Cash Equivalents
as of 6/30/2020

Investment Table

 

Security Description Par Value
in thousands
(000s)
Interest Rate Maturity Date Market Value
$US in thousands
(000s)
ALPINE SECURITIZATON 35,000 0.00 10/1/2020 34,973
ALPINE SECURITIZATON 50,000 0.29 8/20/2020 50,000
ALPINE SECURITIZATON 50,000 0.00 7/31/2020 49,985
AMERICAN HONDA FINANCE 40,000 0.66 6/11/2021 40,000
AUST & NEW ZEA 30,000 0.48 11/27/2020 30,000
BANK OF AMERICA NA 25,000 0.46 10/6/2020 25,000
BANK OF MONTREAL- 25,000 0.59 9/21/2020 25,007
BANK OF MONTREAL- 15,000 0.39 7/13/2020 15,000
BANK OF NOVA SCOTIA 40,000 0.39 2/19/2021 40,000
BANK OF NOVA SCOTIA 50,000 0.43 12/10/2020 50,000
BARCLAYS BANK PLC 30,000 0.35 9/1/2020 30,000
BARCLAYS BANK PLC 35,000 0.40 7/31/2020 35,000
BARCLAYS BANK PLC 30,000 0.50 12/1/2020 30,000
BARCLAYS BANK PLC 30,000 0.48 9/1/2020 30,000
BARCLAYS BK PLC 30,000 0.00 10/30/2020 29,965
BARCLAYS BK PLC 50,000 0.36 11/20/2020 50,000
BARCLAYS BK PLC 33,000 1.25 7/21/2020 32,985
BARCLAYS BK PLC 50,000 0.00 10/1/2020 49,962
BARCLAYS BK PLC 50,000 0.00 7/31/2020 49,981
BEDFORD ROW FDG CORP 50,000 0.47 12/3/2020 50,000
BEDFORD ROW FDG CORP 35,000 0.43 8/6/2020 35,000
CAFCO LLC 75,000 0.00 7/1/2020 75,000
CANADIAN IMPER. HLDG 100,000 0.00 7/31/2020 99,987
CANADIAN IMPERIAL BK 75,000 0.00 7/1/2020 75,000
CANADIAN IMPERIAL BK 25,000 0.45 12/4/2020 25,000
CANADIAN IMPERIAL BK 15,000 0.44 9/1/2020 15,000
CCPC CCFOBHUS0 COC 295 0.00 n/a 295
CCPC CSFB CCFOBCUS1 1,108 0.00 n/a 1,108
CCPC CSFB CCFOBZUS0 COC 132 0.00 n/a 132
CHARIOT FNDG LLC 50,000 0.00 10/30/2020 49,958
CHARIOT FNDG LLC 185,000 0.00 7/31/2020 184,956
CHARIOT FNDG LLC 25,000 0.00 7/1/2020 25,000
COLLATERALIZED CP FLEX 17,500 0.00 7/1/2020 17,500
COLLATERALIZED CP FLEX 67,500 0.00 10/30/2020 67,433
COLLATERALIZED CP FLEX 50,000 0.34 2/1/2021 50,000
COLLATERALIZED CP FLEX 50,000 1.43 1/11/2021 50,000
COLLATERALIZED CP FLEX 25,000 0.37 7/1/2020 25,000
COLLATERALIZED CP FLEX 60,000 0.00 7/31/2020 59,957
COLLATERALIZED CP FLEX 30,000 0.00 9/1/2020 29,987
COLLATERALIZED CP FLEX 50,000 0.00 1/4/2021 49,909
COOPERATIEVE CENTRALE 8,000 0.60 6/17/2021 8,000
COOPERATIEVE CENTRALE 25,000 1.64 4/6/2021 25,000
CRC FUNDING LLC 30,000 0.00 7/1/2020 30,000
CREDIT SUISSE NY 30,000 0.29 11/18/2020 30,000
CREDIT SUISSE NY 50,000 0.40 7/27/2020 50,000
CREDIT SUISSE NY 30,000 0.54 12/30/2020 30,000
CREDIT SUISSE SEC LLC COC 3,007 0.00 n/a 3,007
CROWN POINT CAP CO. 50,000 0.00 10/1/2020 49,961
CROWN POINT CAP CO. 50,000 0.00 10/30/2020 49,943
CROWN POINT CAP CO. 25,000 0.00 9/1/2020 24,988
CROWN POINT CAP CO. 50,000 0.00 7/31/2020 49,993
DCAT, LLC 67,000 0.00 7/1/2020 67,000
DNB NOR BK ASA 25,000 1.39 7/15/2020 24,999
DNB NOR BK ASA 25,000 1.36 7/19/2021 24,976
DNB NOR BK ASA 50,000 1.53 4/12/2021 49,976
