Florida Prime Holdings Report

Transcription

1 ASB Finance Ltd. CP4-2 COMMERCIAL PAPER /9/ ,000, $94,859,294 $94,921,466 ASB Finance Ltd. CP4-2 COMMERCIAL PAPER /18/ ,000, $19,928,867 $19,946,613 ASB Finance Ltd. CP4-2 COMMERCIAL PAPER /1/ ,000, $33,844,875 $33,895,066 ASB Finance Ltd., Nov 30, 2016 VARIABLE RATE COMMERCIAL PAPER /30/2016 9/30/ ,000, $50,000,000 $50,018,850 Alpine Securitization LTD CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 11/8/ ,000, $124,798,785 $124,848,135 Alpine Securitization LTD CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 11/17/ ,000, $44,915,125 $44,932,013 Alpine Securitization LTD CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 11/23/ ,000, $69,853,700 $69,879,265 Anglesea Funding LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 12/6/ ,000, $49,888,750 $49,885,907 Antalis S.A. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 9/13/ ,770, $63,766,014 $63,766,014 Antalis S.A. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 9/15/ ,000, $64,994,313 $64,994,186 Atlantic Asset Securitization LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 9/14/ ,000, $49,996,333 $49,996,209 Australia & New Zealand Banking Group, Melbourne CP4-2 COMMERCIAL PAPER /22/ ,000, $49,873,125 $49,864,084 Australia & New Zealand Banking Group, Melbourne, Dec 20, 2016 VARIABLE RATE COMMERCIAL PAPER /20/2016 9/20/ ,000, $25,000,000 $25,005,600 BNP Paribas SA Dublin CP4-2 COMMERCIAL PAPER /13/ ,000, $194,988,625 $194,990,277 BNP Paribas SA Dublin CP4-2 COMMERCIAL PAPER /14/ ,000, $99,993,000 $99,993,967 Bank of America N.A. Triparty Repo Overnight Fixed REPO TRIPARTY OVERNIGHT FIXED /9/ ,000, $245,000,000 $245,000,000 Bank of Montreal CDYAN CERTIFICATE OF DEPOSIT - YANKEE /6/ ,000, $35,000,000 $35,005,098 Bank of Montreal CDYAN CERTIFICATE OF DEPOSIT - YANKEE /20/ ,000, $25,000,000 $24,985,882 Bank of Montreal CDYAN CERTIFICATE OF DEPOSIT - YANKEE /9/ ,000, $23,000,000 $23,014,047 Bank of Montreal CP COMMERCIAL PAPER 9/19/ ,000, $149,961,042 $149,980,109 Bank of Montreal, Mar 27, 2017 VARIABLE RATE CERTIFICATE OF DEPOSIT /27/2017 9/27/ ,000, $50,000,000 $49,965,600 Bank of Nova Scotia, Toronto CDYAN CERTIFICATE OF DEPOSIT - YANKEE /21/ ,000, $100,000,000 $100,017,455 Bank of Nova Scotia, Toronto CP4-2 COMMERCIAL PAPER /23/ ,000, $24,860,000 $24,860,000 Bank of Nova Scotia, Toronto, Mar 24, 2017 VARIABLE RATE CERTIFICATE OF DEPOSIT /24/2017 9/26/ ,000, $25,000,000 $24,996,975 Bank of Nova Scotia, Toronto, Nov 07, 2016 VARIABLE RATE CERTIFICATE OF DEPOSIT /7/ /7/ ,000, $50,000,000 $50,024,900 Barton Capital S.A. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 10/5/ ,000, $119,931,600 $119,961,930 Barton Capital S.A. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 10/11/ ,000, $19,986,067 $19,992,007 Bedford Row Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 9/23/ ,000, $24,993,333 $24,995,104 Bedford Row Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 2/13/ ,000, $24,886,986 $24,878,757 Bedford Row Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 3/7/ ,000, $29,835,000 $29,820,000 Bedford Row Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 3/10/ ,000, $49,733,125 $49,693,221 Bedford Row Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 3/13/ ,000, $20,886,075 $20,868,281 Bedford Row Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 3/15/ ,000, $24,862,917 $24,840,853 CAFCO, LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 12/1/ ,000, $14,968,850 $14,973,400 CHARTA, LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 12/27/ ,000, $39,887,556 $39,894,033 CIESCO, LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 12/13/ ,000, $46,889,707 $46,898,981 CRC Funding, LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 12/19/ ,000, $24,936,250 $24,941,067 CRC Funding, LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 2/10/ ,000, $24,870,833 $24,886,979 Canadian Imperial Bank of Commerce CDYAN CERTIFICATE OF DEPOSIT - YANKEE /17/ ,000, $50,000,000 $50,006,834 Canadian Imperial Bank of Commerce CDYAN CERTIFICATE OF DEPOSIT - YANKEE /20/ ,000, $150,000,000 $150,025,913

2 Canadian Imperial Bank of Commerce CDYAN CERTIFICATE OF DEPOSIT - YANKEE /17/ ,000, $45,000,000 $45,007,491 Canadian Imperial Bank of Commerce CDYAN CERTIFICATE OF DEPOSIT - YANKEE /18/ ,000, $25,000,000 $25,015,588 Canadian Imperial Bank of Commerce CDYAN CERTIFICATE OF DEPOSIT - YANKEE /28/ ,000, $24,000,000 $24,016,351 Canadian Imperial Bank of Commerce CDYAN CERTIFICATE OF DEPOSIT - YANKEE /28/ ,000, $25,000,000 $25,017,594 Commonwealth Bank of Aust, 01/27/2017 VARIABLE RATE COMMERCIAL PAPER /27/ /4/ ,200, $32,204,763 $32,232,651 Credit Agricole Corporate and Investment Bank CP COMMERCIAL PAPER 9/9/ ,000, $299,996,583 $299,997,450 Credit Suisse, Zurich CP COMMERCIAL PAPER 9/23/ ,000, $84,977,156 $84,986,011 Credit Suisse, Zurich CP COMMERCIAL PAPER 12/9/ ,000, $9,975,211 $9,977,588 DZ Bank AG Deutsche Zentral-Genossenschaftbank CDYAN CERTIFICATE OF DEPOSIT - YANKEE /3/ ,000, $60,000,000 $60,012,028 DZ Bank AG Deutsche Zentral-Genossenschaftbank CDYAN CERTIFICATE OF DEPOSIT - YANKEE /28/ ,000, $125,000,000 $125,037,750 Dreyfus Government Cash Management Fund OVNMF OVERNIGHT MUTUAL FUND /9/2016 8,954, $8,954,271 $8,954,271 Fairway Finance Co. LLC, Dec 09, 2016 VARIABLE RATE COMMERCIAL PAPER-ABS-4(2) /9/2016 9/9/ ,000, $50,000,000 $50,000,000 Fairway Finance Co. LLC, Nov 03, 2016 VARIABLE RATE COMMERCIAL PAPER-ABS-4(2) /3/ /3/ ,000, $50,000,000 $50,000,000 Fairway Finance Co. LLC, Nov 14, 2016 VARIABLE RATE COMMERCIAL PAPER-ABS-4(2) /14/2016 9/12/ ,000, $25,000,000 $25,000,000 Federated Institutional Prime Obligations Fund, Class IS MUTUAL FUND MONEY MARKET /9/2016 9/9/ ,716, $726,716,811 $726,716,811 Fiore Capital LLC, Series 2005-A, Aug 01, 2045 VARIABLE RATE DEMAND NOTE /1/2045 9/15/ ,980, $37,980,000 $37,980,000 Gotham Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 9/9/ ,000, $49,999,167 $49,999,403 Gotham Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 9/19/ ,000, $9,998,167 $9,998,383 Gotham Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 9/20/ ,000, $59,988,000 $59,990,450 Gotham Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 