N-MFP2 0001403166 XXXXXXXX 2019-03-31 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 Institutional Fund 333-52965 S000002681 0001060517 UBS Select Prime Preferred Fund 333-52965 S000018676 0001060517 UBS Select Prime Investor Fund 333-52965 S000018679 N Prime N 23 47 4536679149.76 5269272811.95 4888757249.00 4742082249.22 4878776748.20 6975577929.36 7331321467.40 6789829350.30 6497625225.88 7546745218.80 0.2906 0.3322 0.2988 0.2864 0.2955 0.4468 0.4622 0.4149 0.3924 0.4571 851214.16 16497057020.59 5069000000.00 13874685.87 32286030.62 16479496890.00 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 C000054151 1.00 16479496890.00 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 0.0260 49004532.99 49004532.99 0.0030 N N N N ANZ New Zealand Int'l Ltd/London ANZ New Zealand Int'l Ltd/London 2.805500% 00182HGS5 213800VD256NU2D97H12 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-24 2019-06-24 2019-06-24 N N N 0.0254 69045088.74 69045088.74 0.0042 N N N N ASB Finance Ltd/London ASB Finance Ltd/London 2.791900% 0020P5JM2 549300A8V0FZJN79NH08 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-05 2019-08-05 2019-08-05 N N N 0.0260 60044442.00 60044442.00 0.0036 N N N N ASB Finance Ltd/London ASB Finance Ltd/London 2.832800% 0020P5JS9 549300A8V0FZJN79NH08 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-10 2019-09-10 2019-09-10 N N N 0.0262 60058459.80 60058459.80 0.0036 N N N N ABN AMRO Bank NV ABN AMRO Bank NV 2.400000% 0001245022 Non-Negotiable Time Deposit 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 N N 0.0243 100000000.00 100000000.00 0.0061 N Y Y 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 0.0245 50198342.71 50198342.71 0.0030 N N N N Albion Capital Corp. SA Albion Capital Corp. SA 01329XRR2 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-25 2019-04-25 2019-04-25 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 0.0246 24953950.00 24953950.00 0.0015 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 0.0251 60277788.22 60277788.22 0.0037 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 0.0245 49986389.00 49986389.00 0.0030 N N Y 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 0.0245 61099202.09 61099202.09 0.0037 N N Y N Antalis SA Antalis SA 03664BR40 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 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 0.0245 19991833.40 19991833.40 0.0012 N N Y 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 0.0245 13988566.62 13988566.62 0.0008 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 0.0248 18262010.59 18262010.59 0.0011 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 0.0249 84759147.40 84759147.40 0.0051 N N N N Antalis SA Antalis SA 03664BTD8 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-13 2019-06-13 2019-06-13 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 0.0254 34812617.70 34812617.70 0.0021 N N N N Antalis SA Antalis SA 03664BU20 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-02 2019-07-02 2019-07-02 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 29797729.20 29797729.20 0.0018 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 0.0245 9496120.87 9496120.87 0.0006 N N Y 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 0.0245 38973458.16 38973458.16 0.0024 N N N N BNP Paribas SA BNP Paribas SA 2.390000% R0MUWSFPU8MPRO8K5P83 0001197610 Non-Negotiable Time Deposit 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 N N 0.0242 75000000.00 75000000.00 0.0046 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 2.761800% 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+ 2019-04-08 2019-07-08 2019-07-08 N N N 0.0256 70039452.70 70039452.70 0.0043 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 2.677800% 0556X4FF8 549300HVMZ89HDMELW08 0001414365 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-23 2019-05-20 2019-05-20 N N N 0.0249 50013896.50 50013896.50 0.0030 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 2.609300% 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 0.0262 69999805.40 69999805.40 0.0042 N N N N BNP Paribas SA BNP Paribas SA 2.621800% 05586FYA9 R0MUWSFPU8MPRO8K5P83 0001197610 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-18 2019-09-18 2019-09-18 N N N 0.0263 119999869.20 119999869.20 0.0073 N N N N Bank of Montreal Bank of Montreal 2.870000% 06370RNX3 NQQ6HPCNCCU6TUTQYE16 0000009622 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-01 2019-05-09 2019-05-09 N N N 0.0261 70020770.40 70020770.40 0.0042 N N N N Bank of Montreal Bank of Montreal 2.430000% 06370RWM7 NQQ6HPCNCCU6TUTQYE16 0000009622 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 0.0243 149999989.50 149999989.50 