N-MFP2 0001403166 XXXXXXXX 2019-05-31 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 24 51 4882822355.18 5171179446.40 5307910925.59 5933014049.66 5675713750.01 6843869142.35 6226298487.13 6232087887.80 6652641531.15 6825581443.20 0.3076 0.3164 0.3244 0.3546 0.3450 0.4311 0.3810 0.3809 0.3976 0.4149 483611.01 16437829573.75 5531000000.00 11114019.20 4004152.75 16445423051.21 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 C000054151 1.00 16445423051.21 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 2.757000% 00182HGS5 213800VD256NU2D97H12 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-24 2019-06-24 2019-06-24 N N N 0.0242 69015279.36 69015279.36 0.0042 N N N N ASB Finance Ltd/London ASB Finance Ltd/London 2.777100% 0020P5JM2 549300A8V0FZJN79NH08 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-05 2019-08-05 2019-08-05 N N N 0.0247 60030300.60 60030300.60 0.0037 N N N N ASB Finance Ltd/London ASB Finance Ltd/London 2.791400% 0020P5JS9 549300A8V0FZJN79NH08 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-10 2019-09-10 2019-09-10 N N N 0.0250 60045549.00 60045549.00 0.0037 N N N N ASB Finance Ltd/London ASB Finance Ltd/London 2.611400% 0020P5KB4 549300A8V0FZJN79NH08 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-10 2020-02-10 2020-02-10 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 0.0259 95004110.65 95004110.65 0.0058 N N N N ABN AMRO Bank NV ABN AMRO Bank NV 2.370000% 0001245022 Non-Negotiable Time Deposit Y 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 0.0240 50000000.00 50000000.00 0.0030 N Y Y 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 0.0248 49821105.50 49821105.50 0.0030 N N N N Albion Capital Corp. Albion Capital Corp. 01329XVM8 US01329XVM81 01329XVM8 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-21 2019-08-21 2019-08-21 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 0.0249 50215914.76 50215914.76 0.0031 N N N N Antalis SA Antalis SA 03664BT30 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 N N 0.0244 15246905.47 15246905.47 0.0009 N Y Y N Antalis SA Antalis SA 03664BT63 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-06 2019-06-06 2019-06-06 N N N 0.0244 19991870.00 19991870.00 0.0012 N N Y 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 0.0245 34969060.00 34969060.00 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 0.0246 29934373.20 29934373.20 0.0018 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 0.0247 44882912.70 44882912.70 0.0027 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 0.0247 13960665.04 13960665.04 0.0008 N N N N Antalis SA Antalis SA 03664BV60 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-06 2019-08-06 2019-08-06 N N N 0.0249 18215126.61 18215126.61 0.0011 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821UT36 549300BUNY5BIX4CVW20 04821UT36 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 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 0.0242 24994968.75 24994968.75 0.0015 N Y Y N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821UYD8 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-13 2019-11-13 2019-11-13 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 0.1200 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0257 49407241.50 49407241.50 0.0030 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 2.736600% 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+ 2019-06-10 2019-07-08 2019-07-08 N N N 0.0244 70019775.70 70019775.70 0.0043 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 2.603300% 0556X4FU5 549300HVMZ89HDMELW08 0001414365 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-03 2019-09-03 2019-09-03 N N N 0.0250 70010943.10 70010943.10 0.0043 N N N N BNP Paribas SA BNP Paribas SA 2.580600% 05586FYA9 R0MUWSFPU8MPRO8K5P83 0001197610 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-18 2019-09-18 2019-09-18 N N N 0.0251 120022543.20 120022543.20 0.0073 N N N N Bank of Montreal Bank of Montreal 2.570000% 06370RA41 NQQ6HPCNCCU6TUTQYE16 US06370RA419 0000009622 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-03 2020-02-07 2020-02-07 N Y Credit Agricole 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0259 69990750.20 69990750.20 0.0043 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 0.0241 160023115.20 160023115.20 0.0097 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.597100% 06417G6Q6 L3I9ZG2KFGXZ61BMYR72 0001041839 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-06 2020-02-06 2020-02-06 N N N 0.0257 74993410.50 74993410.50 0.0046 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.767100% 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 2019-06-04 2019-10-04 2019-10-04 N N N 0.0252 75054696.00 75054696.00 0.0046 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.625900% 06417LKU0 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-03 2020-02-03 2020-02-03 N N N 0.0257 39999558.40 39999558.40 0.0024 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.569600% 06417LLH8 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-14 2020-02-14 2020-02-14 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 39995681.20 39995681.20 0.0024 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 0.0242 91456943.76 91456943.76 0.0056 N N Y 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 0.0251 61731881.00 61731881.00 0.0038 N N N N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.470000% 0001484219 0673PA005_2.47_0603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2021-02-28 2.500000 632173200.00 640120881.