10/3/ ,000, $29,985,833 $29,988,583 Gotham Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 10/21/ ,000, $149,874,583 $149,885,513 HSBC Bank USA, N.A., Feb 02, 2017 VARIABLE RATE CERTIFICATE OF DEPOSIT /2/ /3/ ,000, $100,000,000 $100,000,000 J.P. Morgan Securities LLC, Dec 02, 2016 VARIABLE RATE COMMERCIAL PAPER /2/ /3/ ,000, $75,000,000 $75,045,225 J.P. Morgan Securities LLC, Feb 24, 2017 VARIABLE RATE COMMERCIAL PAPER /24/ /25/ ,000, $40,000,000 $40,000,000 JPMorgan Chase Bank, N.A., Nov 04, 2016 VARIABLE RATE BANK NOTE /7/ /7/ ,000, $15,000,000 $14,998,665 Kaiser Foundation Hospital CP COMMERCIAL PAPER 9/28/ ,000, $52,984,100 $52,969,760 LMA-Americas LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 9/22/ ,000, $33,992,860 $33,993,455 Mizuho Bank Ltd. CDEUR (London) CERTIFICATE OF DEPOSIT - EURO /26/ ,000, $74,974,527 $74,975,325 Mizuho Bank Ltd. CDEUR (London) CERTIFICATE OF DEPOSIT - EURO /30/ ,000, $99,956,660 $99,887,710 Mizuho Bank Ltd. CP4-2 COMMERCIAL PAPER /13/ ,000, $149,991,458 $149,992,791 Mizuho Securities USA, Inc. - REPO TRIPARTY OVERNIGHT FIXED REPO TRIPARTY OVERNIGHT FIXED /9/ ,000, $15,000,000 $15,000,000 NRW.Bank CP4-2 COMMERCIAL PAPER /20/ ,000, $49,958,583 $49,962,900 Nationwide Building Society CP4-2 COMMERCIAL PAPER /11/ ,000, $44,970,300 $44,962,710 New York State Local Government Assistance Corp., (Subordinate Series 2008B-3V), 04/01/2024 MUNICIPAL VARIABLE RATE DEMAND NOTE /1/2024 9/14/ ,120, $24,120,000 $24,120,000 Oglethorpe Power Corp. Scherer Project, (Oglethorpe Power Corp.), (Series 2009B), 01/01/2036 MUNICIPAL VARIABLE RATE DEMAND NOTE /1/2036 9/14/ ,600, $26,600,000 $26,600,000 Old Line Funding, LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 2/21/ ,000, $34,807,947 $34,816,178 Old Line Funding, LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 6/23/ ,000, $24,760,000 $24,721,400 Old Line Funding, LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 7/14/ ,100, $43,626,844 $43,562,873 Old Line Funding, LLC, Feb 07, 2017 VARIABLE RATE COMMERCIAL PAPER-ABS-4(2) /7/ /7/ ,000, $25,000,000 $25,014,050 Orthopaedic Hospital of Wisconsin LLC, Series 09-A, Mar 01, 2039 VARIABLE RATE DEMAND NOTE /1/2039 9/15/2016 9,920, $9,920,000 $9,920,000

3 Royal Bank of Canada, Montreal CDYAN CERTIFICATE OF DEPOSIT - YANKEE /8/ ,000, $25,000,000 $25,000,914 Royal Bank of Canada, Montreal, Feb 02, 2017 VARIABLE RATE CERTIFICATE OF DEPOSIT /2/ /2/ ,000, $45,000,000 $45,043,740 Royal Bank of Canada, Montreal, Oct 03, 2016 VARIABLE RATE CERTIFICATE OF DEPOSIT /3/ /3/ ,000, $125,000,000 $125,029,500 Societe Generale, Paris CDYAN CERTIFICATE OF DEPOSIT - YANKEE /14/ ,000, $75,000,000 $75,002,550 Standard Chartered Bank plc CDYAN CERTIFICATE OF DEPOSIT - YANKEE /28/ ,000, $50,008,849 $50,021,550 Standard Chartered Bank plc CDYAN CERTIFICATE OF DEPOSIT - YANKEE /16/ ,000, $25,000,000 $25,001,782 Standard Chartered Bank plc CDYAN CERTIFICATE OF DEPOSIT - YANKEE /23/ ,000, $50,000,000 $50,006,243 Standard Chartered Bank plc CDYAN CERTIFICATE OF DEPOSIT - YANKEE /21/ ,000, $200,000,000 $200,032,186 Standard Chartered Bank plc