0.0091 N N Y N Bank of Nova Scotia Bank of Nova Scotia 2.740900% 06417G2Z0 L3I9ZG2KFGXZ61BMYR72 0001041839 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-08 2019-05-07 2019-05-07 N N N 0.0264 60006960.00 60006960.00 0.0036 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.790400% 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 2019-04-04 2019-10-04 2019-10-04 N N N 0.0261 75070787.25 75070787.25 0.0046 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 0.0256 91045067.49 91045067.49 0.0055 N N N N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.550000% 0001484219 0673PA005_2.55_0401 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2024-01-31 2.500000 451160500.00 459000074.23 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0255 450000000.00 450000000.00 0.0273 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 2019-05-20 2019-05-20 N N N 0.0271 72011316.24 72011316.24 0.0044 N N N Y Barton Capital SA Barton Capital SA 06945MR16 549300KOFKIMD0C37W24 06945MR16 Asset Backed 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 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 GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0240 49990000.00 49990000.00 0.0030 N Y Y 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 0.0257 29918775.00 29918775.00 0.0018 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 0.0259 34894323.45 34894323.45 0.0021 N N N N Barton Capital SA Barton Capital SA 06945MT30 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-03 2019-06-03 2019-06-03 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 GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0261 74641125.00 74641125.00 0.0045 N N N N Barton Capital SA Barton Capital SA 06945MTA4 549300KOFKIMD0C37W24 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 Societe Generrale 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 0.0260 109420501.30 109420501.30 0.0066 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.640900% 07646KDX5 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-08 2019-11-07 2019-11-07 N N N 0.0264 20001445.00 20001445.00 0.0012 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.636800% 07646KEB2 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-23 2019-11-21 2019-11-21 N N N 0.0264 46999874.51 46999874.51 0.0029 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 0.0243 78962672.50 78962672.50 0.0048 N N Y N CAFCO LLC CAFCO LLC 1247P3T77 8O46YQAGJ63WE5QHIG35 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 Citibank N.A. 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ Y CITIBANK N.A Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ CITIBANK N.A LOC 0.0800 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0252 58710900.00 58710900.00 0.0036 N N N N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LR23 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 0.0256 54984337.10 54984337.10 0.0033 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LR31 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-03 2019-04-03 2019-04-03 N N N 0.0257 257908087.50 257908087.50 0.0157 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LR49 Financial Company Commercial Paper Y 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 0.0257 79965760.00 79965760.00 0.0049 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LRF4 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-15 2019-04-15 2019-04-15 N N N 0.0261 59926078.20 59926078.20 0.0036 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.689300% 13606BA22 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-01 2019-05-01 2019-05-01 N N N 0.0246 50011048.50 50011048.50 0.0030 N N N N Chariot Funding LLC Chariot Funding LLC 2.651800% 15963RBB8 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-08 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 0.0260 71014490.39 71014490.39 0.0043 N N N N Chariot Funding LLC Chariot Funding LLC 2.599800% 15963RBH5 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-29 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 0.0261 75997628.04 75997628.04 0.0046 N N N N Chariot Funding LLC Chariot Funding LLC 15963UUA2 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-10 2019-07-10 2019-07-10 N Y JPMorgan Chase Bank, NA 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ Y JPMorgan Chase Bank, NA Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ JPMorgan Chase Bank, NA LOC 0.1100 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0248 71489119.68 71489119.68 0.0043 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 0.0244 59955358.20 59955358.20 0.0036 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 0.0246 34942716.55 34942716.55 0.0021 N N N N Charta LLC Charta LLC 16115WS24 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-02 2019-05-02 2019-05-02 N Y Citibank N.A. 