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-03-31 2.125000 156186600.00 157289537.71 U.S. Treasuries (including strips) US Treasury Inflation Index Bond 2028-04-15 3.625000 74738200.00 149672090.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-07-31 2.383567 208877800.00 209326245.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-04-30 2.356567 31573700.00 31635416.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-10-15 2.875000 187998300.00 192234726.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-07-31 2.366567 200041800.00 200370326.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-04-30 2.487863 356631700.00 357350798.89 U.S. Treasuries (including strips) Y 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 1900000000.00 1900000000.00 0.1155 N Y Y N Barclays Bank PLC Barclays Bank PLC 2.690000% 06741PTE5 G5GSEF7VJP5I7OUK5573 0001484212 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-21 2019-08-21 2019-08-21 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+ 0.0274 71991973.44 71991973.44 0.0044 N N N Y 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 0.0243 134022911.18 134022911.18 0.0081 N Y Y 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 0.0247 109924558.70 109924558.70 0.0067 N N N N Barton Capital SA Barton Capital SA 06945MU87 549300KOFKIMD0C37W24 06945MU87 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 N N 0.0251 29920516.80 29920516.80 0.0018 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. 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 0.0251 74785604.25 74785604.25 0.0045 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.627100% 07646KDX5 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-07 2019-11-07 2019-11-07 N N N 0.0253 20005202.40 20005202.40 0.0012 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.591900% 07646KEB2 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-21 2019-11-21 2019-11-21 N N N 0.0254 47009847.44 47009847.44 0.0029 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 0.0251 118945800.00 118945800.00 0.0072 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 0.0242 58972236.96 58972236.96 0.0036 N N Y 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 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 0.0247 79791844.80 79791844.80 0.0049 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 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 0.0247 34899223.45 34899223.45 0.0021 N N N N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LT47 Financial Company 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 CHINA PETRO CORP 1.0000 Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A+ N 0.0259 159954027.20 159954027.20 0.0097 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LT54 Financial Company 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 N N 0.0259 47982746.88 47982746.88 0.0029 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LT62 Financial Company 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 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 34984897.50 34984897.50 0.0021 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LTU9 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-28 2019-06-28 2019-06-28 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 0.0279 33427252.74 33427252.74 0.0020 N N N N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LU11 12623LU11 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 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 0.0283 22545002.90 22545002.90 0.0014 N N N N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LVD4 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-13 2019-08-13 2019-08-13 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 0.1200 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0267 149178291.00 149178291.00 0.0091 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.596600% 13606BY26 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-06 2020-02-06 2020-02-06 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 0.0256 79998493.60 79998493.60 0.0049 N N N N Cancara Asset Securitisation LLC Cancara Asset Securitisation LLC 13738KV53 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-05 2019-08-05 2019-08-05 N N N 0.0249 84611975.00 84611975.00 0.0051 N N N N Cancara Asset Securitisation LLC Cancara Asset Securitisation LLC 13738KV87 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 Lloyds Bank Plc 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y BANK OF SCOTLAND Liquidity 0.3300 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Lloyds Liquidity 0.6700 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0250 38813498.88 38813498.88 0.0024 N N N N Cancara Asset Securitisation LLC Cancara Asset Securitisation LLC 13738KV95 Asset Backed 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 