N-MFP2 0001403166 XXXXXXXX 2019-09-30 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 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 26 55 6163941019.46 5955538696.60 6550862402.83 6221740014.32 7826912366.19 7492445670.23 7863196447.51 8482277105.91 0.00 0.3328 0.3097 0.3376 0.3256 0.4226 0.3897 0.4052 0.4439 0.0000 1646508.88 18703029754.70 5963000000.00 12285773.79 2999043.90 18713962993.47 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 C000054151 1.00 18713962993.47 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 ASB Finance Ltd/London ASB Finance Ltd/London 2.209000% 0020P5KB4 549300A8V0FZJN79NH08 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-10 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 0.0220 94991250.50 94991250.50 0.0051 N N N N ABN AMRO Bank NV ABN AMRO Bank NV 2.100000% 0001245022 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0213 160000000.00 160000000.00 0.0085 N Y Y N Agricultural Bank of China Ltd. Agricultural Bank of China Ltd. 00850VXF4 549300E7TSGLCOVSY746 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-15 2019-10-15 2019-10-15 N Y Barclays Bank Plc 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Barclays Bank PLC Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Barclays Bank PLC LOC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0216 49955000.00 49955000.00 0.0027 N N N N Agricultural Bank of China Ltd. Agricultural Bank of China Ltd. 00850VXG2 549300E7TSGLCOVSY746 Financial Company 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 N N 0.0216 49952044.50 49952044.50 0.0027 N N N N Agricultural Bank of China Ltd. Agricultural Bank of China Ltd. 00850VY89 549300E7TSGLCOVSY746 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-08 2019-11-08 2019-11-08 N N N 0.0213 39907570.00 39907570.00 0.0021 N N N N Albion Capital Corp. Albion Capital Corp. 01329XXM6 US01329XXM63 01329XXM6 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-21 2019-10-21 2019-10-21 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 0.0212 30728987.37 30728987.37 0.0016 N N N N Albion Capital Corp. Albion Capital Corp. 01329XYM5 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-21 2019-11-21 2019-11-21 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 0.0211 57394789.16 57394789.16 0.0031 N N N N Antalis SA Antalis SA 03664BX27 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-02 2019-10-02 2019-10-02 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 0.0203 29996615.10 29996615.10 0.0016 N N Y N Antalis SA Antalis SA 03664BX35 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-03 2019-10-03 2019-10-03 N Y Societe Generrale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Societe Generrale Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0204 47991860.16 47991860.16 0.0026 N N Y N Antalis SA Antalis SA 03664BX84 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-08 2019-10-08 2019-10-08 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 0.0205 84961202.60 84961202.60 0.0045 N N N N Antalis SA Antalis SA 03664BY67 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-06 2019-11-06 2019-11-06 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 0.0208 49873308.19 49873308.19 0.0027 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821TAA3 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-10 2020-01-10 2020-01-10 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 0.0213 39759166.80 39759166.80 0.0021 N N N N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821UX15 549300BUNY5BIX4CVW20 04821UX15 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 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 0.0196 37997927.86 37997927.86 0.0020 N Y Y N Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 04821UX49 549300BUNY5BIX4CVW20 04821UX49 Asset Backed 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 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 0.0198 65336615.59 65336615.59 0.0035 N N 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 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 0.1200 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0202 49876311.00 49876311.00 0.0027 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 2.257500% 0556X4GE0 549300HVMZ89HDMELW08 0001414365 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-15 2020-05-15 2020-05-15 N N N 0.0229 79980036.00 79980036.00 0.0043 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 2.243500% 0556X4GF7 549300HVMZ89HDMELW08 0001414365 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-29 2020-05-29 2020-05-29 N N N 0.0229 69966400.00 69966400.00 0.0037 N N N N Bank of China Ltd. Bank of China Ltd. 06119RY17 549300OGSFI8KL1WUU09 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-01 2019-11-01 2019-11-01 N N N 0.0218 94765670.72 94765670.72 0.0051 N N N N Bank of China Ltd. Bank of China Ltd. 06119RYC3 549300OGSFI8KL1WUU09 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-12 2019-11-12 2019-11-12 N N N 0.0221 159578409.60 159578409.60 0.0085 N N N N Bank of Montreal Bank of Montreal 2.317300% 06370R2Q1 NQQ6HPCNCCU6TUTQYE16 US06370R2Q12 0000009622 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-08 2020-09-08 2020-09-08 N N N 0.0232 149935599.00 149935599.00 0.0080 N N N N Bank of Montreal Bank of Montreal 1.990000% 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 2019-10-01 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 0.0188 70050794.10 70050794.10 0.0037 N N N N Bank of Montreal Bank of Montreal 2.310000% 06370RQ36 NQQ6HPCNCCU6TUTQYE16 0000009622 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-08 2019-10-08 2019-10-08 N N N 0.0196 160011956.80 160011956.80 0.0086 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.187300% 06417G6Q6 L3I9ZG2KFGXZ61BMYR72 0001041839 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-07 2020-02-06 2020-02-06 N N N 0.0220 74986206.00 74986206.00 0.0040 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.381900% 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 2019-10-04 2019-10-04 2019-10-04 N N N 0.0217 75001701.00 75001701.00 0.0040 N N Y N Bank