N-MFP2 0001403166 XXXXXXXX 2019-11-30 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 29 73 6234113392.82 6503877661.01 5792637970.36 6240845889.12 5720252999.94 8892616791.36 7964038903.55 7805831624.44 8221491696.20 8328420752.90 0.3118 0.3278 0.2900 0.3081 0.2899 0.4447 0.4014 0.3908 0.4059 0.4220 2259520.94 19719347309.00 6127000000.00 11915993.22 3175726.06 19730347097.10 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 C000054151 1.00 19730347097.10 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 1.918000% 0020P5KB4 549300A8V0FZJN79NH08 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-10 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 0.0172 95028260.60 95028260.60 0.0048 N N N N ABN AMRO Bank NV ABN AMRO Bank NV 1.560000% 0001245022 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0158 160000000.00 160000000.00 0.0081 N Y Y N Albion Capital Corp. Albion Capital Corp. 01329WAM3 US01329WAM38 01329WAM3 Asset Backed 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 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 0.0167 44889097.50 44889097.50 0.0023 N N N N Albion Capital Corp. Albion Capital Corp. 01329WAT8 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-27 2020-01-27 2020-01-27 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 0.0169 94737188.20 94737188.20 0.0048 N N N N Albion Capital Corp. Albion Capital Corp. 01329WBJ9 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-18 2020-02-18 2020-02-18 N Y Mitsubishi UFJ 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Mitsubishi UFJ Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0175 39842230.00 39842230.00 0.0020 N N N N Albion Capital Corp. Albion Capital Corp. 01329WBM2 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-21 2020-02-21 2020-02-21 N Y Mitsubishi UFJ 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Mitsubishi UFJ Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0176 21909550.74 21909550.74 0.0011 N N N N Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo 2.110000% 8NAV47T0Y26Q87Y0QP81 0000065100 03199P000_2.11_1130 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK OF MONTREAL BIG OIL 3X LEV 2039-03-25 0.00 473.00 20062.82 Corporate Debt Securities BANK OF MONTREAL INVERSE ETN 0.00 800.00 34891.52 Equities BANK OF MONTREAL 2X INVERSE LEV 0.00 2500.00 85813.25 Equities BANK OF MONTREAL MICROSCTRS 3X 0.00 3632.00 49940.00 Equities BARCLAYS BK PLC IPSPGS TTL ETN 0.00 267.00 3958.28 Equities BARCLAYS BK PLC S&P 500 VEQTOR 0.00 100.00 16250.50 Equities BARCLAYS BK PLC 10 YR TREAS BEAR 0.00 23789.00 270507.10 Equities BARCLAYS BK PLC BARC ETN+SHILL 0.00 558.00 81685.62 Equities BARCLAYS BK PLC INVERSE US TREAS 0.00 1567.00 19416.70 Equities BARCLAYS BK PLC IPATH B COTTON 0.00 542.00 21257.24 Equities BARCLAYS BK PLC ENHANCED GLBL B 0.00 1251.00 148679.60 Equities CAMBRIA ETF TR SHSHLD YIELD ETF 0.00 41087.00 1624378.65 Equities CAMBRIA ETF TR GLB MOMENT ETF 0.00 18023.00 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Tri Party Repo Merrill Lynch Pierce Fenner & Smith, Inc. Tri Party Repo 1.920000% 8NAV47T0Y26Q87Y0QP81 0000065100 03199S004_1.92_1130 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BYVW OPP MST FD TR 2017-RT5 A 20690528 FLT 2069-05-28 3.500000 9372000.00 5955781.46 Corporate Debt Securities FORD CREDIT FLRPLN TR A 2017-2 A-1 20220915 2.16000 2022-09-15 2.160000 6474000.00 6486682.57 Corporate Debt Securities GS MTG SECS TR 2015-590M A 20351015 3.62100 2035-10-15 3.621000 6000000.00 6402320.00 Corporate Debt Securities GS MTG SECS TR 2014-GC24 A-4 20470912 3.66600 2047-09-12 3.666000 6050000.00 6439591.77 Corporate Debt Securities GM FIN CON AUTO REC TR 2019-2 A-3 20240216 2.65000 2024-02-16 2.650000 6130000.00 6192231.42 Corporate Debt Securities INVITATION HOMES TR 2018-SFR1 A 20370319 FLT 2037-03-19 2.462500 5304693.00 4896804.30 Corporate Debt Securities JP MORGAN MORTGAGE TR 2019-5 A-11 20491125 FLT 2049-11-25 2.608000 8890000.00 6734780.39 Corporate Debt Securities LCCM MORTGAGE TR 2013-GCP A-1 20360215 3.57460 2036-02-15 3.574600 6230000.00 6543850.23 Corporate Debt Securities TOWD PT MTG TR 2017-1 A2 20561025 FLT 2037-01-25 2.338000 109385.00 36545.16 Corporate Debt Securities WFRBS COML MTG TR 2012-C10 A-3 20451215 2.87500 2056-10-25 3.500000 5775000.00 5981376.68 Corporate Debt Securities WFRBS COML MTG TR 2012-C10 A-3 20451215 2.87500 2045-12-15 2.875000 5740000.00 5855432.04 Corporate Debt Securities BANK 2018-BNK15 X-A 20611117 FLT 2061-11-17 0.580606 184159999.00 5959864.57 Corporate Debt Securities JPMCC COML MTG SEC TR 2017-JP6 A-5 20500715 3.48980 2050-07-15 3.489800 6260000.00 6671772.09 Corporate Debt Securities NAVIENT STUDENT LN TR 2018-3 A-3 20670325 FLT 2067-03-25 2.508000 6200000.00 6092967.33 Corporate Debt Securities Y Standard and Poor's Ratings Services A-1 2019-12-02 2020-01-03 2020-01-03 N N N 0.0192 75000000.00 75000000.00 0.0038 N Y Y Y Antalis SA Antalis SA 03664AA32 Asset Backed Commercial Paper Y Fitch, Inc. F1 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 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 0.0175 29949045.90 29949045.90 0.0015 N N N N Antalis SA Antalis SA 03664AA65 Asset Backed Commercial Paper Y Fitch, Inc. F1 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 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 0.0176 51983411.91 51983411.91 0.0026 N N N N Antalis SA Antalis SA 03664AB31 Asset Backed 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 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 0.0186 24914750.00 24914750.00 0.0013 N N N N Antalis SA Antalis SA 03664AB64 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-06 2020-02-06 2020-02-06 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 0.0186 49831426.79 49831426.79 0.0025 N N N N Antalis SA Antalis SA 03664BZ58 Asset Backed 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 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 0.0164 64982276.45 64982276.45 0.0033 N N Y 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. 