Y Lloyds Bank Plc 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y BANK OF SCOTLAND Liquidity 0.3300 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Lloyds Liquidity 0.6700 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0250 74635854.00 74635854.00 0.0045 N N N N Cancara Asset Securitisation LLC Cancara Asset Securitisation LLC 13738KVS3 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-26 2019-08-26 2019-08-26 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 24847448.00 24847448.00 0.0015 N N N N Chariot Funding LLC Chariot Funding LLC 2.626600% 15963RBB8 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-10 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 0.0247 71016848.30 71016848.30 0.0043 N N N N Chariot Funding LLC Chariot Funding LLC 2.539800% 15963RBH5 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-27 2019-08-27 2019-08-27 N Y JPMorgan Chase Bank, NA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y JPMorgan Chase Bank, NA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 JPMorgan Chase Bank, NA LOC 0.1100 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0249 76009446.04 76009446.04 0.0046 N N N N Chariot Funding LLC Chariot Funding LLC 2.567100% 15963RBN2 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-06 2019-11-06 2019-11-06 N N N 0.0253 80000603.20 80000603.20 0.0049 N N N N Chariot Funding LLC Chariot Funding LLC 15963UT30 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y 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 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 0.0244 49989854.00 49989854.00 0.0030 N Y Y 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 0.0247 71802640.08 71802640.08 0.0044 N N N N Chariot Funding LLC Chariot Funding LLC 15963UVF0 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-15 2019-08-15 2019-08-15 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 0.0251 11936362.68 11936362.68 0.0007 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 0.0244 44948128.95 44948128.95 0.0027 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 0.0244 46936210.66 46936210.66 0.0029 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 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 0.0245 39929135.60 39929135.60 0.0024 N N N N Charta LLC Charta LLC 16115WU21 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-02 2019-07-02 2019-07-02 N N N 0.0246 29934373.20 29934373.20 0.0018 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 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 24934951.50 24934951.50 0.0015 N N N N China Construction Bank Corp. China Construction Bank Corp. 16891NT49 5493001KQW6DM7KEDR62 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 Y CHINA PETRO CORP 1.0000 Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A+ N 0.0241 24993305.50 24993305.50 0.0015 N N Y N China Construction Bank Corp. China Construction Bank Corp. 16891NT64 5493001KQW6DM7KEDR62 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-06 2019-06-06 2019-06-06 N 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 0.0242 69971801.90 69971801.90 0.0043 N N Y N China Construction Bank Corp. China Construction Bank Corp. 2.630000% 16955AMP0 5493001KQW6DM7KEDR62 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-23 2019-08-23 2019-08-23 N Y CHINA NATL PETRO 1.0000 Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A+ N 0.0263 49999589.50 49999589.50 0.0030 N N N N China Construction Bank Corp. China Construction Bank Corp. 2.400000% 16955AMV7 5493001KQW6DM7KEDR62 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-06 2019-06-06 2019-06-06 N 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 0.0244 39999759.20 39999759.20 0.0024 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 2019-06-19 2019-07-19 2019-07-19 N N N 0.0245 48013267.20 48013267.20 0.0029 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 2.680500% 21684B6L3 DG3RU1DBUFHT4ZF9WN62 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-03 2019-08-02 2019-08-02 N N N 0.0246 10003031.20 10003031.20 0.0006 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 2.597100% 21684L2T8 DG3RU1DBUFHT4ZF9WN62 US21684L2T82 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-04 2019-09-04 2019-09-04 N N N 0.0249 81014802.75 81014802.75 0.0049 N N N N Cooperatieve Centrale Cooperatieve Centrale 2.510000% 21684XAT3 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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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 0.0244 39981022.40 39981022.40 0.0024 N N Y N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WTJ8 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-18 2019-06-18 2019-06-18 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 9987740.00 9987740.00 0.0006 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 0.0248 19955893.40 19955893.40 0.0012 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 0.0250 29862500.10 29862500.10 0.0018 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.711400% 30601YYS8 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-10 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 0.0244 51014348.34 51014348.34 0.0031 