of Nova Scotia Bank of Nova Scotia 2.229000% 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 2019-10-03 2020-02-03 2020-02-03 N N N 0.0220 39994607.20 39994607.20 0.0021 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.157500% 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 2019-10-14 2020-02-14 2020-02-14 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+ 0.0221 39990857.20 39990857.20 0.0021 N N N N Banque et Caisse d Epargne de l Etat Banque et Caisse d Epargne de l Etat 0667K0C50 R7CQUF1DQM73HUTV1078 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-05 2020-03-05 2020-03-05 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 0.1000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0201 80288907.48 80288907.48 0.0043 N N N N Banque et Caisse d Epargne de l Etat Banque et Caisse d Epargne de l Etat 0667K1YV7 R7CQUF1DQM73HUTV1078 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-11-29 2019-11-29 2019-11-29 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+ 0.0203 37871433.46 37871433.46 0.0020 N N N N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 2.300000% 0001484219 0673PA005_2.30_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 254900HROIFWPRGM1V77 2048-11-15 3.375000 39660500.00 51000121.09 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0230 50000000.00 50000000.00 0.0027 N Y Y N Barton Capital SA Barton Capital SA 06945MX35 549300KOFKIMD0C37W24 06945MX35 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-03 2019-10-03 2019-10-03 N Y Societe Generrale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Societe Generrale Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0192 129979200.00 129979200.00 0.0069 N N Y N Barton Capital SA Barton Capital SA 06945MYR1 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-25 2019-11-25 2019-11-25 N Y Societe Generrale 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Societe Generrale Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0212 95683861.44 95683861.44 0.0051 N N N N Barton Capital SA Barton Capital SA 06945MZ33 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-03 2019-12-03 2019-12-03 N Y Societe Generrale 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Societe Generrale Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0214 54791048.95 54791048.95 0.0029 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.303600% 07644CGD6 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-28 2020-07-27 2020-07-27 N N N 0.0231 79972222.40 79972222.40 0.0043 N N N N Bedford Row Funding Corp. Bedford Row Funding Corp. 2.202100% 07646KDX5 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-07 2019-11-07 2019-11-07 N N N 0.0215 20000631.20 20000631.20 0.0011 N N N N Bedford Row Funding Corp. 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P-1 Standard and Poor's Ratings Services A-1 Citibank NA LOC 0.0800 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0199 34939993.55 34939993.55 0.0019 N N N N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LX18 3003002NJ625UNILOU94 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0257 324976772.25 324976772.25 0.0174 N Y Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LX26 3003002NJ625UNILOU94 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-02 2019-10-02 2019-10-02 N N N 0.0255 44993614.95 44993614.95 0.0024 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LX34 3003002NJ625UNILOU94 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-03 2019-10-03 2019-10-03 N N N 0.0254 52988803.75 52988803.75 0.0028 N N Y N CNPC Finance HK Ltd. CNPC Finance HK Ltd. 12623LXW0 3003002NJ625UNILOU94 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-30 2019-10-30 2019-10-30 N N N 0.0246 59877000.00 59877000.00 0.0032 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.187300% 13606BY26 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-07 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. 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P-1 Standard and Poor's Ratings Services A-1 Y BANK OF SCOTLAND Liquidity 0.3200 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Lloyds Liquidity 0.6800 0.0199 99983458.00 99983458.00 0.0053 N N Y N Chariot Funding LLC Chariot Funding LLC 2.157300% 15963RBN2 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-07 2019-11-06 2019-11-06 N N N 0.0215 79997692.80 79997692.80 0.0043 N N N N Chariot Funding LLC Chariot Funding LLC 15963TAD1 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-13 2020-01-13 2020-01-13 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. 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P1 Standard and Poor's Ratings Services A-1 2020-03-20 2020-03-20 2020-03-20 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+ 0.0210 19799142.20 19799142.20 0.0011 N N N N Chariot Funding LLC Chariot Funding LLC 15963UXA9 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-10 2019-10-10 2019-10-10 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 0.1200 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0201 69960897.30 69960897.30 0.0037 N N N N Chariot Funding LLC Chariot Funding LLC 15963UZ33 549300EEWRNP448AMT79 US15963UZ338 15963UZ33 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-03 2019-12-03 2019-12-03 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+ 0.0206 59780053.20 59780053.20 0.0032 N N N N Charta LLC Charta LLC 16115WXB8 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-11 2019-10-11 2019-10-11 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 NA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Citibank NA LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0202 133917292.52 133917292.52 0.0072 N N N N Charta LLC Charta LLC 16115WY76 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-07 2019-11-07 2019-11-07 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 NA Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ Citibank NA LOC 0.1000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0202 54882843.95 54882843.95 0.0029 N N N N Charta LLC Charta LLC 16115WY84 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-08 2019-11-08 