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ Y CITIBANK N.A Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ CITIBANK N.A LOC 0.1000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0248 19953212.20 19953212.20 0.0012 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 0.0251 24907691.75 24907691.75 0.0015 N N N N Charta LLC Charta LLC 16115WTH0 5493000FNFK79LCM6M65 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 Citibank N.A. 1.0000 Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 0.0251 24877986.00 24877986.00 0.0015 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UU99 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-09 2019-07-09 2019-07-09 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 49643850.00 49643850.00 0.0030 N N N N LMA Americas LLC LMA Americas LLC 53944RR91 969500DWS97CYSHCPT49 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 Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. 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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 45509583.18 45509583.18 0.0028 N N N N LMA Americas LLC LMA Americas LLC 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 0.0251 38809430.79 38809430.79 0.0024 N N N N LMA Americas LLC LMA Americas LLC 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 0.0252 38800947.12 38800947.12 0.0024 N N N N LMA Americas LLC LMA Americas LLC 53944RTC2 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-12 2019-06-12 2019-06-12 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 0.0252 49737500.00 49737500.00 0.0030 N N N N LMA Americas LLC LMA Americas LLC 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 0.0255 57555952.00 57555952.00 0.0035 N N N N LMA Americas LLC LMA Americas LLC 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 0.0257 49507033.50 49507033.50 0.0030 N N N N LMA Americas LLC LMA Americas LLC 53944RVK1 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-19 2019-08-19 2019-08-19 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 0.0258 45529490.38 45529490.38 0.0028 N N N N LMA Americas LLC LMA Americas LLC 53944RWC8 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-09-12 2019-09-12 2019-09-12 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 34579322.40 34579322.40 0.0021 N N N 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 0.0241 125019592.50 125019592.50 0.0076 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 0.0247 100015437.00 100015437.00 0.0061 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274MRF1 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-15 2019-04-15 2019-04-15 N Y Sumitomo Mitsui Banking Corp 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Sumitomo Mitsui Banking Corp Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Sumitomo Mitsui Banking Corp LOC 0.0100 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0245 46945557.08 46945557.08 0.0028 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274MT51 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-05 2019-06-05 2019-06-05 N Y Sumitomo Mitsui Banking Corp 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Sumitomo Mitsui Banking Corp Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Sumitomo Mitsui Banking Corp LOC 0.0100 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0253 32742898.88 32742898.88 0.0020 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274MTB8 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-11 2019-06-11 2019-06-11 N Y Sumitomo Mitsui Banking Corp 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Sumitomo Mitsui Banking Corp Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Sumitomo Mitsui Banking Corp LOC 0.0100 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0253 49739561.00 49739561.00 0.0030 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274MTC6 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-12 2019-06-12 2019-06-12 N Y Sumitomo Mitsui Banking Corp 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Sumitomo Mitsui Banking Corp Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Sumitomo Mitsui Banking Corp LOC 0.0100 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0254 207490373.50 207490373.50 0.0126 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 0.0242 102958457.01 102958457.01 0.0062 N N Y 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 0.0242 36565479.91 36565479.91 0.0022 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 60689GTA4 RB0PEZSDGCO3JS6CEU02 