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P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Credit Agricole Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0187 49657166.50 49657166.50 0.0025 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 2.035400% 05253MMM3 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-16 2020-07-15 2020-07-15 N N N 0.0195 70011732.00 70011732.00 0.0035 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 1.995400% 0556X4GE0 549300HVMZ89HDMELW08 0001414365 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-16 2020-05-15 2020-05-15 N N N 0.0192 80005020.00 80005020.00 0.0041 N N N N BNZ International Funding Ltd. BNZ International Funding Ltd. 1.891100% 0556X4GF7 549300HVMZ89HDMELW08 0001414365 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-30 2020-05-29 2020-05-29 N N N 0.0194 69984565.70 69984565.70 0.0035 N N N N Groupe BPCE SA Groupe BPCE SA 05571BD34 9695005MSX1OYEMGDF46 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-04-03 2020-04-03 2020-04-03 N N N 0.0187 21855856.00 21855856.00 0.0011 N N N N Bank of China Ltd. Bank of China Ltd. 06119RZ40 549300OGSFI8KL1WUU09 Financial Company 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 N N 0.0213 94971896.15 94971896.15 0.0048 N N Y N Bank of Montreal Bank of Montreal 2.015000% 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 2019-12-09 2020-09-08 2020-09-08 N N N 0.0196 149999889.00 149999889.00 0.0076 N N N N Bank of Montreal Bank of Montreal 1.720000% 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 2019-12-02 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 0.0161 70018762.80 70018762.80 0.0035 N N N N Bank of Nova Scotia Bank of Nova Scotia 1.901000% 06417G6Q6 L3I9ZG2KFGXZ61BMYR72 0001041839 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-06 2020-02-06 2020-02-06 N N N 0.0172 75016984.50 75016984.50 0.0038 N N N N Bank of Nova Scotia Bank of Nova Scotia 1.924900% 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 2019-12-03 2020-02-03 2020-02-03 N N N 0.0171 40009388.40 40009388.40 0.0020 N N N N Bank of Nova Scotia Bank of Nova Scotia 1.891600% 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 2019-12-16 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+ 0.0172 40010108.80 40010108.80 0.0020 N N N N Bank of Nova Scotia Bank of Nova Scotia 1.981100% 06417LND5 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-30 2020-06-30 2020-06-30 N N N 0.0195 75017346.00 75017346.00 0.0038 N N N N Bank of Nova Scotia Bank of Nova Scotia 2.061400% 06417MCY9 L3I9ZG2KFGXZ61BMYR72 0001041839 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2020-07-01 2020-07-01 N N N 0.0195 95015580.00 95015580.00 0.0048 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. P1 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 0.0177 80613260.64 80613260.64 0.0041 N N N N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 1.620000% 0001484219 0673PA005_1.62_1202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 254900HROIFWPRGM1V77 2040-02-15 4.625000 383737200.00 550355512.67 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFWPRGM1V77 2047-02-15 3.000000 562148600.00 660615282.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-06-30 2.750000 203129400.00 217029279.89 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 1400000000.00 1400000000.00 0.0710 N Y Y N Barton Capital SA Barton Capital SA 06945LA65 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y Fitch, Inc. F1 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 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 0.0162 110810307.66 110810307.66 0.0056 N N N N Barton Capital SA Barton Capital SA 06945LAE8 549300KOFKIMD0C37W24 Asset Backed 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 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. 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P1 Standard and Poor's Ratings Services A-1 2019-12-02 2020-07-01 2020-07-01 N N N 0.0192 95031928.55 95031928.55 0.0048 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 1.901000% 13606BY26 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-06 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 0.0167 80025768.00 80025768.00 0.0041 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.033500% 13608CJC7 2IGI19DL77OX0HC3ZE78 0000800030 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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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+ 0.0173 49891875.00 49891875.00 0.0025 N N N N Chariot Funding LLC Chariot Funding LLC 15963TAE9 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-14 2020-01-14 2020-01-14 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+ 0.0173 45898138.06 45898138.06 0.0023 N N N N Chariot Funding LLC Chariot Funding LLC 15963TCL1 549300EEWRNP448AMT79 15963TCL1 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. 