2019-11-08 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 NA Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ Citibank NA LOC 0.1000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0202 9978127.50 9978127.50 0.0005 N N N N China Construction Bank Corp. China Construction Bank Corp. 16891NX44 5493001KQW6DM7KEDR62 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 0.0199 119973412.80 119973412.80 0.0064 N N Y N China Construction Bank Corp. China Construction Bank Corp. 16891NXN2 5493001KQW6DM7KEDR62 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-22 2019-10-22 2019-10-22 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 0.0209 89885160.00 89885160.00 0.0048 N N N N China Construction Bank Corp. China Construction Bank Corp. 16891NY84 5493001KQW6DM7KEDR62 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-08 2019-11-08 2019-11-08 N N N 0.0216 14964900.00 14964900.00 0.0008 N N N N China Construction Bank Corp. China Construction Bank Corp. 2.120000% 16955ASD1 5493001KQW6DM7KEDR62 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-23 2019-10-23 2019-10-23 N N N 0.0210 30000327.90 30000327.90 0.0016 N N N N China Construction Bank Corp. China Construction Bank Corp. 2.000000% 16955ASM1 5493001KQW6DM7KEDR62 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-03 2019-10-03 2019-10-03 N N N 0.0202 109999794.30 109999794.30 0.0059 N N Y N China Construction Bank Corp. China Construction Bank Corp. 2.070000% 16955ASP4 5493001KQW6DM7KEDR62 Certificate of Deposit 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 0.0203 50000242.50 50000242.50 0.0027 N N Y N Citibank NA Citibank NA 2.300000% 17305TJ86 E57ODZWZ7FF32TWEFA76 0000036684 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-03 2019-12-03 2019-12-03 N N N 0.0212 178029642.34 178029642.34 0.0095 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 17327AAF4 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-15 2020-01-15 2020-01-15 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 NA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Citibank NA LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0195 99419822.00 99419822.00 0.0053 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 17327AES2 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-05-26 2020-05-26 2020-05-26 N N N 0.0192 65159158.02 65159158.02 0.0035 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 17327BX75 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-07 2019-10-07 2019-10-07 N N N 0.0215 31986622.08 31986622.08 0.0017 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 17327BXF7 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-15 2019-10-15 2019-10-15 N N N 0.0205 59948749.80 59948749.80 0.0032 N N N N Collateralized Commercial Paper FLEX Co. LLC Collateralized Commercial Paper FLEX Co. LLC 2.316900% 19421MAH5 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-01 2020-06-01 2020-06-01 N N N 0.0227 29999996.40 29999996.40 0.0016 N N N N Collateralized Commercial Paper Co. LLC Collateralized Commercial Paper Co. LLC 19422GX74 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-07 2019-10-07 2019-10-07 N N N 0.0200 24990277.75 24990277.75 0.0013 N N Y N Collateralized Commercial Paper Co. LLC Collateralized Commercial Paper Co. LLC 2.172300% 19423EGW2 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-26 2019-11-26 2019-11-26 N N N 0.0210 54002090.88 54002090.88 0.0029 N N N N Collateralized Commercial Paper Co. LLC Collateralized Commercial Paper Co. LLC 2.192300% 19423EGY8 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-26 2019-11-26 2019-11-26 N N N 0.0210 43002988.07 43002988.07 0.0023 N N N N Collateralized Commercial Paper FLEX Co. LLC Collateralized Commercial Paper FLEX Co. LLC 19423JAA5 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0206 24854154.25 24854154.25 0.0013 N N N N Collateralized Commercial Paper FLEX Co. LLC Collateralized Commercial Paper FLEX Co. LLC 2.183800% 19423MAL4 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-19 2019-11-19 2019-11-19 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 0.0210 35002071.30 35002071.30 0.0019 N N N N Collateralized Commercial Paper FLEX Co. LLC Collateralized Commercial Paper FLEX Co. LLC 2.257500% 19423MBD1 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-15 2020-05-15 2020-05-15 N N N 0.0234 37977152.88 37977152.88 0.0020 N N N N Cooperatieve Centrale Cooperatieve Centrale 2.296900% 21684L4U3 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-04 2020-09-04 2020-09-04 N N N 0.0230 74965135.50 74965135.50 0.0040 N N N N Cooperatieve Centrale Cooperatieve Centrale 2.278600% 21684L4Y5 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-15 2020-09-14 2020-09-14 N N N 0.0230 17992278.00 17992278.00 0.0010 N N N N DBS Bank Ltd. DBS Bank Ltd. 23305DAE5 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-01-14 2020-01-14 2020-01-14 N N N 0.0203 73557249.86 73557249.86 0.0039 N N N N DBS Bank Ltd. DBS Bank Ltd. 23305DAM7 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-01-21 2020-01-21 2020-01-21 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 0.0201 112286708.97 112286708.97 0.0060 N N N N DBS Bank Ltd. DBS Bank Ltd. 23305DB38 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0198 74975728.00 74975728.00 0.0040 N N N N DBS Bank Ltd. DBS Bank Ltd. 23305DBE4 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-02-14 2020-02-14 2020-02-14 N N N 0.0197 89324247.60 89324247.60 0.0048 N N N N DBS Bank Ltd. DBS Bank Ltd. 23305EX16 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-01 2019-10-01 2019-10-01 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 0.0232 99993561.00 99993561.00 0.0053 N Y Y N DBS Bank Ltd. DBS Bank Ltd. 23305EZB2 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-11 2019-12-11 2019-12-11 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 0.0210 62735652.00 62735652.00 0.0034 N N N N DNB Bank ASA DNB Bank ASA 2.127500% 2332K4JW5 549300GKFG0RYRRQ1414 0001498632 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-16 2019-12-16 2019-12-16 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+ 