporate Debt Securities AVANTOR INC SR SEC GLBL 24 2024-10-01 6.000000 297.00 308.73 Corporate Debt Securities DIAMOND OFFSHORE DRILLING INC SR GLBL NT 25 2025-08-15 7.875000 575703.00 544237.23 Corporate Debt Securities INTELSAT LUXEMBOURG S A SR NT 7.75%21 2021-06-01 7.750000 6555000.00 6513894.68 Corporate Debt Securities ALTICE FRANCE S A SR SEC GLBL 27 2027-02-01 8.125000 1783217.00 1782938.37 Corporate Debt Securities ELETSON HLDGS INC / ELETSON SR SEC PIK ACR22 2022-01-15 9.625000 1.00 0.39 Corporate Debt Securities BANK AMER CORP ALT TIER I PERP 2028-03-15 5.875000 846000.00 851584.19 Corporate Debt Securities DUN & BRADSTREET CORP DEL NEW CR SEN SR NT 22 2022-12-01 4.625000 5099000.00 5423689.45 Corporate Debt Securities EAGLE HOLDING CO. 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F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 50000000.00 50000000.00 0.0032 N Y Y N UBS Master Trust 2019-03-07 /s/Nancy Osborn Nancy Osborn Vice President