0000812291 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-10 2019-06-10 2019-06-10 N N N 0.0252 79591686.40 79591686.40 0.0048 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 60689GTD8 RB0PEZSDGCO3JS6CEU02 0000812291 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-13 2019-06-13 2019-06-13 N N N 0.0252 50818093.40 50818093.40 0.0031 N N N 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 0.0245 120022182.00 120022182.00 0.0073 N N N N MUFG Bank Ltd. MUFG Bank Ltd. 62479MS79 C3GTMMZIHMY46P4OIX74 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 2019-05-07 2019-05-07 N N N 0.0246 59840035.20 59840035.20 0.0036 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.713800% 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+ 2019-04-15 2019-04-15 2019-04-15 N N N 0.0244 50006513.50 50006513.50 0.0030 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409SS33 54930052Z500U6IGFJ82 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 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 0.0249 74818802.25 74818802.25 0.0045 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409SS82 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-08 2019-05-08 2019-05-08 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 0.0248 29917333.20 29917333.20 0.0018 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409SS90 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 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 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 0.0248 68805191.61 68805191.61 0.0042 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409STE8 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-14 2019-06-14 2019-06-14 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 0.0252 29540044.12 29540044.12 0.0018 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. P1 Standard and Poor's Ratings Services A-1+ 2019-05-14 2019-05-14 2019-05-14 N N N 0.0245 99687328.00 99687328.00 0.0060 N N N N Nordea Bank AB Nordea Bank AB 2.668900% 65590AJ23 6SCPQ280AIY8EP3XFW53 0001002614 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-15 2019-06-13 2019-06-13 N N N 0.0252 57016878.84 57016878.84 0.0035 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 0.0259 42004119.78 42004119.78 0.0025 N N N N Norinchukin Bank Norinchukin Bank 2.390000% 65602VJR8 5493007VSMFZCPV1NB83 Certificate of Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-03 2019-04-03 2019-04-03 N N N 0.0242 44999841.60 44999841.60 0.0027 N N Y N Norinchukin Bank Norinchukin Bank 2.400000% 65602VJS6 5493007VSMFZCPV1NB83 Certificate of Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-05 2019-04-05 2019-04-05 N N N 0.0243 30000000.00 30000000.00 0.0018 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+ 0.0248 39895162.40 39895162.40 0.0024 N N N N Old Line Funding LLC Old Line Funding LLC 2.810900% 67984YFM1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-08 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+ 0.0262 35016679.25 35016679.25 0.0021 N N N N Old Line Funding LLC Old Line Funding LLC 2.710900% 67984YFV1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-08 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+ 0.0262 25006242.25 25006242.25 0.0015 N N N N Old Line Funding LLC Old Line Funding LLC 2.624500% 67984YFZ2 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-03 2019-12-03 2019-12-03 N Y Royal Bank of Canada 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Y Royal Bank of Canada Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Royal Bank of Canada LOC 0.1000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ 0.0263 54999800.35 54999800.35 0.0033 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+ 0.0250 29891796.60 29891796.60 0.0018 N N N N Old Line Funding LLC Old Line Funding LLC 2.671800% 67985BCD3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-17 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+ 0.0257 50004322.50 50004322.50 0.0030 N N N N Old Line Funding LLC Old Line Funding LLC 2.822800% 67985BCM3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-09 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+ 0.0262 42020260.80 42020260.80 0.0025 N N N N Old Line Funding LLC Old Line Funding LLC 2.729300% 67985BCN1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-01 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+ 0.0260 30008733.00 30008733.00 0.0018 N N N N Old Line Funding LLC Old Line Funding LLC 2.572800% 67985BCT8 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-16 2019-07-16 2019-07-16 N Y Royal Bank of Canada 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Y Royal Bank of Canada Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Royal Bank of Canada LOC 0.1000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ 0.0258 29999970.00 29999970.00 0.0018 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.681800% 69033MCS4 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-18 2019-04-18 2019-04-18 N N N 0.0244 60007987.20 60007987.20 0.0036 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.740400% 69033MCW5 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-03 2019-05-03 2019-05-03 N N N 0.0260 60007728.00 60007728.00 0.0036 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 0.0260 74999666.25 74999666.25 0.0046 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. 