0.0213 50009838.00 50009838.00 0.0027 N N N N Erste Abwicklungsanstalt Erste Abwicklungsanstalt 29604CCJ9 7TG4VWERK338227TR435 0001560283 Non-Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-03-18 2020-03-18 2020-03-18 N N N 0.0195 49539583.50 49539583.50 0.0026 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601VAA9 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-10 2020-01-10 2020-01-10 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 0.0214 49696408.50 49696408.50 0.0027 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WXB0 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-11 2019-10-11 2019-10-11 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 0.0207 89943212.70 89943212.70 0.0048 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WY45 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-04 2019-11-04 2019-11-04 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 0.0210 49898159.50 49898159.50 0.0027 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601WYC7 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-12 2019-11-12 2019-11-12 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 0.0210 14962321.20 14962321.20 0.0008 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.227300% 30601YC78 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-07 2020-02-06 2020-02-06 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 0.0216 30003041.10 30003041.10 0.0016 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.259000% 30601YC86 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-03 2020-02-03 2020-02-03 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 0.0216 35003816.05 35003816.05 0.0019 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.204300% 30601YD77 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-21 2020-02-20 2020-02-20 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 0.0217 25000638.50 25000638.50 0.0013 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.189000% 30601YZM0 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-03 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 0.0216 50000127.00 50000127.00 0.0027 N N Y N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.142100% 30601YZW8 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-07 2019-11-07 2019-11-07 N Y Lloyds Bank Plc 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF SCOTLAND Liquidity 0.3300 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Lloyds Liquidity 0.6700 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0213 74999208.00 74999208.00 0.0040 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 31428GX40 549300B2Q47IR0CR5B54 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 0.0223 139965310.80 139965310.80 0.0075 N N Y N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.329000% 31428HBC4 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-02 2020-09-02 2020-09-02 N N N 0.0228 169963720.30 169963720.30 0.0091 N N N N Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. 2.300000% 45580DB60 5493002ERZU2K9PZDL40 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-09 2019-12-09 2019-12-09 N N N 0.0229 125001676.25 125001676.25 0.0067 N N N N Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. 45581CXQ3 5493002ERZU2K9PZDL40 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-24 2019-10-24 2019-10-24 N N N 0.0222 29955579.90 29955579.90 0.0016 N N N N Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. 45581CXR1 5493002ERZU2K9PZDL40 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-25 2019-10-25 2019-10-25 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 0.0223 99845347.00 99845347.00 0.0053 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 2.200000% 8NAV47T0Y26Q87Y0QP81 0000065100 45799B006_2.20_1104 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARINGS CLO LTD 2013 I BARINGS CLO 2013 I L 2028-01-20 3.077630 14225000.00 14290638.14 Corporate Debt Securities AMERICREDIT AUTO REC TR 2018-3 A-3 20230718 3.38000 2023-07-18 3.380000 13805000.00 14056522.50 Corporate Debt Securities GOLDENTREE LN OPP X 2015-10R A-R 20310721 FLT 2031-07-21 3.397630 10968394.00 11045682.82 Corporate Debt Securities MORGAN STAN CAP I TR 2018-L1 X-A 20511017 FLT 2051-10-17 0.689009 336179996.00 13562757.02 Corporate Debt Securities NELNET ST LN TR 2017-2 NT 20650925 FLT 2065-09-25 2.788380 2212163.00 1598275.34 Corporate Debt Securities NEW RESI MTG TR 2017-4 A-1 20570525 FLT 2057-05-25 4.000000 21692000.00 12847403.15 Corporate Debt Securities OZLM XVIII LTD 2018-18 A 20310415 FLT 2031-04-15 3.323380 12925000.00 12848721.05 Corporate Debt Securities Y Standard and Poor's Ratings Services A-1 2019-10-01 2019-11-04 2019-11-04 N N N 0.0220 75000000.00 75000000.00 0.0040 N N N Y KBC Bank NV KBC Bank NV 2.100000% 4823TCBQ5 6B2PBRV1FCJDMR45RZ53 0001411306 Certificate of Deposit 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 N N 0.0198 74002134.16 74002134.16 0.0040 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127TA37 549300F33VRHM10B9391 53127TA37 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-03 2020-01-03 2020-01-03 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0208 99450056.00 99450056.00 0.0053 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127TBD4 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-13 2020-02-13 2020-02-13 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 0.0212 49600500.00 49600500.00 0.0027 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UX13 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N Y Lloyds Bank Plc 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF SCOTLAND Liquidity 0.3200 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Lloyds Liquidity 0.6800 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0203 24998591.75 24998591.75 0.0013 N Y Y N Liberty Street Funding LLC Liberty Street Funding LLC 53127UX47 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-04 2019-10-04 2019-10-04 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 0.0204 24994336.00 24994336.00 0.0013 N N Y N Liberty Street Funding LLC Liberty Street Funding LLC 53127UX88 