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.713400% 30601YYT6 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-11 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 0.0244 50014412.00 50014412.00 0.0030 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.552600% 30601YYZ2 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-17 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 0.0248 80011668.00 80011668.00 0.0049 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.545600% 30601YZC2 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-20 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 0.0248 50006116.00 50006116.00 0.0030 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.583300% 30601YZM0 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-03 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 0.0250 50005555.00 50005555.00 0.0030 N N N N Fairway Finance Co. LLC Fairway Finance Co. 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P1 Standard and Poor's Ratings Services A-1 2019-07-08 2019-07-08 2019-07-08 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0247 74804854.50 74804854.50 0.0045 N N N N Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. 45581CTS4 5493002ERZU2K9PZDL40 Financial Company 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 Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0248 54901568.15 54901568.15 0.0033 N N N N Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. 45581CV93 5493002ERZU2K9PZDL40 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 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 0.0259 94522123.40 94522123.40 0.0057 N N N N J.P. Morgan Securities Tri Party Repo J.P. Morgan Securities Tri Party Repo 2.480000% 45599P007_2.48_0603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2019-12-31 1.875000 3228700.00 3244827.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-12-31 2.625000 63360000.00 65822396.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-06-30 1.375000 36765900.00 36106595.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-06-30 1.000000 665500.00 667484.70 U.S. Treasuries (including strips) U.S. Treasury Bill 2019-06-06 0.00 200194800.00 200158764.94 U.S. Treasuries (including strips) Y 2019-06-03 2019-06-03 2019-06-03 N N N 0.0248 300000000.00 300000000.00 0.0182 N Y Y N Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo 2.750000% 8NAV47T0Y26Q87Y0QP81 0000065100 45799B006_2.75_0705 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BEAR STEARNS ABS TR 2006-SD1 A 20360425 FLT 2036-04-25 2.799750 84166000.00 2053954.26 Corporate Debt Securities ALLY AUTO RECV TR 2019-1 A-3 20230915 2.91000 2023-09-15 2.910000 2270000.00 2297656.54 Corporate Debt Securities BANK 2018-BN14 A-3 20600917 3.96600 2060-09-17 3.966000 3000000.00 3233756.50 Corporate Debt Securities BANK 2018-BNK10 A-4 20610217 3.42800 2061-02-17 3.428000 2200000.00 2281046.78 Corporate Debt Securities KOITERE FD TR 2017-RT4 A 20570728 FLT 2057-07-28 3.500000 3953700.00 2777943.94 Corporate Debt Securities KOITERE FD TR 2017-RT4 A-IOA 20570728 FLT 2057-07-28 2.700000 79074000.00 2633169.35 Corporate Debt Securities BEAR STEARNS CMBS 2005-PWR10 A-J 20401211 FLT 2040-12-11 5.589354 8294563.00 2617397.69 Corporate Debt Securities CIM TR 2018-J1 A-10 20480325 FLT 2048-03-25 3.500000 2795000.00 2542726.31 Corporate Debt Securities CNH EQUIPMENT TR 2019-A A-4 20260115 3.22000 2026-01-15 3.220000 2300000.00 2363939.23 Corporate Debt Securities COMM MTG TR 2014-CCRE14 A-2 20470212 3.14700 2047-02-12 3.147000 6315942.00 2137280.63 Corporate Debt Securities CITIBANK CCIT 2017-A7 NOTES 20240808 FLT 2024-08-08 2.836630 1824000.00 1826756.60 Corporate Debt Securities CITIGROUP MTG LN TR 2007-WFHE2 A-4 20370325 FLT 2037-03-25 2.779750 8700000.00 2333795.80 Corporate Debt Securities CITIGRP COML MTG TR 2015-P1 A-5 20480917 3.71700 2048-09-17 3.717000 2550000.00 2686247.14 Corporate Debt Securities CITIGROUP MTG LN TR 2015-PS1 A-1-IO 20420925 FLT 2042-09-25 1.500000 203415000.00 1897874.36 Corporate Debt Securities CORE INDL TR 2015-TEXW A 20340210 3.07700 2034-02-10 3.077000 1082895.00 1094965.39 Corporate Debt Securities DISCOVER CARD EXE TR 2017-6 A 20230215 1.88000 2023-02-15 1.880000 2250000.00 2233830.00 Corporate Debt Securities ECMC GRP STUDENT LN TR 2017-2 A 20670525 FLT 2067-05-25 3.479750 2800000.00 2033600.90 Corporate Debt Securities ENTERPRISE FLEET FNC 2019-1 A-2 20241020 2.98000 2024-10-20 2.980000 2070000.00 2088159.65 Corporate Debt Securities GS MTG SECS TR 2012-ALOHA A 20340412 3.55100 2034-04-12 3.551000 2000000.00 2057099.06 Corporate Debt Securities GS MTG SECS TR 2017-GPTX A 20340512 2.85555 2034-05-12 2.855546 2910000.00 2918599.93 Corporate Debt Securities MS BOFA ML TRUST 2015-C25 A-5 20481019 3.63500 2048-10-19 3.635000 2983000.00 3126476.91 Corporate Debt Securities NELNET ST LN TR 2016-1 NOTES 20650925 FLT 2065-09-25 3.229750 4300000.00 2740007.91 Corporate Debt Securities OHA CREDIT FUNDING 2016-12R A-2R 20300723 FLT 2030-07-23 3.891500 3000000.00 3023183.08 Corporate Debt Securities OCTAGON INV PTNS 2017-31 A 20300722 FLT 2030-07-22 3.801500 2000000.00 2011436.58 Corporate Debt Securities SLM STUDENT LOAN TR 