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P1 Standard and Poor's Ratings Services A-1+ 2019-06-05 2019-12-05 2019-12-05 N N N 0.0261 16999920.27 16999920.27 0.0010 N N N N Regency Markets No. 1 LLC Regency Markets No. 1 LLC 7588R1R49 Asset Backed Commercial Paper Y 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 HSBC Bankplc 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Y HSBC Bankplc Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ n/a Cash 0.0600 0.0245 39813736.22 39813736.22 0.0024 N N Y 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. 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P-1 Standard and Poor's Ratings Services A-1 0.0246 99924986.00 99924986.00 0.0061 N N N N Sinopec Century Bright Capital Investment Ltd. Sinopec Century Bright Capital Investment Ltd. 82937RR16 82937RR16 Non-Financial Company 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 N N 0.0239 59988049.80 59988049.80 0.0036 N Y Y N Sinopec Century Bright Capital Investment Ltd. Sinopec Century Bright Capital Investment Ltd. 82937RR24 82937RR24 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 0.0239 179952139.80 179952139.80 0.0109 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 0.0261 75023241.75 75023241.75 0.0046 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 0.0261 60003138.60 60003138.60 0.0036 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.711800% 83050FY54 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-08 2019-04-08 2019-04-08 N N N 0.0243 45003533.85 45003533.85 0.0027 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.668900% 83050FZ53 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-15 2019-05-13 2019-05-13 N N N 0.0248 50011720.50 50011720.50 0.0030 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 0.0257 113031802.72 113031802.72 0.0069 N N N N Societe Generale SA Societe Generale SA 2.702900% 83369Y3S3 0001145665 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-20 2019-08-19 2019-08-19 N N N 0.0260 52003695.64 52003695.64 0.0032 N N N N Starbird Funding Corp. Starbird Funding Corp. 85520MTE3 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-14 2019-06-14 2019-06-14 N Y BNP Paribas 1.0000 Moody's Investors Service, Inc. 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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 0.0241 99933139.00 99933139.00 0.0061 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 0.0241 92925290.31 92925290.31 0.0056 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.688600% 86564FRV7 5493006GGLR4BTEL8O61 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-30 2019-07-30 2019-07-30 N N N 0.0259 111034961.67 111034961.67 0.0067 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.600000% 86564FSU8 5493006GGLR4BTEL8O61 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-30 2019-05-30 2019-05-30 N N N 0.0252 52506948.90 52506948.90 0.0032 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.590000% 86564FTG8 5493006GGLR4BTEL8O61 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-27 2019-06-27 2019-06-27 N N N 0.0258 75000825.75 75000825.75 0.0046 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.600000% 86564FUA9 5493006GGLR4BTEL8O61 Certificate of Deposit Y Moody's Investors Service, Inc. P1 2019-07-12 2019-07-12 2019-07-12 N N N 0.0259 65002224.95 65002224.95 0.0039 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 0.0242 78426184.10 78426184.10 0.0048 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564XT46 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-04 2019-06-04 2019-06-04 N N N 0.0253 44788447.35 44788447.35 0.0027 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564XUF9 5493006GGLR4BTEL8O61 Financial Company 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 N N 0.0259 59534520.00 59534520.00 0.0036 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.665500% 86565BTX9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-25 2019-07-25 2019-07-25 N N N 0.0259 