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+ 0.0186 19884266.60 19884266.60 0.0010 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+ 0.0152 59989840.20 59989840.20 0.0030 N N Y N Charta LLC Charta LLC 16115VAA7 5493000FNFK79LCM6M65 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 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+ 0.0171 54890275.00 54890275.00 0.0028 N N N N Charta LLC Charta LLC 16115VBB4 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0164 73979748.42 73979748.42 0.0037 N N Y N China Construction Bank Corp. China Construction Bank Corp. 16891NZ34 5493001KQW6DM7KEDR62 Financial Company 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 N N 0.0152 89984809.80 89984809.80 0.0046 N N Y N China Construction Bank Corp. China Construction Bank Corp. 16891NZ67 5493001KQW6DM7KEDR62 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-06 2019-12-06 2019-12-06 N N N 0.0155 134959312.35 134959312.35 0.0068 N N Y N China Construction Bank Corp. China Construction Bank Corp. 1.600000% 16955AVH8 5493001KQW6DM7KEDR62 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 0.0159 30000041.10 30000041.10 0.0015 N N Y N China Construction Bank Corp. China Construction Bank Corp. 1.600000% 16955AVM7 5493001KQW6DM7KEDR62 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-06 2019-12-06 2019-12-06 N N N 0.0162 50000000.00 50000000.00 0.0025 N N Y N China Construction Bank Corp. China Construction Bank Corp. 1.590000% 16955AVN5 5493001KQW6DM7KEDR62 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-06 2019-12-06 2019-12-06 N N N 0.0161 160000000.00 160000000.00 0.0081 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 0.0158 178012581.04 178012581.04 0.0090 N N Y 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 0.0159 99792678.00 99792678.00 0.0051 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 17327AC96 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-03-09 2020-03-09 2020-03-09 N N N 0.0175 55724898.32 55724898.32 0.0028 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 17327ADF1 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-04-15 2020-04-15 2020-04-15 N N N 0.0179 57601134.00 57601134.00 0.0029 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 0.0190 65377467.54 65377467.54 0.0033 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 17327AG19 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 2019-12-04 2020-09-04 2020-09-04 N N N 0.0195 74985921.00 74985921.00 0.0038 N N N N Cooperatieve Centrale Cooperatieve Centrale 2.001600% 21684L4Y5 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-16 2020-09-14 2020-09-14 N N N 0.0195 17998971.12 17998971.12 0.0009 N N N N Cooperatieve Centrale Cooperatieve Centrale 1.989300% 21684L5M0 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-14 2020-08-14 2020-08-14 N N N 0.0199 42999900.24 42999900.24 0.0022 N N N N Credit Industriel et Commercial Credit Industriel et Commercial 1.954300% 22536NAJ5 N4JDFKKH2FTD8RKFXO39 0001274419 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-07 2020-05-07 2020-05-07 N N N 0.0196 95999758.08 95999758.08 0.0049 N N N N Credit Industriel et Commercial Credit Industriel et Commercial 1.965400% 22536UYC8 N4JDFKKH2FTD8RKFXO39 0001274419 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-16 2020-05-15 2020-05-15 N N N 0.0191 94998024.00 94998024.00 0.0048 N N N N Credit Suisse AG Credit Suisse AG 2.003300% 22549LJ71 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-13 2020-05-11 2020-05-11 N N N 0.0215 99999974.00 99999974.00 0.0051 N N N N Credit Suisse AG Credit Suisse AG 1.978500% 22549LM77 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-20 2020-05-26 2020-05-26 N N N 0.0199 94999901.20 94999901.20 0.0048 N N N N DBS Bank Ltd. DBS Bank Ltd. 23305DA62 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-01-06 2020-01-06 2020-01-06 N N N 0.0169 32941166.61 32941166.61 0.0017 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 0.0171 73838593.42 73838593.42 0.0037 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 0.0172 112713193.57 112713193.57 0.0057 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 0.0176 75256663.50 75256663.50 0.0038 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 0.0179 89655232.50 89655232.50 0.0045 N N N N DBS Bank Ltd. DBS Bank Ltd. 23305DE19 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0188 29758733.40 29758733.40 0.0015 N N N 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 0.0162 62966063.79 62966063.79 0.0032 N N N N DNB Bank ASA DNB Bank ASA 1.862500% 2332K4JW5 549300GKFG0RYRRQ1414 0001498632 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-16 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+ 0.0157 50006876.00 50006876.00 0.0025 N N N N Dexia Credit Local SA Dexia Credit Local SA 25215VD30 F4G136OIPBYND1F41110 0001275038 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-04-03 2020-04-03 2020-04-03 N N N 0.0176 60623813.00 60623813.00 0.0031 N N N N Dexia Credit Local SA Dexia Credit Local SA 25215VDL0 F4G136OIPBYND1F41110 0001275038 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-04-20 2020-04-20 2020-04-20 N N N 0.0180 99286589.00 99286589.00 0.0050 N N N N Dexia Credit Local SA Dexia Credit Local SA 25215VEN5 F4G136OIPBYND1F41110 0001275038 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-05-22 2020-05-22 2020-05-22 N N N 0.0182 39646500.00 39646500.00 0.0020 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 0.0181 49723930.50 49723930.50 0.0025 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 0.0179 49895583.50 49895583.50 0.0025 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 30601VDD0 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-04-13 2020-04-13 2020-04-13 N Y Bank of Montreal 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ Y BANK OF