N-MFP2 0001403166 XXXXXXXX 2019-04-30 0001403166 S000019502 1 N N UBS ASSET MANAGEMENT (AMERICAS), INC. 801-34910 Ernst & Young LLP New York NY UBS ASSET MANAGEMENT (AMERICAS) INC. None N Y 0001060517 UBS Select Prime Preferred Fund 333-52965 S000018676 0001060517 UBS Select Prime Investor Fund 333-52965 S000018679 0001060517 UBS Select Prime Institutional Fund 333-52965 S000002681 N Prime N 26 46 4794617802.30 4422016286.55 4646883310.48 4763688616.44 7019437375.74 6142903067.74 6067583931.65 6432470595.91 0.00 0.2909 0.2789 0.2960 0.3008 0.4259 0.3875 0.3864 0.4061 0.0000 879526.51 15769082357.78 4634000000.00 11819724.72 2621979.28 15779159629.73 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 C000054151 1.00 15779159629.73 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 0.0258 49000806.54 49000806.54 0.0031 N N N N ANZ New Zealand Int'l Ltd/London ANZ New Zealand Int'l Ltd/London 2.800900% 00182HGS5 213800VD256NU2D97H12 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-24 2019-06-24 2019-06-24 N N N 0.0248 69033233.16 69033233.16 0.0044 N N N N ASB Finance Ltd/London ASB Finance Ltd/London 2.787100% 0020P5JM2 549300A8V0FZJN79NH08 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-07 2019-08-05 2019-08-05 N N N 0.0254 60040297.80 60040297.80 0.0038 N N N N ASB Finance Ltd/London ASB Finance Ltd/London 2.821300% 0020P5JS9 549300A8V0FZJN79NH08 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-10 2019-09-10 2019-09-10 N N N 0.0258 60053609.40 60053609.40 0.0038 N N N N ABN AMRO Bank NV ABN AMRO Bank NV 2.380000% 0001245022 Non-Negotiable Time 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 0.0241 25000000.00 25000000.00 0.0016 N Y Y N Albion Capital Corp. Albion Capital Corp. 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 0.0245 60414392.82 60414392.82 0.0038 N N N N Albion Capital Corp. Albion Capital Corp. 01329XUN7 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-22 2019-07-22 2019-07-22 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 0.0252 49710076.50 49710076.50 0.0032 N N N N Antalis SA Antalis SA 03664BS23 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 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 0.0245 7748943.44 7748943.44 0.0005 N N Y 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 0.0246 38294299.41 38294299.41 0.0024 N N Y 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 0.0246 84947661.25 84947661.25 0.0054 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 0.0251 34892670.40 34892670.40 0.0022 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 0.0253 29866965.00 29866965.00 0.0019 N N N N Antalis SA Antalis SA 03664BU87 Asset Backed 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 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 0.0254 44780752.35 44780752.35 0.0028 N N N N Antalis SA Antalis SA 03664BUB0 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-11 2019-07-11 2019-07-11 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 0.0255 13928712.00 13928712.00 0.0009 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821US11 549300BUNY5BIX4CVW20 04821US11 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 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 0.0248 24998277.75 24998277.75 0.0016 N Y Y N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821USX1 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-31 2019-05-31 2019-05-31 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 0.0254 34923417.20 34923417.20 0.0022 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 2.743500% 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+ 2019-05-08 2019-07-08 2019-07-08 N N N 0.0250 70032920.30 70032920.30 0.0044 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 2.677400% 0556X4FF8 549300HVMZ89HDMELW08 0001414365 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-20 2019-05-20 2019-05-20 N N N 0.0244 50006590.00 50006590.00 0.0032 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 2.613400% 0556X4FU5 549300HVMZ89HDMELW08 0001414365 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-03 2019-09-03 2019-09-03 N N N 0.0257 70006778.80 70006778.80 0.0044 N N N N BNP Paribas SA BNP Paribas SA 2.619800% 05586FYA9 R0MUWSFPU8MPRO8K5P83 0001197610 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-20 2019-09-18 2019-09-18 N N N 0.0258 120018272.40 120018272.40 0.0076 N N N N Bank of Montreal Bank of Montreal 2.920000% 06370RNX3 NQQ6HPCNCCU6TUTQYE16 0000009622 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-09 2019-05-09 N N N 0.0263 70004955.30 70004955.30 0.0044 N N N N Bank of Montreal Bank of Montreal 2.560000% 06370RYA1 NQQ6HPCNCCU6TUTQYE16 0000009622 Certificate of Deposit 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 0.0245 160033721.60 160033721.60 0.0101 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.733500% 06417G2Z0 L3I9ZG2KFGXZ61BMYR72 0001041839 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-05-07 N N N 0.0262 60000960.00 60000960.00 0.0038 N N Y N Bank of Nova Scotia Bank of Nova Scotia 2.779400% 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 2019-05-07 2019-10-04 2019-10-04 N N N 0.0258 75063790.50 75063790.50 0.0048 N N N N Banque et Caisse d'Epargne de l'Etat Banque et Caisse d'Epargne de l'Etat 0667K1T76 R7CQUF1DQM73HUTV1078 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-07 2019-06-07 2019-06-07 N N N 0.0245 91263273.95 91263273.95 0.0058 N N N N Banque et Caisse d'Epargne de l'Etat Banque et Caisse d'Epargne de l'Etat 0667K1V16 R7CQUF1DQM73HUTV1078 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 61590934.54 61590934.54 0.0039 N N N N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.750000% 0001484219 0673PA005_2.75_0501 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2024-05-31 2.000000 343576100.00 340991275.