2012-3 A 20251226 FLT 2025-12-26 3.079750 9000000.00 3161742.24 Corporate Debt Securities TOWD PT MTG TR 2016-2 A2 20550825 FLT 2055-08-25 3.000000 2690000.00 2680484.57 Corporate Debt Securities UBS COML MTG TR 2018-C13 X-A 20511017 FLT 2051-10-17 0.799146 39132000.00 2312532.90 Corporate Debt Securities VNDO MTG TR 2012-6AVE A 20301115 2.99560 2030-11-15 2.995600 1991541.00 2022840.30 Corporate Debt Securities VENTURE XVI CLO LTD 2028-01-15 3.446750 2100000.00 2098475.78 Corporate Debt Securities VENTURE XVII CLO LTD 2014-17R A-RR 20270415 FLT 2027-04-15 3.476750 2200000.00 2197409.53 Corporate Debt Securities WELLS FARGO COML TR 2016-NXS5 X-A 20590117 FLT 2059-01-17 1.515948 49607604.00 3254903.34 Corporate Debt Securities WELLS FARGO COM MTG 2018-C47 A-3 20610916 4.17500 2061-09-16 4.175000 3000000.00 3284415.58 Corporate Debt Securities IVY HILL MID MKT CR FD 2017-12 A-1B 20290720 FLT 2029-07-20 4.291500 2250000.00 2226292.03 Corporate Debt Securities Y Standard and Poor's Ratings Services A-1 2019-06-03 2019-07-05 2019-07-05 N N N 0.0275 75000000.00 75000000.00 0.0046 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 0.0247 69817272.70 69817272.70 0.0042 N N N N KBC Bank NV KBC Bank NV 2.390000% 4823TA5N3 6B2PBRV1FCJDMR45RZ53 0001411306 Certificate of Deposit 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 Y CHINA NATL PETRO 1.0000 Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A+ N 0.0240 33549968.46 33549968.46 0.0020 N N Y 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 0.0244 7997834.64 7997834.64 0.0005 N N Y 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 0.0244 54977642.50 54977642.50 0.0033 N N Y 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 0.0244 24988139.00 24988139.00 0.0015 N N Y 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 0.0247 49866425.00 49866425.00 0.0030 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. P1 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 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0247 37882675.00 37882675.00 0.0023 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. P1 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 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0248 18918881.59 18918881.59 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 0.0248 49772850.00 49772850.00 0.0030 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UV72 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-07 2019-08-07 2019-08-07 N Y Lloyds Bank Plc 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y BANK OF SCOTLAND Liquidity 0.3300 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Lloyds Liquidity 0.6700 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0248 29859636.60 29859636.60 0.0018 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UVU1 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-28 2019-08-28 2019-08-28 N Y CHINA NATL PETRO 1.0000 Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A+ N 0.0247 24847340.25 24847340.25 0.0015 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 0.0243 38981572.50 38981572.50 0.0024 N N Y 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 0.0244 38973599.34 38973599.34 0.0024 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. P1 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 0.0244 9992544.40 9992544.40 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 0.0244 49959283.50 49959283.50 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 0.0247 57820925.00 57820925.00 0.0035 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 0.0249 69666059.40 69666059.40 0.0042 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 0.0250 49740104.00 49740104.00 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 0.0250 45744444.24 45744444.24 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 0.0252 34745301.15 34745301.15 0.0021 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 0.0255 29706980.10 29706980.10 0.0018 N N N N LMA Americas LLC LMA Americas LLC 53944RXU7 969500DWS97CYSHCPT49 53944RXU7 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-28 2019-10-28 2019-10-28 N Y CHINA NATL PETRO 1.0000 Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A+ N 0.0256 45509333.18 45509333.18 0.0028 N N N N LMA Americas LLC LMA Americas LLC 53944RYE2 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-14 2019-11-14 2019-11-14 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 Bank Plc 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 0.0257 33594496.28 33594496.28 0.0020 N N N N MUFG Bank Ltd. MUFG Bank Ltd. 2.600000% 55379WK88 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-31 2019-10-31 2019-10-31 N N N 0.0251 75026955.75 75026955.75 0.0046 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 0.0245 32888804.79 32888804.79 0.0020 N N Y 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 0.0245 49962569.50 49962569.50 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 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 0.0245 208421649.17 208421649.17 0.0127 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274MV17 549300S0NSJYSOB32S63 Asset Backed 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 0.0248 