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-08 2019-10-08 2019-10-08 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0205 54974895.80 54974895.80 0.0029 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UY79 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-07 2019-11-07 2019-11-07 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 0.0208 29934196.80 29934196.80 0.0016 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UY87 549300F33VRHM10B9391 53127UY87 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-08 2019-11-08 2019-11-08 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0208 49887387.50 49887387.50 0.0027 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UZ37 549300F33VRHM10B9391 53127UZ37 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-03 2019-12-03 2019-12-03 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0210 29888160.00 29888160.00 0.0016 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127UZ52 549300F33VRHM10B9391 53127UZ52 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-05 2019-12-05 2019-12-05 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 0.0210 23489389.84 23489389.84 0.0013 N N N N LMA Americas LLC LMA Americas LLC 53944QB74 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-07 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 0.0202 40304285.43 40304285.43 0.0022 N N N N LMA Americas LLC LMA Americas LLC 53944QBA7 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-10 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 0.0202 30768768.52 30768768.52 0.0016 N N N N LMA Americas LLC LMA Americas LLC 53944QBE9 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-14 2020-02-14 2020-02-14 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 0.0202 49615639.00 49615639.00 0.0027 N N N N LMA Americas LLC LMA Americas LLC 53944QC65 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-03-06 2020-03-06 2020-03-06 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 0.0202 34689091.15 34689091.15 0.0019 N N N N LMA Americas LLC LMA Americas LLC 53944QCC2 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-03-12 2020-03-12 2020-03-12 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 0.0202 34677443.85 34677443.85 0.0019 N N N N LMA Americas LLC LMA Americas LLC 53944RX78 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-07 2019-10-07 2019-10-07 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 0.0201 19992183.40 19992183.40 0.0011 N N Y N LMA Americas LLC LMA Americas LLC 53944RXA1 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-10 2019-10-10 2019-10-10 N Y Societe Generrale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Societe Generrale Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0202 38978149.08 38978149.08 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 0.0203 29972986.80 29972986.80 0.0016 N N N N LMA Americas LLC LMA Americas LLC 53944RXH6 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-17 2019-10-17 2019-10-17 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+ 0.0202 49952258.50 49952258.50 0.0027 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 0.0199 45928659.06 45928659.06 0.0025 N N N N LMA Americas LLC LMA Americas LLC 53944RY77 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-07 2019-11-07 2019-11-07 N Y Sumitomo Mitsui Banking Corp 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Sumitomo Mitsui Banking Corp Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Sumitomo Mitsui Banking Corp LOC 0.1000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0200 38917749.00 38917749.00 0.0021 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 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 0.0201 33914787.50 33914787.50 0.0018 N N N N LMA Americas LLC LMA Americas LLC 53944RYT9 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-27 2019-11-27 2019-11-27 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 0.0202 69772414.60 69772414.60 0.0037 N N N N LMA Americas LLC LMA Americas LLC 53944RZ92 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-09 2019-12-09 2019-12-09 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 0.0206 9959944.40 9959944.40 0.0005 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 0.0206 75033273.00 75033273.00 0.0040 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274MYE6 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 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 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 0.0205 60844068.75 60844068.75 0.0033 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274MZ96 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-09 2019-12-09 2019-12-09 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 0.0209 49797097.00 49797097.00 0.0027 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 60682XX84 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-08 2019-10-08 2019-10-08 N N N 0.0211 164922633.15 164922633.15 0.0088 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 2.310000% 60683BTF0 JBONEPAGQXF4QP29B387 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-04 2019-11-04 2019-11-04 N N N 0.0212 70012024.60 70012024.60 0.0037 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 2.216500% 60683BTJ2 JBONEPAGQXF4QP29B387 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-24 2020-01-24 2020-01-24 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 0.0223 84991930.10 84991930.10 0.0045 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 60683CY47 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-04 2019-11-04 2019-11-04 N N N 0.0212 54886478.35 54886478.35 0.0029 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 60683CYF2 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-15 2019-11-15 2019-11-15 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 0.0213 84269911.57 84269911.57 0.0045 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 2.247300% 63254GLP8 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-07 2020-05-06 2020-05-06 N N N 0.0226 90969616.92 90969616.92 0.0049 N N N N National Bank of Canada National Bank of Canada 2.232100% 