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-10-31 2.000000 112415100.00 111643145.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 2.380000 350206100.00 350041503.13 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2043-11-15 3.750000 275093000.00 319324139.57 U.S. Treasuries (including strips) Y 2019-05-01 2019-05-01 2019-05-01 N N N 0.0275 1100000000.00 1100000000.00 0.0697 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 2019-05-01 2019-08-03 2019-11-05 N N N 0.0269 72013066.56 72013066.56 0.0046 N N N Y Barton Capital SA Barton Capital SA 06945MS15 549300KOFKIMD0C37W24 06945MS15 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 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 0.0240 39997333.20 39997333.20 0.0025 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 0.0245 29987750.10 29987750.10 0.0019 N N Y 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 0.0249 34975791.55 34975791.55 0.0022 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 0.0255 74819375.25 74819375.25 0.0047 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 0.0259 109676156.70 109676156.70 0.0070 N N N N Barton Capital SA Barton Capital SA 06945MUB0 549300KOFKIMD0C37W24 06945MUB0 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-11 2019-07-11 2019-07-11 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 0.0259 74611500.00 74611500.00 0.0047 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.633500% 07646KDX5 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-07 2019-11-07 2019-11-07 N N N 0.0261 20003692.80 20003692.80 0.0013 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.637400% 07646KEB2 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-21 2019-11-21 2019-11-21 N N N 0.0261 47005316.17 47005316.17 0.0030 N N N N BNP Paribas SA BNP Paribas SA 09659CX45 R0MUWSFPU8MPRO8K5P83 0001197610 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-04 2019-10-04 2019-10-04 N N N 0.0257 118653986.40 118653986.40 0.0075 N N N 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 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 0.0250 58844243.54 58844243.54 0.0037 N N N N CAFCO LLC CAFCO LLC 1247P3U83 8O46YQAGJ63WE5QHIG35 Asset Backed 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 Y Citibank NA 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+ 0.0254 79610226.40 79610226.40 0.0050 N N N N CAFCO LLC CAFCO LLC 1247P3UC4 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-12 2019-07-12 2019-07-12 N Y Citibank NA 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+ 0.0255 34819233.75 34819233.75 0.0022 N N N N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LS14 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0257 237983042.50 237983042.50 0.0151 N Y Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LS22 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-02 2019-05-02 2019-05-02 N N N 0.0257 74989304.25 74989304.25 0.0048 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LS71 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-05-07 N N N 0.0258 64967391.45 64967391.45 0.0041 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LSF3 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-15 2019-05-15 2019-05-15 N N N 0.0260 59935000.20 59935000.20 0.0038 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.701500% 13606BA22 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-07-15 N N N 0.0241 50000395.00 50000395.00 0.0032 N Y Y N Chariot Funding LLC Chariot Funding LLC 2.633500% 15963RBB8 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-08 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 0.0254 71018770.98 71018770.98 0.0045 N N N N Chariot Funding LLC Chariot Funding LLC 2.588500% 15963RBH5 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-28 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 0.0257 76005227.28 76005227.28 0.0048 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 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 0.0252 71642301.84 71642301.84 0.0045 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 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 0.0243 19997303.40 19997303.40 0.0013 N N Y 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 0.0247 24964008.25 24964008.25 0.0016 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 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 44849160.00 44849160.00 0.0028 N N N N Charta LLC Charta LLC 16115WTL1 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-20 2019-06-20 2019-06-20 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 0.0252 46832343.01 46832343.01 0.0030 N N N N Charta LLC Charta LLC 16115WTS6 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-26 2019-06-26 2019-06-26 N Y Citibank NA 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+ 0.0253 39840020.00 39840020.00 0.0025 N N N N Charta LLC Charta LLC 16115WU88 5493000FNFK79LCM6M65 Asset Backed 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 Y Citibank NA 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+ 0.0254 24878195.75 24878195.75 0.0016 N N N N China Construction Bank Corp. China Construction Bank Corp. 16891NS65 5493001KQW6DM7KEDR62 Financial Company 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 0.0243 49979783.50 49979783.50 0.0032 N N Y N China Construction Bank Corp. China Construction Bank Corp. 16891NS73 5493001KQW6DM7KEDR62 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 0.0243 139933850.00 139933850.00 0.0089 N N Y N China Construction Bank Corp. China Construction Bank Corp. 2.510000% 16955ALU0 5493001KQW6DM7KEDR62 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-23 2019-05-23 2019-05-23 N N N 0.0251 50000056.50 50000056.50 0.0032 N N N N China Construction Bank