57751975.76 57751975.76 0.0035 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. P1 Standard and Poor's Ratings Services A-1 2019-07-08 2019-07-08 2019-07-08 N N N 0.0249 149606541.00 149606541.00 0.0091 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 60683CV24 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-08-02 2019-08-02 2019-08-02 N N N 0.0250 34597968.75 34597968.75 0.0021 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 0.0245 79945533.60 79945533.60 0.0049 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 0.0245 51044762.87 51044762.87 0.0031 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 0.0247 35005278.00 35005278.00 0.0021 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 0.0247 80012560.80 80012560.80 0.0049 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 0.0247 29671482.95 29671482.95 0.0018 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 0.0248 39903438.80 39903438.80 0.0024 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 0.0249 69772350.20 69772350.20 0.0042 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409SV13 54930052Z500U6IGFJ82 Asset Backed 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 Y Lloyds Bank Plc 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y BANK OF SCOTLAND Liquidity 0.3300 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Lloyds Liquidity 0.6700 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0250 99569100.00 99569100.00 0.0061 N N N N Nordea Bank AB Nordea Bank AB 2.623400% 65590AJ23 6SCPQ280AIY8EP3XFW53 0001002614 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-13 2019-06-13 2019-08-15 N N N 0.0241 57004364.49 57004364.49 0.0035 N N N N Norinchukin Bank Norinchukin Bank 2.420000% 65602VML7 5493007VSMFZCPV1NB83 Certificate of Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0241 25000186.50 25000186.50 0.0015 N N N 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 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 24773115.25 24773115.25 0.0015 N N N N Old Line Funding LLC Old Line Funding LLC 2.797100% 67984YFM1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-07 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+ 0.0253 35005809.30 35005809.30 0.0021 N N N N Old Line Funding LLC Old Line Funding LLC 2.697100% 67984YFV1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-07 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+ 0.0253 25002347.50 25002347.50 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 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0253 54999963.15 54999963.15 0.0033 N N N N Old Line Funding LLC Old Line Funding LLC 2.792800% 67985BCM3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-10 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+ 0.0253 42005631.36 42005631.36 0.0026 N N N N Old Line Funding LLC Old Line Funding LLC 2.725900% 67985BCN1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-03 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+ 0.0250 30001838.10 30001838.10 0.0018 N N N N Old Line Funding LLC Old Line Funding LLC 2.517600% 67985BCT8 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-17 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+ 0.0249 30000428.70 30000428.70 0.0018 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 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0254 49999787.00 49999787.00 0.0030 N N N N Old Line Funding LLC Old Line Funding LLC 2.583400% 67985BCY7 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-13 2019-11-13 2019-11-13 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0254 50003207.00 50003207.00 0.0030 N N N N Old Line Funding LLC Old Line Funding LLC 2.587100% 67985BDA8 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-17 2019-11-15 2019-11-15 N N N 0.0255 39999949.60 39999949.60 0.0024 N N N N Old Line Funding LLC Old Line Funding LLC 2.582800% 67985BDB6 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-20 2019-11-20 2019-11-20 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+ 0.0255 43999933.12 43999933.12 0.0027 N N N N Old Line Funding LLC Old Line Funding LLC 2.601400% 67985FBN3 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 2020-02-03 2020-02-03 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 39999997.20 39999997.20 0.0024 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.579000% 69033MFH5 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-08-01 2019-11-01 2019-11-01 N N N 0.0250 74999622.75 74999622.75 0.0046 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.559800% 69033MFW2 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-27 2019-11-27 2019-11-27 N N N 0.0253 52007814.56 52007814.56 0.0032 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.530000% 69033MHK6 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0248 60006782.40 60006782.40 0.0036 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. 