N-MFP2 0001403166 XXXXXXXX 2019-02-28 0001403166 S000053209 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 Prime Reserves Fund 333-52965 S000052306 0001060517 UBS Prime Preferred Fund 333-52965 S000052307 0001060517 UBS Prime Investor Fund 333-52965 S000052308 N Prime Y 18 34 1511069047.21 1600552220.77 1856462842.10 1710406083.34 2088782915.26 2111472143.55 2169433586.27 2278828683.04 0.00 0.3598 0.3656 0.4062 0.3749 0.4973 0.4823 0.4746 0.4995 0.0000 689248.80 4729152966.47 4728779365.32 2285821.43 69647942.99 4662106492.56 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 C000167359 1.00 4662106492.56 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 2.809900% 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 16011040.00 16011040.00 0.0034 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 9992700.00 9992700.00 0.0021 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 0.0262 15011550.00 15011550.00 0.0032 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 9994600.00 9994600.00 0.0021 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 32875920.00 32875920.00 0.0071 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 9997300.00 9997300.00 0.0021 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 7992880.00 7992880.00 0.0017 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 0.0255 9727772.44 9727772.44 0.0021 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 15954400.00 15954400.00 0.0034 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 14928450.00 14928450.00 0.0032 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 40148653.50 40148653.50 0.0086 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821UQ13 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 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 0.0245 119991916.80 119991916.80 0.0257 N Y Y 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 27959680.00 27959680.00 0.0060 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 10970190.00 10970190.00 0.0024 N N N N BNP Paribas SA BNP Paribas SA 2.380000% R0MUWSFPU8MPRO8K5P83 0001197610 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 0.0238 150000000.00 150000000.00 0.0322 N Y Y 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 19010640.00 19010640.00 0.0041 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 21000000.00 21000000.00 0.0045 N N N N Bank of China Ltd. Bank of China Ltd. 06119RQB4 549300OGSFI8KL1WUU09 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 0.0244 6994781.08 6994781.08 0.0015 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 15006900.00 15006900.00 0.0032 N N N N Bank of Montreal Bank of Montreal 2.780000% 06370RTK5 NQQ6HPCNCCU6TUTQYE16 0000009622 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-06 2019-06-06 2019-06-06 N N N 0.0255 14508457.85 14508457.85 0.0031 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 15003150.00 15003150.00 0.0032 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 0.0262 20020000.00 20020000.00 0.0043 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 25813580.00 25813580.00 0.0055 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 0.0429 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 18002916.00 18002916.00 0.0039 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 0.0243 14999007.45 14999007.45 0.0032 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 24981000.00 24981000.00 0.0054 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 9951400.00 9951400.00 0.0021 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 9500190.00 9500190.00 0.0020 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 31076675.00 31076675.00 0.0067 N N N N CAFCO LLC CAFCO LLC 1247P3QJ4 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-18 2019-03-18 2019-03-18 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 0.0246 23970432.00 23970432.00 0.0051 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 20947710.00 20947710.00 0.0045 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 9996500.00 9996500.00 0.0021 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 55975920.00 55975920.00 0.0120 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 0.0278 59970133.20 59970133.20 0.0129 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.936300% 13606BFY7 2IGI19DL77OX0HC3ZE78 US13606BFY74 0000800030 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0260 16005744.00 16005744.00 0.0034 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 12000840.00 12000840.00 0.0026 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 20002200.00 20002200.00 0.0043 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 12483750.00 12483750.00 0.0027 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 9972200.00 9972200.00 0.0021 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 14913600.00 14913600.00 0.0032 N N N N Chevron Corp. Chevron Corp. 16677KR21 Non-Financial Company Commercial Paper Y 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 0.0240 69845743.10 69845743.10 0.0150 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 36997410.00 36997410.00 0.0079 N Y Y N China Construction Bank Corp. China Construction Bank Corp. 2.530000% 16955AJM1 5493001KQW6DM7KEDR62 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-28 2019-03-28 2019-03-28 N N N 0.0251 7000095.90 7000095.90 0.0015 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 