Corp. China Construction Bank Corp. 2.420000% 16955ALV8 5493001KQW6DM7KEDR62 Certificate of Deposit 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 N N 0.0244 69999930.70 69999930.70 0.0044 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 17327BV85 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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P1 Standard and Poor's Ratings Services A-1 2019-05-28 2019-11-26 2019-11-26 N N N 0.0263 43002279.43 43002279.43 0.0027 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 2.707400% 21684B6G4 DG3RU1DBUFHT4ZF9WN62 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-20 2019-07-19 2019-07-19 N N N 0.0252 48019514.88 48019514.88 0.0030 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 2.694500% 21684B6L3 DG3RU1DBUFHT4ZF9WN62 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-02 2019-08-02 2019-08-02 N N N 0.0254 10003763.20 10003763.20 0.0006 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 2.609400% 21684L2T8 DG3RU1DBUFHT4ZF9WN62 US21684L2T82 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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DBS Bank Ltd. 23305ET37 ATUEL7OJR5057F2PV266 Financial Company 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 N N 0.0251 119715532.80 119715532.80 0.0076 N N N N DBS Bank Ltd. DBS Bank Ltd. 23305EUF8 ATUEL7OJR5057F2PV266 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 0.0253 119360332.80 119360332.80 0.0076 N N N N DNB Bank ASA DNB Bank ASA 2.632600% 2332K4HV9 549300GKFG0RYRRQ1414 0001498632 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0243 50004141.00 50004141.00 0.0032 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WSD2 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-13 2019-05-13 2019-05-13 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 0.0247 19982175.60 19982175.60 0.0013 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WT41 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-04 2019-06-04 2019-06-04 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0252 49877646.00 49877646.00 0.0032 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WT74 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-07 2019-06-07 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0252 39893557.60 39893557.60 0.0025 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WU23 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y 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 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 0.0254 19910960.00 19910960.00 0.0013 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WV55 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-05 2019-08-05 2019-08-05 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 0.0258 29791449.90 29791449.90 0.0019 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.741300% 30601YYS8 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-10 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 0.0251 51022760.79 51022760.79 0.0032 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.744000% 30601YYT6 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-13 2019-07-11 2019-07-11 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 0.0252 50022469.50 50022469.50 0.0032 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.592400% 30601YYZ2 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-16 2019-08-16 2019-08-16 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 0.0259 80002065.60 80002065.60 0.0051 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.592400% 30601YZC2 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-20 2019-08-20 2019-08-20 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0259 49998848.50 49998848.50 0.0032 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.593400% 30601YZM0 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-03 2019-10-03 2019-10-03 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 49994114.00 49994114.00 0.0032 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 31428GS20 549300B2Q47IR0CR5B54 Financial Company 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 N N 0.0242 119983886.40 119983886.40 0.0076 N N Y N Gotham Funding Corp. Gotham Funding Corp. 38346MTR5 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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Industrial & Commercial Bank of China Ltd. 2.410000% 45580DYF5 5493002ERZU2K9PZDL40 Certificate of Deposit 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 N N 0.0242 49999975.50 49999975.50 0.0032 N N Y N Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. 45581CS89 5493002ERZU2K9PZDL40 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-08 2019-05-08 2019-05-08 N N N 0.0242 104943649.65 104943649.65 0.0067 N N N N Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. 45581CSN6 5493002ERZU2K9PZDL40 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-22 2019-05-22 2019-05-22 N N N 0.0249 54916375.80 54916375.80 0.0035 N N N N J.P. Morgan Securities Tri Party Repo J.P. 