FED HOME LN DISCOUNT NT 75,000 0.00 7/1/2020 75,000
FEDERATION DES CAISSES 30,000 0.41 9/9/2020 30,000
FEDERATION DES CAISSES 30,000 1.31 7/15/2020 30,000
FUTURES MORGAN STANLEY COC 156 0.00 n/a 156
GOTHAM FDG CORP 46,700 0.00 7/1/2020 46,700
GOTHAM FDG CORP 50,000 0.00 10/30/2020 49,953
GOTHAM FDG CORP 38,100 0.00 9/1/2020 38,084
J.P. MORGAN SECURITIES 50,000 0.28 9/28/2020 50,000
JUPITER SECT CO LLC 140,000 0.00 7/31/2020 139,941
JUPITER SECT CO LLC 25,000 0.00 7/1/2020 25,000
JUPITER SECT CO LLC 50,000 0.00 9/1/2020 49,974
MANHATTAN ASSET FDG. 62,150 0.00 8/27/2020 62,122
MANHATTAN ASSET FDG. 70,000 0.00 10/1/2020 69,948
MANHATTAN ASSET FDG. 52,000 0.00 10/30/2020 51,950
MANHATTAN ASSET FDG. 30,000 0.00 7/1/2020 30,000
MANHATTAN ASSET FDG. 50,658 0.00 7/31/2020 50,645
METLIFE SHORT TERM FDG 49,370 0.00 9/4/2020 49,294
MUFG BK LTD N Y BRH DISC COML 50,000 0.00 7/31/2020 49,955
MUFG BK LTD N Y BRH DISC COML 50,000 0.00 7/1/2020 50,000
MUFG BK LTD N Y BRH DISC COML 10,000 1.02 2/4/2021 9,998
NATL AUSTRALIA BK LT 25,000 0.45 12/4/2020 25,000
NOMURA TBA COC 94 0.00 n/a 94
NORDEA BK AB PUBL NY 30,000 0.62 2/14/2022 30,000
NORDEA BK AB PUBL NY 40,000 1.60 7/10/2020 40,000
OLD LINE FUNDING LLC 25,000 0.49 8/18/2020 25,000
OLD LINE FUNDING LLC 50,000 0.00 10/30/2020 49,948
OLD LINE FUNDING LLC 50,000 0.00 8/12/2020 49,907
OLD LINE FUNDING LLC 80,000 0.00 7/31/2020 79,917
OLD LINE FUNDING LLC 35,000 0.00 10/30/2020 34,964
PARIBAS REPO 41,200 0.13 7/1/2020 41,200
REPO BANK AMERICA 4,207 0.08 7/6/2020 4,207
SHEFFIELD RECEIVABLE 60,000 0.00 10/30/2020 59,937
SHEFFIELD RECEIVABLE 60,000 0.00 10/1/2020 59,956
SHEFFIELD RECEIVABLE 80,000 0.00 9/1/2020 79,959
SKANDIN ENS BANKEN 25,000 1.29 7/26/2021 25,000
SURPLUS MONEY INVESTMENT FUND 42,265 n/a 12/31/2030 42,265
STATE STREET BANK + TRUST CO 1,378,023 n/a 12/31/2030 1,378,023
SUMITOMO MITSUI BKG CORP 50,000 0.28 9/1/2020 50,000
SUMITOMO MITSUI BKG CORP 33,000 0.68 11/22/2021 33,000
SUMITOMO MITSUI BKG CORP 30,000 0.25 7/31/2020 30,000
SUMITOMO MITSUI BKG CORP 25,000 0.30 9/1/2020 25,000
SUMITOMO MTSU BKG CORP 50,000 0.00 10/30/2020 49,950
SVENSKA HANDLSBNKN A 25,000 0.28 11/10/2020 25,000
SWAP BANK OF AMERICA BOC (16,574) 0.00 n/a (16,574)
SWAP BNP PARIBAS BOC (1,179) 0.00 n/a (1,179)
SWAP CITIBANK BOC (6,320) 0.00 n/a (6,320)
SWAP CITIBANK COC 251 0.00 n/a 251
SWAP CITIGROUP COC 484 0.00 n/a 484
SWAP CREDIT AGRICOLE BOC (1,380) 0.00 n/a (1,380)
SWAP GOLDMAN SACHS BOC (8,950) 0.00 n/a (8,950)
SWAP GOLDMAN SACHS COC 20 0.00 n/a 20
SWAP HSBC BOC (400) 0.00 n/a (400)
SWAP HSBC COC 3,030 0.00 n/a 3,030
SWAP JP MORGAN BOC (4,411) 0.00 n/a (4,411)
SWAP MERRILL LYNCH BOC (10) 0.00 n/a (10)
SWAP MERRILL LYNCH COC 338 0.00 n/a 338
SWAP MORGAN STANLEY BOC (390) 0.00 n/a (390)