51014176.98 51014176.98 0.0031 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.670000% 86565BUD1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-14 2019-06-14 2019-06-14 N N N 0.0251 100031181.00 100031181.00 0.0061 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.871500% 86958J2N8 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-12 2019-12-12 2019-12-12 N N N 0.0265 65104237.25 65104237.25 0.0040 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 0.0263 75063972.00 75063972.00 0.0046 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. P1 Standard and Poor's Ratings Services A-1+ 2019-04-30 2019-04-30 2019-04-30 N N N 0.0256 38003784.04 38003784.04 0.0023 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.838500% 86958JF20 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ 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 Svenska Hndlsbkn 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0256 20002514.40 20002514.40 0.0012 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.695500% 86958JN54 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-23 2019-04-23 2019-06-17 N N N 0.0245 20003430.20 20003430.20 0.0012 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.657800% 86958JR76 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-23 2019-05-20 2019-05-20 N N N 0.0256 20002849.80 20002849.80 0.0012 N N N N Swedbank AB Swedbank AB 2.685500% 87019VNM5 M312WZV08Y7LYUC71685 0001367624 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-04-24 2019-04-24 2019-04-24 N N N 0.0245 50008492.50 50008492.50 0.0030 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. P-1 Standard and Poor's Ratings Services A-1+ 0.0249 29834199.90 29834199.90 0.0018 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.635500% 88603LBJ7 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-13 2019-12-11 2019-12-11 N Y Royal Bank of Canada 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Y Royal Bank of Canada Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. 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Tri Party Repo 2.970000% 8NAV47T0Y26Q87Y0QP81 0000065100 923XTV003_2.97_0503 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK NOVA SCOTIA B C AUTOCAL IXE 20 2020-09-25 0.00 399600.00 3360636.00 Corporate Debt Securities BARCLAYS BK PLC NT DJI 19 2049-01-01 0.00 84227.00 1176651.19 Corporate Debt Securities CANADIAN IMPERIAL BK OF COMM T NT LKD 19 2019-12-20 0.00 226374.00 2130179.34 Corporate Debt Securities CANADIAN IMPERIAL BK OF COMM T NT SX5E 19 2019-05-31 0.00 195263.00 1950677.37 Corporate Debt Securities CREDIT SUISSE AG LONDON BRH ARN INDA 19 2019-05-01 0.00 99000.00 1358280.00 Corporate Debt Securities CREDIT SUISSE AG LONDON BRH AUTOCAL SPX 20 2020-12-18 0.00 167528.00 1740615.92 Corporate Debt Securities HSBC USA INC NT AAPL 19 2019-04-26 0.00 112582.00 1307077.02 Corporate Debt Securities HSBC USA INC NT SX5E 19 2019-04-26 0.00 354692.00 3369574.00 Corporate Debt Securities ROYAL BK CDA LIRN LKD 19 2019-04-26 0.00 134134.00 1422893.47 Corporate Debt Securities ROYAL BK CDA NOTES EUSTX 19 2019-05-31 0.00 113937.00 1170019.05 Corporate Debt Securities ROYAL BK CDA NT AMZN 19 2019-04-12 8.500000 108656.00 1168052.00 Corporate Debt Securities SOUTH JERSEY INDS INC CORP UNITS 0.00 123972.00 6581673.48 Equities SPROTT PHYSICAL GOLD & SILVER TR UNIT 0.00 749905.00 9351315.35 Equities STIFEL FINL CORP 6.25 DPSHS PFD B 0.00 51338.00 1318873.22 Equities SWISS HELVETIA FD INC COM 0.00 241321.00 1841279.23 Equities TPG SPECIALTY LENDING INC COM 0.00 117632.00 2372637.44 Equities TRINE ACQUISITION CORP UNIT EX 033121 0.00 135000.00 1352700.00 Equities VISTRA ENERGY CORP TANGIBLE EQUITY 0.00 49044.00 4833286.20 Equities WELLS FARGO & CO NEW NON CUM PFD Y 0.00 121286.00 3117050.20 Equities VANTAGE DRILLING INTL STAPLD UNIT SH 0.00 27925.00 1396250.00 Equities HENNESSY CAP ACQUSTION CORP IV UNIT 0.00 225000.00 2268000.00 Equities INSURANCE ACQUISITION CORP UNIT EX 033124 0.00 3607.00 36394.63 Equities INTERNATIONAL FLAVORS&FRAGRANC UNIT EX 091521 0.00 37544.00 1901603.60 Equities NEXTERA ENERGY CAP HLDGS INC 5.65 JR SB 79 N 0.00 118275.00 3010098.75 Equities OI S A SPONSORED ADR NE 0.00 527540.00 1044529.20 Equities REXNORD CORP NEW DEP SHS PFD A 0.00 124928.00 6608691.20 Equities CRESCENT ACQUISITION CORP UNIT 0.00 173100.00 1731000.00 Equities DTE ENERGY CO CORPORATE UNIT 0.00 73384.00 4050062.96 Equities DOMINION ENERGY INC UT SER A 081519 0.00 191700.00 9544743.00 Equities FANG HLDGS LTD ADR 0.00 4625678.00 5967124.62 Equities FEDERAL HOME LN MTG CORP PFD6.55% SER Y 0.00 388355.00 3203928.75 Equities FEDERAL HOME LN MTG CORP PFD 0.00 476882.00 3924738.86 