Cash Equivalents
as of 6/30/2019

Investment Table

 

Security Description Par Value
in thousands
(000s)
Interest Rate Maturity Date Market Value
$US in thousands
(000s)
ALPINE SECURITIZATON 50,000 2.58 8/1/2019 50,000
AUST & NEW ZEA 25,000 2.79 1/7/2020 25,000
AUSTR & NEW ZEALND B 30,000 2.79 1/28/2020 30,000
BANK OF AMERICA, N.A. 50,000 2.57 11/8/2019 50,000
BANK OF MONTREAL- 15,000 2.80 11/12/2019 15,000
BANK OF MONTREAL- 25,000 2.82 1/13/2020 25,000
BANK OF MONTREAL- 15,000 2.83 11/4/2019 15,000
BANK OF MONTREAL- 25,000 2.68 12/6/2019 25,000
BANK OF MONTREAL- 50,000 2.67 9/21/2020 50,073
BANK OF MONTREAL- 15,000 2.60 6/5/2020 15,000
BANK OF NOVA SCOTIA 25,000 2.55 12/30/2019 24,992
BANK OF NOVA SCOTIA 15,000 2.67 9/21/2020 14,999
BANK OF NOVA SCOTIA 15,000 2.59 9/20/2019 15,000
BANK OF NOVA SCOTIA 30,000 2.88 10/15/2019 29,996
BARCLAYS BANK PLC 25,000 2.87 4/16/2020 25,000
BARCLAYS BANK PLC 500 2.98 10/25/2019 500
BARCLAYS BK PLC 50,000 0.00 7/1/2019 50,000
BEDFORD ROW FDG CORP 15,000 2.81 1/3/2020 15,000
BEDFORD ROW FDG CORP 30,000 2.56 11/1/2019 30,000
BNZ INTNL FDG LTD 25,000 2.67 4/16/2020 25,000
BOSTON SCIENTIFIC CORP 3,000 2.91 7/10/2019 2,981
CAMPBELL SOUP CO. 6,000 3.10 8/15/2019 5,938
CANADIAN IMPERIAL BK 25,000 2.74 8/13/2019 25,000
CANADIAN IMPERIAL BK 3,000 2.98 5/2/2020 2,998
CANADIAN IMPERIAL BK 25,000 2.88 7/24/2020 25,000
CANADIAN IMPERIAL BK 25,000 2.58 6/12/2020 25,000
CCBRCIUS4 SWBC BRC (10) 0.00 N/A (10)
CCCIBIUS4 SWBC CIB USD (270) 0.00 N/A (270)
CCMACIUS9 MACQUIRE BOC (270) 0.00 N/A (270)
CCPC CCFOBHUS0 COC 232 0.00 N/A 232
CCPC CSFB CCFOBCUS1 569 0.00 N/A 569
CCPC CSFB CCFOBZUS0 COC 164 0.00 N/A 164
CHARIOT FNDG LLC 25,000 2.63 4/1/2020 25,000
CHARIOT FNDG LLC 50,000 0.00 8/1/2019 49,897
CHARIOT FNDG LLC 100,000 0.00 8/30/2019 99,597
CMMNWLTH BNK OF AUS 50,000 2.62 9/6/2019 50,009
COLLTRZD COML PAPER II 50,000 2.86 1/2/2020 50,000
COOPERATIEVE CENTRALE 24,000 2.73 7/1/2019 24,000
COOPERATIEVE CENTRALE 25,000 2.86 4/6/2021 25,000
COOPERATIEVE CENTRALE 8,000 2.72 6/17/2021 8,000
CREDIT SUISSE NY 30,000 0.01 7/27/2020 30,000
CREDIT SUISSE NY 25,000 2.80 3/6/2020 25,000
CREDIT SUISSE NY 35,000 2.80 5/4/2020 35,000
CREDIT SUISSE SEC LLC COC 2,173 0.00 N/A 2,173
CRH AMERICA FINANCE IN 250 2.83 7/9/2019 248