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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 0.0245 99524583.00 99524583.00 0.0061 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.609800% 86565BTX9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-25 2019-07-25 2019-07-25 N N N 0.0246 51011940.12 51011940.12 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 0.0239 100010059.00 100010059.00 0.0061 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.586600% 86565BZQ7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-10 2019-11-08 2019-11-08 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+ 0.0255 160003622.40 160003622.40 0.0097 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.833400% 86958J2N8 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-12 2019-12-12 2019-12-12 N N N 0.0252 65100846.20 65100846.20 0.0040 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 0.0253 75049901.25 75049901.25 0.0046 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+ 0.0245 29965277.40 29965277.40 0.0018 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.593400% 88603LBJ7 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-06-11 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+ 0.0257 39999985.20 39999985.20 0.0024 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.780500% 88603YEZ0 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 2019-08-02 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+ 0.0253 62008930.48 62008930.48 0.0038 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.797100% 88603YFA4 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 2019-08-07 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+ 0.0253 50006395.50 50006395.50 0.0030 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.810500% 89114MKL0 PT3QB789TSUIDF371261 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-03 2019-08-02 2019-08-02 N N N 0.0252 60023128.80 60023128.80 0.0036 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 89119BT48 PT3QB789TSUIDF371261 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 Y WESTPAC BK CORP 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0242 54985235.80 54985235.80 0.0033 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank 2.797100% 89120DKZ1 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-06-07 2019-08-07 2019-08-07 N N N 0.0247 55030526.65 55030526.65 0.0033 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 0.0245 69942926.90 69942926.90 0.0043 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 91127QV63 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-08-06 2019-08-06 2019-08-06 N N N 0.0245 118458057.34 118458057.34 0.0072 N N N N Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. 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P-1 Standard and Poor's Ratings Services A-1 0.0254 68997372.48 68997372.48 0.0042 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.779800% 9612C4C82 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-07-02 2020-01-02 2020-01-02 N N N 0.0252 70063714.70 70063714.70 0.0043 N N N N Credit Agricole CIB Credit Agricole CIB 2.330000% Non-Negotiable Time Deposit 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 0.0236 414000000.00 414000000.00 0.0252 N Y Y N Credit Industriel et Commercial Credit Industriel et Commercial 2.310000% N4JDFKKH2FTD8RKFXO39 0001274419 Non-Negotiable Time Deposit 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 0.0234 300000000.00 300000000.00 0.0182 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.500000% 0001197610 99VDDX004_2.50_0603 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CWALT INC 2006-OA11 A-1C 20460925 FLT 2046-09-25 2.679750 609600.00 445249.41 Corporate Debt Securities APPLE INC SR NT 3.45%45 2045-02-09 3.450000 500000.00 477498.75 Corporate Debt Securities CWALT INC 2007-18CB 1-A-6 20370825 FLT 2037-08-25 24.421500 372622.00 138000.15 Corporate Debt Securities AMERICAN HOME MTG 2004-4 M-1 20450225 FLT 2045-02-25 3.254750 1444603.00 916580.99 Corporate Debt Securities BEAR STEARNS ALT-A 2005-10 I-1A-1 20360125 FLT 2036-01-25 2.929750 24430179.00 1826736.61 Corporate Debt Securities FIRST HORIZON ALT 2007-FA1 A-2 20370325 FLT 2037-03-25 35.418751 396914.00 132265.66 Corporate Debt Securities AT&T INC 4.35% SNR 29 USD 2029-03-01 4.350000 14296.00 15078.91 Corporate Debt Securities ADAMS OUTDOOR LP 2018-1 A 20481115 4.81000 2048-11-15 4.810000 6142.00 6417.29 Corporate Debt Securities ANHEUSER-BUSCH COS LLC / ANHEU 3.65%26 2026-02-01 3.650000 33.00 33.96 Corporate Debt Securities APPLE INC SR GLBL NT 47 2047-11-13 3.750000 50000.00 49710.54 Corporate Debt Securities AVOLON HLDGS FDG LTD SR GLBL 144A 26 2026-05-01 4.375000 499958.00 499051.69 Corporate Debt Securities BEAR STEARNS ASSET BK 2004-AC3 A-2 20340625 5.50000 2034-06-25 6.000000 9353000.00 618553.86 Corporate Debt Securities C-BASS ABS 2007-SP1 A-4 20371225 FLT 2037-12-25 5.483260 679509.00 207582.44 Corporate Debt Securities CWMBS INC 2005-1 1-A-1 20350325 FLT 2035-03-25 3.069750 2.00 0.13 Corporate Debt Securities CITIBANK NA N Y SR GLBL NT 24 2024-01-23 3.650000 736.00 771.39 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 28 2028-02-15 3.150000 22000.00 22046.58 Corporate Debt Securities DT AUTO OWNER TR 2016-2 D 20221115 5.43000 2022-11-15 5.430000 49608.00 42809.91 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT 29 2029-05-15 4.125000 1395384.00 1401455.66 Corporate Debt Securities GSC CAP CORP MTG TR 2006-2 A-1 20360525 FLT 2036-05-25 