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Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo 2.800000% 8NAV47T0Y26Q87Y0QP81 0000065100 45799B006_2.80_0604 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BALLYROCK CLO 2018 1 LTD 2031-04-20 4.190000 13186000.00 12983613.95 Corporate Debt Securities CARMAX AUTO OWNER TR 2018-1 A-4 20230615 2.64000 2023-06-15 2.640000 12795000.00 12810417.98 Corporate Debt Securities JPMBB COML MTG SEC TR 2014-C24 A-5 20471118 3.63850 2047-11-18 3.640000 9333610.00 9635057.99 Corporate Debt Securities SIERRA TIMSHR RECV FDG 2018-2 A 20350620 3.50000 2035-06-20 3.500000 19515278.00 12882879.68 Corporate Debt Securities TOWD PT MTG TR 2016-2 A1 20550825 FLT 2055-08-25 3.000000 22798351.00 11194870.98 Corporate Debt Securities CIM TR 2018-J1 A-16 20480325 FLT 2048-03-25 3.500000 11181097.00 11128614.17 Corporate Debt Securities FLATIRON CLO 18 LTD FLATIRONCLO 18 LLC 2031-04-17 3.540000 9757418.00 9614546.09 Corporate Debt Securities Y Standard and Poor's Ratings Services A-1 2019-05-01 2019-06-04 2019-06-04 N N N 0.0280 75000000.00 75000000.00 0.0048 N N N Y 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 0.0255 69657338.10 69657338.10 0.0044 N N N N KBC Bank NV KBC Bank NV 2.450000% 4823TA4R5 6B2PBRV1FCJDMR45RZ53 0001411306 Certificate of Deposit 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 0.0241 222501328.33 222501328.33 0.0141 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC 53127US19 549300F33VRHM10B9391 53127US19 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. 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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 0.0246 14993852.55 14993852.55 0.0010 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC 53127US76 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-05-07 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0246 13993303.38 13993303.38 0.0009 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC 53127USM3 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-21 2019-05-21 2019-05-21 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0248 49927725.00 49927725.00 0.0032 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UT42 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-04 2019-06-04 2019-06-04 N Y Bank of 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 0.0250 7980578.88 7980578.88 0.0005 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UT67 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-06 2019-06-06 2019-06-06 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0250 54858736.90 54858736.90 0.0035 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UT75 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-07 2019-06-07 N Y Bank of 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 0.0250 24934001.50 24934001.50 0.0016 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 0.0252 49754708.50 49754708.50 0.0032 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UUF5 549300F33VRHM10B9391 53127UUF5 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-15 2019-07-15 2019-07-15 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 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0252 37797920.18 37797920.18 0.0024 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UV15 549300F33VRHM10B9391 53127UV15 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0251 18876604.50 18876604.50 0.0012 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UV56 549300F33VRHM10B9391 US53127UV563 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-05 2019-08-05 2019-08-05 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0252 49660634.50 49660634.50 0.0031 N N N N LMA Americas LLC LMA Americas LLC 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 0.0247 56945270.31 56945270.31 0.0036 N N N N LMA Americas LLC LMA Americas LLC 53944RSU3 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-28 2019-05-28 2019-05-28 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 0.0253 45610214.58 45610214.58 0.0029 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 0.0255 38894983.92 38894983.92 0.0025 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 0.0256 38886515.46 38886515.46 0.0025 N N N N LMA Americas LLC LMA Americas LLC 53944RTB4 969500DWS97CYSHCPT49 53944RTB4 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-11 2019-06-11 2019-06-11 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 9970180.00 9970180.00 0.0006 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 0.0256 49847290.50 49847290.50 0.0032 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 0.0257 57685195.14 57685195.14 0.0037 N N N N LMA Americas LLC LMA Americas LLC 53944RV88 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-08 2019-08-08 2019-08-08 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 0.0258 69498333.10 69498333.10 0.0044 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 0.0258 49620166.50 49620166.50 0.0031 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 45634070.00 45634070.00 0.0029 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 34660718.75 34660718.75 0.0022 N N N N LMA Americas LLC LMA Americas LLC 53944RXG8 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-16 2019-10-16 2019-10-16 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 29634396.60 29634396.60 0.0019 N N N N Natixis Natixis 2.400000% KX1WK48MPD4Y2NCUIZ63 0001274981 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0243 200000000.00 200000000.00 0.0127 N Y Y 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 0.0240 100005340.00 100005340.00 0.0063 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 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 0.0250 32817815.80 32817815.80 0.0021 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 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 0.0251 49853816.50 49853816.50 0.0032 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 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 0.0251 207967377.51 207967377.51 0.0132 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 60682XU87 JBONEPAGQXF4QP29B387 60682XU87 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-08 2019-07-08 2019-07-08 N N N 0.0253 149272912.50 149272912.50 0.0095 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 0.0249 79773406.40 79773406.40 0.0051 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 0.0249 50934578.60 50934578.60 0.0032 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 0.0247 120004399.20 120004399.20 