Equities FEDERAL HOME LN MTG CORP PFD PERP VAR 0.00 542286.00 8541004.50 Equities FEDERAL HOME LN MTG CORP PFD PERP 5.81% 0.00 250000.00 3875000.00 Equities FEDERAL HOME LN MTG CORP PFD 5.1% 0.00 194728.00 2844976.08 Equities FEDERAL HOME LN MTG CORP PFD 0.00 71370.00 1089748.53 Equities FEDERAL NATL MTG ASSN PFD 8.25% SR T 0.00 119100.00 1118349.00 Equities FEDERAL NATL MTG ASSN PFD SER N 0.00 125000.00 2081250.00 Equities GORES METROPOULOS INC UNIT 0.00 125000.00 1276250.00 Equities CITIZENS FINL GROUP INC 6.350% DEP PFD D 0.00 114184.00 2997330.00 Equities COLFAX CORP 5.75 TANGIBLE UT 0.00 70744.00 9198134.88 Equities AMERICAN ELEC PWR CO INC UNIT EX 031522 0.00 100065.00 5117324.10 Equities Y 2019-04-01 2019-05-03 2019-05-03 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 125000000.00 125000000.00 0.0076 N N N Y Versailles Commercial Paper LLC Versailles Commercial Paper LLC 2.718900% 92513HBT5 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-12 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 0.0269 67005154.31 67005154.31 0.0041 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 2.685500% 92513HBV0 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-04-25 2019-05-03 2019-09-25 N Y Natixis 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Natixis Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Natixis LOC 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0270 39999976.80 39999976.80 0.0024 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 0.0247 49979408.50 49979408.50 0.0030 N N Y N Victory Receivables Corp. Victory Receivables Corp. 92646LS68 549300D0F37QF0LP7F94 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 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 0.0248 56850606.42 56850606.42 0.0034 N N N N Victory Receivables Corp. Victory Receivables Corp. 92646LTE0 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-14 2019-06-14 2019-06-14 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 0.0254 18399612.34 18399612.34 0.0011 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 2019-05-07 2019-05-07 2019-05-07 N N N 0.0253 42010371.06 42010371.06 0.0025 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 0.0261 69011063.46 69011063.46 0.0042 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.500000% RB0PEZSDGCO3JS6CEU02 0000812291 Non-Negotiable Time Deposit 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 N N 0.0254 367000000.00 367000000.00 0.0223 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.580000% 0001197610 99VDDX004_2.58_0401 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FNMA B1V7KEBTPIMZEU4LTD58 2041-12-25 6.500000 7549880.00 151377.36 Agency Mortgage-Backed Securities FIRST FRANKLIN MTG 2006-FF14 A6 20361025 FLT 2036-10-25 2.795500 183273.00 131913.05 Corporate Debt Securities FIRST HORIZON ALT 2007-FA1 A-2 20370325 FLT 2037-03-25 34.954167 6824.00 2250.89 Corporate Debt Securities GSR MTG TR 2005-AR5 4A1 20351025 FLT 2035-10-25 4.402530 538351.00 24488.28 Corporate Debt Securities GETTY IMAGES INC 9.75%27 2027-03-01 9.750000 1004111.00 1021975.81 Corporate Debt Securities HARLEY MARINE FING LLC 2018-1 A-2 20430515 5.68200 2043-05-15 5.682000 770000.00 658234.83 Corporate Debt Securities INTELSAT LUXEMBOURG S A SR NT 7.75%21 2021-06-01 7.750000 1327000.00 1229668.23 Corporate Debt Securities INVITATION HOMES TR 2018-SFR3 E 20370717 FLT 2037-07-17 4.481750 225705.00 225687.15 Corporate Debt Securities MURRAY ENERGY CORP SR SEC 144A NT21 2021-04-15 11.250000 266000.00 157272.50 Corporate Debt Securities NATIONAL COLL ST LN TR 2006-4 A-4 20320525 FLT 2032-05-25 2.795500 24323.00 23038.71 Corporate Debt Securities NOMURA HEQ LN TR 2006-FM1 M-1 20351125 FLT 2035-11-25 2.895500 619141.00 248955.72 Corporate Debt Securities NUMERICABLE GROUP SA SR SEC 144A NT26 2026-05-01 7.375000 1375000.00 1368344.62 Corporate Debt Securities OCTAGON INV PTNS XXII 2014-22 SUB 20251125 FLT 2025-11-25 0.00 1690761.00 938372.36 Corporate Debt Securities OPORTUN FDG IX 2018-B B 20240708 4.50000 2024-07-08 4.500000 2610.00 2632.50 Corporate Debt Securities PPT ABS LLC 2004-1 A 20350825 FLT 2035-08-25 5.690400 2.00 0.15 Corporate Debt Securities PACIFIC GAS & ELEC CO SR NT 3.85%23 2023-11-15 3.850000 52000.00 48065.19 Corporate Debt Securities J. C. PENNEY COMPANY, INC 2023-07-01 5.875000 2000.00 1693.72 Corporate Debt Securities PROSPER MARKETPLACE INC PFD RESTR SER B- 2013 PREF 2025-04-15 7.626508 1854944.00 1861031.67 Corporate Debt Securities PROS MRKET PL ISSU TR 2018-1 D 20240617 5.70000 2024-06-17 5.700000 16527.00 16719.55 Corporate Debt Securities PROS MRKET PL ISSU TR 2019-1 C 20250415 5.27000 2025-04-15 5.270000 5000000.00 