2.609750 11768000.00 877057.60 Corporate Debt Securities GLAXOSMITHKLINE CAP INC SR GLBL NT 34 2034-04-15 5.375000 908000.00 1110964.10 Corporate Debt Securities HBOS PLC SUB MTN 144A FR 6%110133 2033-11-01 6.000000 1333000.00 1526289.44 Corporate Debt Securities HARMAN INTL INDS INC SR NT 4.15%25 2025-05-15 4.150000 1000000.00 1058879.17 Corporate Debt Securities ING GROEP N V / ING BK N V SR 144A NT 26 2026-01-06 4.625000 500000.00 542411.04 Corporate Debt Securities JP MORGAN ALT LN TR 2006-S1 3-A-4 20360325 FLT 2036-03-25 6.180000 7399999.00 5217566.24 Corporate Debt Securities JIMMY JOHNS FDG 2017-1 A-2-II 20470730 4.84600 2047-07-30 4.846000 171339.00 174977.96 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT2.9%28 2028-01-15 2.900000 4935000.00 5012208.08 Corporate Debt Securities LLOYDS BANKING GROUP PLC SR GLBL COCO 28 2028-08-16 4.550000 2165274.00 2269151.82 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 24 2024-03-07 3.407000 1093465.00 1123201.81 Corporate Debt Securities MORGAN STANLEY FR 2.5%042121 2021-04-21 2.500000 4000.00 3992.03 Corporate Debt Securities NAAC REPERFORMING TR 2004-R1 A2 20340325 7.50000 2034-03-25 7.500000 26000000.00 2334616.00 Corporate Debt Securities NAAC REPERFORMING TR 2004-R2 A3 20341025 7.50000 2034-10-25 7.500000 23984478.00 2312037.23 Corporate Debt Securities REINSURANCE GRP OF AMERICA INC 3.9%29 2029-05-15 3.900000 1190004.00 1206753.31 Corporate Debt Securities ROYAL BK OF CDA BD CDS FR 3.2%043021 2021-04-30 3.200000 119.00 120.87 Corporate Debt Securities SELECT INCOME REIT SR GLBL NT3.6%20 2020-02-01 3.600000 6000.00 6086.64 Corporate Debt Securities STRUCTURED ASSET SECS 2006-RF3 1-A4 20361025 7.50000 2036-10-25 7.500000 10000000.00 2298338.44 Corporate Debt Securities THL CR WIND RIVER CLO 2014-2R C-R 20310115 FLT 2031-01-15 4.546750 2295878.00 2261347.39 Corporate Debt Securities UNITED TECHNOLOGIES CORP 4.625%48 2048-11-16 4.625000 230000.00 249453.08 Corporate Debt Securities EDF S A SR GLBL REGS 39 2039-01-26 6.950000 70000.00 95533.82 Corporate Debt Securities SINOPEC GROUP OVRSEAS DEV 2014 SR GLBL REGS 24 2024-04-10 4.375000 200000.00 212027.28 Corporate Debt Securities U.S. Treasury Bill 2019-09-05 0.00 138900.00 138031.74 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2019-08-15 8.125000 161700.00 167345.11 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2020-05-15 8.750000 800.00 851.96 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2020-08-15 8.750000 4686200.00 5163409.03 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2024-11-15 7.500000 200.00 256.15 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2039-05-15 4.250000 3264500.00 4185254.92 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2040-08-15 3.875000 1052300.00 1297485.52 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2023-07-15 0.375000 100.00 109.46 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2024-04-15 0.500000 100.00 101.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-12-31 1.875000 1933400.00 1942665.11 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-01-15 2.000000 1112400.00 1118075.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-11-30 1.875000 1121400.00 1116801.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2020-05-15 3.500000 710500.00 719257.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2019-06-15 0.875000 15800.00 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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 0.0250 50000000.00 50000000.00 0.0030 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.550000% 0001197610 99VDDX004_2.55_0603 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT 2027-10-25 5.779750 13848387.00 14378955.35 Corporate Debt Securities CWABS INC 2006-1 AF-4 20340925 FLT 2034-09-25 4.775571 16552.00 16931.36 Corporate Debt Securities CWABS INC 2006-12 1-A 20361225 FLT 2036-12-25 2.559750 1.00 0.15 Corporate Debt Securities DRIVE AUTO RECV TR 2018-1 E 20250616 5.09000 2025-06-16 5.090000 18664822.00 18937717.25 Corporate Debt Securities ELEVATION CLO 2017-8 LTD 2030-10-25 8.230250 3050000.00 2903875.26 Corporate Debt Securities FIRST FRANKLIN MTG 2006-FF14 A6 20361025 FLT 2036-10-25 2.739750 2012731.00 1473682.01 Corporate Debt Securities STRUCTURED ASSET INV 2003-BC6 M4 20330725 FLT 2033-07-25 6.554750 8589000.00 478504.19 Corporate Debt Securities TGIF FDG LLC 2047-04-30 6.202000 14469106.00 13640431.36 Corporate Debt Securities C-BASS TRUST 2007-CB6 A-2 20370725 FLT 2037-07-25 2.619750 7000000.00 2614162.06 Corporate Debt Securities CIFC FUNDING LTD 2015-5R D-R 20271025 FLT 2027-10-25 8.130250 1500000.00 1510095.38 Corporate Debt Securities CONSUMER UNDER BD SEC 2018-1 A 20260217 4.79000 2026-02-17 4.790000 26115746.00 26747716.58 Corporate Debt Securities RESIDENTIAL ASSET SEC 2001-KS3 A-I-5 20310925 FLT 2031-09-25 6.980000 7475000.00 1105284.48 Corporate Debt Securities RESIDENTIAL ASSET SEC 2004-KS5 M-I-1 20340625 FLT 2034-06-25 4.821033 7900000.00 2592645.54 Corporate Debt Securities 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 0.0255 80000000.00 80000000.00 0.0049 N Y Y N UBS Master Trust 2019-06-07 /s/Nancy Osborn Nancy Osborn Vice President