18006660.00 18006660.00 0.0039 N N N 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 13000650.00 13000650.00 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 13004680.00 13004680.00 0.0028 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 10000500.00 10000500.00 0.0021 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 14005180.00 14005180.00 0.0030 N N N N Credit Agricole CIB Credit Agricole CIB 2.390000% 22535CCX7 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 0.0239 50000000.00 50000000.00 0.0107 N Y Y N DBS Bank Ltd. DBS Bank Ltd. 23305EQ48 ATUEL7OJR5057F2PV266 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 0.0245 86976510.00 86976510.00 0.0187 N N Y N DBS Bank Ltd. DBS Bank Ltd. 23305ER13 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-01 2019-04-01 2019-04-01 N N N 0.0256 12970490.00 12970490.00 0.0028 N N N N DBS Bank Ltd. 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 17419850.00 17419850.00 0.0037 N N N N DNB Bank ASA DNB Bank ASA 2332K1RH5 549300GKFG0RYRRQ1414 0001498632 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-17 2019-04-17 2019-04-17 N N N 0.0246 24918133.25 24918133.25 0.0053 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 9987700.00 9987700.00 0.0021 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 13006890.00 13006890.00 0.0028 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 43996920.00 43996920.00 0.0094 N Y Y N Gotham Funding Corp. Gotham Funding Corp. 38346MQB3 549300Z2ZR7VTUMRPR17 38346MQB3 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 14688995.43 14688995.43 0.0032 N N N 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. 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 20949180.00 20949180.00 0.0045 N N N N Goldman Sachs & Co. Tri Party Repo Goldman Sachs & Co. Tri Party Repo 2.530000% 0000769993 384999009_2.53_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB 2020-06-25 0.00 117000000.00 116978256.33 Agency Mortgage-Backed Securities U.S. Treasury Bill 2019-03-28 0.00 4322000.00 4314116.67 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-02-28 2.500000 13651200.00 13570152.83 U.S. Treasuries (including strips) US Treasury Strip Principal 2046-02-15 0.00 3894100.00 1686028.48 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2022-01-15 0.125000 35921600.00 39315585.27 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2024-07-15 0.125000 476900.00 493860.82 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0253 172900000.00 172900000.00 0.0371 N Y Y N Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. 2.500000% 45580DWL4 5493002ERZU2K9PZDL40 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-20 2019-03-20 2019-03-20 N N N 0.0249 5000050.00 5000050.00 0.0011 N N N N Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. 45581CQ16 5493002ERZU2K9PZDL40 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 49996634.50 49996634.50 0.0107 N Y Y N Industrial & Commercial Bank of China Ltd. 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 29991900.00 29991900.00 0.0064 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 24969000.00 24969000.00 0.0054 N N N N JPMorgan Securities LLC JPMorgan Securities LLC 46640QU82 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y Fitch, Inc. 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 18815700.00 18815700.00 0.0040 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UQ11 549300F33VRHM10B9391 53127UQ11 Asset Backed Commercial Paper 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 Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. 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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 0.0248 38892360.00 38892360.00 0.0083 N N N N LMA SA LMA SA 53944RSE9 969500DWS97CYSHCPT49 Asset Backed 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 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 0.0256 24867000.00 24867000.00 0.0053 N N N N LMA SA LMA SA 53944RT73 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 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 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 0.0259 10921570.00 10921570.00 0.0023 N N N N LMA SA LMA SA 53944RTA6 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-10 2019-06-10 2019-06-10 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 0.0260 10919040.00 10919040.00 0.0023 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 16829830.00 16829830.00 0.0036 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 0.0236 90000000.00 90000000.00 0.0193 N Y Y N MUFG Bank Ltd. MUFG Bank Ltd. 2.580000% 55379WYS9 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0253 35002586.85 35002586.85 0.0075 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 35004550.00 35004550.00 0.0075 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274MQ70 549300S0NSJYSOB32S63 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 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 0.0242 36301909.73 36301909.73 0.0078 N N Y 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 9994600.00 9994600.00 0.0021 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 29971500.00 29971500.00 0.0064 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 37908800.00 37908800.00 0.0081 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.750000% 60700A3T9 