MONTREAL Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0188 12907671.14 12907671.14 0.0007 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 1.941000% 30601YC78 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-06 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 0.0170 30010236.00 30010236.00 0.0015 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 1.954900% 30601YC86 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-03 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 0.0169 35011416.30 35011416.30 0.0018 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 1.883600% 30601YD77 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-20 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 0.0171 25009120.00 25009120.00 0.0013 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 2.004900% 30601YE43 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-04 2020-05-04 2020-05-04 N Y Bank of Montreal 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ Y BANK OF MONTREAL Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0189 65009549.80 65009549.80 0.0033 N N N N Fairway Finance Co. LLC Fairway Finance Co. LLC 1.959000% 30601YE68 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-12 2020-05-12 2020-05-12 N Y Bank of Montreal 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ Y BANK OF MONTREAL Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 0.0191 36999474.60 36999474.60 0.0019 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 31428GZ63 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-06 2019-12-06 2019-12-06 N N N 0.0156 139957533.80 139957533.80 0.0071 N N Y N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.238900% 31428HAY7 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-23 2020-06-23 2020-06-23 N N N 0.0197 49005295.43 49005295.43 0.0025 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 2.024900% 31428HBC4 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2020-09-02 2020-09-02 N N N 0.0192 170021421.70 170021421.70 0.0086 N N N N ING U.S. Funding LLC ING U.S. Funding LLC 2.051400% 44988GBD9 0001440203 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2020-07-01 2020-07-01 N N N 0.0194 90014760.90 90014760.90 0.0046 N N N N ING U.S. Funding LLC ING U.S. Funding LLC 2.111400% 44988GBM9 0001440203 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2020-07-02 2020-07-02 N N N 0.0194 90046193.40 90046193.40 0.0046 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 0.0188 125014237.50 125014237.50 0.0063 N N N N J.P. Morgan Securities Tri Party Repo J.P. 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P1 Standard and Poor's Ratings Services A-1 2019-12-04 2019-12-04 2019-12-04 N N N 0.0157 78000085.02 78000085.02 0.0040 N N Y 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 0.0175 99830153.00 99830153.00 0.0051 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127TB44 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-04 2020-02-04 2020-02-04 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 0.0181 49808522.00 49808522.00 0.0025 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127TC92 549300F33VRHM10B9391 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-03-09 2020-03-09 2020-03-09 N Y Bank of Nova Scotia 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1+ 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+ 0.0182 24872487.50 24872487.50 0.0013 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. 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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 0.0179 40458926.37 40458926.37 0.0021 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 0.0180 30886975.86 30886975.86 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 0.0181 49806216.50 49806216.50 0.0025 N N N N LMA Americas LLC LMA Americas LLC 53944QBK5 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-19 2020-02-19 2020-02-19 N Y Credit Agricole 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 Y Credit Agricole Liquidity 1.0000 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Fitch, Inc. F1 0.0183 19916587.80 19916587.80 0.0010 N N N N LMA Americas LLC LMA Americas LLC 53944QBM1 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-21 2020-02-21 2020-02-21 N Y Credit Agricole 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0184 49785566.50 49785566.50 0.0025 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. 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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 0.0163 9995475.00 9995475.00 0.0005 N N N N Natixis Natixis 1.530000% KX1WK48MPD4Y2NCUIZ63 0001274981 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0155 525000000.00 525000000.00 0.0266 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC 56274LA38 549300S0NSJYSOB32S63 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 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 0.0171 59900425.20 59900425.20 0.0030 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 0.0168 49976694.50 49976694.50 0.0025 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 60682YBC7 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-12 2020-02-12 2020-02-12 N N N 0.0190 104584375.35 104584375.35 0.0053 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 60682YBD5 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-13 2020-02-13 2020-02-13 N N N 0.0190 97606911.22 97606911.22 0.0049 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 60682YBJ2 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y Fitch, Inc. F1 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 