0.0076 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.580000% 60710A5H1 RB0PEZSDGCO3JS6CEU02 0000812291 Certificate of Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-23 2019-07-23 2019-07-23 N N N 0.0252 35004238.15 35004238.15 0.0022 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.580000% 60710A5P3 RB0PEZSDGCO3JS6CEU02 0000812291 Certificate of Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-25 2019-07-25 2019-07-25 N N N 0.0253 80009604.80 80009604.80 0.0051 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 29983460.10 29983460.10 0.0019 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 68957168.25 68957168.25 0.0044 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 0.0253 29606073.75 29606073.75 0.0019 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409SU55 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-05 2019-07-05 2019-07-05 N Y RABOBANK 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Rabobank Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0255 39812706.80 39812706.80 0.0025 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409SUH9 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-17 2019-07-17 2019-07-17 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 0.0256 69611430.00 69611430.00 0.0044 N N N N Nordea Bank AB Nordea Bank AB 2.642600% 65590AJ23 6SCPQ280AIY8EP3XFW53 0001002614 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-13 2019-06-13 2019-07-15 N N N 0.0247 57012319.41 57012319.41 0.0036 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 0.0257 42001478.82 42001478.82 0.0027 N N N N Norinchukin Bank Norinchukin Bank 2.400000% 65602VLD6 5493007VSMFZCPV1NB83 Certificate of Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0241 44999983.80 44999983.80 0.0029 N Y 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+ 0.0246 39983606.80 39983606.80 0.0025 N N Y N Old Line Funding LLC Old Line Funding LLC 67983UX99 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-09 2019-10-09 2019-10-09 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+ 0.0255 24713125.00 24713125.00 0.0016 N N N N Old Line Funding LLC Old Line Funding LLC 2.803500% 67984YFM1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-07 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+ 0.0260 35010595.55 35010595.55 0.0022 N N N N Old Line Funding LLC Old Line Funding LLC 2.703500% 67984YFV1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-07 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+ 0.0260 25003967.75 25003967.75 0.0016 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 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+ 0.0261 54999760.75 54999760.75 0.0035 N N N N Old Line Funding LLC Old Line Funding LLC 2.801600% 67985BCM3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-09 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+ 0.0260 42012953.64 42012953.64 0.0027 N N N N Old Line Funding LLC Old Line Funding LLC 2.741500% 67985BCN1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-01 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+ 0.0258 30005246.40 30005246.40 0.0019 N N N N Old Line Funding LLC Old Line Funding LLC 2.557400% 67985BCT8 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-16 2019-07-16 2019-07-16 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+ 0.0256 29999982.90 29999982.90 0.0019 N N N N Old Line Funding LLC Old Line Funding LLC 2.637800% 67985BCW1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-07-03 2020-01-03 2020-01-03 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+ 0.0262 49999788.00 49999788.00 0.0032 N N N N Old Line Funding LLC Old Line Funding LLC 2.603500% 67985BCY7 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-13 2019-11-13 2019-11-13 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+ 0.0261 49999958.00 49999958.00 0.0032 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.743400% 69033MCW5 5493007O3QFXCPOGWK22 Certificate of Deposit 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 60000240.60 60000240.60 0.0038 N N Y 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 0.0258 74999948.25 74999948.25 0.0048 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.608500% 69033MFW2 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-28 2019-11-27 2019-11-27 N N N 0.0261 51999144.60 51999144.60 0.0033 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.450000% 69033MHJ9 5493007O3QFXCPOGWK22 Certificate of Deposit 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 0.0245 54999962.05 54999962.05 0.0035 N N Y N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.732600% 69034CGW2 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-13 2019-05-13 2019-05-13 N N N 0.0243 40004351.20 40004351.20 0.0025 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.617600% 69034CHN1 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-05 2019-12-05 2019-12-05 N N N 0.0259 16999913.81 16999913.81 0.0011 N N N N Regency Markets No. 1 LLC Regency Markets No. 1 LLC 7588R1S22 Asset Backed Commercial Paper Y 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 HSBC BANK PLC 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y HSBC Bank Plc 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 0.0245 38521747.61 38521747.61 0.0024 N N Y N Royal Bank of Canada Royal Bank of Canada 2.814500% 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+ 2019-05-02 2019-08-02 2019-08-02 N N N 0.0254 60041286.00 60041286.00 0.0038 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124MUJ7 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 2019-07-18 2019-07-18 2019-07-18 N Y Barclays Bank Plc 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Barclays Bank PLC Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Barclays Bank