63307NED5 BSGEFEIOM18Y80CKCV46 0000926171 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-07 2020-05-07 2020-05-07 N N N 0.0227 91962960.80 91962960.80 0.0049 N N N N Nederlandse Waterschapsbank NV Nederlandse Waterschapsbank NV 63975UBJ0 JLP5FSPH9WPSHY3NIM24 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-02-18 2020-02-18 2020-02-18 N N N 0.0203 89284777.20 89284777.20 0.0048 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409RA34 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-03 2020-01-03 2020-01-03 N Y RABOBANK 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Rabobank Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0208 129285072.80 129285072.80 0.0069 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409RA67 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-06 2020-01-06 2020-01-06 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 0.0208 80541360.18 80541360.18 0.0043 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409SX94 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 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 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 0.0206 34982001.25 34982001.25 0.0019 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+ 0.0200 24987531.25 24987531.25 0.0013 N N N N Old Line Funding LLC Old Line Funding LLC 67984WM96 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-02-20 2020-02-20 2020-02-20 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0206 34713880.95 34713880.95 0.0019 N N N N Old Line Funding LLC Old Line Funding LLC 2.167600% 67984YFZ2 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-03 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+ 0.0212 54999660.10 54999660.10 0.0029 N N N N Old Line Funding LLC Old Line Funding LLC 2.080000% 67984YGP3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-01 2020-03-09 2020-03-09 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+ 0.0209 20999992.86 20999992.86 0.0011 N N N N Old Line Funding LLC Old Line Funding LLC 67985AC52 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-03 2019-12-03 2019-12-03 N Y Royal Bank of Canada 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Y Royal Bank of Canada Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Royal Bank of Canada LOC 0.1000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ 0.0203 34874000.00 34874000.00 0.0019 N N N N Old Line Funding LLC Old Line Funding LLC 2.371900% 67985BCW1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-03 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+ 0.0213 49999992.00 49999992.00 0.0027 N N N N Old Line Funding LLC Old Line Funding LLC 2.165900% 67985BCY7 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-14 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+ 0.0212 50001160.50 50001160.50 0.0027 N N N N Old Line Funding LLC Old Line Funding LLC 2.147500% 67985BDA8 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-15 2019-11-15 2019-11-15 N N N 0.0212 40000623.20 40000623.20 0.0021 N N N N Old Line Funding LLC Old Line Funding LLC 2.164300% 67985BDB6 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-21 2019-11-20 2019-11-20 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 0.0212 44000678.92 44000678.92 0.0024 N N N N Old Line Funding LLC Old Line Funding LLC 2.136900% 67985BDJ9 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-07 2019-12-05 2019-12-05 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0209 41999989.92 41999989.92 0.0022 N N N N Old Line Funding LLC Old Line Funding LLC 67985EEG8 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-02-24 2020-02-24 2020-02-24 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+ 0.0206 29748017.40 29748017.40 0.0016 N N N N Old Line Funding LLC Old Line Funding LLC 2.239000% 67985FBN3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-03 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 0.0214 40002605.20 40002605.20 0.0021 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.253100% 69033MFH5 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-11-01 2019-11-01 2019-11-01 N N N 0.0209 74999532.75 74999532.75 0.0040 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.183600% 69033MFW2 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-28 2019-11-27 2019-11-27 N N N 0.0214 52001851.20 52001851.20 0.0028 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.200000% 69033MJK4 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-11-05 2019-11-05 2019-11-05 N N N 0.0218 130002147.60 130002147.60 0.0069 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.080000% 69033MJS7 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-11-21 2019-11-21 2019-11-21 N N N 0.0217 74990280.00 74990280.00 0.0040 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.090000% 69033MJZ1 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-04 2019-12-04 2019-12-04 N N N 0.0215 84990637.25 84990637.25 0.0045 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.136600% 69034CHN1 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-05 2019-12-05 2019-12-05 N N N 0.0210 16999900.89 16999900.89 0.0009 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.318600% 69034CJQ2 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-11 2020-09-11 2020-09-11 N N N 0.0234 89962533.90 89962533.90 0.0048 N N N N Regency Markets No. 1 LLC Regency Markets No. 1 LLC 7588R1X34 7588R1X34 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-03 2019-10-03 2019-10-03 N Y HSBC Bankplc 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ Y HSBC Bankplc Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Fitch, Inc. F1+ n/a Cash 0.0600 0.0204 51794215.25 51794215.25 0.0028 N N Y N Royal Bank of Canada Royal Bank of Canada 2.306900% 78014XDV6 ES7IP3U3RHIGC71XBU11 0000352613 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-07 2020-08-05 2020-08-05 N N N 0.0232 89953548.30 89953548.30 0.0048 N N N N Sinopec Century Bright Capital Investment Ltd. Sinopec Century Bright Capital Investment Ltd. 82937RX27 3003001C0RO724J15P08 Non-Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-02 2019-10-02 2019-10-02 