DCAT, LLC 69,000 0.00 8/1/2019 68,851
DCAT, LLC 48,000 0.00 7/1/2019 48,000
DNB NOR BK ASA 50,000 2.82 4/12/2021 49,946
DNB NOR BK ASA 25,000 2.77 7/15/2020 24,984
ENCANA CORPORATION 300 3.20 8/1/2019 298
FAIRWAY FINANCE CORP 25,000 2.54 1/6/2020 25,002
FED HOME LN DISCOUNT NT 25,000 0.00 8/1/2019 24,948
FED HOME LN DISCOUNT NT 125,000 0.00 7/1/2019 125,000
FEDERATION DES CAISSES 55,000 0.00 2/25/2020 54,018
FEDERATION DES CAISSES 14,500 0.00 7/10/2019 14,491
FUTURES MORGAN STANLEY COC 342 0.00 N/A 342
GLAXOSMITHKLINE LLC 48,000 0.00 8/1/2019 47,899
GOTHAM FDG CORP 50,000 0.00 7/1/2019 50,000
INTL BUS MACH CORP 50,000 0.00 8/30/2019 49,783
JUPITER SECT CO LLC 139,283 0.00 7/1/2019 139,283
MANHATTAN ASSET FDG. 102,000 0.00 8/1/2019 101,788
MIZUHO BANK LTD 8,555 2.62 7/1/2019 8,555
MORGAN STANLEY CAP SVCS COC 100 0.00 N/A 100
MUFG BK LTD N Y BRH DISC COML 50,000 2.70 2/27/2020 50,000
MUFG BK LTD N Y BRH DISC COML 30,000 2.68 5/5/2020 30,000
MUFG BK LTD N Y BRH DISC COML 10,000 3.03 2/4/2021 9,994
MUFG BK LTD N Y BRH DISC COML 30,000 2.62 5/6/2020 30,000
NATIONAL BK OF CANAD 20,000 2.82 1/13/2020 20,000
NATIXIS NY 25,000 0.00 7/1/2019 25,000
NATIXIS NY 25,000 2.70 4/9/2020 25,000
NATIXIS NY 50,000 2.65 6/11/2020 50,000
NATL AUSTRALIA BK LT 25,000 2.58 6/25/2020 25,000
NATL AUSTRALIA BK LT 25,000 2.64 12/11/2019 25,000
NOMURA TBA COC 187 0.00 N/A 187
NORDEA BK AB PUBL NY 40,000 2.87 7/10/2020 40,000
NORDEA BK AB PUBL NY 10,000 2.75 11/4/2019 10,000
NORDEA BK AB PUBL NY 10,000 2.70 12/4/2019 10,000
OLD LINE FUNDING LLC 30,000 2.56 11/1/2019 30,000
PARIBAS REPO 63,900 2.55 7/1/2019 63,900
REPO TORONTO DOMINION 18,400 2.60 7/1/2019 18,400
ROYAL BANK OF CANADA 25,000 2.72 11/15/2019 25,000
ROYAL BANK OF CANADA 15,000 2.65 12/11/2019 15,000
ROYAL BANK OF CANADA 15,000 2.93 1/9/2020 15,000
ROYAL BANK OF CANADA 25,000 2.66 4/29/2020 25,000
ROYAL CARIBBEAN CRUISE 250 2.90 7/15/2019 249
ROYAL CARIBBEAN CRUISE 250 2.90 7/11/2019 249
SHEFFIELD RECEIVABLE 100,000 0.00 8/30/2019 99,567
SHEFFIELD RECEIVABLE 15,000 2.63 10/18/2019 15,000
SKANDIN ENS BANKEN 45,000 2.78 8/28/2019 45,003
Surplus Money Investment Fund 62,838 N/A 12/31/2030 62,838
STANDARD CHARTERED BANK REPO 600,000 2.90 7/1/2019 600,000