SWAP MORGAN STANLEY COC 939 0.00 n/a 939
SWAP RBC COCF CANADA 4,850 0.00 n/a 4,850
SWAP STAND. CHARTER BANK BOCOC (140) 0.00 n/a (140)
SWAP STATE STREET BANK BOC (1,170) 0.00 n/a (1,170)
SWAP STATE STREET BANK COCCO C 260 0.00 n/a 260
SWAP TD COC USD 978 0.00 n/a 978
SWAP TD SECURITIES BOC (1,270) 0.00 n/a (1,270)
SWAP UBS BOC (120) 0.00 n/a (120)
SWAP UBS COC 140 0.00 n/a 140
SWAPS ANZ BOC (1,510) 0.00 n/a (1,510)
SWAPS BANK OF MONTREAL COC USD 1,380 0.00 n/a 1,380
SWAPS BARCLAYS BOC (100) 0.00 n/a (100)
SWBC WESTPAC BOC (100) 0.00 n/a (100)
TBA CITIGROUP BOC (1,908) 0.00 n/a (1,908)
TBA CREDIT SUISSE BOC (1,280) 0.00 n/a (1,280)
TBA CREDIT SUISSE COC 820 0.00 n/a 820
TBA GOLDMAN SACHS COC 580 0.00 n/a 580
TBA JP MORGAN COC 59 0.00 n/a 59
TBA MERRILL LYNCH COC (338) 0.00 n/a (338)
TBA MORGAN STANLEY BOC (277) 0.00 n/a (277)
TBA MORGAN STANLEY COC (1,719) 0.00 n/a (1,719)
THUNDER BAY FNDNG LLC 50,000 0.00 10/30/2020 49,950
THUNDER BAY FNDNG LLC 65,000 0.43 8/11/2020 65,000
TORONTO DOMINION BANK 150,000 0.00 7/1/2020 150,000
TORONTO-DOMINION 5,000 0.41 8/17/2020 5,000
TORONTO-DOMINION 25,000 0.45 9/8/2020 25,000
TREASURY BILL 363,557 0.00 9/22/2020 363,451
TREASURY BILL 387,634 0.00 10/6/2020 387,487
TREASURY BILL 51,290 0.00 8/18/2020 51,281
TREASURY BILL 4,390 0.00 12/31/2020 4,387
TREASURY BILL 459,215 0.00 11/5/2020 458,985
TREASURY BILL 150,900 0.00 7/30/2020 150,885
TREASURY BILL 101,450 0.00 7/2/2020 101,450
TREASURY BILL 50,000 0.00 12/24/2020 49,958
TREASURY BILL 400,000 0.00 9/1/2020 399,906
TREASURY BILL 175,000 0.00 5/20/2021 174,759
TREASURY BILL 100,000 0.00 3/25/2021 99,848
TREASURY BILL 446,000 0.00 10/1/2020 445,848
TREASURY BILL 250,000 0.00 7/9/2020 249,977
TREASURY BILL 150,000 0.00 11/12/2020 149,930
TREASURY BILL 100,000 0.00 8/20/2020 99,893
TREASURY BILL 75,000 0.00 2/25/2021 74,920
TREASURY BILL 100,000 0.00 10/15/2020 99,963
TREASURY BILL 300,000 0.00 12/1/2020 299,798
TREASURY BILL 50,000 0.00 7/7/2020 49,999
TREASURY BILL 100,000 0.00 10/22/2020 99,953
TREASURY BILL 172,225 0.00 7/16/2020 172,212
TREASURY BILL 150,000 0.00 9/10/2020 149,956
TREASURY BILL 50,000 0.00 10/8/2020 49,783
TREASURY BILL 175,000 0.00 12/3/2020 174,872
TREASURY BILL 150,000 0.00 7/23/2020 149,986
TREASURY BILL 375,500 0.00 8/6/2020 375,476
TREASURY BILL 155,000 0.00 4/22/2021 154,805
TREASURY BILL 150,000 0.00 10/29/2020 149,927
TREASURY BILL 230,000 0.00 8/13/2020 229,836
TREASURY BILL 85,900 0.00 7/28/2020 85,892
TREASURY BILL 64,200 0.00 8/4/2020 64,193
TREASURY BILL 12,700 0.00 8/27/2020 12,697
TREASURY BILL 178,000 0.00 9/8/2020 177,954
UBS AG LONDON 50,000 0.46 7/9/2020 50,000
VICTORY RECEIVABLES 50,000 0.00 7/1/2020 50,000
VICTORY RECEIVABLES 50,000 0.00 9/1/2020 49,978
VICTORY RECEIVABLES 50,000 0.00 7/31/2020 49,990