RB0PEZSDGCO3JS6CEU02 0000812291 Certificate of Deposit 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 0.0241 15000750.00 15000750.00 0.0032 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.620000% 60700A5A8 RB0PEZSDGCO3JS6CEU02 0000812291 Certificate of Deposit 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 0.0241 17000484.67 17000484.67 0.0036 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.620000% 60710A2B7 RB0PEZSDGCO3JS6CEU02 0000812291 Certificate of Deposit Y 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 0.0256 35004200.00 35004200.00 0.0075 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.718800% 63254GHM0 F8SB4JFBSYQFRQEH3Z21 0000833029 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 2019-04-15 2019-04-15 N N N 0.0248 14004200.00 14004200.00 0.0030 N N N N Nordea Bank AB Nordea Bank AB 65558KSE5 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 0.0247 17477233.03 17477233.03 0.0037 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 19925800.00 19925800.00 0.0043 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 15008250.00 15008250.00 0.0032 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 23005520.00 23005520.00 0.0049 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 29888700.00 29888700.00 0.0064 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 8004400.00 8004400.00 0.0017 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 15003750.00 15003750.00 0.0032 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 20000000.00 20000000.00 0.0043 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 16000000.00 16000000.00 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 15006750.00 15006750.00 0.0032 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.753800% 69034CGX0 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-14 2019-05-14 2019-05-14 N N N 0.0253 15006780.00 15006780.00 0.0032 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 19991800.00 19991800.00 0.0043 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 38521187.32 38521187.32 0.0083 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 13001170.00 13001170.00 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 15012000.00 15012000.00 0.0032 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 18983090.00 18983090.00 0.0041 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 39989600.00 39989600.00 0.0086 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 14995050.00 14995050.00 0.0032 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 0.0494 31985128.96 31985128.96 0.0069 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 20007000.00 20007000.00 0.0043 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 20001200.00 20001200.00 0.0043 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 13001430.00 13001430.00 0.0028 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. P1 Standard and Poor's Ratings Services A-1 2019-03-08 2019-04-08 2019-04-08 N N N 0.0247 13003380.00 13003380.00 0.0028 N N N N Societe Generale SA Societe Generale SA 2.866900% 83369Y2X3 0001145665 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-15 2019-07-15 2019-07-15 N N N 0.0259 30010800.00 30010800.00 0.0064 N N N N Fixed Income Clearing Corp. Fixed Income Clearing Corp. 2.550000% 0000093748 85748R009_2.55_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2019-04-15 0.125000 864850000.00 928201127.35 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 910000000.00 910000000.00 0.1952 N Y Y 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 24929500.00 24929500.00 0.0053 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 16000320.00 16000320.00 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 22998553.76 22998553.76 0.0049 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 19992000.00 19992000.00 0.0043 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 14984850.00 14984850.00 0.0032 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564XRC0 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-12 2019-04-12 2019-04-12 N N N 0.0250 25922520.00 25922520.00 0.0056 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 15025050.00 15025050.00 0.0032 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 12011280.00 12011280.00 0.0026 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.654800% 86958JR76 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-20 2019-05-20 2019-05-20 N N N 0.0254 16004320.00 16004320.00 0.0034 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.460000% 86958JU31 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-11 2019-03-11 2019-03-11 N N N 0.0242 15300051.56 15300051.56 0.0033 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.724400% 86958JX20 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-26 2019-04-26 2019-04-26 N N N 0.0259 15003015.00 15003015.00 0.0032 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.822300% 86958JZ28 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-03-21 2019-11-21 2019-11-21 N N N 0.0265 10013200.00 10013200.00 0.0021 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 88602UQ52 Asset Backed 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 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+ 0.0244 34988163.35 34988163.35 0.0075 N N Y N Thunder Bay Funding LLC Thunder Bay Funding LLC 88603J5Y6 