0.0190 54764875.00 54764875.00 0.0028 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 1.888000% 60683BTJ2 JBONEPAGQXF4QP29B387 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-24 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 0.0171 85022594.70 85022594.70 0.0043 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 1.971100% 60683BWK5 JBONEPAGQXF4QP29B387 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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P1 Standard and Poor's Ratings Services A-1+ 2019-12-06 2020-05-06 2020-05-06 N N N 0.0190 90996517.43 90996517.43 0.0046 N N N N National Bank of Canada National Bank of Canada 1.959900% 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 2019-12-09 2020-05-07 2020-05-07 N N N 0.0190 91997486.56 91997486.56 0.0047 N N N N National Bank of Canada National Bank of Canada 2.074900% 63307NEP8 BSGEFEIOM18Y80CKCV46 0000926171 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2020-07-02 2020-07-02 N N N 0.0193 102034115.94 102034115.94 0.0052 N N N N Natixis SA Natixis SA 63873JBA7 KX1WK48MPD4Y2NCUIZ63 0001503859 Financial Company 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 N N 0.0187 2988599.82 2988599.82 0.0002 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 0.0177 89640967.50 89640967.50 0.0045 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 0.0175 129779198.90 129779198.90 0.0066 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 0.0176 80849776.59 80849776.59 0.0041 N N N N Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 65409RB41 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-04 2020-02-04 2020-02-04 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 0.0183 68765639.43 68765639.43 0.0035 N N N N Nordea Bank Abp Nordea Bank Abp 2.039900% 65558TMR3 529900ODI3047E2LIV03 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-09 2020-07-07 2020-07-07 N N N 0.0199 95989869.12 95989869.12 0.0049 N N N N Nordea Bank Abp Nordea Bank Abp 2.426600% 65590AXE1 529900ODI3047E2LIV03 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-05 2020-06-05 2020-06-05 N N N 0.0197 42551173.40 42551173.40 0.0022 N N N N Norinchukin Bank Norinchukin Bank 1.750000% 65602VTV8 5493007VSMFZCPV1NB83 Certificate of Deposit Y 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 0.0157 75001875.75 75001875.75 0.0038 N N Y N Norinchukin Bank Norinchukin Bank 1.580000% 65602VVN3 5493007VSMFZCPV1NB83 Certificate of Deposit Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-06 2019-12-06 2019-12-06 N N N 0.0160 100000000.00 100000000.00 0.0051 N N Y 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+ 0.0177 34856928.75 34856928.75 0.0018 N N N N Old Line Funding LLC Old Line Funding LLC 67984WMH8 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-04-24 2020-04-24 2020-04-24 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+ 0.0181 54593504.35 54593504.35 0.0028 N N N N Old Line Funding LLC Old Line Funding LLC 1.800000% 67984YGP3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-02 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+ 0.0182 20999997.06 20999997.06 0.0011 N N N N Old Line Funding LLC Old Line Funding LLC 67985AC60 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-04-09 2020-04-09 2020-04-09 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+ 0.0181 49668166.50 49668166.50 0.0025 N N N N Old Line Funding LLC Old Line Funding LLC 67985AC78 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-04-20 2020-04-20 2020-04-20 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+ 0.0181 39712411.20 39712411.20 0.0020 N N N N Old Line Funding LLC Old Line Funding LLC 67985ACA1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-03-02 2020-03-02 2020-03-02 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+ 0.0178 38818329.42 38818329.42 0.0020 N N N N Old Line Funding LLC Old Line Funding LLC 2.128600% 67985BCW1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ 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 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+ 0.0195 49999724.50 49999724.50 0.0025 N N N N Old Line Funding LLC Old Line Funding LLC 1.844300% 67985BDJ9 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-05 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+ 0.0177 41999994.54 41999994.54 0.0021 N N Y N Old Line Funding LLC Old Line Funding LLC 2.014300% 67985BDK6 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-04 2020-05-04 2020-05-04 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+ 0.0194 34999998.60 34999998.60 0.0018 N N N N Old Line Funding LLC Old Line Funding LLC 2.011000% 67985BDL4 5493004QSN8OZAIU2J90 US67985BDL45 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-06 2020-05-06 2020-05-06 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+ 0.0194 24999997.00 24999997.00 0.0013 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+ 0.0178 29871167.40 29871167.40 0.0015 N N N N Old Line Funding LLC Old Line Funding LLC 1.934900% 67985FBN3 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-03 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 0.0182 40000865.60 40000865.60 0.0020 N N N N Old Line Funding LLC Old Line Funding LLC 2.022500% 67985FBT0 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-18 2020-05-18 2020-05-18 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 49999983.50 49999983.50 0.0025 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 0.0177 85003731.50 85003731.50 0.0043 N N Y N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.044300% 69033MLK1 5493007O3QFXCPOGWK22 