N N N 0.0227 149981058.00 149981058.00 0.0080 N N Y N Sinopec Century Bright Capital Investment Ltd. Sinopec Century Bright Capital Investment Ltd. 82937RX35 3003001C0RO724J15P08 Non-Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-03 2019-10-03 2019-10-03 N N N 0.0226 139973633.80 139973633.80 0.0075 N N Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.410800% 83050F5J6 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-11 2019-10-11 2019-10-11 N N N 0.0209 75001117.50 75001117.50 0.0040 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.275800% 83050F5V9 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-28 2019-10-28 2019-10-28 N N N 0.0208 60000957.00 60000957.00 0.0032 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.320000% 83050PBJ7 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-09 2019-12-09 2019-12-09 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 0.1000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0209 47019249.32 47019249.32 0.0025 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.238600% 83050PEG0 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-15 2020-03-12 2020-03-12 N N N 0.0225 91987142.08 91987142.08 0.0049 N N N N Starbird Funding Corp. Starbird Funding Corp. 85520MX16 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N Y BNP Paribas 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ Y BNP Paribas Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ BNP Paribas LOC 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0199 64996401.60 64996401.60 0.0035 N Y Y N Starbird Funding Corp. Starbird Funding Corp. 85520MXX6 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-31 2019-10-31 2019-10-31 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 0.0207 69875164.80 69875164.80 0.0037 N N N N Starbird Funding Corp. Starbird Funding Corp. 85520MY15 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-01 2019-11-01 2019-11-01 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 0.0207 69871075.40 69871075.40 0.0037 N N N N Starbird Funding Corp. Starbird Funding Corp. 85520MY49 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-11-04 2019-11-04 2019-11-04 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 0.0208 76844663.28 76844663.28 0.0041 N N N N Starbird Funding Corp. Starbird Funding Corp. 85520MZA4 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-10 2019-12-10 2019-12-10 N Y BNP Paribas 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ Y BNP Paribas Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ BNP Paribas LOC 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0212 99582875.00 99582875.00 0.0053 N N N N Fixed Income Clearing Corp. 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Sumitomo Mitsui Trust Bank Ltd. 86563HZH6 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 2019-12-17 2019-12-17 2019-12-17 N N N 0.0212 139356933.80 139356933.80 0.0074 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.300000% 86564FD67 5493006GGLR4BTEL8O61 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0196 75000677.25 75000677.25 0.0040 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.233500% 86564FM75 5493006GGLR4BTEL8O61 Certificate of Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-29 2020-01-29 2020-01-29 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 0.0224 110989712.52 110989712.52 0.0059 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564XXJ8 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-18 2019-10-18 2019-10-18 N N N 0.0199 9990035.00 9990035.00 0.0005 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.215900% 86565BG96 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-22 2020-01-22 2020-01-22 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0223 67991268.80 67991268.80 0.0036 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.233600% 86565BH46 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-28 2020-01-27 2020-01-27 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 0.0225 49992956.00 49992956.00 0.0027 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.162100% 86565BZQ7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-08 2019-11-08 2019-11-08 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 0.0215 159998355.20 159998355.20 0.0085 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.418600% 86958J2N8 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-15 2019-12-12 2019-12-12 N N N 0.0217 65030090.45 65030090.45 0.0035 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.443400% 86958J3T4 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-15 2020-01-14 2020-01-14 N N N 0.0206 75036479.25 75036479.25 0.0040 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.256900% 86959RBF6 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-07 2020-05-05 2020-05-05 N N N 0.0228 90958300.16 90958300.16 0.0049 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 88602TAN3 US88602TAN37 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-22 2020-01-22 2020-01-22 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+ 0.0196 9937996.70 9937996.70 0.0005 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 88602TC50 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-03-05 2020-03-05 2020-03-05 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+ 0.0193 23798516.64 23798516.64 0.0013 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 88603GLK4 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-20 2020-02-20 2020-02-20 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.1000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0193 49617078.00 49617078.00 0.0027 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 88603J6L3 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-04 2019-12-04 2019-12-04 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+ 0.0204 19926225.00 19926225.00 0.0011 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.189500% 88603LBJ7 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-11 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+ 0.0212 40001243.60 40001243.60 0.0021 