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 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 16914830.00 16914830.00 0.0036 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.813800% 88603YEZ0 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 2019-08-02 2019-08-02 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+ 0.0269 13003770.00 13003770.00 0.0028 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.829900% 88604GAZ2 Asset Backed 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 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+ 0.0267 25007250.00 25007250.00 0.0054 N N N 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 74975250.00 74975250.00 0.0161 N N Y N Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo 2.970000% 8NAV47T0Y26Q87Y0QP81 0000065100 923XTV003_2.97_0404 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 0.00 17428.00 5228.40 Equities O2MICRO INTERNATIONAL LTD SPONS ADR 0.00 521263.00 870509.21 Equities OI S A SPN ADR PFD NEW 0.00 970813.00 446573.98 Equities YINGLI GREEN ENERGY HLDG CO LT ADR NEW 0.00 55.00 8.25 Equities FANG HLDGS LTD ADR 0.00 3884019.00 6059069.64 Equities ROCHE HLDG LTD SPONSORED ADR 0.00 246170.00 8565485.15 Equities CATHAY PAC AWYS LTD SPONSORED ADR 0.00 10871.00 93490.60 Equities DOMMO ENERGIA S A SPONSORED ADR NE 0.00 31.00 679.83 Equities GRUPO FINANCIERO BANORTE S A B ADR 0.00 97.00 2615.12 Equities MOGU INC SPON ADS 0.00 400.00 6180.00 Equities ROYAL KPN NV SPONSORED ADR 0.00 57.00 175.28 Equities Y 2019-03-01 2019-04-04 2019-04-04 Y Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.0000 35 Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 N N 0.0297 15000000.00 15000000.00 0.0032 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 23000000.00 23000000.00 0.0049 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 15000450.00 15000450.00 0.0032 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 14988750.00 14988750.00 0.0032 N N N N Victory Receivables Corp. Victory Receivables Corp. 92646LR85 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-08 2019-04-08 2019-04-08 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 0.0250 997290.58 997290.58 0.0002 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 16004160.00 16004160.00 0.0034 N N N N Credit Agricole CIB Credit Agricole CIB 2.370000% Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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P1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0242 150000000.00 150000000.00 0.0322 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 CAIXA ECONOMICA FEDERAL FR 4.25%051319 2019-05-13 4.250000 3867000.00 3912227.78 Corporate Debt Securities TGIF FDG LLC 2047-04-30 6.202000 417411.00 391049.39 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR GLBL NT 5%26 2026-05-31 5.000000 35000.00 33459.03 Corporate Debt Securities ATHABASCA OIL CORP SR SEC GLBL 22 2022-02-24 9.875000 9527000.00 9204008.24 Corporate Debt Securities BAUSCH HEALTH COMPANIES INC SR SEC 144A NT24 2024-03-15 7.000000 385000.00 418377.36 Corporate Debt Securities ALTICE FRANCE S A SR SEC GLBL 27 2027-02-01 8.125000 3921000.00 3920387.34 Corporate Debt Securities L BRANDS INC 6.694%27 2027-01-15 6.694000 27427.00 26343.51 Corporate Debt Securities PACIFIC DRILLING FIRST LIEN ES SR SEC GLBL 23 2023-10-01 8.375000 5590173.00 5819700.07 Corporate Debt Securities SOUND POINT CLO VII-R 2018-7R E 20311023 FLT 2031-10-23 8.401880 1199081.00 1138357.73 Corporate Debt Securities HCA INC SR NT 5.875%23 2023-05-01 5.875000 11000.00 11856.28 Corporate Debt Securities TALOS PRODTN LLC/TALOS PROD FI SR SEC GLBL NT22 2022-04-03 11.000000 1546284.00 1670974.62 Corporate Debt Securities AUSTRALIA & NEW ZEALA BKG 144A ALT TIER I COCO 2026-06-15 6.750000 600000.00 635212.50 Corporate Debt Securities FRONTIER COMMUNICATIONS CORP SR NT 8.75%22 2022-04-15 8.750000 10124000.00 7263022.28 Corporate Debt Securities M & T BK CORP -F 5.125% 2026-11-01 5.125000 148000.00 148245.12 Corporate Debt Securities NOMURA HEQ LN TR 2006-FM1 M-1 20351125 FLT 2035-11-25 2.899880 3317122.00 1341108.40 Corporate Debt Securities OPORTUN FDG IX 2018-B B 20240708 4.50000 2024-07-08 4.500000 2610.00 2624.63 Corporate Debt Securities SANTANDER DRIVE AUTO 2018-1 A-3 20210816 2.32000 2021-08-16 2.320000 1523078.00 1522211.03 Corporate Debt Securities TRAVELPORT CORPORATE FIN PLC 6%26 2026-03-15 6.000000 47000.00 50626.83 Corporate Debt Securities TRONOX INC SR GLBL 144A 26 2026-04-15 6.500000 26280.00 25071.48 Corporate Debt Securities VISTRA OPERATIONS CO LLC SR GLBL 144A 27 2027-02-15 5.625000 242920.00 251042.64 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 35000000.00 35000000.00 0.0075 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 PIONEER ENERGY SVCS CORP SR NT 6.125%22 2022-03-15 6.125000 17971000.00 11550548.25 Corporate Debt Securities FIVE GUYS FDG 2017-1 A-2 20470725 4.60000 2047-07-25 4.600000 2638570.00 2671155.47 Corporate Debt Securities LAMAR MEDIA CORP 5.75%26 2026-02-01 5.750000 714637.00 751664.13 Corporate Debt Securities NOMURA HEQ LN TR 2006-FM1 M-1 20351125 FLT 2035-11-25 2.899880 319497.00 129172.25 Corporate Debt Securities OCTAGON INV PTNS XXII 2014-22 SUB 20251125 FLT 2025-11-25 0.00 1967883.00 1072496.24 Corporate Debt Securities Y Moody's Investors Service, Inc. 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