CP4-2 COMMERCIAL PAPER /16/ ,500, $15,497,933 $15,498,939 Starbird Funding Corp. CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 11/4/ ,000, $39,939,833 $39,955,793 State Street Bank and Trust Co., Dec 13, 2016 VARIABLE RATE CERTIFICATE OF DEPOSIT /13/2016 9/13/ ,000, $25,000,000 $25,006,500 State Street Bank and Trust Co., Jan 11, 2017 VARIABLE RATE CERTIFICATE OF DEPOSIT /11/2017 9/12/ ,000, $50,000,000 $50,015,250 State Street Bank and Trust Co., Jan 25, 2017 VARIABLE RATE CERTIFICATE OF DEPOSIT /25/2017 9/26/ ,000, $100,000,000 $100,062,000 State Street Bank and Trust Co., Nov 10, 2016 VARIABLE RATE CERTIFICATE OF DEPOSIT /10/2016 9/12/ ,000, $50,000,000 $50,020,550 Svenska Handelsbanken, Stockholm CP4-2 COMMERCIAL PAPER /14/ ,000, $49,992,833 $49,997,434 Svenska Handelsbanken, Stockholm CP4-2 COMMERCIAL PAPER /18/ ,000, $24,958,090 $24,964,796 Thunder Bay Funding, LLC CPABS4-2 COMMERCIAL PAPER - ABS- 4(2) 7/20/ ,000, $24,715,625 $24,681,281 Thunder Bay Funding, LLC, Feb 22, 2017 VARIABLE RATE COMMERCIAL PAPER-ABS-4(2) /22/2017 9/22/ ,000, $75,000,000 $75,019,725 Toronto Dominion Bank CDYAN CERTIFICATE OF DEPOSIT - YANKEE /10/ ,000, $15,000,000 $15,009,642 Toronto Dominion Bank CDYAN CERTIFICATE OF DEPOSIT - YANKEE /24/ ,000, $20,000,000 $19,982,786 Toronto Dominion Bank CDYAN CERTIFICATE OF DEPOSIT - YANKEE /8/ ,000, $40,000,000 $40,000,000 Toronto Dominion Bank, Apr 19, 2017 VARIABLE RATE CERTIFICATE OF DEPOSIT /19/2017 9/19/ ,000, $25,000,000 $24,975,175 Toronto Dominion Bank, Aug 10, 2017 VARIABLE RATE CERTIFICATE OF DEPOSIT /10/ /10/ ,000, $25,000,000 $25,009,900 Toronto Dominion Bank, Mar 14, 2017 VARIABLE RATE CERTIFICATE OF DEPOSIT /14/2017 9/14/ ,000, $50,000,000 $50,006,300 Toronto Dominion Bank, May 04, 2017 VARIABLE RATE CERTIFICATE OF DEPOSIT /4/ /4/ ,000, $25,000,000 $24,954,975 Toronto Dominion Bank, Nov 04, 2016 VARIABLE RATE CERTIFICATE OF DEPOSIT /4/ /4/ ,000, $10,000,000 $10,004,150 Toronto Dominion Bank, Oct 17, 2016 VARIABLE RATE CERTIFICATE OF DEPOSIT /17/ /17/ ,000, $30,000,000 $30,013,140 Toronto Dominion Bank, Sep 06, 2017 VARIABLE RATE CERTIFICATE OF DEPOSIT /6/ /6/ ,000, $15,000,000 $15,000,000 Toronto Dominion Bank, Sr. Unsecured, Sep 09, 2016 VARIABLE MEDIUM TERM NOTE /9/2016 9/9/ ,000, $10,000,129 $10,000,000 Toronto Dominion Bank, Sr. Unsecured, Sep 09, 2016 VARIABLE MEDIUM TERM NOTE /9/2016 9/9/ ,000, $24,000,206 $24,000,000 Toyota Motor Credit Corp., Oct 07, 2016 VARIABLE MEDIUM TERM NOTE /7/ /7/ ,000, $50,000,000 $49,997,950 Washington State Economic Development Finance Authority, (CleanScapes, Inc.), (Series 2009), 02/12/2019 MUNICIPAL VARIABLE RATE DEMAND NOTE /12/2019 9/14/ ,450, $26,450,000 $26,450,000 Wells Fargo Bank, N.A., Nov 18, 2016 VARIABLE RATE BANK NOTE /18/2016 9/20/ ,000, $100,000,000 $100,005,300 Wells Fargo Bank, N.A., Nov 21, 2016 VARIABLE MEDIUM TERM NOTE /21/2016 9/22/ ,000, $50,000,000 $50,002,050 Wells Fargo Bank, N.A., Sep 15, 2016 VARIABLE RATE CERTIFICATE OF DEPOSIT /15/2016 9/15/ ,000, $100,000,000 $100,008,900 Westpac Banking Corp. Ltd, Series YCD, 02/06/2017 CORPORATE BOND /6/ /7/ ,500, $180,530,752 $180,684,652 Westpac Banking Corp. Ltd., Sydney CP4-2 COMMERCIAL PAPER /16/ ,000, $99,980,556 $99,992,133 7,251,811,082 $7,247,578,779 $7,248,279,820 (1) Market values of the portfolio securities are provided by the Custodian and the Manager has no responsibility for the accuracy thereof. The Manager acknowledges that it is the source for other data contained herein. (2) Amortized cost is calculated using a straight-line method.