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-05 2020-08-05 2020-08-05 N N N 0.0196 65004036.50 65004036.50 0.0033 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 69034AA77 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-01-07 2020-01-07 2020-01-07 N N N 0.0180 26448353.62 26448353.62 0.0013 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 69034AA85 5493007O3QFXCPOGWK22 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 N N 0.0180 22954000.00 22954000.00 0.0012 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 0.0192 16999991.50 16999991.50 0.0009 N N Y N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.038000% 69034CJQ2 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-11 2020-09-11 2020-09-11 N N N 0.0197 90006125.40 90006125.40 0.0046 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 2.024300% 69034CKB3 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-02-06 2020-08-06 2020-08-06 N N N 0.0200 30005992.80 30005992.80 0.0015 N N N N Royal Bank of Canada Royal Bank of Canada 2.014300% 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+ 2019-12-05 2020-08-05 2020-08-05 N N N 0.0196 89986931.10 89986931.10 0.0046 N N N N Sinopec Century Bright Capital Investment Ltd. Sinopec Century Bright Capital Investment Ltd. 82937RZ33 3003001C0RO724J15P08 Non-Financial Company 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 N N 0.0154 156973204.81 156973204.81 0.0080 N N Y N Sinopec Century Bright Capital Investment America LLC Sinopec Century Bright Capital Investment America LLC 82938CZ35 5493008ZDXETNTCNL458 Non-Financial Company 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 N N 0.0156 24995677.75 24995677.75 0.0013 N N Y N Sinopec Century Bright Capital Investment America LLC Sinopec Century Bright Capital Investment America LLC 82938CZ43 5493008ZDXETNTCNL458 Non-Financial Company Commercial Paper Y 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 0.0156 34992431.25 34992431.25 0.0018 N N Y N Sinopec Century Bright Capital Investment America LLC Sinopec Century Bright Capital Investment America LLC 82938CZ50 5493008ZDXETNTCNL458 Non-Financial Company 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 N N 0.0156 28992464.93 28992464.93 0.0015 N N Y 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 0.0159 47009331.85 47009331.85 0.0024 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 1.959000% 83050PEG0 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-12 2020-03-12 2020-03-12 N N N 0.0179 92031438.24 92031438.24 0.0047 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 2.029000% 83050PEU9 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 2020-07-09 2020-07-09 N N N 0.0198 94993441.20 94993441.20 0.0048 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 1.988000% 83050PFM6 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-24 2020-07-24 2020-07-24 N N N 0.0197 70003317.30 70003317.30 0.0035 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 1.954300% 83050PGC7 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-11 2020-05-11 2020-05-11 N N N 0.0196 94999706.45 94999706.45 0.0048 N N N N Societe Generale Instl Societe Generale Instl 2.081600% 83369Y5D4 US83369Y5D42 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-16 2020-05-14 2020-05-14 N N N 0.0193 42488186.93 42488186.93 0.0022 N N N N Starbird Funding Corp. Starbird Funding Corp. 85520LB38 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 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+ 0.0184 29899020.00 29899020.00 0.0015 N N N N Starbird Funding Corp. Starbird Funding Corp. 85520LB79 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y 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 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+ 0.0184 84695888.70 84695888.70 0.0043 N N N N Starbird Funding Corp. Starbird Funding Corp. 85520MZ22 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 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+ 0.0157 49993479.00 49993479.00 0.0025 N Y Y 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+ 0.0164 99950042.00 99950042.00 0.0051 N N N N Fixed Income Clearing Corp. 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Sumitomo Mitsui Banking Corp. 86562KAT1 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-27 2020-01-27 2020-01-27 N N N 0.0175 26065157.52 26065157.52 0.0013 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 86562KC28 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0183 64688729.30 64688729.30 0.0033 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86563HZH6 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-17 2019-12-17 2019-12-17 N N N 0.0162 139886460.00 139886460.00 0.0071 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 1.940000% 86564F2F9 5493006GGLR4BTEL8O61 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-04-22 2020-04-22 2020-04-22 N N N 0.0188 110024824.80 110024824.80 0.0056 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 1.881100% 86564FM75 5493006GGLR4BTEL8O61 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-30 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 0.0172 111031375.26 111031375.26 0.0056 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.100000% 86564FW25 5493006GGLR4BTEL8O61 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0172 75026241.75 75026241.75 0.0038 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 2.015000% 86564FX81 5493006GGLR4BTEL8O61 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-09 2020-04-08 2020-04-08 N N N 0.0195 100003610.00 100003610.00 0.0051 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564YBU5 