5046862.22 Corporate Debt Securities PROVIDENT FING TR I CAP SECS7.405%38 2038-03-15 7.405000 129000.00 135821.48 Corporate Debt Securities RADNOR RE LTD 2019-1 M-2 20290226 FLT 2029-02-26 5.685500 660480.00 662878.68 Corporate Debt Securities RENAISSANCE HEQ 2006-3 AF-4 20361125 FLT 2036-11-25 5.812000 1291895.00 639534.42 Corporate Debt Securities SESI L L C SR NT 7.125%21 2021-12-15 7.125000 560000.00 516926.67 Corporate Debt Securities SOUND POINT CLO LTD 2016-12R E-R 20281020 FLT 2028-10-20 9.447270 813456.00 830504.31 Corporate Debt Securities SOUNDVIEW HM LN 2007-OPT4 II-A-3 20370925 FLT 2037-09-25 3.585500 842000.00 784785.37 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 7%20 2020-08-15 7.000000 2095000.00 2181011.39 Corporate Debt Securities SA ALS AURORA 2003-BC2 M3 20330225 FLT 2033-02-25 6.985500 5.00 0.87 Corporate Debt Securities TGIF FDG LLC 2047-04-30 6.202000 3770744.00 3595801.79 Corporate Debt Securities THIRD PT RE USA HLDSG INC CR SEN SR GLBL25 2025-02-13 7.000000 983.00 1004.83 Corporate Debt Securities TORONTO DOMINION BANK SR GLBL INDX 21 2021-12-29 0.00 9999.00 12910.71 Corporate Debt Securities TRANSDIGM INC 6.25%26 2026-03-15 6.250000 821740.00 855241.43 Corporate Debt Securities UNITED AIRLINES PT CERT 2007-1 A 20240102 6.63600 2024-01-02 6.636000 665027.00 313326.43 Corporate Debt Securities VALEANT PHARMACEUTICALS INTL I SR SEC GLBL 25 2025-11-01 5.500000 6223000.00 6491280.46 Corporate Debt Securities VISTRA OPERATIONS CO LLC SR GLBL 144A 27 2027-02-15 5.625000 532280.00 553820.71 Corporate Debt Securities OI SA SR PIK NT 10%25 2025-07-27 10.000000 6000000.00 6375000.00 Corporate Debt Securities ACE SECS HEQ 2007-WM1 A-2B 20361125 FLT 2036-11-25 2.605500 14599410.00 4143797.84 Corporate Debt Securities ACE SECS HEQ 2006-HE4 A-2C 20361025 FLT 2036-10-25 2.645500 3.00 0.66 Corporate Debt Securities ALTICE FRANCE S A SR SEC GLBL 27 2027-02-01 8.125000 383719.00 391619.88 Corporate Debt Securities AMERICAN AXLE & MFG INC SR GLBL NT 25 2025-04-01 6.250000 48876.00 48797.93 Corporate Debt Securities AMERICAN HOME MTG 2004-4 M-1 20450225 FLT 2045-02-25 3.310500 164383.00 103177.84 Corporate Debt Securities AMERIQUEST MTG SECS 2002-D M-1 20330225 FLT 2033-02-25 4.147313 1149.00 1045.11 Corporate Debt Securities BCD ACQUISITION INC SR SEC 144A NT23 2023-09-15 9.625000 38000.00 40469.74 Corporate Debt Securities BANK AMER CORP ALT TIER I PERP 2028-03-15 5.875000 840000.00 853511.17 Corporate Debt Securities BARCLAYS BK PLC SUB NT 7.625%22 2022-11-21 7.625000 349000.00 388126.78 Corporate Debt Securities BOSPHORUS LLC 2015-1 A 20280915 4.20000 2028-09-15 4.200000 96000.00 62808.81 Corporate Debt Securities BRISTOL MYERS SQUIBB CO SR GLBL NT 38 2038-05-01 6.125000 9000.00 11151.46 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 22 2022-07-01 6.125000 6332000.00 6450549.11 Corporate Debt Securities C-BASS TRUST 2007-CB1 AF-6 20370125 FLT 2037-01-25 3.568400 5943698.00 1832981.93 Corporate Debt Securities CWABS INC 2005-11 MF-1 20351225 FLT 2035-12-25 5.348000 273.00 251.35 Corporate Debt Securities CAIXA ECONOMICA FEDERAL FR 4.25%051319 2019-05-13 4.250000 2490000.00 2531223.33 Corporate Debt Securities 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 0.0258 50000000.00 50000000.00 0.0030 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.580000% 0001197610 99VDDX004_2.58_0401_ Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACE SECS HEQ 2007-WM1 A-2B 20361125 FLT 2036-11-25 2.605500 50637.00 14372.46 Corporate Debt Securities CWABS INC 2005-14 M-4 20360225 FLT 2036-02-25 3.215500 22139.00 21747.59 Corporate Debt Securities FIRST FRANKLIN MTG 2006-FF14 A6 20361025 FLT 2036-10-25 2.795500 24952772.00 17960072.33 Corporate Debt Securities LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT 2070-01-28 7.902076 68046017.00 65382774.87 Corporate Debt Securities MOSAIC SOLAR LNS 2017-2 C 20430622 2.00000 2043-06-22 2.000000 110192.00 96753.94 Corporate Debt Securities NOMURA HEQ LN TR 2006-FM1 M-1 20351125 FLT 2035-11-25 2.895500 349225.00 140422.88 Corporate Debt Securities OCTAGON INV PTNS XXII 2014-22 SUB 20251125 FLT 2025-11-25 0.00 1364817.00 757473.44 Corporate Debt Securities OPORTUN FDG IX 2018-B B 20240708 4.50000 2024-07-08 4.500000 33271.00 33557.86 Corporate Debt Securities PROVIDENT FING TR I CAP SECS7.405%38 2038-03-15 7.405000 1890000.00 1989942.68 Corporate Debt Securities RADNOR RE LTD 2019-1 M-2 20290226 FLT 2029-02-26 5.685500 2872.00 2882.43 Corporate Debt Securities 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 0.0258 80000000.00 80000000.00 0.0049 N Y Y N UBS Master Trust 2019-04-05 /s/Nancy Osborn Nancy Osborn Vice President