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.122100% 88603YFN6 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-08 2019-11-08 2019-11-08 N N N 0.0210 39999991.20 39999991.20 0.0021 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.292100% 89114M4W4 PT3QB789TSUIDF371261 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-07 2020-08-07 2020-08-07 N N N 0.0230 91971729.32 91971729.32 0.0049 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.355900% 89114N4L6 PT3QB789TSUIDF371261 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-21 2020-10-20 2020-10-20 N N N 0.0236 89971592.40 89971592.40 0.0048 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 89119AA81 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-01-08 2020-01-08 2020-01-08 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 0.0202 169046111.30 169046111.30 0.0090 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 89119BX19 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-01 2019-10-01 2019-10-01 N N N 0.0192 144992251.20 144992251.20 0.0077 N Y Y N United Overseas Bank Ltd. United Overseas Bank Ltd. 91127PAF8 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-01-15 2020-01-15 2020-01-15 N N N 0.0211 92418142.71 92418142.71 0.0049 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 91127QY52 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-11-05 2019-11-05 2019-11-05 N N N 0.0204 74846850.00 74846850.00 0.0040 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 91127QY86 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-11-08 2019-11-08 2019-11-08 N N N 0.0204 69845072.50 69845072.50 0.0037 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 91127QZ51 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-05 2019-12-05 2019-12-05 N N N 0.0204 36861348.79 36861348.79 0.0020 N N N N Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo 2.390000% 8NAV47T0Y26Q87Y0QP81 0000065100 923XTV003_2.39_1104 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHANGE HEALTHCARE INC TAGBL EQT UNIT 0.00 147846.00 6951718.92 Equities DOMINION ENERGY INC CORP UNITS 0.00 119951.00 12674022.66 Equities GSX TECHEDU INC SPONSORED ADS 0.00 3442.00 51698.84 Equities LLOYDS BANKING GROUP PLC SPONSORED ADR 0.00 4783979.00 12725384.14 Equities NEXTERA ENERGY INC 4.872 CORP UNITS 0.00 332546.00 16600696.32 Equities SOUTHERN CO CORP UNIT 19 A 0.00 201281.00 10782623.17 Equities OAKTREE ACQUISITION CORP UNITS EX 0.00 600998.00 6076089.78 Equities COLFAX CORP 5.75 TANGIBLE UT 0.00 46338.00 5973894.96 Equities DTE ENERGY CO CORPORATE UNIT 0.00 437083.00 25180351.63 Equities FEDERAL HOME LN MTG CORP PFD PERP VAR 0.00 548011.00 11508231.00 Equities FEDERAL HOME LN MTG CORP PFD PERP 5.81% 0.00 250000.00 5250000.00 Equities INTERNATIONAL FLAVORS&FRAGRANC UNIT EX 091521 0.00 113626.00 5273382.66 Equities REXNORD CORP NEW DEP SHS PFD A 0.00 98784.00 5400521.28 Equities SOUTH JERSEY INDS INC CORP UNITS 0.00 177203.00 9301385.47 Equities Y 2019-10-01 2019-11-04 2019-11-04 Y Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.0000 35 Y Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ N N 0.0239 125000000.00 125000000.00 0.0067 N N N Y Versailles Commercial Paper LLC Versailles Commercial Paper LLC 2.189000% 92513HBW8 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-10 2019-11-04 2020-02-10 N Y Natixis 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Natixis Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Natixis LOC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0216 67000002.68 67000002.68 0.0036 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 2.212100% 92513HBX6 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 2019-11-04 2020-03-09 N Y Natixis 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. 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Westpac Securities NZ Ltd. 2.118400% 96122JEQ8 549300W0N3O6Q4RCKE25 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-25 2019-11-25 2019-11-25 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 0.0214 68997171.00 68997171.00 0.0037 N N N N Westpac Banking Corp. Westpac Banking Corp. 2.499900% 9612C4C82 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-10-02 2020-01-02 2020-01-02 N N N 0.0211 70028469.00 70028469.00 0.0037 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 2.000000% RB0PEZSDGCO3JS6CEU02 0000812291 Non-Negotiable Time Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0203 552000000.00 552000000.00 0.0295 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 1.950000% 0001197610 99VDDX004_1.95_1001 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRINITY RAIL LEASE 2013-1 A-1 20430715 3.89800 2043-07-15 3.898000 2600000.00 2016976.39 Corporate Debt Securities ALLY AUTO RECV TR 2019-1 A-3 20230915 2.91000 2023-09-15 2.910000 9227.00 9368.33 Corporate Debt Securities ALLY AUTO RECV TR 2017-3 A-4 20220315 2.01000 2022-03-15 2.010000 317271.00 317266.40 Corporate Debt Securities ALLY AUTO RECV TR 2017-3 A-4 20220315 2.01000 2022-03-15 2.010000 99999.00 99997.55 Corporate Debt Securities AVIS BUDGET RENTAL CAR FUNDING 2026-03-20 2.360000 4714704.00 4699888.30 Corporate Debt Securities BANK MONTREAL QUE ALT TIER I PERP 2024-08-25 4.800000 70000.00 70735.00 Corporate Debt Securities CAPITAL ONE MULTI TR 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F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0195 50000000.00 50000000.00 0.0027 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 2.000000% 0001197610 99VDDX004_2.00_1001 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EAGLE RE LTD 2019-1 M-2 20290425 FLT 2029-04-25 5.318380 32794880.00 33221366.39 Corporate Debt Securities LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT 2070-01-28 9.286442 51579840.00 49816283.02 Corporate Debt Securities TRICON AMERN HOMES 2019-SFR TR 2038-03-17 3.149000 2951083.00 2956763.51 Corporate Debt Securities ATRIUM XIII 2017-13 B 20301121 FLT 2030-11-21 3.759380 383093.00 377954.76 Corporate Debt Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0200 80000000.00 80000000.00 0.0043 N Y Y N UBS Master Trust 2019-10-07 /s/Nancy Osborn Nancy Osborn Vice President