STATE STREET BANK + TRUST CO 780,881 N/A 12/31/2030 780,881
SUMITOMO MITSUI BKG CORP 25,000 2.71 7/1/2019 25,000
SUMITOMO MITSUI BKG CORP 25,000 2.99 5/1/2020 25,044
SUMITOMO MITSUI BKG CORP 25,000 2.95 1/10/2020 24,999
SVENSKA HANDLSBNKN A 25,000 2.69 8/19/2019 25,000
SWAP BANK OF AMERICA COC 20 0.00 N/A 20
SWAP BARCLAYS BANK COC 220 0.00 N/A 220
SWAP BNP PARIBAS BOC (2,760) 0.00 N/A (2,760)
SWAP CITIBANK BOC (8,140) 0.00 N/A (8,140)
SWAP CITIBANK COC 20,602 0.00 N/A 20,602
SWAP CITIGROUP BOC (246) 0.00 N/A (246)
SWAP CREDIT SUISSE COC 640 0.00 N/A 640
SWAP GOLDMAN SACHS BOC (15,620) 0.00 N/A (15,620)
SWAP GOLDMAN SACHS COC 60 0.00 N/A 60
SWAP HSBC BOC (5,630) 0.00 N/A (5,630)
SWAP JP MORGAN BOC (2,510) 0.00 N/A (2,510)
SWAP JP MORGAN COC 740 0.00 N/A 740
SWAP MERRILL LYNCH BOC (280) 0.00 N/A (280)
SWAP MORGAN STANLEY BOC (920) 0.00 N/A (920)
SWAP MORGAN STANLEY COC 939 0.00 N/A 939
SWAP NOMURA BOC USD (203) 0.00 N/A (203)
SWAP RBC COCF CANADA (2,700) 0.00 N/A (2,700)
SWAP RBS BOCC (80) 0.00 N/A (80)
SWAP STANDARD CHARTERED BANK L 830 0.00 N/A 830
SWAP STATE STREET BANK COCCO C 1,090 0.00 N/A 1,090
SWAP TD COC USD 350 0.00 N/A 350
SWAP UBS BOC (280) 0.00 N/A (280)
SWAP WELLS FARGO COC (134) 0.00 N/A (134)
SWAPS ANZ BOC (2,470) 0.00 N/A (2,470)
SWAPS BARCLAYS BOC (290) 0.00 N/A (290)
TBA BARCLAYS BANK BOC (199) 0.00 N/A (199)
TBA CITIGROUP COC 270 0.00 N/A 270
TBA CREDIT SUISSE COC 170 0.00 N/A 170
TBA GOLDMAN SACHS COC 20 0.00 N/A 20
TBA MORGAN STANLEY COC (1,089) 0.00 N/A (1,089)
TBA WELLS FARGO COC 265 0.00 N/A 265
TORONTO DOMINION BANK 25,000 2.73 12/3/2019 25,000
TORONTO DOMINION BANK 25,000 0.00 8/1/2019 24,948
TORONTO-DOMINION 25,000 2.61 6/3/2020 25,000
TREASURY BILL 146,043 0.00 7/11/2019 145,956
TREASURY BILL 75,000 0.00 1/2/2020 74,048
TREASURY BILL 50,020 0.00 7/5/2019 50,007
TREASURY BILL 40,000 0.00 1/30/2020 39,403
TREASURY BILL 100,000 0.00 8/1/2019 99,801
TREASURY BILL 80,000 0.00 2/27/2020 78,673
TREASURY BILL 75,000 0.00 7/16/2019 74,931
VICTORY RECEIVABLES 80,206 0.00 7/1/2019 80,206
VICTORY RECEIVABLES 50,000 0.00 8/1/2019 49,897
VICTORY RECEIVABLES 25,000 0.00 7/8/2019 24,988
VW CR INC 4,800 2.90 7/9/2019 4,759
WESTPAC BANKING CORP. 10,000 2.68 2/10/2020 10,000
WESTPAC BKING CORP N 30,000 2.52 6/5/2020 30,000