4 Note: The data included in this report is unaudited. Amounts above are the value of investments. Income accruals, payables and uninvested cash are not included.

5 Summary Report Portfolio Composition Asset Backed Commercial Paper - Fixed Asset Backed Commercial Paper - Floating Bank Instrument - Fixed Bank Instrument - Floating Portfolio Composition Asset Backed Commercial Paper - Fixed 19.8 Asset Backed Commercial Paper - Floating 3.1 Bank Instrument - Fixed 18.8 Bank Instrument - Floating 14.0 Corporate CP - Fixed 21.4 Corporate CP - Floating 3.1 Corporate Notes - Floating 6.1 Mutual Funds - Money Market 10.2 Repo 3.6 Total % of Portfolio: Corporate CP - Fixed Corporate CP - Floating Corporate Notes - Floating Mutual Funds - Money Market Effective Average Maturity(can't exceed 60 days) 40 Days Repo Top Holdings(excluding Repurchase Agreements) Effective Maturity Schedule Eff Final Federated Institutional Prime Obligations Fund days Royal Bank of Canada days Standard Chartered PLC days Credit Suisse Group AG days Credit Agricole Group days Mizuho Financial Group, Inc. 4.5 Total % of Portfolio: Canadian Imperial Bank of Commerce 4.4 BNP Paribas SA 4.2 Mitsubishi UFJ Financial Group, Inc. 4.1 Bank of Montreal 4.0 Total % of Portfolio: 50.3 S&P Credit Quality Composition(at least 50% A-1+) Illiquid Securities(can't exceed 10%) A % A Total % of Portfolio: Portfolio holdings are shown as of the date indicated. Since market conditions fluctuate suddenly and frequently, the portfolio holdings may change and this list is not indicative of future portfolio composition. These portfolio holdings are not intended to be and do not constitute recommendations that others buy, sell, or hold any of the securities listed. Past performance is no guarantee of future results. An explanation of the significance of such ratings may be obtained from the companies furnishing the ratings. The ratings reflect only the view of such organizations at the time such ratings were given and Federated does not make any representation as to the appropriateness of the ratings. There is no assurance that such ratings will continue for any given period of time or that they will not be revised downward or withdrawn entirely by said rating companies, if in the judgment of said rating companies, circumstances so warrant. Any such downward revision or withdrawal of such ratings may have an adverse effect on the market price on the Investments. Note: The data included in this report is unaudited. Amounts above are the value of investments. Income accruals, payables and uninvested cash are not included.

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