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-02-28 2020-02-28 2020-02-28 N N N 0.0187 39810922.40 39810922.40 0.0020 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.051400% 86565B2G5 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-05 2020-05-05 2020-05-05 N N N 0.0198 94998019.25 94998019.25 0.0048 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 1.885600% 86565BG96 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-23 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+ 0.0171 68017179.52 68017179.52 0.0034 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 1.879500% 86565BH46 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-27 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 0.0171 50013833.50 50013833.50 0.0025 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 2.015000% 86565BV32 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-09 2020-04-08 2020-04-08 N N N 0.0195 95003429.50 95003429.50 0.0048 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.139000% 86958J2N8 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-12 2019-12-12 2019-12-12 N N N 0.0157 65013310.70 65013310.70 0.0033 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.140900% 86958J3T4 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit 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 0.0188 75014386.50 75014386.50 0.0038 N N N N Svenska Handelsbanken Svenska Handelsbanken 1.964300% 86959RBF6 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-05 2020-05-05 2020-05-05 N N N 0.0189 90998846.12 90998846.12 0.0046 N N N N Svenska Handelsbanken Svenska Handelsbanken 2.011400% 86959RCE8 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-05-01 2020-05-01 N N N 0.0189 90015201.90 90015201.90 0.0046 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+ 0.0176 9973630.00 9973630.00 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+ 0.0176 23886380.64 23886380.64 0.0012 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+ 0.0178 49795036.00 49795036.00 0.0025 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 88603GLN8 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2020-04-08 2020-04-08 2020-04-08 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+ 0.0168 39755466.80 39755466.80 0.0020 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 2.014300% 88603LBN8 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 2020-05-04 2020-05-04 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+ 0.0194 59999997.60 59999997.60 0.0030 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.019900% 89114M4W4 PT3QB789TSUIDF371261 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-09 2020-08-07 2020-08-07 N N N 0.0196 91993212.24 91993212.24 0.0047 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.033600% 89114N4L6 PT3QB789TSUIDF371261 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2019-12-20 2020-10-20 2020-10-20 N N N 0.0199 90015968.70 90015968.70 0.0046 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 0.0171 169676433.90 169676433.90 0.0086 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 89119BZ33 PT3QB789TSUIDF371261 Financial Company 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 N N 0.0152 159972942.40 159972942.40 0.0081 N N Y N United Overseas Bank Ltd. United Overseas Bank Ltd. 91127PA84 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2020-01-08 2020-01-08 2020-01-08 N N N 0.0158 74868083.25 74868083.25 0.0038 N N N 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 0.0160 92805733.23 92805733.23 0.0047 N N N N United Overseas Bank Ltd. United Overseas Bank Ltd. 91127PBE0 IO66REGK3RCBAMA8HR66 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 0.0168 39856181.20 39856181.20 0.0020 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 0.0152 36990626.79 36990626.79 0.0019 N N Y N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 1.898000% 92513HBW8 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-10 2020-01-03 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 0.0184 67000006.70 67000006.70 0.0034 N N N N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 1.928000% 92513HBX6 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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P1 Standard and Poor's Ratings Services A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0193 70008915.90 70008915.90 0.0035 N N N N Credit Agricole CIB Credit Agricole CIB 1.520000% Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0154 88000000.00 88000000.00 0.0045 N Y Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 1.530000% RB0PEZSDGCO3JS6CEU02 0000812291 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0155 350000000.00 350000000.00 0.0177 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 1.670000% 0001197610 99VDDX004_1.67_1202 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FREMF MTG TR 2012-K19 X2-A 20450525 0.15000 2045-05-25 0.150000 900178378.00 2179826.26 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2041-12-25 6.500000 40450727.00 667593.46 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-02-25 4.504429 44708620.00 1685235.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-07-25 0.652878 70241755.00 2045495.