PLC. LOC 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0261 61644487.04 61644487.04 0.0039 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124MUS7 549300MYF6MOTU9T3G29 US82124MUS78 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 2019-07-26 2019-07-26 2019-07-26 N Y Barclays Bank Plc 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Barclays Bank PLC Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Barclays Bank PLC. LOC 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0264 29808600.00 29808600.00 0.0019 N N N N Sinopec Century Bright Capital Investment Ltd. Sinopec Century Bright Capital Investment Ltd. 82937RS23 Non-Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-02 2019-05-02 2019-05-02 N N N 0.0240 249966707.50 249966707.50 0.0158 N N Y N Sinopec Century Bright Capital Investment Ltd. Sinopec Century Bright Capital Investment Ltd. 82937RS31 Non-Financial Company 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 N N 0.0240 39992000.00 39992000.00 0.0025 N N Y N Sinopec Century Bright Capital Investment Ltd. Sinopec Century Bright Capital Investment Ltd. 82937RS72 Non-Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-05-07 N N N 0.0241 26987347.53 26987347.53 0.0017 N N Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.651300% 83050F5J6 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-11 2019-10-11 2019-10-11 N N N 0.0258 75022824.00 75022824.00 0.0048 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.602400% 83050F5V9 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-29 2019-10-28 2019-10-28 N N N 0.0259 60002886.60 60002886.60 0.0038 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.642600% 83050FZ53 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-13 2019-05-13 2019-05-13 N N N 0.0243 50003817.00 50003817.00 0.0032 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.360000% F3JS33DEI6XQ4ZBPTN86 0000917311 Non-Negotiable Time 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 0.0239 400000000.00 400000000.00 0.0253 N Y Y N Societe Generale SA Societe Generale SA 2.666800% 83369Y2X3 0001145665 Certificate of Deposit 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 0.0255 113022371.74 113022371.74 0.0072 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 0.0258 52002941.12 52002941.12 0.0033 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 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BNP Paribas Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 BNP Paribas LOC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0251 49843125.00 49843125.00 0.0032 N N N N Fixed Income Clearing Corp. 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Sumitomo Mitsui Banking Corp. 86562LU83 5U0XI89JRFVHWIBS4F54 0001184915 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 0.0251 99518533.00 99518533.00 0.0063 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.673100% 86564FRV7 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 2019-07-30 2019-07-30 N N N 0.0259 111022003.53 111022003.53 0.0070 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 0.0246 52505750.33 52505750.33 0.0033 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 0.0250 75009247.50 75009247.50 0.0048 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 0.0252 65009058.40 65009058.40 0.0041 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 0.0246 44892243.90 44892243.90 0.0028 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 0.0253 59680039.80 59680039.80 0.0038 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564XV92 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-09 2019-08-09 2019-08-09 N N N 0.0255 99284022.00 99284022.00 0.0063 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.656600% 86565BTX9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-28 2019-07-25 2019-07-25 N N N 0.0258 51009839.43 51009839.43 0.0032 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 0.0247 100022914.00 100022914.00 0.0063 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.862000% 86958J2N8 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-13 2019-12-12 2019-12-12 N N N 0.0262 65097182.15 65097182.15 0.0041 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.736800% 86958J3T4 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-07-15 2020-01-14 2020-01-14 N N N 0.0261 75057426.00 75057426.00 0.0048 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 0.0254 20000344.80 20000344.80 0.0013 N N Y N Svenska Handelsbanken Svenska Handelsbanken 2.657400% 86958JR76 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-20 2019-05-20 2019-05-20 N N N 0.0244 20002414.20 20002414.20 0.0013 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+ 0.0251 29899440.00 29899440.00 0.0019 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 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 39999940.80 39999940.80 0.0025 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.794500% 88603YEZ0 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 2019-08-02 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+ 0.0259 62015044.30 62015044.30 0.0039 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.803500% 88603YFA4 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-07 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+ 0.0259 50015857.00 50015857.00 0.0032 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.820900% 88604GAZ2 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-05-24 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+ 0.0258 25004654.75 25004654.75 0.0016 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.824500% 89114MKL0 PT3QB789TSUIDF371261 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-05-02 2019-08-02 2019-08-02 N N N 0.0259 60033216.60 60033216.60 0.0038 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 89119BS72 PT3QB789TSUIDF371261 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 0.0242 79962355.20 79962355.20 0.0051 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank 2.803500% 89120DKZ1 PT3QB789TSUIDF371261 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 2019-08-07 2019-08-07 N N N 0.0254 55040153.85 55040153.85 0.0035 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 91127QTC3 IO66REGK3RCBAMA8HR66 Financial Company 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 N N 0.0246 69794400.20 69794400.20 0.0044 N N N N Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. 