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-11-25 0.100000 285703662.00 1501672.21 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2040-10-25 6.000000 101033319.00 1386550.27 Agency Mortgage-Backed Securities AMERICAN TRANSMISSION SYS INC SR GLBL 144A 44 2044-09-01 5.000000 485000.00 620345.18 Corporate Debt Securities HOSPITALITY PPTYS TR SR GLBL NT 26 2026-10-01 4.750000 9692205.00 10010575.09 Corporate Debt Securities CWALT INC 2007-18CB 1-A-6 20370825 FLT 2037-08-25 28.752000 280504.00 107200.24 Corporate Debt Securities ABBVIE INC SR GLBL 144A 26 2026-11-21 2.950000 55.00 55.56 Corporate Debt Securities BB&T CORP ALT TIER I PERP 2024-09-01 4.800000 30000.00 31245.00 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 23 2023-04-12 3.848000 13600000.00 14245507.38 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 2.125%112122 2022-11-21 2.125000 1000000.00 997892.22 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 2.375%112124 2024-11-21 2.375000 2179721.00 2174833.58 Corporate Debt Securities CITIGROUP INC SUB GLBL NT 46 2046-05-18 4.750000 177000.00 212486.98 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 23 2023-09-01 3.567630 1000.00 1029.67 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT 22 2022-11-07 2.650000 4000.00 4057.68 Corporate Debt Securities DT AUTO OWNER TRUST 2017-4 E 20241115 5.15000 2024-11-15 5.150000 3834891.00 3969165.02 Corporate Debt Securities DEEPHAVEN RES MTG TR 2018-3 M-1 20580825 FLT 2058-08-25 4.357000 4156962.00 4218263.79 Corporate Debt Securities ENEL FIN INTL N.V. 4.25%23 2023-09-14 4.250000 106941.00 114077.62 Corporate Debt Securities ENERGY TRANSFER OPERATING LP SR GLBL NT4.5%24 2024-04-15 4.500000 25000.00 26567.75 Corporate Debt Securities FREMF MTG TR 2013-K30 X2-A 20450625 0.10000 2045-06-25 0.100000 1314089119.00 3216909.06 Corporate Debt Securities FREMF MTG TR 2013-K31 X2-A 20460725 0.10000 2046-07-25 0.100000 1208053087.00 3020312.68 Corporate Debt Securities FORTIVE CORP SR COCO 22 2022-02-15 0.875000 2.00 1.97 Corporate Debt Securities HOSPITALITY PPTYS TR SR GLBL NT 24 2024-10-01 4.350000 9709938.00 10042883.68 Corporate Debt Securities IMPERIAL BRANDS FIN PLC CR SEN SR GLBL29 2029-07-26 3.875000 280000.00 282967.88 Corporate Debt Securities INTESA SANPAOLO S P A SR 144A NT 28 2028-01-12 3.875000 15000000.00 15265747.92 Corporate Debt Securities KRAFT HEINZ FOODS CO SR NT 5.2%45 2045-07-15 5.200000 96000.00 105556.37 Corporate Debt Securities KROGER CO SR NT 4.45%47 2047-02-01 4.450000 5000.00 5426.38 Corporate Debt Securities MARKEL CORP SR GLBL NT 50 2050-09-17 4.150000 119501.00 123131.44 Corporate Debt Securities NORTHSTAR EDUCATION FIN 2007-1 1A-4 20460129 FLT 2046-01-29 3.110000 10873321.00 10593716.57 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT3.5%29 2029-08-15 3.500000 20000.00 20430.23 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT4.4%49 2049-08-15 4.400000 10000.00 10268.77 Corporate Debt Securities PNC FINL SVCS GROUP INC SB GLBL NT3.9%24 2024-04-29 3.900000 9500000.00 10143910.00 Corporate Debt Securities PERKINELMER INC SR GLBL NT3.3%29 2029-09-15 3.300000 84000.00 84722.26 Corporate Debt Securities PRUDENTIAL FINL INC JR SB FIX/FLT 43 2043-06-15 5.625000 5330000.00 5911902.75 Corporate Debt Securities RESIDENTIAL MTG LN TR 2019-3 M-1 20590925 FLT 2059-09-25 3.257000 23089.00 22997.73 Corporate Debt Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0167 100000000.00 100000000.00 0.0051 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 1.720000% 0001197610 99VDDX004_1.72_1202 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 5.058000 16781423.00 17180384.55 Corporate Debt Securities CENTERPOINT ENERGY INC -A 6.125% 2023-09-01 6.125000 1030000.00 1099496.39 Corporate Debt Securities CITIGROUP INC PERP SUB -A NT 2023-01-30 5.950000 868000.00 937386.23 Corporate Debt Securities RADNOR RE LTD 2018-1 M-2 20280325 FLT 2028-03-25 4.408000 4596638.00 4603720.40 Corporate Debt Securities TGIF FDG LLC 2047-04-30 6.202000 25188256.00 23544212.30 Corporate Debt Securities AETNA INC NEW SR NT 2.8%23 2023-06-15 2.800000 600000.00 616671.33 Corporate Debt Securities ASHLAND INC NEW SR NT 4.75%22 2022-08-15 4.750000 1559000.00 1659839.58 Corporate Debt Securities BA CREDIT CARD TR 2019-1 A 20250115 1.74000 2025-01-15 1.740000 2064923.00 2060416.65 Corporate Debt Securities BAIN CAP CR CLO LTD 2016-2 E 20290116 FLT 2029-01-16 9.040880 3712500.00 3529589.21 Corporate Debt Securities BOYD GAMING CORP SR GLBL NT 26 2026-04-01 6.375000 1000000.00 1077770.83 Corporate Debt Securities CENTURYLINK INC SR NT-S 6.45%21 2021-06-15 6.450000 24810000.00 26779500.50 Corporate Debt Securities CHESAPEAKE ENERGY CORP SR GLBL NT 8%25 2025-01-15 8.000000 1776676.00 965672.76 Corporate Debt Securities DIAMOND SPORTS GROUP LLC / DIA SR SEC GLBL 26 2026-08-15 5.375000 10.00 10.35 Corporate Debt Securities TELEFONAKTIEBOLAGET LM ERICSS SR GLBL NT 22 2022-05-15 4.125000 76000.00 78997.00 Corporate Debt Securities FORTIVE CORP SR COCO 22 2022-02-15 0.875000 12.00 11.84 Corporate Debt Securities MATTEL INC SR GLBL NT 21 2021-08-15 2.350000 2000.00 2028.58 Corporate Debt Securities ROSE ROCK MIDSTREAM LP/ ROSE R SR NT 5.625%22 2022-07-15 5.625000 219000.00 225365.78 Corporate Debt Securities SCRIPPS E W CO OHIO SR GLBL 144A 25 2025-05-15 5.125000 4999.00 5077.70 Corporate Debt Securities SPRINT CORPORATION SR GLBL NT 23 2023-09-15 7.875000 787000.00 876472.06 Corporate Debt Securities STERIGENICS-NORDION HLDGS LLC SR 144A NT6.5%23 2023-05-15 6.500000 71000.00 73486.97 Corporate Debt Securities TRUCK HERO INC SR SEC GLBL 24 2024-04-21 8.500000 1000000.00 1001847.22 Corporate Debt Securities WESTLAKE AUTORECV TR 2019-3 F 20260415 4.72000 2026-04-15 4.720000 45098.00 45166.84 Corporate Debt Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0172 80000000.00 80000000.00 0.0041 N Y Y N UBS Master Trust 2019-12-06 /s/Nancy Osborn Nancy Osborn Vice President