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586500.00 Corporate Debt Securities HSBC BANK USA NA CTF DEP LKD 21 2021-05-28 0.00 29290.00 294071.60 Corporate Debt Securities HSBC BANK USA NA CTF DEP LKD 21 2021-06-25 0.00 15278.00 154002.24 Corporate Debt Securities HSBC BANK USA NA SECS LKD 21 2021-07-30 0.00 17503.00 195158.45 Corporate Debt Securities HSBC BANK USA NA CTF DEP LKD 21 2049-01-01 0.00 72181.00 731915.34 Corporate Debt Securities HSBC BANK USA NA CD SX5E 22 2049-01-01 0.00 26039.00 241121.14 Corporate Debt Securities HSBC BANK USA NA CTF DEP LKD 22 2049-01-01 0.00 39948.00 454608.24 Corporate Debt Securities HSBC BANK USA NA CTF DEP LKD 22 2049-01-01 0.00 27000.00 252720.00 Corporate Debt Securities HSBC USA INC LIRN LKD 19 2019-07-26 0.00 12824.00 141192.24 Corporate Debt Securities HSBC USA INC LIRN LKD 19 2019-11-27 0.00 5515.00 59528.91 Corporate Debt Securities HSBC USA INC LIRN LKD 20 2020-03-27 0.00 21233.00 205747.77 Corporate Debt Securities HSBC USA INC LIRN LKD 20 2020-04-24 0.00 35110.00 337407.10 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526662.85 Corporate Debt Securities CANADIAN IMPERIAL BK OF COMM T NT SX5E 19 2019-10-25 0.00 12843.00 125347.68 Corporate Debt Securities CANADIAN IMPERIAL BK OF COMM T NT SX5E 19 2019-09-27 0.00 3030.00 30148.50 Corporate Debt Securities CANADIAN IMPERIAL BK COMM TORO CLIRN SX5E 19 2019-07-26 0.00 18285.00 184678.50 Corporate Debt Securities CANADIAN IMPERIAL BK COMM TORO NT SX5E 19 2019-06-27 0.00 2924.00 32047.04 Corporate Debt Securities CANADIAN IMPERIAL BK COMM TORO NT DJIA 19 2019-10-25 0.00 1500.00 21825.00 Corporate Debt Securities CREDIT SUISSE AG LONDON BRH NT LKD 19 2019-07-26 0.00 8500.00 106590.00 Corporate Debt Securities CREDIT SUISSE AG LONDON BRH AUTOCAL SX5E20 2020-11-27 0.00 43152.00 447054.72 Corporate Debt Securities CREDIT SUISSE AG LONDON BRH AUTOCAL SPX 20 2020-10-29 0.00 38163.00 340032.33 Corporate Debt Securities CREDIT SUISSE AG LONDON NT LKD 19 2019-08-30 0.00 9578.00 125854.92 Corporate Debt Securities CREDIT SUISSE AG LONDON BRH AUTOCAL SX5E20 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2023-06-29 0.00 8000.00 83680.00 Corporate Debt Securities HSBC USA INC AUTOCAL INX 24 2024-06-28 0.00 29000.00 296090.00 Corporate Debt Securities HSBC USA INC AUTOCAL RUT 23 2023-06-30 0.00 42224.00 400283.52 Corporate Debt Securities HSBC USA INC AUTOCAL INX 2021-06-25 0.00 20850.00 217257.00 Corporate Debt Securities HSBC USA INC NT INX 20 2020-02-28 0.00 40134.00 428631.12 Corporate Debt Securities HSBC USA INC NT IXE 19 2019-07-26 0.00 11700.00 99216.00 Corporate Debt Securities HSBC USA INC NT RUT 23 2023-09-29 0.00 39156.00 370807.32 Corporate Debt Securities HSBC USA INC AUTOCAL HGX 20 2020-08-28 0.00 31870.00 319656.10 Corporate Debt Securities HSBC USA INC AUTOCL SX5E 21 2021-08-26 0.00 39600.00 402336.00 Corporate Debt Securities HSBC USA INC AUTOCL SX5E 23 2023-08-24 0.00 23088.00 233650.56 Corporate Debt Securities HSBC USA INC AUTOCAL RUT 23 2023-08-25 0.00 24378.00 232566.12 Corporate Debt Securities HSBC USA INC AUTOCAL INX 25 2025-03-28 0.00 13970.00 137744.20 Corporate Debt Securities HSBC USA INC AUTOCAL INX 22 2022-02-28 0.00 28400.00 284284.00 Corporate Debt Securities HSBC USA INC AUTOCAL RUT 2022-02-28 0.00 13000.00 126750.00 Corporate Debt Securities HSBC USA INC NT LKD 22 2022-02-24 0.00 23600.00 239304.00 Corporate Debt Securities HSBC USA INC AUTOCAL RUT 23 2023-11-27 0.00 4230.00 41707.80 Corporate Debt Securities HSBC USA INC AUTOCAL NT 23 2023-11-24 0.00 23413.00 238344.34 Corporate Debt Securities HSBC USA INC AUTOCAL INX 24 2024-11-22 0.00 30226.00 300446.44 Corporate Debt Securities BANK NOVA SCOTIA B C NT SPSIBI 19 2019-10-25 0.00 34968.00 298661.69 Corporate Debt Securities BANK NOVA SCOTIA B C AUTOCAL HGX 20 2020-07-31 0.00 39409.00 398819.08 Corporate Debt Securities BANK NOVA SCOTIA B C NT INX 24 2024-07-26 0.00 39278.00 392387.22 Corporate Debt Securities BANK NOVA SCOTIA B C AUTOCL SX5E 21 2021-07-29 0.00 22062.00 223267.44 Corporate Debt Securities BANK NOVA SCOTIA B C AUTOCL SX5E 23 2023-07-27 0.00 25100.00 250749.00 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P1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0239 380000000.00 380000000.00 0.0241 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.600000% 0001197610 99VDDX004_2.60_0501 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PROSPER MARKETPLACE INC PFD RESTR SER B- 2013 PREF 2025-02-15 0.00 55544.00 50851.96 Corporate Debt Securities PROSPER MARKETPLACE INC PFD RESTR SER B- 2013 PREF 2025-03-15 10.490000 468475.00 443412.16 Corporate Debt Securities ACE SECS HEQ 2007-WM1 A-2B 20361125 FLT 2036-11-25 2.600000 50637.00 14456.01 Corporate Debt Securities BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT 2027-10-25 5.830000 207549.00 215756.79 Corporate Debt Securities CWABS INC 2005-14 M-4 20360225 FLT 2036-02-25 3.210000 22139.00 21830.25 Corporate Debt Securities FIRST FRANKLIN MTG 2006-FF14 A6 20361025 FLT 2036-10-25 2.790000 24952772.00 18217589.97 Corporate Debt Securities LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT 2070-01-28 8.790000 68046017.00 64386206.72 Corporate Debt Securities MOSAIC SOLAR LNS 2017-2 C 20430622 2.00000 2043-06-22 2.000000 110192.00 95433.17 Corporate Debt Securities NATIONAL COLL ST LN TR 2005-3 A-5-1 20331025 FLT 2033-10-25 2.860000 2064354.00 1272303.01 Corporate Debt Securities NOMURA HEQ LN TR 2006-FM1 M-1 20351125 FLT 2035-11-25 2.890000 349225.00 142529.02 Corporate Debt Securities OCTAGON INV PTNS XXII 2014-22 SUB 20251125 FLT 2025-11-25 0.00 1364802.00 825705.21 Corporate Debt Securities PROVIDENT FING TR I CAP SECS7.405%38 2038-03-15 7.410000 70000.00 75197.94 Corporate Debt Securities EXIDE TECHNOLOGIES 1LIEN SR 144A22 2022-04-30 11.000000 244427.00 211558.36 Corporate Debt Securities RADNOR RE LTD 2019-1 M-1B 20290226 FLT 2029-02-26 4.430000 425791.00 427169.68 Corporate Debt Securities Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0260 80000000.00 80000000.00 0.0051 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.600000% 0001197610 99VDDX004_2.60_0501_ Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FNMA B1V7KEBTPIMZEU4LTD58 2041-12-25 6.500000 7549879.00 149484.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2027-06-18 8.500000 1218.00 83.51 Agency Mortgage-Backed Securities PROSPER MARKETPLACE INC PFD RESTR SER B- 2013 PREF 2025-03-15 10.490000 61260.00 57982.66 Corporate Debt Securities CWABS INC 2007-BC2 2-A-4 20370625 FLT 2037-06-25 2.770000 384361.00 368906.11 Corporate Debt Securities FERRELLGAS L P / FERRELLGAS SR GLBL NT 22 2022-01-15 6.750000 6281000.00 5650937.17 Corporate Debt Securities FIRST FRANKLIN MTG 2006-FF14 A6 20361025 FLT 2036-10-25 2.790000 183273.00 133804.47 Corporate Debt Securities GSR MTG TR 2005-AR5 4A1 20351025 FLT 2035-10-25 4.380000 16587.00 757.52 Corporate Debt Securities HORIZON I LTD 2018 CTF 20381215 0.00000 2038-12-15 0.00 420737.00 418128.43 Corporate Debt Securities INTELSAT LUXEMBOURG S A SR NT 7.75%21 2021-06-01 7.750000 1100000.00 1080284.03 Corporate Debt Securities INVITATION HOMES TR 2018-SFR3 E 20370717 FLT 2037-07-17 4.470000 225705.00 225799.25 Corporate Debt Securities NATIONAL COLL ST LN TR 2005-3 A-5-1 20331025 FLT 2033-10-25 2.860000 339843.00 209452.10 Corporate Debt Securities NATIONAL COLL ST LN TR 2006-4 A-4 20320525 FLT 2032-05-25 2.800000 24323.00 23087.74 Corporate Debt Securities NOMURA HEQ LN TR 2006-FM1 M-1 20351125 FLT 2035-11-25 2.890000 619141.00 252689.69 Corporate Debt Securities OCTAGON INV PTNS XXII 2014-22 SUB 20251125 FLT 2025-11-25 0.00 1690763.00 1022911.62 Corporate Debt Securities PPT ABS LLC 2004-1 A 20350825 FLT 2035-08-25 5.690000 6.00 0.44 Corporate Debt Securities PACIFIC GAS & ELEC CO SR NT 3.85%23 2023-11-15 3.850000 130000.00 125143.96 Corporate Debt Securities PROS MRKET PL ISSU TR 2018-1 D 20240617 5.70000 2024-06-17 5.700000 18067.00 18284.92 Corporate Debt Securities RENAISSANCE HEQ 2006-3 AF-4 20361125 FLT 2036-11-25 5.810000 1291895.00 641586.20 Corporate Debt Securities ROYAL BK SCOTLAND GROUP PLC TIER I PERP BD 2049-01-01 7.650000 467000.00 594132.97 Corporate Debt Securities SOUND POINT CLO LTD 2016-12R E-R 20281020 FLT 2028-10-20 9.490000 813456.00 813056.77 Corporate Debt Securities SOUNDVIEW HM LN 2007-OPT4 II-A-3 20370925 FLT 2037-09-25 3.580000 495000.00 463128.36 Corporate Debt Securities SA ALS AURORA 2003-BC2 M3 20330225 FLT 2033-02-25 6.980000 5.00 0.87 Corporate Debt Securities TGIF FDG LLC 2047-04-30 6.200000 3770744.00 3545615.50 Corporate Debt Securities TORONTO DOMINION BANK SR GLBL INDX 21 2021-12-29 0.00 9999.00 12910.71 Corporate Debt Securities UNITED AIRLINES PT CERT 2007-1 A 20240102 6.63600 2024-01-02 6.640000 665022.00 315911.33 Corporate Debt Securities ACE SECS HEQ 2007-WM1 A-2B 20361125 FLT 2036-11-25 2.600000 14599414.00 4167885.77 Corporate Debt Securities ACE SECS HEQ 2006-HE4 A-2C 20361025 FLT 2036-10-25 2.640000 3.00 0.66 Corporate Debt Securities ALTICE SA SR GLBL 144A 22 2022-05-15 7.750000 1837000.00 1884478.79 Corporate Debt Securities AMERIQUEST MTG SECS 2002-D M-1 20330225 FLT 2033-02-25 3.740000 1149.00 1056.44 Corporate Debt Securities BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT 2027-10-25 5.830000 3851895.00 4004223.02 Corporate Debt Securities BELLEMEADE RE LTD 2018-3 M-1B 20281025 FLT 2028-10-25 4.330000 1430860.00 1434549.28 Corporate Debt Securities BOSPHORUS LLC 2015-1 A 20280915 4.20000 2028-09-15 4.200000 96000.00 63985.19 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 22 2022-07-01 6.130000 6332000.00 6583675.02 Corporate Debt Securities C-BASS TRUST 2007-CB1 AF-6 20370125 FLT 2037-01-25 3.570000 5943698.00 1825109.04 Corporate Debt Securities CWABS INC 2005-11 MF-1 20351225 FLT 2035-12-25 5.350000 273.00 253.80 Corporate Debt Securities DIAMOND OFFSHORE DRILLING INC SR GLBL NT 25 2025-08-15 7.880000 2759642.00 2777320.95 Corporate Debt Securities EXIDE TECHNOLOGIES 1LIEN SR 144A22 2022-04-30 11.000000 4348955.00 3764141.36 Corporate Debt Securities INMARSAT FIN PLC SR GLBL 144A 22 2022-05-15 4.880000 2686000.00 2772875.31 Corporate Debt Securities JPMORGAN CHASE & CO 5% 2049-01-01 5.000000 5470000.00 5567244.44 Corporate Debt Securities MARS INC DEL 3.875%39 2039-04-01 3.880000 2744585.00 2726784.84 Corporate Debt Securities ML MTG INV TR 2007-HE3 A-4 20370425 FLT 2037-04-25 2.750000 1.00 0.38 Corporate Debt Securities POPULAR ABS 2005-3 M-2 20350725 FLT 2035-07-25 5.250000 367.00 253.65 Corporate Debt Securities PROSPER MARKETPLACE ISSUANCE TR SER 2017 2 2023-09-15 0.00 1.00 0.14 Corporate Debt Securities RADNOR RE LTD 2019-1 M-1B 20290226 FLT 2029-02-26 4.430000 57662.00 57848.71 Corporate Debt Securities Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0260 50000000.00 50000000.00 0.0032 N Y Y N UBS Master Trust 2019-05-07 /s/Nancy Osborn Nancy Osborn Vice President